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
378 lines
10 KiB
Python
378 lines
10 KiB
Python
"""
|
|
US Holidays
|
|
|
|
Many historical holidays were derived from the pdf at
|
|
etc/NYSE-Historical-Closings.pdf. Originally posted at
|
|
http://s3.amazonaws.com/armstrongeconomics-wp/2013/07/NYSE-Closings.pdf # noqa
|
|
|
|
These were originally added in
|
|
https://github.com/rsheftel/pandas_market_calendars/pull/30
|
|
"""
|
|
|
|
from dateutil.relativedelta import MO, TH, TU
|
|
from pandas import DateOffset, Timestamp
|
|
from pandas.tseries.holiday import Holiday, nearest_workday, sunday_to_monday
|
|
from pandas.tseries.offsets import Day
|
|
|
|
from .common_holidays import new_years_day
|
|
from .exchange_calendar import FRIDAY, MONDAY, THURSDAY, TUESDAY, WEDNESDAY
|
|
|
|
|
|
def following_tuesday_every_four_years_observance(dt):
|
|
return dt + DateOffset(years=(4 - (dt.year % 4)) % 4, weekday=TU(1))
|
|
|
|
|
|
# Holidays
|
|
|
|
# These have the same definition, but are used in different places because the
|
|
# NYSE closed at 2:00 PM on Christmas Eve until 1993.
|
|
ChristmasEveBefore1993 = Holiday(
|
|
"Christmas Eve",
|
|
month=12,
|
|
day=24,
|
|
end_date=Timestamp("1993-01-01"),
|
|
# When Christmas is a Saturday, the 24th is a full holiday.
|
|
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY),
|
|
)
|
|
ChristmasEveInOrAfter1993 = Holiday(
|
|
"Christmas Eve",
|
|
month=12,
|
|
day=24,
|
|
start_date=Timestamp("1993-01-01"),
|
|
# When Christmas is a Saturday, the 24th is a full holiday.
|
|
days_of_week=(MONDAY, TUESDAY, WEDNESDAY, THURSDAY),
|
|
)
|
|
USNewYearsDay = new_years_day(
|
|
# When Jan 1 is a Sunday, US markets observe the subsequent Monday.
|
|
# When Jan 1 is a Saturday (as in 2005 and 2011), no holiday is observed.
|
|
observance=sunday_to_monday
|
|
)
|
|
USMartinLutherKingJrAfter1998 = Holiday(
|
|
"Dr. Martin Luther King Jr. Day",
|
|
month=1,
|
|
day=1,
|
|
# The US markets didn't observe MLK day as a holiday until 1998.
|
|
start_date=Timestamp("1998-01-01"),
|
|
offset=DateOffset(weekday=MO(3)),
|
|
)
|
|
USLincolnsBirthDayBefore1954 = Holiday(
|
|
"Lincoln's Birthday",
|
|
month=2,
|
|
day=12,
|
|
start_date=Timestamp("1874-01-01"),
|
|
end_date=Timestamp("1953-12-31"),
|
|
observance=sunday_to_monday,
|
|
)
|
|
USWashingtonsBirthDayBefore1964 = Holiday(
|
|
"Washington's Birthday",
|
|
month=2,
|
|
day=22,
|
|
start_date=Timestamp("1880-01-01"),
|
|
end_date=Timestamp("1963-12-31"),
|
|
observance=sunday_to_monday,
|
|
)
|
|
USWashingtonsBirthDay1964to1970 = Holiday(
|
|
"Washington's Birthday",
|
|
month=2,
|
|
day=22,
|
|
start_date=Timestamp("1964-01-01"),
|
|
end_date=Timestamp("1970-12-31"),
|
|
observance=nearest_workday,
|
|
)
|
|
USPresidentsDay = Holiday(
|
|
"President's Day",
|
|
start_date=Timestamp("1971-01-01"),
|
|
month=2,
|
|
day=1,
|
|
offset=DateOffset(weekday=MO(3)),
|
|
)
|
|
|
|
USThanksgivingDayBefore1939 = Holiday(
|
|
"Thanksgiving Before 1939",
|
|
start_date=Timestamp("1864-01-01"),
|
|
end_date=Timestamp("1938-12-31"),
|
|
month=11,
|
|
day=30,
|
|
offset=DateOffset(weekday=TH(-1)),
|
|
)
|
|
|
|
USThanksgivingDay1939to1941 = Holiday(
|
|
"Thanksgiving 1939 to 1941",
|
|
start_date=Timestamp("1939-01-01"),
|
|
end_date=Timestamp("1941-12-31"),
|
|
month=11,
|
|
day=30,
|
|
offset=DateOffset(weekday=TH(-2)),
|
|
)
|
|
USThanksgivingDay = Holiday(
|
|
"Thanksgiving",
|
|
start_date=Timestamp("1942-01-01"),
|
|
month=11,
|
|
day=1,
|
|
offset=DateOffset(weekday=TH(4)),
|
|
)
|
|
|
|
USMemorialDayBefore1964 = Holiday(
|
|
"Memorial Day",
|
|
month=5,
|
|
day=30,
|
|
end_date=Timestamp("1963-12-31"),
|
|
observance=sunday_to_monday,
|
|
)
|
|
USMemorialDay1964to1969 = Holiday(
|
|
"Memorial Day",
|
|
month=5,
|
|
day=30,
|
|
start_date=Timestamp("1964-01-01"),
|
|
end_date=Timestamp("1969-12-31"),
|
|
observance=nearest_workday,
|
|
)
|
|
USMemorialDay = Holiday(
|
|
# NOTE: The definition for Memorial Day is incorrect as of pandas 0.16.0.
|
|
# See https://github.com/pydata/pandas/issues/9760.
|
|
"Memorial Day",
|
|
month=5,
|
|
day=25,
|
|
start_date=Timestamp("1971-01-01"),
|
|
offset=DateOffset(weekday=MO(1)),
|
|
)
|
|
USJuneteenth = Holiday(
|
|
"Juneteenth National Independence Day",
|
|
month=6,
|
|
day=19,
|
|
start_date=Timestamp("2022-01-01"),
|
|
observance=nearest_workday,
|
|
)
|
|
USIndependenceDayBefore1954 = Holiday(
|
|
"July 4th",
|
|
month=7,
|
|
day=4,
|
|
end_date=Timestamp("1953-12-31"),
|
|
observance=sunday_to_monday,
|
|
)
|
|
USIndependenceDay = Holiday(
|
|
"July 4th",
|
|
month=7,
|
|
day=4,
|
|
start_date=Timestamp("1954-01-01"),
|
|
observance=nearest_workday,
|
|
)
|
|
|
|
USElectionDay1848to1967 = Holiday(
|
|
"Election Day",
|
|
month=11,
|
|
day=2,
|
|
start_date=Timestamp("1848-1-1"),
|
|
end_date=Timestamp("1967-12-31"),
|
|
offset=DateOffset(weekday=TU(1)),
|
|
)
|
|
USElectionDay1968to1980 = Holiday(
|
|
"Election Day",
|
|
month=11,
|
|
day=2,
|
|
start_date=Timestamp("1968-01-01"),
|
|
end_date=Timestamp("1980-12-31"),
|
|
observance=following_tuesday_every_four_years_observance,
|
|
)
|
|
USVeteransDay1934to1953 = Holiday(
|
|
"Veteran Day",
|
|
month=11,
|
|
day=11,
|
|
start_date=Timestamp("1934-1-1"),
|
|
end_date=Timestamp("1953-12-31"),
|
|
observance=sunday_to_monday,
|
|
)
|
|
USColumbusDayBefore1954 = Holiday(
|
|
"Columbus Day",
|
|
month=10,
|
|
day=12,
|
|
end_date=Timestamp("1953-12-31"),
|
|
observance=sunday_to_monday,
|
|
)
|
|
ChristmasBefore1954 = Holiday(
|
|
"Christmas",
|
|
month=12,
|
|
day=25,
|
|
end_date=Timestamp("1953-12-31"),
|
|
observance=sunday_to_monday,
|
|
)
|
|
Christmas = Holiday(
|
|
"Christmas",
|
|
month=12,
|
|
day=25,
|
|
start_date=Timestamp("1954-01-01"),
|
|
observance=nearest_workday,
|
|
)
|
|
|
|
# Early Closes
|
|
|
|
MonTuesThursBeforeIndependenceDay = Holiday(
|
|
# When July 4th is a Tuesday, Wednesday, or Friday, the previous day is a
|
|
# half day.
|
|
"Mondays, Tuesdays, and Thursdays Before Independence Day",
|
|
month=7,
|
|
day=3,
|
|
days_of_week=(MONDAY, TUESDAY, THURSDAY),
|
|
start_date=Timestamp("1995-01-01"),
|
|
)
|
|
FridayAfterIndependenceDayPre2013 = Holiday(
|
|
# When July 4th is a Thursday, the next day is a half day prior to 2013.
|
|
# Since 2013 the early close is on Wednesday and Friday is a full day
|
|
"Fridays after Independence Day prior to 2013",
|
|
month=7,
|
|
day=5,
|
|
days_of_week=(FRIDAY,),
|
|
start_date=Timestamp("1995-01-01"),
|
|
end_date=Timestamp("2013-01-01"),
|
|
)
|
|
WednesdayBeforeIndependenceDayPost2013 = Holiday(
|
|
# When July 4th is a Thursday, the next day is a half day prior to 2013.
|
|
# Since 2013 the early close is on Wednesday and Friday is a full day
|
|
"Wednesdays Before Independence Day including and after 2013",
|
|
month=7,
|
|
day=3,
|
|
days_of_week=(WEDNESDAY,),
|
|
start_date=Timestamp("2013-01-01"),
|
|
)
|
|
USBlackFridayBefore1993 = Holiday(
|
|
"Black Friday",
|
|
month=11,
|
|
day=1,
|
|
# Black Friday was not observed until 1992.
|
|
start_date=Timestamp("1992-01-01"),
|
|
end_date=Timestamp("1993-01-01"),
|
|
offset=[DateOffset(weekday=TH(4)), Day(1)],
|
|
)
|
|
USBlackFridayInOrAfter1993 = Holiday(
|
|
"Black Friday",
|
|
month=11,
|
|
day=1,
|
|
start_date=Timestamp("1993-01-01"),
|
|
offset=[DateOffset(weekday=TH(4)), Day(1)],
|
|
)
|
|
BattleOfGettysburg = Holiday(
|
|
# All of the floor traders in Chicago were sent to PA
|
|
"Markets were closed during the battle of Gettysburg",
|
|
month=7,
|
|
day=(1, 2, 3),
|
|
start_date=Timestamp("1863-07-01"),
|
|
end_date=Timestamp("1863-07-03"),
|
|
)
|
|
|
|
# Adhoc and other closings
|
|
# use list for consistency in returning ad-hoc dates
|
|
|
|
|
|
November29BacklogRelief = [
|
|
Timestamp("1929-11-01"),
|
|
Timestamp("1929-11-29"),
|
|
]
|
|
|
|
March33BankHoliday = [
|
|
Timestamp("1933-03-06"),
|
|
Timestamp("1933-03-07"),
|
|
Timestamp("1933-03-08"),
|
|
Timestamp("1933-03-09"),
|
|
Timestamp("1933-03-10"),
|
|
Timestamp("1933-03-13"),
|
|
Timestamp("1933-03-14"),
|
|
]
|
|
|
|
August45VictoryOverJapan = [
|
|
Timestamp("1945-08-15"),
|
|
Timestamp("1945-08-16"),
|
|
]
|
|
|
|
|
|
ChristmasEvesAdhoc = [
|
|
Timestamp("1945-12-24"),
|
|
Timestamp("1956-12-24"),
|
|
]
|
|
|
|
DayAfterChristmasAdhoc = [Timestamp("1958-12-26")]
|
|
|
|
DayBeforeDecorationAdhoc = [Timestamp("1961-05-29")]
|
|
|
|
LincolnsBirthDayAdhoc = [Timestamp("1968-02-12")]
|
|
|
|
PaperworkCrisis68 = [
|
|
Timestamp("1968-06-12"),
|
|
Timestamp("1968-06-19"),
|
|
Timestamp("1968-06-26"),
|
|
Timestamp("1968-07-10"),
|
|
Timestamp("1968-07-17"),
|
|
Timestamp("1968-07-24"),
|
|
Timestamp("1968-07-31"),
|
|
Timestamp("1968-08-07"),
|
|
Timestamp("1968-08-14"),
|
|
Timestamp("1968-08-21"),
|
|
Timestamp("1968-08-28"),
|
|
Timestamp("1968-09-11"),
|
|
Timestamp("1968-09-18"),
|
|
Timestamp("1968-09-25"),
|
|
Timestamp("1968-10-02"),
|
|
Timestamp("1968-10-09"),
|
|
Timestamp("1968-10-16"),
|
|
Timestamp("1968-10-23"),
|
|
Timestamp("1968-10-30"),
|
|
Timestamp("1968-11-11"),
|
|
Timestamp("1968-11-20"),
|
|
Timestamp("1968-12-04"),
|
|
Timestamp("1968-12-11"),
|
|
Timestamp("1968-12-18"),
|
|
Timestamp("1968-12-25"),
|
|
]
|
|
|
|
DayAfterIndependenceDayAdhoc = [Timestamp("1968-07-05")]
|
|
|
|
WeatherSnowClosing = [Timestamp("1969-02-10")]
|
|
|
|
FirstLunarLandingClosing = [Timestamp("1969-07-21")]
|
|
|
|
NewYorkCityBlackout77 = [Timestamp("1977-07-14")]
|
|
|
|
|
|
# http://en.wikipedia.org/wiki/Aftermath_of_the_September_11_attacks
|
|
September11Closings = [
|
|
Timestamp("2001-09-11"),
|
|
Timestamp("2001-09-12"),
|
|
Timestamp("2001-09-13"),
|
|
Timestamp("2001-09-14"),
|
|
]
|
|
|
|
# http://en.wikipedia.org/wiki/Hurricane_sandy
|
|
HurricaneSandyClosings = [
|
|
Timestamp("2012-10-29"),
|
|
Timestamp("2012-10-30"),
|
|
]
|
|
|
|
# add Hurricane Gloria closing
|
|
HurricaneGloriaClosing = [Timestamp("1985-09-27")]
|
|
|
|
|
|
# National Days of Mourning
|
|
# - President John F. Kennedy - November 25, 1963
|
|
# - Martin Luther King - April 9, 1968
|
|
# - President Dwight D. Eisenhower - March 31, 1969
|
|
# - President Harry S. Truman - December 28, 1972
|
|
# - President Lyndon B. Johnson - January 25, 1973
|
|
# - President Richard Nixon - April 27, 1994
|
|
# - President Ronald W. Reagan - June 11, 2004
|
|
# - President Gerald R. Ford - Jan 2, 2007
|
|
# - President George H.W. Bush - Dec 5, 2018
|
|
# - President Jimmy Carter - Jan 9, 2025
|
|
# added Truman and Johnson to go back to 1970
|
|
# http://s3.amazonaws.com/armstrongeconomics-wp/2013/07/NYSE-Closings.pdf
|
|
USNationalDaysofMourning = [
|
|
Timestamp("1963-11-25"),
|
|
Timestamp("1968-04-09"),
|
|
Timestamp("1969-03-31"),
|
|
Timestamp("1972-12-28"),
|
|
Timestamp("1973-01-25"),
|
|
Timestamp("1994-04-27"),
|
|
Timestamp("2004-06-11"),
|
|
Timestamp("2007-01-02"),
|
|
Timestamp("2018-12-05"),
|
|
Timestamp("2025-01-09"),
|
|
]
|