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
80 lines
2.0 KiB
Python
80 lines
2.0 KiB
Python
from datetime import time
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from itertools import chain
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from zoneinfo import ZoneInfo
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from pandas import Timestamp
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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 ExchangeCalendar
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from exchange_calendars.exchange_calendar import HolidayCalendar
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from exchange_calendars.us_holidays import (
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Christmas,
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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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class IEPAExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for ICE US (IEPA).
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Open Time: 8pm, America/New_York
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Close Time: 6pm, America/New_York
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https://www.theice.com/publicdocs/futures_us/ICE_Futures_US_Regular_Trading_Hours.pdf
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"""
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name = "IEPA"
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tz = ZoneInfo("America/New_York")
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open_times = ((None, time(20)),)
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close_times = ((None, time(18)),)
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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 special_closes(self):
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return [
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(
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time(13),
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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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USIndependenceDay,
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USLaborDay,
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USThanksgivingDay,
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]
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),
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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 list(
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chain(
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USNationalDaysofMourning,
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# ICE was only closed on the first day of the Hurricane Sandy
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# closings (was not closed on 2012-10-30)
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[Timestamp("2012-10-29")],
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)
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)
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@property
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def regular_holidays(self):
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# https://www.theice.com/publicdocs/futures_us/exchange_notices/NewExNot2016Holidays.pdf
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return HolidayCalendar([USNewYearsDay, GoodFriday, Christmas])
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