mirror of
https://github.com/wassname/catalyst.git
synced 2026-08-13 12:00:16 +08:00
Jean Bredeche
6fb4923cc7
Instead of having separate ExchangeCalendar and TradingSchedule objects, we now just have TradingCalendar. The TradingCalendar keeps track of each session (defined as a contiguous set of minutes between an open and a close). It's also responsible for handling the grouping logic of any given minute to its containing session, or the next/previous session if it's not a market minute for the given calendar.
97 lines
2.6 KiB
Python
97 lines
2.6 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_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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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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