moen0
34 lines
1005 B
Python
34 lines
1005 B
Python
from datetime import time
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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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"new_york": (time(7, 0), time(10, 0)),
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"london_close": (time(10, 0), time(12, 0)),
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}
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def in_session(candle_time, session_name):
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t = candle_time.time()
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start, end = SESSIONS_EST[session_name]
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if start > end: # crosses midnight
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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 in_session(candle_time, name):
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return name
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return "off_hours"
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def filter_by_session(candles, session_name):
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return [c for c in candles if in_session(c.time_open, session_name)]
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def get_asian_range(candles):
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asian = filter_by_session(candles, "asian")
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if not asian:
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return None
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return {
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"high": max(c.high for c in asian),
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"low": min(c.low for c in asian),
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"mid": (max(c.high for c in asian) + min(c.low for c in asian)) / 2,
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} |