siat 2.12.1__py3-none-any.whl → 2.12.2__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
siat/option_china.py
CHANGED
@@ -475,7 +475,7 @@ def option_fin_china(detail=False):
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print(lead_blanks,"标的证券:华夏上证50ETF基金(510050.SS)")
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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)")
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print(lead_blanks,"合约单位:10000份,1手期权=10000份基金,实物交割")
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478
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-
print(lead_blanks,"合约交易代码:xCyMz,xPyMz,x-标的代码,y-到期年月,z
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print(lead_blanks,"合约交易代码:xCyMz,xPyMz,x-标的代码,y-到期年月,z-基金行权价")
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print(lead_blanks,"上市日期:2015-2-9")
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print(lead_blanks,"到期月份:当月、下月及随后两个季月(季度末月)")
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print(lead_blanks,"到期日期:到期月份的第四个星期三(节假日顺延)")
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@@ -490,7 +490,7 @@ def option_fin_china(detail=False):
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print(lead_blanks,"上市日期:2023-6-5")
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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)")
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print(lead_blanks,"合约单位:10000份,1手期权=10000份基金,实物交割")
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-
print(lead_blanks,"合约交易代码:xCyMz,xPyMz,x-标的代码,y-到期年月,z
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+
print(lead_blanks,"合约交易代码:xCyMz,xPyMz,x-标的代码,y-到期年月,z-基金行权价")
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print(lead_blanks,"到期月份:当月、下月及随后两个季月(季度末月)")
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print(lead_blanks,"到期日期:到期月份的第四个星期三(节假日顺延)")
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print(lead_blanks,"交易所 :上海证券交易所")
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@@ -504,7 +504,7 @@ def option_fin_china(detail=False):
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print(lead_blanks,"上市日期:2023-6-5")
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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)")
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print(lead_blanks,"合约单位:10000份,1手期权=10000份基金,实物交割")
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-
print(lead_blanks,"合约交易代码:xCyMz,xPyMz,x-标的代码,y-到期年月,z
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+
print(lead_blanks,"合约交易代码:xCyMz,xPyMz,x-标的代码,y-到期年月,z-基金行权价")
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print(lead_blanks,"到期月份:当月、下月及随后两个季月(季度末月)")
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print(lead_blanks,"到期日期:到期月份的第四个星期三(节假日顺延)")
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print(lead_blanks,"交易所 :上海证券交易所")
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@@ -518,7 +518,7 @@ def option_fin_china(detail=False):
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print(lead_blanks,"上市日期:2019-12-23")
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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)")
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print(lead_blanks,"合约单位:10000份,1手期权=10000份基金,实物交割")
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print(lead_blanks,"合约交易代码:xCyMz,xPyMz,x-标的代码,y-到期年月,z
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+
print(lead_blanks,"合约交易代码:xCyMz,xPyMz,x-标的代码,y-到期年月,z-基金行权价")
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print(lead_blanks,"到期月份:当月、下月及随后两个季月(季度末月)")
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print(lead_blanks,"到期日期:到期月份的第四个星期三(节假日顺延)")
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print(lead_blanks,"交易所 :上海证券交易所")
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@@ -532,7 +532,7 @@ def option_fin_china(detail=False):
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print(lead_blanks,"上市日期:2022-9-19")
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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)")
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print(lead_blanks,"合约单位:10000份,1手期权=10000份基金,实物交割")
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-
print(lead_blanks,"合约交易代码:xCyMz,xPyMz,x-标的代码,y-到期年月,z
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print(lead_blanks,"合约交易代码:xCyMz,xPyMz,x-标的代码,y-到期年月,z-基金行权价")
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print(lead_blanks,"到期月份:当月、下月及随后两个季月(季度末月)")
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print(lead_blanks,"到期日期:到期月份的第四个星期三(节假日顺延)")
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print(lead_blanks,"交易所 :上海证券交易所")
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@@ -549,7 +549,7 @@ def option_fin_china(detail=False):
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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)")
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print(lead_blanks,"合约单位:10000份,1手期权=10000份基金,实物交割")
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print(lead_blanks,"合约编码:9000xxxx,后4位为合约序号")
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-
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
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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-基金行权价")
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print(lead_blanks,"上市日期:2022-12-12")
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print(lead_blanks,"到期月份:当月、下月及随后两个季月(季度末月)")
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print(lead_blanks,"到期日期:到期月份的第四个星期三(节假日顺延)")
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@@ -564,7 +564,7 @@ def option_fin_china(detail=False):
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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)")
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print(lead_blanks,"合约单位:10000份,1手期权=10000份基金,实物交割")
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print(lead_blanks,"合约编码:9000xxxx,后4位为合约序号")
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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
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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-基金行权价")
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print(lead_blanks,"上市日期:2022-9-19")
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print(lead_blanks,"到期月份:当月、下月及随后两个季月(季度末月)")
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print(lead_blanks,"到期日期:到期月份的第四个星期三(节假日顺延)")
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@@ -580,7 +580,7 @@ def option_fin_china(detail=False):
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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)")
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print(lead_blanks,"合约单位:10000份,1手期权=10000份基金,实物交割")
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print(lead_blanks,"合约编码:9000xxxx,后4位为合约序号")
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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
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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-基金行权价")
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print(lead_blanks,"到期月份:当月、下月及随后两个季月(季度末月)")
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print(lead_blanks,"到期日期:到期月份的第四个星期三(节假日顺延)")
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print(lead_blanks,"交易所 :深圳证券交易所")
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@@ -595,7 +595,7 @@ def option_fin_china(detail=False):
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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)")
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print(lead_blanks,"合约单位:10000份,1手期权=10000份基金,实物交割")
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print(lead_blanks,"合约编码:9000xxxx,后4位为合约序号")
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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
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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-基金行权价")
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print(lead_blanks,"上市日期:2022-9-19")
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print(lead_blanks,"到期月份:当月、下月及随后两个季月(季度末月)")
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print(lead_blanks,"到期日期:到期月份的第四个星期三(节假日顺延)")
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@@ -611,7 +611,7 @@ def option_fin_china(detail=False):
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print(lead_blanks,"标的证券:上证50指数(000016.SS)")
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print(lead_blanks,"上市日期:2022-12-19")
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print(lead_blanks,"合约乘数:现金交割,每点人民币100元")
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-
print(lead_blanks,"交易代码:HO合约月份-C
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print(lead_blanks,"交易代码:HO合约月份-C-行权股指点位,HO合约月份-P-行权股指点位")
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print(lead_blanks,"到期月份:当月、下2个月、随后3个季月(季度末月)")
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print(lead_blanks,"到期日期:到期月份的第三个星期五(节假日顺延)")
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print(lead_blanks,"交易所 :中国金融期货交易所")
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@@ -623,7 +623,7 @@ def option_fin_china(detail=False):
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print(lead_blanks,"标的证券:沪深300指数(000300.SS,399300.SZ)")
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print(lead_blanks,"上市日期:2019-12-23")
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print(lead_blanks,"合约乘数:现金交割,每点人民币100元")
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-
print(lead_blanks,"交易代码:IO合约月份-C
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print(lead_blanks,"交易代码:IO合约月份-C-行权股指点位,IO合约月份-P-行权股指点位")
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print(lead_blanks,"到期月份:当月、下2个月、随后3个季月(季度末月)")
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print(lead_blanks,"到期日期:到期月份的第三个星期五(节假日顺延)")
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print(lead_blanks,"交易所 :中国金融期货交易所")
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@@ -635,7 +635,7 @@ def option_fin_china(detail=False):
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print(lead_blanks,"标的证券:中证1000指数(000852.SS)")
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print(lead_blanks,"上市日期:2022-7-22")
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print(lead_blanks,"合约乘数:现金交割,每点人民币100元")
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print(lead_blanks,"交易代码:MO合约月份-C
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print(lead_blanks,"交易代码:MO合约月份-C-行权股指点位,MO合约月份-P-行权股指点位")
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print(lead_blanks,"到期月份:当月、下2个月、随后3个季月(季度末月)")
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print(lead_blanks,"到期日期:到期月份的第三个星期五(节假日顺延)")
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print(lead_blanks,"交易所 :中国金融期货交易所")
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@@ -1626,7 +1626,16 @@ def index_option_price_china2(option,contract, \
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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
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"""
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#获取期权合约的历史行情
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-
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if not (option in option_fin_list_cffe):
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print(" #Warning(index_option_price_china2): currently only support:",option_fin_list_cffe)
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return None,None
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try:
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df1=get_price_option_fin_china(option,contract)
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except:
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print(" #Warning(index_option_price_china2): contract",contract,"unaccessible")
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return None,None
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start=df1['date'].values[0].strftime('%Y-%m-%d')
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end=df1['date'].values[-1].strftime('%Y-%m-%d')
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@@ -73,7 +73,7 @@ siat/markowitz_test2.py,sha256=FcVZqYU5va4567WGUVUJ7cMQdVbBGxeBAz82Y3BhCTI,2193
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siat/ml_cases.py,sha256=FYDk0O7l9hhHlbrlOVGgbH-h2DA503lhKFi9XugH1f0,86874
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siat/ml_cases_example.py,sha256=xRGb3YTQEDTOnaWNzZN_myU5umQnA2RdMNiPrxTmn9c,1673
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siat/ml_cases_example1.py,sha256=xRGb3YTQEDTOnaWNzZN_myU5umQnA2RdMNiPrxTmn9c,1673
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siat/option_china.py,sha256=
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siat/option_china.py,sha256=SZcO7xkAg1AbTYjobn4XxY7Id9UTKpwYJh8UhkkovX4,112725
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siat/option_china_test.py,sha256=UQ-YUHUjoGBQyanLcM-yzqeEIUQP_gCQIeT0W6rnUnA,16355
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siat/option_pricing.py,sha256=hTz0lD4Yoeq0jK4Kt38qKJC_iOz9a5qXC2OeXgnMmv8,70231
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siat/option_pricing_test.py,sha256=eeorV5Ja5vjlRXnP6fWJHetGU5Vb8SnLopkC6RV3GfA,2203
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@@ -124,7 +124,7 @@ siat/valuation.py,sha256=3VKrO9b9xY9dOJGGuF0ZhytzB5d2pCx3kO3TtMml7mo,44025
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siat/valuation_china.py,sha256=oEQRrktJNHiOG1mJSQN1aSSQAQrwrg-ppIHyNVjMjNg,67603
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siat/valuation_market_china_test.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
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siat/var_model_validation.py,sha256=zB_Skk_tmzIR15l6oAW3am4HBGVIG-eZ8gJhCdXZ8Qw,14859
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-
siat-2.12.
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siat-2.12.
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-
siat-2.12.
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siat-2.12.
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siat-2.12.2.dist-info/METADATA,sha256=nzT3EBKNNDxcBkSHFW_dR-q3f1GoL0w0HhTjy0Bpvz4,1378
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siat-2.12.2.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
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siat-2.12.2.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
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siat-2.12.2.dist-info/RECORD,,
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File without changes
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File without changes
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