siglab-py 0.5.6__py3-none-any.whl → 0.5.9__py3-none-any.whl
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- siglab_py/market_data_providers/tg_monitor.py +1 -1
- siglab_py/util/trading_util.py +6 -1
- {siglab_py-0.5.6.dist-info → siglab_py-0.5.9.dist-info}/METADATA +1 -1
- {siglab_py-0.5.6.dist-info → siglab_py-0.5.9.dist-info}/RECORD +6 -6
- {siglab_py-0.5.6.dist-info → siglab_py-0.5.9.dist-info}/WHEEL +0 -0
- {siglab_py-0.5.6.dist-info → siglab_py-0.5.9.dist-info}/top_level.txt +0 -0
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@@ -113,7 +113,7 @@ param: Dict[str, Any] = {
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'message_keywords_filter': [],
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'start_date': None,
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'alert_wav_path' : r"d:\sounds\terrible.wav",
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-
"num_shouts" :
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"num_shouts" : 5, # How many times 'alert_wav_path' is played
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"loop_freq_ms" : 1000,
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'current_filename' : current_filename,
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siglab_py/util/trading_util.py
CHANGED
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@@ -63,6 +63,11 @@ def calc_eff_trailing_sl(
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linear : bool = True,
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pow : float = 5 # This is for non-linear trailing stops
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) -> float:
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if pnl_percent_notional>tp_max_percent:
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return 0
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if pnl_percent_notional<tp_min_percent:
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return default_effective_tp_trailing_percent
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if linear:
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slope = (0 - sl_percent_trailing) / (tp_max_percent - tp_min_percent)
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effective_tp_trailing_percent = (
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@@ -70,7 +75,7 @@ def calc_eff_trailing_sl(
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if pnl_percent_notional>=tp_min_percent
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else default_effective_tp_trailing_percent
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)
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else:
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else:
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def y(
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x : float,
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x_shift : float,
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@@ -12,7 +12,7 @@ siglab_py/market_data_providers/deribit_options_expiry_provider.py,sha256=e9Ee8T
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siglab_py/market_data_providers/futu_candles_ta_to_csv.py,sha256=S4GXaJ7AveEh-Cm9-VhENBdlj_1CfyBTrQO7acTqfUE,10226
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siglab_py/market_data_providers/orderbooks_provider.py,sha256=olt-3LIkoyzQWfNNQRhJtKibLbkTutt_q_rCCTM7i1g,16216
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siglab_py/market_data_providers/test_provider.py,sha256=wBLCgcWjs7FGZJXWsNyn30lkOLa_cgpuvqRakMC0wbA,2221
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-
siglab_py/market_data_providers/tg_monitor.py,sha256=
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siglab_py/market_data_providers/tg_monitor.py,sha256=lRqONP0JAP223gyX37R-wCkhyGFKTvKkgmeDNoO3ay4,21813
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siglab_py/ordergateway/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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siglab_py/ordergateway/client.py,sha256=LvtrYirrdFOcKgTkvuqwdEN7r3nurjX320ESnk7tHE0,15095
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siglab_py/ordergateway/encrypt_keys_util.py,sha256=-qi87db8To8Yf1WS1Q_Cp2Ya7ZqgWlRqSHfNXCM7wE4,1339
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@@ -32,8 +32,8 @@ siglab_py/util/market_data_util.py,sha256=mUXg4uaiX3b6_klgJWIEgnUQU4IUd6CwTOqKLi
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siglab_py/util/notification_util.py,sha256=vySgHjpHgwFDLW0tHSi_AGh9JBbPc25IUgvWxmjAeT8,2658
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siglab_py/util/retry_util.py,sha256=g-UU6pkPouWZZRZEqP99R2Z0lX5xzckYkzjwqqSDpVQ,922
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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
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siglab_py-0.5.
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siglab_py-0.5.
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siglab_py-0.5.
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siglab_py-0.5.
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siglab_py/util/trading_util.py,sha256=x9BwKm0ghTiosBGeJRd9NbntD7HbWIIMmZD6xzlTs3I,4536
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siglab_py-0.5.9.dist-info/METADATA,sha256=KBNUuLjzeLLKDOMcweDRQhjpsUyY_7QTMO94b8-6C94,979
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siglab_py-0.5.9.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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siglab_py-0.5.9.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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siglab_py-0.5.9.dist-info/RECORD,,
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File without changes
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File without changes
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