siglab-py 0.5.2__py3-none-any.whl → 0.5.3__py3-none-any.whl

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Files changed (6) hide show
  1. siglab_py/tests/unit/trading_util_tests.py +1 -0
  2. siglab_py/util/trading_util.py +2 -1
  3. {siglab_py-0.5.2.dist-info → siglab_py-0.5.3.dist-info}/METADATA +1 -1
  4. {siglab_py-0.5.2.dist-info → siglab_py-0.5.3.dist-info}/RECORD +6 -6
  5. {siglab_py-0.5.2.dist-info → siglab_py-0.5.3.dist-info}/WHEEL +0 -0
  6. {siglab_py-0.5.2.dist-info → siglab_py-0.5.3.dist-info}/top_level.txt +0 -0
siglab_py/tests/unit/trading_util_tests.py CHANGED
@@ -8,6 +8,7 @@ from util.trading_util import *
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  '''
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  Have a look at this for a visual explaination how "Gradually tightened stops" works:
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  https://github.com/r0bbar/siglab/blob/master/siglab_py/tests/manual/trading_util_tests.ipynb
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+ https://norman-lm-fung.medium.com/gradually-tightened-trailing-stops-f7854bf1e02b
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  '''
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  # @unittest.skip("Skip all integration tests.")
siglab_py/util/trading_util.py CHANGED
@@ -52,6 +52,7 @@ What's 'loss_trailing'? 'loss_trailing' is essentially pnl drop from max_unreali
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  Have a look at this for a visual explaination how "Gradually tightened stops" works:
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  https://github.com/r0bbar/siglab/blob/master/siglab_py/tests/manual/trading_util_tests.ipynb
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+ https://norman-lm-fung.medium.com/gradually-tightened-trailing-stops-f7854bf1e02b
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  '''
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  def calc_eff_trailing_sl(
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  tp_min_percent : float,
@@ -63,7 +64,7 @@ def calc_eff_trailing_sl(
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  slope = (0 - sl_percent_trailing) / (tp_max_percent - tp_min_percent)
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  effective_tp_trailing_percent = (
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  slope * (pnl_percent_notional - tp_min_percent) + sl_percent_trailing
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- if pnl_percent_notional>tp_min_percent
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+ if pnl_percent_notional>=tp_min_percent
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  else default_effective_tp_trailing_percent
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  )
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  return effective_tp_trailing_percent
{siglab_py-0.5.2.dist-info → siglab_py-0.5.3.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: siglab-py
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- Version: 0.5.2
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+ Version: 0.5.3
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  Summary: Market data fetches, TA calculations and generic order gateway.
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  Author: r0bbarh00d
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  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>
{siglab_py-0.5.2.dist-info → siglab_py-0.5.3.dist-info}/RECORD RENAMED
@@ -23,7 +23,7 @@ siglab_py/tests/integration/market_data_util_tests.py,sha256=p-RWIJZLyj0lAdfi4QT
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  siglab_py/tests/unit/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/tests/unit/analytic_util_tests.py,sha256=eeusM5zkQR2QyVhT7nqF0mwHVg7vlxwtgv2JnLqwQgY,3852
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  siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGola8wTf1D1xbelMvgw,2026
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- siglab_py/tests/unit/trading_util_tests.py,sha256=664pnAwhdwfRI21ktPpuAxNydz6XtxBrU_Dm1rTGquQ,2883
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+ siglab_py/tests/unit/trading_util_tests.py,sha256=hkAEZHT-8Ncbm9sG-H4WRoyryJSTCj9BsWTdDX7e4hU,2970
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  siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/util/analytic_util.py,sha256=blFJ1kY_aSJeuzzk28vdB4nhLgmosz0L8IJaJCZy9OM,47272
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  siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
@@ -31,8 +31,8 @@ siglab_py/util/market_data_util.py,sha256=mUXg4uaiX3b6_klgJWIEgnUQU4IUd6CwTOqKLi
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  siglab_py/util/notification_util.py,sha256=vySgHjpHgwFDLW0tHSi_AGh9JBbPc25IUgvWxmjAeT8,2658
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  siglab_py/util/retry_util.py,sha256=g-UU6pkPouWZZRZEqP99R2Z0lX5xzckYkzjwqqSDpVQ,922
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  siglab_py/util/slack_notification_util.py,sha256=G27n-adbT3Q6oaHSMvu_Nom794rrda5PprSF-zvmzkM,1912
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- siglab_py/util/trading_util.py,sha256=Z-sK4cTi-5rIXYVgmIMgOWlIaxcCEX1lXlCKTweg6-U,3233
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- siglab_py-0.5.2.dist-info/METADATA,sha256=yL1RdzFxrjYNgzdB18G-XtbaM-HLC0NWeWcqXLws6Vw,979
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- siglab_py-0.5.2.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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- siglab_py-0.5.2.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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- siglab_py-0.5.2.dist-info/RECORD,,
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+ siglab_py/util/trading_util.py,sha256=rXiBLOJGxerK1Uz1D1GBLedunTobtDCC85d42on4TYg,3321
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+ siglab_py-0.5.3.dist-info/METADATA,sha256=0yexMdatpl2UTVYRTyD0taYxeTlULA3j3GOZBfdr9jg,979
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+ siglab_py-0.5.3.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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+ siglab_py-0.5.3.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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+ siglab_py-0.5.3.dist-info/RECORD,,