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
511 lines
14 KiB
Python
511 lines
14 KiB
Python
#
|
|
# Copyright 2019 Quantopian, Inc.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at
|
|
#
|
|
# http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
from datetime import time
|
|
from itertools import chain
|
|
from zoneinfo import ZoneInfo
|
|
|
|
import pandas as pd
|
|
from pandas.tseries.holiday import GoodFriday, Holiday
|
|
|
|
from .common_holidays import ascension_day, christmas, new_years_day, new_years_eve
|
|
from .lunisolar_holidays import chinese_lunar_new_year_dates
|
|
from .exchange_calendar import HolidayCalendar, ExchangeCalendar
|
|
|
|
|
|
class XIDXExchangeCalendar(ExchangeCalendar):
|
|
"""
|
|
Exchange calendar for the Indonesia Stock Exchange (XIDX).
|
|
https://www.idx.co.id/en/news/trading-holiday
|
|
|
|
Open Time: 09:00, Western Indonesian Time (WIB)
|
|
Close Time: 15:50, Western Indonesian Time (WIB)
|
|
|
|
Regularly-Observed Holidays:
|
|
- New Year's Day(Jan 1)
|
|
- Good Friday (Friday before Easter)
|
|
- Labor Day (May 1)
|
|
- Ascension Day Of Jesus Christ (39 days after Easter, always Thursday)
|
|
- Pancasila Day (Jun 1)
|
|
- Independence Day (Aug 17)
|
|
- Christmas Day (Dec 25)
|
|
- New Year's Eve (called "Trading Holiday", Dec 31)
|
|
- Chinese New Year (from Gregorian year 2002 onward)
|
|
- Islamic New Year
|
|
- Eid al-Fitr (Festival of Breaking the Fast)
|
|
- Eid al-Adha (Festival of the Sacrifice)
|
|
- Isra Mikraj of the Prophet Muhammad
|
|
- Birth of the Prophet Muhammad
|
|
- Vesak Day
|
|
- Hindu Saka New Year (also called Nyepi, or Balinese Day of Silence)
|
|
|
|
Election holidays are also observed, as well as additional "common
|
|
leave" days around many holidays.
|
|
"""
|
|
|
|
name = "XIDX"
|
|
|
|
tz = ZoneInfo("Asia/Jakarta")
|
|
|
|
open_times = ((None, time(9)),)
|
|
|
|
close_times = ((None, time(15, 50)),)
|
|
|
|
@property
|
|
def regular_holidays(self):
|
|
return HolidayCalendar(
|
|
[
|
|
new_years_day(),
|
|
GoodFriday,
|
|
Holiday(
|
|
"Labor Day",
|
|
month=5,
|
|
day=1,
|
|
start_date="2014-05-01",
|
|
),
|
|
# NOTE: The Indonesia Stock Exchange was open on Ascension
|
|
# Day 2003, but closed the next day. We are not sure why.
|
|
# (The 2003-05-30 closure is listed in adhoc_holidays.)
|
|
ascension_day(end_date="2003"),
|
|
ascension_day(start_date="2004"),
|
|
Holiday(
|
|
"Pancasila Day",
|
|
month=6,
|
|
day=1,
|
|
start_date="2017-06-01",
|
|
),
|
|
Holiday(
|
|
"Independence Day",
|
|
month=8,
|
|
day=17,
|
|
),
|
|
# Christmas Eve is not an official Indonesian holiday, but
|
|
# December 24th and 26th are frequently observed as common
|
|
# leave. These dates are listed in adhoc_holidays.
|
|
christmas(),
|
|
new_years_eve(),
|
|
]
|
|
)
|
|
|
|
chinese_new_year = chinese_lunar_new_year_dates[
|
|
# The Indonesia Stock Exchange did not close for Chinese New
|
|
# Year in 1998, 1999, or 2001. (It fell on a Saturday in 2000.)
|
|
chinese_lunar_new_year_dates.year >= 2002
|
|
]
|
|
|
|
common_leave = pd.to_datetime(
|
|
[
|
|
# Indonesia sometimes observes additional "common leave" days
|
|
# around the usual observed dates of holidays.
|
|
# Common leave for New Year's Day.
|
|
"2002-12-30",
|
|
"2005-12-30",
|
|
"2009-01-02",
|
|
"2017-01-02",
|
|
"2020-12-31",
|
|
# Common leave for Chinese New Year.
|
|
"2008-02-08",
|
|
"2023-01-23",
|
|
"2024-02-09",
|
|
"2025-01-28",
|
|
"2025-01-29",
|
|
# Common leave for Ascension Day.
|
|
"2003-05-30",
|
|
"2006-05-26",
|
|
"2007-05-18",
|
|
"2024-05-10",
|
|
"2025-05-30",
|
|
# Common leave for Independence Day.
|
|
"2003-08-18",
|
|
"2006-08-18",
|
|
"2008-08-18",
|
|
# Common leave for Christmas.
|
|
"2002-12-24",
|
|
"2002-12-26",
|
|
"2003-12-24",
|
|
"2003-12-26",
|
|
"2004-12-24",
|
|
"2005-12-26",
|
|
"2007-12-24",
|
|
"2009-12-24",
|
|
"2010-12-24",
|
|
"2011-12-26",
|
|
"2012-12-24",
|
|
"2013-12-26",
|
|
"2014-12-26",
|
|
"2016-12-26",
|
|
"2017-12-26",
|
|
"2018-12-24",
|
|
"2019-12-24",
|
|
"2020-12-24",
|
|
"2023-12-26",
|
|
"2024-12-26",
|
|
"2025-12-26",
|
|
]
|
|
)
|
|
|
|
islamic_new_year = pd.to_datetime(
|
|
[
|
|
# Islamic/Hijri/Hijriyah New Year.
|
|
# Includes common leave.
|
|
"2002-03-15",
|
|
"2003-03-03",
|
|
"2004-02-23",
|
|
"2005-02-10",
|
|
"2006-01-31",
|
|
"2008-01-10", # First Islamic New Year of 2008.
|
|
"2008-01-11",
|
|
"2008-12-29", # Second Islamic New Year of 2008.
|
|
"2009-12-18",
|
|
"2010-12-07",
|
|
"2012-11-15",
|
|
"2012-11-16",
|
|
"2013-11-05",
|
|
"2015-10-14",
|
|
"2017-09-21",
|
|
"2018-09-11",
|
|
"2020-08-20",
|
|
"2021-08-11",
|
|
"2022-07-30",
|
|
"2023-07-19",
|
|
"2024-07-07",
|
|
"2025-06-27",
|
|
]
|
|
)
|
|
|
|
eid_al_fitr = pd.to_datetime(
|
|
[
|
|
# Eid al-Fitr (Festival of Breaking the Fast).
|
|
# Includes common leave.
|
|
"2002-12-05",
|
|
"2002-12-06",
|
|
"2002-12-09",
|
|
"2002-12-10",
|
|
"2003-11-24",
|
|
"2003-11-25",
|
|
"2003-11-26",
|
|
"2003-11-27",
|
|
"2003-11-28",
|
|
"2004-11-15",
|
|
"2004-11-16",
|
|
"2004-11-17",
|
|
"2004-11-18",
|
|
"2004-11-19",
|
|
"2005-11-02",
|
|
"2005-11-03",
|
|
"2005-11-04",
|
|
"2005-11-07",
|
|
"2005-11-08",
|
|
"2006-10-23",
|
|
"2006-10-24",
|
|
"2006-10-25",
|
|
"2006-10-26",
|
|
"2006-10-27",
|
|
"2007-10-12",
|
|
"2007-10-15",
|
|
"2007-10-16",
|
|
"2008-09-30",
|
|
"2008-10-01",
|
|
"2008-10-02",
|
|
"2008-10-03",
|
|
"2009-09-18",
|
|
"2009-09-21",
|
|
"2009-09-22",
|
|
"2009-09-23",
|
|
"2010-09-08",
|
|
"2010-09-09",
|
|
"2010-09-10",
|
|
"2010-09-13",
|
|
"2010-09-14",
|
|
"2011-08-29",
|
|
"2011-08-30",
|
|
"2011-08-31",
|
|
"2011-09-01",
|
|
"2011-09-02",
|
|
"2012-08-20",
|
|
"2012-08-21",
|
|
"2012-08-22",
|
|
"2013-08-05",
|
|
"2013-08-06",
|
|
"2013-08-07",
|
|
"2013-08-08",
|
|
"2013-08-09",
|
|
"2014-07-28",
|
|
"2014-07-29",
|
|
"2014-07-30",
|
|
"2014-07-31",
|
|
"2014-08-01",
|
|
"2015-07-16",
|
|
"2015-07-17",
|
|
"2015-07-20",
|
|
"2015-07-21",
|
|
"2016-07-04",
|
|
"2016-07-05",
|
|
"2016-07-06",
|
|
"2016-07-07",
|
|
"2016-07-08",
|
|
"2017-06-23",
|
|
"2017-06-26",
|
|
"2017-06-27",
|
|
"2017-06-28",
|
|
"2017-06-29",
|
|
"2017-06-30",
|
|
"2018-06-11",
|
|
"2018-06-12",
|
|
"2018-06-13",
|
|
"2018-06-14",
|
|
"2018-06-15",
|
|
"2018-06-18",
|
|
"2018-06-19",
|
|
"2019-06-03",
|
|
"2019-06-04",
|
|
"2019-06-05",
|
|
"2019-06-06",
|
|
"2019-06-07",
|
|
"2020-05-22",
|
|
"2020-05-25",
|
|
"2020-08-21",
|
|
"2021-05-12",
|
|
"2021-05-13",
|
|
"2021-05-14",
|
|
"2022-05-02",
|
|
"2022-05-03",
|
|
"2023-04-19",
|
|
"2023-04-20",
|
|
"2023-04-21",
|
|
"2023-04-24",
|
|
"2023-04-25",
|
|
"2024-04-08",
|
|
"2024-04-09",
|
|
"2024-04-10",
|
|
"2024-04-11",
|
|
"2024-04-12",
|
|
"2024-04-15",
|
|
"2025-03-31",
|
|
"2025-04-01",
|
|
"2025-04-02",
|
|
"2025-04-03",
|
|
"2025-04-04",
|
|
"2025-04-07",
|
|
]
|
|
)
|
|
|
|
eid_al_adha = pd.to_datetime(
|
|
[
|
|
# Eid al-Adha (Festival of the Sacrifice).
|
|
# Includes common leave.
|
|
"2002-02-22",
|
|
"2003-02-12",
|
|
"2004-02-02",
|
|
"2005-01-21",
|
|
"2006-01-10",
|
|
"2006-12-29",
|
|
# NOTE: Eid al-Adha occured twice in 2006, on Tuesday 01-10 and
|
|
# Sunday 12-31. The exchange was closed on Friday 2006-12-29 as
|
|
# a make-up holiday.
|
|
"2007-12-20",
|
|
"2007-12-21",
|
|
"2008-12-08",
|
|
"2009-11-27",
|
|
"2009-11-28",
|
|
"2010-11-17",
|
|
"2012-10-26",
|
|
"2013-10-14",
|
|
"2013-10-15",
|
|
"2015-09-24",
|
|
"2016-09-12",
|
|
"2017-09-01",
|
|
"2018-08-22",
|
|
"2020-07-31",
|
|
"2021-07-20",
|
|
"2022-07-09",
|
|
"2023-06-28",
|
|
"2023-06-29",
|
|
"2023-06-30",
|
|
"2024-06-17",
|
|
"2024-06-18",
|
|
"2025-06-06",
|
|
"2025-06-09",
|
|
]
|
|
)
|
|
|
|
isra_mikraj = pd.to_datetime(
|
|
[
|
|
# Isra and Mi'raj (Ascension of the Prophet Muhammad).
|
|
# Called "Isra Mikraj" in Indonesia.
|
|
#
|
|
# Occurs on 27 Rajab on the Hijri calendar, but the mapping of
|
|
# Hijri to Gregorian dates varies. For example, in 2018 many
|
|
# countries observed this holiday on Friday 04-13; but by
|
|
# Indonesian reckoning it fell on Saturday 04-14 that year.
|
|
#
|
|
# See https://www.idx.co.id/en-us/news/trading-holiday/
|
|
#
|
|
# Includes common leave.
|
|
"2002-10-04",
|
|
"2003-09-22",
|
|
"2004-09-13",
|
|
"2005-09-02",
|
|
"2006-08-21",
|
|
"2008-07-30",
|
|
"2009-07-20",
|
|
"2011-06-29",
|
|
"2012-05-18",
|
|
"2013-06-06",
|
|
"2014-05-27",
|
|
"2016-05-06",
|
|
"2017-04-24",
|
|
"2019-04-03",
|
|
"2020-03-22",
|
|
"2021-03-11",
|
|
"2022-02-28",
|
|
"2023-02-18",
|
|
"2024-02-08",
|
|
"2025-01-27",
|
|
]
|
|
)
|
|
|
|
birth_of_prophet_muhammad = pd.to_datetime(
|
|
[
|
|
# Birth of the Prophet Muhammad.
|
|
# Includes common leave.
|
|
"2003-05-15",
|
|
"2004-05-03",
|
|
"2005-04-22",
|
|
"2006-04-10",
|
|
"2008-03-20",
|
|
"2009-03-09",
|
|
"2010-02-26",
|
|
"2011-02-15",
|
|
"2013-01-24",
|
|
"2014-01-14",
|
|
"2015-12-24",
|
|
"2016-12-12",
|
|
"2017-12-01",
|
|
"2018-11-20",
|
|
"2020-10-28",
|
|
"2020-10-29",
|
|
"2020-10-30",
|
|
"2021-10-20",
|
|
"2022-10-08",
|
|
"2023-09-28",
|
|
"2024-09-16",
|
|
"2025-09-05",
|
|
]
|
|
)
|
|
|
|
vesak_day = pd.to_datetime(
|
|
[
|
|
# Vesak Day (Buddha's Birthday).
|
|
# Sometimes called "Hari Raya Waisak" in Indonesia.
|
|
# Includes common leave.
|
|
"2003-05-16",
|
|
"2004-06-03",
|
|
"2005-05-24",
|
|
"2007-06-01",
|
|
"2008-05-20",
|
|
"2010-05-28",
|
|
"2011-05-17",
|
|
"2014-05-15",
|
|
"2015-06-02",
|
|
"2017-05-11",
|
|
"2018-05-29",
|
|
"2020-05-07",
|
|
"2021-05-26",
|
|
"2022-05-16",
|
|
"2023-06-02",
|
|
"2024-05-23",
|
|
"2024-05-24",
|
|
"2025-05-12",
|
|
"2025-05-13",
|
|
]
|
|
)
|
|
|
|
hindu_saka_new_year = pd.to_datetime(
|
|
[
|
|
# Hindu Saka New Year (also called Nyepi, or Balinese Day of Silence).
|
|
# Includes common leave.
|
|
"2003-04-02",
|
|
"2004-03-22",
|
|
"2005-03-11",
|
|
"2006-03-30",
|
|
"2006-03-31",
|
|
"2007-03-19",
|
|
"2008-03-07",
|
|
"2009-03-26",
|
|
"2010-03-16",
|
|
"2012-03-23",
|
|
"2013-03-12",
|
|
"2014-03-31",
|
|
"2016-03-09",
|
|
"2017-03-28",
|
|
"2019-03-07",
|
|
"2020-03-25",
|
|
"2021-03-14",
|
|
"2022-03-03",
|
|
"2023-03-22",
|
|
"2023-03-23",
|
|
"2024-03-11",
|
|
"2024-03-12",
|
|
"2025-03-28",
|
|
]
|
|
)
|
|
|
|
spontaneous_closures = pd.to_datetime(
|
|
[
|
|
# Trading suspension due to global financial crisis.
|
|
"2008-10-09",
|
|
"2008-10-10",
|
|
]
|
|
)
|
|
|
|
election_holidays = pd.to_datetime(
|
|
[
|
|
# Local and gubernatorial election holidays.
|
|
"2004-04-05",
|
|
"2004-07-05",
|
|
"2004-09-20",
|
|
"2009-04-09",
|
|
"2009-07-08",
|
|
"2014-04-09",
|
|
"2014-07-09",
|
|
"2015-12-09",
|
|
"2017-02-15",
|
|
"2017-04-19",
|
|
"2019-04-17",
|
|
"2020-12-09",
|
|
"2024-02-14",
|
|
"2024-11-27",
|
|
]
|
|
)
|
|
|
|
@property
|
|
def adhoc_holidays(self):
|
|
return list(
|
|
chain(
|
|
self.chinese_new_year,
|
|
self.common_leave,
|
|
self.islamic_new_year,
|
|
self.eid_al_fitr,
|
|
self.eid_al_adha,
|
|
self.isra_mikraj,
|
|
self.birth_of_prophet_muhammad,
|
|
self.vesak_day,
|
|
self.hindu_saka_new_year,
|
|
self.spontaneous_closures,
|
|
self.election_holidays,
|
|
)
|
|
)
|