Calendar Session Utility

Category: market_structure

A utility indicator that visualizes bar timing metadata, including session validity, open/close timestamps, and day of week mapping.

Formula

\text{isWeekday} = \text{dayofweek}(t) \in [2, 6] \\ \text{Output} = \begin{cases} \text{close} & \text{if } \text{isWeekday} \\ \text{na} & \text{otherwise} \end{cases}

Inputs

• Session (default: "0930-1600")

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