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82 lines
2.7 KiB
Python
82 lines
2.7 KiB
Python
from datetime import datetime, timezone
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from typing import Optional
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import ccxt
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from ccxt import ROUND_DOWN, ROUND_UP
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from freqtrade.util.datetime_helpers import dt_from_ts, dt_ts
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def timeframe_to_seconds(timeframe: str) -> int:
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"""
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Translates the timeframe interval value written in the human readable
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form ('1m', '5m', '1h', '1d', '1w', etc.) to the number
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of seconds for one timeframe interval.
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"""
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return ccxt.Exchange.parse_timeframe(timeframe)
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def timeframe_to_minutes(timeframe: str) -> int:
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"""
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Same as timeframe_to_seconds, but returns minutes.
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"""
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return ccxt.Exchange.parse_timeframe(timeframe) // 60
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def timeframe_to_msecs(timeframe: str) -> int:
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"""
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Same as timeframe_to_seconds, but returns milliseconds.
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"""
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return ccxt.Exchange.parse_timeframe(timeframe) * 1000
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def timeframe_to_resample_freq(timeframe: str) -> str:
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"""
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Translates the timeframe interval value written in the human readable
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form ('1m', '5m', '1h', '1d', '1w', etc.) to the resample frequency
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used by pandas ('1T', '5T', '1H', '1D', '1W', etc.)
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"""
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if timeframe == '1y':
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return '1YS'
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timeframe_seconds = timeframe_to_seconds(timeframe)
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timeframe_minutes = timeframe_seconds // 60
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resample_interval = f'{timeframe_seconds}s'
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if 10000 < timeframe_minutes < 43200:
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resample_interval = '1W-MON'
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elif timeframe_minutes >= 43200 and timeframe_minutes < 525600:
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# Monthly candles need special treatment to stick to the 1st of the month
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resample_interval = f'{timeframe}S'
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elif timeframe_minutes > 43200:
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resample_interval = timeframe
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return resample_interval
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def timeframe_to_prev_date(timeframe: str, date: Optional[datetime] = None) -> datetime:
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"""
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Use Timeframe and determine the candle start date for this date.
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Does not round when given a candle start date.
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:param timeframe: timeframe in string format (e.g. "5m")
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:param date: date to use. Defaults to now(utc)
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:returns: date of previous candle (with utc timezone)
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"""
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if not date:
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date = datetime.now(timezone.utc)
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new_timestamp = ccxt.Exchange.round_timeframe(
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timeframe, dt_ts(date), ROUND_DOWN) // 1000
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return dt_from_ts(new_timestamp)
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def timeframe_to_next_date(timeframe: str, date: Optional[datetime] = None) -> datetime:
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"""
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Use Timeframe and determine next candle.
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:param timeframe: timeframe in string format (e.g. "5m")
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:param date: date to use. Defaults to now(utc)
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:returns: date of next candle (with utc timezone)
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"""
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if not date:
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date = datetime.now(timezone.utc)
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new_timestamp = ccxt.Exchange.round_timeframe(
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timeframe, dt_ts(date), ROUND_UP) // 1000
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return dt_from_ts(new_timestamp)
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