siglab-py 0.5.52__py3-none-any.whl → 0.5.55__py3-none-any.whl

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Files changed (6) hide show
  1. siglab_py/tests/unit/analytic_util_tests.py +1 -1
  2. siglab_py/util/analytic_util.py +2 -1
  3. {siglab_py-0.5.52.dist-info → siglab_py-0.5.55.dist-info}/METADATA +1 -1
  4. {siglab_py-0.5.52.dist-info → siglab_py-0.5.55.dist-info}/RECORD +6 -6
  5. {siglab_py-0.5.52.dist-info → siglab_py-0.5.55.dist-info}/WHEEL +0 -0
  6. {siglab_py-0.5.52.dist-info → siglab_py-0.5.55.dist-info}/top_level.txt +0 -0
siglab_py/tests/unit/analytic_util_tests.py CHANGED
@@ -72,7 +72,7 @@ class AnalyticUtilTests(unittest.TestCase):
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  'money_flow', 'money_flow_positive', 'money_flow_negative', 'positive_flow_sum', 'negative_flow_sum', 'money_flow_ratio', 'mfi', 'mfi_bucket',
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  'macd', 'signal', 'macd_minus_signal',
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  'fib_0.618_short_periods', 'fib_0.618_long_periods',
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- 'gap_close_vs_ema',
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+ 'gap_close_vs_ema', 'gap_close_vs_ema_percent',
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  'close_above_or_below_ema',
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  'close_vs_ema_inflection'
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  ]
siglab_py/util/analytic_util.py CHANGED
@@ -185,7 +185,6 @@ def compute_candles_stats(
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  annualization_factor = np.sqrt(candles_per_year)
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  pd_candles['annualized_hist_vol'] = pd_candles['interval_hist_vol'] * annualization_factor
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-
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  pd_candles['chop_against_ema'] = (
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  (~pd_candles['is_green'] & (pd_candles['close'] > pd_candles['ema_close'])) | # Case 1: Green candle and close > EMA
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  (pd_candles['is_green'] & (pd_candles['close'] < pd_candles['ema_close'])) # Case 2: Red candle and close < EMA
@@ -626,6 +625,8 @@ def compute_candles_stats(
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  # Inflection points
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  pd_candles['gap_close_vs_ema'] = pd_candles['close'] - pd_candles['ema_long_periods']
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+ pd_candles['gap_close_vs_ema_percent'] = pd_candles['gap_close_vs_ema']/pd_candles['close'] *100
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+
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  pd_candles['close_above_or_below_ema'] = None
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  pd_candles.loc[pd_candles['gap_close_vs_ema'] > 0, 'close_above_or_below_ema'] = 'above'
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  pd_candles.loc[pd_candles['gap_close_vs_ema'] < 0, 'close_above_or_below_ema'] = 'below'
{siglab_py-0.5.52.dist-info → siglab_py-0.5.55.dist-info}/METADATA 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: 0.5.52
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+ Version: 0.5.55
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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-0.5.52.dist-info → siglab_py-0.5.55.dist-info}/RECORD RENAMED
@@ -22,12 +22,12 @@ siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/tests/integration/market_data_util_tests.py,sha256=p-RWIJZLyj0lAdfi4QTIeAttCm_e8mEVWFKh4OWuogU,7189
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  siglab_py/tests/unit/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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- siglab_py/tests/unit/analytic_util_tests.py,sha256=bYyWExXMxvv4gYVcrBYgSJY1LgIhsxGAslWSY3v-wqw,5807
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+ siglab_py/tests/unit/analytic_util_tests.py,sha256=90tC5wjaYtoma3DGwkQF7akAKkZ0R1LGDL8Jwna2TFg,5834
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  siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGola8wTf1D1xbelMvgw,2026
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  siglab_py/tests/unit/simple_math_tests.py,sha256=rWqq93W4Vlqmu0UeZCmSOfLirr0gPh2ASVIZ8O77qXY,9653
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  siglab_py/tests/unit/trading_util_tests.py,sha256=LiflZrduWXyLMbpSFQCaydA7jdJx3vFR-3KuKRRGhjQ,2927
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  siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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- siglab_py/util/analytic_util.py,sha256=J1lAMV-DWEPNxvdOS2xdZsR3ahmNUBY7U413BXzWwTU,61907
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+ siglab_py/util/analytic_util.py,sha256=xbA5HPiL1UX8VdZwHzKh-pKSCdQuNIwSKlnsISgRq1M,62009
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  siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
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  siglab_py/util/market_data_util.py,sha256=mUXg4uaiX3b6_klgJWIEgnUQU4IUd6CwTOqKLiQWRlU,31307
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  siglab_py/util/notification_util.py,sha256=tNZMUkkjz4q1CKqcQq62oEmZgHgNIwz2Iw9J22V22Zw,2668
@@ -35,7 +35,7 @@ siglab_py/util/retry_util.py,sha256=g-UU6pkPouWZZRZEqP99R2Z0lX5xzckYkzjwqqSDpVQ,
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  siglab_py/util/simple_math.py,sha256=kVBa-h7sH6IrDJOSxd0LtrLAe0ROMiIEg4fc53XO-IA,7416
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  siglab_py/util/slack_notification_util.py,sha256=G27n-adbT3Q6oaHSMvu_Nom794rrda5PprSF-zvmzkM,1912
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  siglab_py/util/trading_util.py,sha256=dlIOzoMGnddLSFODcJ61EBH1Aeruq4IT2MsxIdFkV9I,5252
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- siglab_py-0.5.52.dist-info/METADATA,sha256=xvmDhyWOXiKlWhi6fE128qGPnhGmLJpef8NJYnW1068,829
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- siglab_py-0.5.52.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
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- siglab_py-0.5.52.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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- siglab_py-0.5.52.dist-info/RECORD,,
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+ siglab_py-0.5.55.dist-info/METADATA,sha256=D0ILa8S0qHFnnuxmRmRGrgeC0iHH9tsj2KdKTHlNLwk,829
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+ siglab_py-0.5.55.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
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+ siglab_py-0.5.55.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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+ siglab_py-0.5.55.dist-info/RECORD,,