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- 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
267 lines
7.2 KiB
Python
267 lines
7.2 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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import pandas as pd
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from pandas.tseries.holiday import (
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MO,
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DateOffset,
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EasterMonday,
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GoodFriday,
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Holiday,
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previous_friday,
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weekend_to_monday,
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)
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from .common_holidays import (
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boxing_day,
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christmas,
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new_years_day,
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weekend_boxing_day,
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weekend_christmas,
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)
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from .exchange_calendar import HolidayCalendar, ExchangeCalendar
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# Regular Holidays
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# ----------------
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# New Year's Day
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LSENewYearsDay = new_years_day(observance=weekend_to_monday)
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# Early May bank holiday has two exceptions based on the 50th and 75th
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# anniversary of VE-Day
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# 1995-05-01 Early May bank holiday removed for VE-day 50th anniversary
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# 2020-05-04 Early May bank holiday removed for VE-day 75th anniversary
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# Early May bank holiday pre-1995
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MayBank_pre_1995 = Holiday(
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"Early May Bank Holiday",
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month=5,
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offset=DateOffset(weekday=MO(1)),
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day=1,
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end_date=pd.Timestamp("1994-12-31"),
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)
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# Early May bank holiday post-1995 and pre-2020
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MayBank_post_1995_pre_2020 = Holiday(
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"Early May Bank Holiday",
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month=5,
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offset=DateOffset(weekday=MO(1)),
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day=1,
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start_date=pd.Timestamp("1996-01-01"),
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end_date=pd.Timestamp("2019-12-31"),
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)
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# Early May bank holiday post 2020
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MayBank_post_2020 = Holiday(
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"Early May Bank Holiday",
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month=5,
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offset=DateOffset(weekday=MO(1)),
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day=1,
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start_date=pd.Timestamp("2021-01-01"),
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)
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# Spring bank holiday has three exceptions based on the Golden, Diamond & Platinum Jubilee # noqa: E501
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# 2002-05-27 Spring bank holiday removed for Golden Jubilee
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# 2012-05-28 Spring bank holiday removed for Diamond Jubilee
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# 2022-05-30 Spring bank holiday moved to 2022-06-02 to be adjacent to the Platinum Jubilee day 2022-06-03 # noqa: E501
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# Spring bank holiday
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SpringBank_pre_2002 = Holiday(
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"Spring Bank Holiday",
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month=5,
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day=31,
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offset=DateOffset(weekday=MO(-1)),
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end_date=pd.Timestamp("2001-12-31"),
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)
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SpringBank_post_2002_pre_2012 = Holiday(
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"Spring Bank Holiday",
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month=5,
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day=31,
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offset=DateOffset(weekday=MO(-1)),
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start_date=pd.Timestamp("2003-01-01"),
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end_date=pd.Timestamp("2011-12-31"),
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)
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SpringBank_post_2012_pre_2022 = Holiday(
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"Spring Bank Holiday",
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month=5,
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day=31,
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offset=DateOffset(weekday=MO(-1)),
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start_date=pd.Timestamp("2013-01-01"),
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end_date=pd.Timestamp("2021-12-31"),
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)
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SpringBank_post_2022 = Holiday(
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"Spring Bank Holiday",
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month=5,
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day=31,
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offset=DateOffset(weekday=MO(-1)),
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start_date=pd.Timestamp("2023-01-01"),
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)
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# Summer bank holiday
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SummerBank = Holiday(
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"Summer Bank Holiday",
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month=8,
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day=31,
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offset=DateOffset(weekday=MO(-1)),
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)
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Christmas = christmas()
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WeekendChristmas = weekend_christmas()
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BoxingDay = boxing_day()
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WeekendBoxingDay = weekend_boxing_day()
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# Early Closes
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# ------------
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# If Christmas Eve falls on a weekday, that day is a half day.
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# If it falls on a weekend, the preceding Friday is a half day.
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ChristmasEve = Holiday(
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"Christmas Eve",
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month=12,
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day=24,
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observance=previous_friday,
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)
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# New Year's eve (or the preceding Friday if it falls on a weekend)
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# is a half day. Except for 1999-12-31, when the Queen declared a
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# bank holiday.
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NewYearsEvePre1999 = Holiday(
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"New Year's Eve",
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month=12,
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day=31,
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observance=previous_friday,
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end_date=pd.Timestamp("1999-01-01"),
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)
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NewYearsEvePost2000 = Holiday(
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"New Year's Eve",
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month=12,
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day=31,
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observance=previous_friday,
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start_date=pd.Timestamp("2000-01-01"),
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)
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class XLONExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for the London Stock Exchange (XLON).
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Open Time: 8:00 AM, GMT
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Close Time: 4:30 PM, GMT
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Regularly-Observed Holidays:
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- New Years Day (observed on first business day on/after)
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- Good Friday
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- Easter Monday
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- Early May Bank Holiday (first Monday in May)
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- Spring Bank Holiday (last Monday in May)
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- Summer Bank Holiday (last Monday in May)
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- Christmas Day
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- Dec. 27th (if Christmas is on a weekend)
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- Boxing Day
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- Dec. 28th (if Boxing Day is on a weekend)
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Early Closes:
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- Christmas Eve
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- New Year's Eve
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"""
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regular_early_close = time(12, 30)
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name = "XLON"
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tz = ZoneInfo("Europe/London")
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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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LSENewYearsDay,
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GoodFriday,
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EasterMonday,
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MayBank_pre_1995,
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MayBank_post_1995_pre_2020,
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MayBank_post_2020,
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SpringBank_pre_2002,
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SpringBank_post_2002_pre_2012,
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SpringBank_post_2012_pre_2022,
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SpringBank_post_2022,
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SummerBank,
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Christmas,
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WeekendChristmas,
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BoxingDay,
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WeekendBoxingDay,
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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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# VE-Day Anniversary
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pd.Timestamp("1995-05-08"), # 50th Anniversary
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pd.Timestamp("2020-05-08"), # 75th Anniversary
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# Queen Elizabeth II Jubilees
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# Silver Jubilee
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pd.Timestamp("1977-06-07"),
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# Golden Jubilee
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pd.Timestamp("2002-06-03"),
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pd.Timestamp("2002-06-04"),
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# Diamond Jubilee
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pd.Timestamp("2012-06-04"),
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pd.Timestamp("2012-06-05"),
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# Platinum Jubilee (moved Spring bank holiday followed by Jubilee day)
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pd.Timestamp("2022-06-02"),
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pd.Timestamp("2022-06-03"),
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# Queen Elizabeth II Funeral
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pd.Timestamp("2022-09-19"),
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# Coronation of King Charles III
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pd.Timestamp("2023-05-08"),
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# Royal Weddings
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# Wedding Day of Princess Anne and Mark Phillips
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pd.Timestamp("1973-11-14"),
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# Wedding Day of Prince Charles and Diana Spencer
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pd.Timestamp("1981-07-29"),
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# Wedding Day of Prince William and Catherine Middleton
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pd.Timestamp("2011-04-29"),
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# Miscellaneous
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# Eve of 3rd Millenium A.D.
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pd.Timestamp("1999-12-31"),
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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(
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[
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ChristmasEve,
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NewYearsEvePre1999,
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NewYearsEvePost2000,
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]
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),
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)
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]
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