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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
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247 lines
6.8 KiB
Python
247 lines
6.8 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 dateutil.relativedelta import MO
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from pandas import DateOffset, Timestamp
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from pandas.tseries.holiday import (
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EasterMonday,
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GoodFriday,
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Holiday,
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previous_friday,
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sunday_to_monday,
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weekend_to_monday,
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)
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from zoneinfo import ZoneInfo
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from .common_holidays import (
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anzac_day,
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boxing_day,
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christmas,
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new_years_day,
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weekend_boxing_day,
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weekend_christmas,
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)
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from .exchange_calendar import ExchangeCalendar, HolidayCalendar
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NewYearsDay = new_years_day(observance=weekend_to_monday)
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# "Celebrating Australia: A history of Australia Day" Elizabeth Kwan
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# https://www.australiaday.org.au/storage/celebratingaustralia.pdf
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# present rule follows the 1994 agreement between the States to
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# synchronize the holiday with weekends mondayized
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AustraliaDay = Holiday(
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"Australia Day",
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month=1,
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day=26,
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start_date=Timestamp("1994-01-01"),
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observance=weekend_to_monday,
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)
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# prior to 1993 the holiday was observed on the Monday
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# following, or on, the 26th of January
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AustraliaDayPre88 = Holiday(
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"Australia Day",
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month=1,
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day=26,
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start_date=Timestamp("1960-01-01"),
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end_date=Timestamp("1987-12-31"),
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offset=DateOffset(weekday=MO(1)),
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)
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# The 1988 Bi-Centennial celebrations saw an extra holiday
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# and Australia Day observed on the actual date
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AustraliaDay1988 = Holiday(
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"Australia Day",
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month=1,
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day=26,
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start_date=Timestamp("1988-01-01"),
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end_date=Timestamp("1988-12-31"),
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)
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# ASX did not close for Australia Day in 1993 since
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# States observed different dates prior to 1994
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AustraliaDayPost88Pre93 = Holiday(
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"Australia Day",
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month=1,
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day=26,
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start_date=Timestamp("1989-01-01"),
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end_date=Timestamp("1992-12-31"),
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offset=DateOffset(weekday=MO(1)),
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)
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# Anzac Day was observed on Monday when it fell on a Sunday in
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# 2010 but that does not appear to have been the case previously.
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# ANZAC Day observance was a special case in 2010
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AnzacDayNonMondayized = anzac_day(end_date="2010")
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AnzacDay2010 = anzac_day(
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observance=sunday_to_monday, start_date="2010", end_date="2011"
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)
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AnzacDay = anzac_day(start_date="2011")
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# When Easter Monday and Anzac Day coincided in 2011, Easter Tuesday was
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# also observed as a public holiday. Note that this isn't defined as a
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# rule, because it will happen next in 2095 (and then in 2163), and
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# there isn't a great way to tell how this will be handled at that point.
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EasterTuesday2011AdHoc = Timestamp("2011-04-26")
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QueensBirthday = Holiday(
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"Queen's Birthday",
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month=6,
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day=1,
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end_date="2023",
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offset=[DateOffset(weekday=MO(2))],
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)
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KingsBirthday = Holiday(
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"Kings's Birthday",
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month=6,
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day=1,
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start_date="2023",
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offset=[DateOffset(weekday=MO(2))],
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)
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# ASX cash markets (but NOT ASX 24!) usually have a couple of early
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# closes for the last trading day before Christmas and also the last day
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# of the Calendar year. There was an exception to this in 2022 (see below).
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#
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# Sources:
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# https://www.asx.com.au/markets/market-resources/trading-hours-calendar/cash-market-trading-hours/trading-calendar
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LastTradingDayBeforeChristmasPre2022 = Holiday(
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"Last Trading Day Before Christmas",
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month=12,
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day=24,
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start_date="2010",
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end_date="2022",
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observance=previous_friday,
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)
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LastTradingDayBeforeChristmasPost2022 = Holiday(
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"Last Trading Day Before Christmas",
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month=12,
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day=24,
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start_date="2023",
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observance=previous_friday,
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)
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Christmas = christmas()
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WeekendChristmas = weekend_christmas()
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BoxingDay = boxing_day()
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WeekendBoxingDay = weekend_boxing_day()
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LastTradingDayOfCalendarYearPre2022 = Holiday(
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"Last Trading Day Of Calendar Year",
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month=12,
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day=31,
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start_date="2010",
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end_date="2022",
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observance=previous_friday,
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)
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LastTradingDayOfCalendarYearPost2022 = Holiday(
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"Last Trading Day Of Calendar Year",
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month=12,
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day=31,
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start_date="2023",
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observance=previous_friday,
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)
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# additional ad-hoc holidays
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NYEMonday1984AdHoc = Timestamp("1984-12-31")
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NYEMonday1990AdHoc = Timestamp("1990-12-31")
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Bicentennial1988 = Timestamp("1988-01-25")
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Y2KTesting = Timestamp("1999-12-31")
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QueenMourning2022 = Timestamp("2022-09-22")
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class XASXExchangeCalendar(ExchangeCalendar):
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"""
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Calendar for the Australian Securities Exchange in Sydney.
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Open Time: 10:00 AM, Australian Eastern Time
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Close Time: 4:00 PM, Australian Eastern Time
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Regularly-Observed Holidays:
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- New Year's Day
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- Australia Day
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- Good Friday
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- Easter Monday
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- Anzac Day
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- Queen's Birthday
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- Christmas Day
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- Boxing Day
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Early Closes:
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- Last trading day before Christmas
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- Last trading day of the calendar year
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"""
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regular_early_close = time(14, 10)
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name = "XASX"
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tz = ZoneInfo("Australia/Sydney")
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open_times = ((None, time(10)),) # Zipline compatability (10,1); else (10,0)
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close_times = ((None, time(16)),)
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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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AustraliaDay,
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AustraliaDayPre88,
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AustraliaDay1988,
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AustraliaDayPost88Pre93,
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GoodFriday,
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EasterMonday,
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AnzacDayNonMondayized,
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AnzacDay2010,
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AnzacDay,
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QueensBirthday,
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KingsBirthday,
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Christmas,
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WeekendChristmas,
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BoxingDay,
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WeekendBoxingDay,
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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 [
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EasterTuesday2011AdHoc,
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NYEMonday1984AdHoc,
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NYEMonday1990AdHoc,
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Bicentennial1988,
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Y2KTesting,
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QueenMourning2022,
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]
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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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self.regular_early_close,
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HolidayCalendar(
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[
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LastTradingDayBeforeChristmasPre2022,
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LastTradingDayOfCalendarYearPre2022,
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LastTradingDayBeforeChristmasPost2022,
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LastTradingDayOfCalendarYearPost2022,
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]
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),
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),
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]
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