siglab-py 0.1.37__tar.gz → 0.1.50__tar.gz

{siglab_py-0.1.37 → siglab_py-0.1.50}/PKG-INFO

@@ -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 → siglab_py-0.1.50}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.1.37"
+version = "0.1.50"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.1.37 → siglab_py-0.1.50}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.1.37
+version = 0.1.50
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.1.37 → siglab_py-0.1.50}/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-0.1.37 → siglab_py-0.1.50}/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 → siglab_py-0.1.50}/siglab_py.egg-info/PKG-INFO

@@ -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>