37 lines
722 B
Python
37 lines
722 B
Python
"""Constants."""
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from enum import Enum, auto
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__all__ = ('ChartType', 'TimeFrame')
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class ChartType(Enum):
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BAR = auto()
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CANDLESTICK = auto()
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LINE = auto()
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class TimeFrame(Enum):
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M1 = auto()
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M5 = auto()
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M15 = auto()
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M30 = auto()
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H1 = auto()
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H4 = auto()
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D1 = auto()
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W1 = auto()
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MN = auto()
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ANNUAL_PERIOD = 252 # number of trading days in a year
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# # TODO: 6.5 - US trading hours (trading session); fix it for fx
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# ANNUALIZATION_FACTORS = {
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# TimeFrame.M1: int(252 * 6.5 * 60),
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# TimeFrame.M5: int(252 * 6.5 * 12),
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# TimeFrame.M15: int(252 * 6.5 * 4),
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# TimeFrame.M30: int(252 * 6.5 * 2),
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# TimeFrame.H1: int(252 * 6.5),
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# TimeFrame.D1: 252,
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# }
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