siat 2.0.1__py3-none-any.whl → 2.0.2__py3-none-any.whl

siat/future_china.py

@@ -19,7 +19,7 @@ from siat.common import *
 from siat.grafix import *
 #==========================================================================================
 if __name__=='__main__':
-    trade_date='2023-1-18'
+    trade_date='2023-5-18'
 
 def future_type_china_0(trade_date):
     """
@@ -196,9 +196,9 @@ if __name__=='__main__':
 
 #======================================================================================
 if __name__=='__main__':
-    code='SC2406'
-    start='2023-1-1'
-    end='2023-1-20'
+    code='PG'
+    start='2023-5-1'
+    end='2023-5-18'
     power=0
 
 def future_price_china(code,start,end,power=0):
@@ -212,9 +212,15 @@ def future_price_china(code,start,end,power=0):
     end1=convert_date_ts(end)
     
     #获得中国内盘期货品种代码
-    varietydf=future_type_china_0(end1)
+    try:
+        varietydf=future_type_china_0(end1)
+    except:
+        print("  #Error(future_price_china): no info for the end date", end, "\b, try an earlier date")
+        return None
+        
     #获得期货合约code的品种代码
     variety=get_future_symbol(code)
+    #variety=get_future_symbol(code).lower()
     
     try:
         vdf=varietydf[varietydf['代码']==variety]
@@ -243,9 +249,9 @@ def future_price_china(code,start,end,power=0):
         print("  Try earlier start date")
         return None
     
-    p1=p[p['symbol']==code]
+    p1=p[p['symbol']==code.lower()]
     if len(p1)==0: 
-        print("  #Error(future_price_china): future contract",code,'not found in market',market)
+        print("  #Warning(future_price_china): future contract",code,'not found in market',market)
         contracts=set(list(p[p['variety']==variety]['symbol']))
         contracts1=sorted(contracts) 
         print("\n提示：当前可用的"+varietyname+variety+'期货合约：'+mktnamefull+', '+str(end))

siat/option_china.py

@@ -1708,9 +1708,11 @@ if __name__=='__main__':
 #==============================================================================
 if __name__=='__main__':     
     option='50ETF'
-    maturity='2209'
+    option='300ETF'
+    maturity='2306'
     exercise=3000
-    trade_date='2022-9-26'
+    exercise=3500
+    trade_date='2023-5-17'
     printout=True
 
 def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
@@ -1801,11 +1803,14 @@ def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
         print("  #Error(fin_option_risk_sse): options not available fulfilling",option,maturity,exercise)
         return None
 
+    #去重
+    df9a=df9.drop_duplicates(subset=['date','option','underlying','direction','maturity','exercise'],keep='first')
+    
     #绘制看涨看跌期权风险对比柱状图
     #排序，保证看涨期权排在前面
-    df9.sort_values(by='direction',ascending=True,inplace=True)
-    #df9b=df9[['delta','theta','gamma','vega','rho','implied volatility']]
-    df9b=df9[['Delta','Gamma','Theta','Vega','Rho']]
+    df9a.sort_values(by='direction',ascending=True,inplace=True)
+    #df9b=df9a[['delta','theta','gamma','vega','rho','implied volatility']]
+    df9b=df9a[['Delta','Gamma','Theta','Vega','Rho']]
     dfg=df9b.T
     dfg.columns=['看涨期权','看跌期权'] 
 

siat/security_prices.py

@@ -1005,8 +1005,8 @@ def get_prices_yf(ticker,start,end,threads=False):
         #下载单一股票的股价
         stock=yf.Ticker(ticker1)
         try:
-            p=stock.history(start=start,end=end,threads=threads)
-            #p=stock.history(start=start,end=end)
+            #p=stock.history(start=start,end=end,threads=threads)
+            p=stock.history(start=start,end=end)
         except Exception as e:
             emsg=str(e)
             #print(emsg)

{siat-2.0.1.dist-info → siat-2.0.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 2.0.1
+Version: 2.0.2
 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-2.0.1.dist-info → siat-2.0.2.dist-info}/RECORD

@@ -48,7 +48,7 @@ siat/fund.py,sha256=wMDORsCBV8ZXfgwbtq-0bu3qqWY66dHnbqgllW0gWCo,24637
 siat/fund_china.py,sha256=KBVTvzgkjzD_AhxrZntx0p5muPQTL5oXT10_ed6fXnU,66934
 siat/fund_china_test.py,sha256=-Bh6m0J0GPpIbYXx-H2vpzJoNFI6pE2C2jVPa8DazgE,6649
 siat/fund_test.py,sha256=V4ADb8Gsp8gyeFTwcgRsJBpnUih_O-Q2V1ILc5oKjK8,1116
-siat/future_china.py,sha256=s9LgTuy4nFIXgqtZKc71HaZIyFnSmyvxEloGHxlmLZ4,16442
+siat/future_china.py,sha256=5fTJCQ0AnZcHUY47TIaRXrASndzMTttAWPe2_QkhGk4,16657
 siat/future_china_test.py,sha256=BrSzmDVaOHki6rntOtosmRn-6dkfOBuLulJNqh7MOpc,1163
 siat/global_index_test.py,sha256=hnFp3wqqzzL-kAP8mgxDZ54Bd5Ijf6ENi5YJlGBgcXw,2402
 siat/grafix.py,sha256=P9juLNhqs1TkmKz9oPZxlra2obVGcTVN1QdsJ4fZJn4,63498
@@ -65,7 +65,7 @@ siat/markowitz_test.py,sha256=fDXoPp6DrKeneYjd0lbb0KfYUJj-VcOvVaPlfsIOstw,5818
 siat/markowitz_test2.py,sha256=FcVZqYU5va4567WGUVUJ7cMQdVbBGxeBAz82Y3BhCTI,2193
 siat/ml_cases.py,sha256=FYDk0O7l9hhHlbrlOVGgbH-h2DA503lhKFi9XugH1f0,86874
 siat/ml_cases_example1.py,sha256=xRGb3YTQEDTOnaWNzZN_myU5umQnA2RdMNiPrxTmn9c,1673
-siat/option_china.py,sha256=NHonANLpJdQTs6EjQwXtyhpdKYiGocYQ2vElW_Wlur0,92393
+siat/option_china.py,sha256=mId-poVS-0acyxaoSUl6Bz1N05nb1zhAWjv_i5TLGzk,92571
 siat/option_china_test.py,sha256=UQ-YUHUjoGBQyanLcM-yzqeEIUQP_gCQIeT0W6rnUnA,16355
 siat/option_pricing.py,sha256=ZvOziCkXODUjqSw2Q7Ux_gepw9UQaGMgvbI_YuceyX8,69625
 siat/option_pricing_test.py,sha256=eeorV5Ja5vjlRXnP6fWJHetGU5Vb8SnLopkC6RV3GfA,2203
@@ -81,7 +81,7 @@ siat/risk_free_rate_test.py,sha256=CpmhUf8aEAEZeNu4gvWP2Mz2dLoIgBX5bI41vfUBEr8,4
 siat/sector_china.py,sha256=0JFs5wXZXOu5tuGnFXKBuR4TVIGqvP_W4psQAAAjW-M,100084
 siat/sector_china_test.py,sha256=1wq7ef8Bb_L8F0h0W6FvyBrIcBTEbrTV7hljtpj49U4,5843
 siat/security_price.py,sha256=ibrdUJyt_n0c8oKRbVStE1_ptmWkzy4YIHjpc_fGiPQ,29148
-siat/security_prices.py,sha256=Xl7EHz16qCUIzuPGpEi-g-tLGQKk3MqHmic556-Vs7U,71984
+siat/security_prices.py,sha256=vmN39llWbm-B1awfuZzR14UlEca6Tm3KOvBQUYZJzXw,71984
 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
@@ -111,7 +111,7 @@ siat/universal_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
 siat/valuation_china.py,sha256=gYYXeT9bBPyQ251TCsYlibWcu6JA8x-YOKqLUEeLE7U,51342
 siat/valuation_market_china_test.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
 siat/var_model_validation.py,sha256=zB_Skk_tmzIR15l6oAW3am4HBGVIG-eZ8gJhCdXZ8Qw,14859
-siat-2.0.1.dist-info/METADATA,sha256=F6ZSN_vSYDsDMrk7YUclO3JzItf5APwacqtdArHLUZg,1399
-siat-2.0.1.dist-info/WHEEL,sha256=ewwEueio1C2XeHTvT17n8dZUJgOvyCWCt0WVNLClP9o,92
-siat-2.0.1.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-2.0.1.dist-info/RECORD,,
+siat-2.0.2.dist-info/METADATA,sha256=6-5C24wMSK8bNP0-91ngCJh9UixYHv9u8m37OsNaKUE,1399
+siat-2.0.2.dist-info/WHEEL,sha256=ewwEueio1C2XeHTvT17n8dZUJgOvyCWCt0WVNLClP9o,92
+siat-2.0.2.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-2.0.2.dist-info/RECORD,,