tradingcalendar_bmf.py 文件源码

def get_open_and_close(day, early_closes):
    # only "early close" event in Bovespa actually is a late start
    # as the market only opens at 1pm
    open_hour = 13 if day in quarta_cinzas else 10
    market_open = pd.Timestamp(
        datetime(
            year=day.year,
            month=day.month,
            day=day.day,
            hour=open_hour,
            minute=00),
        tz='America/Sao_Paulo').tz_convert('UTC')
    market_close = pd.Timestamp(
        datetime(
            year=day.year,
            month=day.month,
            day=day.day,
            hour=16),
        tz='America/Sao_Paulo').tz_convert('UTC')

    return market_open, market_close