detect-shanghai-silver-stock-drain

Shanghai silver stock drain signals are detected by applying a three-dimensional framework measuring direction, velocity, and acceleration, then using Z-score standardization to quantify supply tightness from public exchange inventory data.

The three-dimensional drain framework analyzes inventory changes across direction, velocity, and acceleration to identify late-stage supply signals, transforming raw public exchange stock data into standardized, actionable market tightness indicators.

Run `python scripts/drain_detector.py --quick` in your Python environment with pandas, numpy, selenium, and webdriver-manager installed to get an immediate silver stock drain signal without specifying custom date ranges.

Yes, you can cross-check SHFE silver stock drain signals with COMEX and ETF market indicators to validate the detected supply tightness, ensuring the Z-score standardized signals reflect broader market conditions.

Yes, selenium and webdriver-manager are required dependencies for fetching Shanghai silver stock data via the included scripts, alongside numpy and pandas for processing the inventory data into structured JSON or Markdown outputs.

Z-score standardization for silver stock drain detection relies on historical data availability and clean public exchange inputs; missing SGE or SHFE inventory data in the data directory can prevent accurate signal generation.