enhancing backtesting functionality
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@@ -1,5 +1,6 @@
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from datetime import time
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# EST sessions (for histdata CSVs)
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SESSIONS_EST = {
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"asian": (time(19, 0), time(3, 0)),
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"london": (time(2, 0), time(5, 0)),
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@@ -8,25 +9,42 @@ SESSIONS_EST = {
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"london_ny_overlap": (time(8, 0), time(10, 0)),
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}
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# UTC+2 sessions (for MetaTrader exported CSVs)
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SESSIONS_MT5 = {
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"asian": (time(2, 0), time(10, 0)),
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"london": (time(9, 0), time(12, 0)),
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"new_york": (time(14, 0), time(17, 0)),
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"london_close": (time(17, 0), time(19, 0)),
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"london_ny_overlap": (time(15, 0), time(17, 0)),
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}
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# Active session map (switch based on data source)
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_active_sessions = SESSIONS_EST
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def set_timezone(tz="est"):
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global _active_sessions
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if tz.lower() in ("mt5", "utc+2", "server"):
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_active_sessions = SESSIONS_MT5
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else:
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_active_sessions = SESSIONS_EST
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def in_session(candle_time, session_name):
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if session_name == "all":
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return True
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if session_name not in SESSIONS_EST:
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if session_name not in _active_sessions:
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return True
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t = candle_time.time()
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start, end = SESSIONS_EST[session_name]
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start, end = _active_sessions[session_name]
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if start > end:
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return t >= start or t < end
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return start <= t < end
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def get_session(candle_time):
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for name in SESSIONS_EST:
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if name == "all":
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continue
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for name in _active_sessions:
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if in_session(candle_time, name):
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return name
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return "off_hours"
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