siglab-py 0.2.0__tar.gz → 0.2.1__tar.gz

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Files changed (38) hide show
  1. {siglab_py-0.2.0 → siglab_py-0.2.1}/PKG-INFO +1 -1
  2. {siglab_py-0.2.0 → siglab_py-0.2.1}/pyproject.toml +1 -1
  3. {siglab_py-0.2.0 → siglab_py-0.2.1}/setup.cfg +1 -1
  4. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/ordergateway/gateway.py +1 -1
  5. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/util/market_data_util.py +14 -3
  6. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py.egg-info/PKG-INFO +1 -1
  7. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/__init__.py +0 -0
  8. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/constants.py +0 -0
  9. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/exchanges/__init__.py +0 -0
  10. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/exchanges/any_exchange.py +0 -0
  11. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/exchanges/futubull.py +0 -0
  12. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/market_data_providers/__init__.py +0 -0
  13. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/market_data_providers/aggregated_orderbook_provider.py +0 -0
  14. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/market_data_providers/candles_provider.py +0 -0
  15. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/market_data_providers/candles_ta_provider.py +0 -0
  16. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py +0 -0
  17. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/market_data_providers/deribit_options_expiry_provider.py +0 -0
  18. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/market_data_providers/futu_candles_ta_to_csv.py +0 -0
  19. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/market_data_providers/orderbooks_provider.py +0 -0
  20. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/market_data_providers/test_provider.py +0 -0
  21. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/ordergateway/__init__.py +0 -0
  22. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/ordergateway/client.py +0 -0
  23. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/ordergateway/encrypt_keys_util.py +0 -0
  24. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/ordergateway/test_ordergateway.py +0 -0
  25. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/tests/__init__.py +0 -0
  26. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/tests/integration/__init__.py +0 -0
  27. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/tests/integration/market_data_util_tests.py +0 -0
  28. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/tests/unit/__init__.py +0 -0
  29. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/tests/unit/analytic_util_tests.py +0 -0
  30. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/tests/unit/market_data_util_tests.py +0 -0
  31. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/util/__init__.py +0 -0
  32. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/util/analytic_util.py +0 -0
  33. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/util/aws_util.py +0 -0
  34. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/util/retry_util.py +0 -0
  35. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py.egg-info/SOURCES.txt +0 -0
  36. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py.egg-info/dependency_links.txt +0 -0
  37. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py.egg-info/requires.txt +0 -0
  38. {siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py.egg-info/top_level.txt +0 -0
{siglab_py-0.2.0 → siglab_py-0.2.1}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: siglab_py
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- Version: 0.2.0
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+ Version: 0.2.1
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  Summary: Market data fetches, TA calculations and generic order gateway.
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  Author: r0bbarh00d
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  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>
{siglab_py-0.2.0 → siglab_py-0.2.1}/pyproject.toml RENAMED
@@ -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 = "0.2.00"
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+ version = "0.2.01"
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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"}
{siglab_py-0.2.0 → siglab_py-0.2.1}/setup.cfg RENAMED
@@ -1,6 +1,6 @@
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  [metadata]
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  name = siglab_py
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- version = 0.2.00
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+ version = 0.2.01
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  description = Market data fetches, TA calculations and generic order gateway.
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  author = r0bbarh00d
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  author_email = r0bbarh00d@gmail.com
{siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/ordergateway/gateway.py RENAMED
@@ -439,7 +439,7 @@ async def send_heartbeat(exchange):
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  except Exception as hb_error:
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  log(f'Failed to send heartbeat: {hb_error}')
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  finally:
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- await asyncio.sleep(30)
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+ await asyncio.sleep(20)
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  async def execute_one_position(
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  exchange : AnyExchange,
{siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py/util/market_data_util.py RENAMED
@@ -18,9 +18,20 @@ import yfinance as yf
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  from siglab_py.exchanges.futubull import Futubull
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  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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+ def _fix_timestamp_ms(x):
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+ if isinstance(x, pd.Timestamp):
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+ return int(x.value // 10**6)
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+ elif isinstance(x, np.datetime64):
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+ return int(x.astype('int64') // 10**6)
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+ elif isinstance(x, (int, float)):
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+ x = int(x)
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+ if len(str(abs(x))) == 13:
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+ return x
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+ else:
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+ return int(x * 1000)
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+ else:
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+ raise ValueError(f"Unsupported type {type(x)} for timestamp conversion")
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+ pd_candles['timestamp_ms'] = pd_candles['timestamp_ms'].apply(_fix_timestamp_ms)
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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)
{siglab_py-0.2.0 → siglab_py-0.2.1}/siglab_py.egg-info/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: siglab-py
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- Version: 0.2.0
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+ Version: 0.2.1
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  Summary: Market data fetches, TA calculations and generic order gateway.
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  Author: r0bbarh00d
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  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>