siglab-py 0.1.32__py3-none-any.whl → 0.1.33__py3-none-any.whl
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- siglab_py/util/analytic_util.py +18 -12
- {siglab_py-0.1.32.dist-info → siglab_py-0.1.33.dist-info}/METADATA +1 -1
- {siglab_py-0.1.32.dist-info → siglab_py-0.1.33.dist-info}/RECORD +5 -5
- {siglab_py-0.1.32.dist-info → siglab_py-0.1.33.dist-info}/WHEEL +0 -0
- {siglab_py-0.1.32.dist-info → siglab_py-0.1.33.dist-info}/top_level.txt +0 -0
siglab_py/util/analytic_util.py
CHANGED
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@@ -86,11 +86,17 @@ def compute_candles_stats(
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pd_candles['is_green'] = pd_candles['close'] >= pd_candles['open']
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close_short_periods_rolling = pd_candles['close'].rolling(window=int(sliding_window_how_many_candles/slow_fast_interval_ratio))
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close_long_periods_rolling = pd_candles['close'].rolling(window=sliding_window_how_many_candles)
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close_short_periods_ewm = pd_candles['close'].ewm(span=int(sliding_window_how_many_candles/slow_fast_interval_ratio), adjust=False)
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close_long_periods_ewm = pd_candles['close'].ewm(span=sliding_window_how_many_candles, adjust=False)
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pd_candles['pct_change_close'] = pd_candles['close'].pct_change() * 100
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pd_candles['sma_short_periods'] =
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pd_candles['sma_long_periods'] =
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pd_candles['ema_short_periods'] =
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pd_candles['ema_long_periods'] =
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pd_candles['sma_short_periods'] = close_short_periods_rolling.mean()
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pd_candles['sma_long_periods'] = close_long_periods_rolling.mean()
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pd_candles['ema_short_periods'] = close_short_periods_ewm.mean()
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pd_candles['ema_long_periods'] = close_long_periods_ewm.mean()
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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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@@ -106,15 +112,15 @@ def compute_candles_stats(
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pd_candles['ema_volume_short_periods'] = pd_candles['volume'].ewm(span=sliding_window_how_many_candles/slow_fast_interval_ratio, adjust=False).mean()
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pd_candles['ema_volume_long_periods'] = pd_candles['volume'].ewm(span=sliding_window_how_many_candles, adjust=False).mean()
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pd_candles['max_short_periods'] =
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pd_candles['max_long_periods'] =
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pd_candles['idmax_short_periods'] =
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pd_candles['idmax_long_periods'] =
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pd_candles['max_short_periods'] = close_short_periods_rolling.max()
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pd_candles['max_long_periods'] = close_long_periods_rolling.max()
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pd_candles['idmax_short_periods'] = close_short_periods_rolling.apply(lambda x : x.idxmax())
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pd_candles['idmax_long_periods'] = close_long_periods_rolling.apply(lambda x : x.idxmax())
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pd_candles['min_short_periods'] =
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pd_candles['min_long_periods'] =
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pd_candles['idmin_short_periods'] =
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pd_candles['idmin_long_periods'] =
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pd_candles['min_short_periods'] = close_short_periods_rolling.min()
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pd_candles['min_long_periods'] = close_long_periods_rolling.min()
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pd_candles['idmin_short_periods'] = close_short_periods_rolling.apply(lambda x : x.idxmin())
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pd_candles['idmin_long_periods'] = close_long_periods_rolling.apply(lambda x : x.idxmin())
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# ATR https://medium.com/codex/detecting-ranging-and-trending-markets-with-choppiness-index-in-python-1942e6450b58
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@@ -24,11 +24,11 @@ siglab_py/tests/unit/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hS
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siglab_py/tests/unit/analytic_util_tests.py,sha256=BzT__hxfqXMRAKvqtYDVYNrcMGGDF3-gFoXhxiJ0Lew,3703
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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=
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siglab_py/util/analytic_util.py,sha256=xo9gD1ELQt_1v84yu9d4NgxtOIXthePZGipvDrjZAQ8,43834
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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.
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siglab_py-0.1.
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siglab_py-0.1.
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siglab_py-0.1.
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siglab_py-0.1.33.dist-info/METADATA,sha256=skhdhJMkkOwglY5aDjlkzczs9xb-FSXrlLYGuxeFntU,980
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siglab_py-0.1.33.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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siglab_py-0.1.33.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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siglab_py-0.1.33.dist-info/RECORD,,
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File without changes
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File without changes
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