siat 2.14.1__py3-none-any.whl → 3.0.0__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/allin.py +1 -0
- siat/assets_liquidity.py +16 -16
- siat/beta_adjustment.py +6 -6
- siat/beta_adjustment_china.py +9 -9
- siat/bond.py +71 -67
- siat/capm_beta.py +11 -11
- siat/capm_beta2.py +49 -23
- siat/common.py +451 -76
- siat/compare_cross.py +15 -82
- siat/exchange_bond_china.pickle +0 -0
- siat/fama_french.py +3 -3
- siat/financials.py +15 -15
- siat/financials2.py +8 -8
- siat/financials_china.py +20 -20
- siat/financials_china2.py +25 -25
- siat/fund_china.pickle +0 -0
- siat/fund_china.py +5 -4
- siat/grafix.py +197 -132
- siat/markowitz.py +6 -5
- siat/option_china.py +1 -1
- siat/option_pricing.py +6 -6
- siat/risk_adjusted_return.py +14 -14
- siat/risk_adjusted_return2.py +64 -42
- siat/risk_evaluation.py +32 -32
- siat/risk_free_rate.py +0 -0
- siat/sector_china.py +3 -195
- siat/security_price2.py +616 -0
- siat/security_prices.py +935 -308
- siat/security_trend2.py +28 -47
- siat/stock.py +225 -437
- siat/stock_china.py +19 -19
- siat/stock_info.pickle +0 -0
- siat/stock_technical.py +547 -144
- siat/transaction.py +3 -3
- siat/translate.py +781 -24
- siat/valuation.py +6 -6
- siat/var_model_validation.py +2 -2
- {siat-2.14.1.dist-info → siat-3.0.0.dist-info}/METADATA +1 -1
- {siat-2.14.1.dist-info → siat-3.0.0.dist-info}/RECORD +41 -40
- {siat-2.14.1.dist-info → siat-3.0.0.dist-info}/WHEEL +0 -0
- {siat-2.14.1.dist-info → siat-3.0.0.dist-info}/top_level.txt +0 -0
siat/valuation.py
CHANGED
@@ -55,7 +55,7 @@ def get_stock_valuation_pl(ticker,indicators,start,end):
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result,prefix,suffix=split_prefix_suffix(ticker1)
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if (not result) or (suffix not in ['PL','WA']):
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return None
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-
iname=
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+
iname=ticker_name(ticker)
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if isinstance(indicators,str):
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indicators=[indicators]
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@@ -146,7 +146,7 @@ def get_stock_valuation_us(ticker,indicators,start,end):
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result,prefix,suffix=split_prefix_suffix(ticker1)
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if result or suffix != '': # 非美股
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return None
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-
iname=
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+
iname=ticker_name(ticker)
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if isinstance(indicators,str):
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indicators=[indicators]
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@@ -235,7 +235,7 @@ def get_stock_valuation_cn_hk(ticker,indicators,start,end):
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result,prefix,suffix=split_prefix_suffix(ticker1)
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if (not result) or (suffix not in ['SS','SZ','BJ','HK']):
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return None
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-
iname=
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+
iname=ticker_name(ticker)
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if suffix in ['SS','SZ','BJ']: currency='CNY'
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else: currency='HKD'
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@@ -778,7 +778,7 @@ def get_valuation(tickers,indicators,start,end):
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print(" Searchng valuation info for",t,"......")
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t1=t.upper()
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result,prefix,suffix=split_prefix_suffix(t1)
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-
iname=
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+
iname=ticker_name(t1)
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gotit=False
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# A股或港股?
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@@ -1082,7 +1082,7 @@ def security_valuation(tickers,indicators,start,end, \
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# 标准化处理
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dfs2,axhline_label,x_label,y_label,plus_sign=df_preprocess(df2,measure=indicators1, \
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-
axhline_label='',x_label=footnote,y_label=ylabeltxt,
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+
axhline_label='',x_label=footnote,y_label=ylabeltxt, \
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preprocess=preprocess,scaling_option=scaling_option)
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draw_lines(dfs2,y_label=y_label,x_label=x_label, \
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@@ -1123,7 +1123,7 @@ def security_valuation(tickers,indicators,start,end, \
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# 标准化处理
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dfs2,axhline_label,x_label,y_label,plus_sign=df_preprocess(df2,measure=indicators1, \
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-
axhline_label='',x_label=footnote,y_label=ylabeltxt,
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+
axhline_label='',x_label=footnote,y_label=ylabeltxt, \
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preprocess=preprocess,scaling_option=scaling_option)
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draw_lines(dfs2,y_label=y_label,x_label=x_label, \
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siat/var_model_validation.py
CHANGED
@@ -262,9 +262,9 @@ def backtest_VaR(tickerlist,sharelist,today,future_days=1, \
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#打印结果
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print("\n======= VaR模型:回溯测试 =======")
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-
#print("投资组合 :",
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#print("投资组合 :",ticker_name(tickerlist))
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print("投资组合 :",end='')
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print_list(
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+
print_list(ticker_name(tickerlist,'bond'))
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print("成分股票配置 :",sharelist)
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print("持有日期 :",today)
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@@ -1,24 +1,24 @@
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1
1
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siat/__init__.py,sha256=2c0GKq4KaxA0vfdvMeyCPiNR6wODmH6CGj8n5UDOywY,2182
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2
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-
siat/allin.py,sha256=
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+
siat/allin.py,sha256=9fgRnER16lotAxUbiLMiOo0fZaNFLgUDUsUcHbZ3WG0,2676
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3
3
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siat/alpha_vantage_test.py,sha256=tKr-vmuFH3CZAqwmISz6jzjPHzV1JJl3sPfZdz8aTfM,747
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4
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-
siat/assets_liquidity.py,sha256=
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+
siat/assets_liquidity.py,sha256=fvz5zWEnuBKBV8cfyZbgpS92z4vusSEXlzl3RooJnWw,28853
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siat/assets_liquidity_test.py,sha256=UWk6HIUlizU7LQZ890fGx8LwU1jMMrIZswg8cFUJWZ8,1285
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siat/barrons_scraping_test.py,sha256=jSRVPxyYylcgG3fAsuqE-9WH3sDfJ3CdZUcU8VBVdoU,10110
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-
siat/beta_adjustment.py,sha256=
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-
siat/beta_adjustment_china.py,sha256=
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+
siat/beta_adjustment.py,sha256=iXcQa8Lq7sDCqWPJ77MiA7Mo2QT8qRLjwNysU0CguNE,37048
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+
siat/beta_adjustment_china.py,sha256=YXj398XxCo28O_OWZkuK9QLZ3fvt3UHfNEp1xCyEW6Y,20660
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siat/beta_adjustment_test.py,sha256=nBhvQQfqxooCHjy5hL0a8V0ZC58BjuCZVFpqpWpHeF0,2467
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siat/blockchain.py,sha256=awF3GDtlwaJhku0a2kLuXOS8d3IzkjR_RyzlZWvD3L4,6032
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-
siat/bond.py,sha256=
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+
siat/bond.py,sha256=Vqp0k1gNRjpQXMXREmelREySPAjCVWuQBVvLlKOv34o,103523
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siat/bond_base.py,sha256=FTdAhBbDFlhNt535p22lXspWoLO7qdFH8eqqHZHYYos,37594
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siat/bond_china.py,sha256=ct28F7d6V0m9S3S-t-0lW1ZnSQYSCZhmsCHcZrPZno8,3002
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siat/bond_test.py,sha256=yUOFw7ddGU-kb1rJdnsjkJWziDNgUR7OLDA7F7Ub91A,5246
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siat/bond_zh_sina.py,sha256=26BohGcS120utwqg9dJvdGm5OkuNpNu5bco80uOuQpU,4423
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-
siat/capm_beta.py,sha256=
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siat/capm_beta2.py,sha256=
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+
siat/capm_beta.py,sha256=pkeLvd0lfROICzvZKHUdyia9Cew-Nx6Xv7DQCkmApxY,28929
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+
siat/capm_beta2.py,sha256=wZmW-8saEoe3rAWxh-wBh2zacH1gayYXpmF4r2MjZe8,23574
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siat/capm_beta_test.py,sha256=ImR0c5mc4hIl714XmHztdl7qg8v1E2lycKyiqnFj6qs,1745
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siat/cmat_commons.py,sha256=Nj9Kf0alywaztVoMVeVVL_EZk5jRERJy8R8kBw88_Tg,38116
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siat/common.py,sha256=
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siat/compare_cross.py,sha256
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+
siat/common.py,sha256=kk3VasbCEW8Fjq_cqO80z-9fmYQE0mvvNU2s-roQbGQ,133638
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+
siat/compare_cross.py,sha256=fkfvVvKgLFclkxfCt6xMvz0ZG5fy0BQ6tFmijWtesj8,24135
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siat/compare_cross_test.py,sha256=xra5XYmQGEtfIZL2h-GssdH2hLdFIhG3eoCrkDrL3gY,3473
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siat/concepts_iwencai.py,sha256=m1YEDtECRT6FqtzlKm91pt2I9d3Z_XoP59BtWdRdu8I,3061
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siat/concepts_kpl.py,sha256=SJ9UaJp5i79EXKZ3dPa_vBEoG_zgl1Ig5rZAm-ubgM4,4941
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@@ -31,17 +31,17 @@ siat/economy.py,sha256=J0-xBtp6gg6CNP9N-UvpKLJ-0Tw5O_DKaDvEq1R35Fw,73853
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siat/economy_test.py,sha256=6vjNlPz7W125pJb7simCddobSEp3jmLIMvVkLRZ7zW8,13339
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siat/esg.py,sha256=PRgZo6rwlldAG9qNRnFWX0fnLdPHXIPVQOIFOJ2azmQ,19016
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siat/esg_test.py,sha256=Z9m6GUt8O7oHZSEG9aDYpGdvvrv2AiRJdHTiU6jqmZ0,2944
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siat/exchange_bond_china.pickle,sha256=
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siat/fama_french.py,sha256=
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siat/exchange_bond_china.pickle,sha256=mGy55toxgUrNL2rdf8lIVeSDz9wyHk6x7hierKxTklI,1255244
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siat/fama_french.py,sha256=fnTP9m2l86qy5ae497WN8EvaE1WuEUraP-yTEHNz17w,47532
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siat/fama_french_test.py,sha256=M4O23lBKsJxhWHRluwCb3l7HSEn3OFTjzGMpehcevRg,4678
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siat/financial_base.py,sha256=j961-1YS9qBl6LmOzI4gCOpdTmk0d1JgNXMzLmV-lrs,41062
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siat/financial_statements.py,sha256=Ek18eKHflxZ01evOIwnfH1KZ_M2g8Vr8SxkL1om-K7U,25391
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siat/financial_statements_test.py,sha256=FLhx8JD-tVVWSBGux6AMz1jioXX4U4bp9DmgFHYXb_w,716
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siat/financials.py,sha256=
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siat/financials.py,sha256=YDRpqcbGGs8WyVmcJwOucC8TbFQrKOdK-av6q5S_G-s,80409
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siat/financials2 - 副本.py,sha256=dKlNjIfKeoSy055fQ6E6TUj9HEoO5Ney9grD84J5kfk,14389
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siat/financials2.py,sha256=
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siat/financials_china.py,sha256
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siat/financials_china2.py,sha256=
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siat/financials2.py,sha256=s3v12Fkcm6b5MqSlNcpjyDm_Bum87pbejnS3MbJgPJw,42275
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siat/financials_china.py,sha256=xsw0HgyzOfhbvn5ApF7_48jbI6aB6OwAe6ENo3Ys5Fo,186581
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siat/financials_china2.py,sha256=SP_NtByR7Aew3DkU5mY5XkOCaQTayKdItm0NDrTed1k,74626
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siat/financials_china2_test.py,sha256=Erz5k4LyOplBBvYls2MypuqHpVNJ3daiLdyeJezNPu0,2722
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siat/financials_china2_test2.py,sha256=C8CuYTMHN4Mhp-sTu-Bmg0zMXRCaYV6ezGDoYartRYQ,3507
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siat/financials_china2_test3.py,sha256=UXYSA80DNSPRhHpovc2MA9JkpILWMAQaRatbWCHBNPs,3118
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@@ -51,21 +51,21 @@ siat/financials_china_test2_fin_indicator.py,sha256=WkNlVW_0hGegdw1rzg4BP_dKR-sm
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siat/financials_test.py,sha256=HJ3CPo_Xckz2wXi3AEP6ZNWCF1Duc1pLi0Y10USiImc,23829
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siat/fred_test.py,sha256=KF50ssSbsfpa_kT6iuomD0vG4eXztAcOasZxg1OGX5w,1201
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siat/fund.py,sha256=wMDORsCBV8ZXfgwbtq-0bu3qqWY66dHnbqgllW0gWCo,24637
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siat/fund_china.pickle,sha256=
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siat/fund_china.py,sha256=
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siat/fund_china.pickle,sha256=sl-SquUMSKHM_lQ0Ojty2982BWTxhcH_zd6VUCtGtKg,2351460
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siat/fund_china.py,sha256=vdri-FucJ39SDdnM0AWULN9biSaQVh-dnfM03AhOuZY,80880
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siat/fund_china_test.py,sha256=-Bh6m0J0GPpIbYXx-H2vpzJoNFI6pE2C2jVPa8DazgE,6649
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siat/fund_test.py,sha256=V4ADb8Gsp8gyeFTwcgRsJBpnUih_O-Q2V1ILc5oKjK8,1116
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siat/future_china.py,sha256=F-HsIf2Op8Z22RzTjet1g8COzldgnMjFNSXsAkeGyWo,17595
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siat/future_china_test.py,sha256=BrSzmDVaOHki6rntOtosmRn-6dkfOBuLulJNqh7MOpc,1163
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siat/global_index_test.py,sha256=hnFp3wqqzzL-kAP8mgxDZ54Bd5Ijf6ENi5YJlGBgcXw,2402
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siat/google_authenticator.py,sha256=ZUbZR8OW0IAKDbcYtlqGqIpZdERpFor9NccFELxg9yI,1637
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siat/grafix.py,sha256=
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siat/grafix.py,sha256=upA1x4YWkPmBikv6q455DQbnVgzSh0rAwsW5JaINd6E,81252
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siat/grafix_test.py,sha256=kXvcpLgQNO7wd30g_bWljLj5UH7bIVI0_dUtXbfiKR0,3150
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siat/holding_risk.py,sha256=Dh4zXEw-0hnbMNorbsRS142C8mUzq4NhFjYnauWu5tc,30548
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siat/holding_risk_test.py,sha256=FRlw_9wFG98BYcg_cSj95HX5WZ1TvkGaOUdXD7-V86s,474
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siat/local_debug_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
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siat/market_china.py,sha256=pwCjEqkNAcOrs4Ba5DIQ5WgyAC73ntOi-d7Cb29wOWk,37849
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siat/markowitz.py,sha256=
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siat/markowitz.py,sha256=kklHLFaK7RJaOyFX2twbwI8snOoI4-9tnvtJkcgNWyc,96511
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siat/markowitz_ccb_test.py,sha256=xBkkoaNHdq9KSUrNuHGgKTdNYUvgi84kNYcf719eoyE,1593
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siat/markowitz_ef_test.py,sha256=wjNlICkgRIqnonPeSIHo4Mu2GRtb9dr21wDt2kMNEcI,4032
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siat/markowitz_old.py,sha256=Lf7O_4QWT8RsdkHiUyc_7kKY3eZjKDtFR89Fz3pwYnY,33046
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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=CrNSpluHfJe92lj9vZYazIM-h1_o0MES43yLMN-zqSs,112723
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siat/option_china_test.py,sha256=UQ-YUHUjoGBQyanLcM-yzqeEIUQP_gCQIeT0W6rnUnA,16355
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siat/option_pricing.py,sha256=
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siat/option_pricing.py,sha256=ioJ6nI0hW6mTkvjv_GT-XcsOrFu5lGjCqth3GbYm2EM,70219
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siat/option_pricing_test.py,sha256=eeorV5Ja5vjlRXnP6fWJHetGU5Vb8SnLopkC6RV3GfA,2203
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siat/option_sina_api_test.py,sha256=dn-k_wrQnAaNKHoROvWJEc7lqlU0bwiV2Aa4usWAFGM,5908
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siat/proxy_test.py,sha256=erQJrmGs2X46z8Gb1h-7GYQ0rTUcaR8dxHExWoBz2eM,2610
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siat/quandl_test.py,sha256=EcPoXnLuqzPl5dKyVEZi3j3PJZFpsnU_iNPhLWC9p-A,1552
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siat/risk_adjusted_return.py,sha256=
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siat/risk_adjusted_return2.py,sha256=
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siat/risk_adjusted_return.py,sha256=dtuetKL5Vu38SdH_hqV93eN851uZ-1hOvf1drKel92w,54740
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siat/risk_adjusted_return2.py,sha256=byHgnRTPw781-CuUqCKw9O9U8qTLdTrDsHrFv0Q0BNA,56955
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siat/risk_adjusted_return_test.py,sha256=m_VHL5AtT74cJv5i7taTeTfnkX48y0AFJk5phawyYWg,3416
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siat/risk_evaluation_test.py,sha256=YEXM96gKzTfwN4U61AS4Rr1tV7KgUvn4rRC6f3iMw9s,3731
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siat/sector_china_test.py,sha256=1wq7ef8Bb_L8F0h0W6FvyBrIcBTEbrTV7hljtpj49U4,5843
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siat/security_price.py,sha256=2oHskgiw41KMGfqtnA0i2YjNNV6cYgtlUK0j3YeuXWs,29185
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siat/setup.py,sha256=up65rQGLmTBkhtaMLowjoQXYmIsnycnm4g1SYmeQS6o,1335
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siat/shenwan index history test.py,sha256=JCVAzOSEldHalhSFa3pqD8JI_8_djPMQOxpkuYU-Esg,1418
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siat/stock_advice_linear.py,sha256=-twT7IGP-NEplkL1WPSACcNJjggRB2j4mlAQCkzOAuo,31655
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siat/stock_base.py,sha256=uISvbRyOGy8p9QREA96CVydgflBkn5L3OXOGKl8oanc,1312
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siat/stock_list_china_test.py,sha256=gv14UwMMvkZqtb6G7DCTSuehIwVHuVwu7w60p6gyHoo,1014
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siat/stock_profile.py,sha256=npinIwxgfgHeV8tpXrzLBrPUWKMZGL2-xA96ve-H2wM,25329
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siat/stock_test.py,sha256=E9YJAvOw1VEGJSDI4IZuEjl0tGoisOIlN-g9UqA_IZE,19475
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siat/temp.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
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siat/test_markowitz_simple.py,sha256=jAgwpkdMGxvjlfEg0I8qbyLQHDd5rErWqHgiqVvOJlY,6122
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siat/test_markowitz_simple_revised.py,sha256=Tq44VTIjc75RR4_AMEWmU3-EW7TH4ZNEC6Zcer3fbmk,7407
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siat/test_markowitz_simple_revised2.py,sha256=r0KzW9zvaP9BTdXyB2M3MhRKtzHDIituAflT9ZTR9bs,7361
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siat/translate-20230125.py,sha256=NPPSXhT38s5t9fzMvl_fvi4ckSB73ThLmZetVI-xGdU,117953
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siat-3.0.0.dist-info/METADATA,sha256=-oeCF7kqrHhYBKA94FSaYE4d3LaTc7f-cMQMtZvPdF4,1447
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siat-3.0.0.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
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siat-3.0.0.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
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