siglab-py 0.5.15__py3-none-any.whl → 0.5.16__py3-none-any.whl

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Files changed (6) hide show
  1. siglab_py/tests/unit/analytic_util_tests.py +1 -1
  2. siglab_py/util/analytic_util.py +3 -3
  3. {siglab_py-0.5.15.dist-info → siglab_py-0.5.16.dist-info}/METADATA +1 -1
  4. {siglab_py-0.5.15.dist-info → siglab_py-0.5.16.dist-info}/RECORD +6 -6
  5. {siglab_py-0.5.15.dist-info → siglab_py-0.5.16.dist-info}/WHEEL +0 -0
  6. {siglab_py-0.5.15.dist-info → siglab_py-0.5.16.dist-info}/top_level.txt +0 -0
siglab_py/tests/unit/analytic_util_tests.py CHANGED
@@ -66,7 +66,7 @@ class AnalyticUtilTests(unittest.TestCase):
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  'typical_price',
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  'money_flow', 'money_flow_positive', 'money_flow_negative', 'positive_flow_sum', 'negative_flow_sum', 'money_flow_ratio', 'mfi',
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  'macd', 'signal', 'macd_minus_signal',
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- 'fib_618_short_periods', 'fib_618_long_periods',
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+ 'fib_0.618_short_periods', 'fib_0.618_long_periods',
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  'gap_close_vs_ema',
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  'close_above_or_below_ema',
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  'close_vs_ema_inflection'
siglab_py/util/analytic_util.py CHANGED
@@ -86,6 +86,7 @@ def compute_candles_stats(
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  rsi_sliding_window_how_many_candles : Union[int, None] = None, # RSI standard 14
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  hurst_exp_window_how_many_candles : Union[int, None] = None, # Hurst exp standard 100-200
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  boillenger_std_multiples_for_aggressive_moves_detect : int = 3, # Aggressive moves if candle low/high breaches boillenger bands from 3 standard deviations.
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+ target_fib_level : float = 0.618,
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  pypy_compat : bool = True
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  ):
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  pd_candles['candle_height'] = pd_candles['high'] - pd_candles['low']
@@ -459,9 +460,8 @@ def compute_candles_stats(
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  # Fibonacci
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- TARGET_FIB_LEVEL = 0.618
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- pd_candles['fib_618_short_periods'] = pd_candles.apply(lambda rw : estimate_fib_retracement(rw['min_short_periods'], rw['idmin_short_periods'], rw['max_short_periods'], rw['idmax_short_periods'], TARGET_FIB_LEVEL), axis=1)
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- pd_candles['fib_618_long_periods'] = pd_candles.apply(lambda rw : estimate_fib_retracement(rw['min_long_periods'], rw['idmin_long_periods'], rw['max_long_periods'], rw['idmax_long_periods'], TARGET_FIB_LEVEL), axis=1)
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+ pd_candles[f'fib_{target_fib_level}_short_periods'] = pd_candles.apply(lambda rw : estimate_fib_retracement(rw['min_short_periods'], rw['idmin_short_periods'], rw['max_short_periods'], rw['idmax_short_periods'], target_fib_level), axis=1)
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+ pd_candles[f'fib_{target_fib_level}_long_periods'] = pd_candles.apply(lambda rw : estimate_fib_retracement(rw['min_long_periods'], rw['idmin_long_periods'], rw['max_long_periods'], rw['idmax_long_periods'], target_fib_level), axis=1)
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  # Inflection points
{siglab_py-0.5.15.dist-info → siglab_py-0.5.16.dist-info}/METADATA 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: 0.5.15
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+ Version: 0.5.16
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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-0.5.15.dist-info → siglab_py-0.5.16.dist-info}/RECORD RENAMED
@@ -22,18 +22,18 @@ siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/tests/integration/market_data_util_tests.py,sha256=p-RWIJZLyj0lAdfi4QTIeAttCm_e8mEVWFKh4OWuogU,7189
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  siglab_py/tests/unit/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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- siglab_py/tests/unit/analytic_util_tests.py,sha256=4PPPgwvTCqgfgYV48j3vcJQM4w2ITUDBA0NE3doC_t8,3932
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+ siglab_py/tests/unit/analytic_util_tests.py,sha256=Aa4JRye1FZ4nZZ4cZIsaSLxqT6ajwZxmcKlgf4A-X4E,3936
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  siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGola8wTf1D1xbelMvgw,2026
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  siglab_py/tests/unit/trading_util_tests.py,sha256=9DZmTZlW55lPtNfTCukgDdiyBiMYv9R4mEFWJIJiTNg,3870
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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=UGIpvnBuwy6z7l_YnGMSFFHSxTcH__MfljizvpK7Pbk,48674
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+ siglab_py/util/analytic_util.py,sha256=25QPJ7u2ZF1Lo2vAzoz2DKSYHDE-Jw6RFKyKvrFVdto,48719
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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=mUXg4uaiX3b6_klgJWIEgnUQU4IUd6CwTOqKLiQWRlU,31307
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  siglab_py/util/notification_util.py,sha256=vySgHjpHgwFDLW0tHSi_AGh9JBbPc25IUgvWxmjAeT8,2658
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  siglab_py/util/retry_util.py,sha256=g-UU6pkPouWZZRZEqP99R2Z0lX5xzckYkzjwqqSDpVQ,922
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  siglab_py/util/slack_notification_util.py,sha256=G27n-adbT3Q6oaHSMvu_Nom794rrda5PprSF-zvmzkM,1912
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  siglab_py/util/trading_util.py,sha256=-TGNgJdy4HMDPgq31KQn_lRawFxuXnFU5NnLRb1XM5o,5757
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- siglab_py-0.5.15.dist-info/METADATA,sha256=a36d3u762HvS-yyiGyq2BU92RXECAIE9ytLGw1yOy4Y,980
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- siglab_py-0.5.15.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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- siglab_py-0.5.15.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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- siglab_py-0.5.15.dist-info/RECORD,,
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+ siglab_py-0.5.16.dist-info/METADATA,sha256=LrqeJJbmpikR0IxeyS1Vl3dgOc4RZpPoCw6cJMVemWc,980
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+ siglab_py-0.5.16.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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+ siglab_py-0.5.16.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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+ siglab_py-0.5.16.dist-info/RECORD,,