siglab-py 0.1.26__py3-none-any.whl → 0.1.27__py3-none-any.whl

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Files changed (6) hide show
  1. siglab_py/tests/unit/analytic_util_tests.py +1 -1
  2. siglab_py/util/analytic_util.py +1 -0
  3. {siglab_py-0.1.26.dist-info → siglab_py-0.1.27.dist-info}/METADATA +1 -1
  4. {siglab_py-0.1.26.dist-info → siglab_py-0.1.27.dist-info}/RECORD +6 -6
  5. {siglab_py-0.1.26.dist-info → siglab_py-0.1.27.dist-info}/WHEEL +0 -0
  6. {siglab_py-0.1.26.dist-info → siglab_py-0.1.27.dist-info}/top_level.txt +0 -0
siglab_py/tests/unit/analytic_util_tests.py CHANGED
@@ -41,5 +41,5 @@ class AnalyticUtilTests(unittest.TestCase):
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  pypy_compat=True
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  )
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- expected_columns : List[str] = ['exchange', 'symbol', 'timestamp_ms', 'open', 'high', 'low', 'close', 'volume', 'datetime', 'datetime_utc', 'year', 'month', 'day', 'hour', 'minute', 'dayofweek', 'pct_chg_on_close', 'candle_height', 'is_green', 'pct_change_close', 'sma_short_periods', 'sma_long_periods', 'ema_short_periods', 'ema_long_periods', 'ema_close', 'std', 'candle_height_percent', 'chop_against_ema', 'ema_volume_short_periods', 'ema_volume_long_periods', 'max_short_periods', 'max_long_periods', 'idmax_short_periods', 'idmax_long_periods', 'min_short_periods', 'min_long_periods', 'idmin_short_periods', 'idmin_long_periods', 'h_l', 'h_pc', 'l_pc', 'tr', 'atr', 'hurst_exp', 'boillenger_upper', 'boillenger_lower', 'boillenger_channel_height', 'boillenger_upper_agg', 'boillenger_lower_agg', 'boillenger_channel_height_agg', 'aggressive_up', 'aggressive_up_index', 'aggressive_up_candle_height', 'aggressive_up_candle_high', 'aggressive_up_candle_low', 'aggressive_down', 'aggressive_down_index', 'aggressive_down_candle_height', 'aggressive_down_candle_high', 'aggressive_down_candle_low', 'fvg_low', 'fvg_high', 'fvg_gap', 'fvg_mitigated', 'close_delta', 'close_delta_percent', 'up', 'down', 'rsi', 'ema_rsi', 'typical_price', 'money_flow', 'money_flow_positive', 'money_flow_negative', 'positive_flow_sum', 'negative_flow_sum', 'money_flow_ratio', 'mfi', 'macd', 'signal', 'macd_minus_signal', 'fib_618_short_periods', 'fib_618_long_periods', 'gap_close_vs_ema', 'close_above_or_below_ema', 'close_vs_ema_inflection']
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+ expected_columns : List[str] = ['exchange', 'symbol', 'timestamp_ms', 'open', 'high', 'low', 'close', 'volume', 'datetime', 'datetime_utc', 'year', 'month', 'day', 'hour', 'minute', 'dayofweek', 'pct_chg_on_close', 'candle_height', 'is_green', 'pct_change_close', 'sma_short_periods', 'sma_long_periods', 'ema_short_periods', 'ema_long_periods', 'ema_close', 'std', 'std_percent', 'candle_height_percent', 'chop_against_ema', 'ema_volume_short_periods', 'ema_volume_long_periods', 'max_short_periods', 'max_long_periods', 'idmax_short_periods', 'idmax_long_periods', 'min_short_periods', 'min_long_periods', 'idmin_short_periods', 'idmin_long_periods', 'h_l', 'h_pc', 'l_pc', 'tr', 'atr', 'hurst_exp', 'boillenger_upper', 'boillenger_lower', 'boillenger_channel_height', 'boillenger_upper_agg', 'boillenger_lower_agg', 'boillenger_channel_height_agg', 'aggressive_up', 'aggressive_up_index', 'aggressive_up_candle_height', 'aggressive_up_candle_high', 'aggressive_up_candle_low', 'aggressive_down', 'aggressive_down_index', 'aggressive_down_candle_height', 'aggressive_down_candle_high', 'aggressive_down_candle_low', 'fvg_low', 'fvg_high', 'fvg_gap', 'fvg_mitigated', 'close_delta', 'close_delta_percent', 'up', 'down', 'rsi', 'ema_rsi', 'typical_price', 'money_flow', 'money_flow_positive', 'money_flow_negative', 'positive_flow_sum', 'negative_flow_sum', 'money_flow_ratio', 'mfi', 'macd', 'signal', 'macd_minus_signal', 'fib_618_short_periods', 'fib_618_long_periods', 'gap_close_vs_ema', 'close_above_or_below_ema', 'close_vs_ema_inflection']
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  assert(pd_candles.columns.to_list()==expected_columns)
siglab_py/util/analytic_util.py CHANGED
@@ -94,6 +94,7 @@ def compute_candles_stats(
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  pd_candles['ema_close'] = pd_candles['ema_long_periods'] # Alias, shorter name
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  pd_candles['std'] = pd_candles['close'].rolling(window=sliding_window_how_many_candles).std()
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+ pd_candles['std_percent'] = pd_candles['std'] / pd_candles['ema_close'] * 100
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  pd_candles['candle_height_percent'] = pd_candles['candle_height'] / pd_candles['ema_close'] * 100
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  pd_candles['chop_against_ema'] = (
{siglab_py-0.1.26.dist-info → siglab_py-0.1.27.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: siglab-py
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- Version: 0.1.26
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+ Version: 0.1.27
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  Summary: Market data fetches, TA calculations and generic order gateway.
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  Author: r0bbarh00d
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  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>
{siglab_py-0.1.26.dist-info → siglab_py-0.1.27.dist-info}/RECORD RENAMED
@@ -21,14 +21,14 @@ siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/tests/integration/market_data_util_tests.py,sha256=X0CiSMDfsafKcmjVKknA03vUUbMV0fAZweb3D01ikYI,7174
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  siglab_py/tests/unit/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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- siglab_py/tests/unit/analytic_util_tests.py,sha256=MngApZxdVw06RS1MkPIABbqCexFgysvgL5zDT3cuoMg,3006
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+ siglab_py/tests/unit/analytic_util_tests.py,sha256=c2hgEamkzmsg_74tHnFcouXlYb0qUwjYKb2-bMUzWIg,3021
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  siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGola8wTf1D1xbelMvgw,2026
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  siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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- siglab_py/util/analytic_util.py,sha256=R-1KMmJmeiiSQ-R9Z1scR92hUQaqv1vAQyA7KQ7Sd4c,43856
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+ siglab_py/util/analytic_util.py,sha256=G0LBUG_lkQNsGnAmEmYCyEiMmwmZoVym4EKu2yqo9KQ,43939
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  siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
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  siglab_py/util/market_data_util.py,sha256=qRKsFKZMYsaC18ImSWug6dRAOo2_GS1NZM-j0EYMViE,19319
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  siglab_py/util/retry_util.py,sha256=mxYuRFZRZoaQQjENcwPmxhxixtd1TFvbxIdPx4RwfRc,743
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- siglab_py-0.1.26.dist-info/METADATA,sha256=Ek5o1XC8czL8Xt-ZpqaLthFfc6xCh2zU8U_qp7sUhi4,980
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- siglab_py-0.1.26.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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- siglab_py-0.1.26.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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- siglab_py-0.1.26.dist-info/RECORD,,
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+ siglab_py-0.1.27.dist-info/METADATA,sha256=h1rDPMl8cQ3R93VSnoHnMbX2ZZ1L8on-Z9iMuoQEOxg,980
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+ siglab_py-0.1.27.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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+ siglab_py-0.1.27.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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+ siglab_py-0.1.27.dist-info/RECORD,,