siglab-py 0.5.9__tar.gz → 0.5.10__tar.gz

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  1. {siglab_py-0.5.9 → siglab_py-0.5.10}/PKG-INFO +1 -1
  2. {siglab_py-0.5.9 → siglab_py-0.5.10}/pyproject.toml +1 -1
  3. {siglab_py-0.5.9 → siglab_py-0.5.10}/setup.cfg +1 -1
  4. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/util/trading_util.py +19 -10
  5. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py.egg-info/PKG-INFO +1 -1
  6. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/__init__.py +0 -0
  7. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/constants.py +0 -0
  8. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/exchanges/__init__.py +0 -0
  9. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/exchanges/any_exchange.py +0 -0
  10. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/exchanges/futubull.py +0 -0
  11. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/market_data_providers/__init__.py +0 -0
  12. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/market_data_providers/aggregated_orderbook_provider.py +0 -0
  13. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/market_data_providers/candles_provider.py +0 -0
  14. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/market_data_providers/candles_ta_provider.py +0 -0
  15. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py +0 -0
  16. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/market_data_providers/deribit_options_expiry_provider.py +0 -0
  17. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/market_data_providers/futu_candles_ta_to_csv.py +0 -0
  18. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/market_data_providers/orderbooks_provider.py +0 -0
  19. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/market_data_providers/test_provider.py +0 -0
  20. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/market_data_providers/tg_monitor.py +0 -0
  21. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/ordergateway/__init__.py +0 -0
  22. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/ordergateway/client.py +0 -0
  23. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/ordergateway/encrypt_keys_util.py +0 -0
  24. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/ordergateway/gateway.py +0 -0
  25. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/ordergateway/test_ordergateway.py +0 -0
  26. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/tests/__init__.py +0 -0
  27. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/tests/integration/__init__.py +0 -0
  28. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/tests/integration/market_data_util_tests.py +0 -0
  29. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/tests/unit/__init__.py +0 -0
  30. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/tests/unit/analytic_util_tests.py +0 -0
  31. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/tests/unit/market_data_util_tests.py +0 -0
  32. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/tests/unit/trading_util_tests.py +0 -0
  33. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/util/__init__.py +0 -0
  34. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/util/analytic_util.py +0 -0
  35. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/util/aws_util.py +0 -0
  36. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/util/market_data_util.py +0 -0
  37. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/util/notification_util.py +0 -0
  38. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/util/retry_util.py +0 -0
  39. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/util/slack_notification_util.py +0 -0
  40. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py.egg-info/SOURCES.txt +0 -0
  41. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py.egg-info/dependency_links.txt +0 -0
  42. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py.egg-info/requires.txt +0 -0
  43. {siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py.egg-info/top_level.txt +0 -0
{siglab_py-0.5.9 → siglab_py-0.5.10}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: siglab_py
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- Version: 0.5.9
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+ Version: 0.5.10
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  Summary: Market data fetches, TA calculations and generic order gateway.
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  Author: r0bbarh00d
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  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>
{siglab_py-0.5.9 → siglab_py-0.5.10}/pyproject.toml RENAMED
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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  [project]
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  name = "siglab_py"
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- version = "0.5.9"
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+ version = "0.5.10"
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  description = "Market data fetches, TA calculations and generic order gateway."
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  authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
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  license = {text = "MIT"}
{siglab_py-0.5.9 → siglab_py-0.5.10}/setup.cfg RENAMED
@@ -1,6 +1,6 @@
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  [metadata]
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  name = siglab_py
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- version = 0.5.9
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+ version = 0.5.10
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  description = Market data fetches, TA calculations and generic order gateway.
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  author = r0bbarh00d
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  author_email = r0bbarh00d@gmail.com
{siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py/util/trading_util.py RENAMED
@@ -95,14 +95,23 @@ def calc_eff_trailing_sl(
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  )
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  y_shift = abs(y_max) - abs(y_min)
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- y_normalized = y(
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- x=pnl_percent_notional,
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- x_shift=tp_min_percent,
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- pow=pow
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- ) / y_shift
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- effective_tp_trailing_percent = (
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- y_normalized * sl_percent_trailing + sl_percent_trailing
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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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+ if y_shift!=0:
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+ y_normalized = y(
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+ x=pnl_percent_notional,
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+ x_shift=tp_min_percent,
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+ pow=pow
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+ ) / y_shift
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+ effective_tp_trailing_percent = (
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+ y_normalized * sl_percent_trailing + sl_percent_trailing
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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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+ '''
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+ y_shift = 0 when tp_max_percent==tp_min_percent.
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+ If default_effective_tp_trailing_percent==float('inf'), essentially it means trailing stops won't fire.
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+ Client side needs handle this.
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+ '''
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+ effective_tp_trailing_percent = default_effective_tp_trailing_percent
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+
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  return effective_tp_trailing_percent
{siglab_py-0.5.9 → siglab_py-0.5.10}/siglab_py.egg-info/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: siglab-py
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- Version: 0.5.9
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+ Version: 0.5.10
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  Summary: Market data fetches, TA calculations and generic order gateway.
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  Author: r0bbarh00d
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  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>