siglab-py 0.1.29__tar.gz → 0.1.31__tar.gz

{siglab_py-0.1.29 → siglab_py-0.1.31}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab_py
-Version: 0.1.29
+Version: 0.1.31
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.1.29 → siglab_py-0.1.31}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.1.29"
+version = "0.1.31"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.1.29 → siglab_py-0.1.31}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.1.29
+version = 0.1.31
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.1.29 → siglab_py-0.1.31}/siglab_py/ordergateway/client.py

@@ -138,7 +138,7 @@ class DivisiblePosition(Order):
 
     def get_filled_amount(self) -> float:
         # filled_amount is in base ccy
-        filled_amount = sum([ self.executions[order_id]['filled'] * self.multiplier for order_id in self.executions ])
+        filled_amount = sum([ self.executions[order_id]['filled'] if 'filled' in self.executions[order_id] else 0 * self.multiplier for order_id in self.executions ])
         if self.side=='sell':
             filled_amount = -1 * filled_amount
         return filled_amount
@@ -189,14 +189,14 @@ class DivisiblePosition(Order):
                 }
         '''
         total_amount : float = sum([ self.executions[order_id]['amount'] for order_id in self.executions ])
-        average_cost = sum([ (self.executions[order_id]['average'] if self.executions[order_id]['average'] else self.executions[order_id]['price']) * self.executions[order_id]['amount'] for order_id in self.executions ])
+        average_cost = sum([ (self.executions[order_id]['average'] if 'average' in self.executions[order_id] else 0 if self.executions[order_id]['average'] else self.executions[order_id]['price']) * self.executions[order_id]['amount'] for order_id in self.executions ])
         average_cost = average_cost / total_amount if total_amount!=0 else 0
         return average_cost
 
     def get_fees(self) -> float:
         fees : float = 0
         if self.fees_ccy:
-            fees = sum([ float(self.executions[order_id]['fee']['cost'])  for order_id in self.executions if self.executions[order_id]['fee'] and self.executions[order_id]['fee']['currency'].strip().upper()==self.fees_ccy.strip().upper() ])
+            fees = sum([ float(self.executions[order_id]['fee']['cost'] if self.executions[order_id]['fee'] else 0)  for order_id in self.executions if self.executions[order_id]['fee'] and self.executions[order_id]['fee']['currency'].strip().upper()==self.fees_ccy.strip().upper() ])
         return fees
 
     def to_dict(self) -> Dict[JSON_SERIALIZABLE_TYPES, JSON_SERIALIZABLE_TYPES]:

{siglab_py-0.1.29 → siglab_py-0.1.31}/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-0.1.29 → siglab_py-0.1.31}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.1.29
+Version: 0.1.31
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>