siglab-py 0.1.30__py3-none-any.whl → 0.6.33__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- siglab_py/algo/__init__.py +0 -0
- siglab_py/algo/macdrsi_crosses_15m_tc_strategy.py +107 -0
- siglab_py/algo/strategy_base.py +122 -0
- siglab_py/algo/strategy_executor.py +1308 -0
- siglab_py/algo/tp_algo.py +529 -0
- siglab_py/backtests/__init__.py +0 -0
- siglab_py/backtests/backtest_core.py +2405 -0
- siglab_py/backtests/coinflip_15m_crypto.py +432 -0
- siglab_py/backtests/fibonacci_d_mv_crypto.py +541 -0
- siglab_py/backtests/macdrsi_crosses_15m_tc_crypto.py +473 -0
- siglab_py/constants.py +26 -1
- siglab_py/exchanges/binance.py +38 -0
- siglab_py/exchanges/deribit.py +83 -0
- siglab_py/exchanges/futubull.py +12 -2
- siglab_py/market_data_providers/candles_provider.py +11 -10
- siglab_py/market_data_providers/candles_ta_provider.py +5 -5
- siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py +4 -4
- siglab_py/market_data_providers/futu_candles_ta_to_csv.py +7 -2
- siglab_py/market_data_providers/google_monitor.py +320 -0
- siglab_py/market_data_providers/orderbooks_provider.py +15 -12
- siglab_py/market_data_providers/tg_monitor.py +428 -0
- siglab_py/market_data_providers/{test_provider.py → trigger_provider.py} +9 -8
- siglab_py/ordergateway/client.py +172 -41
- siglab_py/ordergateway/encrypt_keys_util.py +1 -1
- siglab_py/ordergateway/gateway.py +456 -347
- siglab_py/ordergateway/test_ordergateway.py +8 -7
- siglab_py/tests/integration/market_data_util_tests.py +75 -2
- siglab_py/tests/unit/analytic_util_tests.py +47 -12
- siglab_py/tests/unit/market_data_util_tests.py +45 -1
- siglab_py/tests/unit/simple_math_tests.py +252 -0
- siglab_py/tests/unit/trading_util_tests.py +65 -0
- siglab_py/util/analytic_util.py +476 -67
- siglab_py/util/datetime_util.py +39 -0
- siglab_py/util/market_data_util.py +528 -98
- siglab_py/util/module_util.py +40 -0
- siglab_py/util/notification_util.py +78 -0
- siglab_py/util/retry_util.py +16 -3
- siglab_py/util/simple_math.py +262 -0
- siglab_py/util/slack_notification_util.py +59 -0
- siglab_py/util/trading_util.py +118 -0
- {siglab_py-0.1.30.dist-info → siglab_py-0.6.33.dist-info}/METADATA +5 -9
- siglab_py-0.6.33.dist-info/RECORD +56 -0
- {siglab_py-0.1.30.dist-info → siglab_py-0.6.33.dist-info}/WHEEL +1 -1
- siglab_py-0.1.30.dist-info/RECORD +0 -34
- {siglab_py-0.1.30.dist-info → siglab_py-0.6.33.dist-info}/top_level.txt +0 -0
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from datetime import datetime, timedelta
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from typing import Dict
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def parse_trading_window(
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today : datetime,
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window : Dict[str, str]
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) :
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window_start : str = window['start']
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window_end : str = window['end']
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DayOfWeekMap : Dict[str, int] = {
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'Mon' : 0,
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'Tue' : 1,
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'Wed' : 2,
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'Thur' : 3,
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'Fri' : 4,
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'Sat' : 5,
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'Sun' : 6
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}
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today_dayofweek = today.weekday()
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window_start_dayofweek : int = DayOfWeekMap[window_start.split('_')[0]]
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window_start_hr : int = int(window_start.split('_')[-1].split(':')[0])
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window_start_min : int = int(window_start.split('_')[-1].split(':')[1])
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dt_window_start = today + timedelta(days=(window_start_dayofweek-today_dayofweek))
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dt_window_start = dt_window_start.replace(hour=window_start_hr, minute=window_start_min)
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window_end_dayofweek : int = DayOfWeekMap[window_end.split('_')[0]]
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window_end_hr : int = int(window_end.split('_')[-1].split(':')[0])
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window_end_min : int = int(window_end.split('_')[-1].split(':')[1])
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dt_window_end = today + timedelta(days=(window_end_dayofweek-today_dayofweek))
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dt_window_end = dt_window_end.replace(hour=window_end_hr, minute=window_end_min)
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return {
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'today' : today,
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'start' : dt_window_start,
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'end' : dt_window_end,
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'in_window' : (today<=dt_window_end) and (today>=dt_window_start)
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}
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