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
149 lines
3.6 KiB
Python
149 lines
3.6 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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from pandas import Timestamp
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from pandas.tseries.holiday import EasterMonday, GoodFriday, Holiday, previous_workday
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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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new_years_eve,
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whit_monday,
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)
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from .exchange_calendar import HolidayCalendar, ExchangeCalendar
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# Regular Holidays
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# ----------------
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NewYearsDay = new_years_day()
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EuropeanLabourDay = european_labour_day()
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# Whit Monday observed in 2007, before it became regularly observed
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# starting in 2015.
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WhitMonday2007AdHoc = Timestamp("2007-05-28")
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# Whit Monday and the Day of German Unity have been observed regularly, but
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# in 2022 regular trading took place instead. It's unclear if it will be
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# observed in 2023.
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WhitMondayUntil2022 = whit_monday(start_date="2015-01-01", end_date="2022-01-01")
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DayOfGermanUnityUntil2022 = Holiday(
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"Day of German Unity",
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month=10,
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day=3,
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start_date="2014-01-01",
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end_date="2022-01-01",
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)
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# Reformation Day was a German national holiday in 2017.
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ReformationDay500thAnniversaryAdHoc = Timestamp("2017-10-31")
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ChristmasEve = christmas_eve()
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Christmas = christmas()
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BoxingDay = boxing_day()
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NewYearsEve = new_years_eve()
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# Early Closes
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# ------------
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# The last weekday before Dec 31 is an early close starting in 2010. Note: this
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# is decided upon separately each year somewhen in December.
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LastWorkingDay = Holiday(
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"Last Working Day of Year Early Close",
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month=12,
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day=31,
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start_date="2010-01-01",
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observance=previous_workday,
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)
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class XETRExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for the Frankfurt Stock Exchange electronic market
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(XETR).
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Open Time: 9:00 AM, CET
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Close Time: 5:30 PM, CET
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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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- Whit Monday
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- Labour Day
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- Day of German Unity
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- Christmas Eve
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- Christmas Day
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- Boxing Day
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Early Closes:
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- Last working day before Dec. 31
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"""
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regular_early_close = time(14, 00)
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name = "XETR"
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tz = ZoneInfo("Europe/Berlin")
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open_times = ((None, time(9)),)
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close_times = ((None, time(17, 30)),)
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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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GoodFriday,
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EasterMonday,
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EuropeanLabourDay,
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WhitMondayUntil2022,
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DayOfGermanUnityUntil2022,
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ChristmasEve,
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Christmas,
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BoxingDay,
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NewYearsEve,
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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 [
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WhitMonday2007AdHoc,
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ReformationDay500thAnniversaryAdHoc,
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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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LastWorkingDay,
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]
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),
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)
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]
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