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
85 lines
1.9 KiB
Python
85 lines
1.9 KiB
Python
from datetime import time
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from itertools import chain
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from zoneinfo import ZoneInfo
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from pandas.tseries.holiday import (
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GoodFriday,
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USLaborDay,
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USPresidentsDay,
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USThanksgivingDay,
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)
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from .exchange_calendar import ExchangeCalendar
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from exchange_calendars.exchange_calendar import HolidayCalendar
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from exchange_calendars.us_holidays import (
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Christmas,
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HurricaneSandyClosings,
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USBlackFridayInOrAfter1993,
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USIndependenceDay,
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USMartinLutherKingJrAfter1998,
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USMemorialDay,
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USNationalDaysofMourning,
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USNewYearsDay,
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USJuneteenth,
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)
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class XCBFExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for the CBOE Futures Exchange (XCBF).
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http://cfe.cboe.com/aboutcfe/expirationcalendar.aspx
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Open Time: 8:30am, America/Chicago
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Close Time: 3:15pm, America/Chicago
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(We are ignoring extended trading hours for now)
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"""
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name = "XCBF"
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tz = ZoneInfo("America/Chicago")
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open_times = ((None, time(8, 30)),)
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close_times = ((None, time(15, 15)),)
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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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USNewYearsDay,
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USMartinLutherKingJrAfter1998,
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USPresidentsDay,
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GoodFriday,
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USIndependenceDay,
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USMemorialDay,
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USJuneteenth,
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USLaborDay,
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USThanksgivingDay,
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Christmas,
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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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time(12, 15),
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HolidayCalendar(
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[
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USBlackFridayInOrAfter1993,
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]
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),
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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 list(
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chain(
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HurricaneSandyClosings,
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USNationalDaysofMourning,
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)
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)
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