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
167 lines
4.2 KiB
Python
167 lines
4.2 KiB
Python
#
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# Copyright 2018 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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from datetime import time
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from zoneinfo import ZoneInfo
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from pandas.tseries.holiday import (
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EasterMonday,
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GoodFriday,
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Holiday,
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previous_friday,
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previous_workday,
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)
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from .common_holidays import (
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all_saints_day,
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ascension_day,
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assumption_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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immaculate_conception,
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new_years_day,
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new_years_eve,
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whit_monday,
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)
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from .exchange_calendar import HolidayCalendar, ExchangeCalendar
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NewYearsDay = new_years_day()
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Epiphany = epiphany(end_date="2019")
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AscensionDay = ascension_day(end_date="2019")
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WhitMonday = whit_monday(end_date="2023")
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CorpusChristi = corpus_christi(end_date="2019")
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LabourDay = european_labour_day()
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AssumptionDay = assumption_day(end_date="2019")
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NationalHoliday = Holiday("National Holiday", month=10, day=26)
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AllSaintsDay = all_saints_day(end_date="2019")
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ImmaculateConception = immaculate_conception(end_date="2019")
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ChristmasEve = christmas_eve()
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Christmas = christmas()
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SaintStephensDay = Holiday("Saint Stephen's Day", month=12, day=26)
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# Prior to 2016, when New Year's Eve fell on the weekend, it was observed
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# on the preceding Friday. In 2016 and after, it is not made up.
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NewYearsEveThrough2015 = new_years_eve(
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observance=previous_friday,
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end_date="2016",
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)
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NewYearsEve2016Onwards = new_years_eve(start_date="2016")
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# Early Closes
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# ------------
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# The last weekday before Dec 31 is an early close starting in 2017. Note: this
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# is decided upon separately each year somewhen in November/December.
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# Official announcements can be found at
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#
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# https://www.wienerborse.at/en/news/vienna-stock-exchange-news-list/
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#
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# when searching for "Last trading day".
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LastWorkingDay = Holiday(
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"Last Working Day of Year Early Close",
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month=12,
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day=31,
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start_date="2017-01-01",
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observance=previous_workday,
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)
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class XWBOExchangeCalendar(ExchangeCalendar):
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"""
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Calendar for the Wiener Borse AG exchange in Vienna, Austria.
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Open Time: 9:00 AM, CET (Central European Time)
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Close Time: 5:30 PM, CET (Central European Time)
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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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- Ascension Day
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- Whit Monday
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- Corpus Christi
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- Labour Day
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- Assumption Day
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- National Holiday
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- All Saints Day
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- Immaculate Conception
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- Christmas Eve
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- Christmas Day
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- St. Stephen's Day
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- New Year's Eve
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Early Closes:
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- Last working day before Dec. 31
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"""
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regular_early_close = time(14, 15)
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name = "XWBO"
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tz = ZoneInfo("Europe/Vienna")
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open_times = ((None, time(9)),)
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close_times = ((None, time(17, 30)),)
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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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AscensionDay,
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WhitMonday,
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CorpusChristi,
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LabourDay,
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AssumptionDay,
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NationalHoliday,
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AllSaintsDay,
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ImmaculateConception,
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ChristmasEve,
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Christmas,
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SaintStephensDay,
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NewYearsEveThrough2015,
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NewYearsEve2016Onwards,
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]
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)
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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(
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[
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LastWorkingDay,
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]
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),
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)
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]
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