sysstra 0.1.2.3__tar.gz → 0.1.2.4__tar.gz

{sysstra-0.1.2.3 → sysstra-0.1.2.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: sysstra
-Version: 0.1.2.3
+Version: 0.1.2.4
 Summary: Official Python Library for Sysstra Algo Trading
 Home-page: https://github.com/sysstra/sysstra
 Author: Anurag Singh Kushwah

{sysstra-0.1.2.3 → sysstra-0.1.2.4}/setup.py

@@ -2,7 +2,7 @@ from setuptools import setup, find_packages
 
 setup(
     name="sysstra",
-    version="0.1.2.3",
+    version="0.1.2.4",
     description="Official Python Library for Sysstra Algo Trading",
     long_description=open("README.md").read(),
     long_description_content_type="text/markdown",

{sysstra-0.1.2.3 → sysstra-0.1.2.4}/sysstra/utils.py

@@ -713,6 +713,15 @@ def apply_indicators(dataframe, indicators_dict, logger=None):
                                          lc_length=indicators_dict["BBW"]["lc_length"])
             dataframe["bbw"] = round(bbw_df, 2).fillna(0).values
 
+        if "SBBW" in indicators_dict:
+            sbbw_df = smoothed_bbw(dataframe=dataframe, length=indicators_dict["SBBW"]["length"],
+                                   std_dev=indicators_dict["SBBW"]["std_dev"], source=indicators_dict["SBBW"]["source"],
+                                   ma_type=indicators_dict["SBBW"]["ma_type"],
+                                   ma_length=indicators_dict["SBBW"]["ma_length"])
+            dataframe["bbw"] = round(sbbw_df.iloc[:, 0].fillna(0), 2).values
+            dataframe["sbbw"] = round(sbbw_df.iloc[:, 1].fillna(0), 2).values
+            dataframe["sbbw_slope"] = sbbw_df.iloc[:, 2].fillna(0).values
+
         if "BBWRANGE" in indicators_dict:
             bbw_range = calculate_bbw_range(dataframe=dataframe, length=indicators_dict["BBWRANGE"]["length"], deviation=indicators_dict["BBWRANGE"]["deviation"])
             dataframe["bbw_range"] = bbw_range
@@ -721,6 +730,24 @@ def apply_indicators(dataframe, indicators_dict, logger=None):
             tsi_df = calculate_tsi(close=dataframe["close"], period=indicators_dict["TSI"]["period"])
             dataframe["tsi"] = round(tsi_df, 2).fillna(0).values
 
+        if "COPPOCK" in indicators_dict:
+            coppock_df = ta.coppock(close=dataframe["close"], length=indicators_dict["COPPOCK"]["length"], fast=indicators_dict["COPPOCK"]["fast"],
+                                    slow=indicators_dict["COPPOCK"]["slow"])
+            dataframe["coppock"] = round(coppock_df, 2).fillna(0).values
+
+        if "ORB" in indicators_dict:
+            orb_up, orb_down = calculate_orb(dataframe=dataframe, start_time=indicators_dict["ORB"]["start_time"], end_time=indicators_dict["ORB"]["end_time"])
+            dataframe["orb_up"] = orb_up
+            dataframe["orb_down"] = orb_down
+
+        if "CHOPZONE" in indicators_dict:
+            cz_df = calculate_chop_zone(dataframe=dataframe, periods=indicators_dict["CHOPZONE"]["periods"])
+            dataframe["chop_zone_color"] = cz_df.iloc[:, 0]
+
+        if "SLOPE" in indicators_dict:
+            slope_df = calculate_slope(dataframe=dataframe, source=indicators_dict["SLOPE"]["source"])
+            dataframe[f'{indicators_dict["SLOPE"]["source"]}_slope'] = slope_df.iloc[:, 0]
+
         return dataframe
 
     except Exception as e:

{sysstra-0.1.2.3 → sysstra-0.1.2.4}/sysstra.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: sysstra
-Version: 0.1.2.3
+Version: 0.1.2.4
 Summary: Official Python Library for Sysstra Algo Trading
 Home-page: https://github.com/sysstra/sysstra
 Author: Anurag Singh Kushwah