siat 1.7.41__py3-none-any.whl → 1.7.43__py3-none-any.whl

siat/economy.py

@@ -47,7 +47,8 @@ def get_econ_factors(start,end,scope='China',factor='GDP'):
        import pandas as pd
        ds_gni1=pd.DataFrame(ds_gni['VALUE'])
        
-       ds_gdp=get_econ_factors0(start,end,scope,'GDP') 
+       #ds_gdp=get_econ_factors0(start,end,scope,'GDP') 
+       ds_gdp=get_econ_factors0(start,end,scope,'Current GDP') 
        if ds_gdp is None: return None
        
        ds_gdp1=pd.DataFrame(ds_gdp['VALUE'])
@@ -742,7 +743,6 @@ def fred_factor_codes():
         ['China','GNP Ratio','Annual','Ratio of GNP to GDP','GNPGDPCNA156NUPN','Percent, Not Seasonally Adjusted'],
         ['USA','GNP Ratio','Annual','Ratio of GNP to GDP','GNPGDPUSA156NUPN','Percent, Not Seasonally Adjusted'],
         ['Japan','GNP Ratio','Annual','Ratio of GNP to GDP','GNPGDPJPA156NUPN','Percent, Not Seasonally Adjusted'],
-
         
         # GDP Per Capita：人均GDP，年度指标，美元现价，未经季节性调整。未扣除通胀因素，受到汇率变化影响
         ['China','GDP Per Capita','Annual','Gross Domestic Product Per Capita','PCAGDPCNA646NWDB','Current USD, Not Seasonally Adjusted'],

siat/grafix.py

@@ -119,6 +119,8 @@ def plot_line(df0,colname,collabel,ylabeltxt,titletxt,footnote,datatag=False, \
             hline=0
         elif isinstance(zeroline,float):
             hline=zeroline
+        elif isinstance(zeroline,int):
+            hline=zeroline
         else:
             hline=0
         plt.axhline(y=hline,ls=":",c="black",linewidth=2)
@@ -316,11 +318,11 @@ def plot_line2_coaxial(df01,ticker1,colname1,label1, \
 
     #是否绘制水平0线
     if zeroline and ((min(df1[colname1]) < 0) or (min(df2[colname2]) < 0)):
-        plt.axhline(y=0,ls=":",c="black",linewidth=1)
+        plt.axhline(y=0,ls=":",c="black",linewidth=2)
 
     #是否绘制水平线
     if yline != 999:
-        plt.axhline(y=yline,ls=":",c="black",linewidth=1)        
+        plt.axhline(y=yline,ls=":",c="black",linewidth=2)        
 
     #是否绘制垂直线
     if xline != 999:

siat/security_prices.py

@@ -1078,8 +1078,16 @@ def get_price_portfolio(tickerlist,sharelist,fromdate,todate,adj=False):
 if __name__=='__main__':
     tickerlist=['INTC','MSFT']
     sharelist=[0.6,0.4]
-    fromdate='2020-11-1'
-    todate='2021-1-31'
+    
+    tickerlist=['JD']
+    sharelist=[1000]
+    
+    tickerlist=['601988.SS']
+    sharelist=[1000]
+    
+    fromdate='2023-1-1'
+    todate='2023-3-8'
+    adj=False
 
 def get_prices_portfolio(tickerlist,sharelist,fromdate,todate,adj=False):
     """
@@ -1095,7 +1103,7 @@ def get_prices_portfolio(tickerlist,sharelist,fromdate,todate,adj=False):
     
     #检查股票列表个数与份额列表个数是否一致
     if len(tickerlist) != len(sharelist):
-        print("  Error(get_prices_portfolio): numbers of stocks and shares mismatch.")
+        print("  #Error(get_prices_portfolio): numbers of stocks and shares mismatch.")
         return None        
     
     #抓取股票价格
@@ -1149,7 +1157,16 @@ def get_prices_portfolio(tickerlist,sharelist,fromdate,todate,adj=False):
         ocprice=pd.merge(oprice,cprice,how='inner',left_index=True,right_index=True)
         prices=pd.merge(ocprice,acprice,how='inner',left_index=True,right_index=True)
     else:
-        prices=p*sharelist[0]
+        #prices=p*sharelist[0]
+        prices=p
+        pcols=list(prices)
+        import pandas as pd
+        for pc in pcols:
+            #判断某列的数据类型
+            if pd.api.types.is_float_dtype(prices[pc]):
+                prices[pc]=prices[pc]*sharelist[0]
+            else:
+                continue
     
     #提取日期和星期几
     prices['Date']=prices.index.strftime("%Y-%m-%d")

siat/translate.py

@@ -238,7 +238,10 @@ def ectranslate_c(eword):
         ['Peer Group','业务分类'],['Count','数目'],     
         
         ['China','中国'],['Japan','日本'],['USA','美国'],['India','印度'],
-        ['Russia','俄罗斯'],['Korea','韩国'],
+        ['Russia','俄罗斯'],['Korea','韩国'],['Australia','澳大利亚'],
+        ['Germany','德国'],['UK','英国'],['GBR','英国'],['France','法国'],
+        ['Vietnam','越南'],['Indonesia','印度尼西亚'],['Malaysia','马来西亚'],
+        ['Singapore','新加坡'],
         
         ['Gross Domestic Product','国内生产总值'],['GDP','国内生产总值'],  
         ['Constant GDP','GDP（美元不变价格）'],['Current GDP','GDP（美元现价）'],
@@ -249,8 +252,8 @@ def ectranslate_c(eword):
         ['Gross Domestic Product Per Capita','人均GDP（美元现价）'],
         ['Constant Price GDP Per Capita','人均GDP（美元不变价格）'],
         ['GNP','国民生产总值'],['GNP Ratio','GNP(GNI)与GDP的比例'],
-        ['GNI/GDP Ratio','GNP(GNI)与GDP的比例'],
-        ['Ratio of GNP to GDP','GNP(GNI)与GDP之间的比例关系'],
+        ['GNI/GDP Ratio','GNP(GNI)与GDP之比'],
+        ['Ratio of GNP to GDP','GNP(GNI)与GDP之比'],
         
         ['CPI','消费者价格指数'],['YoY CPI','CPI%（同比）'],
         ['MoM CPI','CPI%（环比）'],['Constant CPI','CPI%（相对基准值）'],

siat/var_model_validation.py

@@ -262,7 +262,10 @@ def backtest_VaR(tickerlist,sharelist,today,future_days=1, \
     
     #打印结果
     print("\n======= VaR模型：回溯测试 =======")
-    print("投资组合          :",tickerlist)
+    #print("投资组合          :",codetranslate(tickerlist))
+    print("投资组合          :",end='')
+    print_list(codetranslate(tickerlist))
+    
     print("成分股票配置      :",sharelist)
     print("持有日期          :",today)
     print("当前头寸          :",format(round(position,2),','))

{siat-1.7.41.dist-info → siat-1.7.43.dist-info}/METADATA

@@ -1,12 +1,11 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 1.7.41
+Version: 1.7.43
 Summary: Securities Investment Analysis Tools (siat)
 Home-page: https://pypi.org/project/siat/
 Author: Prof. WANG Dehong, Business School, BFSU (北京外国语大学 国际商学院 王德宏 教授)
 Author-email: wdehong2000@163.com
 License: Copyright (C) WANG Dehong, 2023. For educational purpose only!
-Platform: UNKNOWN
 Requires-Dist: pandas-datareader
 Requires-Dist: yfinance
 Requires-Dist: plotly-express
@@ -37,4 +36,3 @@ Requires-Dist: prettytable
     The author is not responsible for the results of applying this plug-in in real 
     investment activities.
     
-

{siat-1.7.41.dist-info → siat-1.7.43.dist-info}/RECORD

@@ -22,7 +22,7 @@ siat/cryptocurrency.py,sha256=SKh_S85cqd2tRgKBKls1Fpd6HdFd9JfmUTCa2e3mpsE,27351
 siat/cryptocurrency_test.py,sha256=3AikTNJ7j-HwLGLIYEfyXZ3bLVuLeru9mwiwHQi2SdA,2669
 siat/derivative.py,sha256=qV8n09799eqLc26ojR6vN5n_X-xd7rGwdYjgq-wBih8,41483
 siat/economy-20230125.py,sha256=vxZZlPnLkh7SpGMVEPLwxjt0yYLSVmdZrO-s2NYLyoM,73848
-siat/economy.py,sha256=ZRVv1wMwy_E6JaC6VzYcBt_89QcHfLMFoALpLfxVX_8,73174
+siat/economy.py,sha256=RMwHi3RU4wVdCAxAQVM0iDLMSYA0IzPhPaISNEPDBlk,73238
 siat/economy_test.py,sha256=6vjNlPz7W125pJb7simCddobSEp3jmLIMvVkLRZ7zW8,13339
 siat/esg.py,sha256=Kzui78HKwnLvtxWcjjnSjME6IZKK9cR3zSZYqTtAO0k,18941
 siat/esg_test.py,sha256=Z9m6GUt8O7oHZSEG9aDYpGdvvrv2AiRJdHTiU6jqmZ0,2944
@@ -47,7 +47,7 @@ siat/fund_test.py,sha256=V4ADb8Gsp8gyeFTwcgRsJBpnUih_O-Q2V1ILc5oKjK8,1116
 siat/future_china.py,sha256=s9LgTuy4nFIXgqtZKc71HaZIyFnSmyvxEloGHxlmLZ4,16442
 siat/future_china_test.py,sha256=BrSzmDVaOHki6rntOtosmRn-6dkfOBuLulJNqh7MOpc,1163
 siat/global_index_test.py,sha256=hnFp3wqqzzL-kAP8mgxDZ54Bd5Ijf6ENi5YJlGBgcXw,2402
-siat/grafix.py,sha256=vR3vfzp8XVJZgc-aBnwDvGnz-lN72jp3E00gf67DodY,63422
+siat/grafix.py,sha256=dRPQM6ZjGWrQqa2u4h0GZpQptK-1bUZR5HTaeSslZM4,63490
 siat/grafix_test.py,sha256=kXvcpLgQNO7wd30g_bWljLj5UH7bIVI0_dUtXbfiKR0,3150
 siat/holding_risk.py,sha256=108tiI7DDl8uUZkyUiq6Y-McKeim1mxYsgqgk7CcXw8,30544
 siat/holding_risk_test.py,sha256=FRlw_9wFG98BYcg_cSj95HX5WZ1TvkGaOUdXD7-V86s,474
@@ -76,7 +76,7 @@ siat/risk_free_rate_test.py,sha256=CpmhUf8aEAEZeNu4gvWP2Mz2dLoIgBX5bI41vfUBEr8,4
 siat/sector_china.py,sha256=mTMspgBgd07pesdMhGm-SpTr-rcKts-kaEsIM3kXsjk,58803
 siat/sector_china_test.py,sha256=tvFQYptmj7jq6H5kNaRJtcP5Wgb-eWvaoSl33Y47ZsM,4210
 siat/security_price.py,sha256=ibrdUJyt_n0c8oKRbVStE1_ptmWkzy4YIHjpc_fGiPQ,29148
-siat/security_prices.py,sha256=sjN5detfjfCOo5yZs3yXPImIhTThG0kVJitc1mviUu4,69300
+siat/security_prices.py,sha256=oe_QLqmQtrWOP2oP-hQc9-TaGoMpiMfvLG38lkZTqfI,69727
 siat/security_prices_test.py,sha256=OEphoJ87NPKoNow1QA8EU_5MUYrJF-qKoWKNapVfZNI,10779
 siat/setup.py,sha256=up65rQGLmTBkhtaMLowjoQXYmIsnycnm4g1SYmeQS6o,1335
 siat/shenwan index history test.py,sha256=JCVAzOSEldHalhSFa3pqD8JI_8_djPMQOxpkuYU-Esg,1418
@@ -99,12 +99,12 @@ siat/transaction_test.py,sha256=Z8g1LJCN4-mnUByXMUMoFmN0t105cbmsz2QmvSuIkbU,1858
 siat/translate-20230125.py,sha256=NPPSXhT38s5t9fzMvl_fvi4ckSB73ThLmZetVI-xGdU,117953
 siat/translate-20230206.py,sha256=-vtI125WyaJhmPotOpDAmclt_XnYVaWU9ByLWZ6FyYE,118133
 siat/translate-20230215.py,sha256=TJgtPE3n8IjljmZ4Pefy8dmHoNdFF-1zpML6BhA9FKE,121657
-siat/translate.py,sha256=KKrzZ6e_uGFlO4xgQJnpc-YcI4y43csHSSH7D6Wxmm4,124097
+siat/translate.py,sha256=WWDwWaA47Bi1B41qLU7x-CkHhRuqybsAjRj0eWx1rkY,124319
 siat/universal_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
 siat/valuation_china.py,sha256=U9FQgFcbJcS-S0cwy8iJ9Z0Rf8sxCN5Pxhm1DItUUgQ,51206
 siat/valuation_market_china_test.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
-siat/var_model_validation.py,sha256=eY64qRL7EDo9YsMoF800N_GZElFf_qynlCfjZpfa5xQ,14749
-siat-1.7.41.dist-info/METADATA,sha256=o_U6ZaLgHpA5vK0eJ9UZWYCPz3tiZhcTa11-Vdfp6PQ,1400
-siat-1.7.41.dist-info/WHEEL,sha256=ewwEueio1C2XeHTvT17n8dZUJgOvyCWCt0WVNLClP9o,92
-siat-1.7.41.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-1.7.41.dist-info/RECORD,,
+siat/var_model_validation.py,sha256=zB_Skk_tmzIR15l6oAW3am4HBGVIG-eZ8gJhCdXZ8Qw,14859
+siat-1.7.43.dist-info/METADATA,sha256=FzWG4cHoAlcWiwawjrYBs5exrgUSaqh1r33UwDmSc2Q,1381
+siat-1.7.43.dist-info/WHEEL,sha256=G16H4A3IeoQmnOrYV4ueZGKSjhipXx8zc8nu9FGlvMA,92
+siat-1.7.43.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-1.7.43.dist-info/RECORD,,

{siat-1.7.41.dist-info → siat-1.7.43.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.37.0)
+Generator: bdist_wheel (0.37.1)
 Root-Is-Purelib: true
 Tag: py3-none-any