Add timeframe key to seconds map

l1_precision_fix
Tyler Goodlet 2022-05-03 16:30:10 -04:00
parent 40753ae93c
commit e4a900168d
1 changed files with 11 additions and 10 deletions

View File

@ -21,6 +21,7 @@ from __future__ import annotations
from typing import Any from typing import Any
import decimal import decimal
from bidict import bidict
import numpy as np import numpy as np
from pydantic import BaseModel from pydantic import BaseModel
# from numba import from_dtype # from numba import from_dtype
@ -47,16 +48,16 @@ base_ohlc_dtype = np.dtype(ohlc_fields)
# https://github.com/numba/numba/issues/4511 # https://github.com/numba/numba/issues/4511
# numba_ohlc_dtype = from_dtype(base_ohlc_dtype) # numba_ohlc_dtype = from_dtype(base_ohlc_dtype)
# map time frame "keys" to minutes values # map time frame "keys" to seconds values
tf_in_1m = { tf_in_1s = bidict({
'1m': 1, 1: '1s',
'5m': 5, 60: '1m',
'15m': 15, 60*5: '5m',
'30m': 30, 60*15: '15m',
'1h': 60, 60*30: '30m',
'4h': 240, 60*60: '1h',
'1d': 1440, 60*60*24: '1d',
} })
def mk_fqsn( def mk_fqsn(