siglab-py 0.5.29__py3-none-any.whl → 0.5.31__py3-none-any.whl

siglab_py/util/analytic_util.py

@@ -199,25 +199,27 @@ def compute_candles_stats(
     bearish_ema_crosses = (ema_short_periods_prev >= ema_long_periods_prev) & (ema_short_periods_curr < ema_long_periods_curr)
     pd_candles.loc[bullish_ema_crosses, 'ema_cross'] = 1
     pd_candles.loc[bearish_ema_crosses, 'ema_cross'] = -1
-    pd_candles['ema_bullish_cross_last_id'] = pd_candles['ema_cross'].rolling(window=sliding_window_how_many_candles).apply(lambda x : x.idxmax())
-    pd_candles['ema_bearish_cross_last_id'] = pd_candles['ema_cross'].rolling(window=sliding_window_how_many_candles).apply(lambda x : x.idxmin())
-    pd_candles.loc[bullish_ema_crosses, 'ema_cross'] = np.where(
-        pd_candles.loc[bullish_ema_crosses, 'ema_cross']==1,
-        'bullish',
-        pd_candles.loc[bullish_ema_crosses, 'ema_cross']
-    )
+    bullish_indices = pd.Series(pd_candles.index.where(pd_candles['ema_cross'] == 1), index=pd_candles.index).astype('Int64')
+    bearish_indices = pd.Series(pd_candles.index.where(pd_candles['ema_cross'] == -1), index=pd_candles.index).astype('Int64')
+    pd_candles['ema_bullish_cross_last_id'] = bullish_indices.rolling(window=sliding_window_how_many_candles, min_periods=1).max().astype('Int64')
+    pd_candles['ema_bearish_cross_last_id'] = bearish_indices.rolling(window=sliding_window_how_many_candles, min_periods=1).max().astype('Int64')
     pd_candles['ema_cross_last'] = np.where(
-        pd_candles['ema_bullish_cross_last_id'] > pd_candles['ema_bearish_cross_last_id'],
+    (pd_candles['ema_bullish_cross_last_id'].notna()) & (
+            pd_candles['ema_bearish_cross_last_id'].isna() | 
+            (pd_candles['ema_bullish_cross_last_id'] > pd_candles['ema_bearish_cross_last_id'])
+        ),
         'bullish',
         np.where(
-            pd_candles['ema_bearish_cross_last_id'] > pd_candles['ema_bullish_cross_last_id'],
+            (pd_candles['ema_bearish_cross_last_id'].notna()) & (
+                pd_candles['ema_bullish_cross_last_id'].isna() | 
+                (pd_candles['ema_bearish_cross_last_id'] > pd_candles['ema_bullish_cross_last_id'])
+            ),
             'bearish',
             None # type: ignore
         )
     )
-
     pd_candles['ema_cross_last'] = pd_candles['ema_cross_last'].where(
-        pd_candles['ema_bullish_cross_last_id'].isnull() & pd_candles['ema_bearish_cross_last_id'].isnull(),
+        pd_candles['ema_bullish_cross_last_id'].isna() & pd_candles['ema_bearish_cross_last_id'].isna(),
         None
     )
 

{siglab_py-0.5.29.dist-info → siglab_py-0.5.31.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.29
+Version: 0.5.31
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.29.dist-info → siglab_py-0.5.31.dist-info}/RECORD

@@ -26,14 +26,14 @@ siglab_py/tests/unit/analytic_util_tests.py,sha256=5Vic-lwuGvgLfjcP1gmrdBizMn0hX
 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=RlUtLPDYTMrola8Dnh5msCLzAKgIq2Ee_DzLTEoJEIM,55899
+siglab_py/util/analytic_util.py,sha256=7ln7BCWd55M04ByERu1KcTZTdtGthCsriZ_oIZeK_VM,56229
 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-0.5.29.dist-info/METADATA,sha256=uTBwQ7QfJc3IYjoDCZwjvktRaKI88suhSV4DgC6Q-Ew,829
-siglab_py-0.5.29.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
-siglab_py-0.5.29.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.5.29.dist-info/RECORD,,
+siglab_py-0.5.31.dist-info/METADATA,sha256=p_Q7Swt94JsCDnZL15VP4tOV78b0s0P0ZE0FCmF-Rj8,829
+siglab_py-0.5.31.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
+siglab_py-0.5.31.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.5.31.dist-info/RECORD,,