OlympusTrader.utils package

Submodules

OlympusTrader.utils.timeframe module

class OlympusTrader.utils.timeframe.ITimeFrame(amount, unit)

Bases: object

A time interval specified in multiples of defined units (minute, day, etc)

Attributes:

amount_value (int): The number of multiples of the ITimeFrameUnit interval unit_value (ITimeFrameUnit): The base unit of time interval that is used to measure the TimeFrame

Raises:

ValueError: Raised if the amount_value and unit_value are not consistent with each other

add_time_increment(time: datetime, periods: int) → datetime

Add the time increment to the current time

property amount: int

Returns the amount_value field

Returns:

int: amount_value field

amount_value: int
get_next_time_increment(time: datetime) → datetime

Get the next time frame increment

get_time_increment(time: datetime) → datetime

Get the current time frame

is_time_increment(time: datetime) → bool

return true if the current date time is in the frequency of the time of X min increments Args:

time (datetime): current time resolution (TimeFrame): TimeFrame object frequency (int, optional): frequency of the time. Defaults to 5.

Returns:

bool: True if the current date time is in the frequency of the time of X Time Unit increments

Note: This will just match the Time Unit, not the exact time of the day. so will pass if the time is 12:00:00 or 12:00:59 same with dates and months Note: if your using this to execute a trade, you should check if the market is open first before executing a trade

resample_bars_from_timeframe(df: DataFrame, base_timeframe: Self) → tuple[bool, DataFrame]

Resample the bars from a dataframe to the specified timeframe

to_timeDelta() → timedelta

Return the TimeDelta object of the TimeFrame

property unit: ITimeFrameUnit

Returns the ITimeFrameUnit field value of this TimeFrame object

Returns:

ITimeFrameUnit: unit_value field

unit_value: ITimeFrameUnit
static validate_timeframe(amount: int, unit: ITimeFrameUnit)

Validates the amount value against the ITimeFrameUnit value for consistency

Args:

amount (int): The number of multiples of unit unit (ITimeFrameUnit): The base unit of time interval the TimeFrame is measured by

Raises:

ValueError: Raised if the values of amount and unit are not consistent with each other

property value: str

Returns a string representation of this TimeFrame object for API consumption

Returns:

str: string representation of this timeframe

class OlympusTrader.utils.timeframe.ITimeFrameUnit(*values)

Bases: str, Enum

Quantity of time used as unit

Day: str = 'Day'
Hour: str = 'Hour'
Minute: str = 'Min'
Month: str = 'Month'
Week: str = 'Week'

OlympusTrader.utils.tools module

class OlympusTrader.utils.tools.ITradingTools(strategy)

Bases: object

STRATEGY = None
calculateTimeToLive(price: float, entry: float, ATR: float, additional: int = 2) → int

Calculate the time to live for a given price and entry based on the ATR

dynamic_round(v: float, symbol: str) → float

Round float depending on log10 decimal places

get_all_unrealized_pnl() → float

Calculate unrealized PnL for a given symbol

get_filled_insights() → list

Get all filled insights

get_unrealized_pnl(symbol: str) → float

Calculate unrealized PnL for a given symbol

quantity_round(v: float, symbol: str) → float

Round float depending on log10 decimal places

OlympusTrader.utils.tools.dynamic_round(v: float) → float

Round float depending on log10 decimal places

OlympusTrader.utils.types module

class OlympusTrader.utils.types.AttributeDict

Bases: dict

This is adds functions to the dictionary class, no other modifications. This gives dictionaries abilities like: print(account.BTC) -> {‘available’: 1, ‘hold’: 0} account.BTC = “cool” print(account.BTC) -> cool Basically you can get and set attributes with a dot instead of [] - like dict.available rather than

dict[‘available’]

Module contents