siglab-py 0.5.51__py3-none-any.whl → 0.5.52__py3-none-any.whl

siglab_py/tests/unit/analytic_util_tests.py

@@ -67,9 +67,9 @@ class AnalyticUtilTests(unittest.TestCase):
             'aggressive_up', 'aggressive_up_index', 'aggressive_up_candle_height', 'aggressive_up_candle_high', 'aggressive_up_candle_low', 'aggressive_down', 'aggressive_down_index', 'aggressive_down_candle_height', 'aggressive_down_candle_high', 'aggressive_down_candle_low', 
             'fvg_low', 'fvg_high', 'fvg_gap', 'fvg_mitigated', 
             'close_delta', 'close_delta_percent', 'up', 'down', 
-            'rsi', 'ema_rsi', 'rsi_max', 'rsi_idmax', 'rsi_min', 'rsi_idmin', 'rsi_trend', 'rsi_trend_from_highs', 'rsi_trend_from_lows', 'rsi_divergence',
+            'rsi', 'rsi_bucket', 'ema_rsi', 'rsi_max', 'rsi_idmax', 'rsi_min', 'rsi_idmin', 'rsi_trend', 'rsi_trend_from_highs', 'rsi_trend_from_lows', 'rsi_divergence',
             'typical_price', 
-            'money_flow', 'money_flow_positive', 'money_flow_negative', 'positive_flow_sum', 'negative_flow_sum', 'money_flow_ratio', 'mfi', 
+            'money_flow', 'money_flow_positive', 'money_flow_negative', 'positive_flow_sum', 'negative_flow_sum', 'money_flow_ratio', 'mfi', 'mfi_bucket',
             'macd', 'signal', 'macd_minus_signal', 
             'fib_0.618_short_periods', 'fib_0.618_long_periods', 
             'gap_close_vs_ema', 

siglab_py/util/analytic_util.py

@@ -11,7 +11,7 @@ from hurst import compute_Hc # compatible with pypy
 from ccxt.base.exchange import Exchange as CcxtExchange
 from ccxt import deribit
 
-from siglab_py.util.simple_math import bucket_series
+from siglab_py.util.simple_math import bucket_series, bucketize_val
 from siglab_py.util.market_data_util import fix_column_types
 from siglab_py.constants import TrendDirection
 
@@ -480,9 +480,7 @@ def compute_candles_stats(
         level_granularity=0.1
     )
     
-    pd_candles['rsi_bucket'] = pd_candles['rsi'].rolling(
-        window=sliding_window_how_many_candles
-        ).apply(lambda x: bucketize_val(x, buckets=rsi_buckets))
+    pd_candles['rsi_bucket'] = pd_candles['rsi'].apply(lambda x: bucketize_val(x, buckets=rsi_buckets))
     pd_candles['ema_rsi'] = pd_candles['rsi'].ewm(
         span=rsi_sliding_window_how_many_candles, 
         adjust=False).mean()
@@ -544,6 +542,12 @@ def compute_candles_stats(
         rsi_sliding_window_how_many_candles if rsi_sliding_window_how_many_candles else sliding_window_how_many_candles).sum()
     pd_candles['money_flow_ratio'] = pd_candles['positive_flow_sum'] / pd_candles['negative_flow_sum']
     pd_candles['mfi'] = 100 - (100 / (1 + pd_candles['money_flow_ratio']))
+    mfi_buckets = bucket_series(
+        values = pd_candles['mfi'].to_list(),
+        outlier_threshold_percent=10,
+        level_granularity=0.1
+    )
+    pd_candles['mfi_bucket'] = pd_candles['mfi'].apply(lambda x: bucketize_val(x, buckets=mfi_buckets))
     
 
     # MACD https://www.investopedia.com/terms/m/macd.asp

{siglab_py-0.5.51.dist-info → siglab_py-0.5.52.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.51
+Version: 0.5.52
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.51.dist-info → siglab_py-0.5.52.dist-info}/RECORD

@@ -22,12 +22,12 @@ siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/integration/market_data_util_tests.py,sha256=p-RWIJZLyj0lAdfi4QTIeAttCm_e8mEVWFKh4OWuogU,7189
 siglab_py/tests/unit/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-siglab_py/tests/unit/analytic_util_tests.py,sha256=K7jtuKJLynW8EFyNgjOVHA2e2d6Gl2f0ONggFy9tD7g,5780
+siglab_py/tests/unit/analytic_util_tests.py,sha256=bYyWExXMxvv4gYVcrBYgSJY1LgIhsxGAslWSY3v-wqw,5807
 siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGola8wTf1D1xbelMvgw,2026
 siglab_py/tests/unit/simple_math_tests.py,sha256=rWqq93W4Vlqmu0UeZCmSOfLirr0gPh2ASVIZ8O77qXY,9653
 siglab_py/tests/unit/trading_util_tests.py,sha256=LiflZrduWXyLMbpSFQCaydA7jdJx3vFR-3KuKRRGhjQ,2927
 siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-siglab_py/util/analytic_util.py,sha256=2TXBnxoO2dUNtVv_YAq_1zKEuGpVGIWKLyHF0nLd4JU,61697
+siglab_py/util/analytic_util.py,sha256=J1lAMV-DWEPNxvdOS2xdZsR3ahmNUBY7U413BXzWwTU,61907
 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
@@ -35,7 +35,7 @@ siglab_py/util/retry_util.py,sha256=g-UU6pkPouWZZRZEqP99R2Z0lX5xzckYkzjwqqSDpVQ,
 siglab_py/util/simple_math.py,sha256=kVBa-h7sH6IrDJOSxd0LtrLAe0ROMiIEg4fc53XO-IA,7416
 siglab_py/util/slack_notification_util.py,sha256=G27n-adbT3Q6oaHSMvu_Nom794rrda5PprSF-zvmzkM,1912
 siglab_py/util/trading_util.py,sha256=dlIOzoMGnddLSFODcJ61EBH1Aeruq4IT2MsxIdFkV9I,5252
-siglab_py-0.5.51.dist-info/METADATA,sha256=7tXlpFvkoadF0GXl8R22N9rQpFnqDYGKZ_NiN4F7uXg,829
-siglab_py-0.5.51.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
-siglab_py-0.5.51.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.5.51.dist-info/RECORD,,
+siglab_py-0.5.52.dist-info/METADATA,sha256=xvmDhyWOXiKlWhi6fE128qGPnhGmLJpef8NJYnW1068,829
+siglab_py-0.5.52.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
+siglab_py-0.5.52.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.5.52.dist-info/RECORD,,