知微
fa45d8aa5f
- health_checklist.json: 192.168.1.122→node122
- ocr_client.py: docstring IP→node122
- docs/market-data-requirements.md: IP→node122
- 所有API调用通过ProxyHandler({})绕过系统代理
Privoxy对node122:18003返回500，直连正常
164 lines
4.2 KiB
Python
164 lines
4.2 KiB
Python
#
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# Copyright 2019 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from datetime import time
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from itertools import chain
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from zoneinfo import ZoneInfo
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import pandas as pd
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from pandas.tseries.holiday import EasterMonday, GoodFriday, Holiday
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from .common_holidays import (
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assumption_day,
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christmas,
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christmas_eve,
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epiphany,
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european_labour_day,
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new_years_day,
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orthodox_ash_monday,
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orthodox_good_friday,
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orthodox_easter_monday,
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orthodox_whit_monday,
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)
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from .exchange_calendar import HolidayCalendar, ExchangeCalendar
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NewYearsDay = new_years_day()
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Epiphany = epiphany()
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OrthodoxAshMonday = orthodox_ash_monday()
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NationalHoliday1 = Holiday(
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"Independence Day",
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month=3,
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day=25,
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)
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OrthodoxGoodFriday = orthodox_good_friday()
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OrthodoxEasterMonday = orthodox_easter_monday()
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LabourDay = european_labour_day()
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OrthodoxWhitMonday = orthodox_whit_monday()
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AssumptionDay = assumption_day()
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NationalHoliday2 = Holiday(
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"Ochi Day",
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month=10,
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day=28,
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)
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ChristmasEve = christmas_eve(start_date="2009")
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ChristmasDay = christmas()
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SecondDayOfChristmas = Holiday(
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"Second Day of Christmas",
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month=12,
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day=26,
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)
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class ASEXExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for the Athens Stock Exchange (ASEX).
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Open Time: 10:00 AM, EEST
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Close Time: 5:00 PM, EEST (until 2008-09-29)
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5:20 PM, EEST (starting 2008-09-29)
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Regularly-Observed Holidays:
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- New Year's Day
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- Epiphany (Jan 6)
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- Orthodox Ash Monday (48 days before Orthodox Easter Sunday)
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- National Holiday (Mar 25)
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- Good Friday
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- Easter Monday
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- Orthodox Good Friday
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- Orthodox Easter Monday
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- Labour Day (May 1)
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- Orthodox Whit Monday (50 days after Orthodox Easter Sunday)
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- Assumption Day (Aug 15)
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- National Holiday (Oct 28)
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- Christmas Eve
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- Christmas Day
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- Second Day of Christmas (Dec 26)
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Early Closes:
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- None
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"""
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name = "ASEX"
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tz = ZoneInfo("Europe/Athens")
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open_times = ((None, time(10)),)
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close_times = ((None, time(17, 00)), (pd.Timestamp("2008-09-29"), time(17, 20)))
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@property
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def regular_holidays(self):
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return HolidayCalendar(
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[
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NewYearsDay,
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Epiphany,
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OrthodoxEasterMonday,
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NationalHoliday1,
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GoodFriday,
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EasterMonday,
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OrthodoxGoodFriday,
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OrthodoxAshMonday,
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LabourDay,
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OrthodoxWhitMonday,
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AssumptionDay,
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NationalHoliday2,
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ChristmasEve,
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ChristmasDay,
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SecondDayOfChristmas,
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]
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)
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@property
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def adhoc_holidays(self):
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debt_crisis = pd.date_range("2015-06-29", "2015-07-31", freq="B")
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debt_crisis_holidays = [pd.Timestamp(str(date)) for date in debt_crisis]
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misc_adhoc_holidays = [
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# In 2002, market closed for unknown reason
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pd.Timestamp("2002-05-07"),
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# In 2004, Assumption Day fell on a sunday, observed on a Friday
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pd.Timestamp("2004-08-13"),
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# In 2008, worker strikes closed the market for 2 days in March
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pd.Timestamp("2008-03-04"),
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pd.Timestamp("2008-03-05"),
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# In 2013, May Day strikes closed the market
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pd.Timestamp("2013-05-07"),
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# In 2014, New Year's Eve was observed as a holiday
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pd.Timestamp("2014-12-31"),
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# In 2016, Labour Day fell on a Sunday, observed on Tuesday
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pd.Timestamp("2016-05-03"),
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]
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return list(
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chain(
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debt_crisis_holidays,
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misc_adhoc_holidays,
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)
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)
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