siglab-py 0.5.20__py3-none-any.whl → 0.5.22__py3-none-any.whl

siglab_py/tests/unit/analytic_util_tests.py

@@ -56,6 +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', 
+            'price_swing_short_periods', 'price_swing_long_periods',
             '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', 

siglab_py/util/analytic_util.py

@@ -168,6 +168,17 @@ def compute_candles_stats(
     pd_candles['idmin_short_periods'] = close_short_periods_rolling.apply(lambda x : x.idxmin())
     pd_candles['idmin_long_periods'] = close_long_periods_rolling.apply(lambda x : x.idxmin())
 
+    pd_candles['price_swing_short_periods'] = np.where(
+        pd_candles['idmax_short_periods'] > pd_candles['idmin_short_periods'],
+        pd_candles['max_short_periods'] - pd_candles['min_short_periods'],  # Up swing
+        pd_candles['min_short_periods'] - pd_candles['max_short_periods']   # Down swing (negative)
+    )
+
+    pd_candles['price_swing_long_periods'] = np.where(
+        pd_candles['idmax_long_periods'] > pd_candles['idmin_long_periods'],
+        pd_candles['max_long_periods'] - pd_candles['min_long_periods'],  # Up swing
+        pd_candles['min_long_periods'] - pd_candles['max_long_periods']   # Down swing (negative)
+    )
 
     # ATR https://medium.com/codex/detecting-ranging-and-trending-markets-with-choppiness-index-in-python-1942e6450b58 
     pd_candles.loc[:,'h_l'] = pd_candles['high'] - pd_candles['low']
@@ -188,10 +199,10 @@ def compute_candles_stats(
     Sometimes you may encounter "Exception has occurred: FloatingPointError invalid value encountered in scalar divide"
     And for example adjusting window size from 120 to 125 will resolve the issue.
     '''
+    if not hurst_exp_window_how_many_candles:
+        hurst_exp_window_how_many_candles = (sliding_window_how_many_candles if sliding_window_how_many_candles>=125 else 125)
     pd_candles['hurst_exp'] = pd_candles['close'].rolling(
-        window=(
-            hurst_exp_window_how_many_candles if hurst_exp_window_how_many_candles else (sliding_window_how_many_candles if sliding_window_how_many_candles>=125 else 125)
-            )
+        window=hurst_exp_window_how_many_candles
         ).apply(lambda x: compute_Hc(x, kind='price', simplified=True)[0])
 
 
@@ -463,6 +474,13 @@ def compute_candles_stats(
             (pd_candles['ema_long_slope'] > 0) & (pd_candles['ema_rsi_slope'] < 0) |
             (pd_candles['ema_long_slope'] < 0) & (pd_candles['ema_rsi_slope'] > 0)
         )
+
+        calculate_slope(
+            pd_data=pd_candles,
+            src_col_name='hurst_exp',
+            slope_col_name='hurst_exp_slope',
+            sliding_window_how_many_candles=hurst_exp_window_how_many_candles
+        )
         
 
     # Fibonacci

{siglab_py-0.5.20.dist-info → siglab_py-0.5.22.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.20
+Version: 0.5.22
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.20.dist-info → siglab_py-0.5.22.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=vt6DKH-Flf9Og3gqivZ9W-sz5z-KcjKFQOEsWCDsWKs,3984
+siglab_py/tests/unit/analytic_util_tests.py,sha256=zxR4s3qZe7i84HcDk41pBHZ4yUyr_cP3dmzM7y8l3FY,4054
 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=Do_H30Dt-ISTPnNQ6JcLhBnIgvu3NGV6WYGWnplvgtY,48965
+siglab_py/util/analytic_util.py,sha256=MLXIiMbGAWzGwLpE69Hw8MxyLPCEHMu0gRQzoHd4nNE,49883
 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-0.5.20.dist-info/METADATA,sha256=05smcq4TjV5yqXk9cI6GwzA2-4eDf2YQx7VYDJmNVVg,829
-siglab_py-0.5.20.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
-siglab_py-0.5.20.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.5.20.dist-info/RECORD,,
+siglab_py-0.5.22.dist-info/METADATA,sha256=5jx1oSDRSUjYkgfllki9YV7gqI0y230r-_wynVYJaCI,829
+siglab_py-0.5.22.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
+siglab_py-0.5.22.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.5.22.dist-info/RECORD,,