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
150 lines
4.5 KiB
Python
150 lines
4.5 KiB
Python
from datetime import time
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from itertools import chain
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from zoneinfo import ZoneInfo
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import pandas as pd
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from .exchange_calendar import HolidayCalendar, ExchangeCalendar
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from .xtks_holidays import (
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AutumnalEquinoxes,
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ChildrensDay,
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CitizensHolidayGoldenWeek,
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CitizensHolidaySilverWeek,
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ComingOfAgeDay2000Onwards,
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ComingOfAgeDayThrough1999,
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ConstitutionMemorialDay,
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CultureDay,
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EmperorAkihitoBirthday,
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EmperorNaruhitoBirthday,
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EquityTradingSystemFailure,
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GreeneryDay2007Onwards,
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GreeneryDayThrough2006,
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HealthAndSportsDay2000OnwardsThrough2019,
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HealthAndSportsDay2020,
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HealthAndSportsDay2021,
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HealthAndSportsDay2022Onwards,
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HealthAndSportsDayThrough1999,
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LaborThanksgivingDay,
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MarineDay2003OnwardsThrough2019,
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MarineDay2020,
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MarineDay2021,
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MarineDay2022Onwards,
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MarineDayThrough2002,
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Misc2019Holidays,
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MountainDay2020,
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MountainDay2021,
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MountainDay2022Onwards,
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MountainDayThrough2019,
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NationalFoundationDay,
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NewYearsHolidayDec31,
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NewYearsHolidayJan1,
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NewYearsHolidayJan2,
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NewYearsHolidayJan3,
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RespectForTheAgedDay2003Onwards,
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RespectForTheAgedDayThrough2002,
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ShowaDay,
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VernalEquinoxes,
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)
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class XTKSExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for the Tokyo Stock Exchange
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https://www.jpx.co.jp/english/corporate/about-jpx/calendar/index.html
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First session: 9:00am - 11:30am
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Lunch Break: 11:30am - 12:30pm
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Second session: 12:30pm - 3:30pm
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Regularly-Observed Holidays (see xtks_holidays.py for more info):
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- New Year's Holidays (Dec. 31 - Jan. 3)
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- Coming of Age Day (second Monday of January)
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- National Foundation Day (Feb. 11)
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- Vernal Equinox (usually Mar 20-22)
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- Greenery Day (Apr. 29 2000-2006, May 4 2007-present)
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- Showa Day (Apr. 29 2007-present)
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- Constitution Memorial Day (May 3)
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- Citizen's Holiday (May 4 2000-2006, later replaced by Greenery Day)
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- Children's Day (May 5)
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- Marine Day (July 20 2000-2002, third Monday of July 2003-present)
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- Respect for the Aged Day (Sep. 15 2000-2002, third Monday
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of Sep. 2003-present)
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- Autumnal Equinox (usually Sept. 22-24)
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- Health-Sports Day (second Monday of October)
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- Culture Day (November 3)
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- Labor Thanksgiving Day (Nov. 23)
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- Emperor's Birthday (Dec. 23)
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Additional Irregularities:
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- Closed on October 1, 2020 due to equity trading system failure
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"""
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name = "XTKS"
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tz = ZoneInfo("Asia/Tokyo")
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open_times = ((None, time(9)),)
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break_start_times = ((None, time(11, 30)),)
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break_end_times = ((None, time(12, 30)),)
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close_times = (
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(None, time(15)),
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(pd.Timestamp("2024-11-05"), time(15, 30)),
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)
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@classmethod
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def bound_min(cls) -> pd.Timestamp:
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# not tracking holiday info farther back than 1997
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return pd.Timestamp("1997-01-01")
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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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NewYearsHolidayDec31,
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NewYearsHolidayJan1,
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NewYearsHolidayJan2,
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NewYearsHolidayJan3,
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ComingOfAgeDayThrough1999,
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ComingOfAgeDay2000Onwards,
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NationalFoundationDay,
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GreeneryDayThrough2006,
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ShowaDay,
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ConstitutionMemorialDay,
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GreeneryDay2007Onwards,
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CitizensHolidayGoldenWeek,
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ChildrensDay,
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MarineDayThrough2002,
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MarineDay2003OnwardsThrough2019,
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MarineDay2020,
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MarineDay2021,
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MarineDay2022Onwards,
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MountainDayThrough2019,
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MountainDay2020,
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MountainDay2021,
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MountainDay2022Onwards,
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RespectForTheAgedDayThrough2002,
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RespectForTheAgedDay2003Onwards,
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HealthAndSportsDayThrough1999,
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HealthAndSportsDay2000OnwardsThrough2019,
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HealthAndSportsDay2020,
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HealthAndSportsDay2021,
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HealthAndSportsDay2022Onwards,
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CultureDay,
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LaborThanksgivingDay,
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EmperorAkihitoBirthday,
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EmperorNaruhitoBirthday,
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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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VernalEquinoxes,
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AutumnalEquinoxes,
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CitizensHolidaySilverWeek,
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Misc2019Holidays,
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EquityTradingSystemFailure,
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)
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)
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