siglab-py 0.1.37__py3-none-any.whl → 0.1.50__py3-none-any.whl

siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py

@@ -26,7 +26,7 @@ from siglab_py.util.analytic_util import compute_candles_stats
 '''
 Usage:
     set PYTHONPATH=%PYTHONPATH%;D:\dev\siglab\siglab_py
-    python ccxt_candles_ta_to_csv.py --exchange_name bybit --symbol BTC/USDT:USDT --end_date "2025-03-11 0:0:0" --start_date "2021-03-11 0:0:0" --default_type linear --compute_ta Y --pypy_compatible N
+    python ccxt_candles_ta_to_csv.py --exchange_name bybit --symbol BTC/USDT:USDT --end_date "2025-03-25 0:0:0" --start_date "2021-03-11 0:0:0" --default_type linear --compute_ta Y --pypy_compatible N
 
     (Remember: python -mpip install siglab_py)
 
@@ -225,6 +225,7 @@ async def main():
                                     boillenger_std_multiples=param['boillenger_std_multiples'], 
                                     sliding_window_how_many_candles=param['ma_long_intervals'], 
                                     slow_fast_interval_ratio=(param['ma_long_intervals']/param['ma_short_intervals']),
+                                    hurst_exp_window_how_many_candles=param['ma_short_intervals'],
                                     pypy_compat=param['pypy_compatible']
                                 )
         compute_candles_stats_elapsed_ms = int((time.time() - start) *1000)

siglab_py/util/market_data_util.py

@@ -19,9 +19,9 @@ from siglab_py.exchanges.futubull import Futubull
 
 def timestamp_to_datetime_cols(pd_candles : pd.DataFrame):
     pd_candles['timestamp_ms'] = pd_candles['timestamp_ms'].apply(
-        lambda x: int(x.timestamp()) if isinstance(x, pd.Timestamp) else (int(x / 1000) if len(str(int(x)))==13 else int(x)) 
+        lambda x: int(x.timestamp()) if isinstance(x, pd.Timestamp) else (int(x) if len(str(int(x)))==13 else int(x*1000)) 
     )
-    pd_candles['datetime'] = pd_candles['timestamp_ms'].apply(lambda x: datetime.fromtimestamp(int(x)))
+    pd_candles['datetime'] = pd_candles['timestamp_ms'].apply(lambda x: datetime.fromtimestamp(int(x/1000)))
     pd_candles['datetime'] = pd.to_datetime(pd_candles['datetime'])
     pd_candles['datetime'] = pd_candles['datetime'].dt.tz_localize(None)
     pd_candles['datetime_utc'] = pd_candles['timestamp_ms'].apply(
@@ -37,17 +37,17 @@ def timestamp_to_datetime_cols(pd_candles : pd.DataFrame):
     pd_candles['dayofweek'] = pd_candles['datetime'].dt.dayofweek  # dayofweek: Monday is 0 and Sunday is 6
 
     pd_candles['week_of_month'] = pd_candles['timestamp_ms'].apply(
-        lambda x: timestamp_to_week_of_month(x)
+        lambda x: timestamp_to_week_of_month(int(x/1000))
     )
 
     pd_candles['apac_trading_hr'] = pd_candles['timestamp_ms'].apply(
-        lambda x: "APAC" in timestamp_to_active_trading_regions(x)
+        lambda x: "APAC" in timestamp_to_active_trading_regions(int(x/1000))
     )
     pd_candles['emea_trading_hr'] = pd_candles['timestamp_ms'].apply(
-        lambda x: "EMEA" in timestamp_to_active_trading_regions(x)
+        lambda x: "EMEA" in timestamp_to_active_trading_regions(int(x/1000))
     )
     pd_candles['amer_trading_hr'] = pd_candles['timestamp_ms'].apply(
-        lambda x: "AMER" in timestamp_to_active_trading_regions(x)
+        lambda x: "AMER" in timestamp_to_active_trading_regions(int(x/1000))
     )
 
 def timestamp_to_active_trading_regions(

{siglab_py-0.1.37.dist-info → siglab_py-0.1.50.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.1.37
+Version: 0.1.50
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.1.37.dist-info → siglab_py-0.1.50.dist-info}/RECORD

@@ -7,7 +7,7 @@ siglab_py/market_data_providers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm
 siglab_py/market_data_providers/aggregated_orderbook_provider.py,sha256=FZRobEBNRzcNGlOG3u38OVhmOZYlkNm8dVvR-S7Ii2g,23342
 siglab_py/market_data_providers/candles_provider.py,sha256=fqHJjlECsBiBlpgyywrc4gTgxiROPNzZM8KxQBB5cOg,14139
 siglab_py/market_data_providers/candles_ta_provider.py,sha256=uiAhbEZZdTF-YulBHpSLwabos5LHCKU91NTiTmpUc0w,12001
-siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py,sha256=8-cKcZXFBHLX_-KmPXBKv1QNqJYUdDp6iqa1miVlpF8,11139
+siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py,sha256=xQh2N1Qc9Exs2ODPeH4S1rt4tNWLp-_qDp-Puox6Baw,11239
 siglab_py/market_data_providers/deribit_options_expiry_provider.py,sha256=e9Ee8TmC8pXaid8-jouSLKIpuW6_JBBgwRTieI665yQ,8684
 siglab_py/market_data_providers/futu_candles_ta_to_csv.py,sha256=S4GXaJ7AveEh-Cm9-VhENBdlj_1CfyBTrQO7acTqfUE,10226
 siglab_py/market_data_providers/orderbooks_provider.py,sha256=olt-3LIkoyzQWfNNQRhJtKibLbkTutt_q_rCCTM7i1g,16216
@@ -26,9 +26,9 @@ siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGo
 siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/util/analytic_util.py,sha256=xo9gD1ELQt_1v84yu9d4NgxtOIXthePZGipvDrjZAQ8,43834
 siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
-siglab_py/util/market_data_util.py,sha256=E8jCOU67tyZu6GKXCnGRJjq777n3co3-xCZkMDh5uHs,19443
+siglab_py/util/market_data_util.py,sha256=QJGYIO-ixzjbOm3pY1koiDd_UV5-_QS7JrwuaCn7kug,19486
 siglab_py/util/retry_util.py,sha256=mxYuRFZRZoaQQjENcwPmxhxixtd1TFvbxIdPx4RwfRc,743
-siglab_py-0.1.37.dist-info/METADATA,sha256=FjYav-AWsN8fa7Q3HLLTbkqt0MTAGFzngS9lsQsesZ4,980
-siglab_py-0.1.37.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siglab_py-0.1.37.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.1.37.dist-info/RECORD,,
+siglab_py-0.1.50.dist-info/METADATA,sha256=CwwOG2YxROyAEKGuyNh1mMJzIr_qO5E_m8tRkmXGfLo,980
+siglab_py-0.1.50.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+siglab_py-0.1.50.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.1.50.dist-info/RECORD,,