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
112 lines
3.2 KiB
Python
112 lines
3.2 KiB
Python
#
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# Copyright 2018 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 zoneinfo import ZoneInfo
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from pandas.tseries.holiday import (
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GoodFriday,
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USLaborDay,
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USPresidentsDay,
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USThanksgivingDay,
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)
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from .exchange_calendar import HolidayCalendar, ExchangeCalendar
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from .us_holidays import (
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Christmas,
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ChristmasEveBefore1993,
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ChristmasEveInOrAfter1993,
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USBlackFridayInOrAfter1993,
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USIndependenceDay,
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USMartinLutherKingJrAfter1998,
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USMemorialDay,
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USNationalDaysofMourning,
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USNewYearsDay,
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)
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# Useful resources for making changes to this file:
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# http://www.cmegroup.com/tools-information/holiday-calendar.html
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class CMESExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for the Chicago Mercantile Exchange (CMES).
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Open Time: 5:00 PM, America/Chicago
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Close Time: 5:00 PM, America/Chicago
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Regularly-Observed Holidays:
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- New Years Day
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- Good Friday
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- Christmas
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"""
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name = "CMES"
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tz = ZoneInfo("America/Chicago")
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open_times = ((None, time(17)),)
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close_times = ((None, time(17)),)
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@property
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def open_offset(self):
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return -1
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@property
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def regular_holidays(self):
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# The CME has different holiday rules depending on the type of
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# instrument. For example, http://www.cmegroup.com/tools-information/holiday-calendar/files/2016-4th-of-july-holiday-schedule.pdf
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# shows that Equity, Interest Rate, FX, Energy, Metals & DME Products
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# close at 1200 CT on July 4, 2016, while Grain, Oilseed & MGEX
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# Products and Livestock, Dairy & Lumber products are completely
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# closed.
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# For now, we will treat the CME as having a single calendar, and just
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# go with the most conservative hours - and treat July 4 as an early
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# close at noon.
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return HolidayCalendar(
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[
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USNewYearsDay,
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GoodFriday,
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Christmas,
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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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return USNationalDaysofMourning
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@property
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def special_closes(self):
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return [
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(
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time(12),
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HolidayCalendar(
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[
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USMartinLutherKingJrAfter1998,
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USPresidentsDay,
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USMemorialDay,
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USLaborDay,
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USIndependenceDay,
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USThanksgivingDay,
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USBlackFridayInOrAfter1993,
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ChristmasEveBefore1993,
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ChristmasEveInOrAfter1993,
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]
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),
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)
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]
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