197 lines
8.8 KiB
JavaScript
197 lines
8.8 KiB
JavaScript
// 市場結構日：選擇權結算、休市、Jackson Hole、主要央行利率決議（靜態日程，每年可更新）
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function iso(y, m, d) {
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return new Date(Date.UTC(y, m, d)).toISOString().slice(0, 10);
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}
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function inRange(date, start, end) {
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return date >= start && date <= end;
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}
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function addEvent(events, ev) {
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if (!ev?.date || !ev?.title) return;
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events.push({
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time: ev.time || '',
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impact: ev.impact || 'low',
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category: ev.category || 'macro',
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source: ev.source || 'Market calendar',
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symbol: null,
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url: ev.url || null,
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note: ev.note || '',
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...ev,
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});
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}
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function thirdFridayISO(year, monthIndex) {
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const dow = new Date(Date.UTC(year, monthIndex, 1)).getUTCDay();
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const day = 1 + ((5 - dow + 7) % 7) + 14;
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return iso(year, monthIndex, day);
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}
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const QUAD_MONTHS = new Set([2, 5, 8, 11]);
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export function fetchOptionsExpiryEvents(start, end) {
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const events = [];
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const y0 = Number(start.slice(0, 4));
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const y1 = Number(end.slice(0, 4));
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for (let y = y0; y <= y1; y++) {
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for (let mo = 0; mo < 12; mo++) {
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const date = thirdFridayISO(y, mo);
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if (!inRange(date, start, end)) continue;
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if (QUAD_MONTHS.has(mo)) continue; // 四巫日由 calendar.js 另列
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addEvent(events, {
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date,
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time: '16:00 美東',
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title: '月選擇權結算',
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category: 'derivatives',
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impact: 'medium',
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note: '每月第三個週五，個股與指數選擇權到期，換倉時波動可能加大',
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});
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}
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}
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return events;
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}
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function nthWeekday(year, monthIndex, weekday, n) {
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let count = 0;
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for (let day = 1; day <= 31; day++) {
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const d = new Date(Date.UTC(year, monthIndex, day));
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if (d.getUTCMonth() !== monthIndex) break;
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if (d.getUTCDay() !== weekday) continue;
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count++;
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if (count === n) return iso(year, monthIndex, day);
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}
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return null;
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}
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function lastWeekday(year, monthIndex, weekday) {
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for (let day = 31; day >= 1; day--) {
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const d = new Date(Date.UTC(year, monthIndex, day));
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if (d.getUTCMonth() !== monthIndex) continue;
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if (d.getUTCDay() === weekday) return iso(year, monthIndex, day);
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}
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return null;
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}
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function observedFixed(year, monthIndex, day) {
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const d = new Date(Date.UTC(year, monthIndex, day));
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const dow = d.getUTCDay();
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if (dow === 6) return iso(year, monthIndex, day - 1);
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if (dow === 0) return iso(year, monthIndex, day + 1);
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return iso(year, monthIndex, day);
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}
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function easterSunday(year) {
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const a = year % 19;
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const b = Math.floor(year / 100);
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const c = year % 100;
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const d = Math.floor(b / 4);
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const e = c % 4;
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const f = Math.floor((b + 8) / 25);
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const g = Math.floor((b - f + 1) / 3);
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const h = (19 * a + b - d - g + 15) % 30;
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const i = Math.floor(c / 4);
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const k = c % 4;
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const l = (32 + 2 * e + 2 * i - h - k) % 7;
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const m = Math.floor((a + 11 * h + 22 * l) / 451);
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const month = Math.floor((h + l - 7 * m + 114) / 31) - 1;
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const day = ((h + l - 7 * m + 114) % 31) + 1;
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return iso(year, month, day);
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}
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function goodFriday(year) {
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const e = easterSunday(year);
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const d = new Date(e + 'T00:00:00Z');
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d.setUTCDate(d.getUTCDate() - 2);
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return d.toISOString().slice(0, 10);
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}
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export function fetchUsMarketHolidayEvents(start, end) {
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const events = [];
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const y0 = Number(start.slice(0, 4));
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const y1 = Number(end.slice(0, 4));
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for (let y = y0; y <= y1; y++) {
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const holidays = [
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[observedFixed(y, 0, 1), '美股休市：元旦', '全美主要交易所休市，流動性偏低'],
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[nthWeekday(y, 0, 1, 3), '美股休市：馬丁路德金恩日', ''],
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[nthWeekday(y, 1, 1, 3), '美股休市：總統日', ''],
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[goodFriday(y), '美股休市：Good Friday', '復活節前一週五，歐美常同步休市'],
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[lastWeekday(y, 4, 1), '美股休市：陣亡將士紀念日', ''],
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[observedFixed(y, 5, 19), '美股休市：Juneteenth', ''],
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[observedFixed(y, 6, 4), '美股休市：獨立紀念日', ''],
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[nthWeekday(y, 8, 1, 1), '美股休市：勞動節', ''],
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[nthWeekday(y, 10, 4, 4), '美股休市：感恩節', ''],
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[observedFixed(y, 11, 25), '美股休市：聖誕節', ''],
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];
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for (const [date, title, note] of holidays) {
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if (!date || !inRange(date, start, end)) continue;
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addEvent(events, {
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date,
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title,
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category: 'market',
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impact: 'medium',
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note: note || '交易所休市或提早收盤，留意流動性',
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});
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}
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const jackson = lastWeekday(y, 7, 5);
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if (jackson && inRange(jackson, start, end)) {
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addEvent(events, {
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date: jackson,
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time: '美東日間',
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title: 'Jackson Hole 全球央行年會',
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category: 'fed',
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impact: 'high',
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note: 'Fed 主席與各國央行官員演講，常影響利率與風險資產預期',
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});
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}
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}
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return events;
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}
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// 官方已公布的 2026 利率決議日（超出範圍者會被 start/end 自動濾掉）
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const CENTRAL_BANK_MEETINGS = [
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{ date: '2026-02-05', title: 'ECB 利率決議', source: 'ECB', impact: 'high', note: '歐洲央行貨幣政策決議與記者會' },
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{ date: '2026-03-19', title: 'ECB 利率決議', source: 'ECB', impact: 'high', note: '歐洲央行貨幣政策決議與記者會' },
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{ date: '2026-04-30', title: 'ECB 利率決議', source: 'ECB', impact: 'high', note: '歐洲央行貨幣政策決議與記者會' },
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{ date: '2026-06-11', title: 'ECB 利率決議', source: 'ECB', impact: 'high', note: '歐洲央行貨幣政策決議與記者會' },
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{ date: '2026-07-23', title: 'ECB 利率決議', source: 'ECB', impact: 'high', note: '歐洲央行貨幣政策決議與記者會' },
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{ date: '2026-09-10', title: 'ECB 利率決議', source: 'ECB', impact: 'high', note: '歐洲央行貨幣政策決議與記者會' },
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{ date: '2026-10-29', title: 'ECB 利率決議', source: 'ECB', impact: 'high', note: '歐洲央行貨幣政策決議與記者會' },
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{ date: '2026-12-17', title: 'ECB 利率決議', source: 'ECB', impact: 'high', note: '歐洲央行貨幣政策決議與記者會' },
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{ date: '2026-01-24', title: '日本央行 利率決議', source: 'BOJ', impact: 'high', note: '日本銀行貨幣政策決議，影響日圓與亞股' },
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{ date: '2026-03-19', title: '日本央行 利率決議', source: 'BOJ', impact: 'high', note: '日本銀行貨幣政策決議' },
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{ date: '2026-05-01', title: '日本央行 利率決議', source: 'BOJ', impact: 'high', note: '日本銀行貨幣政策決議' },
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{ date: '2026-06-17', title: '日本央行 利率決議', source: 'BOJ', impact: 'high', note: '日本銀行貨幣政策決議' },
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{ date: '2026-07-31', title: '日本央行 利率決議', source: 'BOJ', impact: 'high', note: '日本銀行貨幣政策決議' },
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{ date: '2026-09-19', title: '日本央行 利率決議', source: 'BOJ', impact: 'high', note: '日本銀行貨幣政策決議' },
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{ date: '2026-10-30', title: '日本央行 利率決議', source: 'BOJ', impact: 'high', note: '日本銀行貨幣政策決議' },
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{ date: '2026-12-19', title: '日本央行 利率決議', source: 'BOJ', impact: 'high', note: '日本銀行貨幣政策決議' },
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{ date: '2026-02-05', title: '英央行 MPC 利率決議', source: 'BOE', impact: 'high', note: '英格蘭銀行貨幣政策委員會決議' },
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{ date: '2026-03-19', title: '英央行 MPC 利率決議', source: 'BOE', impact: 'high', note: '英格蘭銀行貨幣政策委員會決議' },
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{ date: '2026-05-07', title: '英央行 MPC 利率決議', source: 'BOE', impact: 'high', note: '英格蘭銀行貨幣政策委員會決議' },
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{ date: '2026-06-18', title: '英央行 MPC 利率決議', source: 'BOE', impact: 'high', note: '英格蘭銀行貨幣政策委員會決議' },
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{ date: '2026-08-06', title: '英央行 MPC 利率決議', source: 'BOE', impact: 'high', note: '英格蘭銀行貨幣政策委員會決議' },
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{ date: '2026-09-17', title: '英央行 MPC 利率決議', source: 'BOE', impact: 'high', note: '英格蘭銀行貨幣政策委員會決議' },
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{ date: '2026-11-05', title: '英央行 MPC 利率決議', source: 'BOE', impact: 'high', note: '英格蘭銀行貨幣政策委員會決議' },
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{ date: '2026-12-17', title: '英央行 MPC 利率決議', source: 'BOE', impact: 'high', note: '英格蘭銀行貨幣政策委員會決議' },
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];
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export function fetchCentralBankEvents(start, end) {
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const events = [];
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for (const row of CENTRAL_BANK_MEETINGS) {
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if (!inRange(row.date, start, end)) continue;
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addEvent(events, {
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date: row.date,
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time: '依各國時間',
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title: row.title,
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category: 'central_bank',
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impact: row.impact,
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source: row.source,
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note: row.note,
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});
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}
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return events;
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}
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export function fetchMarketStructureEvents(start, end) {
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return [
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...fetchOptionsExpiryEvents(start, end),
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...fetchUsMarketHolidayEvents(start, end),
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...fetchCentralBankEvents(start, end),
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];
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}
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