siglab-py 0.5.20__tar.gz → 0.5.21__tar.gz

{siglab_py-0.5.20 → siglab_py-0.5.21}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.20
+Version: 0.5.21
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.20 → siglab_py-0.5.21}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.5.20"
+version = "0.5.21"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.5.20 → siglab_py-0.5.21}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.5.20
+version = 0.5.21
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.5.20 → siglab_py-0.5.21}/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-0.5.20 → siglab_py-0.5.21}/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']

{siglab_py-0.5.20 → siglab_py-0.5.21}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.20
+Version: 0.5.21
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>