Time_Filter
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.
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.