'''Adds a global trading calendar to the system. Individual data feeds may have separate calendars which override the global one ``cal`` can be an instance of ``TradingCalendar`` a string or an instance of ``pa
import exchange_calendars as xcals xshg = xcals.get_calendar("XSHG") print(xshg.trading_index( "2021-12-30", "2021-12-31", period="30T", force=True )) # IntervalIndex([[2021-12-30 01:30:00, 2021-12-30 02:00:00), [2021-12-30 02:00:00, 2021-12-30 02:30:00), [2021-...
importexchange_calendarsasxcals xshg = xcals.get_calendar('XSHG') print(xshg.trading_index( '2021-12-30','2021-12-31', period='30T', force=True )) # IntervalIndex([[2021-12-30 01:30:00, 2021-12-30 02:00:00), [2021-12-30 02:00:00, 2021-12-30 02:30:00), [2021-12-30...
importpandasaspdfromtrading_calendarsimportget_calendar# 获取中国市场的交易日历sh_calendar=get_calendar("XSHG")# 定义日期范围start_date='2018-01-01'end_date='2023-12-31'# 获取交易日历trading_days=sh_calendar.schedule(start_date=start_date,end_date=end_date)print("中国交易日历:")print(trading_...
pipinstallpandas_market_calendars 1. 接下来,我们将展示如何使用这个库来获取未来两年的工作日信息。 importpandasaspdfrompandas_market_calendarsimportget_calendar# 创建一个交易日历trading_calendar=get_calendar('XSHG')# 获取当前日期current_date=pd.Timestamp.today()# 获取未来两年的工作日future_workdays=tra...
Exchange_calendars 是一个用于查询证券交易日历的 Python 库。开箱即用,内含世界50+个交易所的交易日历,包括中国市场和港股市场,非常方便。
pandas_market_calendars库已经内置了大多数市场的节假日信息,但如果你需要自定义节假日,可以通过继承TradingCalendar类来实现: python from pandas_market_calendars import TradingCalendar, HolidayCalendar from datetime import timedelta class CustomHolidayCalendar(HolidayCalendar): rules = [ Holiday('NewYear', ...
交易日历(trading_calendars 交易所日历的 Python 库,经常与 Zipline 一起使用。 安装 $ pip install trading-calendars Quick Start import trading_calendars as tc import pandas as pd import pytz Get all registered calendars with get_calendar_names: ...
=False,symbol_list_env='YAHOO_SYM_LST', # the environemnt variable holding the comma separated list of assert namesdownloader=yahoo.get_downloader(start_date='2010-01-01',end_date='2020-01-01'),),calendar_name='NYSE',)from zipline.data.bundles import ieximport trading_calendars as tc...
这段代码首先导入了pandas_market_calendars库。然后,我们指定了一个交易所代码'NASDAQ',并使用mcal.get_calendar()来获取该交易所的交易日历。接着,我们从交易日历中提取出假期和非交易日的信息,并打印出来。 步骤4: 创建交易日历 现在我们已经获取了交易所的开放和关闭时间,以及假期和非交易日的信息,我们可以开始...