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
174 lines
4.3 KiB
Python
174 lines
4.3 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 pandas.tseries.holiday import GoodFriday, Holiday
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from .common_holidays import (
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all_saints_day,
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christmas,
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european_labour_day,
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immaculate_conception,
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maundy_thursday,
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new_years_day,
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new_years_eve,
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saint_peter_and_saint_paul_day,
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)
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from .exchange_calendar import HolidayCalendar, ExchangeCalendar
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####################
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# Regular Holidays #
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####################
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NewYearsDay = new_years_day()
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MaundyThursday = maundy_thursday()
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LabourDay = european_labour_day()
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BattleOfAricaAndFlagDay = Holiday(
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"Battle of Arica and Flag Day", month=6, day=7, start_date="2024"
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)
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SaintPeterAndSaintPaulDay = saint_peter_and_saint_paul_day()
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PeruvianAirForceDay = Holiday(
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"Peruvian Air Force Day", month=7, day=23, start_date="2023"
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)
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IndependenceDay1 = Holiday("Independence Day", month=7, day=28)
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IndependenceDay2 = Holiday("Independence Day", month=7, day=29)
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BattleOfJunin = Holiday("Battle of Junín", month=8, day=6, start_date="2022")
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SantaRosa = Holiday("Santa Rosa", month=8, day=30)
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BattleOfAngamos = Holiday("Battle of Angamos", month=10, day=8)
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AllSaintsDay = all_saints_day()
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ImmaculateConception = immaculate_conception()
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BattleOfAyacucho = Holiday("Battle of Ayacucho", month=12, day=9, start_date="2022")
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Christmas = christmas()
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NewYearsEve = new_years_eve(end_date="2008")
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##################
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# Adhoc Holidays #
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##################
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ExchangeHolidays = [
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pd.Timestamp("2009-01-02"),
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pd.Timestamp("2009-07-27"),
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pd.Timestamp("2015-07-27"),
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pd.Timestamp("2015-10-09"),
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]
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NationalHolidays = [
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pd.Timestamp("2015-01-02"),
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]
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ASPASummit = [
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pd.Timestamp("2012-10-01"),
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pd.Timestamp("2012-10-02"),
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]
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APECSummit = [
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pd.Timestamp("2016-11-17"),
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pd.Timestamp("2016-11-18"),
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]
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EighthSummitOfTheAmericas = [pd.Timestamp("2018-04-13")]
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class XLIMExchangeCalendar(ExchangeCalendar):
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"""
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Calendar for the Lima Stock Exchange (Bolsa de Valores de Lima) in Peru.
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https://www.bvl.com.pe/mercado/resumen-mercado/feriados-y-horarios-de-negociacion
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Open Time: 9:00 AM, Peruvian Time
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Close Time: 4:00 PM, Peruvian Time
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Regularly-Observed Holidays:
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- New Year's Day
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- Maundy Thursday
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- Good Friday
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- Labour Day
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- Battle of Arica and Flag Day
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- Saint Paul and Saint Peter Day
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- Peruvian Air Force Day
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- Independence Day
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- Battle of Junín
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- Santa Rosa
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- Battle of Angamos
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- All Saints' Day
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- Immaculate Conception
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- Battle of Ayacucho
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- Christmas Day
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Holidays No Longer Observed:
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- New Year's Eve
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Early Closes:
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- None
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"""
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name = "XLIM"
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tz = ZoneInfo("America/Lima")
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open_times = ((None, time(9)),)
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close_times = ((None, time(16)),)
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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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MaundyThursday,
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GoodFriday,
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LabourDay,
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BattleOfAricaAndFlagDay,
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SaintPeterAndSaintPaulDay,
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PeruvianAirForceDay,
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IndependenceDay1,
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IndependenceDay2,
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BattleOfJunin,
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SantaRosa,
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BattleOfAngamos,
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AllSaintsDay,
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ImmaculateConception,
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BattleOfAyacucho,
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Christmas,
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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 list(
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chain(
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ExchangeHolidays,
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NationalHolidays,
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ASPASummit,
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APECSummit,
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EighthSummitOfTheAmericas,
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)
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)
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