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
196 lines
4.6 KiB
Python
196 lines
4.6 KiB
Python
#
|
|
# Copyright 2019 Quantopian, Inc.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at
|
|
#
|
|
# http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
from datetime import time
|
|
from zoneinfo import ZoneInfo
|
|
|
|
from pandas.tseries.holiday import (
|
|
MO,
|
|
DateOffset,
|
|
Easter,
|
|
GoodFriday,
|
|
Holiday,
|
|
previous_friday,
|
|
)
|
|
from pandas.tseries.offsets import Day
|
|
|
|
from .common_holidays import (
|
|
christmas,
|
|
epiphany,
|
|
european_labour_day,
|
|
immaculate_conception,
|
|
maundy_thursday,
|
|
new_years_day,
|
|
new_years_eve,
|
|
)
|
|
from .exchange_calendar import HolidayCalendar, ExchangeCalendar
|
|
|
|
# Used for "first Monday on or after date"
|
|
next_monday_offset = DateOffset(weekday=MO(1))
|
|
|
|
NewYearsDay = new_years_day()
|
|
|
|
Epiphany = epiphany(offset=next_monday_offset)
|
|
|
|
StJosephsDay = Holiday(
|
|
"St. Joseph's Day (next Monday)",
|
|
month=3,
|
|
day=19,
|
|
offset=next_monday_offset,
|
|
)
|
|
|
|
MaundyThursday = maundy_thursday()
|
|
|
|
LabourDay = european_labour_day()
|
|
|
|
MondayAfterAscensionDay = Holiday(
|
|
"Monday After Ascension Day",
|
|
month=1,
|
|
day=1,
|
|
offset=[Easter(), Day(43)],
|
|
)
|
|
|
|
MondayAfterCorpusChristi = Holiday(
|
|
"Monday After Corpus Christi",
|
|
month=1,
|
|
day=1,
|
|
offset=[Easter(), Day(64)],
|
|
)
|
|
|
|
MondayAfterSacredHeart = Holiday(
|
|
"Monday After Sacred Heart",
|
|
month=1,
|
|
day=1,
|
|
offset=[Easter(), Day(71)],
|
|
)
|
|
|
|
StPeterAndStPaulDay = Holiday(
|
|
"St. Peter and St. Paul Day", month=6, day=29, offset=next_monday_offset
|
|
)
|
|
|
|
ColombiaIndependenceDay = Holiday(
|
|
"Colombian Independence Day",
|
|
month=7,
|
|
day=20,
|
|
)
|
|
|
|
BattleOfBoyaca = Holiday(
|
|
"Battle of Boyaca",
|
|
month=8,
|
|
day=7,
|
|
)
|
|
|
|
AssumptionDay = Holiday(
|
|
"Assumption Day (next Monday)",
|
|
month=8,
|
|
day=15,
|
|
offset=next_monday_offset,
|
|
)
|
|
|
|
DiaDeLaRaza = Holiday(
|
|
"Dia de la Raza",
|
|
month=10,
|
|
day=12,
|
|
offset=next_monday_offset,
|
|
)
|
|
|
|
AllSaintsDay = Holiday(
|
|
"All Saint's Day (next Monday)",
|
|
month=11,
|
|
day=1,
|
|
offset=next_monday_offset,
|
|
)
|
|
|
|
CartagenaIndependenceDay = Holiday(
|
|
"Cartagena Independence Day",
|
|
month=11,
|
|
day=11,
|
|
offset=next_monday_offset,
|
|
)
|
|
|
|
ImmaculateConception = immaculate_conception()
|
|
|
|
ChristmasDay = christmas()
|
|
|
|
LastTradingDay = new_years_eve(observance=previous_friday)
|
|
|
|
|
|
class XBOGExchangeCalendar(ExchangeCalendar):
|
|
"""
|
|
Exchange calendar for the Colombia Stock Exchange (XBOG).
|
|
|
|
Open Time: 9:30 AM, EST
|
|
Close Time: 4:00 PM, EST
|
|
|
|
Regularly-Observed Holidays:
|
|
- New Years Day
|
|
- Epiphany
|
|
- St. Joseph's Day (first Monday on/after March 19)
|
|
- Maundy Thursday (Thursday before Easter)
|
|
- Good Friday
|
|
- Labour Day (May 1)
|
|
- Ascension Day (first Monday >= 39 days after Easter Sunday)
|
|
- Corpus Christi (first Monday >= 60 days after Easter Sunday)
|
|
- Sacred Heart (first Monday >= 68 days after Easter Sunday)
|
|
- Saint Peter and Saint Paul Day (first Monday on or after June 29)
|
|
- Independence Day (July 20)
|
|
- Battle of Boyaca (August 7)
|
|
- Assumption Day (first Monday on or after August 15)
|
|
- Columbus Day (first Monday on or after October 12)
|
|
- All Saint's Day (first Monday on or after November 1)
|
|
- Cartagena Independence Day (November 11)
|
|
- Immaculate Conception (December 8)
|
|
- Christmas Day
|
|
|
|
Early Closes:
|
|
- None
|
|
"""
|
|
|
|
name = "XBOG"
|
|
|
|
# Though Bogota uses Colombia Standard Time, XBOG uses
|
|
# US Eastern for trading times
|
|
tz = ZoneInfo("America/New_York")
|
|
|
|
open_times = ((None, time(9, 30)),)
|
|
|
|
close_times = ((None, time(16)),)
|
|
|
|
@property
|
|
def regular_holidays(self):
|
|
return HolidayCalendar(
|
|
[
|
|
NewYearsDay,
|
|
Epiphany,
|
|
StJosephsDay,
|
|
MaundyThursday,
|
|
GoodFriday,
|
|
LabourDay,
|
|
MondayAfterAscensionDay,
|
|
MondayAfterCorpusChristi,
|
|
MondayAfterSacredHeart,
|
|
StPeterAndStPaulDay,
|
|
ColombiaIndependenceDay,
|
|
BattleOfBoyaca,
|
|
AssumptionDay,
|
|
DiaDeLaRaza,
|
|
AllSaintsDay,
|
|
CartagenaIndependenceDay,
|
|
ImmaculateConception,
|
|
ChristmasDay,
|
|
LastTradingDay,
|
|
]
|
|
)
|