siglab-py 0.5.52__tar.gz → 0.5.53__tar.gz

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  1. {siglab_py-0.5.52 → siglab_py-0.5.53}/PKG-INFO +1 -1
  2. {siglab_py-0.5.52 → siglab_py-0.5.53}/pyproject.toml +1 -1
  3. {siglab_py-0.5.52 → siglab_py-0.5.53}/setup.cfg +1 -1
  4. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/tests/unit/analytic_util_tests.py +1 -1
  5. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/util/analytic_util.py +2 -1
  6. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py.egg-info/PKG-INFO +1 -1
  7. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/__init__.py +0 -0
  8. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/constants.py +0 -0
  9. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/exchanges/__init__.py +0 -0
  10. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/exchanges/any_exchange.py +0 -0
  11. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/exchanges/futubull.py +0 -0
  12. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/market_data_providers/__init__.py +0 -0
  13. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/market_data_providers/aggregated_orderbook_provider.py +0 -0
  14. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/market_data_providers/candles_provider.py +0 -0
  15. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/market_data_providers/candles_ta_provider.py +0 -0
  16. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py +0 -0
  17. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/market_data_providers/deribit_options_expiry_provider.py +0 -0
  18. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/market_data_providers/futu_candles_ta_to_csv.py +0 -0
  19. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/market_data_providers/orderbooks_provider.py +0 -0
  20. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/market_data_providers/test_provider.py +0 -0
  21. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/market_data_providers/tg_monitor.py +0 -0
  22. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/ordergateway/__init__.py +0 -0
  23. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/ordergateway/client.py +0 -0
  24. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/ordergateway/encrypt_keys_util.py +0 -0
  25. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/ordergateway/gateway.py +0 -0
  26. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/ordergateway/test_ordergateway.py +0 -0
  27. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/tests/__init__.py +0 -0
  28. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/tests/integration/__init__.py +0 -0
  29. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/tests/integration/market_data_util_tests.py +0 -0
  30. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/tests/unit/__init__.py +0 -0
  31. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/tests/unit/market_data_util_tests.py +0 -0
  32. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/tests/unit/simple_math_tests.py +0 -0
  33. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/tests/unit/trading_util_tests.py +0 -0
  34. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/util/__init__.py +0 -0
  35. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/util/aws_util.py +0 -0
  36. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/util/market_data_util.py +0 -0
  37. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/util/notification_util.py +0 -0
  38. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/util/retry_util.py +0 -0
  39. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/util/simple_math.py +0 -0
  40. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/util/slack_notification_util.py +0 -0
  41. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/util/trading_util.py +0 -0
  42. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py.egg-info/SOURCES.txt +0 -0
  43. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py.egg-info/dependency_links.txt +0 -0
  44. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py.egg-info/requires.txt +0 -0
  45. {siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py.egg-info/top_level.txt +0 -0
{siglab_py-0.5.52 → siglab_py-0.5.53}/PKG-INFO 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: 0.5.53
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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 → siglab_py-0.5.53}/pyproject.toml RENAMED
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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  [project]
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  name = "siglab_py"
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- version = "0.5.52"
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+ version = "0.5.53"
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  description = "Market data fetches, TA calculations and generic order gateway."
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  authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
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  license = {text = "MIT"}
{siglab_py-0.5.52 → siglab_py-0.5.53}/setup.cfg RENAMED
@@ -1,6 +1,6 @@
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  [metadata]
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  name = siglab_py
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- version = 0.5.52
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+ version = 0.5.53
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  description = Market data fetches, TA calculations and generic order gateway.
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  author = r0bbarh00d
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  author_email = r0bbarh00d@gmail.com
{siglab_py-0.5.52 → siglab_py-0.5.53}/siglab_py/tests/unit/analytic_util_tests.py RENAMED
@@ -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-0.5.52 → siglab_py-0.5.53}/siglab_py/util/analytic_util.py RENAMED
@@ -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 → siglab_py-0.5.53}/siglab_py.egg-info/PKG-INFO 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: 0.5.53
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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>