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examples/tools/hunting-anomalies/README.md

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2. **Set up your API key:** Make sure you have an active paid Polygon.io Stock subscription for accessing Flat Files. Set up your API key in your environment or directly in the scripts where required.
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3. **Download Historical Data:** Use the MinIO client to download historical stock market data:
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3. **Download Historical Data:** Use the MinIO client to download historical stock market data. Adjust the commands and paths based on the data you are interested in.
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```bash
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mc alias set s3polygon https://files.polygon.io YOUR_ACCESS_KEY YOUR_SECRET_KEY
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mc cp --recursive s3polygon/flatfiles/us_stocks_sip/day_aggs_v1/2024/08/ ./aggregates_day/
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mc cp --recursive s3polygon/flatfiles/us_stocks_sip/day_aggs_v1/2024/09/ ./aggregates_day/
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mc cp --recursive s3polygon/flatfiles/us_stocks_sip/day_aggs_v1/2024/10/ ./aggregates_day/
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gunzip ./aggregates_day/*.gz
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```
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Adjust the commands and paths based on the data you're interested in.
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4. **Build the Lookup Table:** This script processes the downloaded data and builds a lookup table, saving it as `lookup_table.pkl`.
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```bash
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python gui-lookup-table.py
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```
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For a complete step-by-step guide on each phase of the anomaly detection process, including additional configurations and troubleshooting, refer to the detailed [tutorial on our blog](https://polygon.io/blog/hunting-anomalies-in-stock-market).
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For a complete step-by-step guide on each phase of the anomaly detection process, including additional configurations and troubleshooting, refer to the detailed [tutorial on our blog](https://polygon.io/blog/hunting-anomalies-in-stock-market/).

examples/tools/hunting-anomalies/build-lookup-table.py

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import os
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import pandas as pd
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import pandas as pd # type: ignore
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from collections import defaultdict
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import pickle
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import json

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