siglab-py 0.5.17__py3-none-any.whl → 0.5.18__py3-none-any.whl

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Files changed (5) hide show
  1. siglab_py/util/analytic_util.py +2 -1
  2. {siglab_py-0.5.17.dist-info → siglab_py-0.5.18.dist-info}/METADATA +1 -1
  3. {siglab_py-0.5.17.dist-info → siglab_py-0.5.18.dist-info}/RECORD +5 -5
  4. {siglab_py-0.5.17.dist-info → siglab_py-0.5.18.dist-info}/WHEEL +0 -0
  5. {siglab_py-0.5.17.dist-info → siglab_py-0.5.18.dist-info}/top_level.txt +0 -0
siglab_py/util/analytic_util.py CHANGED
@@ -401,8 +401,9 @@ def compute_candles_stats(
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  # MACD https://www.investopedia.com/terms/m/macd.asp
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+ # https://www.youtube.com/watch?v=jmPCL3l08ss
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  pd_candles['macd'] = pd_candles['ema_short_periods'] - pd_candles['ema_long_periods']
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- pd_candles['signal'] = pd_candles['macd'].ewm(span=9, adjust=False).mean()
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+ pd_candles['signal'] = pd_candles['macd'].ewm(span=int(sliding_window_how_many_candles/slow_fast_interval_ratio), adjust=False).mean()
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  pd_candles['macd_minus_signal'] = pd_candles['macd'] - pd_candles['signal']
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  if not pypy_compat:
{siglab_py-0.5.17.dist-info → siglab_py-0.5.18.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: siglab_py
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- Version: 0.5.17
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+ Version: 0.5.18
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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-0.5.17.dist-info → siglab_py-0.5.18.dist-info}/RECORD RENAMED
@@ -26,14 +26,14 @@ siglab_py/tests/unit/analytic_util_tests.py,sha256=vt6DKH-Flf9Og3gqivZ9W-sz5z-Kc
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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=OIwVqg7aFqyC4hjKCJb47abi5_Vg2vpBwVJvJcHOEgc,48996
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+ siglab_py/util/analytic_util.py,sha256=gA3kj-C18sqG1DGf6cr-6dx3DPERfpDtzv08ZIFO49A,49107
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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-0.5.17.dist-info/METADATA,sha256=gSdQLHtOAyj6xweGHkEJYAQnLsybWxqpZHqcYZUcgPc,829
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- siglab_py-0.5.17.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
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- siglab_py-0.5.17.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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- siglab_py-0.5.17.dist-info/RECORD,,
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+ siglab_py-0.5.18.dist-info/METADATA,sha256=M5SseNFH6bf_4JDo33YDDsVibWmvxi30sZZRlT4400I,829
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+ siglab_py-0.5.18.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
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+ siglab_py-0.5.18.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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+ siglab_py-0.5.18.dist-info/RECORD,,