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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
244 lines
6.8 KiB
Python
244 lines
6.8 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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# Useful source for the history of New Zealand public holidays:
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# Nancy Swarbrick, 'Public holidays', Te Ara - the Encyclopedia of New Zealand
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# http://www.TeAra.govt.nz/en/public-holidays/print (accessed 22 December 2019)
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from datetime import time
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from zoneinfo import ZoneInfo
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from pandas import Timestamp
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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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next_monday,
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next_monday_or_tuesday,
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previous_workday,
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weekend_to_monday,
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)
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from .common_holidays import anzac_day, boxing_day, christmas, new_years_day
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from .exchange_calendar import HolidayCalendar, ExchangeCalendar
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# Prior to 2015, Waitangi Day and Anzac Day are not "Mondayized",
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# that is, if they occur on the weekend, there is no make-up.
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MONDAYIZATION_START_DATE = "2015-01-01"
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# Regular Holidays
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# ----------------
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NewYearsDay = new_years_day(observance=next_monday)
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DayAfterNewYearsDay = Holiday(
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"Day after New Year's Day",
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month=1,
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day=2,
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observance=next_monday_or_tuesday,
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)
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WaitangiDayNonMondayized = Holiday(
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"Waitangi Day",
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month=2,
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day=6,
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end_date=MONDAYIZATION_START_DATE,
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)
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WaitangiDay = Holiday(
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"Waitangi Day",
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month=2,
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day=6,
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observance=weekend_to_monday,
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start_date=MONDAYIZATION_START_DATE,
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)
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AnzacDayNonMondayized = anzac_day(end_date=MONDAYIZATION_START_DATE)
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AnzacDay = anzac_day(
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observance=weekend_to_monday,
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start_date=MONDAYIZATION_START_DATE,
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)
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QueensBirthday = Holiday(
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"Queen's Birthday",
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month=6,
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day=1,
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offset=DateOffset(weekday=MO(1)),
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)
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LabourDay = Holiday(
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"Labour Day",
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month=10,
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day=1,
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offset=DateOffset(weekday=MO(4)),
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)
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Christmas = christmas(observance=next_monday)
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BoxingDay = boxing_day(observance=next_monday_or_tuesday)
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# Early Closes
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# ------------
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BusinessDayPriorToChristmasDay = Holiday(
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"Business Day prior to Christmas Day",
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month=12,
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day=25,
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observance=previous_workday,
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start_date="2011-01-01",
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)
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BusinessDayPriorToNewYearsDay = Holiday(
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"Business Day prior to New Year's Day",
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month=1,
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day=1,
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observance=previous_workday,
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start_date="2011-01-01",
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)
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# Further ad-hoc holidays and closures sourced from gaps in index series
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XMAS22DEC86 = Timestamp("1986-12-22")
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XMAS23DEC86 = Timestamp("1986-12-23")
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XMAS24DEC86 = Timestamp("1986-12-24")
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XMAS29DEC86 = Timestamp("1986-12-29")
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XMAS30DEC86 = Timestamp("1986-12-30")
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XMAS31DEC86 = Timestamp("1986-12-31")
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XMAS24DEC90 = Timestamp("1990-12-24")
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XMAS31DEC90 = Timestamp("1990-12-31")
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XMAS27DEC91 = Timestamp("1991-12-27")
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NYDX03JAN92 = Timestamp("1992-01-03")
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XMAS31DEC99 = Timestamp("1999-12-31")
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QueenMourning2022 = Timestamp("2022-09-26")
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# Matariki Day. Is set by Maori Lunar system which fluctuates relative to
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# Gregorian so no set date each year.
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# https://www.mbie.govt.nz/business-and-employment/employment-and-skills/employment-legislation-reviews/matariki/matariki-public-holiday/
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MatarikiDayDates = {}
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MatarikiDayDates["2022"] = Timestamp("2022-06-24")
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MatarikiDayDates["2023"] = Timestamp("2023-07-14")
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MatarikiDayDates["2024"] = Timestamp("2024-06-28")
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MatarikiDayDates["2025"] = Timestamp("2025-06-20")
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MatarikiDayDates["2026"] = Timestamp("2026-07-10")
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MatarikiDayDates["2027"] = Timestamp("2027-06-25")
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MatarikiDayDates["2028"] = Timestamp("2028-07-14")
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MatarikiDayDates["2029"] = Timestamp("2029-07-06")
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MatarikiDayDates["2030"] = Timestamp("2030-06-21")
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MatarikiDayDates["2031"] = Timestamp("2031-07-11")
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MatarikiDayDates["2032"] = Timestamp("2032-07-02")
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MatarikiDayDates["2033"] = Timestamp("2033-06-24")
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MatarikiDayDates["2034"] = Timestamp("2034-07-07")
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MatarikiDayDates["2035"] = Timestamp("2035-06-29")
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MatarikiDayDates["2036"] = Timestamp("2036-07-21")
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MatarikiDayDates["2037"] = Timestamp("2037-07-10")
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MatarikiDayDates["2038"] = Timestamp("2038-06-25")
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MatarikiDayDates["2039"] = Timestamp("2039-07-15")
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MatarikiDayDates["2040"] = Timestamp("2040-07-06")
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MatarikiDayDates["2041"] = Timestamp("2041-07-19")
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MatarikiDayDates["2042"] = Timestamp("2042-07-11")
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MatarikiDayDates["2043"] = Timestamp("2043-07-03")
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MatarikiDayDates["2044"] = Timestamp("2044-06-24")
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MatarikiDayDates["2045"] = Timestamp("2045-07-07")
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MatarikiDayDates["2046"] = Timestamp("2046-06-29")
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MatarikiDayDates["2047"] = Timestamp("2047-07-19")
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MatarikiDayDates["2048"] = Timestamp("2048-07-03")
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MatarikiDayDates["2049"] = Timestamp("2049-06-25")
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class XNZEExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for the New Zealand Exchange (NZX).
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Open Time: 10:00 AM, NZ
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Close Time: 4:45 PM, NZ
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Regularly-Observed Holidays:
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- New Year's Day
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- Day after New Year's Day
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- Waitangi Day
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- Good Friday
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- Easter Monday
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- Anzac Day
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- Queen's Birthday
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- Labour Day
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- Christmas
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- Boxing Day
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Early Closes:
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- Business Day prior to Christmas Day
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- Business Day prior to New Year's Day
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"""
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regular_early_close = time(12, 45)
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name = "XNZE"
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tz = ZoneInfo("Pacific/Auckland")
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open_times = ((None, time(10)),)
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close_times = ((None, time(16, 45)),)
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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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DayAfterNewYearsDay,
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WaitangiDayNonMondayized,
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WaitangiDay,
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GoodFriday,
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EasterMonday,
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AnzacDayNonMondayized,
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AnzacDay,
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QueensBirthday,
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LabourDay,
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Christmas,
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BoxingDay,
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]
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)
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# add extra ad-hoc holidays
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@property
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def adhoc_holidays(self):
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dates = [
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XMAS22DEC86,
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XMAS23DEC86,
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XMAS24DEC86,
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XMAS29DEC86,
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XMAS30DEC86,
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XMAS31DEC86,
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XMAS24DEC90,
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XMAS31DEC90,
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XMAS27DEC91,
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NYDX03JAN92,
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XMAS31DEC99,
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QueenMourning2022,
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]
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dates += MatarikiDayDates.values()
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return dates
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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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[BusinessDayPriorToChristmasDay, BusinessDayPriorToNewYearsDay]
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),
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)
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]
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