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
129 lines
4.4 KiB
Python
129 lines
4.4 KiB
Python
from datetime import (
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time,
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datetime,
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timedelta,
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)
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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 (
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Holiday,
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sunday_to_monday,
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)
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from .common_holidays import (
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new_years_day,
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orthodox_good_friday,
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orthodox_easter_monday,
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)
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from .exchange_calendar import HolidayCalendar, ExchangeCalendar
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def sunday_to_tuesday(dt: datetime) -> datetime:
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"""
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If holiday falls on Sunday, use Tuesday instead.
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"""
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if dt.weekday() == 6:
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return dt + timedelta(2)
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return dt
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NewYearsDay = new_years_day(observance=sunday_to_tuesday)
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NewYearsDay2 = Holiday("New Year's Day", month=1, day=2, observance=sunday_to_monday)
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OrthodoxChristmas = Holiday("Christmas Holiday", month=1, day=7)
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StatehoodDay = Holiday(
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"Statehood Day of Serbia", month=2, day=15, observance=sunday_to_tuesday
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)
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StatehoodDay2 = Holiday(
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"Statehood Day of Serbia Holiday", month=2, day=16, observance=sunday_to_monday
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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 = Holiday("Labour Day", month=5, day=1, observance=sunday_to_tuesday)
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LabourDay2 = Holiday("Labour Day Holiday", month=5, day=2, observance=sunday_to_monday)
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ArmisticeDay = Holiday("Armistice Day", month=11, day=11, observance=sunday_to_monday)
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class XBELExchangeCalendar(ExchangeCalendar):
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"""
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Calendar for the Belgrade Stock Exchange (Serbia).
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https://www.belex.rs/eng/trzista_i_hartije/kalendar
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Open Time: 9:30 AM
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Close Time: 2:00 PM
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Regularly-Observed Holidays:
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- New Year's Day (Jan 1)
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- Orthodox Christmas (Jan 7)
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- Statehood Day (Feb 15-16)
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- Orthodox Good Friday
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- Orthodox Easter Monday
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- Labour Day (May 1-2)
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- Armistice Day (Nov 11)
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"""
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name = "XBEL"
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tz = ZoneInfo("Europe/Belgrade")
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open_times = ((None, time(9, 30)),)
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close_times = ((None, time(14, 00)),)
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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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NewYearsDay2,
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OrthodoxChristmas,
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StatehoodDay,
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StatehoodDay2,
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OrthodoxGoodFriday,
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OrthodoxEasterMonday,
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LabourDay,
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LabourDay2,
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ArmisticeDay,
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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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# Latest calendar: https://www.belex.rs/eng/trzista_i_hartije/kalendar
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# Historical calendars: https://www.belex.rs/eng/search_c/calendar
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# Exchange calendar 2025: https://www.belex.rs/data/2024/12/00140175_E.pdf
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# Exchange calendar 2024: https://www.belex.rs/data/2023/12/00135552_E.pdf
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# Exchange calendar 2023: https://www.belex.rs/data/2022/11/00130092_E.pdf
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# Exchange calendar 2022: https://www.belex.rs/data/2021/11/00124168_E.pdf
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# Exchange calendar 2021: https://www.belex.rs/data/2020/10/00117713_E.pdf
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misc_adhoc_holidays = [
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pd.Timestamp(
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"2025-12-31"
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), # Trading system maintenance, statistics and data migration
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pd.Timestamp(
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"2025-11-10"
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), # Relocation of CSDs servers and network equipment to a new address
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pd.Timestamp("2025-01-06"), # Security improvement of the trading platform
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pd.Timestamp("2025-01-03"), # Security improvement of the trading platform
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pd.Timestamp(
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"2024-12-31"
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), # Trading system maintenance, statistics and data migration
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pd.Timestamp(
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"2024-01-08"
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), # Day off for the second day of Orthodox Christmas
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pd.Timestamp(
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"2023-12-29"
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), # Trading system maintenance, statistics and data migration
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pd.Timestamp("2023-01-06"), # Market closed
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pd.Timestamp("2023-01-05"), # Market closed
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pd.Timestamp("2023-01-04"), # Market closed
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pd.Timestamp(
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"2022-12-30"
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), # Trading system maintenance, statistics and data migration
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pd.Timestamp("2021-01-08"), # Trading platform security upgrade
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pd.Timestamp(
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"2021-12-31"
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), # Trading system maintenance, statistics and data migration
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]
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return list(
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chain(
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misc_adhoc_holidays,
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)
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)
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