moen0
79 lines
2.2 KiB
Python
79 lines
2.2 KiB
Python
from datetime import time
|
|
|
|
# EST sessions (for histdata CSVs)
|
|
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)),
|
|
"london_ny_overlap": (time(8, 0), time(10, 0)),
|
|
}
|
|
|
|
# UTC+2 sessions (for MetaTrader exported CSVs)
|
|
SESSIONS_MT5 = {
|
|
"asian": (time(2, 0), time(10, 0)),
|
|
"london": (time(9, 0), time(12, 0)),
|
|
"new_york": (time(14, 0), time(17, 0)),
|
|
"london_close": (time(17, 0), time(19, 0)),
|
|
"london_ny_overlap": (time(15, 0), time(17, 0)),
|
|
}
|
|
|
|
# Active session map (switch based on data source)
|
|
_active_sessions = SESSIONS_EST
|
|
|
|
|
|
def get_sessions_for_tz(tz="est"):
|
|
if tz and tz.lower() in ("mt5", "utc+2", "server"):
|
|
return SESSIONS_MT5
|
|
return SESSIONS_EST
|
|
|
|
|
|
def set_timezone(tz="est"):
|
|
global _active_sessions
|
|
_active_sessions = get_sessions_for_tz(tz)
|
|
|
|
|
|
def in_session(candle_time, session_name, sessions_map=None):
|
|
if session_name == "all":
|
|
return True
|
|
active = sessions_map or _active_sessions
|
|
if session_name not in active:
|
|
return True
|
|
|
|
t = candle_time.time()
|
|
start, end = active[session_name]
|
|
if start > end:
|
|
return t >= start or t < end
|
|
return start <= t < end
|
|
|
|
|
|
def get_session(candle_time, sessions_map=None):
|
|
active = sessions_map or _active_sessions
|
|
for name in active:
|
|
if in_session(candle_time, name, sessions_map=active):
|
|
return name
|
|
return "off_hours"
|
|
|
|
|
|
def filter_by_session(candles, session_name, sessions_map=None):
|
|
active = sessions_map or _active_sessions
|
|
return [c for c in candles if in_session(c.time_open, session_name, sessions_map=active)]
|
|
|
|
|
|
def in_day_filter(candle_time, allowed_days):
|
|
if not allowed_days:
|
|
return True
|
|
return candle_time.weekday() in allowed_days
|
|
|
|
|
|
def get_asian_range(candles, sessions_map=None):
|
|
active = sessions_map or _active_sessions
|
|
asian = filter_by_session(candles, "asian", sessions_map=active)
|
|
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,
|
|
}
|