siglab-py 0.5.68__tar.gz → 0.5.69__tar.gz

{siglab_py-0.5.68 → siglab_py-0.5.69}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.68
+Version: 0.5.69
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.68 → siglab_py-0.5.69}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.5.68"
+version = "0.5.69"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.5.68 → siglab_py-0.5.69}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.5.68
+version = 0.5.69
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.5.68 → siglab_py-0.5.69}/siglab_py/tests/unit/analytic_util_tests.py

@@ -70,7 +70,7 @@ class AnalyticUtilTests(unittest.TestCase):
             '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',
             'typical_price', 
             'money_flow', 'money_flow_positive', 'money_flow_negative', 'positive_flow_sum', 'negative_flow_sum', 'money_flow_ratio', 'mfi', 'mfi_bucket',
-            'macd', 'signal', 'macd_minus_signal', 
+            'macd', 'signal', 'macd_minus_signal', 'macd_cross', 'macd_bullish_cross_last_id', 'macd_bearish_cross_last_id', 'macd_cross_last',
             'fib_0.618_short_periods', 'fib_0.618_long_periods', 
             'gap_close_vs_ema', 'gap_close_vs_ema_percent',
             'close_above_or_below_ema', 

{siglab_py-0.5.68 → siglab_py-0.5.69}/siglab_py/util/analytic_util.py

@@ -548,7 +548,36 @@ def compute_candles_stats(
     # https://www.youtube.com/watch?v=jmPCL3l08ss
     pd_candles['macd'] = pd_candles['ema_short_periods'] - pd_candles['ema_long_periods']
     pd_candles['signal'] = pd_candles['macd'].ewm(span=int(sliding_window_how_many_candles/slow_fast_interval_ratio), adjust=False).mean()
-    pd_candles['macd_minus_signal'] = pd_candles['macd'] - pd_candles['signal']
+    pd_candles['macd_minus_signal'] = pd_candles['macd'] - pd_candles['signal'] # MACD histogram
+    macd_cur = pd_candles['macd_minus_signal']
+    macd_prev = pd_candles['macd_minus_signal'].shift(1)
+    bullish_macd_crosses = (macd_prev < 0) & (macd_cur > 0)
+    bearish_macd_crosses = (macd_prev > 0) & (macd_cur < 0)
+    pd_candles.loc[bullish_macd_crosses, 'macd_cross'] = 1
+    pd_candles.loc[bearish_macd_crosses, 'macd_cross'] = -1
+    bullish_indices = pd.Series(pd_candles.index.where(pd_candles['macd_cross'] == 1), index=pd_candles.index).astype('Int64')
+    bearish_indices = pd.Series(pd_candles.index.where(pd_candles['macd_cross'] == -1), index=pd_candles.index).astype('Int64')
+    pd_candles['macd_bullish_cross_last_id'] = bullish_indices.rolling(window=pd_candles.shape[0], min_periods=1).max().astype('Int64')
+    pd_candles['macd_bearish_cross_last_id'] = bearish_indices.rolling(window=pd_candles.shape[0], min_periods=1).max().astype('Int64')
+    conditions = [
+        (pd_candles['macd_bullish_cross_last_id'].notna() & 
+        pd_candles['macd_bearish_cross_last_id'].notna() &
+        (pd_candles['macd_bullish_cross_last_id'] > pd_candles['macd_bearish_cross_last_id'])),
+        
+        (pd_candles['macd_bullish_cross_last_id'].notna() & 
+        pd_candles['macd_bearish_cross_last_id'].notna() &
+        (pd_candles['macd_bearish_cross_last_id'] > pd_candles['macd_bullish_cross_last_id'])),
+        
+        (pd_candles['macd_bullish_cross_last_id'].notna() & 
+        pd_candles['macd_bearish_cross_last_id'].isna()),
+        
+        (pd_candles['macd_bearish_cross_last_id'].notna() & 
+        pd_candles['macd_bullish_cross_last_id'].isna())
+    ]
+    choices = ['bullish', 'bearish', 'bullish', 'bearish']
+    pd_candles['macd_cross_last'] = np.select(conditions, choices, default=None) # type: ignore
+    pd_candles.loc[bullish_macd_crosses, 'macd_cross'] = 'bullish'
+    pd_candles.loc[bearish_macd_crosses, 'macd_cross'] = 'bearish'
 
     if not pypy_compat:
         calculate_slope(

{siglab_py-0.5.68 → siglab_py-0.5.69}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.68
+Version: 0.5.69
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>