siglab-py 0.5.66__py3-none-any.whl → 0.5.69__py3-none-any.whl

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Files changed (6) hide show
  1. siglab_py/tests/unit/analytic_util_tests.py +1 -1
  2. siglab_py/util/analytic_util.py +30 -1
  3. {siglab_py-0.5.66.dist-info → siglab_py-0.5.69.dist-info}/METADATA +1 -1
  4. {siglab_py-0.5.66.dist-info → siglab_py-0.5.69.dist-info}/RECORD +6 -6
  5. {siglab_py-0.5.66.dist-info → siglab_py-0.5.69.dist-info}/WHEEL +0 -0
  6. {siglab_py-0.5.66.dist-info → siglab_py-0.5.69.dist-info}/top_level.txt +0 -0
siglab_py/tests/unit/analytic_util_tests.py CHANGED
@@ -70,7 +70,7 @@ class AnalyticUtilTests(unittest.TestCase):
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  'rsi', 'rsi_bucket', 'ema_rsi', 'rsi_max', 'rsi_idmax', 'rsi_min', 'rsi_idmin', 'rsi_trend', 'rsi_trend_from_highs', 'rsi_trend_from_lows', 'rsi_divergence',
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  'typical_price',
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  'money_flow', 'money_flow_positive', 'money_flow_negative', 'positive_flow_sum', 'negative_flow_sum', 'money_flow_ratio', 'mfi', 'mfi_bucket',
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- 'macd', 'signal', 'macd_minus_signal',
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+ 'macd', 'signal', 'macd_minus_signal', 'macd_cross', 'macd_bullish_cross_last_id', 'macd_bearish_cross_last_id', 'macd_cross_last',
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  'fib_0.618_short_periods', 'fib_0.618_long_periods',
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  'gap_close_vs_ema', 'gap_close_vs_ema_percent',
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  'close_above_or_below_ema',
siglab_py/util/analytic_util.py CHANGED
@@ -548,7 +548,36 @@ def compute_candles_stats(
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  # https://www.youtube.com/watch?v=jmPCL3l08ss
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  pd_candles['macd'] = pd_candles['ema_short_periods'] - pd_candles['ema_long_periods']
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  pd_candles['signal'] = pd_candles['macd'].ewm(span=int(sliding_window_how_many_candles/slow_fast_interval_ratio), adjust=False).mean()
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- pd_candles['macd_minus_signal'] = pd_candles['macd'] - pd_candles['signal']
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+ pd_candles['macd_minus_signal'] = pd_candles['macd'] - pd_candles['signal'] # MACD histogram
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+ macd_cur = pd_candles['macd_minus_signal']
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+ macd_prev = pd_candles['macd_minus_signal'].shift(1)
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+ bullish_macd_crosses = (macd_prev < 0) & (macd_cur > 0)
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+ bearish_macd_crosses = (macd_prev > 0) & (macd_cur < 0)
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+ pd_candles.loc[bullish_macd_crosses, 'macd_cross'] = 1
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+ pd_candles.loc[bearish_macd_crosses, 'macd_cross'] = -1
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+ bullish_indices = pd.Series(pd_candles.index.where(pd_candles['macd_cross'] == 1), index=pd_candles.index).astype('Int64')
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+ bearish_indices = pd.Series(pd_candles.index.where(pd_candles['macd_cross'] == -1), index=pd_candles.index).astype('Int64')
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+ pd_candles['macd_bullish_cross_last_id'] = bullish_indices.rolling(window=pd_candles.shape[0], min_periods=1).max().astype('Int64')
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+ pd_candles['macd_bearish_cross_last_id'] = bearish_indices.rolling(window=pd_candles.shape[0], min_periods=1).max().astype('Int64')
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+ conditions = [
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+ (pd_candles['macd_bullish_cross_last_id'].notna() &
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+ pd_candles['macd_bearish_cross_last_id'].notna() &
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+ (pd_candles['macd_bullish_cross_last_id'] > pd_candles['macd_bearish_cross_last_id'])),
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+
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+ (pd_candles['macd_bullish_cross_last_id'].notna() &
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+ pd_candles['macd_bearish_cross_last_id'].notna() &
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+ (pd_candles['macd_bearish_cross_last_id'] > pd_candles['macd_bullish_cross_last_id'])),
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+
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+ (pd_candles['macd_bullish_cross_last_id'].notna() &
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+ pd_candles['macd_bearish_cross_last_id'].isna()),
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+
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+ (pd_candles['macd_bearish_cross_last_id'].notna() &
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+ pd_candles['macd_bullish_cross_last_id'].isna())
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+ ]
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+ choices = ['bullish', 'bearish', 'bullish', 'bearish']
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+ pd_candles['macd_cross_last'] = np.select(conditions, choices, default=None) # type: ignore
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+ pd_candles.loc[bullish_macd_crosses, 'macd_cross'] = 'bullish'
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+ pd_candles.loc[bearish_macd_crosses, 'macd_cross'] = 'bearish'
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  if not pypy_compat:
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  calculate_slope(
{siglab_py-0.5.66.dist-info → siglab_py-0.5.69.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: 0.5.66
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+ Version: 0.5.69
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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-0.5.66.dist-info → siglab_py-0.5.69.dist-info}/RECORD RENAMED
@@ -22,12 +22,12 @@ siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/tests/integration/market_data_util_tests.py,sha256=p-RWIJZLyj0lAdfi4QTIeAttCm_e8mEVWFKh4OWuogU,7189
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  siglab_py/tests/unit/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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- siglab_py/tests/unit/analytic_util_tests.py,sha256=90tC5wjaYtoma3DGwkQF7akAKkZ0R1LGDL8Jwna2TFg,5834
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+ siglab_py/tests/unit/analytic_util_tests.py,sha256=wbasww0ZN9Kb-6e8V_q4o4hpstzVBvQ6Bop_0HZQUtw,5926
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  siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGola8wTf1D1xbelMvgw,2026
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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=0PcWMP8ZNYzDBMvFViwGetAbUZIwCQq3iX2iJYKOxyI,61859
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+ siglab_py/util/analytic_util.py,sha256=ywp-VI8UlmoYVej2SaJMrOyheFwyh9KVjsnfw55dpMU,63785
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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=F7vGj0O2Y9EAGcMFR6SN1tTjBWO_a7YZeiTzk3eHaVI,8518
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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-0.5.66.dist-info/METADATA,sha256=21-GAJelrVLQfGm_ZugZPVHnFpsFyz3xEtdgbaUyTyY,829
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- siglab_py-0.5.66.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
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- siglab_py-0.5.66.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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- siglab_py-0.5.66.dist-info/RECORD,,
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+ siglab_py-0.5.69.dist-info/METADATA,sha256=QaGfEu-83Dyrx9WYb2z4dQzJaziY40smJpgcA2HCZPI,829
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+ siglab_py-0.5.69.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
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+ siglab_py-0.5.69.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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+ siglab_py-0.5.69.dist-info/RECORD,,