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ENH: Basic anomaly detector#393

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tibkiss wants to merge 5 commits intomasteralpacahq/marketstore:masterfrom enh/anomaly-detectoralpacahq/marketstore:enh/anomaly-detectorCopy head branch name to clipboard

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Commits on Nov 19, 2020

• ENH: Basic anomaly detector

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  07342c7

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• Use exact values for z-score calculation

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  694bf63

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• Remove unused

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• Return immediately when there is no deviation

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Commits on Nov 20, 2020

• run anomaly detection on ingest of trades

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