future.py 文件源码

def getCalendar(self):
        """
        ?????
        :return:
        """
        # ???????
        tradecalendar = pd.DataFrame(data=pd.date_range(self.begin, self.end), columns=['date'])

        # ??????????
        types, weekdays = self._weekend_trade_day_type(tradecalendar["date"])
        tradecalendar["type"] = types
        tradecalendar["weekday"] = weekdays
        tradecalendar["weekday"] += 1
        tradecalendar = tradecalendar.set_index("date", drop=False)

        # ?????????
        tradecalendar = self._holiday_trade_day_type(tradecalendar)

        # ??????
        tradecalendar = self._tradestatus(tradecalendar)

        return tradecalendar