siglab-py 0.5.15__py3-none-any.whl → 0.5.17__py3-none-any.whl

siglab_py/tests/unit/analytic_util_tests.py

@@ -56,7 +56,7 @@ class AnalyticUtilTests(unittest.TestCase):
             'chop_against_ema', 
             'ema_volume_short_periods', 'ema_volume_long_periods', 
             'max_short_periods', 'max_long_periods', 'idmax_short_periods', 'idmax_long_periods', 'min_short_periods', 'min_long_periods', 'idmin_short_periods', 'idmin_long_periods', 
-            'h_l', 'h_pc', 'l_pc', 'tr', 'atr', 
+            'h_l', 'h_pc', 'l_pc', 'tr', 'atr', 'atr_avg_short_periods', 'atr_avg_long_periods',
             'hurst_exp', 
             'boillenger_upper', 'boillenger_lower', 'boillenger_channel_height', 'boillenger_upper_agg', 'boillenger_lower_agg', 'boillenger_channel_height_agg', 
             'aggressive_up', 'aggressive_up_index', 'aggressive_up_candle_height', 'aggressive_up_candle_high', 'aggressive_up_candle_low', 'aggressive_down', 'aggressive_down_index', 'aggressive_down_candle_height', 'aggressive_down_candle_high', 'aggressive_down_candle_low', 
@@ -66,7 +66,7 @@ class AnalyticUtilTests(unittest.TestCase):
             'typical_price', 
             'money_flow', 'money_flow_positive', 'money_flow_negative', 'positive_flow_sum', 'negative_flow_sum', 'money_flow_ratio', 'mfi', 
             'macd', 'signal', 'macd_minus_signal', 
-            'fib_618_short_periods', 'fib_618_long_periods', 
+            'fib_0.618_short_periods', 'fib_0.618_long_periods', 
             'gap_close_vs_ema', 
             'close_above_or_below_ema', 
             'close_vs_ema_inflection'

siglab_py/util/analytic_util.py

@@ -86,6 +86,7 @@ def compute_candles_stats(
         rsi_sliding_window_how_many_candles : Union[int, None] = None, # RSI standard 14
         hurst_exp_window_how_many_candles : Union[int, None] = None, # Hurst exp standard 100-200
         boillenger_std_multiples_for_aggressive_moves_detect : int = 3, # Aggressive moves if candle low/high breaches boillenger bands from 3 standard deviations.
+        target_fib_level : float = 0.618,
         pypy_compat : bool = True
         ):
     pd_candles['candle_height'] = pd_candles['high'] - pd_candles['low']
@@ -173,7 +174,9 @@ def compute_candles_stats(
     pd_candles.loc[:,'l_pc'] = abs(pd_candles['low'] - pd_candles['close'].shift(1))
     pd_candles.loc[:,'tr'] = pd_candles[['h_l', 'h_pc', 'l_pc']].max(axis=1)
     pd_candles.loc[:,'atr'] = pd_candles['tr'].rolling(window=sliding_window_how_many_candles).mean()
-
+    pd_candles.loc[:,'atr_avg_short_periods'] = pd_candles['atr'].rolling(window=int(sliding_window_how_many_candles/slow_fast_interval_ratio)).mean()
+    pd_candles.loc[:,'atr_avg_long_periods'] = pd_candles['atr'].rolling(window=sliding_window_how_many_candles).mean()
+    
 
     '''
     @hardcode @todo
@@ -373,9 +376,9 @@ def compute_candles_stats(
             rsi_upper_threshold : float = 70,
             rsi_lower_threshold : float = 30):
         if row['rsi_idmax'] > row['rsi_idmin']:
-            return 'DOWN' if row.name > row['rsi_idmax'] and row['rsi'] <= rsi_upper_threshold else 'up'
+            return 'down' if row.name > row['rsi_idmax'] and row['rsi'] <= rsi_upper_threshold else 'up'
         else:
-            return 'UP' if row.name > row['rsi_idmin'] and row['rsi'] >= rsi_lower_threshold else 'down'
+            return 'up' if row.name > row['rsi_idmin'] and row['rsi'] >= rsi_lower_threshold else 'down'
 
     pd_candles['rsi_trend'] = pd_candles.apply(lambda row: rsi_trend(row), axis=1)
     
@@ -459,9 +462,8 @@ def compute_candles_stats(
         
 
     # Fibonacci
-    TARGET_FIB_LEVEL = 0.618
-    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)
-    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)
+    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)
+    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)
 
 
     # Inflection points

{siglab_py-0.5.15.dist-info → siglab_py-0.5.17.dist-info}/METADATA

@@ -1,22 +1,19 @@
-Metadata-Version: 2.1
-Name: siglab-py
-Version: 0.5.15
+Metadata-Version: 2.4
+Name: siglab_py
+Version: 0.5.17
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>
 License: MIT
 Project-URL: Homepage, https://github.com/r0bbar/siglab/blob/master/siglab_py/README.md
-Classifier: Programming Language :: Python :: 3
-Classifier: License :: OSI Approved :: MIT License
-Classifier: Operating System :: OS Independent
 Requires-Python: >=3.9.19
 Description-Content-Type: text/markdown
 Requires-Dist: python-dotenv
 Requires-Dist: dotmap
-Requires-Dist: typing-extensions
+Requires-Dist: typing_extensions
 Requires-Dist: arrow
 Requires-Dist: tzlocal
-Requires-Dist: nest-asyncio
+Requires-Dist: nest_asyncio
 Requires-Dist: pandas
 Requires-Dist: numpy
 Requires-Dist: boto3
@@ -29,4 +26,3 @@ Requires-Dist: hurst
 Requires-Dist: redis
 Requires-Dist: redis-py-cluster
 Requires-Dist: kafka-python
-

{siglab_py-0.5.15.dist-info → siglab_py-0.5.17.dist-info}/RECORD

@@ -22,18 +22,18 @@ siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/integration/market_data_util_tests.py,sha256=p-RWIJZLyj0lAdfi4QTIeAttCm_e8mEVWFKh4OWuogU,7189
 siglab_py/tests/unit/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-siglab_py/tests/unit/analytic_util_tests.py,sha256=4PPPgwvTCqgfgYV48j3vcJQM4w2ITUDBA0NE3doC_t8,3932
+siglab_py/tests/unit/analytic_util_tests.py,sha256=vt6DKH-Flf9Og3gqivZ9W-sz5z-KcjKFQOEsWCDsWKs,3984
 siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGola8wTf1D1xbelMvgw,2026
 siglab_py/tests/unit/trading_util_tests.py,sha256=9DZmTZlW55lPtNfTCukgDdiyBiMYv9R4mEFWJIJiTNg,3870
 siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-siglab_py/util/analytic_util.py,sha256=UGIpvnBuwy6z7l_YnGMSFFHSxTcH__MfljizvpK7Pbk,48674
+siglab_py/util/analytic_util.py,sha256=OIwVqg7aFqyC4hjKCJb47abi5_Vg2vpBwVJvJcHOEgc,48996
 siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
 siglab_py/util/market_data_util.py,sha256=mUXg4uaiX3b6_klgJWIEgnUQU4IUd6CwTOqKLiQWRlU,31307
 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=-TGNgJdy4HMDPgq31KQn_lRawFxuXnFU5NnLRb1XM5o,5757
-siglab_py-0.5.15.dist-info/METADATA,sha256=a36d3u762HvS-yyiGyq2BU92RXECAIE9ytLGw1yOy4Y,980
-siglab_py-0.5.15.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siglab_py-0.5.15.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.5.15.dist-info/RECORD,,
+siglab_py-0.5.17.dist-info/METADATA,sha256=gSdQLHtOAyj6xweGHkEJYAQnLsybWxqpZHqcYZUcgPc,829
+siglab_py-0.5.17.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
+siglab_py-0.5.17.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.5.17.dist-info/RECORD,,

{siglab_py-0.5.15.dist-info → siglab_py-0.5.17.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.41.2)
+Generator: setuptools (78.1.1)
 Root-Is-Purelib: true
 Tag: py3-none-any