dtscore 2.7.0__tar.gz → 2.7.2__tar.gz

{dtscore-2.7.0/src/dtscore.egg-info → dtscore-2.7.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dtscore
-Version: 2.7.0
+Version: 2.7.2
 Summary: DTS Core Services
 Author-email: "D. Smith" <dgsmith.hpot@gmail.com>
 Classifier: Development Status :: 5 - Production/Stable

{dtscore-2.7.0 → dtscore-2.7.2}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "dtscore"
-version = "2.7.0"
+version = "2.7.2"
 authors = [
   { name="D. Smith", email="dgsmith.hpot@gmail.com" },
 ]

{dtscore-2.7.0 → dtscore-2.7.2}/src/dtscore/hxloader/indicators.py

@@ -52,19 +52,44 @@ def rsi(df:pd.DataFrame, lookback_periods:int=14, roundto:int=DEFAULT_ROUNDTO, d
     df_result = pd.DataFrame([[rsi.date.date(), rsi.rsi] for rsi in rsis], columns=['Date','RSI'])
     return _finalize_result(df, df_result, drop_nans)
 
-def sma(df:pd.DataFrame, lookback_periods:int=50, candle_part:si.CandlePart=si.CandlePart.CLOSE, roundto:int=DEFAULT_ROUNDTO, drop_nans:bool=DEFAULT_DROP_NANS) -> pd.DataFrame:
-    smas = si.indicators.sma.get_sma(_to_quotes(df), lookback_periods=lookback_periods, candle_part=candle_part)
-    for m in smas: m.sma = _roundif_float(m.sma, roundto)
-    df_result = pd.DataFrame([[ma.date.date(), ma.sma] for ma in smas], columns=['Date',f'SMA_{lookback_periods}'])
+def sma(df:pd.DataFrame, lookback_periods:list[int]|None=None, candle_part:si.CandlePart=si.CandlePart.CLOSE,
+        roundto:int=DEFAULT_ROUNDTO, drop_nans:bool=DEFAULT_DROP_NANS) -> pd.DataFrame:
+    def _gen_sma(quotes, period:int, candle_part:si.CandlePart, roundto:int) -> pd.DataFrame:
+        smas = si.indicators.sma.get_sma(quotes, lookback_periods=period, candle_part=candle_part)
+        for m in smas: m.sma = _roundif_float(m.sma, roundto)
+        df_result = pd.DataFrame([[ma.date.date(), ma.sma] for ma in smas], columns=['Date',f'SMA_{period}'])
+        return df_result
+    
+    if lookback_periods is None: lookback_periods = [50, 200]
+    quotes = _to_quotes(df)
+    # create a list of sma dataframes
+    smas = [
+        _gen_sma(quotes=quotes, period=period, candle_part=candle_part, roundto=roundto).set_index("Date")
+        for period in lookback_periods
+        ]
+    df_result = pd.concat(smas, axis=1).reset_index()
     return _finalize_result(df, df_result, drop_nans)
 
-def ema(df:pd.DataFrame, lookback_periods:int=5, candle_part:si.CandlePart=si.CandlePart.CLOSE, roundto:int=DEFAULT_ROUNDTO, drop_nans:bool=DEFAULT_DROP_NANS) -> pd.DataFrame:
-    emas = si.indicators.get_ema(_to_quotes(df), lookback_periods=lookback_periods, candle_part=candle_part)
-    for e in emas: e.ema = _roundif_float(e.ema, roundto)
-    df_result = pd.DataFrame([[ea.date.date(), ea.ema] for ea in emas], columns=['Date', f'EMA_{lookback_periods}'])
+def ema(df:pd.DataFrame, lookback_periods:list[int]|None=None, candle_part:si.CandlePart=si.CandlePart.CLOSE,
+        roundto:int=DEFAULT_ROUNDTO, drop_nans:bool=DEFAULT_DROP_NANS) -> pd.DataFrame:
+    # generate ema for a single symbol
+    def _gen_ema(quotes:list[si.Quote], period:int, candle_part:si.CandlePart, roundto:int) -> pd.DataFrame:
+        emas = si.indicators.ema.get_ema(quotes, lookback_periods=period, candle_part=candle_part)
+        for e in emas: e.ema = _roundif_float(e.ema, roundto)
+        df_result = pd.DataFrame([[ea.date.date(), ea.ema] for ea in emas], columns=['Date', f'EMA_{period}'])
+        return df_result
+    
+    if lookback_periods is None: lookback_periods =[50, 200]
+    quotes = _to_quotes(df)
+    emas = [
+        _gen_ema(quotes=quotes, period=period, candle_part=candle_part, roundto=roundto).set_index('Date')
+        for period in lookback_periods
+        ]
+    df_result = pd.concat(emas, axis=1).reset_index()
     return _finalize_result(df, df_result, drop_nans)
 
-def bollbands(df:pd.DataFrame, lookback_periods:int=20, standard_deviations:float=2.0, roundto:int=DEFAULT_ROUNDTO, drop_nans:bool=DEFAULT_DROP_NANS) -> pd.DataFrame:
+def bollbands(df:pd.DataFrame, lookback_periods:int=20, standard_deviations:float=2.0,
+              roundto:int=DEFAULT_ROUNDTO, drop_nans:bool=DEFAULT_DROP_NANS) -> pd.DataFrame:
     bbs = si.indicators.get_bollinger_bands(_to_quotes(df), lookback_periods=lookback_periods, standard_deviations=standard_deviations)
     values = [[bb.date, bb.sma, bb.upper_band, bb.lower_band, bb.percent_b, bb.z_score, bb.width] for bb in bbs ]
     values = [ [_roundif_float(v,roundto) for v in item] for item in values ]
@@ -74,18 +99,6 @@ def bollbands(df:pd.DataFrame, lookback_periods:int=20, standard_deviations:floa
         )
     return _finalize_result(df, df_result, drop_nans)
 
-def sma_50_200(df:pd.DataFrame, roundto:int=DEFAULT_ROUNDTO, drop_nans:bool=DEFAULT_DROP_NANS) -> pd.DataFrame:
-    mas50 = si.indicators.sma.get_sma(_to_quotes(df), 50)
-    for m in mas50: m.sma = round(m.sma,roundto) if isinstance(m.sma,float) else m.sma
-    mas200 = si.indicators.sma.get_sma(_to_quotes(df), 200)
-    for m in mas200: m.sma = round(m.sma,roundto) if isinstance(m.sma,float) else m.sma
-    df_sma50 = pd.DataFrame([[ma.date.date(), ma.sma] for ma in mas50], columns=['Date','SMA_50'])
-    df_sma50 = df_sma50.set_index('Date')
-    df_sma200 = pd.DataFrame([[ma.date.date(), ma.sma] for ma in mas200], columns=['Date','SMA_200'])
-    df_sma200 = df_sma200.set_index('Date')
-    df_result = pd.concat([df_sma50,df_sma200], axis=1).reset_index()
-    return _finalize_result(df, df_result, drop_nans)
-
 def _to_quotes(df:pd.DataFrame) -> list[si.Quote]:
     return [
         si.Quote(d,o,h,l,c,v) 

{dtscore-2.7.0 → dtscore-2.7.2}/src/dtscore/hxloader/loader.py

@@ -110,12 +110,12 @@ class HxDataset:
         df = ind.rsi(self.data, lookback_periods=lookback_periods, roundto=roundto, drop_nans=drop_nans)
         return HxDataset(symbol=self.symbol, dates=self.dates, data=df)        
 
-    def add_sma(self, lookback_periods:int=50, candle_part:ind.CandlePart=ind.CandlePart.CLOSE,
-                roundto:int=ind.DEFAULT_ROUNDTO, drop_nans:bool=ind.DEFAULT_DROP_NANS,) -> type[Self]:
+    def add_sma(self, lookback_periods:list[int], candle_part:ind.CandlePart=ind.CandlePart.CLOSE,
+                roundto:int=ind.DEFAULT_ROUNDTO, drop_nans:bool=ind.DEFAULT_DROP_NANS) -> type[Self]:
         df = ind.sma(self.data, lookback_periods=lookback_periods, candle_part=candle_part, roundto=roundto, drop_nans=drop_nans)
-        return HxDataset(symbol=self.symbol, dates=self.dates, data=df)        
+        return HxDataset(symbol=self.symbol, dates=self.dates, data=df)
 
-    def add_ema(self, lookback_periods:int=50, candle_part:ind.CandlePart=ind.CandlePart.CLOSE,
+    def add_ema(self, lookback_periods:list[int], candle_part:ind.CandlePart=ind.CandlePart.CLOSE,
                 roundto:int=ind.DEFAULT_ROUNDTO, drop_nans:bool=ind.DEFAULT_DROP_NANS,) -> type[Self]:
         df = ind.ema(self.data, lookback_periods=lookback_periods, candle_part=candle_part, roundto=roundto, drop_nans=drop_nans)
         return HxDataset(symbol=self.symbol, dates=self.dates, data=df)

{dtscore-2.7.0 → dtscore-2.7.2/src/dtscore.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dtscore
-Version: 2.7.0
+Version: 2.7.2
 Summary: DTS Core Services
 Author-email: "D. Smith" <dgsmith.hpot@gmail.com>
 Classifier: Development Status :: 5 - Production/Stable

{dtscore-2.7.0 → dtscore-2.7.2}/tests/test_hxl.py

@@ -11,17 +11,14 @@ def main():
     log.info('*' * 100)
     log.info(f'HxLoader test starting on {dt.datetime.now()}')
 
-    dates = ldr.rangefrom_enddate(ldr.date_now(), monthsback=36)
     symbols = ['SPY', 'VIXY']
-    # stats = ['OBV','MACD','ADX','ADLINE','RSI','SMA_50_200']
-
+    dates = ldr.rangefrom_enddate(ldr.date_now(), monthsback=36)
+    keep_cols = {'Date':'Date', 'adjOpen':'Open', 'adjHigh':'High', 'adjLow':'Low', 'adjClose':'Close', 'adjVolume':'Volume'}
     data = [
         ldr.HxDataset.download(symbol,dates) \
-            .keep_and_rename_cols(
-                {'Date':'Date', 'adjOpen':'Open', 'adjHigh':'High', 'adjLow':'Low', 'adjClose':'Close', 'adjVolume':'Volume'})
-            .add_sma(50,drop_nans=False) \
-            .add_sma(200,drop_nans=False) \
-            .add_ema(lookback_periods=5,drop_nans=False) \
+            .keep_and_rename_cols(keep_cols) \
+            .add_sma(lookback_periods=[5,15,50,200], drop_nans=False) \
+            .add_ema(lookback_periods=[5,15],drop_nans=False) \
             .add_boll(lookback_periods=5, standard_deviations=2.0) \
             for symbol in symbols
     ]
@@ -35,7 +32,6 @@ def main():
     # ]
 
     hxd = data[0]
-    npy = hxd.to_numpy()
     selected = hxd[['Date', 'Close',]]
     selected_2 = hxd.select_cols(['Date', 'Close',])
     print(selected.data)