quantpylib.standards.intervals

Repo standards for time period intervals.

Period

Bases: Enum

Enumeration representing different time periods for supported data granularity.

Attributes:

Name	Type	Description
SECOND		Represents a second. Value s.
MINUTE		Represents a minute. Value m.
HOURLY		Represents an hour. Value h.
DAILY		Represents a day. Value d.
WEEKLY		Represents a week. Value w.
MONTHLY		Represents a month. Value M.
YEARLY		Represents a year. Value y.

get_span(granularity, granularity_multiplier, period_start=None, period_end=None, periods=None)

Get the time span based on the specified granularity and parameters. granularity, granularity_multipler and periods determine the span duration, if provided.

Parameters:

Name	Type	Description	Default
granularity	Period	The granularity of time period.	required
granularity_multiplier	int	The multiplier for the granularity.	required
period_start	datetime	The start of the time period. Defaults to None.	None
period_end	datetime	The end of the time period. Defaults to None.	None
periods	int	The number of periods. Defaults to None.	None

Returns:

Name	Type	Description
tuple		A tuple containing the (start,end) of timespan.

Raises:

Type	Description
InvalidPeriodConfig	If the period configuration is invalid.
AssertionError	If the provided parameters are invalid.

map_granularity_to_relativedelta(granularity, periods)

Map granularity and number of periods to dateutil.relativedelta.relativedelta object.

Parameters:

Name	Type	Description	Default
granularity	Period	The granularity of time period.	required
periods	int	The number of periods.	required

Returns:

Name	Type	Description
relativedelta		Relative delta representing the time period.

Raises:

Type	Description
AssertionError	If the granularity is not a supported type.