siglab-py 0.5.20__tar.gz → 0.5.22__tar.gz

{siglab_py-0.5.20 → siglab_py-0.5.22}/PKG-INFO

@@ -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 → siglab_py-0.5.22}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.5.20"
+version = "0.5.22"
 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-0.5.22}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.5.20
+version = 0.5.22
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.5.20 → siglab_py-0.5.22}/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-0.5.22}/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 → siglab_py-0.5.22}/siglab_py.egg-info/PKG-INFO

@@ -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>