siglab-py 0.1.32__tar.gz → 0.1.35__tar.gz

{siglab_py-0.1.32 → siglab_py-0.1.35}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab_py
-Version: 0.1.32
+Version: 0.1.35
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.1.32 → siglab_py-0.1.35}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.1.32"
+version = "0.1.35"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.1.32 → siglab_py-0.1.35}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.1.32
+version = 0.1.35
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.1.32 → siglab_py-0.1.35}/siglab_py/util/analytic_util.py

@@ -86,11 +86,17 @@ def compute_candles_stats(
 
     pd_candles['is_green'] =  pd_candles['close'] >= pd_candles['open']
 
+    close_short_periods_rolling = pd_candles['close'].rolling(window=int(sliding_window_how_many_candles/slow_fast_interval_ratio))
+    close_long_periods_rolling = pd_candles['close'].rolling(window=sliding_window_how_many_candles)
+    close_short_periods_ewm = pd_candles['close'].ewm(span=int(sliding_window_how_many_candles/slow_fast_interval_ratio), adjust=False)
+    close_long_periods_ewm = pd_candles['close'].ewm(span=sliding_window_how_many_candles, adjust=False)
+
+
     pd_candles['pct_change_close'] = pd_candles['close'].pct_change() * 100
-    pd_candles['sma_short_periods'] = pd_candles['close'].rolling(window=int(sliding_window_how_many_candles/slow_fast_interval_ratio)).mean()
-    pd_candles['sma_long_periods'] = pd_candles['close'].rolling(window=sliding_window_how_many_candles).mean()
-    pd_candles['ema_short_periods'] = pd_candles['close'].ewm(span=int(sliding_window_how_many_candles/slow_fast_interval_ratio), adjust=False).mean()
-    pd_candles['ema_long_periods'] = pd_candles['close'].ewm(span=sliding_window_how_many_candles, adjust=False).mean()
+    pd_candles['sma_short_periods'] = close_short_periods_rolling.mean()
+    pd_candles['sma_long_periods'] = close_long_periods_rolling.mean()
+    pd_candles['ema_short_periods'] = close_short_periods_ewm.mean()
+    pd_candles['ema_long_periods'] = close_long_periods_ewm.mean()
     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()
 
@@ -106,15 +112,15 @@ def compute_candles_stats(
     pd_candles['ema_volume_short_periods'] = pd_candles['volume'].ewm(span=sliding_window_how_many_candles/slow_fast_interval_ratio, adjust=False).mean()
     pd_candles['ema_volume_long_periods'] = pd_candles['volume'].ewm(span=sliding_window_how_many_candles, adjust=False).mean()
 
-    pd_candles['max_short_periods'] = pd_candles['close'].rolling(window=int(sliding_window_how_many_candles/slow_fast_interval_ratio)).max()
-    pd_candles['max_long_periods'] = pd_candles['close'].rolling(window=sliding_window_how_many_candles).max()
-    pd_candles['idmax_short_periods'] = pd_candles['close'].rolling(window=int(sliding_window_how_many_candles/slow_fast_interval_ratio)).apply(lambda x : x.idxmax())
-    pd_candles['idmax_long_periods'] = pd_candles['close'].rolling(window=sliding_window_how_many_candles).apply(lambda x : x.idxmax())
+    pd_candles['max_short_periods'] = close_short_periods_rolling.max()
+    pd_candles['max_long_periods'] = close_long_periods_rolling.max()
+    pd_candles['idmax_short_periods'] = close_short_periods_rolling.apply(lambda x : x.idxmax())
+    pd_candles['idmax_long_periods'] = close_long_periods_rolling.apply(lambda x : x.idxmax())
 
-    pd_candles['min_short_periods'] = pd_candles['close'].rolling(window=int(sliding_window_how_many_candles/slow_fast_interval_ratio)).min()
-    pd_candles['min_long_periods'] = pd_candles['close'].rolling(window=sliding_window_how_many_candles).min()
-    pd_candles['idmin_short_periods'] = pd_candles['close'].rolling(window=int(sliding_window_how_many_candles/slow_fast_interval_ratio)).apply(lambda x : x.idxmin())
-    pd_candles['idmin_long_periods'] = pd_candles['close'].rolling(window=sliding_window_how_many_candles).apply(lambda x : x.idxmin())
+    pd_candles['min_short_periods'] = close_short_periods_rolling.min()
+    pd_candles['min_long_periods'] = close_long_periods_rolling.min()
+    pd_candles['idmin_short_periods'] = close_short_periods_rolling.apply(lambda x : x.idxmin())
+    pd_candles['idmin_long_periods'] = close_long_periods_rolling.apply(lambda x : x.idxmin())
 
 
     # ATR https://medium.com/codex/detecting-ranging-and-trending-markets-with-choppiness-index-in-python-1942e6450b58 

{siglab_py-0.1.32 → siglab_py-0.1.35}/siglab_py/util/market_data_util.py

@@ -19,7 +19,7 @@ from siglab_py.exchanges.futubull import Futubull
 
 def timestamp_to_datetime_cols(pd_candles : pd.DataFrame):
     pd_candles['datetime'] = pd_candles['timestamp_ms'].apply(
-        lambda x: datetime.fromtimestamp(int(x.timestamp()) if isinstance(x, pd.Timestamp) else int(x / 1000))
+        lambda x: datetime.fromtimestamp(int(x.timestamp()) if isinstance(x, pd.Timestamp) else (int(x / 1000) if len(str(int(x)))==13 else int(x)) )
     )
     pd_candles['datetime'] = pd.to_datetime(pd_candles['datetime'])
     pd_candles['datetime'] = pd_candles['datetime'].dt.tz_localize(None)

{siglab_py-0.1.32 → siglab_py-0.1.35}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.1.32
+Version: 0.1.35
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>