siglab-py 0.1.38__py3-none-any.whl → 0.1.50__py3-none-any.whl
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- siglab_py/util/market_data_util.py +5 -5
- {siglab_py-0.1.38.dist-info → siglab_py-0.1.50.dist-info}/METADATA +1 -1
- {siglab_py-0.1.38.dist-info → siglab_py-0.1.50.dist-info}/RECORD +5 -5
- {siglab_py-0.1.38.dist-info → siglab_py-0.1.50.dist-info}/WHEEL +0 -0
- {siglab_py-0.1.38.dist-info → siglab_py-0.1.50.dist-info}/top_level.txt +0 -0
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@@ -21,7 +21,7 @@ def timestamp_to_datetime_cols(pd_candles : pd.DataFrame):
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pd_candles['timestamp_ms'] = pd_candles['timestamp_ms'].apply(
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lambda x: int(x.timestamp()) if isinstance(x, pd.Timestamp) else (int(x) if len(str(int(x)))==13 else int(x*1000))
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)
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pd_candles['datetime'] = pd_candles['timestamp_ms'].apply(lambda x: datetime.fromtimestamp(int(x)))
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pd_candles['datetime'] = pd_candles['timestamp_ms'].apply(lambda x: datetime.fromtimestamp(int(x/1000)))
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pd_candles['datetime'] = pd.to_datetime(pd_candles['datetime'])
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pd_candles['datetime'] = pd_candles['datetime'].dt.tz_localize(None)
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pd_candles['datetime_utc'] = pd_candles['timestamp_ms'].apply(
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@@ -37,17 +37,17 @@ def timestamp_to_datetime_cols(pd_candles : pd.DataFrame):
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pd_candles['dayofweek'] = pd_candles['datetime'].dt.dayofweek # dayofweek: Monday is 0 and Sunday is 6
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pd_candles['week_of_month'] = pd_candles['timestamp_ms'].apply(
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lambda x: timestamp_to_week_of_month(x)
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lambda x: timestamp_to_week_of_month(int(x/1000))
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)
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pd_candles['apac_trading_hr'] = pd_candles['timestamp_ms'].apply(
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lambda x: "APAC" in timestamp_to_active_trading_regions(x)
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lambda x: "APAC" in timestamp_to_active_trading_regions(int(x/1000))
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)
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pd_candles['emea_trading_hr'] = pd_candles['timestamp_ms'].apply(
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lambda x: "EMEA" in timestamp_to_active_trading_regions(x)
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lambda x: "EMEA" in timestamp_to_active_trading_regions(int(x/1000))
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)
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pd_candles['amer_trading_hr'] = pd_candles['timestamp_ms'].apply(
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lambda x: "AMER" in timestamp_to_active_trading_regions(x)
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lambda x: "AMER" in timestamp_to_active_trading_regions(int(x/1000))
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)
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def timestamp_to_active_trading_regions(
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@@ -26,9 +26,9 @@ siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGo
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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=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=
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siglab_py/util/market_data_util.py,sha256=QJGYIO-ixzjbOm3pY1koiDd_UV5-_QS7JrwuaCn7kug,19486
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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-0.1.50.dist-info/METADATA,sha256=CwwOG2YxROyAEKGuyNh1mMJzIr_qO5E_m8tRkmXGfLo,980
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siglab_py-0.1.50.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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siglab_py-0.1.50.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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siglab_py-0.1.50.dist-info/RECORD,,
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File without changes
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File without changes
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