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
155 lines
3.5 KiB
Python
155 lines
3.5 KiB
Python
#
|
|
# Copyright 2019 Quantopian, Inc.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at
|
|
#
|
|
# http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
from datetime import time
|
|
from zoneinfo import ZoneInfo
|
|
|
|
import pandas as pd
|
|
from pandas.tseries.holiday import Easter, EasterMonday, Holiday
|
|
from pandas.tseries.offsets import Day
|
|
|
|
from .common_holidays import (
|
|
christmas,
|
|
christmas_eve,
|
|
european_labour_day,
|
|
new_years_day,
|
|
new_years_eve,
|
|
)
|
|
from .exchange_calendar import HolidayCalendar, ExchangeCalendar
|
|
|
|
NewYearsDay = new_years_day()
|
|
|
|
# Need custom start year so can't use pandas GoodFriday
|
|
GoodFriday = Holiday(
|
|
"Good Friday", month=1, day=1, offset=[Easter(), Day(-2)], start_date="2013"
|
|
)
|
|
|
|
LabourDay = european_labour_day()
|
|
|
|
LiberationDay = Holiday(
|
|
"Liberation Day",
|
|
month=5,
|
|
day=8,
|
|
)
|
|
|
|
SaintsCyrilAndMethodiusDay = Holiday(
|
|
"Saints Cyril and Methodius Day",
|
|
month=7,
|
|
day=5,
|
|
)
|
|
|
|
JanHusDay = Holiday(
|
|
"Jan Hus Day",
|
|
month=7,
|
|
day=6,
|
|
)
|
|
|
|
CzechStatehoodDay = Holiday(
|
|
"Czech Statehood Day",
|
|
month=9,
|
|
day=28,
|
|
)
|
|
|
|
IndependenceDay = Holiday(
|
|
"Independence Day",
|
|
month=10,
|
|
day=28,
|
|
)
|
|
|
|
StruggleForFreedomAndDemocracyDay = Holiday(
|
|
"Struggle for Freedom and Democracy Day",
|
|
month=11,
|
|
day=17,
|
|
)
|
|
|
|
ChristmasEve = christmas_eve()
|
|
|
|
ChristmasDay = christmas()
|
|
|
|
SecondDayOfChristmas = Holiday(
|
|
"Second Day of Christmas",
|
|
month=12,
|
|
day=26,
|
|
)
|
|
|
|
ExchangeHoliday = new_years_eve()
|
|
|
|
|
|
class XPRAExchangeCalendar(ExchangeCalendar):
|
|
"""
|
|
Exchange calendar for the Prague Stock Exchange (XPRA).
|
|
|
|
Open Time: 9:00 AM, CET
|
|
Close Time: 4:20 PM, CET
|
|
|
|
Regularly-Observed Holidays:
|
|
- New Years Day
|
|
- Good Friday
|
|
- Easter Monday
|
|
- Labour Day (May 1)
|
|
- Liberation Day (May 8)
|
|
- Saints Cyril and Methodius Day (Jul 5)
|
|
- Jan Hus Day (Jul 6)
|
|
- Czech Statehood Day (Sep 28)
|
|
- Independence Day (Oct 28)
|
|
- Struggle for Freedom and Democracy Day (Nov 17)
|
|
- Christmas Eve
|
|
- Christmas Day
|
|
- Second Day of Christmas (Dec 26)
|
|
- Exchange Holiday (Dec 31)
|
|
|
|
Early Closes:
|
|
- None
|
|
"""
|
|
|
|
name = "XPRA"
|
|
|
|
tz = ZoneInfo("Europe/Prague")
|
|
|
|
open_times = ((None, time(9)),)
|
|
|
|
close_times = ((None, time(16, 20)),)
|
|
|
|
@property
|
|
def regular_holidays(self):
|
|
return HolidayCalendar(
|
|
[
|
|
NewYearsDay,
|
|
GoodFriday,
|
|
EasterMonday,
|
|
LabourDay,
|
|
LiberationDay,
|
|
SaintsCyrilAndMethodiusDay,
|
|
JanHusDay,
|
|
CzechStatehoodDay,
|
|
IndependenceDay,
|
|
StruggleForFreedomAndDemocracyDay,
|
|
ChristmasEve,
|
|
ChristmasDay,
|
|
SecondDayOfChristmas,
|
|
ExchangeHoliday,
|
|
]
|
|
)
|
|
|
|
@property
|
|
def adhoc_holidays(self):
|
|
return [
|
|
# Extreme Flooding
|
|
pd.Timestamp("2002-08-14"),
|
|
# Restoration of the Czech Independence Day
|
|
pd.Timestamp("2004-01-02"),
|
|
pd.Timestamp("2005-01-03"),
|
|
]
|