siglab-py 0.5.63__py3-none-any.whl → 0.5.65__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Potentially problematic release.

This version of siglab-py might be problematic. Click here for more details.

Files changed (5) hide show
  1. siglab_py/util/analytic_util.py +2 -13
  2. {siglab_py-0.5.63.dist-info → siglab_py-0.5.65.dist-info}/METADATA +1 -1
  3. {siglab_py-0.5.63.dist-info → siglab_py-0.5.65.dist-info}/RECORD +5 -5
  4. {siglab_py-0.5.63.dist-info → siglab_py-0.5.65.dist-info}/WHEEL +0 -0
  5. {siglab_py-0.5.63.dist-info → siglab_py-0.5.65.dist-info}/top_level.txt +0 -0
siglab_py/util/analytic_util.py CHANGED
@@ -479,13 +479,7 @@ def compute_candles_stats(
479
479
 
480
480
  lo_rs = lo_ma_up / lo_ma_down
481
481
  pd_candles.loc[:,'rsi'] = 100 - (100/(1 + lo_rs))
482
- rsi_buckets = bucket_series(
483
- values = BUCKETS_m0_100,
484
- outlier_threshold_percent=10,
485
- level_granularity=0.1
486
- )
487
-
488
- pd_candles['rsi_bucket'] = pd_candles['rsi'].apply(lambda x: bucketize_val(x, buckets=rsi_buckets))
482
+ pd_candles['rsi_bucket'] = pd_candles['rsi'].apply(lambda x: bucketize_val(x, buckets=BUCKETS_m0_100))
489
483
  pd_candles['ema_rsi'] = pd_candles['rsi'].ewm(
490
484
  span=rsi_sliding_window_how_many_candles,
491
485
  adjust=False).mean()
@@ -547,12 +541,7 @@ def compute_candles_stats(
547
541
  rsi_sliding_window_how_many_candles if rsi_sliding_window_how_many_candles else sliding_window_how_many_candles).sum()
548
542
  pd_candles['money_flow_ratio'] = pd_candles['positive_flow_sum'] / pd_candles['negative_flow_sum']
549
543
  pd_candles['mfi'] = 100 - (100 / (1 + pd_candles['money_flow_ratio']))
550
- mfi_buckets = bucket_series(
551
- values = BUCKETS_m0_100,
552
- outlier_threshold_percent=10,
553
- level_granularity=0.1
554
- )
555
- pd_candles['mfi_bucket'] = pd_candles['mfi'].apply(lambda x: bucketize_val(x, buckets=mfi_buckets))
544
+ pd_candles['mfi_bucket'] = pd_candles['mfi'].apply(lambda x: bucketize_val(x, buckets=BUCKETS_m0_100))
556
545
 
557
546
 
558
547
  # MACD https://www.investopedia.com/terms/m/macd.asp
{siglab_py-0.5.63.dist-info → siglab_py-0.5.65.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: siglab_py
3
- Version: 0.5.63
3
+ Version: 0.5.65
4
4
  Summary: Market data fetches, TA calculations and generic order gateway.
5
5
  Author: r0bbarh00d
6
6
  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>
{siglab_py-0.5.63.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
27
27
  siglab_py/tests/unit/simple_math_tests.py,sha256=rWqq93W4Vlqmu0UeZCmSOfLirr0gPh2ASVIZ8O77qXY,9653
28
28
  siglab_py/tests/unit/trading_util_tests.py,sha256=LiflZrduWXyLMbpSFQCaydA7jdJx3vFR-3KuKRRGhjQ,2927
29
29
  siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
30
- siglab_py/util/analytic_util.py,sha256=9XicYOf1Fip9TuQcFr6oUYsF9JlLW_DYhFvYQrqQrPU,62149
30
+ siglab_py/util/analytic_util.py,sha256=0PcWMP8ZNYzDBMvFViwGetAbUZIwCQq3iX2iJYKOxyI,61859
31
31
  siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
32
32
  siglab_py/util/market_data_util.py,sha256=mUXg4uaiX3b6_klgJWIEgnUQU4IUd6CwTOqKLiQWRlU,31307
33
33
  siglab_py/util/notification_util.py,sha256=tNZMUkkjz4q1CKqcQq62oEmZgHgNIwz2Iw9J22V22Zw,2668
@@ -35,7 +35,7 @@ siglab_py/util/retry_util.py,sha256=g-UU6pkPouWZZRZEqP99R2Z0lX5xzckYkzjwqqSDpVQ,
35
35
  siglab_py/util/simple_math.py,sha256=h55FWAo2JYQv3nKiqwTBCFjA9KymPBeOWr-7k6kgpHs,7948
36
36
  siglab_py/util/slack_notification_util.py,sha256=G27n-adbT3Q6oaHSMvu_Nom794rrda5PprSF-zvmzkM,1912
37
37
  siglab_py/util/trading_util.py,sha256=dlIOzoMGnddLSFODcJ61EBH1Aeruq4IT2MsxIdFkV9I,5252
38
- siglab_py-0.5.63.dist-info/METADATA,sha256=XvfRHsAULCtmobcKkJlAEf8imEHPV8K-69l-AsNyccg,829
39
- siglab_py-0.5.63.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
40
- siglab_py-0.5.63.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
41
- siglab_py-0.5.63.dist-info/RECORD,,
38
+ siglab_py-0.5.65.dist-info/METADATA,sha256=eu22iAZ9DukHP0jhc_mUfgoNVRuw5j9mCmEIQY5Bb9E,829
39
+ siglab_py-0.5.65.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
40
+ siglab_py-0.5.65.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
41
+ siglab_py-0.5.65.dist-info/RECORD,,