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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
260 lines
9.2 KiB
Python
260 lines
9.2 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 itertools import chain
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from zoneinfo import ZoneInfo
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from pandas import DatetimeIndex
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from pandas.tseries.holiday import GoodFriday, USLaborDay
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from .exchange_calendar import HolidayCalendar, ExchangeCalendar
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from .us_holidays import (
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August45VictoryOverJapan,
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Christmas,
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ChristmasBefore1954,
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ChristmasEveBefore1993,
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ChristmasEveInOrAfter1993,
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ChristmasEvesAdhoc,
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DayAfterChristmasAdhoc,
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DayAfterIndependenceDayAdhoc,
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DayBeforeDecorationAdhoc,
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FirstLunarLandingClosing,
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FridayAfterIndependenceDayPre2013,
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HurricaneGloriaClosing,
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HurricaneSandyClosings,
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LincolnsBirthDayAdhoc,
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March33BankHoliday,
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MonTuesThursBeforeIndependenceDay,
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NewYorkCityBlackout77,
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November29BacklogRelief,
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PaperworkCrisis68,
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September11Closings,
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USBlackFridayBefore1993,
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USBlackFridayInOrAfter1993,
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USColumbusDayBefore1954,
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USElectionDay1848to1967,
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USElectionDay1968to1980,
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USIndependenceDay,
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USIndependenceDayBefore1954,
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USLincolnsBirthDayBefore1954,
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USMartinLutherKingJrAfter1998,
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USMemorialDay,
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USMemorialDay1964to1969,
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USMemorialDayBefore1964,
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USJuneteenth,
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USNationalDaysofMourning,
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USNewYearsDay,
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USPresidentsDay,
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USThanksgivingDay,
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USThanksgivingDay1939to1941,
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USThanksgivingDayBefore1939,
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USVeteransDay1934to1953,
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USWashingtonsBirthDay1964to1970,
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USWashingtonsBirthDayBefore1964,
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WeatherSnowClosing,
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WednesdayBeforeIndependenceDayPost2013,
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)
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# Useful resources for making changes to this file:
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# http://www.nyse.com/pdfs/closings.pdf
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# http://www.stevemorse.org/jcal/whendid.html
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class XNYSExchangeCalendar(ExchangeCalendar):
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"""
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Regularly-Observed Holidays:
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- New Years Day (observed on monday when Jan 1 is a Sunday)
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- Martin Luther King Jr. Day (3rd Monday in January, only after 1998)
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- Lincoln's Birthday (February 12th, only before 1954)
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- Washington's Birthday (February 22nd, before 1971 with rule change in
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1964)
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- Washington's Birthday (aka President's Day, 3rd Monday in February,
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after 1970)
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- Good Friday (two days before Easter Sunday)
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- Memorial Day (May 30th, before 1970, with rule change in 1964)
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- Memorial Day (last Monday in May, after 1970)
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- Juneteenth (June 16th, since 2022)
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- Independence Day (July 4th Sunday to Monday, before 1954)
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- Independence Day (observed on the nearest weekday to July 4th, after
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1953)
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- Election Day (First Tuesday starting on November 2nd, between 1848 and
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1967)
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- Election Day (Every four years, first Tuesday starting on November 2nd,
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between 1968 and 1980)
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- Veterans Day (November 11th, between 1934 and 1953)
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- Columbus Day (October 12th, before 1954)
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- Labor Day (first Monday in September)
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- Thanksgiving (last Thursday in November, before 1939)
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- Thanksgiving (second to last Thursday in November, between 1939 and 1941)
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- Thanksgiving (fourth Thursday in November, after 1941)
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- Christmas (December 25th, Sunday to Monday, before 1954)
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- Christmas (observed on nearest weekday to December 25, after 1953)
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NOTE: The NYSE does not observe the following US Federal Holidays:
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- Columbus Day (after 1953)
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- Veterans Day (after 1953)
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Regularly-Observed Early Closes:
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- July 3rd (Mondays, Tuesdays, and Thursdays, 1995 onward)
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- July 5th (Fridays, 1995 onward, except 2013)
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- Christmas Eve (except on Fridays, when the exchange is closed entirely)
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- Day After Thanksgiving (aka Black Friday, observed from 1992 onward)
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NOTE: Until 1993, the standard early close time for the NYSE was 2:00 PM.
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From 1993 onward, it has been 1:00 PM.
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Additional Irregularities:
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- Closed on 11/1/1929 and 11/29/1929 for backlog relief.
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- Closed between 3/6/1933 and 3/14/1933 due to bank holiday.
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- Closed on 8/15/1945 and 8/16/1945 following victory over Japan.
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- Closed on Christmas Eve in 1945 and 1946.
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- Closed on December 26th in 1958.
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- Closed the day before Memorial Day in 1961.
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- Closed on 11/25/1963 due to John F. Kennedy's death.
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- Closed for Lincoln's Birthday in 1968.
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- Closed a number of days between June 12th and December 24th in 1968
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due to paperwork crisis.
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- Closed on 4/9/1968 due to Martin Luther King's death.
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- Closed the day after Independence Day in 1968.
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- Closed on 2/10/1969 due to weather (snow).
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- Closed on 3/31/1969 due to Dwight D. Eisenhower's death.
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- Closed on 7/21/1969 following the first lunar landing.
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- Closed on 12/28/1972 due to Harry S. Truman's death.
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- Closed on 1/25/1973 due to Lyndon B. Johnson's death.
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- Closed on 7/14/1977 due to New York City blackout.
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- Closed on 9/27/1985 due to Hurricane Gloria.
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- Closed on 4/27/1994 due to Richard Nixon's death.
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- Closed from 9/11/2001 to 9/16/2001 due to terrorist attacks in NYC.
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- Closed on 6/11/2004 due to Ronald Reagan's death.
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- Closed on 1/2/2007 due to Gerald Ford's death.
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- Closed on 10/29/2012 and 10/30/2012 due to Hurricane Sandy.
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- Closed on 12/5/2018 due to George H.W. Bush's death.
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- Closed at 1:00 PM on Wednesday, July 3rd, 2013
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- Closed at 1:00 PM on Friday, December 31, 1999
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- Closed at 1:00 PM on Friday, December 26, 1997
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- Closed at 1:00 PM on Friday, December 26, 2003
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- Closed on 1/9/2025 due to Jimmy Carter's death.
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NOTE: The exchange was **not** closed early on Friday December 26, 2008,
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nor was it closed on Friday December 26, 2014. The next Thursday Christmas
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will be in 2025. If someone is still maintaining this code in 2025, then
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we've done alright...and we should check if it's a half day.
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"""
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regular_early_close = time(13)
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name = "XNYS"
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tz = ZoneInfo("America/New_York")
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open_times = ((None, time(9, 30)),)
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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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USNewYearsDay,
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USMartinLutherKingJrAfter1998,
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USLincolnsBirthDayBefore1954,
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USWashingtonsBirthDayBefore1964,
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USWashingtonsBirthDay1964to1970,
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USPresidentsDay,
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GoodFriday,
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USMemorialDayBefore1964,
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USMemorialDay1964to1969,
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USMemorialDay,
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USJuneteenth,
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USIndependenceDayBefore1954,
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USIndependenceDay,
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USLaborDay,
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USThanksgivingDayBefore1939,
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USThanksgivingDay1939to1941,
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USThanksgivingDay,
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USElectionDay1848to1967,
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USElectionDay1968to1980,
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USVeteransDay1934to1953,
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USColumbusDayBefore1954,
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ChristmasBefore1954,
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Christmas,
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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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November29BacklogRelief,
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March33BankHoliday,
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August45VictoryOverJapan,
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ChristmasEvesAdhoc,
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DayAfterChristmasAdhoc,
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DayBeforeDecorationAdhoc,
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LincolnsBirthDayAdhoc,
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PaperworkCrisis68,
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DayAfterIndependenceDayAdhoc,
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WeatherSnowClosing,
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FirstLunarLandingClosing,
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September11Closings,
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NewYorkCityBlackout77,
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HurricaneGloriaClosing,
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HurricaneSandyClosings,
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USNationalDaysofMourning,
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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(
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[
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MonTuesThursBeforeIndependenceDay,
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FridayAfterIndependenceDayPre2013,
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WednesdayBeforeIndependenceDayPost2013,
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USBlackFridayInOrAfter1993,
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ChristmasEveInOrAfter1993,
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]
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),
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),
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(
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time(14),
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HolidayCalendar(
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[
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ChristmasEveBefore1993,
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USBlackFridayBefore1993,
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]
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),
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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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return [
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(
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self.regular_early_close,
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DatetimeIndex(
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[
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"1997-12-26",
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"1999-12-31",
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"2003-12-26",
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]
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),
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)
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]
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