siglab-py 0.5.10__py3-none-any.whl → 0.5.11__py3-none-any.whl

siglab_py/tests/unit/trading_util_tests.py

@@ -62,4 +62,25 @@ class TradingUtilTests(unittest.TestCase):
             pnl_percent_notional = pnl_percent_notional,
             default_effective_tp_trailing_percent = default_effective_tp_trailing_percent
         )
-        assert(effective_tp_trailing_percent==0) # Most tight trailing SL
+        assert(effective_tp_trailing_percent==0) # Most tight trailing SL
+
+    def test_round_to_level(self):
+        prices = [ 
+            { 'price' : 15080, 'rounded' : 15000}, 
+            { 'price' : 15180, 'rounded' : 15200}, 
+            { 'price' : 25080, 'rounded' : 25200}, 
+            { 'price' : 25180, 'rounded' : 25200}, 
+            { 'price' : 25380, 'rounded' : 25500}, 
+            { 'price' : 95332, 'rounded' : 95000}, 
+            { 'price' : 95878, 'rounded' : 96000}, 
+            { 'price' : 103499, 'rounded' : 103000}, 
+            { 'price' : 103500, 'rounded' : 104000}, 
+            { 'price' : 150800, 'rounded' : 150000}, 
+            { 'price' : 151800, 'rounded' : 152000}
+        ]
+        for entry in prices:
+            price = entry['price']
+            expected = entry['rounded']
+            rounded_price = round_to_level(price, level_granularity=0.01)
+            print(f"{price} rounded to: {rounded_price}")
+            assert(rounded_price==expected)

siglab_py/util/trading_util.py

@@ -1,3 +1,4 @@
+import math
 
 '''
 pnl_percent_notional = Trade's current pnl in percent.
@@ -115,3 +116,15 @@ def calc_eff_trailing_sl(
             effective_tp_trailing_percent = default_effective_tp_trailing_percent
 
     return effective_tp_trailing_percent
+
+# https://norman-lm-fung.medium.com/levels-are-psychological-7176cdefb5f2
+def round_to_level(
+            price : float,
+            level_granularity : float = 0.01
+        ) -> float:
+    level_size = price * level_granularity
+    magnitude = math.floor(math.log10(level_size))
+    base_increment = 10 ** magnitude
+    rounded_level_size = round(level_size / base_increment) * base_increment
+    rounded_price = round(price / rounded_level_size) * rounded_level_size
+    return rounded_price

{siglab_py-0.5.10.dist-info → siglab_py-0.5.11.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.5.10
+Version: 0.5.11
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.10.dist-info → siglab_py-0.5.11.dist-info}/RECORD

@@ -24,7 +24,7 @@ siglab_py/tests/integration/market_data_util_tests.py,sha256=p-RWIJZLyj0lAdfi4QT
 siglab_py/tests/unit/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/unit/analytic_util_tests.py,sha256=eeusM5zkQR2QyVhT7nqF0mwHVg7vlxwtgv2JnLqwQgY,3852
 siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGola8wTf1D1xbelMvgw,2026
-siglab_py/tests/unit/trading_util_tests.py,sha256=hkAEZHT-8Ncbm9sG-H4WRoyryJSTCj9BsWTdDX7e4hU,2970
+siglab_py/tests/unit/trading_util_tests.py,sha256=0dhqyzK4swCu7Q5DSXlUb4DrFJhS8iXvfr8Vwpa367s,3915
 siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/util/analytic_util.py,sha256=blFJ1kY_aSJeuzzk28vdB4nhLgmosz0L8IJaJCZy9OM,47272
 siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
@@ -32,8 +32,8 @@ siglab_py/util/market_data_util.py,sha256=mUXg4uaiX3b6_klgJWIEgnUQU4IUd6CwTOqKLi
 siglab_py/util/notification_util.py,sha256=vySgHjpHgwFDLW0tHSi_AGh9JBbPc25IUgvWxmjAeT8,2658
 siglab_py/util/retry_util.py,sha256=g-UU6pkPouWZZRZEqP99R2Z0lX5xzckYkzjwqqSDpVQ,922
 siglab_py/util/slack_notification_util.py,sha256=G27n-adbT3Q6oaHSMvu_Nom794rrda5PprSF-zvmzkM,1912
-siglab_py/util/trading_util.py,sha256=9eWhW8y71ID7r9JLDcT3ZAPMHHyvNjIrwUCza4GtAcw,5239
-siglab_py-0.5.10.dist-info/METADATA,sha256=VqXrEOz2MGpTeXZmTMiPJd3YEOpKzTb2GATKlbr6ANk,980
-siglab_py-0.5.10.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siglab_py-0.5.10.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.5.10.dist-info/RECORD,,
+siglab_py/util/trading_util.py,sha256=-TGNgJdy4HMDPgq31KQn_lRawFxuXnFU5NnLRb1XM5o,5757
+siglab_py-0.5.11.dist-info/METADATA,sha256=AYwds9dgx5-qNpfboNRfI97khQSEOUsslAloDe928UQ,980
+siglab_py-0.5.11.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+siglab_py-0.5.11.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.5.11.dist-info/RECORD,,