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
168 lines
3.7 KiB
Python
168 lines
3.7 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 pandas.tseries.holiday import (
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MO,
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DateOffset,
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GoodFriday,
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Holiday,
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weekend_to_monday,
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)
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from .common_holidays import (
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boxing_day,
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christmas,
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new_years_day,
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weekend_boxing_day,
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weekend_christmas,
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)
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from .exchange_calendar import (
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FRIDAY,
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MONDAY,
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THURSDAY,
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TUESDAY,
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WEDNESDAY,
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HolidayCalendar,
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ExchangeCalendar,
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)
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# New Year's Day
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XTSENewYearsDay = new_years_day(observance=weekend_to_monday)
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# Ontario Family Day
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FamilyDay = Holiday(
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"Family Day",
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month=2,
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day=1,
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offset=DateOffset(weekday=MO(3)),
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start_date="2008-01-01",
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)
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# Victoria Day
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VictoriaDay = Holiday(
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"Victoria Day",
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month=5,
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day=24,
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offset=DateOffset(weekday=MO(-1)),
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)
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# Canada Day
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CanadaDay = Holiday(
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"Canada Day",
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month=7,
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day=1,
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observance=weekend_to_monday,
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)
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# Civic Holiday
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CivicHoliday = Holiday(
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"Civic Holiday",
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month=8,
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day=1,
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offset=DateOffset(weekday=MO(1)),
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)
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# Labor Day
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LaborDay = Holiday(
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"Labor Day",
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month=9,
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day=1,
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offset=DateOffset(weekday=MO(1)),
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)
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# Canadian Thanksgiving
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CanadianThanksgiving = Holiday(
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"Canadian Thanksgiving",
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month=10,
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day=1,
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offset=DateOffset(weekday=MO(2)),
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)
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ChristmasEveEarlyClose2010Onwards = Holiday(
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"Christmas Eve Early Close",
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month=12,
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day=24,
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days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY),
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start_date=pd.Timestamp("2010-01-01"),
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)
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Christmas = christmas()
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WeekendChristmas = weekend_christmas()
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BoxingDay = boxing_day()
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WeekendBoxingDay = weekend_boxing_day()
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September11ClosingsCanada = pd.date_range("2001-09-11", "2001-09-12")
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class XTSEExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for the Toronto Stock Exchange (XTSE).
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Open Time: 9:30 AM, EST
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Close Time: 4:00 PM, EST
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Regularly-Observed Holidays:
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- New Years Day (observed on first business day on/after)
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- Family Day (Third Monday in February, starting in 2008)
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- Good Friday
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- Victoria Day (Monday before May 25th)
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- Canada Day (July 1st, observed first business day after)
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- Civic Holiday (First Monday in August)
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- Labor Day (First Monday in September)
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- Thanksgiving (Second Monday in October)
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- Christmas Day
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- Dec. 26th if Christmas is on a Sunday
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- Dec. 27th if Christmas is on a weekend
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- Boxing Day
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- Dec. 27th if Christmas is on a Sunday
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- Dec. 28th if Boxing Day is on a weekend
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Early closes:
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- Starting in 2010, if Christmas Eve falls on a weekday, the market
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closes at 1:00 pm that day. If it falls on a weekend, there is no
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early close.
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"""
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regular_early_close = time(13)
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name = "XTSE"
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tz = ZoneInfo("America/Toronto")
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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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XTSENewYearsDay,
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FamilyDay,
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GoodFriday,
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VictoriaDay,
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CanadaDay,
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CivicHoliday,
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LaborDay,
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CanadianThanksgiving,
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Christmas,
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WeekendChristmas,
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BoxingDay,
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WeekendBoxingDay,
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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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# NOTE: change the name of this property
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return list(chain(September11ClosingsCanada))
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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([ChristmasEveEarlyClose2010Onwards]),
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)
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]
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