siglab-py 0.5.62__tar.gz → 0.5.65__tar.gz

{siglab_py-0.5.62 → siglab_py-0.5.65}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.62
+Version: 0.5.65
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.62 → siglab_py-0.5.65}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.5.62"
+version = "0.5.65"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.5.62 → siglab_py-0.5.65}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.5.62
+version = 0.5.65
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.5.62 → siglab_py-0.5.65}/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']
 
@@ -473,13 +479,7 @@ 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(),
-        outlier_threshold_percent=10,
-        level_granularity=0.1
-    )
-    
-    pd_candles['rsi_bucket'] = pd_candles['rsi'].apply(lambda x: bucketize_val(x, buckets=rsi_buckets))
+    pd_candles['rsi_bucket'] = pd_candles['rsi'].apply(lambda x: bucketize_val(x, buckets=BUCKETS_m0_100))
     pd_candles['ema_rsi'] = pd_candles['rsi'].ewm(
         span=rsi_sliding_window_how_many_candles, 
         adjust=False).mean()
@@ -541,12 +541,7 @@ def compute_candles_stats(
         rsi_sliding_window_how_many_candles if rsi_sliding_window_how_many_candles else sliding_window_how_many_candles).sum()
     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(),
-        outlier_threshold_percent=10,
-        level_granularity=0.1
-    )
-    pd_candles['mfi_bucket'] = pd_candles['mfi'].apply(lambda x: bucketize_val(x, buckets=mfi_buckets))
+    pd_candles['mfi_bucket'] = pd_candles['mfi'].apply(lambda x: bucketize_val(x, buckets=BUCKETS_m0_100))
     
 
     # MACD https://www.investopedia.com/terms/m/macd.asp

{siglab_py-0.5.62 → siglab_py-0.5.65}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.62
+Version: 0.5.65
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>