siglab-py 0.5.61__py3-none-any.whl → 0.5.63__py3-none-any.whl

siglab_py/util/analytic_util.py

@@ -121,6 +121,12 @@ def compute_candles_stats(
         target_fib_level : float = 0.618,
         pypy_compat : bool = True
         ):
+    BUCKETS_m0_100 = bucket_series(
+						values=list([i for i in range(0,100)]), 
+						outlier_threshold_percent=10, 
+						level_granularity=0.1
+					)
+    
     pd_candles['candle_height'] = pd_candles['high'] - pd_candles['low']
     pd_candles['candle_body_height'] = pd_candles['close'] - pd_candles['open']
 
@@ -474,7 +480,7 @@ def compute_candles_stats(
     lo_rs = lo_ma_up / lo_ma_down
     pd_candles.loc[:,'rsi'] = 100 - (100/(1 + lo_rs))
     rsi_buckets = bucket_series(
-        values = pd_candles['rsi'].to_list(),
+        values = BUCKETS_m0_100,
         outlier_threshold_percent=10,
         level_granularity=0.1
     )
@@ -542,7 +548,7 @@ def compute_candles_stats(
     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(),
+        values = BUCKETS_m0_100,
         outlier_threshold_percent=10,
         level_granularity=0.1
     )

siglab_py/util/simple_math.py

@@ -2,6 +2,8 @@ import math
 import random
 from typing import List, Dict, Union
 
+from pandas import isna
+
 def generate_rand_nums(
         range_min : float = 0,
         range_max : float = 1,
@@ -35,6 +37,8 @@ def round_to_level(
             num : float,
             level_granularity : float = 0.01
         ) -> float:
+    if math.isnan(num):
+        return num
     level_size = num * level_granularity
     magnitude = math.floor(math.log10(abs(level_size)))
     base_increment = 10 ** magnitude

{siglab_py-0.5.61.dist-info → siglab_py-0.5.63.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.61
+Version: 0.5.63
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.61.dist-info → siglab_py-0.5.63.dist-info}/RECORD

@@ -27,15 +27,15 @@ siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGo
 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=xbA5HPiL1UX8VdZwHzKh-pKSCdQuNIwSKlnsISgRq1M,62009
+siglab_py/util/analytic_util.py,sha256=9XicYOf1Fip9TuQcFr6oUYsF9JlLW_DYhFvYQrqQrPU,62149
 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
 siglab_py/util/retry_util.py,sha256=g-UU6pkPouWZZRZEqP99R2Z0lX5xzckYkzjwqqSDpVQ,922
-siglab_py/util/simple_math.py,sha256=jc__dHMjgbrh4S35Yfc0-qXHG1nBtAN4ltc8lDzwxWI,7876
+siglab_py/util/simple_math.py,sha256=h55FWAo2JYQv3nKiqwTBCFjA9KymPBeOWr-7k6kgpHs,7948
 siglab_py/util/slack_notification_util.py,sha256=G27n-adbT3Q6oaHSMvu_Nom794rrda5PprSF-zvmzkM,1912
 siglab_py/util/trading_util.py,sha256=dlIOzoMGnddLSFODcJ61EBH1Aeruq4IT2MsxIdFkV9I,5252
-siglab_py-0.5.61.dist-info/METADATA,sha256=HxxfzRRRnGMmeI6CPVYJk-tBnBAFAx8gnTZyBKfVbEY,829
-siglab_py-0.5.61.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
-siglab_py-0.5.61.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.5.61.dist-info/RECORD,,
+siglab_py-0.5.63.dist-info/METADATA,sha256=XvfRHsAULCtmobcKkJlAEf8imEHPV8K-69l-AsNyccg,829
+siglab_py-0.5.63.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
+siglab_py-0.5.63.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.5.63.dist-info/RECORD,,