siglab-py 0.5.62__py3-none-any.whl → 0.5.65__py3-none-any.whl

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Files changed (5) hide show
  1. siglab_py/util/analytic_util.py +8 -13
  2. {siglab_py-0.5.62.dist-info → siglab_py-0.5.65.dist-info}/METADATA +1 -1
  3. {siglab_py-0.5.62.dist-info → siglab_py-0.5.65.dist-info}/RECORD +5 -5
  4. {siglab_py-0.5.62.dist-info → siglab_py-0.5.65.dist-info}/WHEEL +0 -0
  5. {siglab_py-0.5.62.dist-info → siglab_py-0.5.65.dist-info}/top_level.txt +0 -0
siglab_py/util/analytic_util.py CHANGED
@@ -121,6 +121,12 @@ def compute_candles_stats(
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  target_fib_level : float = 0.618,
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  pypy_compat : bool = True
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  ):
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+ BUCKETS_m0_100 = bucket_series(
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+ values=list([i for i in range(0,100)]),
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+ outlier_threshold_percent=10,
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+ level_granularity=0.1
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+ )
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+
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  pd_candles['candle_height'] = pd_candles['high'] - pd_candles['low']
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  pd_candles['candle_body_height'] = pd_candles['close'] - pd_candles['open']
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@@ -473,13 +479,7 @@ def compute_candles_stats(
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  lo_rs = lo_ma_up / lo_ma_down
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  pd_candles.loc[:,'rsi'] = 100 - (100/(1 + lo_rs))
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- rsi_buckets = bucket_series(
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- values = pd_candles['rsi'].to_list(),
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- outlier_threshold_percent=10,
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- level_granularity=0.1
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- )
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-
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- pd_candles['rsi_bucket'] = pd_candles['rsi'].apply(lambda x: bucketize_val(x, buckets=rsi_buckets))
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+ pd_candles['rsi_bucket'] = pd_candles['rsi'].apply(lambda x: bucketize_val(x, buckets=BUCKETS_m0_100))
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  pd_candles['ema_rsi'] = pd_candles['rsi'].ewm(
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  span=rsi_sliding_window_how_many_candles,
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  adjust=False).mean()
@@ -541,12 +541,7 @@ def compute_candles_stats(
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  rsi_sliding_window_how_many_candles if rsi_sliding_window_how_many_candles else sliding_window_how_many_candles).sum()
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  pd_candles['money_flow_ratio'] = pd_candles['positive_flow_sum'] / pd_candles['negative_flow_sum']
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  pd_candles['mfi'] = 100 - (100 / (1 + pd_candles['money_flow_ratio']))
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- mfi_buckets = bucket_series(
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- values = pd_candles['mfi'].to_list(),
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- outlier_threshold_percent=10,
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- level_granularity=0.1
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- )
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- pd_candles['mfi_bucket'] = pd_candles['mfi'].apply(lambda x: bucketize_val(x, buckets=mfi_buckets))
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+ pd_candles['mfi_bucket'] = pd_candles['mfi'].apply(lambda x: bucketize_val(x, buckets=BUCKETS_m0_100))
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  # MACD https://www.investopedia.com/terms/m/macd.asp
{siglab_py-0.5.62.dist-info → siglab_py-0.5.65.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: 0.5.62
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+ Version: 0.5.65
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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-0.5.62.dist-info → siglab_py-0.5.65.dist-info}/RECORD RENAMED
@@ -27,7 +27,7 @@ siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGo
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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=xbA5HPiL1UX8VdZwHzKh-pKSCdQuNIwSKlnsISgRq1M,62009
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+ siglab_py/util/analytic_util.py,sha256=0PcWMP8ZNYzDBMvFViwGetAbUZIwCQq3iX2iJYKOxyI,61859
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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=h55FWAo2JYQv3nKiqwTBCFjA9KymPBeOWr-7k6kgpHs,7948
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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-0.5.62.dist-info/METADATA,sha256=I66bE46TIRxFV3NnOOYAT5SjM7_FvtJtNyTW8bcrDec,829
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- siglab_py-0.5.62.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
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- siglab_py-0.5.62.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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- siglab_py-0.5.62.dist-info/RECORD,,
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+ siglab_py-0.5.65.dist-info/METADATA,sha256=eu22iAZ9DukHP0jhc_mUfgoNVRuw5j9mCmEIQY5Bb9E,829
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+ siglab_py-0.5.65.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
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+ siglab_py-0.5.65.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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+ siglab_py-0.5.65.dist-info/RECORD,,