siglab-py 0.5.16__py3-none-any.whl → 0.5.18__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', 

siglab_py/util/analytic_util.py

@@ -174,7 +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
@@ -374,9 +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)
     
@@ -399,8 +401,9 @@ def compute_candles_stats(
     
 
     # MACD https://www.investopedia.com/terms/m/macd.asp
+    # https://www.youtube.com/watch?v=jmPCL3l08ss
     pd_candles['macd'] = pd_candles['ema_short_periods'] - pd_candles['ema_long_periods']
-    pd_candles['signal'] = pd_candles['macd'].ewm(span=9, adjust=False).mean()
+    pd_candles['signal'] = pd_candles['macd'].ewm(span=int(sliding_window_how_many_candles/slow_fast_interval_ratio), adjust=False).mean()
     pd_candles['macd_minus_signal'] = pd_candles['macd'] - pd_candles['signal']
 
     if not pypy_compat:

{siglab_py-0.5.16.dist-info → siglab_py-0.5.18.dist-info}/METADATA

@@ -1,22 +1,19 @@
-Metadata-Version: 2.1
-Name: siglab-py
-Version: 0.5.16
+Metadata-Version: 2.4
+Name: siglab_py
+Version: 0.5.18
 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-0.5.16.dist-info → siglab_py-0.5.18.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=Aa4JRye1FZ4nZZ4cZIsaSLxqT6ajwZxmcKlgf4A-X4E,3936
+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=25QPJ7u2ZF1Lo2vAzoz2DKSYHDE-Jw6RFKyKvrFVdto,48719
+siglab_py/util/analytic_util.py,sha256=gA3kj-C18sqG1DGf6cr-6dx3DPERfpDtzv08ZIFO49A,49107
 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-0.5.16.dist-info/METADATA,sha256=LrqeJJbmpikR0IxeyS1Vl3dgOc4RZpPoCw6cJMVemWc,980
-siglab_py-0.5.16.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siglab_py-0.5.16.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.5.16.dist-info/RECORD,,
+siglab_py-0.5.18.dist-info/METADATA,sha256=M5SseNFH6bf_4JDo33YDDsVibWmvxi30sZZRlT4400I,829
+siglab_py-0.5.18.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
+siglab_py-0.5.18.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.5.18.dist-info/RECORD,,

{siglab_py-0.5.16.dist-info → siglab_py-0.5.18.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