siglab-py 0.1.26__tar.gz → 0.1.27__tar.gz

{siglab_py-0.1.26 → siglab_py-0.1.27}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab_py
-Version: 0.1.26
+Version: 0.1.27
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.1.26 → siglab_py-0.1.27}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.1.26"
+version = "0.1.27"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.1.26 → siglab_py-0.1.27}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.1.26
+version = 0.1.27
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.1.26 → siglab_py-0.1.27}/siglab_py/tests/unit/analytic_util_tests.py

@@ -41,5 +41,5 @@ class AnalyticUtilTests(unittest.TestCase):
             pypy_compat=True
         )
 
-        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']
+        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']
         assert(pd_candles.columns.to_list()==expected_columns)

{siglab_py-0.1.26 → siglab_py-0.1.27}/siglab_py/util/analytic_util.py

@@ -94,6 +94,7 @@ def compute_candles_stats(
     pd_candles['ema_close'] = pd_candles['ema_long_periods'] # Alias, shorter name
     pd_candles['std'] = pd_candles['close'].rolling(window=sliding_window_how_many_candles).std()
 
+    pd_candles['std_percent'] = pd_candles['std'] / pd_candles['ema_close'] * 100
     pd_candles['candle_height_percent'] = pd_candles['candle_height'] / pd_candles['ema_close'] * 100
     
     pd_candles['chop_against_ema'] = (

{siglab_py-0.1.26 → siglab_py-0.1.27}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.1.26
+Version: 0.1.27
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>