time_filters
Library "time_filters"
Collection of filters that related with time like sessions and datetime ranges.
All existing session functions I found in the documentation e.g. not na(time(timeframe.period, sessionTimes))
are not suitable for strategies, since the execution of the entries and the exits are delayed by one bar.
Thus I created this library to overcome this small but very important limitation.
is_in_date_range(fromDate, toDate, srcTimezone, dstTimezone, t)
is_in_date_range - Check if the given time is between the start and end dates
Parameters:
fromDate: - The start date in UNIX time of the valid range
toDate: - The end date in UNIX time of the valid range
srcTimezone: - The timezone of reference for the 'from' and 'to' dates
dstTimezone: - The target timezone to convert the 'from' and 'to' dates
t: - The time to compare in UNIX format
Returns: series of bool whether or not the time is inside the valid range
is_in_session(startTime, endTime, days, srcTimezone, dstTimezone, t)
is_in_session - Check if the given time is inside the session as defined by the input params
Parameters:
startTime: - The sessionTime object with the use flag and the start time
endTime: - The sessionTime object with the use flag and the end time
days: - The sessionDays object with the use flag and marks for each day of the session
srcTimezone: - The timezone of reference for the time ranges
dstTimezone: - The target timezone to convert the time ranges
t: - The current time to compare in UNIX format.
Returns: series of bool whether or not the time is inside the session
sessionTime
Fields:
hourInDay
minuteInHour
sessionDays
Fields:
mon
tue
wed
thu
fri
sat
sun
Collection of filters that related with time like sessions and datetime ranges.
All existing session functions I found in the documentation e.g. not na(time(timeframe.period, sessionTimes))
are not suitable for strategies, since the execution of the entries and the exits are delayed by one bar.
Thus I created this library to overcome this small but very important limitation.
is_in_date_range(fromDate, toDate, srcTimezone, dstTimezone, t)
is_in_date_range - Check if the given time is between the start and end dates
Parameters:
fromDate: - The start date in UNIX time of the valid range
toDate: - The end date in UNIX time of the valid range
srcTimezone: - The timezone of reference for the 'from' and 'to' dates
dstTimezone: - The target timezone to convert the 'from' and 'to' dates
t: - The time to compare in UNIX format
Returns: series of bool whether or not the time is inside the valid range
is_in_session(startTime, endTime, days, srcTimezone, dstTimezone, t)
is_in_session - Check if the given time is inside the session as defined by the input params
Parameters:
startTime: - The sessionTime object with the use flag and the start time
endTime: - The sessionTime object with the use flag and the end time
days: - The sessionDays object with the use flag and marks for each day of the session
srcTimezone: - The timezone of reference for the time ranges
dstTimezone: - The target timezone to convert the time ranges
t: - The current time to compare in UNIX format.
Returns: series of bool whether or not the time is inside the session
sessionTime
Fields:
hourInDay
minuteInHour
sessionDays
Fields:
mon
tue
wed
thu
fri
sat
sun