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
149 lines
3.6 KiB
Python
149 lines
3.6 KiB
Python
#
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# Copyright 2019 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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import datetime
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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 EasterMonday, GoodFriday, Holiday
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from .common_holidays import (
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all_saints_day,
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boxing_day,
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christmas,
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christmas_eve,
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corpus_christi,
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epiphany,
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european_labour_day,
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new_years_day,
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new_years_eve,
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)
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from .exchange_calendar import HolidayCalendar, ExchangeCalendar
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def not_2004(dt: datetime.datetime) -> datetime.datetime | None:
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"""
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Christmas Eve is a holiday every year except for whatever reason it was a
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trading day in 2004.
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"""
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return dt if dt.year != 2004 else None
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NewYearsDay = new_years_day()
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Epiphany = epiphany(start_date="2011")
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LabourDay = european_labour_day()
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May3ConstitutionDay = Holiday(
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"Celabration of Declaration of the Constitution of 3 May",
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month=5,
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day=3,
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)
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CorpusChristi = corpus_christi()
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ArmedForcesDay = Holiday(
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"Armed Forces Day",
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month=8,
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day=15,
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)
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AllSaintsDay = all_saints_day()
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IndependenceDay = Holiday(
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"National Independence Day",
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month=11,
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day=11,
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)
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ChristmasEve = christmas_eve(observance=not_2004)
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Christmas = christmas()
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BoxingDay = boxing_day()
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NewYearsEve = new_years_eve(start_date="2011")
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class XWARExchangeCalendar(ExchangeCalendar):
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"""
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Exchange calendar for the Warsaw Stock Exchange (WSE).
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Open Time: 9:00 AM, Central European Time (CET)
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Close Time: 5:00 PM, Central European Time (CET)
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Regularly-Observed Holidays:
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- New Year's Day
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- Epiphany
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- Good Friday
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- Easter Monday
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- Labour Day
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- Constitution Day
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- Corpus Christi
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- Armed Forces Day
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- All Saints' Day
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- Independence Day
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- Christmas Eve
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- Christmas Day
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- Boxing Day
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- New Year's Eve
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Holidays No Longer Observed:
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- None
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Early Closes:
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- None
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"""
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name = "XWAR"
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tz = ZoneInfo("Europe/Warsaw")
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open_times = ((None, datetime.time(9)),)
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close_times = ((None, datetime.time(17)),)
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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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Epiphany,
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GoodFriday,
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EasterMonday,
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LabourDay,
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May3ConstitutionDay,
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CorpusChristi,
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ArmedForcesDay,
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AllSaintsDay,
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IndependenceDay,
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ChristmasEve,
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Christmas,
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BoxingDay,
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NewYearsEve,
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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 [
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pd.Timestamp("2005-04-08"), # Pope's Funeral.
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pd.Timestamp("2007-12-31"), # New Year's Eve (adhoc).
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pd.Timestamp("2008-05-02"), # Exchange Holiday.
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pd.Timestamp("2009-01-02"), # Exchange Holiday.
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pd.Timestamp("2013-04-16"), # Exchange Holiday.
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pd.Timestamp("2018-01-02"), # Exchange Holiday.
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pd.Timestamp("2018-11-12"), # Independence Holiday.
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]
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