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
162 lines
5.0 KiB
Python
162 lines
5.0 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
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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 Easter, GoodFriday, Holiday, sunday_to_monday
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from pandas.tseries.offsets import Day
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from .common_holidays import new_years_day
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from .exchange_calendar import HolidayCalendar, ExchangeCalendar
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class XJSEExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for the Johannesburg Stock Exchange (XJSE).
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Open Time: 09:00, SAST
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Close Time: 17:00, SAST
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Regularly-Observed Holidays:
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- New Year's Day (Jan 1)
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- Human Rights Day (Mar 31)
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- Good Friday (Friday before Easter)
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- Family Day (Monday after Easter)
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- Freedom Day (Apr 27)
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- Workers' Day (a.k.a. Labour Day, May 1)
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- Youth Day (Jun 16)
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- National Women's Day (Aug 19)
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- Heritage Day (Sep 24)
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- Day of Reconciliation (Dec 19)
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- Christmas (Dec 25)
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- Day of Goodwill (Dec 26)
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If a holiday falls on a Saturday, it is not observed.
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If a holiday falls on a Sunday, it is observed on Monday.
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If two holiday observations occur on the same trading day, the
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following trading day may or may not be declared a holiday: if so,
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it should be added to ``adhoc_holidays``.
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"""
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name = "XJSE"
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tz = ZoneInfo("Africa/Johannesburg")
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open_times = ((None, time(9)),)
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close_times = ((None, time(17, 00)),)
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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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new_years_day(
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observance=sunday_to_monday,
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),
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Holiday(
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"Human Rights Day",
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month=3,
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day=21,
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observance=sunday_to_monday,
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),
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GoodFriday,
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Holiday(
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"Family Day",
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month=1,
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day=1,
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offset=[Easter(), Day(1)],
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),
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Holiday(
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"Freedom Day",
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month=4,
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day=27,
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observance=sunday_to_monday,
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),
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Holiday(
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"Workers' Day",
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month=5,
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day=1,
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observance=sunday_to_monday,
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),
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Holiday(
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"Youth Day",
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month=6,
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day=16,
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observance=sunday_to_monday,
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),
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Holiday(
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"National Women's Day",
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month=8,
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day=9,
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observance=sunday_to_monday,
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),
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Holiday(
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"Heritage Day",
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month=9,
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day=24,
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observance=sunday_to_monday,
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),
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Holiday(
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"Day of Reconciliation",
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month=12,
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day=16,
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observance=sunday_to_monday,
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),
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Holiday(
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"Christmas",
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month=12,
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day=25,
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observance=sunday_to_monday,
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),
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Holiday(
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"Day of Goodwill",
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month=12,
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day=26,
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observance=sunday_to_monday,
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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 [
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Timestamp(date)
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for date in [
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# Election holidays
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"2004-04-14",
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"2006-03-01",
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"2009-04-22",
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"2011-05-18",
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"2014-05-07",
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"2016-08-03",
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"2019-05-08",
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# In 2008, Human Rights Day fell on the same day as Good
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# Friday (March 21), so the "Bridge Public Holiday" was
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# observed on May 2.
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"2008-05-02",
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# In 2011 and 2016, Christmas fell on Sunday, which would
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# ordinarily cause it to be observed on Monday; but Day of
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# Goodwill fell on Monday, which resulted in only 11
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# scheduled holidays for the year instead of the usual 12.
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# In these years, the 27th was declared a bonus holiday: it
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# may or may not be repeated in 2022 and onward.
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"2011-12-27",
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"2016-12-27",
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]
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]
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