siglab-py 0.5.7__tar.gz → 0.5.10__tar.gz

{siglab_py-0.5.7 → siglab_py-0.5.10}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab_py
-Version: 0.5.7
+Version: 0.5.10
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.7 → siglab_py-0.5.10}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.5.7"
+version = "0.5.10"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.5.7 → siglab_py-0.5.10}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.5.7
+version = 0.5.10
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.5.7 → siglab_py-0.5.10}/siglab_py/market_data_providers/tg_monitor.py

@@ -113,7 +113,7 @@ param: Dict[str, Any] = {
     'message_keywords_filter': [],
     'start_date': None,  
     'alert_wav_path' : r"d:\sounds\terrible.wav",
-    "num_shouts" : 15, # How many times 'alert_wav_path' is played
+    "num_shouts" : 5, # How many times 'alert_wav_path' is played
     "loop_freq_ms" : 1000,
     'current_filename' : current_filename,
 
@@ -410,10 +410,10 @@ async def main() -> None:
                     log(f"No messages processed in this iteration. last_message_date: {last_message_date}", LogLevel.INFO)
                     last_message_date = last_message_date + timedelta(days=1)
 
+                await asyncio.sleep(int(param['loop_freq_ms'] / 1000))
+
         except Exception as e:
             log(f"Oops {str(e)} {str(sys.exc_info()[0])} {str(sys.exc_info()[1])} {traceback.format_exc()}", LogLevel.ERROR)
-        finally:
-            await asyncio.sleep(int(param['loop_freq_ms'] / 1000))
 
 if __name__ == '__main__':
     try:

{siglab_py-0.5.7 → siglab_py-0.5.10}/siglab_py/util/trading_util.py

@@ -64,7 +64,9 @@ def calc_eff_trailing_sl(
         pow : float = 5 # This is for non-linear trailing stops
 ) -> float:
     if pnl_percent_notional>tp_max_percent:
-            return 0
+        return 0
+    if pnl_percent_notional<tp_min_percent:
+         return default_effective_tp_trailing_percent
     
     if linear:
         slope = (0 - sl_percent_trailing) / (tp_max_percent - tp_min_percent)
@@ -93,14 +95,23 @@ def calc_eff_trailing_sl(
 												)
         y_shift = abs(y_max) - abs(y_min)
         
-        y_normalized = y(
-													x=pnl_percent_notional,
-													x_shift=tp_min_percent,
-													pow=pow
-												) / y_shift
-        effective_tp_trailing_percent = (
-											y_normalized * sl_percent_trailing + sl_percent_trailing
-											if pnl_percent_notional>=tp_min_percent 
-											else default_effective_tp_trailing_percent
-										)
+        if y_shift!=0:
+            y_normalized = y(
+                                                        x=pnl_percent_notional,
+                                                        x_shift=tp_min_percent,
+                                                        pow=pow
+                                                    ) / y_shift
+            effective_tp_trailing_percent = (
+                                                y_normalized * sl_percent_trailing + sl_percent_trailing
+                                                if pnl_percent_notional>=tp_min_percent 
+                                                else default_effective_tp_trailing_percent
+                                            )
+        else:
+            '''
+            y_shift = 0 when tp_max_percent==tp_min_percent.
+            If default_effective_tp_trailing_percent==float('inf'), essentially it means trailing stops won't fire.
+            Client side needs handle this.
+            '''
+            effective_tp_trailing_percent = default_effective_tp_trailing_percent
+
     return effective_tp_trailing_percent

{siglab_py-0.5.7 → siglab_py-0.5.10}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.5.7
+Version: 0.5.10
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>