This project calculates the timestamp when the cumulative traded volume within a rolling 60-minute window first exceeds the stock's 30-day average volume. It processes intraday data and compares it with daily stock trading data.

• data/: Contains the data files (day_data.csv, intraday_19_april_2024.csv, intraday_22_april_2024.csv).
• src/: Contains the Python code (stock_volume_strategy.py).
• requirements.txt: Lists the Python dependencies (e.g., pandas).
• main.py: Entry point for executing the strategy.

• Python 3.x
• pandas

```
pip install -r requirements.txt
```

```
python main.py
```