tradingcalendar_china.py 文件源码

def get_open_and_close(day, early_closes):
    market_open = pd.Timestamp(
        datetime(
            year=day.year,
            month=day.month,
            day=day.day,
            hour=9,
            minute=31),
        tz='US/Eastern').tz_convert('UTC')
    # 1 PM if early close, 4 PM otherwise
    close_hour = 13 if day in early_closes else 16
    market_close = pd.Timestamp(
        datetime(
            year=day.year,
            month=day.month,
            day=day.day,
            hour=close_hour),
        tz='Asia/Shanghai').tz_convert('UTC')

    return market_open, market_close