siglab-py 0.2.0__py3-none-any.whl → 0.2.1__py3-none-any.whl

siglab_py/ordergateway/gateway.py

@@ -439,7 +439,7 @@ async def send_heartbeat(exchange):
         except Exception as hb_error:
             log(f'Failed to send heartbeat: {hb_error}')
         finally:
-            await asyncio.sleep(30)
+            await asyncio.sleep(20)
 
 async def execute_one_position(
     exchange : AnyExchange,

siglab_py/util/market_data_util.py

@@ -18,9 +18,20 @@ import yfinance as yf
 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) if len(str(int(x)))==13 else int(x*1000)) 
-    )
+    def _fix_timestamp_ms(x):
+        if isinstance(x, pd.Timestamp):
+            return int(x.value // 10**6)
+        elif isinstance(x, np.datetime64):
+            return int(x.astype('int64') // 10**6)
+        elif isinstance(x, (int, float)):
+            x = int(x)
+            if len(str(abs(x))) == 13:
+                return x
+            else:
+                return int(x * 1000)
+        else:
+            raise ValueError(f"Unsupported type {type(x)} for timestamp conversion")
+    pd_candles['timestamp_ms'] = pd_candles['timestamp_ms'].apply(_fix_timestamp_ms)
     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)

{siglab_py-0.2.0.dist-info → siglab_py-0.2.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.2.0
+Version: 0.2.1
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.2.0.dist-info → siglab_py-0.2.1.dist-info}/RECORD

@@ -15,7 +15,7 @@ siglab_py/market_data_providers/test_provider.py,sha256=wBLCgcWjs7FGZJXWsNyn30lk
 siglab_py/ordergateway/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/ordergateway/client.py,sha256=EwoVKxEcngIs8-b4MThPBdZfFIWJg1OFAKG9bwC5BYw,14826
 siglab_py/ordergateway/encrypt_keys_util.py,sha256=-qi87db8To8Yf1WS1Q_Cp2Ya7ZqgWlRqSHfNXCM7wE4,1339
-siglab_py/ordergateway/gateway.py,sha256=-rDx0tD8vykKbsuS478fedODN0_5ZXe7OAsMYoXtfw8,39165
+siglab_py/ordergateway/gateway.py,sha256=cT51JvnUxZ7a9-DqJpTXQtI8GLXb3tLnQyNzlaOa9-8,39165
 siglab_py/ordergateway/test_ordergateway.py,sha256=4PE2flp_soGcD3DrI7zJOzZndjkb6I5XaDrFNNq4Huo,4009
 siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -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=o9MNuOWUhw-r0id10Wjjd7a6rkL6-g3OmvajMSj1JJ4,43838
 siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
-siglab_py/util/market_data_util.py,sha256=hBZiFhko0NFf8A74mv9Qia-YYbjK4RuhzC9I6L353is,19033
+siglab_py/util/market_data_util.py,sha256=9Uze8DE5z90H4Qm15R55ZllAi5trUkwCAW-BWYbfaW8,19420
 siglab_py/util/retry_util.py,sha256=mxYuRFZRZoaQQjENcwPmxhxixtd1TFvbxIdPx4RwfRc,743
-siglab_py-0.2.0.dist-info/METADATA,sha256=smtL3wpkrqAmHQC8wdHrA1nVWwejI8QHUdHpXGwOXGM,979
-siglab_py-0.2.0.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siglab_py-0.2.0.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.2.0.dist-info/RECORD,,
+siglab_py-0.2.1.dist-info/METADATA,sha256=8J6E7JpP-057PWlaIcta09vhMIIR-kINbHcWP21L7eM,979
+siglab_py-0.2.1.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+siglab_py-0.2.1.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.2.1.dist-info/RECORD,,