siglab-py 0.5.36__tar.gz → 0.5.37__tar.gz

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  1. {siglab_py-0.5.36 → siglab_py-0.5.37}/PKG-INFO +1 -1
  2. {siglab_py-0.5.36 → siglab_py-0.5.37}/pyproject.toml +1 -1
  3. {siglab_py-0.5.36 → siglab_py-0.5.37}/setup.cfg +1 -1
  4. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/tests/unit/analytic_util_tests.py +1 -1
  5. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/util/analytic_util.py +2 -0
  6. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/util/notification_util.py +1 -1
  7. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py.egg-info/PKG-INFO +1 -1
  8. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/__init__.py +0 -0
  9. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/constants.py +0 -0
  10. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/exchanges/__init__.py +0 -0
  11. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/exchanges/any_exchange.py +0 -0
  12. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/exchanges/futubull.py +0 -0
  13. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/market_data_providers/__init__.py +0 -0
  14. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/market_data_providers/aggregated_orderbook_provider.py +0 -0
  15. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/market_data_providers/candles_provider.py +0 -0
  16. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/market_data_providers/candles_ta_provider.py +0 -0
  17. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py +0 -0
  18. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/market_data_providers/deribit_options_expiry_provider.py +0 -0
  19. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/market_data_providers/futu_candles_ta_to_csv.py +0 -0
  20. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/market_data_providers/orderbooks_provider.py +0 -0
  21. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/market_data_providers/test_provider.py +0 -0
  22. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/market_data_providers/tg_monitor.py +0 -0
  23. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/ordergateway/__init__.py +0 -0
  24. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/ordergateway/client.py +0 -0
  25. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/ordergateway/encrypt_keys_util.py +0 -0
  26. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/ordergateway/gateway.py +0 -0
  27. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/ordergateway/test_ordergateway.py +0 -0
  28. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/tests/__init__.py +0 -0
  29. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/tests/integration/__init__.py +0 -0
  30. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/tests/integration/market_data_util_tests.py +0 -0
  31. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/tests/unit/__init__.py +0 -0
  32. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/tests/unit/market_data_util_tests.py +0 -0
  33. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/tests/unit/trading_util_tests.py +0 -0
  34. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/util/__init__.py +0 -0
  35. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/util/aws_util.py +0 -0
  36. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/util/market_data_util.py +0 -0
  37. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/util/retry_util.py +0 -0
  38. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/util/slack_notification_util.py +0 -0
  39. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/util/trading_util.py +0 -0
  40. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py.egg-info/SOURCES.txt +0 -0
  41. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py.egg-info/dependency_links.txt +0 -0
  42. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py.egg-info/requires.txt +0 -0
  43. {siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py.egg-info/top_level.txt +0 -0
{siglab_py-0.5.36 → siglab_py-0.5.37}/PKG-INFO 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 → siglab_py-0.5.37}/pyproject.toml RENAMED
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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  [project]
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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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  description = "Market data fetches, TA calculations and generic order gateway."
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  authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
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  license = {text = "MIT"}
{siglab_py-0.5.36 → siglab_py-0.5.37}/setup.cfg RENAMED
@@ -1,6 +1,6 @@
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  [metadata]
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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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  description = Market data fetches, TA calculations and generic order gateway.
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  author = r0bbarh00d
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  author_email = r0bbarh00d@gmail.com
{siglab_py-0.5.36 → siglab_py-0.5.37}/siglab_py/tests/unit/analytic_util_tests.py RENAMED
@@ -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-0.5.36 → siglab_py-0.5.37}/siglab_py/util/analytic_util.py RENAMED
@@ -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-0.5.36 → siglab_py-0.5.37}/siglab_py/util/notification_util.py RENAMED
@@ -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 → siglab_py-0.5.37}/siglab_py.egg-info/PKG-INFO 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>