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
56 lines
1.7 KiB
Python
56 lines
1.7 KiB
Python
from abc import abstractmethod
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import numpy as np
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import pandas as pd
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from .exchange_calendar import ExchangeCalendar
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class PrecomputedExchangeCalendar(ExchangeCalendar):
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"""
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Used to model an exchange calendar whose holidays inlcude holidays that
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are precomputed and hardcoded.
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"""
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@abstractmethod
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def precomputed_holidays(self) -> pd.DatetimeIndex | list[pd.Timestamp]:
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"""Precomputed holidays.
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Subclass should implement as a classmethod.
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"""
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raise NotImplementedError
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@property
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def adhoc_holidays(self) -> pd.DatetimeIndex | list[pd.Timestamp]:
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return self.precomputed_holidays()
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@classmethod
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def _earliest_precomputed_year(cls) -> int:
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return np.min(cls.precomputed_holidays()).year
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@classmethod
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def _latest_precomputed_year(cls) -> int:
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return np.max(cls.precomputed_holidays()).year
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@classmethod
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def bound_min(cls) -> pd.Timestamp:
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return pd.Timestamp(f"{cls._earliest_precomputed_year()}-01-01")
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@classmethod
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def bound_max(cls) -> pd.Timestamp:
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return pd.Timestamp(f"{cls._latest_precomputed_year()}-12-31")
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def _bound_min_error_msg(self, start: pd.Timestamp) -> str:
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return (
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f"The {self.name} holidays are only recorded back to the year"
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f" {self._earliest_precomputed_year()}, cannot instantiate the"
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f" {self.name} calendar from {start}."
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)
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def _bound_max_error_msg(self, end: pd.Timestamp) -> str:
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return (
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f"The {self.name} holidays are only recorded to the year"
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f" {self._latest_precomputed_year()}, cannot instantiate the"
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f" {self.name} calendar through to {end}."
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)
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