siglab-py 0.5.38__py3-none-any.whl → 0.5.39__py3-none-any.whl

siglab_py/exchanges/futubull.py

@@ -4,7 +4,7 @@ https://www.futuhk.com/en/support/categories/909?global_content=%7B%22promote_id
 
 Fees: https://www.futuhk.com/en/commissionnew#crypto
 
-Subscribe L2 data: https://openapi.futunn.com/futu-api-doc/en/intro/authority.html#5331
+Subscribe L2 data: https://openapi.futunn.com/futu-api-doc/en/intro/authority.html
 
 Investor Protection: https://www.futuhk.com/en
 
@@ -15,8 +15,17 @@ Margin Trading:
 Download Futu OpenD
     https://www.futuhk.com/en/support/topic1_464?global_content=%7B%22promote_id%22%3A13765%2C%22sub_promote_id%22%3A10%7D
 
-    If you run the installer version "Futu_OpenD-GUI_9.0.5008_Windows.exe", it'd be installed under:
+    If you run the installer version "Futu_OpenD-GUI_9.0.5008_Windows.exe", it'd be installed under C-Drive:
         C:\\Users\\xxx\\AppData\\Roaming\\Futu_OpenD\\Futu_OpenD.exe
+    Unfortunately, log folder also under C-drive as a result, and they are big.
+
+    For command line version: https://openapi.futunn.com/futu-api-doc/opend/opend-cmd.html
+        Binary under downloaded package (You can put it under for example D-drive): 
+            ...\Futu_OpenD_9.4.5408_Windows\Futu_OpenD_9.4.5408_Windows
+            
+        Put a batch file "start_futu_opend.bat", if login_pwd include special characters, enclose pwd with double quotes:
+            FutuOpenD -login_account=1234567 -login_pwd="... Your Secret here ..."
+    Config file is "FutuOpenD.xml", you can adjust logging verbosity here.
 
 Architecture: https://openapi.futunn.com/futu-api-doc/en/intro/intro.html
 

siglab_py/market_data_providers/futu_candles_ta_to_csv.py

@@ -17,15 +17,17 @@ from siglab_py.util.analytic_util import compute_candles_stats
 '''
 Usage:
     set PYTHONPATH=%PYTHONPATH%;D:\dev\siglab\siglab_py
-    python futu_candles_ta_to_csv.py --symbol HK.00700 --end_date "2025-03-11 0:0:0" --start_date "2021-03-11 0:0:0" --market HK --trdmarket HK --security_firm FUTUSECURITIES --security_type STOCK --compute_ta Y --pypy_compatible N
+    python futu_candles_ta_to_csv.py --symbol HK.00700 --end_date "2025-03-11 0:0:0" --start_date "2021-03-11 0:0:0" --candle_size 1h --market HK --trdmarket HK --security_firm FUTUSECURITIES --security_type STOCK --compute_ta Y --pypy_compatible N
+    python futu_candles_ta_to_csv.py --symbol HK.02840 --end_date "2025-07-30 0:0:0" --start_date "2018-01-01 0:0:0" --candle_size 1h --market HK --trdmarket HK --security_firm FUTUSECURITIES --security_type STOCK --compute_ta Y --pypy_compatible N
+    python futu_candles_ta_to_csv.py --symbol AAPL --end_date "2025-03-11 0:0:0" --start_date "2024-03-11 0:0:0" --candle_size 1h --market US --trdmarket US --security_firm FUTUSECURITIES --security_type STOCK --compute_ta Y --pypy_compatible N
 
-    python futu_candles_ta_to_csv.py --symbol AAPL --end_date "2025-03-11 0:0:0" --start_date "2024-03-11 0:0:0" --market US --trdmarket US --security_firm FUTUSECURITIES --security_type STOCK --compute_ta Y --pypy_compatible N
-
-    Gold contracts? Note, symbol is case sensitive with Futu.
+    Gold contracts? Note, symbol is case sensitive with Futu. So, "GCmain" is correct, "GCMain" is in-correct.
     python futu_candles_ta_to_csv.py --symbol US.GCmain --end_date "2025-03-11 0:0:0" --start_date "2021-03-11 0:0:0" --market US --trdmarket FUTURES --security_firm FUTUSECURITIES --security_type FUTURE --compute_ta Y --pypy_compatible N
 
     (Remember: python -mpip install siglab_py)
 
+    Gold future contract specification: https://www.futunn.com/en/futures/GCMAIN-US/contract-specs
+
 This script is pypy compatible. Set "pypy_compatible" to True, in which case "compute_candles_stats" will skip calculation for TAs which requires: scipy, statsmodels, scikit-learn, sklearn.preprocessing
     pypy futu_candles_ta_to_csv.py --symbol HK.00700 --end_date "2025-03-11 0:0:0" --start_date "2024-03-11 0:0:0" --market HK --trdmarket HK --security_firm FUTUSECURITIES --security_type STOCK --compute_ta Y --pypy_compatible Y
 

siglab_py/ordergateway/encrypt_keys_util.py

@@ -1,5 +1,5 @@
 from typing import Union
-from util.aws_util import AwsKmsUtil
+from siglab_py.util.aws_util import AwsKmsUtil
 
 '''
 From command line, run 'aws configure' with IAM user's Access key ID and Secret access key. (Assume you have awscli installed)

siglab_py/util/analytic_util.py

@@ -580,7 +580,7 @@ def compute_candles_stats(
             pd_data=pd_candles,
             src_col_name='ema_rsi',
             slope_col_name='ema_rsi_slope',
-            sliding_window_how_many_candles=int(sliding_window_how_many_candles)
+            sliding_window_how_many_candles=int(rsi_trend_sliding_window_how_many_candles)
         )
 
         pd_candles['regular_divergence'] = (

{siglab_py-0.5.38.dist-info → siglab_py-0.5.39.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.38
+Version: 0.5.39
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.38.dist-info → siglab_py-0.5.39.dist-info}/RECORD

@@ -2,20 +2,20 @@ siglab_py/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/constants.py,sha256=atSjvM0wv_f1wrzWHE0DcbUn6fqLmg-51BpfMJR1QB4,547
 siglab_py/exchanges/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/exchanges/any_exchange.py,sha256=Y-zue75ZSmu9Ga1fONbjBGLNH5pDHQI01hCSjuLBkAk,889
-siglab_py/exchanges/futubull.py,sha256=f-_trzvuH5NaiG-PzyiNqZ12w7J-ARi_-xcr78rFU4E,20510
+siglab_py/exchanges/futubull.py,sha256=i0jNgl9BGJvgEIDeOkTfD52FaK77vX8axCKNYwJHwSI,21144
 siglab_py/market_data_providers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/market_data_providers/aggregated_orderbook_provider.py,sha256=FZRobEBNRzcNGlOG3u38OVhmOZYlkNm8dVvR-S7Ii2g,23342
 siglab_py/market_data_providers/candles_provider.py,sha256=fqHJjlECsBiBlpgyywrc4gTgxiROPNzZM8KxQBB5cOg,14139
 siglab_py/market_data_providers/candles_ta_provider.py,sha256=uiAhbEZZdTF-YulBHpSLwabos5LHCKU91NTiTmpUc0w,12001
 siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py,sha256=DHj51QTbkCmEd9RFNVhWWpsSPz1aLd6zTLqkUUbEkK0,11158
 siglab_py/market_data_providers/deribit_options_expiry_provider.py,sha256=e9Ee8TmC8pXaid8-jouSLKIpuW6_JBBgwRTieI665yQ,8684
-siglab_py/market_data_providers/futu_candles_ta_to_csv.py,sha256=PZRpVL80CG6518uUg38Wb9aoWzidunyBAFFFGvrDnaI,10531
+siglab_py/market_data_providers/futu_candles_ta_to_csv.py,sha256=SCWlI_mOuErpGP8Kxh5WKEoff9cqqxO19oLFLd04bTs,10964
 siglab_py/market_data_providers/orderbooks_provider.py,sha256=olt-3LIkoyzQWfNNQRhJtKibLbkTutt_q_rCCTM7i1g,16216
 siglab_py/market_data_providers/test_provider.py,sha256=wBLCgcWjs7FGZJXWsNyn30lkOLa_cgpuvqRakMC0wbA,2221
 siglab_py/market_data_providers/tg_monitor.py,sha256=lRqONP0JAP223gyX37R-wCkhyGFKTvKkgmeDNoO3ay4,21813
 siglab_py/ordergateway/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/ordergateway/client.py,sha256=LvtrYirrdFOcKgTkvuqwdEN7r3nurjX320ESnk7tHE0,15095
-siglab_py/ordergateway/encrypt_keys_util.py,sha256=-qi87db8To8Yf1WS1Q_Cp2Ya7ZqgWlRqSHfNXCM7wE4,1339
+siglab_py/ordergateway/encrypt_keys_util.py,sha256=U_M-jPrPYOTO_sU0bMVkO5ruNXge5vek8yUGa8jaE-g,1349
 siglab_py/ordergateway/gateway.py,sha256=Z-BQ-Z9gXoNrKQHzRIy9R1mnCybf9QwWhHpqkSI7bBM,43901
 siglab_py/ordergateway/test_ordergateway.py,sha256=4PE2flp_soGcD3DrI7zJOzZndjkb6I5XaDrFNNq4Huo,4009
 siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -26,14 +26,14 @@ siglab_py/tests/unit/analytic_util_tests.py,sha256=Tffqy6ngMDj71NkwWvswRln8uhLUJ
 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=vZ8G8Kpb2dYoeV5ruIaoVz4lUcVFAILsQVF-zuFb9yk,60287
+siglab_py/util/analytic_util.py,sha256=HrTpzryXaAayn9-GOIU7RlqOIWUyBfwxPHkmG5SBSc8,60297
 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=tNZMUkkjz4q1CKqcQq62oEmZgHgNIwz2Iw9J22V22Zw,2668
 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-0.5.38.dist-info/METADATA,sha256=GfE11A07HWATi24pVPfOLFZxxMPd1aKae-97cmeuOqo,829
-siglab_py-0.5.38.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
-siglab_py-0.5.38.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.5.38.dist-info/RECORD,,
+siglab_py-0.5.39.dist-info/METADATA,sha256=j6k_tYOiITDiyz6qLVJZzHqUDZ5wGs-mabQHeKNVgL4,829
+siglab_py-0.5.39.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
+siglab_py-0.5.39.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.5.39.dist-info/RECORD,,