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
5.2 KiB
Python
187 lines
5.2 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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from datetime import time, timedelta
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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 Holiday
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from .common_holidays import (
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eid_al_adha_first_day,
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eid_al_fitr_first_day,
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european_labour_day,
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new_years_day,
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)
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from .exchange_calendar import WEEKDAYS, WEEKENDS, HolidayCalendar, ExchangeCalendar
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NewYearsDay = new_years_day()
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NationalSovereigntyAndChildrensDay = Holiday(
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"National Sovereignty and Children's Day",
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month=4,
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day=23,
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)
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LabourDay = european_labour_day(start_date="2009")
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CommemorationOfAttaturkYouthAndSportsDay = Holiday(
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"Commemoration of Attaturk, Youth and Sports Day",
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month=5,
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day=19,
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)
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EidAlFitr1 = eid_al_fitr_first_day
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EidAlFitr2 = eid_al_fitr_first_day + timedelta(1)
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EidAlFitr3 = eid_al_fitr_first_day + timedelta(2)
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DemocracyAndNationalUnityDay = Holiday(
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"Democracy and National Unity Day", month=7, day=15, start_date="2017"
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)
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EidAlAdha1 = eid_al_adha_first_day
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EidAlAdha2 = eid_al_adha_first_day + timedelta(1)
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EidAlAdha3 = eid_al_adha_first_day + timedelta(2)
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EidAlAdha4 = eid_al_adha_first_day + timedelta(3)
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VictoryDay = Holiday(
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"Victory Day",
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month=8,
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day=30,
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)
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RepublicDay = Holiday(
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"Republic Day",
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month=10,
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day=29,
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)
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# Early Closes
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DayBeforeEidAlFitr = eid_al_fitr_first_day - timedelta(1)
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EidAlFitrHalfDay = [day for day in DayBeforeEidAlFitr if day.weekday() not in WEEKENDS]
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DayBeforeEidAlAdha = eid_al_adha_first_day - timedelta(1)
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EidAlAdhaHalfDay = [day for day in DayBeforeEidAlAdha if day.weekday() not in WEEKENDS]
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RepublicDayHalfDay = Holiday(
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"Republic Day half day",
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month=10,
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day=28,
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days_of_week=WEEKDAYS,
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)
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class XISTExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for the Istanbul Stock Exchange (XIST).
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# Note: Effective as of Nov 14, 2016 according to official website
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Open Time: 10:00 AM, TRT
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Close Time: 6:00 PM, TRT
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Regularly-Observed Holidays:
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- New Year's Day
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- National Sovereignty and Children's Day (Apr 23)
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- Labour Day (May 1)
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- Commemoration of Attaturk, Youth and Sports Day (May 19)
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- Eid-ul-Fitr (Islamic Lunar Calendar)
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- Democracy and National Unity Day (Jul 15)
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- Eid-al-Adha (first day is a half-day, remaining full holidays)
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- Victory Day (Aug 30)
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- Republic Day (Oct 29)
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Early Closes:
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- First Day of Eid-al-Adha
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- Republic Day (Oct 28)
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"""
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name = "XIST"
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tz = ZoneInfo("Europe/Istanbul")
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open_times = ((None, time(10)),)
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close_times = ((None, time(18, 00)),)
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regular_early_close = time(12, 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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NationalSovereigntyAndChildrensDay,
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LabourDay,
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CommemorationOfAttaturkYouthAndSportsDay,
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DemocracyAndNationalUnityDay,
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VictoryDay,
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RepublicDay,
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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_adhoc = [
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pd.Timestamp("2002-01-04"), # Market Holiday
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pd.Timestamp("2003-02-14"), # Eid al Adha extra holiday
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pd.Timestamp("2003-11-21"), # Terror attacks
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pd.Timestamp("2003-11-24"), # Eid al Fitr extra holiday
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pd.Timestamp("2003-11-28"), # Eid al Fitr extra holiday
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pd.Timestamp("2004-01-23"), # Bad weather
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pd.Timestamp("2004-12-30"), # Closure for redenomination
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pd.Timestamp("2004-12-31"), # Closure for redenomination
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pd.Timestamp("2006-01-13"), # Eid al Adha extra holiday
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pd.Timestamp("2023-02-08"), # Trade suspension after earthquake
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pd.Timestamp("2023-02-09"), # Trade suspension after earthquake
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pd.Timestamp("2023-02-10"), # Trade suspension after earthquake
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pd.Timestamp("2023-02-13"), # Trade suspension after earthquake
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pd.Timestamp("2023-02-14"), # Trade suspension after earthquake
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]
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return list(
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chain(
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misc_adhoc,
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EidAlFitr1,
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EidAlFitr2,
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EidAlFitr3,
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EidAlAdha1,
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EidAlAdha2,
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EidAlAdha3,
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EidAlAdha4,
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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([RepublicDayHalfDay]),
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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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early_close_days = pd.DatetimeIndex(EidAlFitrHalfDay + EidAlAdhaHalfDay)
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return [(self.regular_early_close, early_close_days)]
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