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Timesessions

chrono_utilsLibrary "chrono_utils" Collection of objects and common functions that are related to datetime windows session days and time ranges. The main purpose of this library is to handle time-related functionality and make it easy to reason about a future bar and see if it is part of a predefined user session and/or inside a datetime window. All existing session functions I found in the documentation e.g. "not na(time(timeframe, session, timezone))" are not suitable for strategies, since the execution of the orders is delayed by one bar due to the execution happening at the bar close. So a prediction for the next bar is necessary. Moreover, a history operator with a negative value is not allowed e.g. `not na(time(timeframe, session, timezone) )` expression is not valid. Thus, I created this library to overcome this small but very important limitation. In the meantime, I added useful functionality to handle session-based behavior. An interesting utility that emerged from this development is data anomaly detection where a comparison between the prediction and the actual value is happening. If those two values are different then a data inconsistency happens between the prediction bar and the actual bar (probably due to a holiday or half session day etc..) exTimezone(timezone)   exTimezone - Convert extended timezone to timezone string   Parameters:      timezone (simple string) : - The timezone or a special string   Returns: string representing the timezone nameOfDay(day)   nameOfDay - Convert the day id into a short nameOfDay   Parameters:      day (int) : - The day id to convert   Returns: - The short name of the day today()   today - Get the day id of this day   Returns: - The day id nthDayAfter(day, n)   nthDayAfter - Get the day id of n days after the given day   Parameters:      day (int) : - The day id of the reference day      n (int) : - The number of days to go forward   Returns: - The day id of the day that is n days after the reference day nextDayAfter(day)   nextDayAfter - Get the day id of next day after the given day   Parameters:      day (int) : - The day id of the reference day   Returns: - The day id of the next day after the reference day nthDayBefore(day, n)   nthDayBefore - Get the day id of n days before the given day   Parameters:      day (int) : - The day id of the reference day      n (int) : - The number of days to go forward   Returns: - The day id of the day that is n days before the reference day prevDayBefore(day)   prevDayBefore - Get the day id of previous day before the given day   Parameters:      day (int) : - The day id of the reference day   Returns: - The day id of the previous day before the reference day tomorrow()   tomorrow - Get the day id of the next day   Returns: - The next day day id normalize(num, min, max)   normalizeHour - Check if number is inthe range of   Parameters:      num (int)      min (int)      max (int)   Returns: - The normalized number normalizeHour(hourInDay)   normalizeHour - Check if hour is valid and return a noralized hour range from   Parameters:      hourInDay (int)   Returns: - The normalized hour normalizeMinute(minuteInHour)   normalizeMinute - Check if minute is valid and return a noralized minute from   Parameters:      minuteInHour (int)   Returns: - The normalized minute monthInMilliseconds(mon)   monthInMilliseconds - Calculate the miliseconds in one bar of the timeframe   Parameters:      mon (int) : - The month of reference to get the miliseconds   Returns: - The number of milliseconds of the month barInMilliseconds()   barInMilliseconds - Calculate the miliseconds in one bar of the timeframe   Returns: - The number of milliseconds in one bar method init(this, fromDateTime, toDateTime)   init - Initialize the time window object from boolean values of each session day   Namespace types: DateTimeWindow   Parameters:      this (DateTimeWindow) : - The time window object that will hold the from and to datetimes      fromDateTime (int) : - The starting datetime of the time window      toDateTime (int) : - The ending datetime of the time window   Returns: - The time window object method init(this, refTimezone, chTimezone, fromDateTime, toDateTime)   init - Initialize the time window object from boolean values of each session day   Namespace types: DateTimeWindow   Parameters:      this (DateTimeWindow) : - The time window object that will hold the from and to datetimes      refTimezone (simple string) : - The timezone of reference of the 'from' and 'to' dates      chTimezone (simple string) : - The target timezone to convert the 'from' and 'to' dates      fromDateTime (int) : - The starting datetime of the time window      toDateTime (int) : - The ending datetime of the time window   Returns: - The time window object method init(this, sun, mon, tue, wed, thu, fri, sat)   init - Initialize the session days object from boolean values of each session day   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object that will hold the day selection      sun (bool) : - Is Sunday a trading day?      mon (bool) : - Is Monday a trading day?      tue (bool) : - Is Tuesday a trading day?      wed (bool) : - Is Wednesday a trading day?      thu (bool) : - Is Thursday a trading day?      fri (bool) : - Is Friday a trading day?      sat (bool) : - Is Saturday a trading day?   Returns: - The session days objectfrom_chart method init(this, unixTime)   init - Initialize the object from the hour and minute of the session time in exchange timezone (syminfo.timezone)   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object with the hour and minute of the time of the day      unixTime (int) : - The unix time   Returns: - The session time object method init(this, hourInDay, minuteInHour)   init - Initialize the object from the hour and minute of the session time in exchange timezone (syminfo.timezone)   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object with the hour and minute of the time of the day      hourInDay (int) : - The hour of the time      minuteInHour (int) : - The minute of the time   Returns: - The session time object method init(this, hourInDay, minuteInHour, refTimezone)   init - Initialize the object from the hour and minute of the session time   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object with the hour and minute of the time of the day      hourInDay (int) : - The hour of the time      minuteInHour (int) : - The minute of the time      refTimezone (string) : - The timezone of reference of the 'hour' and 'minute'   Returns: - The session time object method init(this, startTime, endTime)   init - Initialize the object from the start and end session time in exchange timezone (syminfo.timezone)   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object that will hold the start and end time of the daily session      startTime (SessionTime) : - The time the session begins      endTime (SessionTime) : - The time the session ends   Returns: - The session time range object method init(this, startTimeHour, startTimeMinute, endTimeHour, endTimeMinute, refTimezone)   init - Initialize the object from the start and end session time   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object that will hold the start and end time of the daily session      startTimeHour (int) : - The time hour the session begins      startTimeMinute (int) : - The time minute the session begins      endTimeHour (int) : - The time hour the session ends      endTimeMinute (int) : - The time minute the session ends      refTimezone (string)   Returns: - The session time range object method init(this, days, timeRanges)   init - Initialize the user session object from session days and time range   Namespace types: UserSession   Parameters:      this (UserSession) : - The user-defined session object that will hold the day and the time range selection      days (SessionDays) : - The session days object that defines the days the session is happening      timeRanges (SessionTimeRange ) : - The array of all the session time ranges during a session day   Returns: - The user session object method to_string(this)   to_string - Formats the time window into a human-readable string   Namespace types: DateTimeWindow   Parameters:      this (DateTimeWindow) : - The time window object with the from and to datetimes   Returns: - The string of the time window method to_string(this)   to_string - Formats the session days into a human-readable string with short day names   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object with the day selection   Returns: - The string of the session day short names method to_string(this)   to_string - Formats the session time into a human-readable string   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object with the hour and minute of the time of the day   Returns: - The string of the session time method to_string(this)   to_string - Formats the session time into a human-readable string   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object with the start and end time of the daily session   Returns: - The string of the session time method to_string(this)   to_string - Formats the user session into a human-readable string   Namespace types: UserSession   Parameters:      this (UserSession) : - The user-defined session object with the day and the time range selection   Returns: - The string of the user session method to_string(this)   to_string - Formats the bar into a human-readable string   Namespace types: Bar   Parameters:      this (Bar) : - The bar object with the open and close times   Returns: - The string of the bar times method to_string(this)   to_string - Formats the chart session into a human-readable string   Namespace types: ChartSession   Parameters:      this (ChartSession) : - The chart session object that contains the days and the time range shown in the chart   Returns: - The string of the chart session method get_size_in_secs(this)   get_size_in_secs - Count the seconds from start to end in the given timeframe   Namespace types: DateTimeWindow   Parameters:      this (DateTimeWindow) : - The time window object with the from and to datetimes   Returns: - The number of seconds inside the time widow for the given timeframe method get_size_in_secs(this)   get_size_in_secs - Calculate the seconds inside the session   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object with the start and end time of the daily session   Returns: - The number of seconds inside the session method get_size_in_bars(this)   get_size_in_bars - Count the bars from start to end in the given timeframe   Namespace types: DateTimeWindow   Parameters:      this (DateTimeWindow) : - The time window object with the from and to datetimes   Returns: - The number of bars inside the time widow for the given timeframe method get_size_in_bars(this)   get_size_in_bars - Calculate the bars inside the session   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object with the start and end time of the daily session   Returns: - The number of bars inside the session for the given timeframe method from_chart(this)   from_chart - Initialize the session days object from the chart   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object that will hold the day selection   Returns: - The user session object method from_chart(this)   from_chart - Initialize the session time range object from the chart   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object that will hold the start and end time of the daily session   Returns: - The session time range object method from_chart(this)   from_chart - Initialize the session object from the chart   Namespace types: ChartSession   Parameters:      this (ChartSession) : - The chart session object that will hold the days and the time range shown in the chart   Returns: - The chart session object method to_sess_string(this)   to_sess_string - Formats the session days into a session string with day ids   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object   Returns: - The string of the session day ids method to_sess_string(this)   to_sess_string - Formats the session time into a session string   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object with the hour and minute of the time of the day   Returns: - The string of the session time method to_sess_string(this)   to_sess_string - Formats the session time into a session string   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object with the start and end time of the daily session   Returns: - The string of the session time method to_sess_string(this)   to_sess_string - Formats the user session into a session string   Namespace types: UserSession   Parameters:      this (UserSession) : - The user-defined session object with the day and the time range selection   Returns: - The string of the user session method to_sess_string(this)   to_sess_string - Formats the chart session into a session string   Namespace types: ChartSession   Parameters:      this (ChartSession) : - The chart session object that contains the days and the time range shown in the chart   Returns: - The string of the chart session method from_sess_string(this, sess)   from_sess_string - Initialize the session days object from the session string   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object that will hold the day selection      sess (string) : - The session string part that represents the days   Returns: - The session days object method from_sess_string(this, sess)   from_sess_string - Initialize the session time object from the session string in exchange timezone (syminfo.timezone)   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object that will hold the hour and minute of the time      sess (string) : - The session string part that represents the time HHmm   Returns: - The session time object method from_sess_string(this, sess, refTimezone)   from_sess_string - Initialize the session time object from the session string   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object that will hold the hour and minute of the time      sess (string) : - The session string part that represents the time HHmm      refTimezone (simple string) : - The timezone of reference of the 'hour' and 'minute'   Returns: - The session time object method from_sess_string(this, sess)   from_sess_string - Initialize the session time range object from the session string in exchange timezone (syminfo.timezone)   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object that will hold the start and end time of the daily session      sess (string) : - The session string part that represents the time range HHmm-HHmm   Returns: - The session time range object method from_sess_string(this, sess, refTimezone)   from_sess_string - Initialize the session time range object from the session string   Namespace types: SessionTimeRange   Parameters:      this (SessionTimeRange) : - The session time range object that will hold the start and end time of the daily session      sess (string) : - The session string part that represents the time range HHmm-HHmm      refTimezone (simple string) : - The timezone of reference of the time ranges   Returns: - The session time range object method from_sess_string(this, sess)   from_sess_string - Initialize the user session object from the session string in exchange timezone (syminfo.timezone)   Namespace types: UserSession   Parameters:      this (UserSession) : - The user-defined session object that will hold the day and the time range selection      sess (string) : - The session string that represents the user session HHmm-HHmm,HHmm-HHmm:ddddddd   Returns: - The session time range object method from_sess_string(this, sess, refTimezone)   from_sess_string - Initialize the user session object from the session string   Namespace types: UserSession   Parameters:      this (UserSession) : - The user-defined session object that will hold the day and the time range selection      sess (string) : - The session string that represents the user session HHmm-HHmm,HHmm-HHmm:ddddddd      refTimezone (simple string) : - The timezone of reference of the time ranges   Returns: - The session time range object method nth_day_after(this, day, n)   nth_day_after - The nth day after the given day that is a session day (true) in the object   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object with the day selection      day (int) : - The day id of the reference day      n (int) : - The number of days after   Returns: - The day id of the nth session day of the week after the given day method nth_day_before(this, day, n)   nth_day_before - The nth day before the given day that is a session day (true) in the object   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object with the day selection      day (int) : - The day id of the reference day      n (int) : - The number of days after   Returns: - The day id of the nth session day of the week before the given day method next_day(this)   next_day - The next day that is a session day (true) in the object   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object with the day selection   Returns: - The day id of the next session day of the week method previous_day(this)   previous_day - The previous day that is session day (true) in the object   Namespace types: SessionDays   Parameters:      this (SessionDays) : - The session days object with the day selection   Returns: - The day id of the previous session day of the week method get_sec_in_day(this)   get_sec_in_day - Count the seconds since the start of the day this session time represents   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object with the hour and minute of the time of the day   Returns: - The number of seconds passed from the start of the day until that session time method get_ms_in_day(this)   get_ms_in_day - Count the milliseconds since the start of the day this session time represents   Namespace types: SessionTime   Parameters:      this (SessionTime) : - The session time object with the hour and minute of the time of the day   Returns: - The number of milliseconds passed from the start of the day until that session time method eq(this, other)   eq - Compare two bars   Namespace types: Bar   Parameters:      this (Bar) : - The bar object with the open and close times      other (Bar) : - The bar object to compare with   Returns: - Whether this bar is equal to the other one method get_open_time(this)   get_open_time - The open time object   Namespace types: Bar   Parameters:      this (Bar) : - The bar object with the open and close times   Returns: - The open time object method get_close_time(this)   get_close_time - The close time object   Namespace types: Bar   Parameters:      this (Bar) : - The bar object with the open and close times   Returns: - The close time object method get_time_range(this)   get_time_range - Get the time range of the bar   Namespace types: Bar   Parameters:      this (Bar) : - The bar object with the open and close times   Returns: - The time range that the bar is in getBarNow()   getBarNow - Get the current bar object with time and time_close timestamps   Returns: - The current bar getFixedBarNow()   getFixedBarNow - Get the current bar with fixed width defined by the timeframe. Note: There are case like SPX 15min timeframe where the last session bar is only 10min. This will return a bar of 15 minutes   Returns: - The current bar method is_in_window(this, win)   is_in_window - Check if the given bar is between the start and end dates of the window   Namespace types: Bar   Parameters:      this (Bar) : - The bar to check if it is between the from and to datetimes of the window      win (DateTimeWindow) : - The time window object with the from and to datetimes   Returns: - Whether the current bar is inside the datetime window method is_in_timerange(this, rng)   is_in_timerange - Check if the given bar is inside the session time range   Namespace types: Bar   Parameters:      this (Bar) : - The bar to check if it is between the from and to datetimes      rng (SessionTimeRange) : - The session time range object with the start and end time of the daily session   Returns: - Whether the bar is inside the session time range and if this part of the next trading day method is_in_days(this, days)   is_in_days - Check if the given bar is inside the session days   Namespace types: Bar   Parameters:      this (Bar) : - The bar to check if its day is a trading day      days (SessionDays) : - The session days object with the day selection   Returns: - Whether the current bar day is inside the session method is_in_session(this, sess)   is_in_session - Check if the given bar is inside the session as defined by the input params (what "not na(time(timeframe.period, this.to_sess_string()) )" should return if you could write it   Namespace types: Bar   Parameters:      this (Bar) : - The bar to check if it is between the from and to datetimes      sess (UserSession) : - The user-defined session object with the day and the time range selection   Returns: - Whether the current time is inside the session method next_bar(this, offsetBars)   next_bar - Predicts the next bars open and close time based on the charts session   Namespace types: ChartSession   Parameters:      this (ChartSession) : - The chart session object that contains the days and the time range shown in the chart      offsetBars (simple int) : - The number of bars forward   Returns: - Whether the current time is inside the session DateTimeWindow   DateTimeWindow - Object that represents a datetime window with a beginning and an end   Fields:      fromDateTime (series int) : - The beginning of the datetime window      toDateTime (series int) : - The end of the datetime window SessionDays   SessionDays - Object that represent the trading days of the week   Fields:      days (map) : - The map that contains all days of the week and their session flag SessionTime   SessionTime - Object that represents the time (hour and minutes)   Fields:      hourInDay (series int) : - The hour of the day that ranges from 0 to 24      minuteInHour (series int) : - The minute of the hour that ranges from 0 to 59      minuteInDay (series int) : - The minute of the day that ranges from 0 to 1440. They will be calculated based on hourInDay and minuteInHour when method is called SessionTimeRange   SessionTimeRange - Object that represents a range that extends from the start to the end time   Fields:      startTime (SessionTime) : - The beginning of the time range      endTime (SessionTime) : - The end of the time range      isOvernight (series bool) : - Whether or not this is an overnight time range UserSession   UserSession - Object that represents a user-defined session   Fields:      days (SessionDays) : - The map of the user-defined trading days      timeRanges (SessionTimeRange ) : - The array with all time ranges of the user-defined session during the trading days Bar   Bar - Object that represents the bars' open and close times   Fields:      openUnixTime (series int) : - The open time of the bar      closeUnixTime (series int) : - The close time of the bar      chartDayOfWeek (series int) ChartSession   ChartSession - Object that represents the default session that is shown in the chart   Fields:      days (SessionDays) : - A map with the trading days shown in the chart      timeRange (SessionTimeRange) : - The time range of the session during a trading day      isFinalized (series bool)
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thetradingbot tarafından
High Risk Trading TimeLibrary "HighRiskTradingTime" Utilities for time range labeling openTime() timeMinInDay(t, timezone)   Convert given time to minutes of day   Parameters:      t (int) : Time      timezone (string) : Timezone of the input h:m @return Minutes of day All exported functions args should be typified timeMinInDayManual(h, m)   Convert given hour and minute to minutes of day   Parameters:      h (int) : Hour in a day      m (int) : Minute in a day isForexHighRiskTime()   Return if current time is High Risk for Forex
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daviddwlee84 tarafından
TimeFormattingLibraryLibrary "TimeFormattingLibrary" Time formatting functions: formating functions to make timestrings more human readable friendly (for both fixed time and time-elapsed). Also functions for last and first instance in month of day of week input. Also a function for identifying bank holiday Mondays. timeFormatFxn(showDayOfWeek, showDayOfMonth, showMonth, showYear, showHrMin, _time, _timezone)   converts time into readable format   Parameters:      showDayOfWeek (bool) : if you want to show day of week (i.e. Mon, Tues etc)      showDayOfMonth (bool) : if you want to show day number of month with superscript ordinals (i.e. 1ˢᵗ, 2ⁿᵈ, etc)      showMonth (bool) : if you want to show the month (i.e. Jan, Feb, etc)      showYear (bool) : if you want to show the year (i.e. 2023)      showHrMin (bool) : if you want to show time in 24hr clock format      _time (int) : is the unix time (i.e. time or time_close)      _timezone (string) : the user timezone input as string (e.g. "America/New_York", "UTC-5", "GMT+0530")   Returns: time date string timeElapsedFxn(timespan)   converts timespan into readable format   Parameters:      timespan (int) : is the length of time in milliseconds to be converted into a human readable string   Returns: timespan string (whether it be a for showing 'time-elapsed' or for showing a 'countdown timer') isFirstXdayofmonth(_dayofweek)   gives bool result for when first occurence in month of the day-of-week input   Parameters:      _dayofweek (int) : (can be integer 1-7 or can be dayofweek variable; i.e. dayofweek.wednesday) isLastXdayofmonth(_dayofweek)   gives bool result for when last occurence in month of the day-of-week input   Parameters:      _dayofweek (int) : (can be integer 1-7 or can be dayofweek variable; i.e. dayofweek.wednesday) wasBankHolidayMonday()   gives bool result for if yesterday was a bank holiday monday. Only for use with with request.security() function, see example code below
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twingall tarafından
MarketHolidaysLibrary "MarketHolidays" The MarketHolidays library compiles market holidays (including historical special market closures) into arrays, which can then be utilized in TradingView indicators and strategies to account for non-trading days. The datasets were split into different libraries to overcome compiling limitations, streamline the process of removing specific time frames if not needed, and to enhance code execution speed. The timestamps are generated using a custom Python script that employs the 'pandas_market_calendars' library. To build your own set of arrays, you can find the script and instructions at github.com getHolidays(_country)   The getHolidays function aggregates holiday data from different time periods to create a single array with market holidays for a specified country.   Parameters:      _country (string) : The country code for which to retrieve market holidays. Accepts syminfo.country or pre-set country code in ISO 3166-1 alpha-2 format.   Returns: An array of timestamps of market holidays \ non-trading days for the given country.
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Protervus tarafından
3
holidays_2020to2025Library "holidays_2020to2025" This dataset is part of my "MarketHolidays" library. The datasets were split into different libraries to overcome compiling limitations, streamline the process of removing specific time frames if not needed, and to enhance code execution speed. The timestamps are generated using a custom Python script that employs the 'pandas_market_calendars' library. To build your own set of arrays, you can find the script and instructions at github.com holidays(_country)   Parameters:      _country (string)
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Protervus tarafından
holidays_2015to2020Library "holidays_2015to2020" This dataset is part of my "MarketHolidays" library. The datasets were split into different libraries to overcome compiling limitations, streamline the process of removing specific time frames if not needed, and to enhance code execution speed. The timestamps are generated using a custom Python script that employs the 'pandas_market_calendars' library. To build your own set of arrays, you can find the script and instructions at github.com holidays(_country)   Parameters:      _country (string)
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Protervus tarafından
holidays_2010to2015Library "holidays_2010to2015" This dataset is part of my "MarketHolidays" library. The datasets were split into different libraries to overcome compiling limitations, streamline the process of removing specific time frames if not needed, and to enhance code execution speed. The timestamps are generated using a custom Python script that employs the 'pandas_market_calendars' library. To build your own set of arrays, you can find the script and instructions at github.com holidays(_country)   Parameters:      _country (string)
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holidays_2005to2010Library "holidays_2005to2010" This dataset is part of my "MarketHolidays" library. The datasets were split into different libraries to overcome compiling limitations, streamline the process of removing specific time frames if not needed, and to enhance code execution speed. The timestamps are generated using a custom Python script that employs the 'pandas_market_calendars' library. To build your own set of arrays, you can find the script and instructions at github.com holidays(_country)   Parameters:      _country (string)
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holidays_2000to2005Library "holidays_2000to2005" This dataset is part of my "MarketHolidays" library. The datasets were split into different libraries to overcome compiling limitations, streamline the process of removing specific time frames if not needed, and to enhance code execution speed. The timestamps are generated using a custom Python script that employs the 'pandas_market_calendars' library. To build your own set of arrays, you can find the script and instructions at github.com holidays(_country)   Parameters:      _country (string)
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holidays_1990to2000Library "holidays_1990to2000" This dataset is part of my "MarketHolidays" library. The datasets were split into different libraries to overcome compiling limitations, streamline the process of removing specific time frames if not needed, and to enhance code execution speed. The timestamps are generated using a custom Python script that employs the 'pandas_market_calendars' library. To build your own set of arrays, you can find the script and instructions at github.com holidays(_country)   Parameters:      _country (string)
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holidays_1980to1990Library "holidays_1980to1990" This dataset is part of my "MarketHolidays" library. The datasets were split into different libraries to overcome compiling limitations, streamline the process of removing specific time frames if not needed, and to enhance code execution speed. The timestamps are generated using a custom Python script that employs the 'pandas_market_calendars' library. To build your own set of arrays, you can find the script and instructions at github.com holidays(_country)   Parameters:      _country (string)
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holidays_1970to1980Library "holidays_1970to1980" This dataset is part of my "MarketHolidays" library. The datasets were split into different libraries to overcome compiling limitations, streamline the process of removing specific time frames if not needed, and to enhance code execution speed. The timestamps are generated using a custom Python script that employs the 'pandas_market_calendars' library. To build your own set of arrays, you can find the script and instructions at github.com holidays(_country)   Parameters:      _country (string)
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holidays_1962to1970Library "holidays_1962to1970" This dataset is part of my "MarketHolidays" library. The datasets were split into different libraries to overcome compiling limitations, streamline the process of removing specific time frames if not needed, and to enhance code execution speed. The timestamps are generated using a custom Python script that employs the 'pandas_market_calendars' library. To build your own set of arrays, you can find the script and instructions at github.com holidays(_country)   Parameters:      _country (string)
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chrono_utilsLibrary "chrono_utils" 📝 Description Collection of objects and common functions that are related to datetime windows session days and time ranges. The main purpose of this library is to handle time-related functionality and make it easy to reason about a future bar checking if it will be part of a predefined session and/or inside a datetime window. All existing session functionality I found in the documentation e.g. "not na(time(timeframe, session, timezone))" are not suitable for strategy scripts, since the execution of the orders is delayed by one bar, due to the script execution happening at the bar close. Moreover, a history operator with a negative value that looks forward is not allowed in any pinescript expression. So, a prediction for the next bar using the bars_back argument of "time()"" and "time_close()" was necessary. Thus, I created this library to overcome this small but very important limitation. In the meantime, I added useful functionality to handle session-based behavior. An interesting utility that emerged from this development is data anomaly detection where a comparison between the prediction and the actual value is happening. If those two values are different then a data inconsistency happens between the prediction bar and the actual bar (probably due to a holiday, half session day, a timezone change etc..) 🤔 How to Guide To use the functionality this library provides in your script you have to import it first! Copy the import statement of the latest release by pressing the copy button below and then paste it into your script. Give a short name to this library so you can refer to it later on. The import statement should look like this: import jason5480/chrono_utils/2 as chr To check if a future bar will be inside a window first of all you have to initialize a DateTimeWindow object. A code example is the following: var dateTimeWindow = chr.DateTimeWindow.new().init(fromDateTime = timestamp('01 Jan 2023 00:00'), toDateTime = timestamp('01 Jan 2024 00:00')) Then you have to "ask" the dateTimeWindow if the future bar defined by an offset (default is 1 that corresponds th the next bar), will be inside that window: // Filter bars outside of the datetime window bool dateFilterApproval = dateTimeWindow.is_bar_included() You can visualize the result by drawing the background of the bars that are outside the given window: bgcolor(color = dateFilterApproval ? na : color.new(color.fuchsia, 90), offset = 1, title = 'Datetime Window Filter') In the same way, you can "ask" the Session if the future bar defined by an offset it will be inside that session. First of all, you should initialize a Session object. A code example is the following: var sess = chr.Session.new().from_sess_string(sess = '0800-1700:23456', refTimezone = 'UTC') Then check if the given bar defined by the offset (default is 1 that corresponds th the next bar), will be inside the session like that: // Filter bars outside the sessions bool sessionFilterApproval = view.sess.is_bar_included() You can visualize the result by drawing the background of the bars that are outside the given session: bgcolor(color = sessionFilterApproval ? na : color.new(color.red, 90), offset = 1, title = 'Session Filter') In case you want to visualize multiple session ranges you can create a SessionView object like that: var view = SessionView.new().init(SessionDays.new().from_sess_string('2345'), array.from(SessionTimeRange.new().from_sess_string('0800-1600'), SessionTimeRange.new().from_sess_string('1300-2200')), array.from('London', 'New York'), array.from(color.blue, color.orange)) and then call the draw method of the SessionView object like that: view.draw() 🏋️‍♂️ Please refer to the "EXAMPLE DATETIME WINDOW FILTER" and "EXAMPLE SESSION FILTER" regions of the script for more advanced code examples of how to utilize the full potential of this library, including user input settings and advanced visualization! ⚠️ Caveats As I mentioned in the description there are some cases that the prediction of the next bar is not accurate. A wrong prediction will affect the outcome of the filtering. The main reasons this could happen are the following: Public holidays when the market is closed Half trading days usually before public holidays Change in the daylight saving time (DST) A data anomaly of the chart, where there are missing and/or inconsistent data. A bug in this library (Please report by PM sending the symbol, timeframe, and settings) Special thanks to @robbatt and @skinra for the constructive feedback 🏆. Without them, the exposed API of this library would be very lengthy and complicated to use. Thanks to them, now the user of this library will be able to get the most, with only a few lines of code!
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jason5480 tarafından
6
SessionVolumeProfileLibrary "SessionVolumeProfile" Analyzes price & volume during regular trading hours to provide a session volume profile analysis. The primary goal of this library is to provide the developer with three values: the value area high, low and the point of control. The library also provides methods for rendering the value areas and histograms. To learn more about this library and how you can use it, click on the website link in my profile where you will find a blog post with detailed information. debug(vp, position)   Helper function to write some information about the supplied SVP object to the screen in a table.   Parameters:      vp (Object) : The SVP object to debug      position (string) : The position.* to place the table. Defaults to position.bottom_center getLowerTimeframe()   Depending on the timeframe of the chart, determines a lower timeframe to grab volume data from for the analysis   Returns: The timeframe string to fetch volume for get(volumeProfile, lowerTimeframeHigh, lowerTimeframeLow, lowerTimeframeVolume)   Populated the provided SessionVolumeProfile object with vp data on the session.   Parameters:      volumeProfile (Object) : The SessionVolumeProfile object to populate      lowerTimeframeHigh (float ) : The lower timeframe high values      lowerTimeframeLow (float ) : The lower timeframe low values      lowerTimeframeVolume (float ) : The lower timeframe volume values drawPriorValueAreas(todaySessionVolumeProfile, extendYesterdayOverToday, showLabels, labelSize, pocColor, pocStyle, pocWidth, vahlColor, vahlStyle, vahlWidth, vaColor)   Given a SessionVolumeProfile Object, will render the historical value areas for that object.   Parameters:      todaySessionVolumeProfile (Object) : The SessionVolumeProfile Object to draw      extendYesterdayOverToday (bool) : Defaults to true      showLabels (bool) : Defaults to true      labelSize (string) : Defaults to size.small      pocColor (color) : Defaults to #e500a4      pocStyle (string) : Defaults to line.style_solid      pocWidth (int) : Defaults to 1      vahlColor (color) : The color of the value area high/low lines. Defaults to #1592e6      vahlStyle (string) : The style of the value area high/low lines. Defaults to line.style_solid      vahlWidth (int) : The width of the value area high/low lines. Defaults to 1      vaColor (color) : The color of the value area background. Defaults to #00bbf911) drawHistogram(volumeProfile, bgColor, showVolumeOnHistogram)   Given a SessionVolumeProfile object, will render the histogram for that object.   Parameters:      volumeProfile (Object) : The SessionVolumeProfile object to draw      bgColor (color) : The baseline color to use for the histogram. Defaults to #00bbf9      showVolumeOnHistogram (bool) : Show the volume amount on the histogram bars. Defaults to false. Object   Fields:      numberOfRows (series__integer)      valueAreaCoverage (series__integer)      trackDevelopingVa (series__bool)      valueAreaHigh (series__float)      pointOfControl (series__float)      valueAreaLow (series__float)      startTime (series__integer)      endTime (series__integer)      dayHigh (series__float)      dayLow (series__float)      step (series__float)      pointOfControlLevel (series__integer)      valueAreaHighLevel (series__integer)      valueAreaLowLevel (series__integer)      volumeRows (array__float)      priceLevelRows (array__float)      ltfSessionHighs (array__float)      ltfSessionLows (array__float)      ltfSessionVols (array__float)
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jmosullivan tarafından
26