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
454 lines
11 KiB
Python
454 lines
11 KiB
Python
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 .precomputed_exchange_calendar import PrecomputedExchangeCalendar
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precomputed_ses_holidays = pd.to_datetime(
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[
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"1986-01-01",
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"1986-02-10",
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"1986-02-11",
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"1986-03-28",
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"1986-05-01",
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"1986-05-23",
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"1986-06-09",
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"1986-12-25",
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"1987-01-01",
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"1987-01-29",
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"1987-01-30",
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"1987-05-01",
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"1987-05-12",
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"1987-05-29",
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"1987-08-05",
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"1987-08-10",
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"1987-10-21",
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"1987-12-25",
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"1988-01-01",
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"1988-02-17",
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"1988-02-18",
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"1988-04-01",
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"1988-05-02",
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"1988-05-17",
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"1988-05-30",
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"1988-07-25",
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"1988-08-09",
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"1988-11-08",
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"1988-12-26",
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"1989-01-02",
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"1989-02-06",
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"1989-02-07",
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"1989-03-24",
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"1989-05-01",
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"1989-05-08",
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"1989-05-19",
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"1989-07-13",
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"1989-08-09",
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"1989-12-25",
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"1990-01-01",
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"1990-04-13",
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"1990-04-26",
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"1990-05-01",
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"1990-05-09",
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"1990-07-03",
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"1990-08-09",
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"1990-12-25",
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"1991-01-01",
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"1991-01-15",
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"1991-03-29",
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"1991-04-16",
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"1991-05-01",
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"1991-05-28",
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"1991-06-24",
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"1991-08-09",
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"1991-11-05",
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"1991-12-24",
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"1991-12-25",
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"1991-12-31",
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"1992-01-01",
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"1992-02-04",
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"1992-02-05",
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"1992-04-06",
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"1992-04-17",
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"1992-05-01",
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"1992-06-11",
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"1992-08-10",
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"1992-12-25",
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"1993-01-01",
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"1993-01-25",
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"1993-03-25",
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"1993-04-09",
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"1993-05-06",
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"1993-06-01",
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"1993-08-09",
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"1994-01-10",
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"1994-01-11",
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"1994-02-01",
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"1994-02-11",
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"1994-03-14",
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"1994-04-01",
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"1994-05-02",
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"1994-05-25",
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"1994-08-09",
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"1994-10-13",
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"1994-11-02",
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"1994-12-26",
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"1995-01-02",
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"1995-01-31",
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"1995-02-01",
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"1995-03-03",
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"1995-04-14",
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"1995-05-01",
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"1995-05-10",
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"1995-05-15",
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"1995-08-09",
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"1995-10-23",
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"1995-12-25",
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"1996-01-01",
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"1996-02-19",
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"1996-02-20",
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"1996-02-21",
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"1996-04-05",
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"1996-05-01",
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"1996-05-31",
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"1996-08-09",
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"1996-12-25",
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"1997-01-01",
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"1997-02-07",
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"1997-02-10",
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"1997-03-28",
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"1997-04-18",
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"1997-05-01",
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"1997-05-21",
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"1997-12-25",
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"1998-01-01",
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"1998-01-28",
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"1998-01-29",
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"1998-01-30",
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"1998-04-07",
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"1998-04-10",
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"1998-05-01",
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"1998-05-11",
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"1998-08-10",
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"1998-10-19",
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"1998-12-25",
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"1999-01-01",
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"1999-01-19",
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"1999-02-16",
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"1999-02-17",
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"1999-03-29",
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"1999-04-02",
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"1999-08-09",
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"1999-11-08",
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"1999-12-31",
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"2000-02-07",
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"2000-03-16",
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"2000-04-21",
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"2000-05-01",
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"2000-05-18",
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"2000-08-09",
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"2000-10-26",
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"2000-12-25",
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"2000-12-27",
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"2001-01-01",
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"2001-01-24",
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"2001-01-25",
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"2001-03-06",
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"2001-04-13",
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"2001-05-01",
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"2001-05-07",
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"2001-08-09",
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"2001-11-14",
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"2001-12-17",
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"2001-12-25",
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"2002-01-01",
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"2002-02-12",
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"2002-02-13",
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"2002-03-29",
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"2002-05-01",
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"2002-05-27",
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"2002-08-09",
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"2002-11-04",
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"2002-12-06",
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"2002-12-25",
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"2003-01-01",
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"2003-02-03",
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"2003-02-12",
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"2003-04-18",
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"2003-05-01",
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"2003-05-15",
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"2003-10-24",
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"2003-11-25",
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"2003-12-25",
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"2004-01-01",
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"2004-01-22",
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"2004-01-23",
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"2004-02-02",
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"2004-04-09",
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"2004-06-02",
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"2004-08-09",
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"2004-11-11",
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"2004-11-15",
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"2005-01-21",
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"2005-02-09",
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"2005-02-10",
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"2005-03-25",
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"2005-05-02",
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"2005-05-23",
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"2005-08-09",
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"2005-11-01",
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"2005-11-03",
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"2005-12-26",
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"2006-01-02",
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"2006-01-10",
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"2006-01-30",
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"2006-01-31",
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"2006-04-14",
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"2006-05-01",
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"2006-05-12",
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"2006-08-09",
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"2006-10-24",
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"2006-12-25",
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"2007-01-01",
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"2007-01-02",
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"2007-02-19",
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"2007-02-20",
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"2007-04-06",
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"2007-05-01",
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"2007-05-31",
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"2007-08-09",
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"2007-11-08",
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"2007-12-20",
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"2007-12-25",
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"2008-01-01",
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"2008-02-07",
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"2008-02-08",
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"2008-03-21",
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"2008-05-01",
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"2008-05-19",
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"2008-10-01",
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"2008-10-27",
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"2008-12-08",
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"2008-12-25",
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"2009-01-01",
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"2009-01-26",
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"2009-01-27",
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"2009-04-10",
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"2009-05-01",
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"2009-08-10",
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"2009-09-21",
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"2009-11-27",
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"2009-12-25",
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"2010-01-01",
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"2010-02-15",
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"2010-02-16",
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"2010-04-02",
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"2010-05-28",
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"2010-08-09",
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"2010-09-10",
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"2010-11-05",
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"2010-11-17",
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"2011-02-03",
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"2011-02-04",
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"2011-04-22",
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"2011-05-02",
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"2011-05-17",
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"2011-08-09",
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"2011-08-30",
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"2011-10-26",
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"2011-11-07",
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"2011-12-26",
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"2012-01-02",
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"2012-01-23",
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"2012-01-24",
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"2012-04-06",
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"2012-05-01",
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"2012-08-09",
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"2012-08-20",
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"2012-10-26",
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"2012-11-13",
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"2012-12-25",
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"2013-01-01",
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"2013-02-11",
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"2013-02-12",
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"2013-03-29",
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"2013-05-01",
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"2013-05-24",
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"2013-08-08",
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"2013-08-09",
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"2013-10-15",
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"2013-12-25",
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"2014-01-01",
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"2014-01-31",
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"2014-04-18",
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"2014-05-01",
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"2014-05-13",
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"2014-07-28",
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"2014-10-06",
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"2014-10-22",
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"2014-12-25",
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"2015-01-01",
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"2015-02-19",
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"2015-02-20",
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"2015-04-03",
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"2015-05-01",
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"2015-06-01",
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"2015-07-17",
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"2015-08-07",
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"2015-08-10",
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"2015-09-11",
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"2015-09-24",
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"2015-11-10",
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"2015-12-25",
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"2016-01-01",
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"2016-02-08",
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"2016-02-09",
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"2016-03-25",
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"2016-05-02",
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"2016-07-06",
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"2016-08-09",
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"2016-09-12",
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"2016-12-26",
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"2017-01-02",
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"2017-01-30",
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"2017-04-14",
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"2017-05-01",
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"2017-05-10",
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"2017-06-26",
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"2017-08-09",
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"2017-09-01",
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"2017-10-18",
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"2017-12-25",
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"2018-01-01",
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"2018-02-16",
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"2018-03-30",
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"2018-05-01",
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"2018-05-29",
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"2018-06-15",
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"2018-08-09",
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"2018-08-22",
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"2018-11-06",
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"2018-12-25",
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"2019-01-01",
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"2019-02-05",
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"2019-02-06",
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"2019-04-19",
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"2019-05-01",
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"2019-05-20",
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"2019-06-05",
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"2019-08-09",
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"2019-08-12",
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"2019-10-28",
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"2019-12-25",
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"2020-01-01",
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"2020-01-27",
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"2020-04-10",
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"2020-05-01",
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"2020-05-07",
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"2020-05-25",
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"2020-07-10",
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"2020-07-31",
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"2020-08-10",
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"2020-12-25",
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"2021-01-01", # New Year's Day
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"2021-02-12", # Chinese New Year TODO: 2021-02-11 is half day
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"2021-02-13", # Chinese New Year
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"2021-04-02", # Good Friday
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"2021-05-01", # Labour Day
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"2021-05-13", # Hari Raya Puasa
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"2021-05-26", # Vesak Day
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"2021-07-20", # Hari Raya Haji
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"2021-08-09", # National Day
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"2021-11-04", # Deepavali
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"2021-12-25", # Christmas Day. TODO: 2021-12-24 and 2021-12-31 are half days
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# TODO: Eve of Chinese New Year (2022-01-31) is a half day
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"2022-02-01", # Chinese New Year
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"2022-02-02", # Chinese New Year
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"2022-04-15", # Good Friday
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"2022-05-02", # Labour Day (in lieu)
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"2022-05-03", # Hari Raya Puasa
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"2022-05-16", # Vesak Day (in lieu)
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"2022-07-11", # Hari Raya Haji (in lieu)
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"2022-08-09", # National Day
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"2022-10-24", # Deepavali
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"2022-12-26", # Christmas Day (in lieu)
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"2023-01-02", # New Year's Day (in lieu)
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"2023-01-23", # Chinese New Year
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"2023-01-24", # Chinese New Year
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"2023-04-07", # Good Friday
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# Hari Raya Puasa is on 2023-04-22 (Saturday), and not rolled forward
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"2023-05-01", # Labour Day
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"2023-06-02", # Vesak Day
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"2023-06-29", # Hari Raya Haji
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"2023-08-09", # National Day
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"2023-09-01", # Polling Day
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"2023-11-13", # Deepavali (in lieu)
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"2023-12-25", # Christmas Day
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"2024-01-01", # New Year's Day
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"2024-02-12", # Chinese New Year (in lieu)
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"2024-03-29", # Good Friday
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"2024-04-10", # Hari Raya Puasa
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"2024-05-01", # Labour Day
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"2024-05-22", # Vesak Day
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"2024-06-17", # Hari Raya Haji
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"2024-08-09", # National Day
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"2024-10-31", # Deepavali
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"2024-12-25", # Christmas Day
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"2025-01-01", # New Year's Day
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"2025-01-29", # Chinese New Year
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"2025-01-30", # Chinese New Year
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"2025-03-31", # Hari Raya Puasa
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"2025-04-18", # Good Friday
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"2025-05-01", # Labour Day
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"2025-05-12", # Vesak Day
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"2025-06-07", # Hari Raya Haji
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"2025-08-09", # National Day
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"2025-10-20", # Deepavali
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"2025-12-25", # Christmas Day
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"2026-01-01", # New Year's Day
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"2026-02-17", # Chinese New Year
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"2026-02-18", # Chinese New Year
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"2026-03-21", # Hari Raya Puasa
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"2026-04-03", # Good Friday
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"2026-05-01", # Labour Day
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"2026-05-27", # Hari Raya Haji
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"2026-06-01", # Vesak Day
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"2026-08-10", # National Day
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"2026-11-09", # Deepavali
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"2026-12-25", # Christmas Day
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]
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)
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class XSESExchangeCalendar(PrecomputedExchangeCalendar):
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"""
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Exchange calendar for the Singapore Stock Exchange (XSES, SGX).
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Open time: 9:00 Asia/Singapore
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Close time: 17:00 Asia/Singapore
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NOTE: For now, we are skipping the intra-day break from 12:00 to 13:00.
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Due to the complexity around the Singaporean holidays, we are hardcoding
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a list of holidays covering 1986-2021, inclusive.
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TODO: There are a handful of half-days (day before Chinese New Year,
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Christmas Eve, etc.). We will add those later.
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References
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----------
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Accessed 2021-06-11 for 2021 holidays:
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https://www.sgx.com/securities/trading#Trading%20Hours%20&%20Opening/Closing%20Routine
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https://www.mom.gov.sg/employment-practices/public-holidays
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"""
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name = "XSES"
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tz = ZoneInfo("Asia/Singapore")
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open_times = ((None, time(9)),)
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close_times = ((None, time(17, 0)),)
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@classmethod
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def precomputed_holidays(cls):
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return precomputed_ses_holidays
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