Frequency

class qf_lib.common.enums.frequency.Frequency(value)[source]

Bases: Enum

Frequency enumeration.

Attributes:

DAILY

Daily frequency

IRREGULAR

Irregular frequency

MIN_1

1 minute frequency

MIN_10

10 minutes frequency

MIN_15

15 minutes frequency

MIN_30

30 minutes frequency

MIN_5

5 minutes frequency

MIN_60

1 hour frequency

MONTHLY

Monthly frequency

QUARTERLY

Quarterly frequency

SEMI_ANNUALLY

Semi annually frequency

WEEKLY

Weekly frequency

YEARLY

Yearly frequency

Methods:

time_delta()

Maps the enum value into corresponding RelativeDelta.

DAILY = 252

Daily frequency

IRREGULAR = 0

Irregular frequency

MIN_1 = 98280

1 minute frequency

MIN_10 = 9828

10 minutes frequency

MIN_15 = 6552

15 minutes frequency

MIN_30 = 3276

30 minutes frequency

MIN_5 = 1965

5 minutes frequency

MIN_60 = 1638

1 hour frequency

MONTHLY = 12

Monthly frequency

QUARTERLY = 4

Quarterly frequency

SEMI_ANNUALLY = 2

Semi annually frequency

WEEKLY = 52

Weekly frequency

YEARLY = 1

Yearly frequency

time_delta() RelativeDelta[source]

Maps the enum value into corresponding RelativeDelta.

Return type:

RelativeDelta