Intraday Tick-Level Time & Sales Aggregator & Large Block Trade Detector in Python

import pandas as pd
import numpy as np
\.def detect_block_trades(tick_df, threshold_mult=5.0):
    df = tick_df.copy()
    mean_vol = df['Size'].mean()
    std_vol = df['Size'].std()
    cutoff = mean_vol + (threshold_mult * std_vol)
    
    df['Aggressive_Buy'] = df['Price'] >= df['Ask']
    df['Block_Trade'] = df['Size'] >= cutoff
    return df[df['Block_Trade']]