rainx/cn_stock_holidays

Holidays of Shanghai and Shenzhen stock exchanges

cn_stock_holidays

数据文件 (File Path)

沪深市场

cn_stock_holidays/data.txt

香港市场

cn_stock_holidays/data_hk.txt

Fetch Data via URL :

wget https://raw.githubusercontent.com/rainx/cn_stock_holidays/main/cn_stock_holidays/data.txt

or

curl https://raw.githubusercontent.com/rainx/cn_stock_holidays/main/cn_stock_holidays/data.txt

文件内容 ( File Content)

保存除了周六日休市之外，其它休市信息，换行分割

store all (even upcoming) holiday for china stock exchange (without regular market close date on Saturday Day and Sun Day ) , one date per line

格式(File Format)

YYYYMMDD

Python version

pip install cn-stock-holidays

or

pip install git+https://github.com/rainx/cn_stock_holidays.git

导入

# 针对沪深
import cn_stock_holidays.data as shsz

# 针对香港
import cn_stock_holidays.data_hk as hkex

Functions

Help on module cn_stock_holidays.data in cn_stock_holidays:

NAME
    cn_stock_holidays.data - Help functions for python to get china stock exchange holidays

FILE
    /Users/rainx/dev/cn_stock_holidays/cn_stock_holidays/data.py

FUNCTIONS
    check_expired()
        check if local or cached data need update
        :return: true/false

    date_to_int(da)

    date_to_str(da)

    get_cache_path()

    get_cached()
        get from cache version , if it is not exising , use txt file in package data
        :return: a list contains all holiday data, element with datatime.date format

    get_local()
        read data from package data file
        :return: a list contains all holiday data, element with datatime.date format

    get_remote_and_cache()
        get newest data file from network and cache on local machine
        :return: a list contains all holiday data, element with datatime.date format

    int_to_date(d)

    str_to_int(s)

    sync_data()


    is_trading_day(dt)
        param dt: datetime.datetime or datetime.date.
        is a trading day or not
        :returns: Bool

    previous_trading_day(dt):
        param dt: datetime.datetime or datetime.date.
        get previous trading day
        :returns: datetime.date

    next_trading_day(dt):
        param dt: datetime.datetime or datetime.date.
        get next trading day
        :returns: datetime.date

    trading_days_between(start, end):

        param start, end: start and end time , datetime.datetime or datetime.date
        get calendar data range
        :returns: a generator for available dates for chinese market included start and end date

about function cache

from version 0.10 on, we used functools.lrucache on get_cached for getting more speech, if needed you can used the following syntax to clear cache.

get_cached.cache_clear()  

Keep it up-to-date

we had a script to check the expired of the data and fetch the data from web.

you could set it up on cron job

0 0 * * * /usr/local/bin/cn-stock-holiday-sync > /tmp/cn_stock_holiday_sync.log

You could get the absolute path of cn-stock-holiday-sync by which command

沪深

which cn-stock-holiday-sync

香港

which cn-stock-holiday-sync-hk

cn_stock_holidays's Issues

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。

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

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

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')]

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 ...

data.txt 458: error

20090101

I guess it should be 20190101

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

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。

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!

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/