siglab-py 0.5.73__tar.gz → 0.5.78__tar.gz

{siglab_py-0.5.73 → siglab_py-0.5.78}/PKG-INFO

@@ -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 → siglab_py-0.5.78}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.5.73"
+version = "0.5.78"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.5.73 → siglab_py-0.5.78}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.5.73
+version = 0.5.78
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.5.73 → siglab_py-0.5.78}/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-0.5.73 → siglab_py-0.5.78}/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 → siglab_py-0.5.78}/siglab_py.egg-info/PKG-INFO

@@ -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>