siat 2.11.14__py3-none-any.whl → 2.12.1__py3-none-any.whl

siat/option_china.py

@@ -388,18 +388,70 @@ def option_comm_contract_decode_china(contract):
     return contract2,contract_notes
 #==============================================================================
 #==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
 # 以上为商品期权，以下为金融期权
 #==============================================================================
 #==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
 if __name__=='__main__':
     detail=True
     detail=False
     
-# 定义中国当前金融期权的所有品种   
-option_fin_list=["华夏上证50ETF期权","华泰柏瑞沪深300ETF期权","嘉实沪深300ETF期权", \
-                 "沪深300股指期权"]
-underlying_fin_list=["510050.SS","510300.SS","159919.SZ","000300.SS"]
+# 定义中国当前金融期权的所有品种  
+option_fin_list_sse=["华夏上证50ETF期权","华夏科创50ETF期权","易方达科创50ETF期权", \
+                     "华泰柏瑞沪深300ETF期权","南方中证500ETF期权"]
+underlying_fin_list_sse=["510050.SS","588000.SS","588080.SS", \
+                         "510300.SS","510500.SS"]
+    
+option_fin_list_szse=["易方达深证100ETF期权","易方达创业板ETF期权","嘉实沪深300ETF期权", \
+                      "嘉实中证500ETF期权"]
+underlying_fin_list_szse=["159901.SZ","159915.SZ","159919.SZ", \
+                          "159922.SZ"]
+    
+option_fin_list_cffe=["上证50股指期权","沪深300股指期权","中证1000股指期权"]
+underlying_fin_list_cffe=["000016.SS","000300.SS","000852.SS"]
+
+option_fin_list=option_fin_list_sse + option_fin_list_szse + option_fin_list_cffe
+underlying_fin_list=underlying_fin_list_sse + underlying_fin_list_szse + underlying_fin_list_cffe
+
+"""
+option_fin_list=["华夏上证50ETF期权","华夏科创50ETF期权","易方达科创50ETF期权", \
+                 "华泰柏瑞沪深300ETF期权","南方中证500ETF期权", \
+                 "易方达深证100ETF期权","易方达创业板ETF期权","嘉实沪深300ETF期权", \
+                 "嘉实中证500ETF期权", \
+                 "上证50股指期权","沪深300股指期权","中证1000股指期权"]
+underlying_fin_list=["510050.SS","588000.SS","588080.SS", \
+                     "510300.SS","510500.SS",
+                     "159901.SZ","159915.SZ","159919.SZ", \
+                     "159922.SZ", \
+                     "000016.SS","000300.SS","000852.SS"] 
+"""
+if __name__=='__main__':
+    option="华夏上证50ETF期权"
+    option_fin_underlying(option)
+
+
+def option_fin_underlying(option):
+    """
+    功能：给定金融期权名称，返回标的物证券代码
+    """
+    import pandas as pd
+    df=pd.DataFrame()
+    df['option_name']=option_fin_list
+    df['underlying_code']=underlying_fin_list
     
+    try:
+        underlying=df[df['option_name']==option]['underlying_code'].values[0]
+    except:
+        underlying=None
+
+    return underlying
+
+
 def option_fin_china(detail=False):
     """
     功能：描述当前中国市场中的金融期权，标注日期
@@ -411,57 +463,186 @@ def option_fin_china(detail=False):
         heading=' '
     lead_blanks=' '*3
     
-    print("===== 中国金融期权表 =====")
+    print("\n===== 中国金融期权一览表 =====")
+    
+    #=====上交所
+    print("\n----- 上交所 -----")
     #华夏上证50ETF期权
     print(heading,"华夏上证50ETF期权")
     if detail:
-        print(lead_blanks,"其他名称：上证50ETF期权")
-        print(lead_blanks,"类别    ：欧式期权，无红利")
+        print(lead_blanks,"俗称    ：上证50ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
         print(lead_blanks,"标的证券：华夏上证50ETF基金（510050.SS）")
-        #print(lead_blanks,"行权价格：1个平值合约、4个虚值合约、4个实值合约")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-行权指数点位")
         print(lead_blanks,"上市日期：2015-2-9")
         print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
         print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
         print(lead_blanks,"交易所  ：上海证券交易所")
     
+    #华夏科创50ETF期权
+    print(heading,"华夏科创50ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：科创50ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：华夏科创50ETF基金（588000.SS）")
+        print(lead_blanks,"上市日期：2023-6-5")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-行权指数点位")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：上海证券交易所")  
+    
+    #易方达科创50ETF期权
+    print(heading,"易方达科创50ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：科创板50ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：易方达科创50ETF基金（588080.SS）")
+        print(lead_blanks,"上市日期：2023-6-5")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-行权指数点位")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：上海证券交易所") 
+    
     #华泰柏瑞沪深300ETF期权
     print(heading,"华泰柏瑞沪深300ETF期权")
     if detail:
-        print(lead_blanks,"其他名称：上证沪深300ETF期权")
-        print(lead_blanks,"类别    ：欧式期权，无红利")
+        print(lead_blanks,"俗称    ：(上证)沪深300ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
         print(lead_blanks,"标的证券：华泰柏瑞沪深300ETF基金（510300.SS）")
         print(lead_blanks,"上市日期：2019-12-23")
-        #print(lead_blanks,"行权价格：1个平值合约、4个虚值合约、4个实值合约")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-行权指数点位")
         print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
         print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
         print(lead_blanks,"交易所  ：上海证券交易所")   
     
+    #南方中证500ETF期权
+    print(heading,"南方中证500ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：(上证)中证500ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：南方中证500ETF基金（510500.SS）")
+        print(lead_blanks,"上市日期：2022-9-19")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-行权指数点位")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：上海证券交易所")  
+
+
+    #=====深交所
+    print("\n----- 深交所 -----")
+    #易方达深证100ETF期权
+    print(heading,"易方达深证100ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：深证100ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：易方达深证100ETF基金（159901.SZ）")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约编码：9000xxxx，后4位为合约序号")
+        print(lead_blanks,"合约简称：x购y月z，x沽y月z，x-标的名称，y-到期月，z-行权指数点位")
+        print(lead_blanks,"上市日期：2022-12-12")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：深圳证券交易所")
+
+    #易方达创业板ETF期权
+    print(heading,"易方达创业板ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：创业板ETF")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：易方达创业板ETF基金（159915.SZ）")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约编码：9000xxxx，后4位为合约序号")
+        print(lead_blanks,"合约简称：x购y月z，x沽y月z，x-标的名称，y-到期月，z-行权指数点位")
+        print(lead_blanks,"上市日期：2022-9-19")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：深圳证券交易所")
+    
     #嘉实沪深300ETF期权
     print(heading,"嘉实沪深300ETF期权")
     if detail:
-        print(lead_blanks,"其他名称：深交所沪深300ETF期权")
-        print(lead_blanks,"类别    ：欧式期权，无红利")
+        print(lead_blanks,"俗称    ：(深证)沪深300ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
         print(lead_blanks,"标的证券：嘉实沪深300ETF基金（159919.SZ）")
         print(lead_blanks,"上市日期：2019-12-23")
-        #print(lead_blanks,"行权价格：1个平值合约、4个虚值合约、4个实值合约")
-        print(lead_blanks,"到期月份：1、2、3、6月")
-        print(lead_blanks,"到期日期：到期月份的第四个星期三（遇法定节假日顺延）")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约编码：9000xxxx，后4位为合约序号")
+        print(lead_blanks,"合约简称：x购y月z，x沽y月z，x-标的名称，y-到期月，z-行权指数点位")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
         print(lead_blanks,"交易所  ：深圳证券交易所")
+
+
+    #嘉实中证500ETF期权
+    print(heading,"嘉实中证500ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：(深证)中证500ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：嘉实中证500ETF基金（159922.SZ）")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约编码：9000xxxx，后4位为合约序号")
+        print(lead_blanks,"合约简称：x购y月z，x沽y月z，x-标的名称，y-到期月，z-行权指数点位")
+        print(lead_blanks,"上市日期：2022-9-19")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：深圳证券交易所")
+
+    
+    #=====中金所
+    print("\n----- 中金所 -----")
+    #上证50股指期权
+    print(heading,"上证50股指期权")
+    if detail:
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：上证50指数（000016.SS）")
+        print(lead_blanks,"上市日期：2022-12-19")
+        print(lead_blanks,"合约乘数：现金交割，每点人民币100元")
+        print(lead_blanks,"交易代码：HO合约月份-C-行权价格，HO合约月份-P-行权价格")
+        print(lead_blanks,"到期月份：当月、下2个月、随后3个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第三个星期五（节假日顺延）")
+        print(lead_blanks,"交易所  ：中国金融期货交易所")          
     
     #沪深300股指期权
     print(heading,"沪深300股指期权")
     if detail:
-        print(lead_blanks,"其他名称：中金所沪深300股指期权")
-        print(lead_blanks,"类别    ：欧式期权，无红利")
+        print(lead_blanks,"类别    ：欧式期权")
         print(lead_blanks,"标的证券：沪深300指数（000300.SS，399300.SZ）")
         print(lead_blanks,"上市日期：2019-12-23")
-        #print(lead_blanks,"行权价格：1个平值合约、4个虚值合约、4个实值合约")
+        print(lead_blanks,"合约乘数：现金交割，每点人民币100元")
+        print(lead_blanks,"交易代码：IO合约月份-C-行权价格，IO合约月份-P-行权价格")
         print(lead_blanks,"到期月份：当月、下2个月、随后3个季月（季度末月）")
         print(lead_blanks,"到期日期：到期月份的第三个星期五（节假日顺延）")
         print(lead_blanks,"交易所  ：中国金融期货交易所") 
     
+    #中证1000股指期权
+    print(heading,"中证1000股指期权")
+    if detail:
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：中证1000指数（000852.SS）")
+        print(lead_blanks,"上市日期：2022-7-22")
+        print(lead_blanks,"合约乘数：现金交割，每点人民币100元")
+        print(lead_blanks,"交易代码：MO合约月份-C-行权价格，MO合约月份-P-行权价格")
+        print(lead_blanks,"到期月份：当月、下2个月、随后3个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第三个星期五（节假日顺延）")
+        print(lead_blanks,"交易所  ：中国金融期货交易所")   
+        
     import datetime as dt; today=str(dt.date.today())
-    print('\n',heading,"来源：上交所/深交所/中金所,",today)
+    if not detail: print('')
+    print(heading,"来源：上交所/深交所/中金所,",today)
     return
  
 if __name__=='__main__':
@@ -529,55 +710,68 @@ if __name__=='__main__':
     symbol="华泰柏瑞沪深300ETF期权"
     symbol="嘉实沪深300ETF期权"
     symbol="沪深300股指期权"
-    num=24
+    num=9
     
-def option_fin_month_china(symbol,num=24):
+def option_fin_month_china(symbol,num=12):
     """
     功能：遍历并显示一个金融期货品种的到期年月YYMM
+    未来到期日：当月，下月，下两个季月
     """
     
     if not (symbol in option_fin_list):
-        print("  #Warning(option_fin_month_china): info not found for",symbol)
+        print("  #Warning(option_fin_month_china): info not found / unaccessible for",symbol)
         return None
     
     #当前年月开始的年月列表
-    import datetime as dt; today=str(dt.date.today())
-    yymm_list=get_yymm_list(today,num=num)
+    import datetime as dt; todaydt=str(dt.date.today())
+    yymm_list=get_yymm_list(todaydt,num=num)
     
     import akshare as ak
     end_month_list=[]
+            
+    #临时措施：深交所期权只能找到"嘉实沪深300ETF期权"，其他的找不到但实际存在
+    if symbol in option_fin_list_szse: symbol="嘉实沪深300ETF期权"
+
     for yymm in yymm_list:
-        #print('Scanning',yymm)
+        print('  ... Scanning option maturity',yymm,end=', ')
+        
         try:
-            df = ak.option_finance_board(symbol=symbol, end_month=yymm)
+            df = ak.option_finance_board(symbol=symbol,end_month=yymm)
         except:
+            print("failed!")
+            #print("  #Warning(option_fin_month_china): something went wrong in akshare, try upgrade it")
             continue
+        
+        if df is None: 
+            print("not found")
+            continue
+        if len(df)==0: 
+            print("not found")
+            continue
+        
+        print("seems found, checking",end=', ')
+        if symbol in option_fin_list_sse:
+            y2m2=df['合约交易代码'][:1].values[0][7:11]
+        
+        if symbol in option_fin_list_szse:
+            d1=df['期权行权日'][:1].values[0]
+            d2=d1.astype('str')
+            yy=d2[2:4]; mm=d2[5:7]; y2m2=yy+mm
+        
+        if symbol in option_fin_list_cffe:
+            y2m2=df['instrument'][:1].values[0][2:6]                
+        
+        if y2m2==yymm:
+            print("confirmed found")
+            end_month_list=end_month_list+[yymm]
         else:
-            if len(df)==0: continue
-            
-            if symbol=="华夏上证50ETF期权":
-                y2m2=df['合约交易代码'][:1].values[0][7:11]
-            
-            if symbol=="华泰柏瑞沪深300ETF期权":
-                y2m2=df['合约交易代码'][:1].values[0][7:11]
-            
-            if symbol=="嘉实沪深300ETF期权":
-                d1=df['期权行权日'][:1].values[0]
-                d2=d1.astype('str')
-                yy=d2[2:4]; mm=d2[5:7]; y2m2=yy+mm
-            
-            if symbol=="沪深300股指期权":
-                y2m2=df['instrument'][:1].values[0][2:6]                
-            
-            if y2m2==yymm:
-                end_month_list=end_month_list+[yymm]
+            print("fake")
     
-    print("\n=== 中国金融期权品种的到期日(YYMM) ===") 
+    print("\n=== 中国金融期权品种的到期日(年月) ===") 
     print(symbol+':')       
     print(end_month_list)
 
-    import datetime as dt; today=str(dt.date.today())
-    print("来源：上交所/深交所/中金所,",today)
+    print("来源：上交所/深交所/中金所,",todaydt)
     
     return
         
@@ -645,7 +839,10 @@ def option_fin_contracts(symbol,end_month,direction='call',printout=True):
     try:
         df = ak.option_finance_board(symbol=symbol, end_month=end_month)
     except:
-        print("  #Error(option_fin_contracts): info unavailable for",symbol,'on maturity',end_month)
+        print("  #Error(option_fin_contracts): info unaccessible for",symbol,'on maturity',end_month)
+        return None
+    if df is None:
+        print("  #Error(option_fin_contracts): none found for",symbol,'on maturity',end_month)
         return None
     
     #检查期权方向
@@ -659,7 +856,7 @@ def option_fin_contracts(symbol,end_month,direction='call',printout=True):
     import pandas as pd
     contracts=pd.DataFrame()
     #==================================================================
-    if symbol in ["华夏上证50ETF期权","华泰柏瑞沪深300ETF期权"]:
+    if symbol in option_fin_list_sse:
         #期权方向标志
         df['direction']=df['合约交易代码'].apply(lambda x:x[6:7])
         if utype=='CALL':
@@ -693,7 +890,7 @@ def option_fin_contracts(symbol,end_month,direction='call',printout=True):
         contracts['underlying']=ua
         
     #=================================================================
-    if symbol in ["嘉实沪深300ETF期权"]:
+    if symbol in option_fin_list_szse:
         #期权方向标志
         df['direction']=df['类型'].apply(lambda x:'C' if x in ["认购"] else 'P')
         if utype=='CALL':
@@ -728,7 +925,7 @@ def option_fin_contracts(symbol,end_month,direction='call',printout=True):
         contracts['date']=pd.to_datetime(today)
         
     #=================================================================
-    if symbol in ["沪深300股指期权"]:
+    if symbol in option_fin_list_cffe:
         """
         字段解读：
         instrument:合约编号
@@ -824,6 +1021,11 @@ if __name__=='__main__':
     end_month='2206'
     direction='call'
     
+    symbol="中证1000股指期权"
+    end_month='2312'
+    contract='MO2312-P-5800'
+    direction='put'
+    
 def option_fin_contract_parms(symbol,end_month,contract,direction='call'):
     """
     功能：抓取期权合约的到期日、行权价和标的证券
@@ -850,6 +1052,11 @@ if __name__=='__main__':
     underlying='510050.SS'
     date='2021-11-19'
     days=30
+    
+    underlying='000852.SS'
+    date='2023-12-1'
+    days=183
+    
 
 def underlying_sigma(underlying,date,days=30):
     """
@@ -893,7 +1100,7 @@ def underlying_sigma(underlying,date,days=30):
     
     #采用对数收益率
     df['Close_lag']=df['Close'].shift(1)
-    df.dropna(inplace=True)
+    df['Close_lag'].dropna(inplace=True)
     import numpy as np
     df['ret']=np.log(df['Close']/df['Close_lag'])
     sigma=df['ret'].std()
@@ -1354,6 +1561,109 @@ def hs300option_exercise(maturity,direction="Call",printout=True):
 
 if __name__=='__main__': 
     elist=exerciselist=hs300option_exercise(maturity="2306",direction="Call")
+#==============================================================================
+
+
+def get_price_option_fin_china(option,contract):
+    """
+    功能：获得金融期权option的合约contract全部历史行情
+    """
+    import akshare as ak
+    
+    #变换中金所期权合约格式为新浪格式
+    if option in option_fin_list_cffe:
+        clist=contract.split('-')
+        contract1=''
+        for c in clist:
+            contract1=contract1+c
+    
+    #获得期权合约历史行情    
+    if option in ['沪深300股指期权']:
+        try:
+            df1t = ak.option_cffex_hs300_daily_sina(symbol=contract1)
+        except:
+            print("  #Error(index_option_price_china2): contract",contract,"not found or expired in",option)
+            return None
+    
+    if option in ['上证50股指期权']:
+        try:
+            df1t = ak.option_cffex_sz50_daily_sina(symbol=contract1)
+        except:
+            print("  #Error(index_option_price_china2): contract",contract,"not found or expired in",option)
+            return None    
+    
+    
+    if option in ['中证1000股指期权']:
+        try:
+            df1t = ak.option_cffex_zz1000_daily_sina(symbol=contract1)
+        except:
+            print("  #Error(index_option_price_china2): contract",contract,"not found or expired in",option)
+            return None     
+
+    import pandas as pd
+    df1t['Date']=df1t['date'].apply(lambda x: pd.to_datetime(x))
+    df1t.set_index('Date',inplace=True)
+    
+    df1=df1t[['date','close']]
+
+    return df1    
+    
+
+
+#==============================================================================
+
+if __name__=='__main__': 
+    option="沪深300股指期权"
+    contract='IO2403-P-4000'
+    contract='IO2403P3900'
+    
+    loc1='best';loc2='best';graph=True
+    
+
+def index_option_price_china2(option,contract, \
+                      loc1='best',loc2='best',graph=True):
+    """
+    功能：绘制期权合约与其标的证券价格的双轴对照图，支持中金所三种股指期权
+    """
+    #获取期权合约的历史行情
+    df1=get_price_option_fin_china(option,contract)
+    start=df1['date'].values[0].strftime('%Y-%m-%d')
+    end=df1['date'].values[-1].strftime('%Y-%m-%d')
+    
+    #获得标的证券历史行情
+    ua=option_fin_underlying(option)
+    df2t=get_price(ua,start,end)
+    df2=df2t[['date','Close','ticker']]
+
+    #绘制双轴图
+    if graph:
+        #获取股指历史价格
+        collabel_so='期权价格'
+        collabel_si=codetranslate(ua)
+        if ('P' in contract) or ('p' in contract): 
+            direction='Put'
+        else:
+            direction='Call'
+        
+        titletxt_so_si=option+'：期权价格 vs 标的指数，'+ectranslate(direction)
+        colname='Close'; ylabeltxt=''    
+        
+        maturity=contract[2:6]
+        exercisestr=contract[-4:]
+
+        #footnote1="新浪期权代码："+symbol+"，到期日"+maturity+"，行权股指点位"+exercisestr
+        footnote1="期权代码："+contract+"，到期日"+maturity+"，行权股指点位"+exercisestr
+        import datetime; todaydt = datetime.date.today()
+        footnote2="数据来源: 新浪财经/东方财富, "+str(todaydt)
+        footnote=footnote1+"\n"+footnote2
+        
+        plot_line2_twinx(df1,'','close',collabel_so, \
+                         df2,'','Close',collabel_si, \
+                         titletxt_so_si,footnote,loc1=loc1,loc2=loc2)    
+        
+    return df1,df2
+
+
 #=============================================================================
 if __name__=='__main__': 
     maturity="2306"
@@ -1363,13 +1673,14 @@ if __name__=='__main__':
     option=["2306",4500,'Call']
     
     variety='hs300'
+
     
 def index_option_price_china(option,variety='hs300', \
                       loc1='best',loc2='best',graph=True):
     """
     功能：套壳函数hs300option_price，维持旧版兼容性
     """
-    varietylist=['hs300']
+    varietylist=['hs300']+option_fin_list
     if not (variety in varietylist):
         print("  #Error(index_option_price_china): unsupported option variety",variety)
         print("  Currently supported option variety",varietylist,"\b, and may support more in the future")
@@ -1578,6 +1889,64 @@ if __name__=='__main__':
     df=hs300option_compare(option1,option2,loc1='upper center',loc2='lower center')
 
 #==============================================================================
+if __name__=='__main__': 
+    option="沪深300股指期权"
+    contract1="IO2403-P-3700"
+    contract2="IO2403-P-3900"
+
+def index_option_compare_china2(option,contract1,contract2,loc1='best',loc2='best',twinx=False):
+    """
+    功能：比较两个股指期权合约的价格曲线
+    """
+
+    #获取期权价格
+    print("  Searching prices for",option,"contract",contract1,"...")
+    df1=get_price_option_fin_china(option,contract1)
+    if df1 is None:
+        print("  Sorry, found none info for contract",contract1)
+        return None,None
+    
+    print("  Searching prices for",option,"contract",contract2,"...")
+    df2=get_price_option_fin_china(option,contract2)
+    if df2 is None:
+        print("  Sorry, found none info for contract",contract2)
+        return None,None
+    
+    print("  Rendering graphics ...")
+    ylabeltxt="期权价格"
+    titletxt=option+'：价格运动与影响因素'
+    
+    import datetime; todaydt = datetime.date.today()
+    footnote="数据来源: 新浪财经/东方财富, "+str(todaydt)
+    
+    plot2_line2(df1,contract1,'close','', \
+               df2,contract2,'close','', \
+               ylabeltxt,titletxt,footnote, \
+               twinx=twinx, \
+               loc1=loc1,loc2=loc2)        
+        
+    return df1,df2  
+    
+if __name__=='__main__': 
+    option="沪深300股指期权"
+    #不同到期日
+    contract1="IO2403-C-3900"
+    contract2="IO2406-C-3900"
+    df=index_option_compare_china2(option,contract1,contract2)
+    
+    #不同行权点位
+    contract1="IO2403-C-3900"
+    contract2="IO2403-C-4400"
+    df=index_option_compare_china2(option,contract1,contract2)
+    
+    #不同方向：看涨vs看跌
+    contract1="IO2403-C-3300"
+    contract2="IO2403-P-3300"
+    df=index_option_compare_china2(option,contract1,contract2,twinx=True)
+
+#==============================================================================
+
+
 if __name__=='__main__': 
     option=["2306",3900,"Call"]
     

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
@@ -778,7 +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)
@@ -829,6 +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