siglab-py 0.1.38__tar.gz → 0.1.50__tar.gz
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- {siglab_py-0.1.38 → siglab_py-0.1.50}/PKG-INFO +1 -1
- {siglab_py-0.1.38 → siglab_py-0.1.50}/pyproject.toml +1 -1
- {siglab_py-0.1.38 → siglab_py-0.1.50}/setup.cfg +1 -1
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/util/market_data_util.py +5 -5
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py.egg-info/PKG-INFO +1 -1
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/__init__.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/constants.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/exchanges/__init__.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/exchanges/any_exchange.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/exchanges/futubull.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/market_data_providers/__init__.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/market_data_providers/aggregated_orderbook_provider.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/market_data_providers/candles_provider.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/market_data_providers/candles_ta_provider.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/market_data_providers/deribit_options_expiry_provider.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/market_data_providers/futu_candles_ta_to_csv.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/market_data_providers/orderbooks_provider.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/market_data_providers/test_provider.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/ordergateway/__init__.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/ordergateway/client.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/ordergateway/encrypt_keys_util.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/ordergateway/gateway.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/ordergateway/test_ordergateway.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/tests/__init__.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/tests/integration/__init__.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/tests/integration/market_data_util_tests.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/tests/unit/__init__.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/tests/unit/analytic_util_tests.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/tests/unit/market_data_util_tests.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/util/__init__.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/util/analytic_util.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/util/aws_util.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/util/retry_util.py +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py.egg-info/SOURCES.txt +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py.egg-info/dependency_links.txt +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py.egg-info/requires.txt +0 -0
- {siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py.egg-info/top_level.txt +0 -0
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@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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[project]
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name = "siglab_py"
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version = "0.1.
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version = "0.1.50"
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description = "Market data fetches, TA calculations and generic order gateway."
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authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
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license = {text = "MIT"}
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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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{siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/market_data_providers/candles_ta_provider.py
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{siglab_py-0.1.38 → siglab_py-0.1.50}/siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py
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