siglab-py 0.5.39__py3-none-any.whl → 0.5.50__py3-none-any.whl
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- siglab_py/tests/unit/analytic_util_tests.py +4 -2
- siglab_py/tests/unit/simple_math_tests.py +221 -0
- siglab_py/tests/unit/trading_util_tests.py +0 -21
- siglab_py/util/analytic_util.py +9 -0
- siglab_py/util/simple_math.py +192 -0
- siglab_py/util/trading_util.py +0 -12
- {siglab_py-0.5.39.dist-info → siglab_py-0.5.50.dist-info}/METADATA +1 -1
- {siglab_py-0.5.39.dist-info → siglab_py-0.5.50.dist-info}/RECORD +10 -8
- {siglab_py-0.5.39.dist-info → siglab_py-0.5.50.dist-info}/WHEEL +0 -0
- {siglab_py-0.5.39.dist-info → siglab_py-0.5.50.dist-info}/top_level.txt +0 -0
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@@ -45,18 +45,20 @@ class AnalyticUtilTests(unittest.TestCase):
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'exchange', 'symbol', 'timestamp_ms',
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'open', 'high', 'low', 'close', 'volume',
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'datetime', 'datetime_utc', 'year', 'month', 'day', 'hour', 'minute', 'dayofweek',
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'pct_chg_on_close', 'candle_height',
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'pct_chg_on_close', 'candle_height', 'candle_body_height',
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'week_of_month', 'apac_trading_hr', 'emea_trading_hr', 'amer_trading_hr',
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'is_green', 'pct_change_close',
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'sma_short_periods', 'sma_long_periods', 'ema_short_periods', 'ema_long_periods', 'ema_close',
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'std', 'std_percent',
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'vwap_short_periods', 'vwap_long_periods',
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'candle_height_percent', 'candle_height_percent_rounded',
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'candle_height_percent', 'candle_height_percent_rounded', 'candle_body_height_percent', 'candle_body_height_percent_rounded',
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'log_return', 'interval_hist_vol', 'annualized_hist_vol',
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'chop_against_ema',
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'ema_volume_short_periods', 'ema_volume_long_periods',
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'ema_cross', 'ema_cross_last', 'ema_bullish_cross_last_id', 'ema_bearish_cross_last_id',
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'max_short_periods', 'max_long_periods', 'idmax_short_periods', 'idmax_long_periods', 'min_short_periods', 'min_long_periods', 'idmin_short_periods', 'idmin_long_periods',
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'max_candle_body_height_percent_long_periods', 'idmax_candle_body_height_percent_long_periods',
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'min_candle_body_height_percent_long_periods', 'idmin_candle_body_height_percent_long_periods',
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'price_swing_short_periods', 'price_swing_long_periods',
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'trend_from_highs_long_periods', 'trend_from_lows_long_periods', 'trend_from_highs_short_periods', 'trend_from_lows_short_periods',
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'h_l', 'h_pc', 'l_pc', 'tr', 'atr', 'atr_avg_short_periods', 'atr_avg_long_periods',
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@@ -0,0 +1,221 @@
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import unittest
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from typing import List, Dict, Union
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from util.simple_math import generate_rand_nums, round_to_level, bucket_series
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class SimpleMathTests(unittest.TestCase):
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def test_generate_rand_nums(self):
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range_min : float = 0
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range_max : float = 1
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size : int = 100
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percentage_in_range : float = 91
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abs_min : float = -0.5
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abs_max : float = 1.1
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rand_nums : List[float] = generate_rand_nums(
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range_min = range_min,
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range_max = range_max,
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size = size,
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percent_in_range = percentage_in_range,
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abs_min = abs_min,
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abs_max = abs_max
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)
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assert(len(rand_nums)==size)
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assert(len([x for x in rand_nums if x>=range_min and x<=range_max]) == (percentage_in_range/100) * size)
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assert(len([x for x in rand_nums if x<abs_min or x>abs_max]) == 0)
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range_min = -1
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range_max = 1
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percentage_in_range = 91
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abs_min = -1.5
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abs_max = 1.5
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rand_nums : List[float] = generate_rand_nums(
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range_min = range_min,
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range_max = range_max,
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size = size,
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percent_in_range = percentage_in_range,
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abs_min = abs_min,
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abs_max = abs_max
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)
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assert(len(rand_nums)==size)
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assert(len([x for x in rand_nums if x>=range_min and x<=range_max]) == (percentage_in_range/100) * size)
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assert(len([x for x in rand_nums if x<abs_min or x>abs_max]) == 0)
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range_min = 0
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range_max = 100
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percentage_in_range = 91
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abs_min = -150
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abs_max = 150
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rand_nums : List[float] = generate_rand_nums(
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range_min = range_min,
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range_max = range_max,
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size = size,
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percent_in_range = percentage_in_range,
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abs_min = abs_min,
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abs_max = abs_max
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)
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assert(len(rand_nums)==size)
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assert(len([x for x in rand_nums if x>=range_min and x<=range_max]) == (percentage_in_range/100) * size)
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assert(len([x for x in rand_nums if x<abs_min or x>abs_max]) == 0)
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range_min = -100
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range_max = 100
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percentage_in_range = 91
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abs_min = -150
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abs_max = 150
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rand_nums : List[float] = generate_rand_nums(
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range_min = range_min,
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range_max = range_max,
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size = size,
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percent_in_range = percentage_in_range,
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abs_min = abs_min,
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abs_max = abs_max
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)
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assert(len(rand_nums)==size)
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assert(len([x for x in rand_nums if x>=range_min and x<=range_max]) == (percentage_in_range/100) * size)
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assert(len([x for x in rand_nums if x<abs_min or x>abs_max]) == 0)
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def test_round_to_level(self):
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prices = [
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{ 'price' : 15080, 'rounded' : 15000},
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{ 'price' : 15180, 'rounded' : 15200},
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{ 'price' : 25080, 'rounded' : 25200},
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{ 'price' : 25180, 'rounded' : 25200},
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{ 'price' : 25380, 'rounded' : 25500},
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{ 'price' : 95332, 'rounded' : 95000},
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{ 'price' : 95878, 'rounded' : 96000},
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{ 'price' : 103499, 'rounded' : 103000},
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{ 'price' : 103500, 'rounded' : 104000},
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{ 'price' : 150800, 'rounded' : 150000},
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{ 'price' : 151800, 'rounded' : 152000}
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]
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for entry in prices:
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price = entry['price']
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expected = entry['rounded']
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rounded_price = round_to_level(price, level_granularity=0.01)
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print(f"{price} rounded to: {rounded_price}")
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assert(rounded_price==expected)
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def test_bucket_series(self):
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range_min : float = 0
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range_max : float = 1
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size : int = 100
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percentage_in_range : float = 91
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abs_min : float = -0.5
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abs_max : float = 1.1
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rand_nums : List[float] = generate_rand_nums(
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range_min = range_min,
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range_max = range_max,
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size = size,
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percent_in_range = percentage_in_range,
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abs_min = abs_min,
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abs_max = abs_max
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)
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buckets : Dict[
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str,
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Dict[str,Union[float, List[float]]]
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] = bucket_series(
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values = rand_nums,
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outlier_threshold_percent = 10
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)
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range_min = -1
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range_max = 1
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size : int = 100
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percentage_in_range = 91
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abs_min = -1.5
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abs_max = 1.5
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rand_nums : List[float] = generate_rand_nums(
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range_min = range_min,
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range_max = range_max,
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size = size,
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percent_in_range = percentage_in_range,
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abs_min = abs_min,
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abs_max = abs_max
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)
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buckets = bucket_series(
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values = rand_nums,
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outlier_threshold_percent = 10
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)
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range_min = 0
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range_max = 100
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size : int = 100
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percentage_in_range = 91
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abs_min = -0.5
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abs_max = 150
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rand_nums : List[float] = generate_rand_nums(
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range_min = range_min,
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range_max = range_max,
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size = size,
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percent_in_range = percentage_in_range,
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abs_min = abs_min,
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abs_max = abs_max
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)
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buckets = bucket_series(
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values = rand_nums,
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outlier_threshold_percent = 10
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)
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range_min = -100
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range_max = 100
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size : int = 100
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percentage_in_range = 91
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abs_min = -150
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abs_max = 150
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rand_nums : List[float] = generate_rand_nums(
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range_min = range_min,
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range_max = range_max,
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size = size,
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percent_in_range = percentage_in_range,
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abs_min = abs_min,
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abs_max = abs_max
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)
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buckets = bucket_series(
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values = rand_nums,
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outlier_threshold_percent = 10
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)
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range_min = 20_000
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range_max = 120_000
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size : int = 100
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percentage_in_range = 91
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abs_min = 15_000
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abs_max = 130_000
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rand_nums : List[float] = generate_rand_nums(
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range_min = range_min,
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range_max = range_max,
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size = size,
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percent_in_range = percentage_in_range,
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abs_min = abs_min,
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abs_max = abs_max
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)
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buckets = bucket_series(
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values = rand_nums,
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outlier_threshold_percent = 10
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)
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@@ -63,24 +63,3 @@ class TradingUtilTests(unittest.TestCase):
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default_effective_tp_trailing_percent = default_effective_tp_trailing_percent
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assert(effective_tp_trailing_percent==0) # Most tight trailing SL
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def test_round_to_level(self):
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prices = [
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{ 'price' : 15080, 'rounded' : 15000},
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{ 'price' : 25180, 'rounded' : 25200},
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{ 'price' : 25380, 'rounded' : 25500},
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{ 'price' : 95332, 'rounded' : 95000},
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{ 'price' : 95878, 'rounded' : 96000},
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{ 'price' : 103499, 'rounded' : 103000},
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{ 'price' : 103500, 'rounded' : 104000},
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{ 'price' : 151800, 'rounded' : 152000}
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for entry in prices:
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price = entry['price']
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expected = entry['rounded']
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rounded_price = round_to_level(price, level_granularity=0.01)
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print(f"{price} rounded to: {rounded_price}")
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assert(rounded_price==expected)
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siglab_py/util/analytic_util.py
CHANGED
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pd_candles['candle_height'] = pd_candles['high'] - pd_candles['low']
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pd_candles['candle_body_height'] = pd_candles['close'] - pd_candles['open']
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'''
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market_data_gizmo inserted dummy lines --> Need exclude those or "TypeError: unorderable types for comparison": pd_btc_candles = pd_btc_candles[pd_btc_candles.close.notnull()]
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pd_candles['candle_height_percent'] = pd_candles['candle_height'] / pd_candles['ema_close'] * 100
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pd_candles['candle_height_percent_rounded'] = pd_candles['candle_height_percent'].round().astype('Int64')
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pd_candles['candle_body_height_percent'] = pd_candles['candle_body_height'] / pd_candles['ema_close'] * 100
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pd_candles['candle_body_height_percent_rounded'] = pd_candles['candle_body_height_percent'].round().astype('Int64')
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'''
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To annualize volatility:
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162
166
|
if candle_interval == '1m':
|
|
@@ -235,6 +239,11 @@ def compute_candles_stats(
|
|
|
235
239
|
pd_candles['idmin_short_periods'] = close_short_periods_rolling.apply(lambda x : x.idxmin())
|
|
236
240
|
pd_candles['idmin_long_periods'] = close_long_periods_rolling.apply(lambda x : x.idxmin())
|
|
237
241
|
|
|
242
|
+
pd_candles['max_candle_body_height_percent_long_periods'] = pd_candles['candle_body_height_percent'].rolling(window=sliding_window_how_many_candles).max()
|
|
243
|
+
pd_candles['idmax_candle_body_height_percent_long_periods'] = pd_candles['candle_body_height_percent'].rolling(window=sliding_window_how_many_candles).apply(lambda x : x.idxmax())
|
|
244
|
+
pd_candles['min_candle_body_height_percent_long_periods'] = pd_candles['candle_body_height_percent'].rolling(window=sliding_window_how_many_candles).min()
|
|
245
|
+
pd_candles['idmin_candle_body_height_percent_long_periods'] = pd_candles['candle_body_height_percent'].rolling(window=sliding_window_how_many_candles).apply(lambda x : x.idxmin())
|
|
246
|
+
|
|
238
247
|
pd_candles['price_swing_short_periods'] = np.where(
|
|
239
248
|
pd_candles['idmax_short_periods'] > pd_candles['idmin_short_periods'],
|
|
240
249
|
pd_candles['max_short_periods'] - pd_candles['min_short_periods'], # Up swing
|
|
@@ -0,0 +1,192 @@
|
|
|
1
|
+
import math
|
|
2
|
+
import random
|
|
3
|
+
from typing import List, Dict, Union
|
|
4
|
+
|
|
5
|
+
def generate_rand_nums(
|
|
6
|
+
range_min : float = 0,
|
|
7
|
+
range_max : float = 1,
|
|
8
|
+
size=100, # list size
|
|
9
|
+
percent_in_range : float = 100,
|
|
10
|
+
abs_min : float = 0,
|
|
11
|
+
abs_max : float = 1
|
|
12
|
+
) -> List[float]:
|
|
13
|
+
assert(range_min<range_max)
|
|
14
|
+
|
|
15
|
+
if abs_min>range_min:
|
|
16
|
+
abs_min = range_min
|
|
17
|
+
if abs_max<range_max:
|
|
18
|
+
abs_max = range_max
|
|
19
|
+
|
|
20
|
+
result : List[float] = []
|
|
21
|
+
for _ in range(int(size * percent_in_range/100)):
|
|
22
|
+
result.append(random.uniform(range_min, range_max))
|
|
23
|
+
for _ in range(size - len(result)):
|
|
24
|
+
if random.uniform(0, 1)>0.5:
|
|
25
|
+
result.append(random.uniform(abs_min, range_min))
|
|
26
|
+
else:
|
|
27
|
+
result.append(random.uniform(range_max, abs_max))
|
|
28
|
+
|
|
29
|
+
random.shuffle(result)
|
|
30
|
+
|
|
31
|
+
return result
|
|
32
|
+
|
|
33
|
+
# https://norman-lm-fung.medium.com/levels-are-psychological-7176cdefb5f2
|
|
34
|
+
def round_to_level(
|
|
35
|
+
num : float,
|
|
36
|
+
level_granularity : float = 0.01
|
|
37
|
+
) -> float:
|
|
38
|
+
level_size = num * level_granularity
|
|
39
|
+
magnitude = math.floor(math.log10(level_size))
|
|
40
|
+
base_increment = 10 ** magnitude
|
|
41
|
+
rounded_level_size = round(level_size / base_increment) * base_increment
|
|
42
|
+
rounded_num = round(num / rounded_level_size) * rounded_level_size
|
|
43
|
+
return rounded_num
|
|
44
|
+
|
|
45
|
+
def bucket_series(
|
|
46
|
+
values : List[float],
|
|
47
|
+
outlier_threshold_percent : float = 0,
|
|
48
|
+
level_granularity : float = 0.1 # 0.1 = 10%
|
|
49
|
+
) -> Dict[
|
|
50
|
+
str,
|
|
51
|
+
Dict[str,Union[float, List[float]]]
|
|
52
|
+
]:
|
|
53
|
+
buckets : Dict[
|
|
54
|
+
str,
|
|
55
|
+
Dict[str,Union[float, List[float]]]
|
|
56
|
+
] = {}
|
|
57
|
+
list_0_to_1 : bool = True if len([x for x in values if x<0 or x>1])/len(values)*100 <= outlier_threshold_percent else False
|
|
58
|
+
list_m1_to_1 : bool = True if len([x for x in values if x<-1 or x>1])/len(values)*100 <= outlier_threshold_percent else False
|
|
59
|
+
list_0_to_100 : bool = True if len([x for x in values if x<0 or x>100])/len(values)*100 <= outlier_threshold_percent else False
|
|
60
|
+
list_m100_to_100 : bool = True if len([x for x in values if x<-100 or x>100])/len(values)*100 <= outlier_threshold_percent else False
|
|
61
|
+
|
|
62
|
+
def _generate_sequence(start, stop, step):
|
|
63
|
+
result = []
|
|
64
|
+
current = start
|
|
65
|
+
num_steps = int((stop - start) / step) + 1
|
|
66
|
+
for i in range(num_steps):
|
|
67
|
+
result.append(round(start + i * step, 10))
|
|
68
|
+
return result
|
|
69
|
+
|
|
70
|
+
if list_0_to_1:
|
|
71
|
+
intervals = _generate_sequence(0.1, 1, 0.1)
|
|
72
|
+
last_interval = 0
|
|
73
|
+
buckets[f"< 0"] = {
|
|
74
|
+
'min' : float("-inf"),
|
|
75
|
+
'max' : 0,
|
|
76
|
+
'values' : [ x for x in values if x<0 ]
|
|
77
|
+
}
|
|
78
|
+
for interval in intervals:
|
|
79
|
+
buckets[f"{last_interval} - {interval}"] = {
|
|
80
|
+
'min' : last_interval,
|
|
81
|
+
'max' : interval,
|
|
82
|
+
'values' : [ x for x in values if x>=last_interval and x<interval ]
|
|
83
|
+
}
|
|
84
|
+
last_interval = interval
|
|
85
|
+
buckets[f">1"] = {
|
|
86
|
+
'min' : last_interval,
|
|
87
|
+
'max' : float("inf"),
|
|
88
|
+
'values' : [ x for x in values if x>=1 ]
|
|
89
|
+
}
|
|
90
|
+
|
|
91
|
+
elif not list_0_to_1 and list_m1_to_1:
|
|
92
|
+
intervals = _generate_sequence(-0.9, 1, 0.1)
|
|
93
|
+
last_interval = -1
|
|
94
|
+
buckets[f"< -1"] = {
|
|
95
|
+
'min' : float("-inf"),
|
|
96
|
+
'max' : -1,
|
|
97
|
+
'values' : [ x for x in values if x<-1 ]
|
|
98
|
+
}
|
|
99
|
+
for interval in intervals:
|
|
100
|
+
buckets[f"{last_interval} - {interval}"] = {
|
|
101
|
+
'min' : last_interval,
|
|
102
|
+
'max' : interval,
|
|
103
|
+
'values' : [ x for x in values if x>=last_interval and x<interval ]
|
|
104
|
+
}
|
|
105
|
+
last_interval = interval
|
|
106
|
+
buckets[f">1"] = {
|
|
107
|
+
'min' : last_interval,
|
|
108
|
+
'max' : float("inf"),
|
|
109
|
+
'values' : [ x for x in values if x>=1 ]
|
|
110
|
+
}
|
|
111
|
+
|
|
112
|
+
elif not list_0_to_1 and not list_m1_to_1 and list_0_to_100:
|
|
113
|
+
intervals = _generate_sequence(10, 100, 10)
|
|
114
|
+
last_interval = 0
|
|
115
|
+
buckets[f"<0"] = {
|
|
116
|
+
'min' : float("-inf"),
|
|
117
|
+
'max' : 0,
|
|
118
|
+
'values' : [ x for x in values if x<0 ]
|
|
119
|
+
}
|
|
120
|
+
for interval in intervals:
|
|
121
|
+
buckets[f"{last_interval} - {interval}"] = {
|
|
122
|
+
'min' : last_interval,
|
|
123
|
+
'max' : interval,
|
|
124
|
+
'values' : [ x for x in values if x>=last_interval and x<interval ]
|
|
125
|
+
}
|
|
126
|
+
last_interval = interval
|
|
127
|
+
buckets[f">100"] = {
|
|
128
|
+
'min' : last_interval,
|
|
129
|
+
'max' : float("inf"),
|
|
130
|
+
'values' : [ x for x in values if x>=100 ]
|
|
131
|
+
}
|
|
132
|
+
|
|
133
|
+
elif not list_0_to_1 and not list_m1_to_1 and not list_0_to_100 and list_m100_to_100:
|
|
134
|
+
intervals = _generate_sequence(-90, 100, 10)
|
|
135
|
+
last_interval = -100
|
|
136
|
+
buckets[f"<-100"] = {
|
|
137
|
+
'min' : float("-inf"),
|
|
138
|
+
'max' : -100,
|
|
139
|
+
'values' : [ x for x in values if x<-100 ]
|
|
140
|
+
}
|
|
141
|
+
for interval in intervals:
|
|
142
|
+
buckets[f"{last_interval} - {interval}"] = {
|
|
143
|
+
'min' : last_interval,
|
|
144
|
+
'max' : interval,
|
|
145
|
+
'values' : [ x for x in values if x>=last_interval and x<interval ]
|
|
146
|
+
}
|
|
147
|
+
last_interval = interval
|
|
148
|
+
buckets[f">100"] = {
|
|
149
|
+
'min' : last_interval,
|
|
150
|
+
'max' : float("inf"),
|
|
151
|
+
'values' : [ x for x in values if x>=100 ]
|
|
152
|
+
}
|
|
153
|
+
|
|
154
|
+
else:
|
|
155
|
+
range_min = round_to_level(
|
|
156
|
+
min(values),
|
|
157
|
+
level_granularity=level_granularity
|
|
158
|
+
)
|
|
159
|
+
range_max = round_to_level(
|
|
160
|
+
max(values),
|
|
161
|
+
level_granularity=level_granularity
|
|
162
|
+
)
|
|
163
|
+
step = round_to_level(
|
|
164
|
+
abs(range_max - range_min) * level_granularity,
|
|
165
|
+
level_granularity=level_granularity
|
|
166
|
+
)
|
|
167
|
+
|
|
168
|
+
intervals = _generate_sequence(range_min+step, range_max, step)
|
|
169
|
+
last_interval = range_min
|
|
170
|
+
buckets[f"< {range_min}"] = {
|
|
171
|
+
'min' : float("-inf"),
|
|
172
|
+
'max' : range_min,
|
|
173
|
+
'values' : [ x for x in values if x<range_min ]
|
|
174
|
+
}
|
|
175
|
+
for interval in intervals:
|
|
176
|
+
buckets[f"{last_interval} - {interval}"] = {
|
|
177
|
+
'min' : last_interval,
|
|
178
|
+
'max' : interval,
|
|
179
|
+
'values' : [ x for x in values if x>=last_interval and x<interval ]
|
|
180
|
+
}
|
|
181
|
+
last_interval = interval
|
|
182
|
+
buckets[f"> {range_max}"] = {
|
|
183
|
+
'min' : last_interval,
|
|
184
|
+
'max' : float("inf"),
|
|
185
|
+
'values' : [ x for x in values if x>=range_max ]
|
|
186
|
+
}
|
|
187
|
+
|
|
188
|
+
for key in buckets:
|
|
189
|
+
bucket = buckets[key]
|
|
190
|
+
assert(len([x for x in bucket['values'] if x<bucket['min'] or x>bucket['max']])==0) # type: ignore
|
|
191
|
+
|
|
192
|
+
return buckets
|
siglab_py/util/trading_util.py
CHANGED
|
@@ -116,15 +116,3 @@ def calc_eff_trailing_sl(
|
|
|
116
116
|
effective_tp_trailing_percent = default_effective_tp_trailing_percent
|
|
117
117
|
|
|
118
118
|
return effective_tp_trailing_percent
|
|
119
|
-
|
|
120
|
-
# https://norman-lm-fung.medium.com/levels-are-psychological-7176cdefb5f2
|
|
121
|
-
def round_to_level(
|
|
122
|
-
price : float,
|
|
123
|
-
level_granularity : float = 0.01
|
|
124
|
-
) -> float:
|
|
125
|
-
level_size = price * level_granularity
|
|
126
|
-
magnitude = math.floor(math.log10(level_size))
|
|
127
|
-
base_increment = 10 ** magnitude
|
|
128
|
-
rounded_level_size = round(level_size / base_increment) * base_increment
|
|
129
|
-
rounded_price = round(price / rounded_level_size) * rounded_level_size
|
|
130
|
-
return rounded_price
|
|
@@ -22,18 +22,20 @@ siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
|
22
22
|
siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
23
23
|
siglab_py/tests/integration/market_data_util_tests.py,sha256=p-RWIJZLyj0lAdfi4QTIeAttCm_e8mEVWFKh4OWuogU,7189
|
|
24
24
|
siglab_py/tests/unit/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
25
|
-
siglab_py/tests/unit/analytic_util_tests.py,sha256=
|
|
25
|
+
siglab_py/tests/unit/analytic_util_tests.py,sha256=K7jtuKJLynW8EFyNgjOVHA2e2d6Gl2f0ONggFy9tD7g,5780
|
|
26
26
|
siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGola8wTf1D1xbelMvgw,2026
|
|
27
|
-
siglab_py/tests/unit/
|
|
27
|
+
siglab_py/tests/unit/simple_math_tests.py,sha256=eKQmN9B8HxHJUfVQMYcu20P7qHYUMEvVIcKOCg--ofU,9045
|
|
28
|
+
siglab_py/tests/unit/trading_util_tests.py,sha256=LiflZrduWXyLMbpSFQCaydA7jdJx3vFR-3KuKRRGhjQ,2927
|
|
28
29
|
siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
29
|
-
siglab_py/util/analytic_util.py,sha256=
|
|
30
|
+
siglab_py/util/analytic_util.py,sha256=dlmaf4QZ95JPGNN0LgOG8njpYE9nek4g9QVA51KvM6s,61306
|
|
30
31
|
siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
|
|
31
32
|
siglab_py/util/market_data_util.py,sha256=mUXg4uaiX3b6_klgJWIEgnUQU4IUd6CwTOqKLiQWRlU,31307
|
|
32
33
|
siglab_py/util/notification_util.py,sha256=tNZMUkkjz4q1CKqcQq62oEmZgHgNIwz2Iw9J22V22Zw,2668
|
|
33
34
|
siglab_py/util/retry_util.py,sha256=g-UU6pkPouWZZRZEqP99R2Z0lX5xzckYkzjwqqSDpVQ,922
|
|
35
|
+
siglab_py/util/simple_math.py,sha256=85qJXRsA9otKiVwFXjEQ4NX_PlFh_in2DdqpZruuw7A,7052
|
|
34
36
|
siglab_py/util/slack_notification_util.py,sha256=G27n-adbT3Q6oaHSMvu_Nom794rrda5PprSF-zvmzkM,1912
|
|
35
|
-
siglab_py/util/trading_util.py,sha256
|
|
36
|
-
siglab_py-0.5.
|
|
37
|
-
siglab_py-0.5.
|
|
38
|
-
siglab_py-0.5.
|
|
39
|
-
siglab_py-0.5.
|
|
37
|
+
siglab_py/util/trading_util.py,sha256=dlIOzoMGnddLSFODcJ61EBH1Aeruq4IT2MsxIdFkV9I,5252
|
|
38
|
+
siglab_py-0.5.50.dist-info/METADATA,sha256=WlcUc9wwdhTQmpp_sY07SXRBA2RxqiCAcfK2Y5yZZNQ,829
|
|
39
|
+
siglab_py-0.5.50.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
|
|
40
|
+
siglab_py-0.5.50.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
|
|
41
|
+
siglab_py-0.5.50.dist-info/RECORD,,
|
|
File without changes
|
|
File without changes
|