siglab-py 0.5.63__tar.gz → 0.5.66__tar.gz

{siglab_py-0.5.63 → siglab_py-0.5.66}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.63
+Version: 0.5.66
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.63 → siglab_py-0.5.66}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.5.63"
+version = "0.5.66"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.5.63 → siglab_py-0.5.66}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.5.63
+version = 0.5.66
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.5.63 → siglab_py-0.5.66}/siglab_py/util/analytic_util.py

@@ -479,13 +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 = BUCKETS_m0_100,
-        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()
@@ -547,12 +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 = BUCKETS_m0_100,
-        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-0.5.63 → siglab_py-0.5.66}/siglab_py/util/simple_math.py

@@ -87,7 +87,11 @@ def bucket_series(
         return result
 
     if list_0_to_1:
-        intervals = _generate_sequence(0.1, 1, 0.1)
+        step = round_to_level(
+                1 * level_granularity,
+                level_granularity=level_granularity
+            )
+        intervals = _generate_sequence(0.1, 1, step)
         last_interval = 0
         buckets[f"< 0"] = {
             'min' : float("-inf"),
@@ -108,7 +112,11 @@ def bucket_series(
         }
     
     elif not list_0_to_1 and list_m1_to_1:
-        intervals = _generate_sequence(-0.9, 1, 0.1)
+        step = round_to_level(
+                1 * level_granularity,
+                level_granularity=level_granularity
+            )
+        intervals = _generate_sequence(-0.9, 1, step)
         last_interval = -1
         buckets[f"< -1"] = {
             'min' : float("-inf"),
@@ -129,7 +137,11 @@ def bucket_series(
         }
 
     elif not list_0_to_1 and not list_m1_to_1 and list_0_to_100:
-        intervals = _generate_sequence(10, 100, 10)
+        step = round_to_level(
+                100 * level_granularity,
+                level_granularity=level_granularity
+            )
+        intervals = _generate_sequence(10, 100, step)
         last_interval = 0
         buckets[f"<0"] = {
             'min' : float("-inf"),
@@ -150,7 +162,11 @@ def bucket_series(
         }
 
     elif not list_0_to_1 and not list_m1_to_1 and not list_0_to_100 and list_m100_to_100:
-        intervals = _generate_sequence(-90, 100, 10)
+        step = round_to_level(
+                100 * level_granularity,
+                level_granularity=level_granularity
+            )
+        intervals = _generate_sequence(-90, 100, step)
         last_interval = -100
         buckets[f"<-100"] = {
             'min' : float("-inf"),

{siglab_py-0.5.63 → siglab_py-0.5.66}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.63
+Version: 0.5.66
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>