siat 2.13.23__py3-none-any.whl → 2.13.40__py3-none-any.whl

siat/common.py

@@ -263,6 +263,26 @@ if __name__ =="__main__":
     start='2020-1-1'; end='2022-12-20'
     result,startpd,endpd=check_period(start,end)
 
+#==============================================================================
+if __name__ =="__main__":
+    start_date = "2022-1-1"
+    end_date = "2022-1-31"
+    result = calculate_days(start_date, end_date)
+    print("日期间隔天数为:", result)
+ 
+def calculate_days(start_date, end_date):
+    
+    _,start_date1=check_date2(start_date)
+    _,end_date1=check_date2(end_date)
+    
+    from datetime import date
+    start = date.fromisoformat(start_date1)
+    end = date.fromisoformat(end_date1)
+    
+    delta = (end - start).days + 1
+    return delta
+ 
+
 #==============================================================================
 def date_adjust(basedate, adjust=0):
     """
@@ -2360,5 +2380,174 @@ def fix_package(file='stooq.py',package='pandas_datareader'):
     
 #==============================================================================
 #==============================================================================
+
+def df_preprocess(dfs,measure,axhline_label,x_label,y_label,lang='Chinese', \
+                  preprocess='scaling',scaling_option='start'):
+    """
+    功能：对于dfs中的数据进行预处理变换，以便克服数量级压制现象更好地展现多条曲线的趋势
+    """
+    plus_sign=False
+    
+    preprocess1=preprocess.lower()
+    #预处理方法：标准化，正态化，对数，缩放
+    preplist=['standardize','normalize','logarithm','scaling']
+    if preprocess1 in preplist:
+        dfs2=dfs.copy(deep=True)
+
+        collist=list(dfs2)
+        meanlist=[]
+        for c in collist:
+            
+            # 去掉缺失值
+            #dfs2[c].dropna(inplace=True)
+            
+            if preprocess1 == 'standardize': #标准化
+                cmean=dfs2[c].mean()
+                cstd=dfs2[c].std()
+                dfs2[c]=dfs2[c].apply(lambda x: (x-cmean)/cstd)
+                
+            if preprocess1 == 'normalize': #正态化
+                cmax=dfs2[c].max()
+                cmin=dfs2[c].min()
+                dfs2[c]=dfs2[c].apply(lambda x: (x-cmin)/(cmax-cmin))
+                
+            if preprocess1 == 'logarithm': #取对数
+                import numpy as np
+                dfs2[c]=dfs2[c].apply(lambda x: np.log(x) if x>0 else (0 if x==0 else -np.log(-x)))
+                
+            if preprocess1 == 'scaling': #缩放
+                #缩放选项：均值，最小值，起点值，相对起点值的百分数（起点值为100），
+                #相对起点值变化的百分数（起点值为0）
+                scalinglist=['mean','min','start','percentage','change%']
+                if not (scaling_option in scalinglist):
+                    print("  #Error(compare_msecurity): invalid scaling option",scaling_option)
+                    print("  Valid scaling option:",scalinglist)
+                    return None
+                if scaling_option == 'mean':
+                    cmean=dfs2[c].mean()   #使用均值
+                    if lang == 'English':
+                        scalingOptionText='mean value'
+                    else:
+                        scalingOptionText='均值'
+                if scaling_option == 'min':
+                    cmean=dfs2[c].min()    #使用最小值
+                    if lang == 'English':
+                        scalingOptionText='min value'
+                    else:
+                        scalingOptionText='最小值'
+                #if scaling_option == 'start':
+                if scaling_option in ['start','percentage','change%']:
+                    # 从头寻找第一个非空数值
+                    import numpy as np
+                    for n in range(0,len(dfs2)):
+                        if np.isnan(dfs2[c][n]): 
+                            continue
+                        else:
+                            cmean=dfs2[c][n] #使用第一个非空值
+                            break
+                        
+                    if lang == 'English':
+                        scalingOptionText='starting value'
+                    else:
+                        scalingOptionText='起点值'
+                    
+                meanlist=meanlist+[cmean]
+            
+            #print(cmean,cstd,dfs2[c])
+
+        if (preprocess1 == 'scaling') and ('Exp Ret' not in measure):
+            # 加上后一个条件是为了防止出现division by zero错误
+            if len(meanlist)==0:
+                return None
+            
+            if scaling_option not in ['percentage','change%']:
+                meanlistmin=min(meanlist)
+                meanlist2= [x / meanlistmin for x in meanlist]
+                    
+                for c in collist:
+                    pos=collist.index(c)
+                    cfactor=meanlist2[pos]
+                    #dfs2[c]=dfs2[c].apply(lambda x: x/cfactor)
+                    dfs2[c]=dfs2[c].apply(lambda x: x/abs(cfactor))
+            elif scaling_option == 'percentage': #相对起点值的百分数（起点值为100）
+                for c in collist:
+                    pos=collist.index(c)
+                    cfactor=meanlist[pos]
+                    #dfs2[c]=dfs2[c].apply(lambda x: round(x/cfactor*100,2))
+                    #dfs2[c]=dfs2[c].apply(lambda x: round(x/abs(cfactor)*100,4))
+                    dfs2[c]=dfs2[c].apply(lambda x: x/abs(cfactor)*100)
+            elif scaling_option == 'change%': #相对起点值变化的百分数（起点值为0）
+                plus_sign=True
+                for c in collist:
+                    pos=collist.index(c)
+                    cfactor=meanlist[pos]
+                    #dfs2[c]=dfs2[c].apply(lambda x: round((x/cfactor-1)*100,4))
+                    dfs2[c]=dfs2[c].apply(lambda x: (x/cfactor-1)*100)
+                
+        #设置中英文的脚注和纵轴标记
+        if lang == 'English':
+            if preprocess1 == 'standardize':
+                std_notes="Note: for ease of comparison, data are standardized "
+                measure_suffix='(standardized)'
+            if preprocess1 == 'normalize':
+                std_notes="Note: for ease of comparison, data are normalized"
+                measure_suffix='(normalized)'
+            if preprocess1 == 'logarithm':
+                std_notes="Note: for ease of comparison, data are logarithmed"
+                measure_suffix='(logarithmed)'
+            if preprocess1 == 'scaling':
+                if scaling_option == 'mean':
+                    std_notes="Note: for ease of comparison, data are scaled by mean value"
+                    measure_suffix='(scaling by mean)'
+                elif scaling_option == 'min':
+                    std_notes="Note: for ease of comparison, data are scaled by min value"
+                    measure_suffix='(scaling by min)'
+                elif scaling_option == 'start':
+                    std_notes="Note: for ease of comparison, data are scaled by starting value"
+                    measure_suffix='(scaling by start)'
+                elif scaling_option == 'percentage':
+                    std_notes="Note: for ease of comparison, data are in percentage of starting value"
+                    measure_suffix='(in prcentage%)'
+                elif scaling_option == 'change%':
+                    std_notes="Note: for ease of comparison, data are in change % of starting value"
+                    measure_suffix='(change %)'                
+        else:
+            if preprocess1 == 'standardize':
+                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':
+                if scaling_option == 'mean':
+                    std_notes="注意：为突出变化趋势，按均值对原始数据进行了比例缩放"
+                    measure_suffix='(按均值比例缩放后，非原值)'
+                elif scaling_option == 'min':
+                    std_notes="注意：为突出变化趋势，按最小值对原始数据进行了比例缩放"
+                    measure_suffix='(按最小值比例缩放后，非原值)'
+                elif scaling_option == 'start':
+                    std_notes="注意：为突出变化趋势，按起点值对原始数据进行了比例缩放"
+                    measure_suffix='(按起点值比例缩放后，非原值)'
+                elif scaling_option == 'percentage':
+                    std_notes="注释：为突出变化趋势，期间起点数值=100%，其他数值为相对百分比"
+                    measure_suffix='(相对百分数%)'
+                elif scaling_option == 'change%':
+                    std_notes="注释：为突出变化趋势，图中数值为相对期间起点的增减百分比"
+                    measure_suffix='(增/减%)' 
+                    axhline_label='零线' #可以在security_trend中使用critical_value选项指定水平线位置，默认0
+                    #axhline_value=0
+                    
+        if 'Exp Ret' not in measure:
+            x_label=std_notes+'\n'+x_label
+            y_label=y_label+measure_suffix
+            
+    else:
+        dfs2=dfs
+        
+    #返回内容
+    return dfs2,axhline_label,x_label,y_label,plus_sign
 #==============================================================================
 

siat/grafix.py

@@ -1087,7 +1087,7 @@ def draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
                                  xy=(x_end, y_end),
                                  xytext=(x_end, y_end),fontsize=9)   
             """
-            if annotate_value:
+            if annotate_value: #在标记曲线名称的同时标记其末端数值
                 plt.annotate(text=c+':'+str(round(y_end,2)), 
                                  xy=(x_end, y_end),
                                  xytext=(x_end, y_end),fontsize=9)
@@ -1147,7 +1147,7 @@ def draw_lines2(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
                 data_label=False,resample_freq='6H',smooth=True, \
                 date_range=False,date_freq=False,date_fmt='%Y-%m-%d', \
                 colorlist=[],lslist=[],lwlist=[], \
-                band_area='',loc='best'):
+                band_area='',loc='best',annotate=False,annotate_value=False):
     """
     函数功能：根据df的内容绘制折线图
     输入参数：
@@ -1219,6 +1219,22 @@ def draw_lines2(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
                 plt.text(a,b+0.02,str(round(b,2)), \
                          ha='center',va='bottom',fontsize=7)
     
+        #曲线末端标记
+        if annotate:
+            df_end=df.tail(1)
+            y_end = df_end[c].min()    # 末端的y坐标
+            x_end = df_end[c].idxmin() # 末端值的x坐标 
+            
+            if annotate_value: #在标记曲线名称的同时标记其末端数值
+                plt.annotate(text=c+':'+str(round(y_end,2)), 
+                             xy=(x_end, y_end),
+                             xytext=(x_end, y_end),fontsize=9)
+            else:
+                plt.annotate(text=c, 
+                             xy=(x_end, y_end),
+                             xytext=(x_end, y_end),fontsize=ylabel_txt_size)
+            
+    
     #绘制带状区域
     if band_area != '' and isinstance(band_area,list) and len(band_area)>=2:
        plt.fill_between(df.index,df[band_area[0]],df[band_area[1]],alpha=0.5,label='') 
@@ -1238,7 +1254,9 @@ def draw_lines2(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
     plt.title(title_txt,fontweight='bold',fontsize=title_txt_size)
     plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
     
-    plt.legend(loc=loc,fontsize=legend_txt_size)
+    if not annotate:
+        plt.legend(loc=loc,fontsize=legend_txt_size)
+        
     plt.show()
     
     return    

siat/risk_adjusted_return.py

@@ -1432,8 +1432,8 @@ def compare_1security_mrar(ticker,rar_names,start,end, \
     
     import datetime; today = datetime.date.today()
     y_label="风险调整收益指标"
-    x_label="数据来源: 新浪/stooq/Yahoo，"+str(today)
-    title_txt="比较证券的多种风险调整收益滚动指标："+codetranslate(tickers[0])
+    x_label="数据来源: 综合新浪/stooq/Yahoo，"+str(today)
+    title_txt="证券风险调整收益滚动指标："+codetranslate(tickers[0])
 
     # 是否绘图
     if graph:

siat/security_trend.py

@@ -136,6 +136,8 @@ def security_trend(ticker,indicator='Close', \
         fromdate=date_adjust(todate,adjust=-31*37-16)  
     elif start in ['l5y']:  # 近五年以来
         fromdate=date_adjust(todate,adjust=-31*61-16)  
+    elif start in ['l8y']:  # 近八年以来
+        fromdate=date_adjust(todate,adjust=-31*97-16)   
     elif start in ['l10y']:  # 近十年以来
         fromdate=date_adjust(todate,adjust=-31*121-16)        
     elif start in ['ytd']:  # 今年以来
@@ -223,7 +225,7 @@ def security_trend(ticker,indicator='Close', \
              ]
 
     indicator_list2=['treynor','sharpe','sortino','alpha','Treynor','Sharpe','Sortino','Alpha']
-    indicator_list3=['pe','pb','mv','PE','PB','MV','Pe','Pb','Mv']
+    indicator_list3=['pe','pb','mv','PE','PB','MV','Pe','Pb','Mv','ROE','roe','Roe']
     
     # 是否属于支持的指标
     for m in measures:
@@ -235,7 +237,7 @@ def security_trend(ticker,indicator='Close', \
             printlist(indicator_list3,numperline=5,beforehand='  ',separator='   ')
             return None
         
-    # 不能同时支持indicator_list1、indicator_list2和indicator_list3的指标
+    # 不能同时支持indicator_list1、indicator_list2和indicator_list3的指标，即不能跨组比较
     indicator_group1=False
     indicator_group2=False
     indicator_group3=False
@@ -244,13 +246,19 @@ def security_trend(ticker,indicator='Close', \
     for m in measures:
         if m in indicator_list3:
             list_group3=1
-            indicator_group3=True        
+            indicator_group3=True    
+            measures = [x.upper() for x in measures]
+            
         if m in indicator_list2:
             list_group2=1
             indicator_group2=True
+            measures = [x.lower() for x in measures]
+            
         if m in indicator_list1:
             list_group1=1
             indicator_group1=True
+            measures = [x.title() for x in measures]
+            measures = [x.replace('Lpsd','LPSD') if 'Lpsd' in x else x for x in measures]
             
     if list_group1+list_group2+list_group3 >= 2:
         print("  #Error(security_trend): cannot support in different indicator groups together for",measures)
@@ -345,11 +353,13 @@ def security_trend(ticker,indicator='Close', \
                         annotate=annotate)
         return df
     
-    # 情形8：估值指标PE/PB/MV
+    # 情形8：估值指标PE/PB/MV/ROE
     if indicator_group3:
         df=security_valuation(tickers=tickers,indicators=measures,start=fromdate,end=todate, \
-                               twinx=twinx,loc1=loc1,loc2=loc2, \
-                               graph=graph,annotate=annotate)
+                              preprocess=preprocess,scaling_option=scaling_option, \
+                              twinx=twinx,loc1=loc1,loc2=loc2, \
+                              graph=graph,annotate=annotate,
+                             )
         return df
     
     # 其他未预料情形

siat/stock.py

@@ -792,7 +792,7 @@ def security_mindicators(ticker,measures,fromdate,todate, \
 
     y_label='证券指标'
     import datetime; today = datetime.date.today()
-    x_label="数据来源：新浪/东方财富/stooq/雅虎财经，"+str(today)
+    x_label="数据来源：综合新浪/东方财富/stooq/雅虎财经，"+str(today)
 
     axhline_value=0
     axhline_label=''
@@ -808,7 +808,8 @@ def security_mindicators(ticker,measures,fromdate,todate, \
     """
     draw_lines2(df1,y_label,x_label,axhline_value,axhline_label,title_txt, \
                data_label=False,resample_freq='6H',smooth=smooth, \
-               date_range=date_range,date_freq=date_freq,date_fmt='%Y-%m-%d')
+               date_range=date_range,date_freq=date_freq,date_fmt='%Y-%m-%d', \
+               annotate=annotate,annotate_value=False)
 
     return df1
 
@@ -1497,7 +1498,9 @@ def compare_msecurity(tickers,measure,start,end, \
         standardize: 标准化处理，(x - mean(x))/std(x)
         normalize: 归一化处理，(x - min(x))/(max(x) - min(x))
         logarithm: 对数处理，np.log(x)
-        scaling：缩放处理，三种选项scaling_option（mean均值，min最小值，start开始值）
+        scaling：缩放处理，五种选项scaling_option
+        （mean均值，min最小值，start开始值，percentage相对每条曲线起点值的百分比，
+        change%相对每条曲线起点值变化的百分比）
         start方式的图形更接近于持有收益率(Exp Ret%)，设为默认的缩放方式。
     
     """
@@ -1662,9 +1665,14 @@ def compare_msecurity(tickers,measure,start,end, \
         x_label="数据来源: 综合新浪/东方财富/雅虎财经/stooq/FRED/OECD，"+str(today)
         #title_txt="比较多只证券产品的指标走势"
         #title_txt="趋势分析"
-        title_txt="趋势分析："+y_label
+        title_txt="指标趋势分析："+y_label
 
     # 标准化处理
+    dfs2,axhline_label,x_label,y_label,plus_sign=df_preprocess(dfs,measure, \
+            axhline_label=axhline_label,x_label=x_label,y_label=y_label,lang=lang, \
+            preprocess=preprocess,scaling_option=scaling_option)
+    
+    """
     preprocess1=preprocess.lower()
     preplist=['standardize','normalize','logarithm','scaling']
     if preprocess1 in preplist:
@@ -1818,6 +1826,7 @@ def compare_msecurity(tickers,measure,start,end, \
             
     else:
         dfs2=dfs
+    """
 
     # 填充非交易日的缺失值，使得绘制的曲线连续
     dfs2.fillna(axis=0,method='ffill',inplace=True)

siat/stock_technical.py

@@ -1928,9 +1928,9 @@ def security_bollinger(ticker,fromdate,todate,boll_days=20, \
 #==============================================================================
 #==============================================================================    
 if __name__ =="__main__":
-    ticker='600519.SS'
-    start='2023-1-1'
-    end='2023-6-25'
+    ticker='600809.SS'
+    start='2013-11-06'
+    end='2024-02-29'
     boll_years=7
     graph=True
     smooth=False
@@ -1938,6 +1938,8 @@ if __name__ =="__main__":
     date_range=False
     date_freq=False
     annotate=False
+    
+    indicator='PE'
 
 def security_Bubble(ticker,start='default',end='default',boll_years=7, \
                     indicator='MV', \
@@ -1949,14 +1951,14 @@ def security_Bubble(ticker,start='default',end='default',boll_years=7, \
     
     #=========== 日期转换与检查
     # 检查日期：截至日期
-    import datetime as dt; today=dt.date.today()
+    import datetime as dt; todaydt=dt.date.today()
     if end in ['default','today']:
-        end=today
+        end=todaydt
     else:
         validdate,end=check_date2(end)
         if not validdate:
             print("  #Warning(security_Bubble): invalid date for",end)
-            end=today
+            end=todaydt
 
     # 检查日期：开始日期
     if start in ['default']:
@@ -2003,6 +2005,8 @@ def security_bubble(ticker,fromdate,todate,boll_years=7, \
         indicatorname='市盈率'
     elif indicator.lower()=='pb':
         indicatorname='市净率' 
+    elif indicator.lower()=='roe':
+        indicatorname='净资产回报率'         
     else:
         print("  #Error(security_bubble): unsupported valuation indicator for",indicator)
         return None
@@ -2020,23 +2024,31 @@ def security_bubble(ticker,fromdate,todate,boll_years=7, \
         return None
 
     # 滚动均值与标准差
-    #注意：A股估值数据为周频，港股/美股/波兰股为日频
+    #注意：A股估值数据为非日频，港股/美股/波兰股为日频
+    day0=pricedf.index[0].strftime("%Y-%m-%d")
+    day1=pricedf.index[-1].strftime("%Y-%m-%d")
+    day_diff=calculate_days(day0,day1)
+    annualTradeDays=len(pricedf) / (day_diff/365)
+    #boll_days=int(boll_years*annualTradeDays+0.5)
+    boll_days=int(boll_years*annualTradeDays)
+    """
     _,_,suffix=split_prefix_suffix(ticker)
     if suffix in ['SS','SZ','BJ']:
-        boll_days=boll_years*52
+        boll_days=int(boll_years*annualTradeDays)
     else:
         boll_days=boll_years*252
+    """    
+    if boll_days >= len(pricedf):
+        boll_years=int(len(pricedf)/annualTradeDays)
+        boll_days=int(boll_years*annualTradeDays)
         
-    if boll_days >= len(val):
-        boll_years=int(len(val)/252)
-        boll_days=boll_years*252
-        
-    record_left=len(val)-boll_days
+    record_left=len(pricedf)-boll_days
     
     if record_left < 65:#一个季度
         boll_years=boll_years-1
-        boll_days=boll_years*252
-        record_left=len(val)-boll_days
+        #boll_days=boll_years*252
+        boll_days=int(boll_years*annualTradeDays)
+        record_left=len(pricedf)-boll_days
         
     pricedf_left=pricedf.tail(record_left)
     start_left=pricedf_left.index[0].strftime('%Y-%m-%d')
@@ -2060,11 +2072,11 @@ def security_bubble(ticker,fromdate,todate,boll_years=7, \
 
     y_label=indicatorname
     import datetime; today = datetime.date.today()
-    x_label="数据来源：新浪/东方财富/stooq/雅虎财经，"+str(today)+"，估值前置窗口期"+str(boll_years)+"年"
+    x_label="数据来源：综合新浪/东方财富/stooq/雅虎财经，"+str(today)+"，估值前置窗口期"+str(boll_years)+"年"
 
     axhline_value=0
     axhline_label=''
-    title_txt="证券估值布林带："+codetranslate(ticker)            
+    title_txt="证券指标布林带："+codetranslate(ticker)            
     
     """
         draw_lines(df1,y_label,x_label,axhline_value,axhline_label,title_txt, \
@@ -2085,7 +2097,9 @@ def security_bubble(ticker,fromdate,todate,boll_years=7, \
 #==============================================================================
 if __name__ =="__main__":
     ticker='600519.SS'
+    ticker='600809.SS'
     start='MRH'
+    start='L10Y'
     end='default'
     
     start='2023-1-1'
@@ -2093,7 +2107,8 @@ if __name__ =="__main__":
     
     boll_years=7
     technical='MV'
-
+    technical='Bollinger'
+    indicator='PE'
 
 def security_technical(ticker,start='default',end='default', \
              MA_days=[5,20],EMA_days=[5,20], \
@@ -2102,7 +2117,7 @@ def security_technical(ticker,start='default',end='default', \
              KDJ_days=[9,3,3],matypes=[0,0],KDJ_lines=[20,50,80], \
              boll_days=20,boll_years=7, \
              resample_freq='6H',smooth=True,linewidth=1.5, \
-             loc1='lower left',loc2='lower right', \
+             loc1='best',loc2='best', \
              graph=['ALL'],printout=True, \
              date_range=False,date_freq=False,annotate=False, \
              technical=['MACD'],indicator='Close'):
@@ -2138,6 +2153,8 @@ def security_technical(ticker,start='default',end='default', \
         fromdate=date_adjust(todate,adjust=-31*37-16)  
     elif start in ['l5y']:  # 近五年以来
         fromdate=date_adjust(todate,adjust=-31*61-16)  
+    elif start in ['l8y']:  # 近八年以来
+        fromdate=date_adjust(todate,adjust=-31*97-16)  
     elif start in ['l10y']:  # 近十年以来
         fromdate=date_adjust(todate,adjust=-31*121-16)        
     elif start in ['ytd']:  # 今年以来
@@ -2154,7 +2171,10 @@ def security_technical(ticker,start='default',end='default', \
     else:
         technical1=technical
     
-    technical_list=['MACD','RSI','KDJ','Bollinger']    
+    technical_list=['MACD','RSI','KDJ','Bollinger']   
+    technical1 = [x.upper() for x in technical1]
+    technical1 = [x.replace('BOLLINGER','Bollinger') if 'BOLLINGER' in x else x for x in technical1]
+    
     for t in technical1:
         if t not in technical_list:
             print("  Warning(security_technical): unsupported technical pattern",t)
@@ -2166,7 +2186,10 @@ def security_technical(ticker,start='default',end='default', \
     else:
         indicator1=indicator
     
-    indicator_list1=['MV','PE','PB','Close']    
+    indicator_list1=['MV','PE','PB','Close','ROE']   
+    indicator1 = [x.upper() for x in indicator1]
+    indicator1 = [x.replace('CLOSE','Close') if 'CLOSE' in x else x for x in indicator1]
+    
     for t in indicator1:
         if t not in indicator_list1:
             print("  Warning(security_technical): unsupported Bollinger indicator",t)
@@ -2222,7 +2245,12 @@ def security_technical(ticker,start='default',end='default', \
                             indicator='PB', \
                             graph=True,smooth=smooth,loc=loc1, \
                             date_range=date_range,date_freq=date_freq,annotate=annotate)            
-            
+
+    if 'Bollinger' in technical1 and 'ROE' in indicator1:
+        df=security_Bubble(ticker=ticker,start=fromdate,end=todate,boll_years=boll_years, \
+                            indicator='ROE', \
+                            graph=True,smooth=smooth,loc=loc1, \
+                            date_range=date_range,date_freq=date_freq,annotate=annotate)              
     return df
 
 

siat/translate.py

@@ -1374,7 +1374,7 @@ def codetranslate0(code):
         # 白酒行业
         ['603589.SS','口子窖'],['000568.SZ','泸州老窖'],['000858.SZ','五粮液'],
         ['600519.SS','贵州茅台'],['000596.SZ','古井贡酒'],['000799.SZ','酒鬼酒'],
-        ['600809.SS','山西汾酒'],['600779.SS','水井坊'],
+        ['600809.SS','山西汾酒'],['600779.SS','水井坊'],['600559.SS','老白干酒'],
 
         # 房地产行业
         ['000002.SZ','万科A'],['600048.SS','保利发展'],['600340.SS','华夏幸福'],

siat/valuation.py

@@ -708,6 +708,7 @@ def funddb_name(code):
 #==============================================================================
 
 if __name__=='__main__':
+    tickers='AAPL'
     tickers='PZU.PL'
     tickers='JD'
     tickers='NIO'
@@ -723,6 +724,7 @@ if __name__=='__main__':
     indicators='PE'
     indicators=['pe','pb']
     indicators=['pe','pb','mv']
+    indicators='ROE'
     
     start='2023-1-1'; end='2023-11-30'
     
@@ -753,12 +755,24 @@ def get_valuation(tickers,indicators,start,end):
     else:
         indicators1=indicators
     
+    #处理ROE，赋值indicators2，保留indicators1
+    ROE_flag=False
+    if 'ROE' in indicators1:
+        ROE_flag=True
+        indicators2=indicators1.copy() #注意：若不加copy，则仅为指针赋值，两者将联动
+        indicators2.remove('ROE')
+        if 'PE' not in indicators2:
+            indicators2=indicators2+['PE']
+        if 'PB' not in indicators2:
+            indicators2=indicators2+['PB']
+    
     # 百度股市百事通不支持指数估值，遇到指数代码需要先转为名称获取韭圈儿估值数据
+    """
     tickers1=[]
     for t in tickers:
         t1=funddb_name(t)
         tickers1=tickers1+[t1]
-    
+    """
     df=None
     for t in tickers1:
         print("  Searchng valuation info for",t,"......")
@@ -768,17 +782,27 @@ def get_valuation(tickers,indicators,start,end):
         
         gotit=False
         # A股或港股？
-        if not gotit and (result and suffix in ['SS','SZ','BJ','HK']):        
-            dft=get_stock_valuation_cn_hk(t1,indicators1,start,end)
+        if not gotit and (result and suffix in ['SS','SZ','BJ','HK']):   
+            if ROE_flag:
+                dft=get_stock_valuation_cn_hk(t1,indicators2,start,end)
+                dft['ROE']=dft.apply(lambda x: x['PB']/x['PE'],axis=1)
+                dft=dft[indicators1]
+            else:
+                dft=get_stock_valuation_cn_hk(t1,indicators1,start,end)
             if dft is not None: gotit=True
         
         # 波兰股？
         if not gotit and (result and suffix in ['PL','WA']):
-            dft=get_stock_valuation_pl(t1,indicators1,start,end)
+            if ROE_flag:
+                dft=get_stock_valuation_pl(t1,indicators2,start,end)
+                dft['ROE']=dft.apply(lambda x: x['PB']/x['PE'],axis=1)
+                dft=dft[indicators1]
+            else:
+                dft=get_stock_valuation_pl(t1,indicators1,start,end)
             if dft is not None: gotit=True
 
-        # 申万指数代码？
-        if not gotit and (result and suffix in ['SW']):
+        # 申万指数代码？可能没有机会走到这里！
+        if not gotit and (result and suffix in ['SW']) and not ROE_flag:
             #dft=get_index_valuation_funddb(t1,indicators1,start,end)
             indicator1=indicators1[0]
             dft0=industry_valuation_history_sw(industry=t1,
@@ -796,13 +820,23 @@ def get_valuation(tickers,indicators,start,end):
               
         # 美股？
         if not gotit and (not result and (is_alphanumeric(prefix) or '^' in prefix)):
-            dft=get_stock_valuation_us(t1,indicators1,start,end)
+            if ROE_flag:
+                dft=get_stock_valuation_us(t1,indicators2,start,end)
+                dft['ROE']=dft.apply(lambda x: x['PB']/x['PE'],axis=1)
+                dft=dft[indicators1]
+            else:
+                dft=get_stock_valuation_us(t1,indicators1,start,end)
             if dft is not None: gotit=True
             
        # 行业指数名称？     
         if not gotit and (not result):
-           dft=get_index_valuation_funddb(t1,indicators1,start,end)
-           if dft is not None: gotit=True
+            if ROE_flag:
+                dft=get_index_valuation_funddb(t1,indicators2,start,end)
+                dft['ROE']=dft.apply(lambda x: x['PB']/x['PE'],axis=1)
+                dft=dft[indicators1]
+            else:
+                dft=get_index_valuation_funddb(t1,indicators1,start,end)
+            if dft is not None: gotit=True
            
         if not gotit:
            print("  #Warning(get_valuation): failed to retrieve info for",t1)
@@ -879,8 +913,18 @@ if __name__=='__main__':
     indicators=['PE','PB','MV']
     start='2023-1-1'; end='2023-11-30'
     loc1='best'
+    
+    tickers=['AAPL','MSFT']
+    indicators='ROE'
+    indicators='PE'
+    indicators='PB'
+    start='2023-1-1'; end='2023-12-31'
+    loc1='best'
+    
+    val=security_valuation(tickers,indicators,start,end)
 
 def security_valuation(tickers,indicators,start,end, \
+                       preprocess='none',scaling_option='start', \
                        twinx=False,loc1='best',loc2='best', \
                        graph=True,annotate=False):
     """
@@ -942,8 +986,8 @@ def security_valuation(tickers,indicators,start,end, \
         
         return df
         
-    # 绘制双线: 一只证券，两个指标。允许twinx双轴绘图，twinx曲线容易误导走势
-    if name_num == 1 and indicator_num == 2: 
+    # 绘制双线: 一只证券，两个指标。twinx双轴绘图，注意twinx曲线容易误导走势
+    if name_num == 1 and indicator_num == 2 and twinx: 
         t=names1[0]
         i1=indicators1[0]; i2=indicators1[1]
         df2_1=df[i1]; df2_2=df[i2]
@@ -974,8 +1018,8 @@ def security_valuation(tickers,indicators,start,end, \
                    color1='red',color2='blue')
         return df
    
-    # 绘制双线: 两只证券，一个指标。允许twinx双轴绘图
-    if name_num == 2 and indicator_num == 1:
+    # 绘制双线: 两只证券，一个指标。twinx双轴绘图
+    if name_num == 2 and indicator_num == 1 and twinx:
         t1=names1[0]; t2=names1[1]
         i=indicators1[0]
         df2_1=pd.DataFrame(df[i,t1])[i]; df2_2=pd.DataFrame(df[i,t2])[i]
@@ -1010,8 +1054,9 @@ def security_valuation(tickers,indicators,start,end, \
 
         return df                
    
+    lang=check_language()
     # 绘制多线：多只证券，一个指标。简单多线绘图
-    if name_num > 2 and indicator_num == 1: 
+    if name_num >= 2 and indicator_num == 1 and not twinx: 
         i=indicators1[0]
         df2=df[i]
         
@@ -1024,17 +1069,23 @@ def security_valuation(tickers,indicators,start,end, \
         footnote9="数据来源: 综合baidu/stooq/funddb/swhysc，"+str(todaydt)
         footnote=footnote1+'\n'+footnote9
         
-        ylabeltxt=i
-        
-        draw_lines(df2,y_label=ylabeltxt,x_label=footnote, \
-                   axhline_value=0,axhline_label='', \
+        #ylabeltxt=i
+        ylabeltxt=ectranslate(i) 
+
+        # 标准化处理
+        dfs2,axhline_label,x_label,y_label,plus_sign=df_preprocess(df2,measure=indicators1, \
+                axhline_label='',x_label=footnote,y_label=ylabeltxt,lang=lang, \
+                preprocess=preprocess,scaling_option=scaling_option)
+
+        draw_lines(dfs2,y_label=y_label,x_label=x_label, \
+                   axhline_value=0,axhline_label=axhline_label, \
                    title_txt=titletxt,data_label=False, \
-                   resample_freq='D',loc=loc1,annotate=annotate)        
+                   resample_freq='D',loc=loc1,annotate=annotate,plus_sign=plus_sign)        
         
         return df        
    
     # 绘制多线：一只证券，多个指标。简单多线绘图
-    if name_num == 1 and indicator_num > 2: 
+    if name_num == 1 and indicator_num >= 2 and not twinx: 
         t=names1[0]
         df2=None
         for i in indicators1:
@@ -1045,20 +1096,31 @@ def security_valuation(tickers,indicators,start,end, \
                 df2=dft
             else:
                 df2=pd.merge(df2,dft,left_index=True,right_index=True)
+                
+            df2.rename(columns={i:ectranslate(i)},inplace=True)
         
         titletxt="证券估值走势："+t   
         
-        footnote1="注：PE为市盈率，PB为市净率，MV为总市值(十亿交易所所在地货币单位)"
+        footnote1=''
+        if 'MV' in indicators1:
+            footnote1="注：市值金额：十亿，当地货币单位"
+            
         todaydt = datetime.date.today()
-        footnote9="数据来源: baidu/stooq/funddb/swhysc，"+str(todaydt)
+        footnote9="数据来源: 综合baidu/stooq/funddb/swhysc，"+str(todaydt)
         footnote=footnote1+'\n'+footnote9
         
-        ylabeltxt=''
+        #ylabeltxt=''
+        ylabeltxt="估值"
         
-        draw_lines(df2,y_label=ylabeltxt,x_label=footnote, \
-                   axhline_value=0,axhline_label='', \
+        # 标准化处理
+        dfs2,axhline_label,x_label,y_label,plus_sign=df_preprocess(df2,measure=indicators1, \
+                axhline_label='',x_label=footnote,y_label=ylabeltxt,lang=lang, \
+                preprocess=preprocess,scaling_option=scaling_option)
+        
+        draw_lines(dfs2,y_label=y_label,x_label=x_label, \
+                   axhline_value=0,axhline_label=axhline_label, \
                    title_txt=titletxt,data_label=False, \
-                   resample_freq='D',loc=loc1,annotate=annotate)        
+                   resample_freq='D',loc=loc1,annotate=annotate,plus_sign=plus_sign)        
         
         return df 
                 

{siat-2.13.23.dist-info → siat-2.13.40.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 2.13.23
+Version: 2.13.40
 Summary: Securities Investment Analysis Tools (siat)
 Home-page: https://pypi.org/project/siat/
 Author: Prof. WANG Dehong, International Business School, Beijing Foreign Studies University

{siat-2.13.23.dist-info → siat-2.13.40.dist-info}/RECORD

@@ -15,7 +15,7 @@ siat/bond_test.py,sha256=yUOFw7ddGU-kb1rJdnsjkJWziDNgUR7OLDA7F7Ub91A,5246
 siat/capm_beta.py,sha256=cqbmfM4mrq73Ub0bq5QjWJjmJHj9x7-dSqbmNxnEj7k,28946
 siat/capm_beta_test.py,sha256=ImR0c5mc4hIl714XmHztdl7qg8v1E2lycKyiqnFj6qs,1745
 siat/cmat_commons.py,sha256=Nj9Kf0alywaztVoMVeVVL_EZk5jRERJy8R8kBw88_Tg,38116
-siat/common.py,sha256=QOKGCaxREeCtHjvQZPNIFmBRgMyBeUA4A-gUJSYFHi0,81947
+siat/common.py,sha256=cESZRjjRx7ki1_YhZ_Kz1EhZ8zpHpgrGCf6kPz6YKsY,91337
 siat/compare_cross.py,sha256=-MZzxmX8_9oFZ7X0IcR51w87EWwssbitiw-BcmHMFzQ,26228
 siat/compare_cross_test.py,sha256=xra5XYmQGEtfIZL2h-GssdH2hLdFIhG3eoCrkDrL3gY,3473
 siat/concepts_iwencai.py,sha256=m1YEDtECRT6FqtzlKm91pt2I9d3Z_XoP59BtWdRdu8I,3061
@@ -57,7 +57,7 @@ siat/future_china.py,sha256=F-HsIf2Op8Z22RzTjet1g8COzldgnMjFNSXsAkeGyWo,17595
 siat/future_china_test.py,sha256=BrSzmDVaOHki6rntOtosmRn-6dkfOBuLulJNqh7MOpc,1163
 siat/global_index_test.py,sha256=hnFp3wqqzzL-kAP8mgxDZ54Bd5Ijf6ENi5YJlGBgcXw,2402
 siat/google_authenticator.py,sha256=ZUbZR8OW0IAKDbcYtlqGqIpZdERpFor9NccFELxg9yI,1637
-siat/grafix.py,sha256=q8hUC6Hr1jcEiIDSlPixC5Tar58HeThcJhhM3xvGrEs,69751
+siat/grafix.py,sha256=nVzC8u5StHV6ZiyaGXv6L4z5DNZmVjTMFiZ6bKuJGTM,70560
 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
@@ -81,7 +81,7 @@ siat/option_pricing_test.py,sha256=eeorV5Ja5vjlRXnP6fWJHetGU5Vb8SnLopkC6RV3GfA,2
 siat/option_sina_api_test.py,sha256=dn-k_wrQnAaNKHoROvWJEc7lqlU0bwiV2Aa4usWAFGM,5908
 siat/proxy_test.py,sha256=erQJrmGs2X46z8Gb1h-7GYQ0rTUcaR8dxHExWoBz2eM,2610
 siat/quandl_test.py,sha256=EcPoXnLuqzPl5dKyVEZi3j3PJZFpsnU_iNPhLWC9p-A,1552
-siat/risk_adjusted_return.py,sha256=CLFm2Y8dYM7kJODxGhoPIo3vOo3KzHSFbLIeZLsiRRM,54678
+siat/risk_adjusted_return.py,sha256=mr0ngMceyS_fWBlluHT2S9JsKJng46dDN93AoiMsirg,54669
 siat/risk_adjusted_return_test.py,sha256=m_VHL5AtT74cJv5i7taTeTfnkX48y0AFJk5phawyYWg,3416
 siat/risk_evaluation.py,sha256=dijrOZOFSlsHKUfTIRmSu9z9-b2vAyXcBnVcXxOtshw,76033
 siat/risk_evaluation_test.py,sha256=YEXM96gKzTfwN4U61AS4Rr1tV7KgUvn4rRC6f3iMw9s,3731
@@ -92,10 +92,10 @@ siat/sector_china_test.py,sha256=1wq7ef8Bb_L8F0h0W6FvyBrIcBTEbrTV7hljtpj49U4,584
 siat/security_price.py,sha256=2oHskgiw41KMGfqtnA0i2YjNNV6cYgtlUK0j3YeuXWs,29185
 siat/security_prices.py,sha256=kGBAqHwmN_iupBZ6v3AUrRHjCSNxP09sz2nlBSVyaHs,76950
 siat/security_prices_test.py,sha256=OEphoJ87NPKoNow1QA8EU_5MUYrJF-qKoWKNapVfZNI,10779
-siat/security_trend.py,sha256=rWYjeR-KONBdJB7Va96gVieci2bOIxkc87rvqxZ80P4,15367
+siat/security_trend.py,sha256=DQ9hwAioTg0R_9XTqT5jywLWSmMK1GAvOtiPJVFQPZA,15911
 siat/setup.py,sha256=up65rQGLmTBkhtaMLowjoQXYmIsnycnm4g1SYmeQS6o,1335
 siat/shenwan index history test.py,sha256=JCVAzOSEldHalhSFa3pqD8JI_8_djPMQOxpkuYU-Esg,1418
-siat/stock.py,sha256=LsRAj1yLQ3PK53IG9cigMmG9UWuwitst_6bUGohhbDw,140379
+siat/stock.py,sha256=1tUAzgcfouhyeA5TElytICgyhUmsgKz5p3N8xVuoAc8,140831
 siat/stock_advice_linear.py,sha256=-twT7IGP-NEplkL1WPSACcNJjggRB2j4mlAQCkzOAuo,31655
 siat/stock_base.py,sha256=uISvbRyOGy8p9QREA96CVydgflBkn5L3OXOGKl8oanc,1312
 siat/stock_china.py,sha256=B1hbZCxJuE5GVvGGmf_rSmQodYHmEFuyiDrUvxHhg4w,83969
@@ -106,7 +106,7 @@ siat/stock_list_china_test.py,sha256=gv14UwMMvkZqtb6G7DCTSuehIwVHuVwu7w60p6gyHoo
 siat/stock_prices_kneighbors.py,sha256=WfZvo5EyeBsm-T37zDj7Sl9dPSRq5Bx4JxIJ9IUum6s,36738
 siat/stock_prices_linear.py,sha256=-OUKRr27L2aStQgJSlJOrJ4gay_G7P-m-7t7cU2Yoqk,13991
 siat/stock_profile.py,sha256=npinIwxgfgHeV8tpXrzLBrPUWKMZGL2-xA96ve-H2wM,25329
-siat/stock_technical.py,sha256=_zIFO4SHGjgXn3WJBAx8AoemEzI-EUJr0XRCxxSCjsg,94740
+siat/stock_technical.py,sha256=mlyJ5D9S4a6aSwMnQLKVs0H1BHB17AUVNiN700j2lXU,96131
 siat/stock_test.py,sha256=E9YJAvOw1VEGJSDI4IZuEjl0tGoisOIlN-g9UqA_IZE,19475
 siat/stooq.py,sha256=dOc_S5HLrYg48YAKTCs1eX8UTJOOkPM8qLL2KupqlLY,2470
 siat/temp.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
@@ -120,13 +120,13 @@ 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=UExBdxIRL1ZvOYJ0tXrKcmUcZa2L8R7mckEHPh7-cV8,166925
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