Time_Filter

18 ต.ค. 2022

Library "Time_Filter"
Time filters for trading strategies.

f_isInWeekDay(_timeZone, _byWeekDay, _byMon, _byTue, _byWed, _byThu, _byFri, _bySat, _bySun)
  f_isInWeekDay - Filter by week day or by time delimited session.
  Parameters:
    _timeZone: - Time zone to use when filter allowed trading by days of the week.
    _byWeekDay: - Filter allowed trading time by days of the week.
    _byMon: - Is Monday a trading day?
    _byTue: - Is Tuesday a trading day?
    _byWed: - Is Wednesday a trading day?
    _byThu: - Is Thursday a trading day?
    _byFri: - Is Friday a trading day?
    _bySat: - Is Saturday a trading day?
    _bySun: - Is Sunday a trading day?
  Returns: series of bool whether or not the time is inside the current day.

f_isInSession(_timeZone, _bySession_1, _timeSession_1, _bySession_2, _timeSession_2)
  f_isInSession - Is the current time with in the allowed trading session time.
  Parameters:
    _timeZone: - Time zone to use when filter allowed trading by days of the week.
    _bySession_1: - Filter allowed trading time with in hours defined in _timeSession_1
    _timeSession_1: - Hours with in trading is allowed.
    _bySession_2: - Filter allowed trading time with in hours defined in _timeSession_2
    _timeSession_2: - Hours with in trading is allowed.
  Returns: series of bool whether or not the time is inside selected session.

f_isTradingAllowed(_timeZone, _byWeekDay, _byMon, _byTue, _byWed, _byThu, _byFri, _bySat, _bySun, _bySession_1, _timeSession_1, _bySession_2, _timeSession_2)
  f_isTradingAllowed - Is the current time with in the allowed.
  Parameters:
    _timeZone: - Time zone to use when filter allowed trading by days of the week.
    _byWeekDay: - Filter allowed trading time by days of the week.
    _byMon: - Is Monday a trading day?
    _byTue: - Is Tuesday a trading day?
    _byWed: - Is Wednesday a trading day?
    _byThu: - Is Thursday a trading day?
    _byFri: - Is Friday a trading day?
    _bySat: - Is Saturday a trading day?
    _bySun: - Is Sunday a trading day?
    _bySession_1: - Filter allowed trading time with in hours defined in _timeSession_1
    _timeSession_1: - Hours with in trading is allowed.
    _bySession_2: - Filter allowed trading time with in hours defined in _timeSession_2
    _timeSession_2: - Hours with in trading is allowed.
  Returns: series of bool whether or not trading is allowed at the current time.