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
165 lines
3.8 KiB
Python
165 lines
3.8 KiB
Python
#
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# Copyright 2018 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.tseries.holiday import Easter, EasterMonday, GoodFriday, Holiday
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from pandas.tseries.offsets import Day
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from .common_holidays import (
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all_saints_day,
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assumption_day,
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boxing_day,
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christmas,
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christmas_eve,
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corpus_christi,
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european_labour_day,
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immaculate_conception,
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new_years_day,
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new_years_eve,
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)
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from .exchange_calendar import WEEKDAYS, HolidayCalendar, ExchangeCalendar
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NewYearsDay = new_years_day()
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Carnival = Holiday(
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"Carnival",
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month=1,
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day=1,
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offset=[Easter(), Day(-47)],
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end_date="2003",
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)
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CorpusChristi = corpus_christi(end_date="2003")
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LibertyDay = Holiday(
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"Liberty Day",
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month=4,
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day=25,
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end_date="2003",
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)
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LabourDay = european_labour_day()
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PortugalDay = Holiday(
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"Portugal Day",
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month=6,
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day=10,
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end_date="2003",
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)
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SaintAnthonysDay = Holiday(
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"Saint Anthony's Day",
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month=6,
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day=13,
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end_date="2002",
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)
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AssumptionDay = assumption_day(end_date="2003")
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RepublicDay = Holiday(
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"Republic Day",
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month=10,
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day=5,
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end_date="2003",
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)
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AllSaintsDay = all_saints_day(end_date="2003")
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IndependenceDay = Holiday(
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"Independence Day",
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month=12,
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day=1,
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end_date="2003",
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)
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ImmaculateConception = immaculate_conception(end_date="2003")
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ChristmasEveBefore2003 = christmas_eve(end_date="2003")
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ChristmasEve = christmas_eve(start_date="2003", days_of_week=WEEKDAYS)
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Christmas = christmas()
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BoxingDay = boxing_day()
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NewYearsEve = new_years_eve(days_of_week=WEEKDAYS)
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class XLISExchangeCalendar(ExchangeCalendar):
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"""
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Calendar for the Euronext Lisbon exchange, and the primary calendar for the
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country of Portugal.
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Open Time: 8:00 AM, WET (Western European Time)
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Close Time: 4:30 PM, WET (Western European Time)
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Regularly-Observed Holidays:
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- New Year's Day
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- Good Friday
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- Easter Monday
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- Labour Day
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- Christmas Day
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- Boxing Day
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Early Closes:
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- Christmas Eve
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- New Year's Eve
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Other countries on the Euronext:
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- Belgium
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- France
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- Netherlands
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"""
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# Source: https://www.euronext.com/en/calendars-hours
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# Converted 14:05 CET to local time zone WET.
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regular_early_close = time(13, 5)
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name = "XLIS" # Euronext Lisbon
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tz = ZoneInfo("Europe/Lisbon")
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open_times = ((None, time(8)),)
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close_times = ((None, time(16, 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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Carnival,
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GoodFriday,
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EasterMonday,
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CorpusChristi,
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LibertyDay,
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LabourDay,
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PortugalDay,
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SaintAnthonysDay,
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AssumptionDay,
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RepublicDay,
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AllSaintsDay,
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IndependenceDay,
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ImmaculateConception,
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ChristmasEveBefore2003,
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Christmas,
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BoxingDay,
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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([ChristmasEve, NewYearsEve]),
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),
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]
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