siglab-py 0.5.35__tar.gz → 0.5.37__tar.gz

{siglab_py-0.5.35 → siglab_py-0.5.37}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.35
+Version: 0.5.37
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.35 → siglab_py-0.5.37}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.5.35"
+version = "0.5.37"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.5.35 → siglab_py-0.5.37}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.5.35
+version = 0.5.37
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.5.35 → siglab_py-0.5.37}/siglab_py/tests/unit/analytic_util_tests.py

@@ -38,7 +38,7 @@ class AnalyticUtilTests(unittest.TestCase):
             pd_candles=pd_candles,
             boillenger_std_multiples=2,
             sliding_window_how_many_candles=20,
-            pypy_compat=True
+            pypy_compat=True # Slopes calculation? Set pypy_compat to False
         )
 
         expected_columns : List[str] = [

{siglab_py-0.5.35 → siglab_py-0.5.37}/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()
@@ -168,6 +167,8 @@ def compute_candles_stats(
         pd_candles['annualized_volatility'] = (
             pd_candles['interval_historical_volatility'] * annualization_factor
         )
+
+    Why log return? Trading Dude https://python.plainenglish.io/stop-using-percentage-returns-logarithmic-returns-explained-with-code-64a4634b883a
     '''
     pd_candles['log_return'] = np.log(pd_candles['close'] / pd_candles['close'].shift(1))
     pd_candles['interval_hist_vol'] = pd_candles['log_return'].rolling(window=sliding_window_how_many_candles).std()
@@ -203,25 +204,25 @@ def compute_candles_stats(
     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], 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')
-    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
-    )
+    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-0.5.35 → siglab_py-0.5.37}/siglab_py/util/notification_util.py

@@ -5,7 +5,7 @@ import pandas as pd
 import numpy as np
 from tabulate import tabulate
 
-from util.slack_notification_util import slack_dispatch_notification
+from siglab_py.util.slack_notification_util import slack_dispatch_notification
 
 from siglab_py.constants import LogLevel
 

{siglab_py-0.5.35 → siglab_py-0.5.37}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.35
+Version: 0.5.37
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>