siglab-py 0.1.28__tar.gz → 0.1.30__tar.gz

{siglab_py-0.1.28 → siglab_py-0.1.30}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab_py
-Version: 0.1.28
+Version: 0.1.30
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.1.28 → siglab_py-0.1.30}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.1.28"
+version = "0.1.30"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.1.28 → siglab_py-0.1.30}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.1.28
+version = 0.1.30
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

siglab_py-0.1.30/siglab_py/tests/unit/analytic_util_tests.py

@@ -0,0 +1,73 @@
+import unittest
+from typing import List
+from pathlib import Path
+
+from util.analytic_util import compute_candles_stats
+
+import pandas as pd
+
+'''
+Manual checks against for example Tradingview here: \siglab\siglab_py\tests\manual
+'''
+
+# @unittest.skip("Skip all integration tests.")
+class AnalyticUtilTests(unittest.TestCase):
+
+    def test_compute_candle_stats(self):
+        '''
+        Folder structure:
+            \ siglab
+                \ siglab_py	<-- python project root
+                    \ sigab_py
+                        __init__.py
+                        \ util
+                            __init__.py
+                            market_data_util.py
+                        \ tests
+                            \ unit
+                                __init__.py
+                                analytic_util_tests.py <-- Tests here
+                            
+                \ siglab_rs <-- Rust project root
+                \ data	 <-- Data files here!
+        '''
+        data_dir = Path(__file__).parent.parent.parent.parent / "data"
+        csv_path = data_dir / "sample_btc_candles.csv"
+        pd_candles : pd.DataFrame = pd.read_csv(csv_path)
+        compute_candles_stats(
+            pd_candles=pd_candles,
+            boillenger_std_multiples=2,
+            sliding_window_how_many_candles=20,
+            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', 
+            'week_of_month', 'apac_trading_hr', 'emea_trading_hr', 'amer_trading_hr', 
+            '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', 'candle_height_percent_rounded', 
+            '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'
+        ]
+
+        missing_columns = [ expected for expected in expected_columns if expected not in pd_candles.columns.to_list() ]
+        unexpected_columns = [ actual for actual in pd_candles.columns.to_list() if actual not in expected_columns ]
+
+        assert(pd_candles.columns.to_list()==expected_columns)

{siglab_py-0.1.28 → siglab_py-0.1.30}/siglab_py/util/analytic_util.py

@@ -99,8 +99,8 @@ def compute_candles_stats(
     pd_candles['candle_height_percent_rounded'] = pd_candles['candle_height_percent'].round().astype(int)
 
     pd_candles['chop_against_ema'] = (
-        (pd_candles['is_green'] & (pd_candles['close'] > pd_candles['ema_close'])) |  # Case 1: Green candle and close > EMA
-        (~pd_candles['is_green'] & (pd_candles['close'] < pd_candles['ema_close']))   # Case 2: Red candle and close < EMA
+        (~pd_candles['is_green'] & (pd_candles['close'] > pd_candles['ema_close'])) |  # Case 1: Green candle and close > EMA
+        (pd_candles['is_green'] & (pd_candles['close'] < pd_candles['ema_close']))   # Case 2: Red candle and close < EMA
     )
 
     pd_candles['ema_volume_short_periods'] = pd_candles['volume'].ewm(span=sliding_window_how_many_candles/slow_fast_interval_ratio, adjust=False).mean()

{siglab_py-0.1.28 → siglab_py-0.1.30}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.1.28
+Version: 0.1.30
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

siglab_py-0.1.28/siglab_py/tests/unit/analytic_util_tests.py

@@ -1,45 +0,0 @@
-import unittest
-from typing import List
-from pathlib import Path
-
-from util.analytic_util import compute_candles_stats
-
-import pandas as pd
-
-'''
-Manual checks against for example Tradingview here: \siglab\siglab_py\tests\manual
-'''
-
-# @unittest.skip("Skip all integration tests.")
-class AnalyticUtilTests(unittest.TestCase):
-
-    def test_compute_candle_stats(self):
-        '''
-        Folder structure:
-            \ siglab
-                \ siglab_py	<-- python project root
-                    \ sigab_py
-                        __init__.py
-                        \ util
-                            __init__.py
-                            market_data_util.py
-                        \ tests
-                            \ unit
-                                __init__.py
-                                analytic_util_tests.py <-- Tests here
-                            
-                \ siglab_rs <-- Rust project root
-                \ data	 <-- Data files here!
-        '''
-        data_dir = Path(__file__).parent.parent.parent.parent / "data"
-        csv_path = data_dir / "sample_btc_candles.csv"
-        pd_candles : pd.DataFrame = pd.read_csv(csv_path)
-        compute_candles_stats(
-            pd_candles=pd_candles,
-            boillenger_std_multiples=2,
-            sliding_window_how_many_candles=20,
-            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', 'candle_height_percent', 'candle_height_percent_rounded', '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)