siglab-py 0.5.36__py3-none-any.whl → 0.5.37__py3-none-any.whl

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Files changed (7) hide show
  1. siglab_py/tests/unit/analytic_util_tests.py +1 -1
  2. siglab_py/util/analytic_util.py +2 -0
  3. siglab_py/util/notification_util.py +1 -1
  4. {siglab_py-0.5.36.dist-info → siglab_py-0.5.37.dist-info}/METADATA +1 -1
  5. {siglab_py-0.5.36.dist-info → siglab_py-0.5.37.dist-info}/RECORD +7 -7
  6. {siglab_py-0.5.36.dist-info → siglab_py-0.5.37.dist-info}/WHEEL +0 -0
  7. {siglab_py-0.5.36.dist-info → siglab_py-0.5.37.dist-info}/top_level.txt +0 -0
siglab_py/tests/unit/analytic_util_tests.py CHANGED
@@ -38,7 +38,7 @@ class AnalyticUtilTests(unittest.TestCase):
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  pd_candles=pd_candles,
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  boillenger_std_multiples=2,
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  sliding_window_how_many_candles=20,
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- pypy_compat=True
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+ pypy_compat=True # Slopes calculation? Set pypy_compat to False
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  )
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  expected_columns : List[str] = [
siglab_py/util/analytic_util.py CHANGED
@@ -167,6 +167,8 @@ def compute_candles_stats(
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  pd_candles['annualized_volatility'] = (
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  pd_candles['interval_historical_volatility'] * annualization_factor
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  )
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+
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+ Why log return? Trading Dude https://python.plainenglish.io/stop-using-percentage-returns-logarithmic-returns-explained-with-code-64a4634b883a
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  '''
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  pd_candles['log_return'] = np.log(pd_candles['close'] / pd_candles['close'].shift(1))
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  pd_candles['interval_hist_vol'] = pd_candles['log_return'].rolling(window=sliding_window_how_many_candles).std()
siglab_py/util/notification_util.py CHANGED
@@ -5,7 +5,7 @@ import pandas as pd
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  import numpy as np
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  from tabulate import tabulate
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- from util.slack_notification_util import slack_dispatch_notification
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+ from siglab_py.util.slack_notification_util import slack_dispatch_notification
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  from siglab_py.constants import LogLevel
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{siglab_py-0.5.36.dist-info → siglab_py-0.5.37.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: siglab_py
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- Version: 0.5.36
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+ Version: 0.5.37
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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-0.5.36.dist-info → siglab_py-0.5.37.dist-info}/RECORD RENAMED
@@ -22,18 +22,18 @@ siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/tests/integration/market_data_util_tests.py,sha256=p-RWIJZLyj0lAdfi4QTIeAttCm_e8mEVWFKh4OWuogU,7189
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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=5Vic-lwuGvgLfjcP1gmrdBizMn0hXPMnixYKAF3y-fI,4366
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+ siglab_py/tests/unit/analytic_util_tests.py,sha256=9tAg7cLDEJ3ueYIQxMYMtPKtZQValKAbRfFgVY_L8dQ,4413
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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=9DZmTZlW55lPtNfTCukgDdiyBiMYv9R4mEFWJIJiTNg,3870
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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=dJxU-tUA4EY8uB9QOUSTMGXKcuKIY9K8tqx_WutfxJc,56374
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+ siglab_py/util/analytic_util.py,sha256=lOQoObczb6Z4AZGevKOwuSTdNVKA2QhwAKa36LrMf7w,56524
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  siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
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  siglab_py/util/market_data_util.py,sha256=mUXg4uaiX3b6_klgJWIEgnUQU4IUd6CwTOqKLiQWRlU,31307
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- siglab_py/util/notification_util.py,sha256=vySgHjpHgwFDLW0tHSi_AGh9JBbPc25IUgvWxmjAeT8,2658
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+ siglab_py/util/notification_util.py,sha256=tNZMUkkjz4q1CKqcQq62oEmZgHgNIwz2Iw9J22V22Zw,2668
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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=-TGNgJdy4HMDPgq31KQn_lRawFxuXnFU5NnLRb1XM5o,5757
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- siglab_py-0.5.36.dist-info/METADATA,sha256=AK6heAiXGV0PdxVT5EpjwtJHl9p-Qs7Fua3XTnf1kbw,829
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- siglab_py-0.5.36.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
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- siglab_py-0.5.36.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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- siglab_py-0.5.36.dist-info/RECORD,,
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+ siglab_py-0.5.37.dist-info/METADATA,sha256=jaOC_0EKsjoghv2MUr397p7alkxIUGx5WS1OHxM7_IE,829
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+ siglab_py-0.5.37.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
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+ siglab_py-0.5.37.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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+ siglab_py-0.5.37.dist-info/RECORD,,