siat 2.0__py3-none-any.whl → 2.0.2__py3-none-any.whl

siat/financials_china.py

@@ -3410,8 +3410,8 @@ def compare_fin_summary_china(tickers,fsdates):
 
               '营运能力': \
                '\n注：\n'+ \
-               '1. 指标周转率/周转次数：营业(总)收入 / 指标的起初期末均值，从企业自身角度来说越大越好，但若涉及供应商则可能相反 \n'+ \
-               '2. 指标周转天数：360/周转率(或周转次数)，从企业自身角度来说越小越好，但若涉及供应商则可能相反 \n'+ \
+               '1. 指标周转率/周转次数：营业(总)收入 / 指标的起初期末均值。一般来说数值越大越好 \n'+ \
+               '2. 指标周转天数：360/周转率(或周转次数)。一般来说数值越小越好 \n'+ \
                '3. 注意：本表指标主要针对非金融行业，部分指标不适用于金融行业。 \n', \
               
               '盈利能力': 
@@ -3455,7 +3455,7 @@ def compare_fin_summary_china(tickers,fsdates):
                '2. 应收账款净额:指应收账款和其他应收款减去备抵坏账的净额，实质即为信誉高客户的应收款净额 \n'+ \
                '3. 产权比率(equity ratio)=负债总额 / 所有者权益总额(净资产) x100%，从一个方面说明企业长期偿债能力，越高越弱 \n'+ \
                '4. 说明：本表指标主要针对非金融普通企业，部分指标不完全适用于金融行业。 \n\n'+ \
-               '*** 注意：财报比率中有的使用期末数字计算，有的则采用期初期末均值，结果可能出现一定差异，但不影响同一指标的可比性。',
+               '*** 注意：财报比率统计口径可能存在差异(例如采用期末/期初期末均值/期间加权等)，但不影响同一指标的可比性。',
               }        
         
     # 一只股票情形：多日期

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/grafix.py

@@ -908,7 +908,7 @@ def plot_line2_twinx2(df01,ticker1,colname1,label1, \
 
 #==============================================================================
 def draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
-               data_label=True,resample_freq='H',smooth=True,linewidth=1.5):
+               data_label=True,resample_freq='H',smooth=True,linewidth=1.5,loc='best'):
     """
     函数功能：根据df的内容绘制折线图
     输入参数：
@@ -996,7 +996,7 @@ def draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
     #图示标题
     plt.title(title_txt,fontweight='bold',fontsize=title_txt_size)
     plt.xticks(rotation=30)
-    plt.legend(loc='best',fontsize=legend_txt_size)
+    plt.legend(loc=loc,fontsize=legend_txt_size)
     plt.show()
     
     return    

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/stock.py

@@ -1220,7 +1220,7 @@ def compare_msecurity(tickers,measure,start,end, \
                       axhline_value=0,axhline_label='', \
                       preprocess='none',linewidth=1.5, \
                       scaling_option='start', \
-                      graph=True):
+                      graph=True,loc='best'):
     """
     功能：比较并绘制多条证券指标曲线（多于2条），个数可为双数或单数
     注意：
@@ -1277,10 +1277,15 @@ def compare_msecurity(tickers,measure,start,end, \
 
         dfi1=dfi[0]
         if dfi1 is None:
-            print("  #Warning(compare_msecurity): info not found for",pair[0])
+            print("  #Warning(compare_msecurity): security info not found for either of",pair)
+            continue
         
         if colname == '':
-            colname=list(dfi1)[0]
+            try:
+                colname=list(dfi1)[0]
+            except:
+                print("  #Warning(compare_msecurity): security prices unavailable for either of",pair)
+                continue
         
         try:
             dfi1.rename(columns={colname:codetranslate(tickers[i*2])},inplace=True)   
@@ -1445,16 +1450,16 @@ def compare_msecurity(tickers,measure,start,end, \
                 
         else:
             if preprocess1 == 'standardize':
-                std_notes="注意：为便于比较，对数据进行了标准化处理"
+                std_notes="注意：为突出变化趋势，对数据进行了标准化处理"
                 measure_suffix='(标准化处理后)'
             if preprocess1 == 'normalize':
-                std_notes="注意：为便于比较，对数据进行了归一化处理"
+                std_notes="注意：为突出变化趋势，对数据进行了归一化处理"
                 measure_suffix='(归一化处理后)'
             if preprocess1 == 'logarithm':
-                std_notes="注意：为便于比较，对数据进行了对数处理"
+                std_notes="注意：为突出变化趋势，对数据进行了对数处理"
                 measure_suffix='(对数处理后)'
             if preprocess1 == 'scaling':
-                std_notes="注意：为便于比较，按"+scalingOptionText+"对数据进行了比例缩放"
+                std_notes="注意：为突出变化趋势，按"+scalingOptionText+"对数据进行了比例缩放"
                 measure_suffix='(比例缩放后)'
                 
         x_label=std_notes+'\n'+x_label
@@ -1471,7 +1476,7 @@ def compare_msecurity(tickers,measure,start,end, \
             axhline_label='收益零线'
 
     draw_lines(dfs2,y_label,x_label,axhline_value,axhline_label,title_txt, \
-               data_label=False,resample_freq='H',smooth=True,linewidth=linewidth)
+               data_label=False,resample_freq='H',smooth=True,linewidth=linewidth,loc=loc)
 
     return dfs
 

siat/translate.py

@@ -885,7 +885,7 @@ def codetranslate0(code):
         ['COST','好事多'],['WMT','沃尔玛'],['DIS','迪士尼'],['BA','波音'],
         ['DPW','Ault Global'],['RIOT','Riot Blockchain'],['MARA','Marathon Digital'],['NCTY','9th City'],
 
-        ['000651.SZ','格力电器A股'],['000333.SZ','美的集团A股'],
+        ['000651.SZ','格力电器A股'],['000333.SZ','美的集团A股'],['601127.SS','赛力斯'],
 
         ['00992.HK','港股联想'],['LENOVO GROUP','联想集团'],
         ['01810.HK','港股小米'],
@@ -999,7 +999,7 @@ def codetranslate0(code):
         ["159870.SZ",'鹏华中证细分化工产业ETF基金'],["512880.SS",'国泰中证全指证券公司ETF基金'],
         ["159995.SZ",'华夏国证半导体芯片ETF基金'],["159605.SZ",'广发中证海外中国互联网30(QDII-ETF)基金'],
         ["159766.SZ",'富国中证旅游主题ETF基金'],["159611.SZ",'广发中证全指电力公用事业ETF基金'],
-        ["516530.SS",'银华中证现代物流ETF基金'],
+        ["516530.SS",'银华中证现代物流ETF基金'],["516670.SS",'畜牧养殖ETF'],
         
         ["515050.SS",'华夏中证5G通信主题ETF基金'],["510810.SS",'中证上海国企ETF基金'],
         ["515900.SS",'博时央企创新驱动ETF基金'],["516680.SS",'建信中证细分有色金属产业ETF基金'],        
@@ -1804,8 +1804,10 @@ def get_all_stock_names():
     
     #上证A股
     df_ss=ak.stock_info_sh_name_code()
-    df_ss.rename(columns={'COMPANY_ABBR':'CNAME','ENGLISH_ABBR':'ENAME','LISTING_DATE':'LISTING'},inplace=True)
-    df_ss['SYMBOL']=df_ss['COMPANY_CODE']+'.SS'
+    #df_ss.rename(columns={'COMPANY_ABBR':'CNAME','ENGLISH_ABBR':'ENAME','LISTING_DATE':'LISTING'},inplace=True)
+    df_ss.rename(columns={'证券简称':'CNAME','上市日期':'LISTING'},inplace=True)
+    df_ss['ENAME']=df_ss['CNAME']
+    df_ss['SYMBOL']=df_ss['证券代码']+'.SS'
     df_ss_1=df_ss[['SYMBOL','CNAME','ENAME','LISTING']]    
     
     #深证A股

siat/valuation_china.py

@@ -431,6 +431,8 @@ if __name__=='__main__':
 #==============================================================================
 if __name__=='__main__':
     industry='食品饮料'
+    
+    industry='生猪养殖'
     start='2021-1-1'
     end='2022-11-15'
     vtype='PE'
@@ -468,6 +470,7 @@ def industry_valuation_history_sw(industry,start,end,vtype='PE', \
     import akshare as ak
     sindustry=industry+'(申万)'
     try:
+        # 不支持申万三级行业
         df = ak.index_value_hist_funddb(symbol=sindustry, indicator=vtypes)  
     except:
         print("  #Warning(industry_valuation_history_sw): industry not found",industry)

{siat-2.0.dist-info → siat-2.0.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 2.0
+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.dist-info → siat-2.0.2.dist-info}/RECORD

@@ -34,7 +34,7 @@ siat/financial_base.py,sha256=YxNVfhbgLQ4stLojI9nklB4sdQNuROcILcO3M2uz4Gs,40695
 siat/financial_statements.py,sha256=KDUl9b92EV5IseLLnEmG3czDHAaay2SWM2MpzZXPHpk,21528
 siat/financial_statements_test.py,sha256=FLhx8JD-tVVWSBGux6AMz1jioXX4U4bp9DmgFHYXb_w,716
 siat/financials.py,sha256=4b0fJAu1Mm5aX_zCIvF01CzzBokrprQpIk1N3za1FNA,76676
-siat/financials_china.py,sha256=bHo8-nBG2HAdg_sugzcA9yO_FdBP4WP-XpBeoeyepQo,173655
+siat/financials_china.py,sha256=ZmwO9x6Gd_b1XM_dNy2AYLhhLumjlLGfCIBfNIu8kSs,173542
 siat/financials_china2.py,sha256=NKYsPOp36qGBT0qt7TwlRIcu-FE8CoKifYWjTwDHgaw,60037
 siat/financials_china2_test.py,sha256=Erz5k4LyOplBBvYls2MypuqHpVNJ3daiLdyeJezNPu0,2722
 siat/financials_china2_test2.py,sha256=C8CuYTMHN4Mhp-sTu-Bmg0zMXRCaYV6ezGDoYartRYQ,3507
@@ -48,10 +48,10 @@ 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=dRPQM6ZjGWrQqa2u4h0GZpQptK-1bUZR5HTaeSslZM4,63490
+siat/grafix.py,sha256=P9juLNhqs1TkmKz9oPZxlra2obVGcTVN1QdsJ4fZJn4,63498
 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
@@ -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
@@ -81,11 +81,11 @@ 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
-siat/stock.py,sha256=kW_R_CW9WbR0bzwwUlFwvWh0oJE3zA8gfKw_AJUWfCo,117254
+siat/stock.py,sha256=UtM4ybqEShGaCmHmi__vpOeaXJtAj77SkWZ6onpYNS0,117508
 siat/stock_advice_linear.py,sha256=-twT7IGP-NEplkL1WPSACcNJjggRB2j4mlAQCkzOAuo,31655
 siat/stock_base.py,sha256=uISvbRyOGy8p9QREA96CVydgflBkn5L3OXOGKl8oanc,1312
 siat/stock_china.py,sha256=qsrGq5tUyToOGDfVRnMEeiGps2Tpz5o38LlK6kB6k3Y,68123
@@ -106,12 +106,12 @@ 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=Ed3H3G1BiMaWL1iKGiiE4YP92tgj23xhlIdsU42Uqlk,124748
+siat/translate.py,sha256=TLDZcfR3aIWmxbWTYSO7W-xjtEaW21qqBLOJkufxEpo,124932
 siat/universal_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
-siat/valuation_china.py,sha256=J78FTnwyzOjNENq30MXaQdby6EtcBZi3AMeUKhGtuok,51268
+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.dist-info/METADATA,sha256=RLRwoVtxEgkdjPtC84be5P5At8kKuc2_P5WG9RxSqZQ,1397
-siat-2.0.dist-info/WHEEL,sha256=ewwEueio1C2XeHTvT17n8dZUJgOvyCWCt0WVNLClP9o,92
-siat-2.0.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-2.0.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
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