siat 1.7.48__py3-none-any.whl → 1.7.49__py3-none-any.whl

siat/markowitz.py

@@ -2117,7 +2117,7 @@ def security_correlation(tickers,start,end,info_type='Close'):
     im1 = sns.heatmap(df_coor,annot=True,cmap="YlGnBu"
                         , mask=mask#构造mask，去除重复数据显示
                         ,vmax=1,vmin=-1
-                        , fmt='.2f',ax = ax1,annot_kws={"size": 8})
+                        , fmt='.2f',ax = ax1,annot_kws={"size": 6})
     
     ax1.tick_params(axis = 'both', length=0)
     
@@ -2138,6 +2138,9 @@ def security_correlation(tickers,start,end,info_type='Close'):
     widthx = 0
     widthy = -0.15
     
+    # 星号的大小
+    font_dict={'size':5}
+    
     for m in ax1.get_xticks():
         for n in ax1.get_yticks():
             pv = (parr[int(m),int(n)])
@@ -2145,22 +2148,22 @@ def security_correlation(tickers,start,end,info_type='Close'):
             if mask2[int(m),int(n)]<1.:
                 if abs(rv) > 0.5:
                     if  pv< 0.05 and pv>= 0.01:
-                        ax1.text(n+widthx,m+widthy,'*',ha = 'center',color = 'white')
+                        ax1.text(n+widthx,m+widthy,'*',ha = 'center',color = 'white',fontdict=font_dict)
                     if  pv< 0.01 and pv>= 0.001:
-                        ax1.text(n+widthx,m+widthy,'**',ha = 'center',color = 'white')
+                        ax1.text(n+widthx,m+widthy,'**',ha = 'center',color = 'white',fontdict=font_dict)
                     if  pv< 0.001:
                         #print([int(m),int(n)])
-                        ax1.text(n+widthx,m+widthy,'***',ha = 'center',color = 'white')
+                        ax1.text(n+widthx,m+widthy,'***',ha = 'center',color = 'white',fontdict=font_dict)
                 else: 
                     if  pv< 0.05 and pv>= 0.01:
-                        ax1.text(n+widthx,m+widthy,'*',ha = 'center',color = 'k')
+                        ax1.text(n+widthx,m+widthy,'*',ha = 'center',color = 'k',fontdict=font_dict)
                     elif  pv< 0.01 and pv>= 0.001:
-                        ax1.text(n+widthx,m+widthy,'**',ha = 'center',color = 'k')
+                        ax1.text(n+widthx,m+widthy,'**',ha = 'center',color = 'k',fontdict=font_dict)
                     elif  pv< 0.001:
-                        ax1.text(n+widthx,m+widthy,'***',ha = 'center',color = 'k')
+                        ax1.text(n+widthx,m+widthy,'***',ha = 'center',color = 'k',fontdict=font_dict)
     
     plt.title("证券"+info_type_cn+"之间的相关性")
-    plt.tick_params(labelsize=8)
+    plt.tick_params(labelsize=6)
     
     footnote1="\n显著性数值：***非常显著(<0.001)，**很显著(<0.01)，*显著(<0.05)，其余为不显著"
     footnote2="\n系数绝对值：>=0.8极强相关，0.6-0.8强相关，0.4-0.6相关，0.2-0.4弱相关，否则为极弱(不)相关"
@@ -2169,7 +2172,7 @@ def security_correlation(tickers,start,end,info_type='Close'):
     import datetime as dt; stoday=dt.date.today()    
     footnote4="；来源：Sina/EM/stooq/Yahoo，"+str(stoday)
     
-    fontxlabel={'size':7}
+    fontxlabel={'size':6}
     plt.xlabel(footnote1+footnote2+footnote3+footnote4,fontxlabel)
     #plt.xticks(rotation=45)
     plt.show()

{siat-1.7.48.dist-info → siat-1.7.49.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 1.7.48
+Version: 1.7.49
 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)

{siat-1.7.48.dist-info → siat-1.7.49.dist-info}/RECORD

@@ -53,7 +53,7 @@ siat/holding_risk.py,sha256=108tiI7DDl8uUZkyUiq6Y-McKeim1mxYsgqgk7CcXw8,30544
 siat/holding_risk_test.py,sha256=FRlw_9wFG98BYcg_cSj95HX5WZ1TvkGaOUdXD7-V86s,474
 siat/local_debug_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
 siat/market_china.py,sha256=2_ov1KQwRtHQ6PXNO1TS4-wUPhBuoWla326g0x_xUgQ,31158
-siat/markowitz.py,sha256=t3FDfiYK7gj7fVpOuy_MbpLCYebOsEvhotnx0LoBIkY,91175
+siat/markowitz.py,sha256=sIgfOUkD23CxKgEfBL9sidzpa36De49ufNd2XdrWdpQ,91344
 siat/markowitz_ccb_test.py,sha256=xBkkoaNHdq9KSUrNuHGgKTdNYUvgi84kNYcf719eoyE,1593
 siat/markowitz_ef_test.py,sha256=wjNlICkgRIqnonPeSIHo4Mu2GRtb9dr21wDt2kMNEcI,4032
 siat/markowitz_old.py,sha256=Lf7O_4QWT8RsdkHiUyc_7kKY3eZjKDtFR89Fz3pwYnY,33046
@@ -104,7 +104,7 @@ 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=zB_Skk_tmzIR15l6oAW3am4HBGVIG-eZ8gJhCdXZ8Qw,14859
-siat-1.7.48.dist-info/METADATA,sha256=rATsp778G1p0s_6aGlLe_DAiFIfsCfPOjg13q8uNvwU,1400
-siat-1.7.48.dist-info/WHEEL,sha256=ewwEueio1C2XeHTvT17n8dZUJgOvyCWCt0WVNLClP9o,92
-siat-1.7.48.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-1.7.48.dist-info/RECORD,,
+siat-1.7.49.dist-info/METADATA,sha256=X2D3EGkVuQ5cx9rdtAx0Ipu74S_VraqWUmrUCP-bDNw,1400
+siat-1.7.49.dist-info/WHEEL,sha256=ewwEueio1C2XeHTvT17n8dZUJgOvyCWCt0WVNLClP9o,92
+siat-1.7.49.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-1.7.49.dist-info/RECORD,,