optimized backtesting effiency

backend/indicators/sessions.py

@@ -0,0 +1,34 @@
+from datetime import time
+
+SESSIONS_EST = {
+    "asian": (time(19, 0), time(3, 0)),
+    "london": (time(2, 0), time(5, 0)),
+    "new_york": (time(7, 0), time(10, 0)),
+    "london_close": (time(10, 0), time(12, 0)),
+}
+
+def in_session(candle_time, session_name):
+    t = candle_time.time()
+    start, end = SESSIONS_EST[session_name]
+    if start > end:  # crosses midnight
+        return t >= start or t < end
+    return start <= t < end
+
+def get_session(candle_time):
+    for name in SESSIONS_EST:
+        if in_session(candle_time, name):
+            return name
+    return "off_hours"
+
+def filter_by_session(candles, session_name):
+    return [c for c in candles if in_session(c.time_open, session_name)]
+
+def get_asian_range(candles):
+    asian = filter_by_session(candles, "asian")
+    if not asian:
+        return None
+    return {
+        "high": max(c.high for c in asian),
+        "low": min(c.low for c in asian),
+        "mid": (max(c.high for c in asian) + min(c.low for c in asian)) / 2,
+    }