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
529 lines
12 KiB
Python
529 lines
12 KiB
Python
from datetime import time
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from zoneinfo import ZoneInfo
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import pandas as pd
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import functools
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from pandas.tseries.offsets import CustomBusinessDay
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from .precomputed_exchange_calendar import PrecomputedExchangeCalendar
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from .pandas_extensions.offsets import MultipleWeekmaskCustomBusinessDay
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"""
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References for precomputed BSE/NSE holidays:
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NSE: https://www.nseindia.com/products-services/equity-market-timings-holidays
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BSE: https://www.bseindia.com/static/markets/marketinfo/listholi.aspx
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Zerodha: https://zerodha.com/z-connect/category/traders-zone/holidays
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Although NSE/BSE provides only current year's dates, Zerodha provides
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holidays since 2013.
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"""
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precomputed_bse_holidays = pd.to_datetime(
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[
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"1997-01-23",
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"1997-03-07",
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"1997-03-24",
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"1997-04-08",
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"1997-04-14",
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"1997-04-16",
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"1997-04-18",
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"1997-05-01",
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"1997-05-08",
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"1997-08-15",
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"1997-08-18",
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"1997-08-25",
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"1997-10-02",
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"1997-10-28",
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"1997-10-29",
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"1997-10-31",
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"1997-12-25",
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"1998-04-09",
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"1998-04-14",
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"1998-04-28",
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"1998-12-25",
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"1999-01-01",
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"1999-01-20",
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"1999-01-26",
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"1999-03-02",
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"1999-03-18",
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"1999-03-25",
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"1999-03-29",
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"1999-04-02",
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"1999-04-14",
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"1999-04-27",
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"1999-04-30",
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"1999-09-13",
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"1999-10-19",
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"1999-11-08",
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"1999-11-10",
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"1999-11-23",
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"1999-12-31",
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"2000-01-26",
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"2000-03-17",
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"2000-03-20",
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"2000-04-14",
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"2000-04-21",
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"2000-05-01",
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"2000-08-15",
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"2000-09-01",
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"2000-10-02",
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"2000-12-25",
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"2001-01-01",
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"2001-01-26",
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"2001-03-06",
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"2001-04-05",
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"2001-04-13",
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"2001-05-01",
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"2001-08-15",
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"2001-08-22",
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"2001-10-02",
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"2001-10-26",
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"2001-11-16",
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"2001-11-30",
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"2001-12-17",
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"2001-12-25",
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"2002-03-25",
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"2002-03-29",
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"2002-05-01",
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"2002-08-15",
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"2002-09-10",
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"2002-10-02",
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"2002-10-15",
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"2002-11-06",
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"2002-11-19",
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"2002-12-25",
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"2003-02-13",
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"2003-03-14",
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"2003-03-18",
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"2003-04-14",
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"2003-04-18",
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"2003-05-01",
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"2003-08-15",
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"2003-10-02",
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"2003-11-26",
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"2003-12-25",
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"2004-01-01",
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"2004-01-26",
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"2004-02-02",
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"2004-03-02",
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"2004-04-09",
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"2004-04-14",
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"2004-04-26",
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"2004-10-13",
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"2004-10-22",
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"2004-11-15",
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"2004-11-26",
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"2005-01-21",
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"2005-01-26",
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"2005-03-25",
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"2005-04-14",
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"2005-07-28",
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"2005-08-15",
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"2005-09-07",
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"2005-10-12",
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"2005-11-03",
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"2005-11-04",
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"2005-11-15",
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"2006-01-11",
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"2006-01-26",
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"2006-02-09",
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"2006-03-15",
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"2006-04-06",
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"2006-04-11",
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"2006-04-14",
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"2006-05-01",
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"2006-08-15",
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"2006-10-02",
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"2006-10-24",
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"2006-10-25",
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"2006-12-25",
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"2007-01-01",
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"2007-01-26",
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"2007-01-30",
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"2007-02-16",
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"2007-03-27",
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"2007-04-06",
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"2007-05-01",
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"2007-05-02",
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"2007-08-15",
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"2007-10-02",
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"2007-12-21",
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"2007-12-25",
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"2008-03-06",
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"2008-03-20",
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"2008-03-21",
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"2008-04-14",
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"2008-04-18",
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"2008-05-01",
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"2008-05-19",
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"2008-08-15",
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"2008-09-03",
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"2008-10-02",
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"2008-10-09",
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"2008-10-30",
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"2008-11-13",
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"2008-11-27",
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"2008-12-09",
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"2008-12-25",
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"2009-01-08",
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"2009-01-26",
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"2009-02-23",
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"2009-03-10",
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"2009-03-11",
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"2009-04-03",
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"2009-04-07",
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"2009-04-10",
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"2009-04-14",
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"2009-04-30",
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"2009-05-01",
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"2009-09-21",
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"2009-09-28",
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"2009-10-02",
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"2009-10-13",
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"2009-10-19",
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"2009-11-02",
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"2009-12-25",
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"2009-12-28",
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"2010-01-01",
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"2010-01-26",
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"2010-02-12",
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"2010-03-01",
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"2010-03-24",
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"2010-04-02",
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"2010-04-14",
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"2010-09-10",
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"2010-11-17",
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"2010-12-17",
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"2011-01-26",
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"2011-03-02",
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"2011-04-12",
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"2011-04-14",
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"2011-04-22",
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"2011-08-15",
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"2011-08-31",
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"2011-09-01",
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"2011-10-06",
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"2011-10-27",
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"2011-11-07",
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"2011-11-10",
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"2011-12-06",
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"2012-01-26",
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"2012-02-20",
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"2012-03-08",
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"2012-04-05",
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"2012-04-06",
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"2012-05-01",
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"2012-08-15",
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"2012-08-20",
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"2012-09-19",
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"2012-10-02",
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"2012-10-24",
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"2012-11-14",
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"2012-11-28",
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"2012-12-25",
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"2013-03-27",
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"2013-03-29",
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"2013-04-14",
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"2013-04-19",
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"2013-04-24",
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"2013-05-01",
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"2013-08-09",
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"2013-08-15",
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"2013-09-09",
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"2013-10-02",
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"2013-10-13",
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"2013-10-16",
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"2013-11-03",
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"2013-11-04",
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"2013-11-14",
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"2013-11-17",
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"2013-12-25",
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"2014-01-26",
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"2014-02-27",
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"2014-03-17",
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"2014-04-08",
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"2014-04-13",
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"2014-04-14",
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"2014-04-18",
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"2014-04-24",
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"2014-05-01",
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"2014-07-29",
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"2014-08-15",
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"2014-08-29",
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"2014-10-02",
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"2014-10-03",
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"2014-10-06",
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"2014-10-15",
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"2014-10-23",
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"2014-10-24",
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"2014-11-04",
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"2014-11-06",
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"2014-12-25",
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"2015-01-26",
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"2015-02-17",
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"2015-03-06",
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"2015-03-28",
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"2015-04-02",
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"2015-04-03",
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"2015-04-14",
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"2015-05-01",
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"2015-07-18",
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"2015-08-15",
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"2015-09-17",
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"2015-09-25",
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"2015-10-02",
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"2015-10-22",
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"2015-10-24",
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"2015-11-11",
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"2015-11-12",
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"2015-11-25",
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"2015-12-25",
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"2026-01-15",
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"2016-01-26",
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"2016-03-07",
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"2016-03-24",
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"2016-03-25",
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"2016-04-14",
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"2016-04-15",
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"2016-04-19",
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"2016-05-01",
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"2016-07-06",
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"2016-08-15",
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"2016-09-05",
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"2016-09-13",
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"2016-10-02",
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"2016-10-11",
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"2016-10-12",
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"2016-10-30",
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"2016-10-31",
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"2016-11-14",
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"2016-12-25",
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"2017-01-26",
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"2017-02-24",
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"2017-03-13",
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"2017-04-04",
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"2017-04-09",
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"2017-04-14",
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"2017-04-14",
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"2017-05-01",
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"2017-06-26",
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"2017-08-15",
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"2017-08-25",
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"2017-09-02",
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"2017-09-30",
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"2017-10-01",
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"2017-10-02",
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"2017-10-19",
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"2017-10-20",
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"2017-11-04",
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"2017-12-25",
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"2018-01-26",
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"2018-02-13",
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"2018-03-02",
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"2018-03-25",
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"2018-03-29",
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"2018-03-30",
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"2018-04-14",
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"2018-05-01",
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"2018-06-16",
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"2018-08-15",
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"2018-08-22",
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"2018-09-13",
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"2018-09-20",
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"2018-10-02",
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"2018-10-18",
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"2018-11-07",
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"2018-11-08",
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"2018-11-23",
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"2018-12-25",
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"2019-01-26",
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"2019-03-04",
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"2019-03-21",
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"2019-04-13",
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"2019-04-14",
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"2019-04-17",
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"2019-04-19",
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"2019-04-29",
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"2019-05-01",
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"2019-06-05",
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"2019-08-12",
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"2019-08-15",
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"2019-09-02",
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"2019-09-10",
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"2019-10-02",
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"2019-10-08",
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"2019-10-21",
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"2019-10-27",
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"2019-10-28",
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"2019-11-12",
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"2019-12-25",
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"2020-01-26",
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"2020-02-21",
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"2020-03-10",
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"2020-04-02",
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"2020-04-06",
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"2020-04-10",
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"2020-04-14",
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"2020-05-01",
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"2020-05-25",
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"2020-08-01",
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"2020-08-15",
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"2020-08-22",
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"2020-08-30",
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"2020-10-02",
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"2020-10-25",
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"2020-11-14",
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"2020-11-16",
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"2020-11-30",
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"2020-12-25",
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"2021-01-26",
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"2021-03-11",
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"2021-03-29",
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"2021-04-02",
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"2021-04-14",
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"2021-04-21",
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"2021-04-25",
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"2021-05-01",
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"2021-05-13",
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"2021-07-21",
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"2021-08-15",
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"2021-08-19",
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"2021-09-10",
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"2021-10-02",
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"2021-10-15",
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"2021-11-04",
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"2021-11-05",
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"2021-11-19",
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"2021-12-25",
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"2022-01-26",
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"2022-03-01",
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"2022-03-18",
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"2022-04-14",
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"2022-04-15",
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"2022-05-03",
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"2022-08-09",
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"2022-08-15",
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"2022-08-31",
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"2022-10-05",
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"2022-10-22",
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"2022-10-24",
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"2022-10-26",
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"2022-11-08",
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"2023-01-26",
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"2023-03-07",
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"2023-03-30",
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"2023-04-04",
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"2023-04-07",
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"2023-04-14",
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"2023-05-01",
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"2023-06-29",
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"2023-08-15",
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"2023-09-19",
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"2023-10-02",
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"2023-10-24",
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"2023-11-14",
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"2023-11-27",
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"2023-12-25",
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"2024-01-22", # Ram Mandir inauguration holiday
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"2024-01-26",
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"2024-03-08",
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"2024-03-25",
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"2024-03-29",
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"2024-04-11",
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"2024-04-17",
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"2024-05-01",
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"2024-05-20", # Parliamentary Elections
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"2024-06-17",
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"2024-07-17",
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"2024-08-15",
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"2024-10-02",
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"2024-11-01",
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"2024-11-15",
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"2024-11-20", # Maharashtra Assembly Elections
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"2024-12-25",
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"2025-02-26",
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"2025-03-14",
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"2025-03-31",
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"2025-04-10",
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"2025-04-14",
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"2025-04-18",
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"2025-05-01",
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"2025-08-15",
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"2025-08-27",
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"2025-10-02",
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"2025-10-21",
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"2025-10-22",
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"2025-11-05",
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"2025-12-25",
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"2026-01-26",
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"2026-03-03",
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"2026-03-26",
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"2026-03-31",
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"2026-04-03",
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"2026-04-14",
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"2026-05-01",
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"2026-05-28",
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"2026-06-26",
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"2026-09-14",
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"2026-10-02",
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"2026-10-20",
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"2026-11-10",
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"2026-11-24",
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"2026-12-25",
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]
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)
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class XBOMExchangeCalendar(PrecomputedExchangeCalendar):
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"""
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Exchange calendar for the Bombay Stock Exchange (BSE, XBOM).
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Open Time: 9:15 AM, Asia/Kolkata
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Close Time: 3:30 PM, Asia/Kolkata
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Due to the complexity around the BSE holidays, we are hardcoding a list
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of holidays back to 1997, and forward through 2025. There are no known
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early closes or late opens.
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"""
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name = "XBOM"
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tz = ZoneInfo("Asia/Kolkata")
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open_times = ((None, time(9, 15)),)
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close_times = ((None, time(15, 30)),)
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@classmethod
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def precomputed_holidays(cls):
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return precomputed_bse_holidays
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@property
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def special_weekmasks(self):
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"""
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Returns
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-------
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list: List of (date, date, str) tuples that represent special
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weekmasks that applies between dates.
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"""
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return [
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# Special trading session on Saturday, January 20, 2024.
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# https://www.bseindia.com/downloads/SPDJ_ANN/MediaReleasePDF/1470003_mediareleasespecialtradingsessionfors&pbseindices20240105.pdf
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(pd.Timestamp("2024-01-15"), pd.Timestamp("2024-01-21"), "1111110"),
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# Special trading session on Saturday, February 1, 2025
|
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# https://www.angelone.in/news/will-bse-and-nse-be-open-on-budget-day-feb-1
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(pd.Timestamp("2025-01-27"), pd.Timestamp("2025-02-02"), "1111110"),
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]
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@functools.cached_property
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def day(self):
|
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if self.special_weekmasks:
|
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return MultipleWeekmaskCustomBusinessDay(
|
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holidays=self.adhoc_holidays,
|
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calendar=self.regular_holidays,
|
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weekmask=self.weekmask,
|
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weekmasks=self.special_weekmasks,
|
|
)
|
|
return CustomBusinessDay(
|
|
holidays=self.adhoc_holidays,
|
|
calendar=self.regular_holidays,
|
|
weekmask=self.weekmask,
|
|
)
|