siglab-py 0.5.33__py3-none-any.whl → 0.5.36__py3-none-any.whl

siglab_py/util/analytic_util.py

@@ -141,7 +141,6 @@ def compute_candles_stats(
     close_short_periods_ewm = pd_candles['close'].ewm(span=int(sliding_window_how_many_candles/slow_fast_interval_ratio), adjust=False)
     close_long_periods_ewm = pd_candles['close'].ewm(span=sliding_window_how_many_candles, adjust=False)
 
-
     pd_candles['pct_change_close'] = pd_candles['close'].pct_change() * 100
     pd_candles['sma_short_periods'] = close_short_periods_rolling.mean()
     pd_candles['sma_long_periods'] = close_long_periods_rolling.mean()
@@ -201,29 +200,27 @@ def compute_candles_stats(
     pd_candles.loc[bearish_ema_crosses, 'ema_cross'] = -1
     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=pd_candles.shape[0]).max()
-    pd_candles['ema_bearish_cross_last_id'] = bearish_indices.rolling(window=pd_candles.shape[0]).min()
-    pd_candles['ema_bullish_cross_last_id'].astype('Int64')
-    pd_candles['ema_bearish_cross_last_id'].astype('Int64')
-    pd_candles['ema_cross_last'] = np.where(
-    (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'].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'].isna() & pd_candles['ema_bearish_cross_last_id'].isna(),
-        None
-    )
+    pd_candles['ema_bullish_cross_last_id'] = bullish_indices.rolling(window=pd_candles.shape[0], min_periods=1).max().astype('Int64')
+    pd_candles['ema_bearish_cross_last_id'] = bearish_indices.rolling(window=pd_candles.shape[0], min_periods=1).max().astype('Int64')
+    conditions = [
+        (pd_candles['ema_bullish_cross_last_id'].notna() & 
+        pd_candles['ema_bearish_cross_last_id'].notna() &
+        (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'].notna() &
+        (pd_candles['ema_bearish_cross_last_id'] > pd_candles['ema_bullish_cross_last_id'])),
+        
+        (pd_candles['ema_bullish_cross_last_id'].notna() & 
+        pd_candles['ema_bearish_cross_last_id'].isna()),
+        
+        (pd_candles['ema_bearish_cross_last_id'].notna() & 
+        pd_candles['ema_bullish_cross_last_id'].isna())
+    ]
+    choices = ['bullish', 'bearish', 'bullish', 'bearish']
+    pd_candles['ema_cross_last'] = np.select(conditions, choices, default=None) # type: ignore
+    pd_candles.loc[bullish_ema_crosses, 'ema_cross'] = 'bullish'
+    pd_candles.loc[bearish_ema_crosses, 'ema_cross'] = 'bearish'
 
     pd_candles['max_short_periods'] = close_short_periods_rolling.max()
     pd_candles['max_long_periods'] = close_long_periods_rolling.max()

{siglab_py-0.5.33.dist-info → siglab_py-0.5.36.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.33
+Version: 0.5.36
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.33.dist-info → siglab_py-0.5.36.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=06f0lHcskW2jyzBYTDXJQxqiiHx37j6rEDoHJVK7Xuk,56265
+siglab_py/util/analytic_util.py,sha256=dJxU-tUA4EY8uB9QOUSTMGXKcuKIY9K8tqx_WutfxJc,56374
 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-0.5.33.dist-info/METADATA,sha256=6s5uBcTqm5pVFzEHPXUXIvO-eNCexGksDMK8LsDMw9c,829
-siglab_py-0.5.33.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
-siglab_py-0.5.33.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.5.33.dist-info/RECORD,,
+siglab_py-0.5.36.dist-info/METADATA,sha256=AK6heAiXGV0PdxVT5EpjwtJHl9p-Qs7Fua3XTnf1kbw,829
+siglab_py-0.5.36.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
+siglab_py-0.5.36.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.5.36.dist-info/RECORD,,