siglab-py 0.5.5__tar.gz → 0.5.7__tar.gz

{siglab_py-0.5.5 → siglab_py-0.5.7}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab_py
-Version: 0.5.5
+Version: 0.5.7
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.5 → siglab_py-0.5.7}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.5.5"
+version = "0.5.7"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.5.5 → siglab_py-0.5.7}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.5.5
+version = 0.5.7
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.5.5 → siglab_py-0.5.7}/siglab_py/market_data_providers/tg_monitor.py

@@ -410,10 +410,10 @@ async def main() -> None:
                     log(f"No messages processed in this iteration. last_message_date: {last_message_date}", LogLevel.INFO)
                     last_message_date = last_message_date + timedelta(days=1)
 
-                await asyncio.sleep(int(param['loop_freq_ms'] / 1000))
-
         except Exception as e:
             log(f"Oops {str(e)} {str(sys.exc_info()[0])} {str(sys.exc_info()[1])} {traceback.format_exc()}", LogLevel.ERROR)
+        finally:
+            await asyncio.sleep(int(param['loop_freq_ms'] / 1000))
 
 if __name__ == '__main__':
     try:

{siglab_py-0.5.5 → siglab_py-0.5.7}/siglab_py/util/trading_util.py

@@ -59,12 +59,48 @@ def calc_eff_trailing_sl(
         tp_max_percent : float,
         sl_percent_trailing : float,
         pnl_percent_notional : float,
-        default_effective_tp_trailing_percent : float = 50
+        default_effective_tp_trailing_percent : float = float('inf'), # inf: essentially saying, don't fire off trailing stop.
+        linear : bool = True,
+        pow : float = 5 # This is for non-linear trailing stops
 ) -> float:
-    slope = (0 - sl_percent_trailing) / (tp_max_percent - tp_min_percent)
-    effective_tp_trailing_percent = (
-                                        slope * (pnl_percent_notional - tp_min_percent) + sl_percent_trailing 
-                                        if pnl_percent_notional>=tp_min_percent 
-                                        else default_effective_tp_trailing_percent
-                                    )
+    if pnl_percent_notional>tp_max_percent:
+            return 0
+    
+    if linear:
+        slope = (0 - sl_percent_trailing) / (tp_max_percent - tp_min_percent)
+        effective_tp_trailing_percent = (
+                                            slope * (pnl_percent_notional - tp_min_percent) + sl_percent_trailing 
+                                            if pnl_percent_notional>=tp_min_percent 
+                                            else default_effective_tp_trailing_percent
+                                        )
+    else:    
+        def y(
+				x : float,
+				x_shift : float,
+				pow : float
+				) -> float:
+            return -1 * ( (x+x_shift)**pow)
+        
+        y_min = y(
+												x=tp_min_percent,
+												x_shift=tp_min_percent,
+												pow=pow
+												)
+        y_max = y(
+												x=tp_max_percent,
+												x_shift=tp_min_percent,
+												pow=pow
+												)
+        y_shift = abs(y_max) - abs(y_min)
+        
+        y_normalized = y(
+													x=pnl_percent_notional,
+													x_shift=tp_min_percent,
+													pow=pow
+												) / y_shift
+        effective_tp_trailing_percent = (
+											y_normalized * sl_percent_trailing + sl_percent_trailing
+											if pnl_percent_notional>=tp_min_percent 
+											else default_effective_tp_trailing_percent
+										)
     return effective_tp_trailing_percent

{siglab_py-0.5.5 → siglab_py-0.5.7}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.5.5
+Version: 0.5.7
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>