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- health_checklist.json: 192.168.1.122→node122
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366 lines
8.8 KiB
Python
366 lines
8.8 KiB
Python
#
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# Copyright 2019 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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import datetime
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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 MO, Easter, GoodFriday, Holiday
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from pandas.tseries.offsets import Day
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from .common_holidays import (
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christmas,
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christmas_eve,
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european_labour_day,
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immaculate_conception,
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maundy_thursday,
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new_years_day,
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)
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from .exchange_calendar import (
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MONDAY,
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TUESDAY,
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WEDNESDAY,
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WEEKDAYS,
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HolidayCalendar,
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ExchangeCalendar,
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)
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def nearest_monday(dt: datetime.datetime) -> datetime.datetime:
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"""
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If a holiday falls on Tuesday or Wednesday, it is observed on the
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previous Monday. If it falls on Thursday, Friday or a weekend,
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it is observed on the following Monday.
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"""
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day = dt.weekday()
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if day in (MONDAY, TUESDAY, WEDNESDAY):
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return dt - datetime.timedelta(day)
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while dt.weekday() != MONDAY:
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dt += datetime.timedelta(1)
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return dt
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def cultural_diversity_observance(dt: datetime.datetime) -> datetime.datetime | None:
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"""
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Apply the nearest monday rule, and also exclude 2012 (Day of
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Respect for Cultural Diversity breaks the nearest monday rule
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in 2012).
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"""
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hol = nearest_monday(dt)
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return hol if hol.year != 2012 else None
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def not_2018(dt: datetime.datetime) -> datetime.datetime | None:
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"""
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Exclude the year 2018 from the holiday list.
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"""
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return dt if dt.year != 2018 else None
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NewYearsDay = new_years_day()
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CarnivalMonday = Holiday(
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"Carnival Monday",
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month=1,
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day=1,
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start_date="2011",
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offset=[Easter(), -Day(48)],
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)
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CarnivalTuesday = Holiday(
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"Carnival Tuesday",
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month=1,
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day=1,
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start_date="2011",
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offset=[Easter(), -Day(47)],
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)
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TruthAndJusticeMemorialDay = Holiday(
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"Truth and Justice Memorial Day",
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month=3,
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day=24,
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start_date="2005",
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)
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MalvinasDayTo2004 = Holiday(
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"Malvinas Day (up to 2004)",
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month=3,
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day=31,
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end_date="2005",
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offset=pd.DateOffset(weekday=MO(1)),
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)
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MalvinasDayFrom2005 = Holiday(
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"Malvinas Day (2005-present)", month=4, day=2, start_date="2005"
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)
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MaundyThursday = maundy_thursday()
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LabourDay = european_labour_day()
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MayDayRevolution = Holiday(
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"May Day Revolution",
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month=5,
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day=25,
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)
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MartinMiguelDeGuemesDay = Holiday(
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"Martin Miguel de Guemes Day",
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month=6,
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day=17,
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start_date="2016",
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)
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NationalFlagDayTo2010 = Holiday(
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"National Flag Day (up to 2010)",
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month=6,
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day=1,
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end_date="2011",
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offset=pd.DateOffset(weekday=MO(3)),
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)
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NationalFlagDayFrom2011 = Holiday(
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"National Flag Day (2011-present)",
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month=6,
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day=20,
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start_date="2011",
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)
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IndependenceDay = Holiday(
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"Independence Day",
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month=7,
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day=9,
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)
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SanMartinsDayTo2010 = Holiday(
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"San Martin's Day",
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month=8,
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day=1,
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end_date="2011",
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offset=pd.DateOffset(weekday=MO(3)),
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)
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SanMartinsDayFrom2012 = Holiday(
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"San Martin's Day",
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month=8,
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day=1,
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start_date="2012",
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offset=pd.DateOffset(weekday=MO(3)),
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)
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DayOfRespectForCulturalDiversity = Holiday(
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"Day of Respect for Cultural Diversity",
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month=10,
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day=12,
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observance=cultural_diversity_observance,
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)
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BankHoliday = Holiday(
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"Bank Holiday",
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month=11,
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day=6,
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end_date="2018",
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)
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DayOfNationalSovereigntyTo2014 = Holiday(
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"Day of National Sovereignty (2010-2014)",
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month=11,
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day=1,
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start_date="2010",
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end_date="2015",
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offset=pd.DateOffset(weekday=MO(4)),
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)
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DayOfNationalSovereigntyFrom2017 = Holiday(
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"Day of National Sovereignty (2017-present)",
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month=11,
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day=17,
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start_date="2017",
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offset=pd.DateOffset(weekday=MO(1)),
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)
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ImmaculateConception = immaculate_conception()
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ChristmasEve = christmas_eve(
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days_of_week=WEEKDAYS,
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observance=not_2018,
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)
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ChristmasDay = christmas()
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NewYearsEve = Holiday(
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"New Year's Eve",
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month=12,
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day=31,
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days_of_week=WEEKDAYS,
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observance=not_2018,
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)
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class XBUEExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for the Buenos Aires Stock Exchange (XBUE).
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Open Time: 11:00 AM, AST
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Close Time: 5:00 PM, AST
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Regularly-Observed Holidays:
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- New Year's Day
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- Carnival Monday (48 days before Easter)
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- Carnival Tuesday (47 days before Easter)
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- Truth and Justice Memorial Day (Mar 24)
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- Malvinas Day (until 2004 first Monday after Mar 31, 2005-present Apr 2)
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- Good Friday
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- Labour Day
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- May Day Revolution (May 25)
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- Martin Miguel de Guemes Day (Jun 17, 2016-present)
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- National Flag Day (until 2010 3rd Monday in Jun, 2011-present Jun 20)
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- Independence Day (Jul 9)
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- San Martin's Day (3rd Monday in Aug)
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- Day of Respect for Cultural Diversity (2nd Monday in Oct)
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- Bank Holiday (Nov 6)
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- Day of National Sovereignty (4th Monday in Nov)
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- Immaculate Conception
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- Christmas Eve (2005-present)
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- Christmas Day
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- Last Trading Day of Year (2005-present)
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Early Closes:
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Note - we are unsure if these are early closes or holidays
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- Christmas Eve
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- New Year's Eve
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"""
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name = "XBUE"
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tz = ZoneInfo("America/Argentina/Buenos_Aires")
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open_times = ((None, datetime.time(11)),)
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close_times = ((None, datetime.time(17, 00)),)
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# TODO: Verify early close time
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regular_early_close = datetime.time(13)
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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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CarnivalMonday,
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CarnivalTuesday,
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TruthAndJusticeMemorialDay,
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MalvinasDayTo2004,
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MalvinasDayFrom2005,
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MaundyThursday,
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GoodFriday,
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LabourDay,
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MayDayRevolution,
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MartinMiguelDeGuemesDay,
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NationalFlagDayTo2010,
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NationalFlagDayFrom2011,
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IndependenceDay,
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SanMartinsDayTo2010,
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SanMartinsDayFrom2012,
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DayOfRespectForCulturalDiversity,
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BankHoliday,
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DayOfNationalSovereigntyTo2014,
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DayOfNationalSovereigntyFrom2017,
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ImmaculateConception,
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ChristmasDay,
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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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misc_adhocs = [
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"2009-07-10",
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"2010-05-24",
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"2010-10-27",
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"2012-01-02",
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"2012-02-27",
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"2012-09-24",
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"2013-01-31",
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"2013-02-20",
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"2018-11-30",
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]
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# There was a string of market closures in January, 2002
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market_closures_2002_jan = [f"2002-01-{day:02d}" for day in range(7, 17)]
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# There was a string of market closures in April, 2002
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market_closures_2002_apr = [f"2002-04-{day:02d}" for day in range(22, 27)]
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# There are occasionally "bridge days" that make long weekends when
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# a holiday falls on a Tuesday/Thursday, but these days are chosen
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# inconsistently.
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bridge_days = [
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"2011-03-25",
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"2011-12-09",
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"2012-04-30",
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"2013-04-01",
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"2013-06-21",
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"2014-05-02",
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"2014-12-26",
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"2015-03-23",
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"2015-12-07",
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"2016-07-08",
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"2016-12-09",
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"2018-04-30",
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"2018-12-24",
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"2018-12-31",
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"2019-07-08",
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"2019-08-19",
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"2019-10-14",
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]
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irregular_observances = [
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"2012-10-08", # Cultural Diversity Day
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"2011-08-22", # San Martin's Day
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"2015-11-27", # Day of National Sovereignty
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"2016-11-28", # Day of National Sovereignty
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]
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return [
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pd.Timestamp(d)
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for d in chain(
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misc_adhocs,
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market_closures_2002_jan,
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market_closures_2002_apr,
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bridge_days,
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irregular_observances,
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)
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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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ChristmasEve,
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NewYearsEve,
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]
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),
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),
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]
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