siglab-py 0.5.62__tar.gz → 0.5.63__tar.gz

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  1. {siglab_py-0.5.62 → siglab_py-0.5.63}/PKG-INFO +1 -1
  2. {siglab_py-0.5.62 → siglab_py-0.5.63}/pyproject.toml +1 -1
  3. {siglab_py-0.5.62 → siglab_py-0.5.63}/setup.cfg +1 -1
  4. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/util/analytic_util.py +8 -2
  5. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py.egg-info/PKG-INFO +1 -1
  6. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/__init__.py +0 -0
  7. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/constants.py +0 -0
  8. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/exchanges/__init__.py +0 -0
  9. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/exchanges/any_exchange.py +0 -0
  10. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/exchanges/futubull.py +0 -0
  11. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/market_data_providers/__init__.py +0 -0
  12. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/market_data_providers/aggregated_orderbook_provider.py +0 -0
  13. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/market_data_providers/candles_provider.py +0 -0
  14. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/market_data_providers/candles_ta_provider.py +0 -0
  15. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py +0 -0
  16. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/market_data_providers/deribit_options_expiry_provider.py +0 -0
  17. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/market_data_providers/futu_candles_ta_to_csv.py +0 -0
  18. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/market_data_providers/orderbooks_provider.py +0 -0
  19. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/market_data_providers/test_provider.py +0 -0
  20. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/market_data_providers/tg_monitor.py +0 -0
  21. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/ordergateway/__init__.py +0 -0
  22. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/ordergateway/client.py +0 -0
  23. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/ordergateway/encrypt_keys_util.py +0 -0
  24. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/ordergateway/gateway.py +0 -0
  25. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/ordergateway/test_ordergateway.py +0 -0
  26. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/tests/__init__.py +0 -0
  27. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/tests/integration/__init__.py +0 -0
  28. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/tests/integration/market_data_util_tests.py +0 -0
  29. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/tests/unit/__init__.py +0 -0
  30. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/tests/unit/analytic_util_tests.py +0 -0
  31. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/tests/unit/market_data_util_tests.py +0 -0
  32. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/tests/unit/simple_math_tests.py +0 -0
  33. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/tests/unit/trading_util_tests.py +0 -0
  34. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/util/__init__.py +0 -0
  35. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/util/aws_util.py +0 -0
  36. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/util/market_data_util.py +0 -0
  37. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/util/notification_util.py +0 -0
  38. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/util/retry_util.py +0 -0
  39. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/util/simple_math.py +0 -0
  40. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/util/slack_notification_util.py +0 -0
  41. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py/util/trading_util.py +0 -0
  42. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py.egg-info/SOURCES.txt +0 -0
  43. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py.egg-info/dependency_links.txt +0 -0
  44. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py.egg-info/requires.txt +0 -0
  45. {siglab_py-0.5.62 → siglab_py-0.5.63}/siglab_py.egg-info/top_level.txt +0 -0
{siglab_py-0.5.62 → siglab_py-0.5.63}/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: 0.5.62
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+ Version: 0.5.63
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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 → siglab_py-0.5.63}/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 = "0.5.62"
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+ version = "0.5.63"
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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-0.5.62 → siglab_py-0.5.63}/setup.cfg RENAMED
@@ -1,6 +1,6 @@
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  [metadata]
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  name = siglab_py
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- version = 0.5.62
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+ version = 0.5.63
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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-0.5.62 → siglab_py-0.5.63}/siglab_py/util/analytic_util.py RENAMED
@@ -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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@@ -474,7 +480,7 @@ 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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+ values = BUCKETS_m0_100,
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  outlier_threshold_percent=10,
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  level_granularity=0.1
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  )
@@ -542,7 +548,7 @@ def compute_candles_stats(
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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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+ values = BUCKETS_m0_100,
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  outlier_threshold_percent=10,
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  level_granularity=0.1
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  )
{siglab_py-0.5.62 → siglab_py-0.5.63}/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: 0.5.62
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+ Version: 0.5.63
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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>