siglab-py 0.5.23__tar.gz → 0.5.26__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Potentially problematic release.

This version of siglab-py might be problematic. Click here for more details.

Files changed (43) hide show
  1. {siglab_py-0.5.23 → siglab_py-0.5.26}/PKG-INFO +1 -1
  2. {siglab_py-0.5.23 → siglab_py-0.5.26}/pyproject.toml +1 -1
  3. {siglab_py-0.5.23 → siglab_py-0.5.26}/setup.cfg +1 -1
  4. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/util/analytic_util.py +8 -4
  5. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py.egg-info/PKG-INFO +1 -1
  6. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/__init__.py +0 -0
  7. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/constants.py +0 -0
  8. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/exchanges/__init__.py +0 -0
  9. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/exchanges/any_exchange.py +0 -0
  10. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/exchanges/futubull.py +0 -0
  11. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/market_data_providers/__init__.py +0 -0
  12. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/market_data_providers/aggregated_orderbook_provider.py +0 -0
  13. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/market_data_providers/candles_provider.py +0 -0
  14. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/market_data_providers/candles_ta_provider.py +0 -0
  15. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py +0 -0
  16. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/market_data_providers/deribit_options_expiry_provider.py +0 -0
  17. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/market_data_providers/futu_candles_ta_to_csv.py +0 -0
  18. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/market_data_providers/orderbooks_provider.py +0 -0
  19. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/market_data_providers/test_provider.py +0 -0
  20. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/market_data_providers/tg_monitor.py +0 -0
  21. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/ordergateway/__init__.py +0 -0
  22. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/ordergateway/client.py +0 -0
  23. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/ordergateway/encrypt_keys_util.py +0 -0
  24. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/ordergateway/gateway.py +0 -0
  25. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/ordergateway/test_ordergateway.py +0 -0
  26. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/tests/__init__.py +0 -0
  27. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/tests/integration/__init__.py +0 -0
  28. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/tests/integration/market_data_util_tests.py +0 -0
  29. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/tests/unit/__init__.py +0 -0
  30. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/tests/unit/analytic_util_tests.py +0 -0
  31. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/tests/unit/market_data_util_tests.py +0 -0
  32. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/tests/unit/trading_util_tests.py +0 -0
  33. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/util/__init__.py +0 -0
  34. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/util/aws_util.py +0 -0
  35. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/util/market_data_util.py +0 -0
  36. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/util/notification_util.py +0 -0
  37. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/util/retry_util.py +0 -0
  38. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/util/slack_notification_util.py +0 -0
  39. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/util/trading_util.py +0 -0
  40. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py.egg-info/SOURCES.txt +0 -0
  41. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py.egg-info/dependency_links.txt +0 -0
  42. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py.egg-info/requires.txt +0 -0
  43. {siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py.egg-info/top_level.txt +0 -0
{siglab_py-0.5.23 → siglab_py-0.5.26}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: siglab_py
3
- Version: 0.5.23
3
+ Version: 0.5.26
4
4
  Summary: Market data fetches, TA calculations and generic order gateway.
5
5
  Author: r0bbarh00d
6
6
  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>
{siglab_py-0.5.23 → siglab_py-0.5.26}/pyproject.toml RENAMED
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
4
4
 
5
5
  [project]
6
6
  name = "siglab_py"
7
- version = "0.5.23"
7
+ version = "0.5.26"
8
8
  description = "Market data fetches, TA calculations and generic order gateway."
9
9
  authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
10
10
  license = {text = "MIT"}
{siglab_py-0.5.23 → siglab_py-0.5.26}/setup.cfg RENAMED
@@ -1,6 +1,6 @@
1
1
  [metadata]
2
2
  name = siglab_py
3
- version = 0.5.23
3
+ version = 0.5.26
4
4
  description = Market data fetches, TA calculations and generic order gateway.
5
5
  author = r0bbarh00d
6
6
  author_email = r0bbarh00d@gmail.com
{siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py/util/analytic_util.py RENAMED
@@ -51,10 +51,12 @@ def calculate_slope(
51
51
  pd_data[f"normalized_{slope_col_name}_idmin"] = normalized_slope_rolling.apply(lambda x : x.idxmin())
52
52
  pd_data[f"normalized_{slope_col_name}_idmax"] = normalized_slope_rolling.apply(lambda x : x.idxmax())
53
53
 
54
- def higherhighs(series: pd.Series) -> str:
54
+ def higherhighs(series: pd.Series) -> Union[str, None]:
55
+ if pd.isna(series.iloc[0]):
56
+ return None
55
57
  unique_maxima = series.dropna()[series.dropna().diff().ne(0)]
56
58
  if len(unique_maxima) < 2:
57
- return 'sideways'
59
+ return None
58
60
  first, last = unique_maxima.iloc[0], unique_maxima.iloc[-1]
59
61
  if first > last:
60
62
  return 'lower_highs'
@@ -63,10 +65,12 @@ def higherhighs(series: pd.Series) -> str:
63
65
  else:
64
66
  return 'sideways'
65
67
 
66
- def lowerlows(series: pd.Series) -> str:
68
+ def lowerlows(series: pd.Series) -> Union[str, None]:
69
+ if pd.isna(series.iloc[0]):
70
+ return None
67
71
  unique_minima = series.dropna()[series.dropna().diff().ne(0)]
68
72
  if len(unique_minima) < 2:
69
- return 'sideways'
73
+ return None
70
74
  first, last = unique_minima.iloc[0], unique_minima.iloc[-1]
71
75
  if first > last:
72
76
  return 'lower_lows'
{siglab_py-0.5.23 → siglab_py-0.5.26}/siglab_py.egg-info/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: siglab_py
3
- Version: 0.5.23
3
+ Version: 0.5.26
4
4
  Summary: Market data fetches, TA calculations and generic order gateway.
5
5
  Author: r0bbarh00d
6
6
  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>