siglab-py 0.5.16__tar.gz → 0.5.17__tar.gz

{siglab_py-0.5.16 → siglab_py-0.5.17}/PKG-INFO

@@ -1,14 +1,11 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.16
+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

{siglab_py-0.5.16 → siglab_py-0.5.17}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.5.16"
+version = "0.5.17"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.5.16 → siglab_py-0.5.17}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.5.16
+version = 0.5.17
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.5.16 → siglab_py-0.5.17}/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-0.5.16 → siglab_py-0.5.17}/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)
     

{siglab_py-0.5.16 → siglab_py-0.5.17}/siglab_py.egg-info/PKG-INFO

@@ -1,14 +1,11 @@
-Metadata-Version: 2.1
-Name: siglab-py
-Version: 0.5.16
+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