siglab-py 0.5.51__tar.gz → 0.5.53__tar.gz

{siglab_py-0.5.51 → siglab_py-0.5.53}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.51
+Version: 0.5.53
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.51 → siglab_py-0.5.53}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.5.51"
+version = "0.5.53"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.5.51 → siglab_py-0.5.53}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.5.51
+version = 0.5.53
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.5.51 → siglab_py-0.5.53}/siglab_py/tests/unit/analytic_util_tests.py

@@ -67,12 +67,12 @@ 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', 
+            'gap_close_vs_ema', 'gap_close_vs_ema_percent',
             'close_above_or_below_ema', 
             'close_vs_ema_inflection'
         ]

{siglab_py-0.5.51 → siglab_py-0.5.53}/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
 
@@ -185,7 +185,6 @@ def compute_candles_stats(
     annualization_factor = np.sqrt(candles_per_year)
     pd_candles['annualized_hist_vol'] = pd_candles['interval_hist_vol'] * annualization_factor
 
-
     pd_candles['chop_against_ema'] = (
         (~pd_candles['is_green'] & (pd_candles['close'] > pd_candles['ema_close'])) |  # Case 1: Green candle and close > EMA
         (pd_candles['is_green'] & (pd_candles['close'] < pd_candles['ema_close']))   # Case 2: Red candle and close < EMA
@@ -480,9 +479,7 @@ 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 +541,12 @@ 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
@@ -622,6 +625,8 @@ def compute_candles_stats(
 
     # Inflection points
     pd_candles['gap_close_vs_ema'] = pd_candles['close'] - pd_candles['ema_long_periods']
+    pd_candles['gap_close_vs_ema_percent'] = pd_candles['gap_close_vs_ema']/pd_candles['close'] *100
+
     pd_candles['close_above_or_below_ema'] = None
     pd_candles.loc[pd_candles['gap_close_vs_ema'] > 0, 'close_above_or_below_ema'] = 'above'
     pd_candles.loc[pd_candles['gap_close_vs_ema'] < 0, 'close_above_or_below_ema'] = 'below'

{siglab_py-0.5.51 → siglab_py-0.5.53}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.51
+Version: 0.5.53
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>