Frequency¶
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class
qf_lib.common.enums.frequency.
Frequency
(value)[source]¶ Bases:
enum.Enum
Frequency enumeration.
Attributes
1 minute frequency
5 minutes frequency
10 minutes frequency
15 minutes frequency
30 minutes frequency
1 hour frequency
Daily frequency
Weekly frequency
Monthly frequency
Quarterly frequency
Semi annually frequency
Yearly frequency
Irregular frequency
Methods
Maps the enum value into corresponding RelativeDelta.
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DAILY
= 252¶ Daily frequency
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IRREGULAR
= 0¶ Irregular frequency
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MIN_1
= 98280¶ 1 minute frequency
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MIN_10
= 9828¶ 10 minutes frequency
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MIN_15
= 6552¶ 15 minutes frequency
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MIN_30
= 3276¶ 30 minutes frequency
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MIN_5
= 1965¶ 5 minutes frequency
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MIN_60
= 1638¶ 1 hour frequency
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MONTHLY
= 12¶ Monthly frequency
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QUARTERLY
= 4¶ Quarterly frequency
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SEMI_ANNUALLY
= 2¶ Semi annually frequency
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WEEKLY
= 52¶ Weekly frequency
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YEARLY
= 1¶ Yearly frequency
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