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
187 lines
4.3 KiB
Python
187 lines
4.3 KiB
Python
#
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# Copyright 2018 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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from datetime import time
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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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MO,
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DateOffset,
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EasterMonday,
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GoodFriday,
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Holiday,
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previous_friday,
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weekend_to_monday,
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)
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from .common_holidays import (
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boxing_day,
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christmas,
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christmas_eve,
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european_labour_day,
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new_years_day,
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weekend_boxing_day,
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weekend_christmas,
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)
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from .exchange_calendar import HolidayCalendar, ExchangeCalendar
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NewYearsDay = new_years_day(observance=weekend_to_monday)
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StPatricksDay = Holiday(
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"St. Patrick's Day",
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month=3,
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day=17,
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end_date="2001",
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observance=weekend_to_monday,
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)
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LabourDayTo2009 = european_labour_day(
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start_date="2008",
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end_date="2010",
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observance=weekend_to_monday,
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)
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LabourDayFrom2019 = european_labour_day(
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start_date="2019",
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observance=weekend_to_monday,
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)
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MayBankHolidayTo2018 = Holiday(
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"May Bank Holiday",
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month=5,
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day=1,
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end_date="2019",
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offset=DateOffset(weekday=MO(1)),
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)
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MayBankHolidayFrom2021 = Holiday(
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"May Bank Holiday",
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month=5,
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day=1,
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start_date="2021",
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offset=DateOffset(weekday=MO(1)),
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)
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JuneBankHoliday = Holiday(
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"June Bank Holiday",
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month=6,
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day=1,
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end_date="2019",
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offset=DateOffset(weekday=MO(1)),
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)
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LastTradingDayBeforeChristmas = Holiday(
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"Last Trading Day Before Christmas",
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month=12,
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day=24,
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start_date="2010",
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observance=previous_friday,
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)
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ChristmasEve = christmas_eve(end_date="2005")
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Christmas = christmas()
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WeekendChristmas = weekend_christmas()
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BoxingDay = boxing_day()
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WeekendBoxingDay = weekend_boxing_day()
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LastTradingDayOfCalendarYear = Holiday(
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"Last Trading Day Of Calendar Year",
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month=12,
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day=31,
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start_date="2010",
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observance=previous_friday,
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)
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# Ad hoc closes.
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March1BadWeather = pd.Timestamp("2018-03-01")
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# Ad hoc holidays.
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March2BadWeather = pd.Timestamp("2018-03-02")
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class XDUBExchangeCalendar(ExchangeCalendar):
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"""
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Calendar for the Irish Stock Exchange in Dublin.
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Open Time: 8:00 AM, GMT
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Close Time: 4:28 PM, GMT
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Regularly-Observed Holidays:
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- New Years Day
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- Good Friday
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- Easter Monday
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- May Bank Holiday
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- June Bank Holiday
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- Christmas Day
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- St. Stephen's Day (Boxing Day)
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Holidays No Longer Observed:
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- St. Patrick's Day
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- Labour Day
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Early Closes:
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- Christmas Eve
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- New Year's Eve
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"""
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name = "XDUB"
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tz = ZoneInfo("Europe/Dublin")
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open_times = ((None, time(8)),)
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close_times = ((None, time(16, 28)),)
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regular_early_close = time(12, 28)
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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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StPatricksDay,
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GoodFriday,
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EasterMonday,
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LabourDayTo2009,
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LabourDayFrom2019,
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MayBankHolidayTo2018,
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MayBankHolidayFrom2021,
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JuneBankHoliday,
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ChristmasEve,
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Christmas,
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WeekendChristmas,
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BoxingDay,
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WeekendBoxingDay,
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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 [March2BadWeather]
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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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LastTradingDayBeforeChristmas,
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LastTradingDayOfCalendarYear,
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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 special_closes_adhoc(self):
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return [(self.regular_early_close, pd.DatetimeIndex([March1BadWeather]))]
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