Library "time_filters" Collection of filters that related with time like sessions and datetime ranges. All existing session functions I found in the documentation e.g. not na(time(timeframe.period, sessionTimes)) are not suitable for strategies, since the execution of the entries and the exits are delayed by one bar. Thus I created this library to overcome this small but very important limitation.
is_in_date_range(fromDate, toDate, srcTimezone, dstTimezone, t) is_in_date_range - Check if the given time is between the start and end dates Parameters: fromDate: - The start date in UNIX time of the valid range toDate: - The end date in UNIX time of the valid range srcTimezone: - The timezone of reference for the 'from' and 'to' dates dstTimezone: - The target timezone to convert the 'from' and 'to' dates t: - The time to compare in UNIX format Returns: series of bool whether or not the time is inside the valid range
is_in_session(startTime, endTime, days, srcTimezone, dstTimezone, t) is_in_session - Check if the given time is inside the session as defined by the input params Parameters: startTime: - The sessionTime object with the use flag and the start time endTime: - The sessionTime object with the use flag and the end time days: - The sessionDays object with the use flag and marks for each day of the session srcTimezone: - The timezone of reference for the time ranges dstTimezone: - The target timezone to convert the time ranges t: - The current time to compare in UNIX format. Returns: series of bool whether or not the time is inside the session