siglab-py 0.5.73__py3-none-any.whl → 0.5.78__py3-none-any.whl

siglab_py/tests/unit/analytic_util_tests.py

@@ -47,7 +47,7 @@ class AnalyticUtilTests(unittest.TestCase):
             'datetime', 'datetime_utc', 'year', 'month', 'day', 'hour', 'minute', 'dayofweek', 
             'pct_chg_on_close', 'candle_height', 'candle_body_height',
             'week_of_month', 'apac_trading_hr', 'emea_trading_hr', 'amer_trading_hr', 
-            'is_green', 'pct_change_close', 
+            'is_green', 'candle_class', 'pct_change_close', 
             'sma_short_periods', 'sma_long_periods', 'ema_short_periods', 'ema_long_periods', 'ema_close', 
             'std', 'std_percent', 
             'vwap_short_periods', 'vwap_long_periods',

siglab_py/util/analytic_util.py

@@ -15,6 +15,33 @@ from siglab_py.util.simple_math import bucket_series, bucketize_val
 from siglab_py.util.market_data_util import fix_column_types
 from siglab_py.constants import TrendDirection
 
+def classify_candle(
+    candle : pd.Series,
+    min_candle_height_ratio : float = 3
+) -> Union[str, None]:
+    candle_class : Union[str, None] = None
+    open = candle['open']
+    high = candle['high']
+    low = candle['low']
+    close = candle['close']
+    candle_full_height = high - low # always positive
+    candle_body_height = close - open # can be negative
+    candle_height_ratio = candle_full_height / abs(candle_body_height) if candle_body_height!=0 else float('inf')
+
+    if (
+        candle_height_ratio>=min_candle_height_ratio
+        and close>low
+    ):
+        candle_class = 'hammer'
+    elif (
+        candle_height_ratio>=min_candle_height_ratio
+        and close<high
+    ):
+        candle_class = 'shooting_star'
+    # Keep add more ...
+
+    return candle_class
+
 # Fibonacci
 MAGIC_FIB_LEVELS = [0, 0.236, 0.382, 0.5, 0.618, 0.786, 1.00, 1.618, 2.618, 3.618, 4.236]
 
@@ -145,6 +172,8 @@ def compute_candles_stats(
 
     pd_candles['is_green'] =  pd_candles['close'] >= pd_candles['open']
 
+    pd_candles['candle_class'] = pd_candles.apply(lambda row: classify_candle(row), axis=1)
+
     close_short_periods_rolling = pd_candles['close'].rolling(window=int(sliding_window_how_many_candles/slow_fast_interval_ratio))
     close_long_periods_rolling = pd_candles['close'].rolling(window=sliding_window_how_many_candles)
     close_short_periods_ewm = pd_candles['close'].ewm(span=int(sliding_window_how_many_candles/slow_fast_interval_ratio), adjust=False)
@@ -447,7 +476,7 @@ def compute_candles_stats(
             mitigated = pd_candles.iloc[idx + 1:row.name]['close'].lt(row['fvg_high']).any()
         return mitigated
 
-    pd_candles['fvg_mitigated'] = pd_candles.apply(lambda row: compute_fvg_mitigated(row, pd_candles), axis=1)
+    pd_candles['fvg_mitigated'] = pd_candles.apply(lambda row: compute_fvg_mitigated(row, pd_candles), axis=1) # type: ignore
 
     '''
         RSI

{siglab_py-0.5.73.dist-info → siglab_py-0.5.78.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: siglab_py
-Version: 0.5.73
+Version: 0.5.78
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.73.dist-info → siglab_py-0.5.78.dist-info}/RECORD

@@ -23,12 +23,12 @@ siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/integration/market_data_util_tests.py,sha256=XKO8CX9AF7xRjRvt4lb938v_s89d2IBLAXKfZDdUxdY,8705
 siglab_py/tests/unit/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-siglab_py/tests/unit/analytic_util_tests.py,sha256=wbasww0ZN9Kb-6e8V_q4o4hpstzVBvQ6Bop_0HZQUtw,5926
+siglab_py/tests/unit/analytic_util_tests.py,sha256=tV7MsItlidwqdAQ_kD1000PsG4zIoQyQY1RdOn5XQAQ,5942
 siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGola8wTf1D1xbelMvgw,2026
 siglab_py/tests/unit/simple_math_tests.py,sha256=rWqq93W4Vlqmu0UeZCmSOfLirr0gPh2ASVIZ8O77qXY,9653
 siglab_py/tests/unit/trading_util_tests.py,sha256=LiflZrduWXyLMbpSFQCaydA7jdJx3vFR-3KuKRRGhjQ,2927
 siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-siglab_py/util/analytic_util.py,sha256=ywp-VI8UlmoYVej2SaJMrOyheFwyh9KVjsnfw55dpMU,63785
+siglab_py/util/analytic_util.py,sha256=tm5DNoy71uCnZy5d4V62dCz_WqnZbTSHQNCfwLoKjYg,64708
 siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
 siglab_py/util/market_data_util.py,sha256=udu7EN8wsESznoA68HBBKlMqZdv66FkQaRCketoFhfo,33165
 siglab_py/util/notification_util.py,sha256=tNZMUkkjz4q1CKqcQq62oEmZgHgNIwz2Iw9J22V22Zw,2668
@@ -36,7 +36,7 @@ siglab_py/util/retry_util.py,sha256=g-UU6pkPouWZZRZEqP99R2Z0lX5xzckYkzjwqqSDpVQ,
 siglab_py/util/simple_math.py,sha256=F7vGj0O2Y9EAGcMFR6SN1tTjBWO_a7YZeiTzk3eHaVI,8518
 siglab_py/util/slack_notification_util.py,sha256=G27n-adbT3Q6oaHSMvu_Nom794rrda5PprSF-zvmzkM,1912
 siglab_py/util/trading_util.py,sha256=dlIOzoMGnddLSFODcJ61EBH1Aeruq4IT2MsxIdFkV9I,5252
-siglab_py-0.5.73.dist-info/METADATA,sha256=HirdcX03gRL8bt7NPykg2WqZSA1vsi5Q3GXDGR7UR30,829
-siglab_py-0.5.73.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-siglab_py-0.5.73.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.5.73.dist-info/RECORD,,
+siglab_py-0.5.78.dist-info/METADATA,sha256=pq3mYKI0HpMbxfuQBljClBHZAWM0LZdnckv30nkgr5Y,829
+siglab_py-0.5.78.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+siglab_py-0.5.78.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.5.78.dist-info/RECORD,,