rainx/cn_stock_holidays

Holidays of Shanghai and Shenzhen stock exchanges

Hi, I am Jing Xu(RainX), an experimenter of life, a father, a programmer, and someone eager to exchange stories with you. I am living in Beijing.

I have experienced (and am still experiencing) the following adventures in my life:

• 🩼 As a primary school student, I started my programming career by using a machine with a 6502 chip and running Basic.
• 🎮 During my university years, I wrote Tetris using Turbo C 2.0.
• 🇾 As a graduate, I joined Yahoo!, which was the largest website in the world at that time (2004).
• 🏪 I worked for Alibaba Group, which is the largest e-commerce website in China.
• 📱 Towards the end of 2010, I left Alibaba Group and joined the boom of the mobile internet industry.
• 📈 I researched and developed a Python project on quantitative trading, which was (once) well-known by many people. (In fact, I intended to learn Python development through this project)
• 🏛️ I joined the startup company RightCapital and continued my career in the Fintech industry.
• ❤️ I got married, welcomed the birth of my daughter, and accompanied her as she grew up.
• 🎵 I was into K-pop culture.
• 📖 I translated a book into Chinese, challenging my English skills(my English is very bad though).
• 🚲 It took 12 days for me to ride from Beijing to Hangzhou, covering a distance of approximately 1400km.
• ♾️ And more in the future,

cn_stock_holidays's Issues

大神好，请问TdxTradeServer的源码能提供一份学习不？

大神好，请问TdxTradeServer的源码能提供一份学习不？
来晚了，仓库都清了。
若可以的话请发一份至我的邮箱[email protected]
不甚感激

20240209 除夕后面改为没开盘，需要更新下数据

如题

SHSZExchangeCalendar Error

zipline (1.1.1+258.gbd24e0de)
zipline-cn-databundle (0.5)

IndexError: index 246479 is out of bounds for axis 0 with size # 186582

您好，使用cn_stock_holidays过程中，zipline ingest bundle的时候，报错。 经查，发现是SHSZExchangeCalendar的问题。
@Property
def open_time(self):
return time(9, 30)
@Property
def close_time(self):
return time(15, 00)

将9：30 缩小。 将15：00放大后，186582 会相应变大，猜测是中间的时间差计算问题。不知道作者使用过程中是否遇到过此问题。

谢作者，提供这么好的开源项目。

zipline 1.3 error

from cn_stock_holidays.zipline.exchange_calendar_shsz import SHSZExchangeCalendar
../../.local/share/virtualenvs/stralib-Bozs3YP5/lib/python3.6/site-packages/cn_stock_holidays/zipline/init.py:1: in
from cn_stock_holidays.zipline.exchange_calendar_hkex import HKExchangeCalendar
../../.local/share/virtualenvs/stralib-Bozs3YP5/lib/python3.6/site-packages/cn_stock_holidays/zipline/exchange_calendar_hkex.py:9: in
from zipline.utils.calendars.trading_calendar import days_at_time, NANOS_IN_MINUTE
E ModuleNotFoundError: No module named 'zipline.utils.calendars.trading_calendar'; 'zipline.utils.calendars' is not a package

最新版的zipline支持上海交易所的日历

https://www.cnpython.com/pypi/trading-calendars
在这个链接里面搜上海https://pypi.org/project/trading-calendars/

data.txt 458: error

20090101

I guess it should be 20190101

请更新2019五一劳动节的假日安排

2019年5月2号和3号一起放假，股市不开，请更新一下。

SHSZExchangeCalendar 现在不能用吗？

我在zipline中使用 SHSZExchangeCalendar + yahoo 财经的**股市数据，发现日期和价格在zipline run 回归中对不上呀 - 错位

pipeline data was delayed 1 trading day with this calendar

写一个最简单的使用pipeline的策略， 再使用一个最简单的返回收盘价的自定义因子，然后在策略中使用。
通过打印调试信息，并检查原始的行情数据，发现该股票SH600212 在2010.4.16处于停牌状态，但是策略中pipeline在2010.4.16仍有数据，而在2010-04-19才是NaN。
可能是使用该日历，pipeline的数据延迟了一个交易日。

原始行情数据：
20100415 6 6.01 5.81 5.86
20100419 5.79 5.82 5.51 5.52
Factor中打印的log：
today= 2010-04-16 00:00:00+00:00 ,out= [ ... 5.86 ...]
today= 2010-04-19 00:00:00+00:00 ,out= [ ... nan ...]
策略中打印的log：
2010-04-16 07:00:00+00:00,pipeline_data= MyFactor ... Equity(6 [SH600212]) 5.86 ...
2010-04-19 07:00:00+00:00,pipeline_data= MyFactor ... Equity(6 [SH600212]) NaN ...

Missing date and 2019 trade data update

1. 2018-12-31 is not Chinese stock trade date which should included in the file
2. Need to update 2019 trade date.

--Happy new year!

有人能帮助更新一下香港市场的假期记录么？

如题，可以提供pr 给我

Zipline AssertionError

您好，能否告知，一般如果出现这种错误，是数据源的问题还是日历的问题？
AssertionError: Got 382 rows for daily bars table with first day=2016-08-09, last day=2018-03-07, expected 383 rows.
Missing sessions: [Timestamp('2016-10-31 00:00:00+0000', tz='UTC'), Timestamp('2016-11-01 00:00:00+0000', tz='UTC')]
Extra sessions: [Timestamp('2017-02-02 00:00:00+0000', tz='UTC')]