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
423 lines
10 KiB
Python
423 lines
10 KiB
Python
from datetime import timedelta
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from dateutil.relativedelta import MO
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from pandas import DateOffset, Timestamp
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from pandas.tseries.holiday import Holiday, sunday_to_monday
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from .common_holidays import new_years_day
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from .exchange_calendar import SUNDAY
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def sunday_to_tuesday(dt):
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"""
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If holiday falls on Sunday, use Tuesday instead.
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"""
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if dt.weekday() == SUNDAY:
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return dt + timedelta(2)
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return dt
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def sunday_to_wednesday(dt):
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"""
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If holiday falls on Sunday, use Wednesday instead.
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"""
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if dt.weekday() == SUNDAY:
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return dt + timedelta(3)
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return dt
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NewYearsHolidayJan1 = new_years_day()
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NewYearsHolidayJan2 = Holiday(
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"New Year's Holiday (Jan 2)",
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month=1,
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day=2,
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)
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NewYearsHolidayJan3 = Holiday(
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"New Year's Holiday (Jan 3)",
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month=1,
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day=3,
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)
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# https://en.wikipedia.org/wiki/Coming_of_Age_Day
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ComingOfAgeDayThrough1999 = Holiday(
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"Coming of Age Day (through 1999)",
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month=1,
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day=15,
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start_date="1948-01-01",
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end_date="2000-01-01",
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observance=sunday_to_monday,
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)
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ComingOfAgeDay2000Onwards = Holiday(
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"Coming of Age Day (2000 onwards)",
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month=1,
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day=1,
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offset=DateOffset(weekday=MO(2)),
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start_date="2000-01-01",
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)
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NationalFoundationDay = Holiday(
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"National Foundation Day",
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month=2,
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day=11,
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observance=sunday_to_monday,
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)
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# The dates on which the vernal/autumnal equinox will be observed
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# are announced on the first weekday of February of the previous
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# year, so we treat them as ad-hoc holidays, even though they
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# occur every year. For more info, see:
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# https://en.wikipedia.org/wiki/Public_holidays_in_Japan#cite_note-3
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# See:
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# https://www.timeanddate.com/holidays/japan/
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# https://www.timeanddate.com/holidays/japan/spring-equinox
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VernalEquinoxes = [
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Timestamp("1997-03-20"),
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Timestamp("1998-03-21"),
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Timestamp("1999-03-22"),
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Timestamp("2000-03-20"),
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Timestamp("2001-03-20"),
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Timestamp("2002-03-21"),
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Timestamp("2003-03-21"),
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Timestamp("2004-03-20"),
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Timestamp("2005-03-21"),
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Timestamp("2006-03-21"),
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Timestamp("2007-03-21"),
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Timestamp("2008-03-20"),
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Timestamp("2009-03-20"),
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Timestamp("2010-03-22"),
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Timestamp("2011-03-21"),
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Timestamp("2012-03-20"),
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Timestamp("2013-03-20"),
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Timestamp("2014-03-21"),
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Timestamp("2015-03-21"),
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Timestamp("2016-03-21"),
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Timestamp("2017-03-20"),
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Timestamp("2018-03-21"),
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Timestamp("2019-03-21"),
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Timestamp("2020-03-20"),
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Timestamp("2021-03-20"),
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Timestamp("2022-03-21"),
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Timestamp("2023-03-21"),
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Timestamp("2024-03-20"),
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Timestamp("2025-03-20"),
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Timestamp("2026-03-20"),
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Timestamp("2027-03-22"),
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Timestamp("2028-03-20"),
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Timestamp("2029-03-20"),
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Timestamp("2030-03-20"),
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Timestamp("2031-03-21"),
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Timestamp("2032-03-20"),
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Timestamp("2033-03-21"),
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Timestamp("2034-03-20"),
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Timestamp("2035-03-21"),
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Timestamp("2036-03-20"),
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Timestamp("2037-03-20"),
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Timestamp("2038-03-20"),
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Timestamp("2039-03-21"),
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Timestamp("2040-03-20"),
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]
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# The Golden Week holidays (late April - early May) are listed in reverse
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# chronological order because earlier holidays must be aware of later holidays
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# so that that if an earlier holiday (Constitution Memorial Day, Greenery Day)
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# falls on a Sunday, that holiday can be observed on the next non-holiday
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# weekday.
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# Clash with GreeneryDay and ConstitutionMemorialDay
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ChildrensDay = Holiday(
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"Children's Day",
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month=5,
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day=5,
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observance=sunday_to_monday,
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)
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# From 1986-2006, the day between Constitution Memorial Day and Children's
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# Day was an unnamed citizen's holiday because it was between two holidays.
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# In 2007, Greenery Day was moved from April 29 to May 4, replacing the
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# unnamed citizen's holiday. For more info, see:
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# https://en.wikipedia.org/wiki/Golden_Week_(Japan)
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# Clash with ChildrensDay and ConstitutionMemorialDay
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GreeneryDay2007Onwards = Holiday(
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"Greenery Day",
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month=5,
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day=4,
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start_date="2007-01-01",
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observance=sunday_to_tuesday,
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)
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CitizensHolidayGoldenWeek = Holiday(
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"Citizen's Holiday Golden Week",
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month=5,
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day=4,
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end_date="2007-01-01",
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observance=sunday_to_monday,
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)
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# In 2007, April 29 was changed from Greenery Day to Showa Day,
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# and Greenery Day was moved to May 4.
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GreeneryDayThrough2006 = Holiday(
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"Greenery Day",
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month=4,
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day=29,
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end_date="2007-01-01",
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observance=sunday_to_monday,
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)
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ShowaDay = Holiday(
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"Showa Day",
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month=4,
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day=29,
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start_date="2007-01-01",
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observance=sunday_to_monday,
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)
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# Clash with ChildrensDay
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ConstitutionMemorialDay = Holiday(
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"Constitution Memorial Day",
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month=5,
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day=3,
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observance=sunday_to_wednesday,
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)
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MarineDayThrough2002 = Holiday(
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"Marine Day (through 2002)",
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month=7,
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day=20,
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end_date="2003-01-01",
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observance=sunday_to_monday,
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)
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MarineDay2003OnwardsThrough2019 = Holiday(
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"Marine Day (2003 - 2019)",
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month=7,
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day=1,
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offset=DateOffset(weekday=MO(3)),
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start_date="2003-01-01",
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end_date="2020-01-01",
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)
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# Changed due to Tokyo Olympics
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MarineDay2020 = Holiday(
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"Marine Day (2020)",
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month=7,
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day=23,
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year=2020,
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)
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MarineDay2021 = Holiday(
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"Marine Day (2021)",
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month=7,
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day=22,
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year=2021,
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)
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MarineDay2022Onwards = Holiday(
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"Marine Day (2022 onwards)",
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month=7,
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day=1,
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offset=DateOffset(weekday=MO(3)),
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start_date="2022-01-01",
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)
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MountainDayThrough2019 = Holiday(
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"Mountain Day (through 2019)",
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month=8,
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day=11,
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start_date="2016-01-01",
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end_date="2020-01-01",
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observance=sunday_to_monday,
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)
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# Changed due to Tokyo Olympics
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MountainDay2020 = Holiday(
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"Mountain Day (2020)",
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month=8,
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day=10,
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year=2020,
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)
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MountainDay2021 = Holiday(
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"Mountain Day (2021)",
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month=8,
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day=9,
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year=2021,
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)
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MountainDay2022Onwards = Holiday(
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"Mountain Day (2022 onwards)",
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month=8,
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day=11,
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start_date="2022-01-01",
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observance=sunday_to_monday,
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)
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# See note on equinoxes above VernalEquinoxes
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AutumnalEquinoxes = [
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Timestamp("1997-09-23"),
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Timestamp("1998-09-23"),
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Timestamp("1999-09-23"),
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Timestamp("2000-09-23"),
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Timestamp("2001-09-24"),
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Timestamp("2002-09-23"),
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Timestamp("2003-09-23"),
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Timestamp("2004-09-23"),
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Timestamp("2005-09-23"),
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Timestamp("2006-09-23"),
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Timestamp("2007-09-24"),
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Timestamp("2008-09-23"),
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Timestamp("2009-09-23"),
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Timestamp("2010-09-23"),
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Timestamp("2011-09-23"),
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Timestamp("2012-09-22"),
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Timestamp("2013-09-23"),
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Timestamp("2014-09-23"),
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Timestamp("2015-09-23"),
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Timestamp("2016-09-22"),
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Timestamp("2017-09-23"),
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Timestamp("2018-09-24"),
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Timestamp("2019-09-23"),
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Timestamp("2020-09-22"),
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Timestamp("2021-09-23"),
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Timestamp("2022-09-23"),
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Timestamp("2023-09-23"),
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Timestamp("2024-09-23"),
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Timestamp("2025-09-23"),
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Timestamp("2026-09-23"),
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Timestamp("2027-09-23"),
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Timestamp("2028-09-22"),
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Timestamp("2029-09-24"),
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Timestamp("2030-09-23"),
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Timestamp("2031-09-23"),
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Timestamp("2032-09-22"),
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Timestamp("2033-09-23"),
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Timestamp("2034-09-23"),
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Timestamp("2035-09-24"),
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Timestamp("2036-09-22"),
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Timestamp("2036-09-22"),
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Timestamp("2037-09-23"),
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Timestamp("2038-09-23"),
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Timestamp("2039-09-23"),
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Timestamp("2040-09-22"),
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]
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# If the Autumnal Equinox falls on a Wednesday, the Tuesday before
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# it is a holiday because it will be sandwiched between Respect for
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# the Aged Day and the Autumnal Equinox. For more info, see:
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# https://en.wikipedia.org/wiki/Silver_Week
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CitizensHolidaySilverWeek = [
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Timestamp("2009-09-22"),
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Timestamp("2015-09-22"),
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Timestamp("2026-09-22"),
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Timestamp("2032-09-21"),
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Timestamp("2037-09-22"),
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]
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RespectForTheAgedDayThrough2002 = Holiday(
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"Respect for the Aged Day (through 2002)",
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month=9,
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day=15,
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end_date="2003-01-01",
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observance=sunday_to_monday,
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)
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RespectForTheAgedDay2003Onwards = Holiday(
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"Respect for the Aged Day (2003 onwards)",
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month=9,
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day=1,
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offset=DateOffset(weekday=MO(3)),
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start_date="2003-01-01",
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)
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# https://en.wikipedia.org/wiki/Health_and_Sports_Day
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HealthAndSportsDayThrough1999 = Holiday(
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"Heakth and Sports Day (through 1999)",
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month=10,
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day=10,
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start_date="1966-01-01",
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end_date="2000-01-01",
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observance=sunday_to_monday,
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)
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HealthAndSportsDay2000OnwardsThrough2019 = Holiday(
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"Health and Sports Day (2000 - 2019)",
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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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start_date="2000-01-01",
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end_date="2020-01-01",
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)
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# Changed due to Tokyo Olympics
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HealthAndSportsDay2020 = Holiday(
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"Health and Sports Day (2020)",
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month=7,
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day=24,
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year=2020,
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)
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HealthAndSportsDay2021 = Holiday(
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"Health and Sports Day (2021)",
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month=7,
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day=23,
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year=2021,
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)
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HealthAndSportsDay2022Onwards = Holiday(
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"Health and Sports Day (2022 onwards)",
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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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start_date="2022-01-01",
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)
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CultureDay = Holiday(
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"Culture Day",
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month=11,
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day=3,
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observance=sunday_to_monday,
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)
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LaborThanksgivingDay = Holiday(
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"Labor Thanksgiving Day",
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month=11,
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day=23,
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observance=sunday_to_monday,
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)
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# Emperor Akihito is due to retire on 30 April 2019, meaning the holiday
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# will not be observed in 2019, and its next celebration will be on the
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# birthday of Crown Prince Naruhito (23 February 2020).
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EmperorAkihitoBirthday = Holiday(
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"Emperor Akihito's Birthday",
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month=12,
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day=23,
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end_date="2019-04-30",
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observance=sunday_to_monday,
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)
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EmperorNaruhitoBirthday = Holiday(
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"Emperor Naruhito's Birthday",
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month=2,
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day=23,
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start_date="2019-04-30",
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observance=sunday_to_monday,
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)
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NewYearsHolidayDec31 = Holiday(
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"New Year's Holiday (Dec 31)",
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month=12,
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day=31,
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)
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Misc2019Holidays = [
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Timestamp("2019-04-30"), # Abdication Day
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Timestamp("2019-05-01"), # Accession Day
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Timestamp("2019-05-02"), # Citizen's Holiday
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Timestamp("2019-10-22"), # Enthronement Ceremony
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]
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EquityTradingSystemFailure = [
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# https://www.jpx.co.jp/english/corporate/news/news-releases/0060/20201019-01.html
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Timestamp("2020-10-01"),
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]
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