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
129 lines
3.2 KiB
Python
129 lines
3.2 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
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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 .exchange_calendar import HolidayCalendar, ExchangeCalendar
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from .xkls_holidays import (
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ChineseNewYear,
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ChineseNewYearDay2,
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ChineseNewYearsHalfDay,
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ChristmasDay,
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Deepavali,
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EidAlAdha,
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EidAlFitrDay1,
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EidAlFitrDay2,
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EidAlFitrHalfDay,
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FederalTerritoryDay,
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LabourDay,
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MalaysiaDay,
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MuhammadBirthday,
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Muharram,
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NationalDay,
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NewYearsDay,
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NuzulAlQuran,
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Thaipusam,
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WesakDay,
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misc_adhoc,
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)
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class XKLSExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for the Malaysia Stock Exchange (XKLS).
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https://www.bursamalaysia.com/about_bursa/about_us/calendar
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Open Time: 9:00 AM, MYT
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Close Time: 5:00 PM, MYT
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Regularly-Observed Holidays:
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- New Year's Day
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- Thaipusam (Tamil Calendar)
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- Federal Territory Day (Feb 1)
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- Chinese New Year (2 days)
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- Labour Day (May 1)
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- Wesak Day (Chinese Lunar Calendar)
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- Nuzul Al'Quran (Islamic Lunar Calendar)
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- Eid al-Fitr (2 days)
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- Eid al-Adha
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- National Day (Aug 31)
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- Muharram (Lunar Calendar)
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- Malaysia Day (Sep 16)
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- Deepavali
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- Prophet Muhammad's Birthday
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- Christmas Day
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Early Closes:
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- Chinese New Year's Eve
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- Eid al-Fitr Eve
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TODO: XKLS takes a two hour lunch break from 12:30-2:30pm, but we are
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ignoring this for now.
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"""
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name = "XKLS"
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tz = ZoneInfo("Asia/Kuala_Lumpur")
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open_times = ((None, time(9)),)
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close_times = ((None, time(17, 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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FederalTerritoryDay,
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LabourDay,
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NationalDay,
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MalaysiaDay,
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ChristmasDay,
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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 list(
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chain(
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misc_adhoc,
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ChineseNewYear,
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ChineseNewYearDay2,
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NuzulAlQuran,
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EidAlFitrDay1,
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EidAlFitrDay2,
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EidAlAdha,
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Muharram,
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MuhammadBirthday,
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Deepavali,
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Thaipusam,
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WesakDay,
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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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# Regular early closes on Chinese New Years Eve, Eid al-Fitr Eve
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early_close_days = pd.DatetimeIndex(
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set(ChineseNewYearsHalfDay + EidAlFitrHalfDay)
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)
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return [(self.regular_early_close, early_close_days)]
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