Add timeframe conversion module

2026-07-08 06:40:21 +00:00
parent add491f4d7
commit 54802ca094
1 changed files with 70 additions and 0 deletions
@@ -0,0 +1,70 @@
+"""Timeframe conversion between CCXT and MT5Bridge formats.
+
+CCXT uses short lowercase strings:  "1m", "5m", "15m", "30m", "1h", "4h", "1d"
+MT5Bridge uses prefixed identifiers: "TIMEFRAME_M1", "TIMEFRAME_M5", ...
+"""
+
+# CCXT format -> MT5Bridge format
+CCXT_TO_MT5 = {
+    "1m": "TIMEFRAME_M1",
+    "5m": "TIMEFRAME_M5",
+    "15m": "TIMEFRAME_M15",
+    "30m": "TIMEFRAME_M30",
+    "1h": "TIMEFRAME_H1",
+    "4h": "TIMEFRAME_H4",
+    "1d": "TIMEFRAME_D1",
+}
+
+# MT5Bridge format -> CCXT format (reverse mapping)
+MT5_TO_CXT = {v: k for k, v in CCXT_TO_MT5.items()}
+
+# Timeframe duration in seconds (used for time-based queries)
+CCXT_TIMEFRAME_SECONDS = {
+    "1m": 60,
+    "5m": 300,
+    "15m": 900,
+    "30m": 1800,
+    "1h": 3600,
+    "4h": 14400,
+    "1d": 86400,
+}
+
+
+def to_mt5(timeframe):
+    """Convert CCXT timeframe string to MT5Bridge format.
+
+    Args:
+        timeframe: CCXT timeframe (e.g. "1h", "1d")
+
+    Returns:
+        str: MT5Bridge timeframe (e.g. "TIMEFRAME_H1")
+
+    Raises:
+        ValueError: if timeframe is not supported
+    """
+    if timeframe not in CCXT_TO_MT5:
+        raise ValueError(
+            f"Unsupported timeframe '{timeframe}'. "
+            f"Supported: {sorted(CCXT_TO_MT5.keys())}"
+        )
+    return CCXT_TO_MT5[timeframe]
+
+
+def to_ccxt(timeframe):
+    """Convert MT5Bridge timeframe string to CCXT format.
+
+    Args:
+        timeframe: MT5Bridge timeframe (e.g. "TIMEFRAME_H1")
+
+    Returns:
+        str: CCXT timeframe (e.g. "1h")
+
+    Raises:
+        ValueError: if timeframe is unknown
+    """
+    if timeframe not in MT5_TO_CXT:
+        raise ValueError(
+            f"Unknown MT5Bridge timeframe '{timeframe}'. "
+            f"Supported: {sorted(MT5_TO_CXT.values())}"
+        )
+    return MT5_TO_CXT[timeframe]