siat 2.11.13__py3-none-any.whl → 2.11.19__py3-none-any.whl

siat/market_china.py

@@ -773,15 +773,16 @@ def market_detail_china(category='price',prettytab=True,plttab=False, \
         
         print(heading,"信息来源：东方财富，","统计时间:",nowstr)
         print(heading,"注释：")
+        print(heading,"☆可交易股票数量：将随着股票停复牌情况变化")
         print(heading,"☆昨日指的是上一个交易日")
-        print(heading,"☆使用实时数据，不同日期/每天不同时刻统计的结果可能不同")
-        print(heading,"☆若在非开市时间或开市前后短期内统计，部分结果数据可能出现空缺")
         print(heading,"☆涨速：平均每分钟股价变化率，表示股价变化速度")
+        print(heading,"☆5分钟涨跌：最新5分钟内股价的涨跌幅度")
         print(heading,"☆振幅：最高最低价差绝对值/昨收，表示股价变化活跃程度")
         print(heading,"☆涨跌幅：(最新价-昨收)/昨收，表示相对昨日的变化程度")
         print(heading,"☆涨跌额：最新价-昨收，表示相对昨日的变化金额")
-        print(heading,"☆5分钟涨跌：最新5分钟内股价的涨跌幅度")
-        print(heading,"☆可交易股票数量：将随着股票停复牌情况变化")
+        
+        print(heading,"☆使用实时数据，不同日期/每天不同时刻统计的结果可能不同")
+        print(heading,"☆若在非开市时间或开市前后短期内统计，部分结果数据可能出现空缺")
     
     if category1=='VOLUME':
         titletxt="中国三大股票交易所横向对比：成交状况"
@@ -793,14 +794,14 @@ def market_detail_china(category='price',prettytab=True,plttab=False, \
 
         print(heading,"信息来源：东方财富，","统计时间:",nowstr)
         print(heading,"注：")
-        print(heading,"☆昨日指的是上一个交易日")
-        print(heading,"☆使用实时数据，不同日期/每天不同时刻统计的结果可能不同")
-        print(heading,"☆若在非开市时间或开市前后短期内统计，部分结果数据可能出现空缺")
-        print(heading,"☆量比：当前平均每分钟成交量与过去5个交易日均值之比，表示当前成交量的变化")
+        print(heading,"☆可交易股票数量：将随着股票停复牌情况变化")
         print(heading,"☆成交量：当前成交股数，表示交易活跃度")
-        print(heading,"☆换手率：成交量/流通股数，表示成交量占比")
         print(heading,"☆成交额：当前开市后的累计成交金额")
-        print(heading,"☆可交易股票数量：将随着股票停复牌情况变化")
+        print(heading,"☆换手率：成交量/流通股数，表示成交量占比")
+        print(heading,"☆量比：当前平均每分钟成交量与过去5个交易日均值之比，表示当前成交量的变化")
+        
+        print(heading,"☆使用实时数据，不同日期/每天不同时刻统计的结果可能不同")
+        print(heading,"☆若在非开市时间或开市前后短期内统计，部分结果数据可能出现空缺")
     
     if category1=='RETURN':
         titletxt="中国三大股票交易所横向对比：投资回报"
@@ -812,12 +813,12 @@ def market_detail_china(category='price',prettytab=True,plttab=False, \
         
         print(heading,"信息来源：东方财富，","统计时间:",nowstr)
         print(heading,"注：")
-        print(heading,"☆昨日指的是上一个交易日")
+        print(heading,"☆可交易股票数量：将随着股票停复牌情况变化")
+        print(heading,"☆MRQ：最近一个季度的滚动数据")
+        print(heading,"☆YTD：今年以来的累计情况")
+        
         print(heading,"☆使用实时数据，不同日期/每天不同时刻统计的结果可能不同")
         print(heading,"☆若在非开市时间或开市前后短期内统计，部分结果数据可能出现空缺")
-        print(heading,"☆MRQ：最近一个季度，即最近60个交易日")
-        print(heading,"☆YTD：今年以来的累计情况")
-        print(heading,"☆可交易股票数量：将随着股票停复牌情况变化")
     
     if category1=='VALUATION':
         titletxt="中国三大股票交易所横向对比：市值与估值"
@@ -829,13 +830,13 @@ def market_detail_china(category='price',prettytab=True,plttab=False, \
         
         print(heading,"信息来源：东方财富，","统计时间:",nowstr)
         print(heading,"注：")
-        print(heading,"☆昨日指的是上一个交易日")
+        print(heading,"☆可交易股票数量：将随着股票停复牌情况变化")
+        print(heading,"☆市盈率：这里为动态市盈率，即市盈率TTM，过去12个月的连续变化")
+        print(heading,"☆市净率：这里为静态市净率")
+       
         print(heading,"☆使用实时数据，不同日期/每天不同时刻统计的结果可能不同")
         print(heading,"☆若在非开市时间或开市前后短期内统计，部分结果数据可能出现空缺")
         #print(heading,"☆标准差/均值=标准差(数值)/均值，提升可比性")
-        print(heading,"☆市净率：这里为静态市盈率，按季/中/年报计算")
-        print(heading,"☆市盈率：这里为动态市盈率，即市盈率TTM，过去12个月的连续变化")
-        print(heading,"☆可交易股票数量：将随着股票停复牌情况变化")
     
     return df
 

siat/translate.py

@@ -1023,10 +1023,12 @@ def codetranslate0(code):
         ['000832.SS','中证转债指数'],['399307.SZ','深证转债指数'],
         ['000116.SS','上证信用债指数'],['399413.SZ','国证转债综合指数'],
 
-        ['^GSPC','标普500指数'],['^DJI','道琼斯工业指数'],
+        ['^GSPC','标普500指数'],['^SPX','标普500指数'],
+        ['^DJI','道琼斯工业指数'],
         ['WISGP.SI','富时新加坡指数'], ['^STI','新加坡海峡时报指数'],
         ['^IXIC','纳斯达克综合指数'],['^FTSE','英国富时100指数'],
-        ['^N100','泛欧100指数'],['^FMIB','富时意大利指数'],
+        ['^NKX','日经225指数'],['^N100','泛欧100指数'],
+        ['^FMIB','富时意大利指数'],
         ['^TSX','多伦多综合指数'],['^MXX','墨西哥IPC指数'],
         ['^NDX','纳斯达克100指数'],['^BET','罗马尼亚布加勒斯特指数'],
         ['^BUX','匈牙利布达佩斯指数'],['^PX','捷克布拉格PX指数'],

siat/valuation.py

@@ -22,6 +22,7 @@ from siat.translate import *
 from siat.stock import *
 from siat.security_prices import *
 from siat.sector_china import *
+from siat.valuation_china import *
 from siat.grafix import *
 
 import pandas as pd
@@ -673,7 +674,7 @@ def funddb_name(code):
         ['HSCEI.HK','ESG120策略'],#中证ESG120策略指数从沪深300指数样本股中选取ESG得分较高的120只股票
         ['HSCEI.HK','恒生中国企业指数'],#中国企业以H股形式在香港联合交易所（「联交所」）上市
         ['930931.ZZ','港股通50(HKD)'],#港股通范围内的最大50家公司
-        ['HSIII.HK','沪港深500'],#中证沪港深500指数, 沪港深交易所上市的互联互通范围内股票
+        ['HSIII.ZZ','沪港深500'],#中证沪港深500指数, 沪港深交易所上市的互联互通范围内股票
         ['HSIII.HK','恒生互联网科技业'],
         ['HSTECH.HK','恒生科技指数'],
         ['931637.ZZ','HKC互联网'],#中证港股通互联网指数, 港股通内互联网主题上市公司
@@ -691,6 +692,9 @@ def funddb_name(code):
         ['931468.ZZ','红利质量'],#中证红利质量指数，连续现金分红、股利支付率较高且具备较高盈利能力特征的上市公司股
         ['000922.ZZ','中证红利'],#中证红利指数以沪深A股中现金股息率高、分红比较稳定、具有一定规模及流动性的100只股票
         ['000825.ZZ','中证央企红利'],#中证中央企业红利指数，中央企业中现金股息率高、分红比较稳定、且有一定规模及流动性的30只股票
+        ['000969.ZZ','沪深300非周期'],
+        ['000821.ZZ','沪深300红利'],
+        ['000968.ZZ','沪深300周期'],
         
         ], columns=['eword','cword'])
 
@@ -775,7 +779,17 @@ def get_valuation(tickers,indicators,start,end):
 
         # 申万指数代码？
         if not gotit and (result and suffix in ['SW']):
-            dft=get_index_valuation_funddb(t1,indicators1,start,end)
+            #dft=get_index_valuation_funddb(t1,indicators1,start,end)
+            indicator1=indicators1[0]
+            dft0=industry_valuation_history_sw(industry=t1,
+                                               start=start,end=end,
+                                               vtype=indicator1,
+                                               graph=False)
+            dft0[indicator1]=dft0[list(dft0)[0]]
+            dft0['name']=industry_sw_name(t1)
+            dft0['currency']=''
+            dft=dft0[[indicator1,'name','currency']]
+            
             if dft is not None: 
                 gotit=True 
                 iname=industry_sw_name(t1)
@@ -809,6 +823,8 @@ def get_valuation(tickers,indicators,start,end):
     if not (df is None):
         #df.fillna(method='backfill',inplace=True)
         df.fillna(method='ffill',inplace=True)
+    else:
+        return None
     
     # 处理字段名称后面的_x/_y/_z
     df_collist=list(df)
@@ -824,6 +840,7 @@ def get_valuation(tickers,indicators,start,end):
         df1_collist=df1_collist+[cx]    #列表中必须为元组
         
     df1.columns=pd.MultiIndex.from_tuples(df1_collist)  #统一修改元组型列名
+    df1.dropna(inplace=True)    
         
     return df1
 

siat/valuation_china.py

@@ -442,24 +442,24 @@ if __name__=='__main__':
     graph=True
     loc='best'
     
-def industry_valuation_history_sw(industry,start,end,vtype='PE', \
+def industry_valuation_history_sw_daily(industry,start,end,vtype='PE', \
                                   graph=True,loc='best'):
     """
-    功能：绘制一个申万行业的历史估值趋势
+    功能：绘制一个申万行业的日历史估值趋势，不支持二级三级行业分类
     vtype: PE, PB, dividend
     
     """
     #检查日期期间
     result,start1,end1=check_period(start,end)
     if not result:
-        print("  #Warning(industry_valuation_history_sw): invalid date period",start,end)
+        print("  #Warning(industry_valuation_history_sw_daily): invalid date period",start,end)
         return None
     
     #检查估值类型
     typelist=['pe','pb','dividend']
     vtypeu=vtype.lower()
     if not (vtypeu in typelist):
-        print("  #Warning(industry_valuation_history_sw): unsupported valuation type",vtype)
+        print("  #Warning(industry_valuation_history_sw_daily): unsupported valuation type",vtype)
         print("  Supported types:",typelist)
         return None
 
@@ -475,7 +475,7 @@ def industry_valuation_history_sw(industry,start,end,vtype='PE', \
         # 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): failed to fetch industry info for",industry)
+        print("  #Warning(industry_valuation_history_sw_daily): failed to fetch industry info for",industry)
         return None
 
     import pandas as pd
@@ -491,7 +491,7 @@ def industry_valuation_history_sw(industry,start,end,vtype='PE', \
         df2['平均值']=df2[vtypes].mean()
         df2['中位数']=df2[vtypes].median()
         
-        titletxt="行业估值趋势："+industry+'，'+vtypes   
+        titletxt="行业估值趋势："+industry_sw_name(industry)+'，'+vtypes   
         
         footnote0="注：申万宏源行业指数，"
         footnote1=''
@@ -511,19 +511,372 @@ def industry_valuation_history_sw(industry,start,end,vtype='PE', \
     return df2
 
 if __name__=='__main__':
-    df=industry_valuation_history_sw(industry,start,end,vtype='PE')
-    df=industry_valuation_history_sw(industry,start,end,vtype='PB')
-    df=industry_valuation_history_sw(industry,start,end,vtype='dividend')
+    df=industry_valuation_history_sw_daily(industry,start,end,vtype='PE')
+    df=industry_valuation_history_sw_daily(industry,start,end,vtype='PB')
+    df=industry_valuation_history_sw_daily(industry,start,end,vtype='dividend')
+    
+    df=industry_valuation_history_sw_daily(industry='纺织服饰',start=start,end=end,vtype='PE')
+    df=industry_valuation_history_sw_daily(industry='纺织服饰',start=start,end=end,vtype='PB')
+    df=industry_valuation_history_sw_daily(industry='纺织服饰',start=start,end=end,vtype='dividend')
+
+#==============================================================================
+#==============================================================================
+if __name__=='__main__':
+    adate='2023-12-14'
+
+def get_last_friday(adate):
+    """
+    功能：给定日期，找出上一个周五的日期，配合申万指数估值函数使用
+    """
+    
+    result,fdate=check_date2(adate)
+    if not result: 
+        return None
+    
+    import pendulum
+    wrk=pendulum.parse(fdate).day_of_week
+    
+    import datetime
+    todaydt = datetime.date.today().strftime('%Y-%m-%d')
+    if fdate > todaydt:
+        fdate=todaydt
+
+    if wrk==5:
+        if fdate != todaydt:
+            adj=-1
+        else:
+            adj=-(2+wrk)
+    elif wrk==6:
+        adj=-1
+    else:
+        adj=-(2+wrk)
+    last_fri=date_adjust(fdate,adjust=adj)
+    
+    return last_fri
+
+if __name__=='__main__':
+    start='2023-1-1'
+    end='2023-12-14'
+    get_all_friday(start,end)
+    
+def get_all_friday(start,end):
+    """
+    功能：获取start和end之间所有的周五日期，配合申万指数估值函数使用
+    """
+    #import pandas as pd
+    start_fri=get_last_friday(start)
+    end_fri=get_last_friday(end)
+    
+    import akshare as ak
+    wrk_df=ak.index_analysis_week_month_sw("week")
+    wrk_df['Date']=wrk_df['date'].apply(lambda x:x.strftime('%Y-%m-%d'))
+    frilist=list(wrk_df['Date'])    
+    
+    period_frilist=[]
+    for f in frilist:
+        if (f >= start_fri) and (f <= end_fri):
+            period_frilist=period_frilist+[f]
+        
+    return period_frilist
+    
+#==============================================================================
+
+if __name__=='__main__':
+    industry='食品饮料'
+    industry='白酒Ⅱ'
+    start='2023-10-1'
+    end='2023-12-15'
+    vtype='PE'
+    
+    graph=True
+    loc='best'
+    df=industry_valuation_history_sw_weekly(industry,start,end,vtype)
+    
+def industry_valuation_history_sw_weekly(industry,start,end,vtype='PE', \
+                                       graph=True,loc='best'):
+    """
+    功能：绘制一个申万行业的周历史估值趋势，支持申万"市场表征", "一级行业", "二级行业", "风格指数"
+    不支持三级行业，若为非二级行业，转为industry_valuation_history_sw_daily函数处理日数据，专注处理二级行业周数据
+    vtype: PE, PB, dividend
+    
+    """
+    #检查日期期间
+    result,start1,end1=check_period(start,end)
+    if not result:
+        print("  #Warning(industry_valuation_history_sw_weekly): invalid date period",start,end)
+        return None
+    fridays=get_all_friday(start,end)
+    
+    #检查估值类型
+    typelist=['pe','pb','dividend']
+    vtypeu=vtype.lower()
+    if not (vtypeu in typelist):
+        print("  #Warning(industry_valuation_history_sw_weekly): unsupported valuation type",vtype)
+        print("  Supported types:",typelist)
+        return None
+
+    vtypelist=['pe','pb','dividend']
+    typelist=['市盈率','市净率','股息率']
+    pos=vtypelist.index(vtypeu)
+    vtypes=typelist[pos]
+    
+    #分辨申万行业代码类别
+    sw_codes=industry_sw_list()
+    sw_codes['type_name']=''
+    sw_codes['type_name']=sw_codes.apply(lambda x: '市场表征' if x['type']=='F' else x['type_name'],axis=1)
+    sw_codes['type_name']=sw_codes.apply(lambda x: '一级行业' if x['type']=='I' else x['type_name'],axis=1)
+    sw_codes['type_name']=sw_codes.apply(lambda x: '二级行业' if x['type']=='T' else x['type_name'],axis=1)
+    sw_codes['type_name']=sw_codes.apply(lambda x: '风格指数' if x['type']=='S' else x['type_name'],axis=1)
+    sw_codes['type_name']=sw_codes.apply(lambda x: '三级行业' if x['type']=='3' else x['type_name'],axis=1)
+    
+    industry1=industry.split('.')[0]
+    industry_name_flag=industry_code_flag=False
+    try:
+        type_name=sw_codes[sw_codes['name']==industry1]['type_name'].values[0]
+        industry_name_flag=True
+    except:
+        try:
+            type_name=sw_codes[sw_codes['code']==industry1]['type_name'].values[0]
+            industry_code_flag=True
+        except:
+            print("  #Error(industry_valuation_history_sw_weekly): Shenwan industry not found for",industry)
+            return None
+
+    if type_name=='三级行业':
+        print("  #Error(industry_valuation_history_sw_weekly): currently does not support Shenwan 3rd_level industry",industry)
+        return None
+
+    if not (type_name=='二级行业'):
+        df=industry_valuation_history_sw_daily(industry=industry,start=start,end=end,vtype=vtype, \
+                                          graph=graph,loc=loc)
+        return df
+
+    # 获取行业估值历史周数据
+    import pandas as pd
+    import akshare as ak
+    df=None
+    for f in fridays:
+        f1=f[:4]+f[5:7]+f[8:]
+        try:
+            dft=ak.index_analysis_weekly_sw(symbol=type_name, date=f1)
+        except:
+            continue
+        
+        """
+        dft的结构：
+        ['指数代码','指数名称','发布日期','收盘指数','成交量','涨跌幅','换手率',
+         '市盈率','市净率','均价','成交额占比','流通市值','平均流通市值','股息率']
+        """
+        
+        if not (dft is None):
+            if industry_name_flag:
+                dft2=dft[dft['指数名称']==industry1]
+            if industry_code_flag:
+                dft2=dft[dft['指数代码']==industry1]                
+        
+        if df is None:
+            df=dft2
+        else:
+            df=pd.concat([df,dft2])
+
+    df['date']=pd.to_datetime(df['发布日期'])
+    df.set_index('date',inplace=True)
+    df1=df[[vtypes]]
     
-    df=industry_valuation_history_sw(industry='纺织服饰',start=start,end=end,vtype='PE')
-    df=industry_valuation_history_sw(industry='纺织服饰',start=start,end=end,vtype='PB')
-    df=industry_valuation_history_sw(industry='纺织服饰',start=start,end=end,vtype='dividend')
+    #筛选期间
+    #df2=df1[(df1.index >= start1) & (df1.index <= end1)]
+    df2=df1.dropna()
+
+    #绘图
+    if graph:
+        df2['平均值']=df2[vtypes].mean()
+        df2['中位数']=df2[vtypes].median()
+        
+        titletxt="行业估值趋势："+industry+'，'+vtypes   
+        
+        footnote0="注：申万宏源行业指数，"
+        footnote1=''
+        import datetime
+        today = datetime.date.today()
+        footnote2="数据来源: 申万宏源，"+str(today)
+        footnote=footnote0+footnote1+footnote2
+        
+        colname=vtypes
+        collabel=vtypes
+        ylabeltxt=vtypes
+        
+        draw_lines(df2,y_label=ylabeltxt,x_label=footnote, \
+                   axhline_value=0,axhline_label='', \
+                   title_txt=titletxt,data_label=False,resample_freq='D')
+        
+    return df2
 
 #==============================================================================
+
+if __name__=='__main__':
+    industry='食品饮料'
+    industry='白酒Ⅱ'
+    start='2023-10-1'
+    end='2023-12-15'
+    vtype='PE'
+    
+    graph=True
+    loc='best'
+    df=industry_valuation_history_sw(industry,start,end,vtype)
+    
+def industry_valuation_history_sw(industry,start,end,vtype='PE', \
+                                       graph=True,loc='best'):
+    """
+    功能：绘制一个申万行业的日历史估值趋势，支持申万"市场表征", "一级行业", "二级行业", "风格指数"
+    不支持三级行业，若为非二级行业，转为industry_valuation_history_sw_daily函数处理日数据，专注处理二级行业日数据
+    vtype: PE, PB, dividend
+    
+    """
+    #检查日期期间
+    result,start1,end1=check_period(start,end)
+    if not result:
+        print("  #Warning(industry_valuation_history_sw): invalid date period",start,end)
+        return None
+    
+    #检查估值类型
+    typelist=['pe','pb','dividend']
+    vtypeu=vtype.lower()
+    if not (vtypeu in typelist):
+        print("  #Warning(industry_valuation_history_sw): unsupported valuation type",vtype)
+        print("  Supported types:",typelist)
+        return None
+
+    vtypelist=['pe','pb','dividend']
+    typelist=['市盈率','市净率','股息率']
+    pos=vtypelist.index(vtypeu)
+    vtypes=typelist[pos]
+    
+    #分辨申万行业代码类别
+    sw_codes=industry_sw_list()
+    sw_codes['type_name']=''
+    sw_codes['type_name']=sw_codes.apply(lambda x: '市场表征' if x['type']=='F' else x['type_name'],axis=1)
+    sw_codes['type_name']=sw_codes.apply(lambda x: '一级行业' if x['type']=='I' else x['type_name'],axis=1)
+    sw_codes['type_name']=sw_codes.apply(lambda x: '二级行业' if x['type']=='T' else x['type_name'],axis=1)
+    sw_codes['type_name']=sw_codes.apply(lambda x: '风格指数' if x['type']=='S' else x['type_name'],axis=1)
+    sw_codes['type_name']=sw_codes.apply(lambda x: '三级行业' if x['type']=='3' else x['type_name'],axis=1)
+    
+    industry1=industry.split('.')[0]
+    industry_name_flag=industry_code_flag=False
+    try:
+        type_name=sw_codes[sw_codes['name']==industry1]['type_name'].values[0]
+        industry_name_flag=True
+    except:
+        try:
+            type_name=sw_codes[sw_codes['code']==industry1]['type_name'].values[0]
+            industry_code_flag=True
+        except:
+            print("  #Error(industry_valuation_history_sw): Shenwan industry not found for",industry)
+            return None
+
+    if type_name=='三级行业':
+        print("  #Error(industry_valuation_history_sw): currently does not support Shenwan 3rd_level industry",industry)
+        return None
+
+    if not (type_name=='二级行业'):
+        df=industry_valuation_history_sw_daily(industry=industry,start=start,end=end,vtype=vtype, \
+                                          graph=graph,loc=loc)
+        return df
+
+    # 获取行业估值历史周数据
+    import pandas as pd
+    import akshare as ak
+    start2=start1.strftime('%Y-%m-%d')
+    end2  =end1.strftime('%Y-%m-%d')
+    pdate=end2
+    dstep=7
+    df=None
+    while (pdate >= start2) or (abs(date_delta(pdate,start2)) < dstep):
+        if pdate >= start2:
+            enddate=pdate
+            fromdate=date_adjust(pdate,adjust=-dstep)
+        else:
+            enddate=start2
+            fromdate=pdate
+            
+        try:
+            fromdate1=fromdate[:4]+fromdate[5:7]+fromdate[8:10]
+            enddate1=enddate[:4]+enddate[5:7]+enddate[8:10]
+            dft=ak.index_analysis_daily_sw(symbol=type_name,start_date=fromdate1,end_date=enddate1)
+        except:
+            dft=None
+            """
+            try:
+                fromdate1=fromdate[:4]+fromdate[5:7]+fromdate[8:10]
+                enddate1=enddate[:4]+enddate[5:7]+enddate[8:10]
+                dft=ak.index_analysis_daily_sw(symbol=type_name,start_date=fromdate1,end_date=enddate1)
+            except:
+                continue
+            """
+        """
+        dft的结构：
+        ['指数代码','指数名称','发布日期','收盘指数','成交量','涨跌幅','换手率',
+         '市盈率','市净率','均价','成交额占比','流通市值','平均流通市值','股息率']
+        """
+        
+        if not (dft is None):
+            if industry_name_flag:
+                dft2=dft[dft['指数名称']==industry1]
+            if industry_code_flag:
+                dft2=dft[dft['指数代码']==industry1]                
+        
+            if df is None:
+                df=dft2
+            else:
+                df=pd.concat([df,dft2])
+        
+        # 开始下一轮循环    
+        pdate=date_adjust(fromdate,adjust=-1)
+
+    df.sort_values('发布日期',ascending=True,inplace=True)
+    df.drop_duplicates(inplace=True)
+    
+    #df=df[df.index >= start1]
+    #df.dropna(inplace=True)
+    
+    df['date']=pd.to_datetime(df['发布日期'])
+    df.set_index('date',inplace=True)
+    df1=df[[vtypes]]
+    
+    #筛选期间
+    #df2=df1[(df1.index >= start1) & (df1.index <= end1)]
+    df2=df1
+
+    #绘图
+    if graph:
+        df2['平均值']=df2[vtypes].mean()
+        df2['中位数']=df2[vtypes].median()
+        
+        titletxt="行业估值趋势："+industry+'，'+vtypes   
+        
+        footnote0="注：申万行业分类指数，"
+        footnote1=''
+        import datetime
+        today = datetime.date.today()
+        footnote2="数据来源: 申万宏源，"+str(today)
+        footnote=footnote0+footnote1+footnote2
+        
+        colname=vtypes
+        collabel=vtypes
+        ylabeltxt=vtypes
+        
+        draw_lines(df2,y_label=ylabeltxt,x_label=footnote, \
+                   axhline_value=0,axhline_label='', \
+                   title_txt=titletxt,data_label=False,resample_freq='D')
+        
+    return df2
+
+#==============================================================================
+#==============================================================================
 if __name__=='__main__':
     industries=['食品饮料','纺织服饰']
-    start='2021-1-1'
-    end='2022-11-15'
+    industries=['银行','国有大型银行Ⅱ','股份制银行Ⅱ','城商行Ⅱ','农商行Ⅱ']
+    start='2023-12-1'
+    end='2023-12-15'
     vtypes='PE'
     
     industries='纺织服饰'
@@ -532,6 +885,8 @@ if __name__=='__main__':
     graph=True
     loc1='lower left'
     loc2='upper right'
+    
+    df5=compare_industry_valuation_sw(industries,start,end,vtypes)
 
 def compare_industry_valuation_sw(industries,start,end,vtypes='PE', \
                                   graph=True,loc1='best',loc2='best'):
@@ -564,6 +919,8 @@ def compare_industry_valuation_sw(industries,start,end,vtypes='PE', \
         import pandas as pd
         df=pd.DataFrame()        
         for i in industries:
+            # debug
+            print("  ...Searching valuation info for",i,'\b, which may take time ...')
             dft=industry_valuation_history_sw(i,start=start,end=end,vtype=vtype,graph=False)
             if not (dft is None):
                 dft.rename(columns={vtypec:i},inplace=True)
@@ -1301,4 +1658,70 @@ def multi_ols(df,xList,y,industryDummies,yearDummies):
     
     return coefMatrix
 
+#==============================================================================
+#==============================================================================
+#==============================================================================
+if __name__=='__main__':
+    sw_code='850831.SW'
+    sw_code='801193.SW'
+    indicator='PE'
+    start='2023-1-1'
+    end='2023-12-15'
+    top=10
+
+def valuation_industry_sw_generating(sw_code,indicator,start,end,top=5):
+    """
+    功能：模拟申万行业指数的估值，PE/PB/股息率等
+    sw_code：申万行业分类指数，各个级别
+    start/end：开始/结束日期
+    top：使用前几大成分股的估值进行合成
+    
+    注意：指数模拟出的估值曲线波动过大，缺乏实用价值！
+    """
+    import pandas as pd
+    #查找申万行业指数成分股
+    clist,cdf=industry_stock_sw(industry=sw_code,top=top)
+    
+    #查找成分股的历史估值
+    df=None
+    for t in clist:
+        dft=get_stock_valuation_cn_hk(ticker=t,indicators=indicator,start=start,end=end)
+        dft[t]=dft[indicator]
+        dft2=dft[[t]]
+        if dft2 is None: continue
+    
+        #将负数填充为0，不计入估值?整个成分股剔除？
+        dft2[t]=dft2[t].apply(lambda x: 0 if x<0 else x)
+    
+        if df is None:
+            df=dft2
+        else:
+            df=pd.merge(df,dft2,how='outer',left_index=True,right_index=True)
+    
+    #成分股权重
+    weight=list(cdf['最新权重'])
+                
+    #各行权重分别求和
+    dfw=df.copy()
+    collist=list(dfw)   
+    for c in collist:
+        dfw[c]=dfw[c].apply(lambda x: 0 if x<=0 else 1)
+    dfw['weight']=dfw.dot(weight)
+    dfw2=dfw[['weight']]
+    
+    #加权平均
+    df['weighted_total']=df.dot(weight)
+    df2=pd.merge(df,dfw2,left_index=True,right_index=True)
+    
+    df2['weighted_avg']=df2['weighted_total']/df2['weight']
+    df2['code']=sw_code
+    df3=df2[['code','weighted_avg']]
+    
+    #因有市盈率负数，不管如何处理都会导致加权平均后数值波动过大，不能实用
+    return df3
+    
+    
+    
+    
+
 #==============================================================================

{siat-2.11.13.dist-info → siat-2.11.19.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 2.11.13
+Version: 2.11.19
 Summary: Securities Investment Analysis Tools (siat)
 Home-page: https://pypi.org/project/siat/
 Author: Prof. WANG Dehong, Business School, BFSU
@@ -28,6 +28,7 @@ Requires-Dist: ruamel-yaml
 Requires-Dist: prettytable
 Requires-Dist: graphviz
 Requires-Dist: luddite
+Requires-Dist: pendulum
 
 
     This plug-in is designed to use with the author's textbooks on security investment, 

{siat-2.11.13.dist-info → siat-2.11.19.dist-info}/RECORD

@@ -61,7 +61,7 @@ siat/grafix_test.py,sha256=kXvcpLgQNO7wd30g_bWljLj5UH7bIVI0_dUtXbfiKR0,3150
 siat/holding_risk.py,sha256=Dh4zXEw-0hnbMNorbsRS142C8mUzq4NhFjYnauWu5tc,30548
 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=4JZ0YPUSY97W392DCs0-aTrRpDz_3uqVbZ4gUeNN4R8,38036
+siat/market_china.py,sha256=pwCjEqkNAcOrs4Ba5DIQ5WgyAC73ntOi-d7Cb29wOWk,37849
 siat/markowitz.py,sha256=gs_R-FiykUMXfTVS0r_HswLC6VFmdmQMcQh7dh285iM,96379
 siat/markowitz_ccb_test.py,sha256=xBkkoaNHdq9KSUrNuHGgKTdNYUvgi84kNYcf719eoyE,1593
 siat/markowitz_ef_test.py,sha256=wjNlICkgRIqnonPeSIHo4Mu2GRtb9dr21wDt2kMNEcI,4032
@@ -118,13 +118,13 @@ 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=hBYeGEv5_4Mi-tKNVoJM2mNp_yDniXuU3g-tp1HJTD8,142546
+siat/translate.py,sha256=zAemLG2s7wABKhZjM7esMfqH3tKX48O53sTEOLdilZI,142620
 siat/universal_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
-siat/valuation.py,sha256=EbXyWdvr_hPw578TW-1xeACC6p4CKzLCsWkvP4-Kmzs,43299
-siat/valuation_china.py,sha256=SPJFU9J8WJhz_HOXgIAjoG8dZs1zSPS1BZxkjhA-D1w,52241
+siat/valuation.py,sha256=3VKrO9b9xY9dOJGGuF0ZhytzB5d2pCx3kO3TtMml7mo,44025
+siat/valuation_china.py,sha256=oEQRrktJNHiOG1mJSQN1aSSQAQrwrg-ppIHyNVjMjNg,67603
 siat/valuation_market_china_test.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
 siat/var_model_validation.py,sha256=zB_Skk_tmzIR15l6oAW3am4HBGVIG-eZ8gJhCdXZ8Qw,14859
-siat-2.11.13.dist-info/METADATA,sha256=oPnn20bzfQfpk3f6bNB-SqEyGAsajAroNYP77ghL1Tc,1354
-siat-2.11.13.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
-siat-2.11.13.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-2.11.13.dist-info/RECORD,,
+siat-2.11.19.dist-info/METADATA,sha256=Mdm4x2u8FSNCFOkTSMVc-AcohE2iWXihxWC1tKD2vws,1379
+siat-2.11.19.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
+siat-2.11.19.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-2.11.19.dist-info/RECORD,,