mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-23 12:50:22 +08:00
Jean Bredeche
21aca754ba
Added tests for CME calendar. Added ICE calendar (and tests). Added CFE calendar (and tests).
102 lines
2.9 KiB
Python
102 lines
2.9 KiB
Python
from zipline.errors import (
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InvalidCalendarName,
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CalendarNameCollision,
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)
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from zipline.utils.calendars.exchange_calendar_cfe import CFEExchangeCalendar
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from zipline.utils.calendars.exchange_calendar_ice import ICEExchangeCalendar
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from zipline.utils.calendars.exchange_calendar_nyse import NYSEExchangeCalendar
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from zipline.utils.calendars.exchange_calendar_cme import CMEExchangeCalendar
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from zipline.utils.calendars.exchange_calendar_bmf import BMFExchangeCalendar
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from zipline.utils.calendars.exchange_calendar_lse import LSEExchangeCalendar
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from zipline.utils.calendars.exchange_calendar_tsx import TSXExchangeCalendar
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_static_calendars = {}
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def get_calendar(name):
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"""
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Retrieves an instance of an TradingCalendar whose name is given.
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Parameters
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----------
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name : str
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The name of the TradingCalendar to be retrieved.
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Returns
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-------
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TradingCalendar
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The desired calendar.
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"""
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if name not in _static_calendars:
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if name == 'NYSE':
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cal = NYSEExchangeCalendar()
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elif name == 'CME':
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cal = CMEExchangeCalendar()
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elif name == 'BMF':
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cal = BMFExchangeCalendar()
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elif name == 'LSE':
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cal = LSEExchangeCalendar()
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elif name == 'TSX':
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cal = TSXExchangeCalendar()
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elif name == "ICE":
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cal = ICEExchangeCalendar()
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elif name == "CFE":
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cal = CFEExchangeCalendar()
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else:
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raise InvalidCalendarName(calendar_name=name)
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register_calendar(cal)
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return _static_calendars[name]
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def deregister_calendar(cal_name):
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"""
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If a calendar is registered with the given name, it is de-registered.
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Parameters
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----------
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cal_name : str
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The name of the calendar to be deregistered.
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"""
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try:
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_static_calendars.pop(cal_name)
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except KeyError:
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pass
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def clear_calendars():
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"""
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Deregisters all current registered calendars
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"""
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_static_calendars.clear()
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def register_calendar(calendar, force=False):
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"""
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Registers a calendar for retrieval by the get_calendar method.
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Parameters
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----------
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calendar : TradingCalendar
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The calendar to be registered for retrieval.
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force : bool, optional
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If True, old calendars will be overwritten on a name collision.
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If False, name collisions will raise an exception. Default: False.
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Raises
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------
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CalendarNameCollision
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If a calendar is already registered with the given calendar's name.
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"""
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# If we are forcing the registration, remove an existing calendar with the
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# same name.
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if force:
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deregister_calendar(calendar.name)
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# Check if we are already holding a calendar with the same name
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if calendar.name in _static_calendars:
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raise CalendarNameCollision(calendar_name=calendar.name)
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_static_calendars[calendar.name] = calendar
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