dtscore 2.7.2__tar.gz → 2.7.4__tar.gz

{dtscore-2.7.2/src/dtscore.egg-info → dtscore-2.7.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dtscore
-Version: 2.7.2
+Version: 2.7.4
 Summary: DTS Core Services
 Author-email: "D. Smith" <dgsmith.hpot@gmail.com>
 Classifier: Development Status :: 5 - Production/Stable

{dtscore-2.7.2 → dtscore-2.7.4}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "dtscore"
-version = "2.7.2"
+version = "2.7.4"
 authors = [
   { name="D. Smith", email="dgsmith.hpot@gmail.com" },
 ]

{dtscore-2.7.2 → dtscore-2.7.4}/src/dtscore/hxloader/indicators.py

@@ -10,55 +10,49 @@ import stock_indicators as si
 from dtscore import logging as _log
 
 DEFAULT_ROUNDTO = 5
-DEFAULT_DROP_NANS = True
 
 CandlePart = si.CandlePart
 
 _roundif_float = lambda v,rt: round(v, rt) if isinstance(v,float) else v
 
-def _finalize_result(df:pd.DataFrame, result:pd.DataFrame, drop_nans:bool) -> pd.DataFrame:
-    final = _concat_result(df, result)
-    return final.dropna() if drop_nans else final
-
 def macd(
         df:pd.DataFrame, fast_periods:int=12, slow_periods:int=26, signal_periods:int=9,
-        candle_part:si.CandlePart=si.CandlePart.CLOSE, roundto:int=DEFAULT_ROUNDTO, drop_nans:bool=DEFAULT_DROP_NANS,) -> pd.DataFrame:
+        candle_part:si.CandlePart=si.CandlePart.CLOSE, roundto:int=DEFAULT_ROUNDTO) -> pd.DataFrame:
     macds = si.indicators.macd.get_macd(_to_quotes(df), fast_periods, slow_periods, signal_periods, candle_part)
     for m in macds: m.macd = _roundif_float(m.macd,roundto)
     df_result = pd.DataFrame([[m.date.date(), m.macd] for m in macds], columns=['Date','MACD'])
-    return _finalize_result(df, df_result, drop_nans)
+    return _concat_result(df, df_result)
 
-def obv(df:pd.DataFrame, sma_periods:int|None=None, roundto:int=DEFAULT_ROUNDTO, drop_nans:bool=DEFAULT_DROP_NANS) -> pd.DataFrame:
+def obv(df:pd.DataFrame, sma_periods:int|None=None, roundto:int=DEFAULT_ROUNDTO) -> pd.DataFrame:
     obvs = si.indicators.obv.get_obv(_to_quotes(df), sma_periods=sma_periods)
     for o in obvs: o.obv = _roundif_float(o.obv, roundto)
     df_result = pd.DataFrame([[o.date.date(), o.obv] for o in obvs], columns=['Date','OBV'])
-    return _finalize_result(df, df_result, drop_nans)
+    return _concat_result(df, df_result)
 
-def adline(df:pd.DataFrame, sma_periods:int|None=None, roundto:int=DEFAULT_ROUNDTO, drop_nans:bool=DEFAULT_DROP_NANS) -> pd.DataFrame:
+def adline(df:pd.DataFrame, sma_periods:int|None=None, roundto:int=DEFAULT_ROUNDTO) -> pd.DataFrame:
     adlines = si.indicators.adl.get_adl(_to_quotes(df), sma_periods=sma_periods)
     for a in adlines: a.adl = _roundif_float(a.adl, roundto)
     df_result = pd.DataFrame([[adl.date.date(), adl.adl] for adl in adlines], columns=['Date','ADL'])
-    return _finalize_result(df, df_result, drop_nans)
+    return _concat_result(df, df_result)
 
-def adx(df:pd.DataFrame, lookback_periods:int=14, roundto:int=DEFAULT_ROUNDTO, drop_nans:bool=DEFAULT_DROP_NANS) -> pd.DataFrame:
+def adx(df:pd.DataFrame, lookback_periods:int=14, roundto:int=DEFAULT_ROUNDTO) -> pd.DataFrame:
     adxs = si.indicators.adx.get_adx(_to_quotes(df), lookback_periods=lookback_periods)
     for a in adxs: a.adx = _roundif_float(a.adx, roundto)
     df_result = pd.DataFrame([[adx.date.date(), adx.adx] for adx in adxs], columns=['Date','ADX'])
-    return _finalize_result(df, df_result, drop_nans)
+    return _concat_result(df, df_result)
 
-def rsi(df:pd.DataFrame, lookback_periods:int=14, roundto:int=DEFAULT_ROUNDTO, drop_nans:bool=DEFAULT_DROP_NANS) -> pd.DataFrame:
+def rsi(df:pd.DataFrame, lookback_periods:int=14, roundto:int=DEFAULT_ROUNDTO) -> pd.DataFrame:
     rsis = si.indicators.rsi.get_rsi(_to_quotes(df), lookback_periods=lookback_periods)
     for r in rsis: r.rsi = _roundif_float(r.rsi, roundto)
     df_result = pd.DataFrame([[rsi.date.date(), rsi.rsi] for rsi in rsis], columns=['Date','RSI'])
-    return _finalize_result(df, df_result, drop_nans)
+    return _concat_result(df, df_result)
 
 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:
+        roundto:int=DEFAULT_ROUNDTO) -> 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
+        return pd.DataFrame([[ma.date.date(), ma.sma] for ma in smas], columns=['Date',f'SMA_{period}'])
     
     if lookback_periods is None: lookback_periods = [50, 200]
     quotes = _to_quotes(df)
@@ -68,16 +62,15 @@ def sma(df:pd.DataFrame, lookback_periods:list[int]|None=None, candle_part:si.Ca
         for period in lookback_periods
         ]
     df_result = pd.concat(smas, axis=1).reset_index()
-    return _finalize_result(df, df_result, drop_nans)
+    return _concat_result(df, df_result)
 
 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:
+        roundto:int=DEFAULT_ROUNDTO) -> 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
+        return pd.DataFrame([[ea.date.date(), ea.ema] for ea in emas], columns=['Date', f'EMA_{period}'])
     
     if lookback_periods is None: lookback_periods =[50, 200]
     quotes = _to_quotes(df)
@@ -86,10 +79,9 @@ def ema(df:pd.DataFrame, lookback_periods:list[int]|None=None, candle_part:si.Ca
         for period in lookback_periods
         ]
     df_result = pd.concat(emas, axis=1).reset_index()
-    return _finalize_result(df, df_result, drop_nans)
+    return _concat_result(df, df_result)
 
-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) -> 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 ]
@@ -97,7 +89,7 @@ def bollbands(df:pd.DataFrame, lookback_periods:int=20, standard_deviations:floa
         data=values,
         columns=['Date', f'BB_SMA_{lookback_periods}','UPPER_BAND','LOWER_BAND','PERCENT_B','Z_SCORE','WIDTH']
         )
-    return _finalize_result(df, df_result, drop_nans)
+    return _concat_result(df, df_result)
 
 def _to_quotes(df:pd.DataFrame) -> list[si.Quote]:
     return [
@@ -105,11 +97,6 @@ def _to_quotes(df:pd.DataFrame) -> list[si.Quote]:
         for d,o,h,l,c,v 
         in zip(df['Date'], df['Open'], df['High'], df['Low'], df['Close'], df['Volume'])
     ]
-    # records = df.to_dict('records')
-    # return [
-    #     si.Quote(date=q['Date'], open=q['Open'], high=q['High'], low=q['Low'],
-    #     close=q['Close'], volume=q['Volume']) for q in records
-    # ]
 
 def _concat_result(df:pd.DataFrame, indicators:pd.DataFrame) -> pd.DataFrame:
     df = df.set_index('Date')

{dtscore-2.7.2 → dtscore-2.7.4}/src/dtscore/hxloader/loader.py

@@ -50,10 +50,10 @@ class HxDataset:
         data = pd.DataFrame(q_list, columns=all_cols)
         return HxDataset(symbol, dates, data)
 
-    def __len__(self):
+    def __len__(self) -> int:
         return len(self.data)
 
-    def __getitem__(self, index:list[str]):
+    def __getitem__(self, index:list[str]) -> type[Self]:
         return HxDataset(self.symbol, self.dates, self.data[index])
 
     def to_csvfile(self, folder:str) -> type[Self]:
@@ -84,45 +84,65 @@ class HxDataset:
         return HxDataset(self.symbol, self.dates, df)
 
     def add_macd(self,fast_periods:int=12, slow_periods:int=26, signal_periods:int=9,
-            candle_part:ind.CandlePart=ind.CandlePart.CLOSE, roundto:int=ind.DEFAULT_ROUNDTO,
-            drop_nans:bool=ind.DEFAULT_DROP_NANS,) -> type[Self]:
+            candle_part:ind.CandlePart=ind.CandlePart.CLOSE, roundto:int=ind.DEFAULT_ROUNDTO) -> type[Self]:
+        """Generate the macd indicator
+
+           Args:
+                fast_periods (int): fast period
+                slow_periods (int): slow period
+                signal_perids (int): signal periods
+                candle_part (ind.CandlePart): candle part
+                roundto (float): precision of float point results
+        """
         df = ind.macd(self.data, fast_periods=fast_periods, slow_periods=slow_periods,
-                signal_periods=signal_periods, candle_part=candle_part, roundto=roundto, drop_nans=drop_nans)
+                      signal_periods=signal_periods, candle_part=candle_part, roundto=roundto)
         return HxDataset(symbol=self.symbol, dates=self.dates, data=df)        
 
-    def add_obv(self, sma_periods:int|None=None, roundto:int=ind.DEFAULT_ROUNDTO,
-                drop_nans:bool=ind.DEFAULT_DROP_NANS,) -> type[Self]:
-        df = ind.obv(self.data, sma_periods=sma_periods, roundto=roundto, drop_nans=drop_nans)
+    def add_obv(self, sma_periods:int|None=None, roundto:int=ind.DEFAULT_ROUNDTO) -> type[Self]:
+        """Generate the on balance volume indicator.
+        
+           Args:
+            sma_periods (int|None): sma_periods
+            roundto (int): 
+        """
+        df = ind.obv(self.data, sma_periods=sma_periods, roundto=roundto)
         return HxDataset(symbol=self.symbol, dates=self.dates, data=df)        
 
-    def add_adline(self, sma_periods:int|None=None, roundto:int=ind.DEFAULT_ROUNDTO,
-                   drop_nans:bool=ind.DEFAULT_DROP_NANS,) -> type[Self]:
-        df = ind.adline(self.df, sma_periods=sma_periods, roundto=roundto, drop_nans=drop_nans)
+    def add_adline(self, sma_periods:int|None=None, roundto:int=ind.DEFAULT_ROUNDTO) -> type[Self]:
+        """Generate the adline indicator."""
+        df = ind.adline(self.data, sma_periods=sma_periods, roundto=roundto)
         return HxDataset(symbol=self.symbol, dates=self.dates, data=df)        
 
-    def add_adx(self, lookback_periods:int=14, roundto:int=ind.DEFAULT_ROUNDTO,
-                drop_nans:bool=ind.DEFAULT_DROP_NANS,) -> type[Self]:
-        df = ind.adx(self.data, lookback_periods=lookback_periods, roundto=roundto, drop_nans=drop_nans)
+    def add_adx(self, lookback_periods:int=14, roundto:int=ind.DEFAULT_ROUNDTO) -> type[Self]:
+        """Generate the adx indicator."""
+        df = ind.adx(self.data, lookback_periods=lookback_periods, roundto=roundto)
         return HxDataset(symbol=self.symbol, dates=self.dates, data=df)        
 
-    def add_rsi(self, lookback_periods:int=14, roundto:int=ind.DEFAULT_ROUNDTO,
-                drop_nans:bool=ind.DEFAULT_DROP_NANS,) -> type[Self]:
-        df = ind.rsi(self.data, lookback_periods=lookback_periods, roundto=roundto, drop_nans=drop_nans)
+    def add_rsi(self, lookback_periods:int=14, roundto:int=ind.DEFAULT_ROUNDTO) -> type[Self]:
+        """Generate the rsi indicator."""
+        df = ind.rsi(self.data, lookback_periods=lookback_periods, roundto=roundto)
         return HxDataset(symbol=self.symbol, dates=self.dates, data=df)        
 
     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)
+                roundto:int=ind.DEFAULT_ROUNDTO) -> type[Self]:
+        """Generate one or more simple moving averages."""
+        df = ind.sma(self.data, lookback_periods=lookback_periods, candle_part=candle_part, roundto=roundto)
         return HxDataset(symbol=self.symbol, dates=self.dates, data=df)
 
     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)
+                roundto:int=ind.DEFAULT_ROUNDTO) -> type[Self]:
+        """Generate one or more exponential moving averages."""
+        df = ind.ema(self.data, lookback_periods=lookback_periods, candle_part=candle_part, roundto=roundto)
         return HxDataset(symbol=self.symbol, dates=self.dates, data=df)
 
-    def add_boll(self, lookback_periods:int=20, standard_deviations:float=2.0) -> type[Self]:
-        df = ind.bollbands(self.data, lookback_periods=lookback_periods, standard_deviations=standard_deviations)
-        return HxDataset(symbol=self.symbol, dates=self.dates, data=df)        
+    def add_boll(self, lookback_periods:int=20, standard_deviations:float=2.0, roundto:int=ind.DEFAULT_ROUNDTO) -> type[Self]:
+        """Generate Bollinger bands."""
+        df = ind.bollbands(self.data, lookback_periods=lookback_periods, standard_deviations=standard_deviations, roundto=roundto)
+        return HxDataset(symbol=self.symbol, dates=self.dates, data=df)
+
+    def dropna(self,) -> type[Self]:
+        """Drop missing or non-numeric values."""
+        return HxDataset(symbol=self.symbol, dates=self.dates, data=self.data.copy().dropna())       
 
 
 

{dtscore-2.7.2 → dtscore-2.7.4/src/dtscore.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dtscore
-Version: 2.7.2
+Version: 2.7.4
 Summary: DTS Core Services
 Author-email: "D. Smith" <dgsmith.hpot@gmail.com>
 Classifier: Development Status :: 5 - Production/Stable

{dtscore-2.7.2 → dtscore-2.7.4}/tests/test_hxl.py

@@ -17,9 +17,10 @@ def main():
     data = [
         ldr.HxDataset.download(symbol,dates) \
             .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_sma(lookback_periods=[5,15,50,200]) \
+            .add_ema(lookback_periods=[5,15]) \
             .add_boll(lookback_periods=5, standard_deviations=2.0) \
+            .dropna() \
             for symbol in symbols
     ]