siat 1.3.0.6__tar.gz → 3.1.15__tar.gz

siat-3.1.15/MANIFEST.in

@@ -0,0 +1,3 @@
+include siat/stock_info.pickle
+include siat/exchange_bond_china.pickle
+include siat/fund_china.pickle

siat-3.1.15/PKG-INFO

@@ -0,0 +1,17 @@
+Metadata-Version: 2.1
+Name: siat
+Version: 3.1.15
+Summary: Securities Investment Analysis Tools (siat)
+Home-page: https://pypi.org/project/siat/
+Author: Prof. WANG Dehong, International Business School, Beijing Foreign Studies University
+Author-email: wdehong2000@163.com
+License: Copyright (C) WANG Dehong, 2024. For educational purpose only!
+
+
+    Security Investment Analysis Toolkit (siat) is designed to use for making case studies in learning security investment, 
+    where cases can be replayed, updated and re-created in different securities, 
+    different time lines and different measurements. 
+    The plug-in is only licensed for teaching and learning purposes, not for commercial use. 
+    The author is not responsible for any results of applying this plug-in in real 
+    investment activities.
+    

siat-3.1.15/setup.py

@@ -0,0 +1,60 @@
+# -*- coding: utf-8 -*-
+"""
+@author: WANG Dehong (Peter), IBS BFSU
+"""
+
+#from __future__ import print_function
+from setuptools import setup, find_packages
+#import sys
+
+setup(
+    name="siat",
+    version="3.1.15",
+    #author="Prof. WANG Dehong, Business School, BFSU (北京外国语大学 国际商学院 王德宏)",
+    author="Prof. WANG Dehong, International Business School, Beijing Foreign Studies University",
+    author_email="wdehong2000@163.com",
+    description="Securities Investment Analysis Tools (siat)",
+    url = "https://pypi.org/project/siat/",
+    long_description="""
+    Security Investment Analysis Toolkit (siat) is designed to use for making case studies in learning security investment, 
+    where cases can be replayed, updated and re-created in different securities, 
+    different time lines and different measurements. 
+    The plug-in is only licensed for teaching and learning purposes, not for commercial use. 
+    The author is not responsible for any results of applying this plug-in in real 
+    investment activities.
+    """,
+    license="Copyright (C) WANG Dehong, 2024. For educational purpose only!",
+    packages = find_packages(),
+    install_requires=[
+        'pandas_datareader',
+        'yfinance',
+        #'pandas_alive','tqdm',
+        'plotly_express',
+        #'akshare==1.3.95',#为与urllib3兼容
+        #'akshare==1.4.57',#为其他兼容考虑
+        #'akshare==1.10.3',
+        'akshare',
+        #'urllib3==1.25.11',#为其他兼容考虑
+        'urllib3',
+        #'urllib3',
+        'mplfinance',
+        'statsmodels',
+        'yahoo_earnings_calendar',
+        #'yahooquery==2.2.14',#为其他兼容考虑
+        'yahooquery',
+        'pypinyin',
+        'seaborn',
+        'numpy',
+        'scipy',
+        #'pandas==1.5.3',#为其他兼容考虑
+        'pandas',
+        'scikit-learn',
+        'baostock',
+        'pyproject.toml',
+        #'ta-lib',
+        'pathlib','ruamel-yaml','prettytable','graphviz','luddite',
+        'pendulum',
+    ],            
+    #zip_sage=False,
+    include_package_data=True, # 打包包含静态文件标识
+) 

siat-3.1.15/siat/__init__.py

@@ -0,0 +1,47 @@
+# -*- coding: utf-8 -*-
+"""
+功能：一次性引入SIAT的所有模块
+作者：王德宏，北京外国语大学国际商学院
+版权：2021-2024(C) 仅限教学使用，商业使用需要授权
+联络：wdehong2000@163.com
+"""
+
+#==============================================================================
+#屏蔽所有警告性信息
+import warnings; warnings.filterwarnings('ignore')
+#==============================================================================
+from siat.allin import *
+#==============================================================================
+#同一命令行多个输出，主要用于Jupyter Notebook
+from IPython.core.interactiveshell import InteractiveShell
+InteractiveShell.ast_node_interactivity='all'
+#==============================================================================
+# 检查是否存在新版本
+try:
+    import pkg_resources
+    current_version=pkg_resources.get_distribution("siat").version
+    print("Successfully imported siat version",current_version)
+
+    import luddite
+    latest_version=luddite.get_version_pypi("siat")
+    
+    if latest_version != current_version:
+        print("The latest version of siat is",latest_version,'\n')
+        print("*** If you expect to upgrade siat in Anaconda Prompt, use the instruction below:")
+        print("    pip install siat --upgrade")
+        print("*** If you expect to upgrade in Jupyter, add a \'!\' right before the instruction above",'\n')
+        
+        print("*** If you encounter incompatible plug-in, try to uninstall siat first and reinstall it:")
+        print("    pip uninstall siat")
+        print("    pip install siat",'\n')
+        
+        print("*** If you have a slow internet connection, use an option after the instruction above:")
+        print("    -i https://mirrors.aliyun.com/pypi/simple/",'\n')
+    
+        print("If you have done any of the above, restart the Python (eg. restarting the kernel)")
+        print("Provided you still need additional help, please contact wdehong2000@163.com")
+except:
+    pass
+    
+
+#==============================================================================

siat-3.1.15/siat/allin.py

@@ -0,0 +1,122 @@
+# -*- coding: utf-8 -*-
+"""
+功能：一次性引入SIAT的所有模块
+作者：王德宏，北京外国语大学国际商学院
+版权：2022(C) 仅限教学使用，商业使用需要授权
+联络：wdehong2000@163.com
+"""
+
+# 资产流动性
+from siat.assets_liquidity import *
+
+# 贝塔系数调整方法
+from siat.beta_adjustment import *
+from siat.beta_adjustment_china import *
+
+# 债券
+from siat.bond import *
+
+# 资本资产定价模型
+from siat.capm_beta import *
+from siat.capm_beta2 import *
+
+# 数字货币
+from siat.cryptocurrency import *
+
+# 宏观经济
+from siat.economy import *
+
+# ESG
+from siat.esg import *
+
+# 资产定价-多因子模型
+from siat.fama_french import *
+
+# 财务报表：雅虎源
+from siat.financial_statements import *
+
+# 财务分析：雅虎源
+from siat.financials import *
+
+# 财务分析：雅虎源
+from siat.financials2 import *
+
+# 财务分析：中国
+from siat.financials_china import *
+
+# 财务分析：中国，资产负债结构分析
+from siat.financials_china2 import *
+
+# 中国的基金
+from siat.fund_china import *
+
+# 中国的期货（内盘与部分外盘）
+from siat.future_china import *
+
+# 中国的期权
+from siat.option_china import *
+
+# 资产的持有风险
+from siat.holding_risk import *
+
+# 投资组合理论
+#from siat.markowitz import *
+from siat.markowitz2 import *
+
+# 投资组合理论自助式示意图
+#from siat.markowitz_simple import *
+
+# 期权定价
+from siat.option_pricing import *
+
+# 风险调整收益
+from siat.risk_adjusted_return import *
+from siat.risk_adjusted_return2 import *
+
+# 风险评估
+from siat.risk_evaluation import *
+
+# 中国的行业分析
+from siat.sector_china import *
+
+# 股票/行业指数估值：美股，港股，A股，波兰股，指数
+from siat.valuation import *
+
+# 中国股票/市场估值
+from siat.valuation_china import *
+
+# 获取证券价格与计算
+from siat.security_prices import *
+from siat.security_price2 import *
+
+# 股票分析
+from siat.stock import *
+
+# 股票趋势分析，集成函数
+from siat.security_trend2 import *
+
+# 中国的股票
+from siat.stock_china import *
+
+# 中国股票市场概况
+from siat.market_china import *
+
+# 证券交易-套壳
+from siat.transaction import *
+
+# 持有资产风险-模型验证
+from siat.var_model_validation import *
+
+# 跨种类比较分析
+from siat.compare_cross import *
+
+# 机器学习-课程案例
+#from siat.ml_cases import *
+#from siat.stock_advice_linear import *
+
+# 股票技术分析
+from siat.stock_technical import *
+
+# 2FA: Google Authenticator
+from siat.google_authenticator import *
+

siat-3.1.15/siat/alpha_vantage_test.py

@@ -0,0 +1,24 @@
+# -*- coding: utf-8 -*-
+
+"""
+功能：测试新的插件，仅限测试使用
+作者：王德宏，北京外国语大学国际商学院
+版权：2022(C) 仅限教学使用，商业使用需要授权
+联络：wdehong2000@163.com
+"""
+
+# 绝对引用指定目录中的模块
+import sys
+sys.path.insert(0,r'S:\siat\siat')
+
+
+#========================================================================
+from alpha_vantage.timeseries import TimeSeries
+ts = TimeSeries(key='J4L80CM3ATCKNONG', output_format='pandas', indexing_type='date')
+data, meta_data = ts.get_daily('GOOGL', outputsize='full')
+data, meta_data = ts.get_daily('FCHI', outputsize='full')
+
+
+
+#========================================================================
+

{siat-1.3.0.6 → siat-3.1.15}/siat/assets_liquidity.py

@@ -19,6 +19,7 @@ from siat.common import *
 from siat.translate import *
 from siat.grafix import *
 from siat.security_prices import *
+from siat.security_price2 import *
 #==============================================================================
 import matplotlib.pyplot as plt
 
@@ -90,13 +91,13 @@ def roll_spread_portfolio(portfolio,start,end,printout=True):
     #检查日期和期间的合理性
     flag,start2,end2=check_period(start,end)
     if not flag:
-        print("#Error(roll_spread_portfolio): invalid period for,", start, end)
+        print("  #Error(roll_spread_portfolio): invalid period for,", start, end)
         return None
     
     #抓取股票价格，构建投资组合价格
     sp=get_portfolio_prices(portfolio,start2,end2)
     if sp is None:
-        print("#Error(roll_spread_portfolio): portfolio info not available.")
+        print("  #Error(roll_spread_portfolio): portfolio info not available.")
         return None    
 
     #计算罗尔价差指标
@@ -109,7 +110,13 @@ def roll_spread_portfolio(portfolio,start,end,printout=True):
         date_end=str(sp.index[-1].year)+'-'+str(sp.index[-1].month)+ \
             '-'+str(sp.index[-1].day)            
         print("\n===== 投资组合的流动性风险 =====")
-        print("投资组合:",portfolio)
+        
+        _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
+        if len(tickerlist)==1:
+            product=str(ticker_name(tickerlist,'bond'))
+        else:
+            product=str(ticker_name(tickerlist))+' by '+str(sharelist)
+        print("投资组合:",product)        
         print("计算期间:",date_start,"to",date_end, \
                   "(可用日期)")
         print("罗尔价差%:",rs_pct)
@@ -168,7 +175,7 @@ def amihud_illiquidity_portfolio(portfolio,start,end,printout=True):
     #检查日期和期间的合理性
     flag,start2,end2=check_period(start,end)
     if not flag:
-        print("#Error(amihud_illiquidity_portfolio): invalid period for,", start, end)
+        print("  #Error(amihud_illiquidity_portfolio): invalid period for,", start, end)
         return None
 
     #抓取股票价格，构建投资组合价格
@@ -184,7 +191,13 @@ def amihud_illiquidity_portfolio(portfolio,start,end,printout=True):
         date_end=str(sp.index[-1].year)+'-'+str(sp.index[-1].month)+ \
             '-'+str(sp.index[-1].day)            
         print("\n===== 投资组合的流动性风险 =====")
-        print("投资组合:",portfolio)
+        
+        _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
+        if len(tickerlist)==1:
+            product=str(ticker_name(tickerlist,'bond'))
+        else:
+            product=str(ticker_name(tickerlist))+' by '+str(sharelist)
+        print("投资组合:",product)        
         print("计算期间:",date_start,"至",date_end, \
                   "(可用日期)")
         print("阿米胡德非流动性:",amihud,"(对数算法)")
@@ -232,7 +245,7 @@ def calc_ps_liquidity(pfdf):
     try:
         [alpha,beta,psl]=results.params
     except:
-        print("#Error(calc_ps_liquidity): failed to extract reg parms",results.params)
+        print("  #Error(calc_ps_liquidity): failed to extract reg parms",results.params)
         return None
     
     return round(psl,4)
@@ -308,7 +321,7 @@ def ps_liquidity_portfolio(portfolio,start,end,printout=True):
     #检查日期和期间的合理性
     flag,start2,end2=check_period(start,end)
     if not flag:
-        print("#Error(amihud_illiquidity_portfolio): invalid period for,", start, end)
+        print("  #Error(amihud_illiquidity_portfolio): invalid period for,", start, end)
         return None
 
     #抓取股票价格，构建投资组合价格
@@ -324,7 +337,13 @@ def ps_liquidity_portfolio(portfolio,start,end,printout=True):
         date_end=str(sp.index[-1].year)+'-'+str(sp.index[-1].month)+ \
             '-'+str(sp.index[-1].day)            
         print("\n===== 投资组合的流动性风险 =====")
-        print("投资组合:",portfolio)
+        
+        _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
+        if len(tickerlist)==1:
+            product=str(ticker_name(tickerlist,'bond'))
+        else:
+            product=str(ticker_name(tickerlist))+' by '+str(sharelist)
+        print("投资组合:",product)
         print("计算期间:",date_start,"to",date_end, \
                   "(可用日期)")
         print("Pastor-Stambaugh流动性:",psl,"(对数算法)")
@@ -354,29 +373,29 @@ def plot_liquidity_monthly(portfolio,start,end,liquidity_type):
     #检查日期和期间的合理性
     flag,start2,end2=check_period(start,end)
     if not flag:
-        print("#Error(plot_liquidity_monthly): invalid period for,", start, end)
+        print("  #Error(plot_liquidity_monthly): invalid period for,", start, end)
         return None
 
     #检查：支持的liquidity_type
     liquidity_list=['roll_spread','amihud_illiquidity','ps_liquidity']
     if liquidity_type not in liquidity_list:
-        print("#Error(plot_liquidity_monthly): not supported liquidity type")
-        print("Supported liquidity type:",liquidity_list)              
+        print("  #Error(plot_liquidity_monthly): not supported liquidity type")
+        print("  Supported liquidity type:",liquidity_list)              
         return None         
 
     #抓取投资组合信息
-    print("\n... Searching for portfolio information ...")
+    print("\n  Searching for portfolio information ...")
     df=get_portfolio_prices(portfolio,start,end)
 
     #拆分start/end之间的各个年份和月份
     mdlist=calc_monthly_date_range(start,end)
     if len(mdlist) == 0:
-        print("#Error(plot_liquidity_monthly): start/end dates inappropriate")
+        print("  #Error(plot_liquidity_monthly): start/end dates inappropriate")
         return None          
 
     #用于保存流动性指标
     import pandas as pd
-    print("... Calculating monthly",liquidity_type,"...")
+    print("  Calculating monthly",liquidity_type,"...")
     rarfunc='calc_'+liquidity_type
     rars=pd.DataFrame(columns=('YM','rar'))
     zeroline=False
@@ -391,7 +410,10 @@ def plot_liquidity_monthly(portfolio,start,end,liquidity_type):
         
         if rar < 0: zeroline=True
         row=pd.Series({'YM':YM,'rar':rar})
-        rars=rars.append(row,ignore_index=True)         
+        try:
+            rars=rars.append(row,ignore_index=True)
+        except:
+            rars=rars._append(row,ignore_index=True)
     #print("completed.")
     rars.set_index('YM',inplace=True)    
     
@@ -403,11 +425,11 @@ def plot_liquidity_monthly(portfolio,start,end,liquidity_type):
     
     _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
     if len(tickerlist)==1:
-        product=str(tickerlist)
+        product=str(ticker_name(tickerlist,'bond'))
     else:
-        product=str(tickerlist)+' in '+str(sharelist)
+        product=str(ticker_name(tickerlist))+' by '+str(sharelist)
     import datetime as dt; today=dt.date.today()
-    footnote="证券="+product+"\n数据来源：雅虎财经, "+str(today)
+    footnote="证券="+product+"\n数据来源：新浪/stooq, "+str(today)
     datatag=False
     power=4
     plot_line(rars,colname,collabel,ylabeltxt,titletxt,footnote,datatag, \
@@ -451,28 +473,28 @@ def plot_liquidity_annual(portfolio,start,end,liquidity_type):
     #检查日期和期间的合理性
     flag,start2,end2=check_period(start,end)
     if not flag:
-        print("#Error(plot_liquidity_annual): invalid period for,", start, end)
+        print("  #Error(plot_liquidity_annual): invalid period for,", start, end)
         return None
 
     #检查：支持的liquidity_type
     liquidity_list=['roll_spread','amihud_illiquidity','ps_liquidity']
     if liquidity_type not in liquidity_list:
-        print("#Error(plot_liquidity_annual): not supported liquidity type")
-        print("Supported liquidity type:",liquidity_list)              
+        print("  #Error(plot_liquidity_annual): not supported liquidity type")
+        print("  Supported liquidity type:",liquidity_list)              
         return None         
 
     #抓取投资组合信息
-    print("\n... Searching for portfolio information ...")
+    print("\n  Searching for portfolio information ...")
     df=get_portfolio_prices(portfolio,start,end)
 
     #拆分start/end之间的各个年份和月份
     mdlist=calc_yearly_date_range(start,end)
     if len(mdlist) == 0:
-        print("#Error(plot_liquidity_annual): start/end dates inappropriate")
+        print("  #Error(plot_liquidity_annual): start/end dates inappropriate")
         return None          
 
     #用于保存指标
-    print("... Calculating annual",liquidity_type,"...")
+    print("  Calculating annual",liquidity_type,"...")
     rarfunc='calc_'+liquidity_type
     import pandas as pd
     rars=pd.DataFrame(columns=('YR','liquidity'))
@@ -487,7 +509,10 @@ def plot_liquidity_annual(portfolio,start,end,liquidity_type):
         if rar is not None:     
             if rar < 0: zeroline=True
             row=pd.Series({'YR':YR,'liquidity':rar})
-            rars=rars.append(row,ignore_index=True)         
+            try:
+                rars=rars.append(row,ignore_index=True)
+            except:
+                rars=rars._append(row,ignore_index=True)
     rars.set_index('YR',inplace=True)    
     
     #绘图
@@ -498,9 +523,9 @@ def plot_liquidity_annual(portfolio,start,end,liquidity_type):
 
     _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
     if len(tickerlist)==1:
-        product=str(tickerlist)
+        product=str(ticker_name(tickerlist,'bond'))
     else:
-        product=str(tickerlist)+' in '+str(sharelist)
+        product=str(ticker_name(tickerlist,'bond'))+' by '+str(sharelist)
     
     import datetime as dt; today=dt.date.today()
     footnote="证券="+product+"\n数据来源：雅虎财经, "+str(today)    
@@ -542,12 +567,12 @@ def draw_liquidity(liqs):
     
     _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
     if len(tickerlist)==1:
-        product=str(tickerlist)
+        product=str(ticker_name(tickerlist))
     else:
-        product=str(tickerlist)+' in '+str(sharelist)
+        product=str(ticker_name(tickerlist,'bond'))+' by '+str(sharelist)
     
     import datetime as dt; today=dt.date.today()
-    footnote="证券="+product+"\n数据来源：雅虎财经, "+str(today)    
+    footnote="证券="+product+"\n数据来源：新浪/stooq, "+str(today)    
     datatag=False
     power=4
     
@@ -574,25 +599,25 @@ def liquidity_rolling(portfolio,start,end,liquidity_type, \
     #检查日期和期间的合理性
     flag,start2,end2=check_period(start,end)
     if not flag:
-        print("#Error(liquidity_rolling): invalid period for,", start, end)
+        print("  #Error(liquidity_rolling): invalid period for,", start, end)
         return None
 
     #检查：支持的liquidity_type
     liquidity_list=['roll_spread','amihud_illiquidity','ps_liquidity']
     if liquidity_type not in liquidity_list:
-        print("#Error(liquidity_rolling): not supported liquidity type")
-        print("Supported liquidity type:",liquidity_list)              
+        print("  #Error(liquidity_rolling): not supported liquidity type")
+        print("  Supported liquidity type:",liquidity_list)              
         return None         
 
     #抓取投资组合信息
-    print("\n... Searching information for portfolio:",portfolio)
+    print("\n  Searching information for portfolio:",portfolio)
     reg=get_portfolio_prices(portfolio,start,end)
     if reg is None:
-        print("#Error(liquidity_rolling): failed to get portfolio info")              
+        print("  #Error(liquidity_rolling): failed to get portfolio info")              
         return None          
     
     #滚动计算
-    print("... Calculating its rolling ratios:",liquidity_type)
+    print("  Calculating its rolling ratios:",liquidity_type)
     import pandas as pd; import numpy as np
     datelist=reg.index.to_list()
     calc_func='calc_'+liquidity_type
@@ -613,7 +638,10 @@ def liquidity_rolling(portfolio,start,end,liquidity_type, \
         
         #记录计算结果
         row=pd.Series({'Portfolio':portfolio,'Date':datelist[i1-1],'Ratio':liq,'Type':liquidity_type})
-        liqs=liqs.append(row,ignore_index=True)        
+        try:
+            liqs=liqs.append(row,ignore_index=True)
+        except:
+            liqs=liqs._append(row,ignore_index=True)
     
     liqs.set_index(['Date'],inplace=True) 
     
@@ -635,16 +663,31 @@ if __name__=='__main__':
 
 
 #==============================================================================
+#==============================================================================
+def compare_liquidity(portfolio1,portfolio2,start,end,liquidity_type,window=30):
+    """
+    功能：套壳函数compare_liquidity_rolling，无差异，保持兼容性
+    """
+    
+    compare_liquidity_rolling(portfolio1=portfolio1,portfolio2=portfolio2, \
+                              start=start,end=end,liquidity_type=liquidity_type, \
+                                  window=window)
+
+    return
+
 #==============================================================================
 def compare_liquidity_rolling(portfolio1,portfolio2,start,end,liquidity_type,window=30):
     """
     功能：比较两个投资组合portfolio1和portfolio2在start至end期间的流动性指标liquidity_type
     """
     #投资组合1
+    pf1name=portfolio_name(portfolio1)
+    if pf1name == '投资组合':
+        pf1name == '组合1'
     liqs1=liquidity_rolling(portfolio1,start,end,liquidity_type, \
                       window=window,graph=False)
     if liqs1 is None:
-        print("#Error(compare_liquidity_rolling): portfolio info inaccesible for",portfolio1)
+        print("  #Error(compare_liquidity_rolling): portfolio info inaccesible for",portfolio1)
         return 
     
     colname1='Ratio'
@@ -656,10 +699,14 @@ def compare_liquidity_rolling(portfolio1,portfolio2,start,end,liquidity_type,win
     if len(neg_liqs1) > 0: zeroline=True
    
     #投资组合2
+    pf2name=portfolio_name(portfolio2)
+    if pf2name == '投资组合':
+        pf2name == '组合2'    
+    
     liqs2=liquidity_rolling(portfolio2,start,end,liquidity_type, \
                       window=window,graph=False)
     if liqs2 is None:
-        print("#Error(compare_liquidity_rolling): portfolio info inaccesible for",portfolio2)
+        print("  #Error(compare_liquidity_rolling): portfolio info inaccesible for",portfolio2)
         return     
     
     colname2='Ratio'
@@ -672,27 +719,39 @@ def compare_liquidity_rolling(portfolio1,portfolio2,start,end,liquidity_type,win
 
     #绘图    
     ylabeltxt=ectranslate(liquidity_type)
-    titletxt="证券流动性风险的滚动趋势比较"
+    titletxt="证券流动性风险走势比较"
     
     _,_,tickerlist1,sharelist1=decompose_portfolio(portfolio1)
     if len(tickerlist1)==1:
-        product1=str(tickerlist1)
+        product1=str(ticker_name(tickerlist1,'bond'))
     else:
-        product1=str(tickerlist1)+'，持仓'+str(sharelist1)    
+        product1=str(ticker_name(tickerlist1,'bond'))+'，持仓'+str(sharelist1)    
     _,_,tickerlist2,sharelist2=decompose_portfolio(portfolio2)
     if len(tickerlist2)==1:
-        product2=str(tickerlist2)
+        product2=str(ticker_name(tickerlist2,'bond'))
     else:
-        product2=str(tickerlist2)+'，持仓'+str(sharelist2)     
+        product2=str(ticker_name(tickerlist2,'bond'))+'，持仓'+str(sharelist2)     
     
     import datetime as dt; today=dt.date.today()
-    footnote="证券1="+product1+"\n证券2="+product2+ \
-            "\n数据来源：雅虎财经, "+str(today)
+    """
+    footnote=pf1name+"："+product1+"\n"+pf2name+"："+product2+ \
+            "\n数据来源：新浪/stooq, "+str(today)
+    """
+    if liquidity_type == 'amihud_illiquidity':
+        notes="注：图中阿米胡德指标采用对数算法\n"
+    else:
+        notes=''
+    footnote= notes+"数据来源：新浪/stooq, "+str(today)    
     power=0 #不绘制趋势线
 
-    plot_line2_coaxial(liqs1,"证券1",colname1,label1, \
-                       liqs2,"证券2",colname2,label2, \
+    plot_line2_coaxial(liqs1,pf1name,colname1,label1, \
+                       liqs2,pf2name,colname2,label2, \
                 ylabeltxt,titletxt,footnote,power,datatag1,datatag2,zeroline)
+    
+    print("\n*** 投资组合的成分股与持仓比例")
+    print(pf1name+"："+product1)
+    print(pf2name+"："+product2)
+        
     return
     
     

{siat-1.3.0.6 → siat-3.1.15}/siat/assets_liquidity_test.py

@@ -1,6 +1,14 @@
 # -*- coding: utf-8 -*-
 
 import os; os.chdir("S:\siat")
+from siat import *
+#==============================================================================
+hn_cn={'Market':('China','000001.SS'),'601633.SS':1,'600104.SS':1,'002594.SZ':1}
+rsp=roll_spread_portfolio(hn_cn,'2020-1-1','2021-11-30')
+hb_cn={'Market':('China','000001.SS'),'600135.SS':2,'600559.SS':3,'600340.SS':1}
+compare_liquidity_rolling(hn_cn,hb_cn,'2021-7-1','2021-11-30','roll_spread',30)
+
+#==============================================================================
 from siat.assets_liquidity import *
 
 portfolio={'Market':('China','000001.SS'),'600011.SS':1}