siat 3.0.0__py3-none-any.whl → 3.0.2__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/risk_adjusted_return2.py +1 -0
- siat/security_prices.py +38 -12
- siat/security_trend2.py +1 -1
- {siat-3.0.0.dist-info → siat-3.0.2.dist-info}/METADATA +1 -1
- {siat-3.0.0.dist-info → siat-3.0.2.dist-info}/RECORD +7 -7
- {siat-3.0.0.dist-info → siat-3.0.2.dist-info}/WHEEL +0 -0
- {siat-3.0.0.dist-info → siat-3.0.2.dist-info}/top_level.txt +0 -0
siat/risk_adjusted_return2.py
CHANGED
@@ -20,6 +20,7 @@ import warnings; warnings.filterwarnings('ignore')
|
|
20
20
|
from siat.common import *
|
21
21
|
from siat.translate import *
|
22
22
|
from siat.security_prices import *
|
23
|
+
from siat.security_price2 import *
|
23
24
|
from siat.capm_beta2 import *
|
24
25
|
#from siat.fama_french import *
|
25
26
|
from siat.risk_adjusted_return import *
|
siat/security_prices.py
CHANGED
@@ -344,7 +344,7 @@ if __name__=='__main__':
|
|
344
344
|
|
345
345
|
#在common中定义SUFFIX_LIST_CN
|
346
346
|
|
347
|
-
def get_price_ak_em(ticker,fromdate,todate,adjust=''):
|
347
|
+
def get_price_ak_em(ticker,fromdate,todate,adjust='',ticker_type='auto'):
|
348
348
|
"""
|
349
349
|
功能:基于东方财富从akshare获得中国国内的股票和指数历史行情,只能处理单个股票,处理指数有时出错
|
350
350
|
ticker:雅虎格式,沪市股票为.SS,深市为.SZ,北交所为.BJ,其他的不处理,直接返回None
|
@@ -415,10 +415,13 @@ def get_price_ak_em(ticker,fromdate,todate,adjust=''):
|
|
415
415
|
df1['footnote']=adjust
|
416
416
|
|
417
417
|
num=len(df1)
|
418
|
+
ptname=ticker_name(ticker,ticker_type)
|
419
|
+
if ptname == ticker: ptname=''
|
420
|
+
|
418
421
|
if num > 0:
|
419
|
-
print(" Successfully retrieved",num,"records for",ticker,
|
422
|
+
print(" Successfully retrieved",num,"records for",ticker,ptname)
|
420
423
|
else:
|
421
|
-
print(" Sorry, no records retrieved for",ticker,
|
424
|
+
print(" Sorry, no records retrieved for",ticker,ptname)
|
422
425
|
|
423
426
|
return df1
|
424
427
|
|
@@ -603,11 +606,14 @@ def get_price_stooq(ticker,start,end):
|
|
603
606
|
_,start1,end1=check_period(start,end)
|
604
607
|
prices2=prices[(prices.index >= start1) & (prices.index <= end1)]
|
605
608
|
num=len(prices2)
|
609
|
+
ptname=ticker_name(ticker,'stock')
|
610
|
+
if ptname == ticker: ptname=''
|
611
|
+
|
606
612
|
if num > 0:
|
607
|
-
print(" Successfully retrieved",num,"records for",ticker,
|
613
|
+
print(" Successfully retrieved",num,"records for",ticker,ptname)
|
608
614
|
return prices2
|
609
615
|
else:
|
610
|
-
print(" Sorry, no records found from stooq for",ticker,
|
616
|
+
print(" Sorry, no records found from stooq for",ticker,ptname,"from",start,'to',end)
|
611
617
|
return None
|
612
618
|
else:
|
613
619
|
return None
|
@@ -890,9 +896,12 @@ def get_price_ak_cn(ticker,fromdate,todate,adjust='',ticker_type='auto'):
|
|
890
896
|
if 'Adj Close' not in list(df2):
|
891
897
|
df2['Adj Close']=df2['Close']
|
892
898
|
df2['footnote']=adjust
|
899
|
+
|
900
|
+
ptname=ticker_name(ticker,ticker_type)
|
901
|
+
if ptname == ticker: ptname=''
|
893
902
|
|
894
903
|
if len(df2) > 0:
|
895
|
-
print(" Successfully retrieved",len(df2),"records for",ticker,
|
904
|
+
print(" Successfully retrieved",len(df2),"records for",ticker,ptname)
|
896
905
|
|
897
906
|
return df2
|
898
907
|
|
@@ -955,8 +964,12 @@ def get_price_ak_us(symbol, fromdate, todate, adjust=""):
|
|
955
964
|
df2['ticker']=symbol
|
956
965
|
df2['Adj Close']=df2['Close']
|
957
966
|
df2['source']='新浪'
|
958
|
-
df2['footnote']=adjust
|
959
|
-
|
967
|
+
df2['footnote']=adjust
|
968
|
+
|
969
|
+
ptname=ticker_name(symbol,'stock')
|
970
|
+
if ptname == symbol: ptname=''
|
971
|
+
|
972
|
+
print(" Successfully retrieved",num,"records for",symbol,ptname)
|
960
973
|
|
961
974
|
return df2
|
962
975
|
|
@@ -1025,7 +1038,11 @@ def get_price_ak_hk(symbol, fromdate, todate, adjust=""):
|
|
1025
1038
|
df2['ticker']=symbol
|
1026
1039
|
df2['Adj Close']=df2['Close']
|
1027
1040
|
df2['source']='新浪'
|
1028
|
-
|
1041
|
+
|
1042
|
+
ptname=ticker_name(symbol,'stock')
|
1043
|
+
if ptname == symbol: ptname=''
|
1044
|
+
|
1045
|
+
print(" Successfully retrieved",num,"records for",symbol,ptname)
|
1029
1046
|
|
1030
1047
|
return df2
|
1031
1048
|
|
@@ -1217,7 +1234,10 @@ def get_prices_yahoo(ticker,start,end,retry_count=3,pause=1):
|
|
1217
1234
|
#p['Adj Close']=p['Close']
|
1218
1235
|
p['source']='雅虎'
|
1219
1236
|
|
1220
|
-
|
1237
|
+
ptname=ticker_name(ticker,'stock')
|
1238
|
+
if ptname == ticker: ptname=''
|
1239
|
+
|
1240
|
+
print(" Successfully retrieved",len(p),"records for",ticker,ptname)
|
1221
1241
|
|
1222
1242
|
return p
|
1223
1243
|
|
@@ -1299,7 +1319,10 @@ def get_prices_yf(ticker,start,end,threads=False):
|
|
1299
1319
|
p['source']='雅虎'
|
1300
1320
|
|
1301
1321
|
if len(p) > 0:
|
1302
|
-
|
1322
|
+
ptname=ticker_name(ticker1,'stock')
|
1323
|
+
if ptname == ticker: ptname=''
|
1324
|
+
|
1325
|
+
print(" Successfully retrieved",len(p),"records for",ticker1,ptname)
|
1303
1326
|
else:
|
1304
1327
|
pass
|
1305
1328
|
#print(" #Error(get_prices_yf):",ticker1,"not found or no prices in the period or inaccessible to yahoo")
|
@@ -1362,7 +1385,10 @@ def get_index_fred(ticker,start,end):
|
|
1362
1385
|
|
1363
1386
|
num=len(df)
|
1364
1387
|
if num > 0:
|
1365
|
-
|
1388
|
+
ptname=ticker_name(ticker,'stock')
|
1389
|
+
if ptname == ticker: ptname=''
|
1390
|
+
|
1391
|
+
print(" Successfully retrieved",num,"records for",ticker,ptname)
|
1366
1392
|
else:
|
1367
1393
|
print(" Sorry, no records retrieved for",ticker)
|
1368
1394
|
|
siat/security_trend2.py
CHANGED
@@ -97,7 +97,7 @@ def security_trend(ticker,indicator='Close', \
|
|
97
97
|
preprocess='none',scaling_option='start', \
|
98
98
|
annotate=False,annotate_value=False, \
|
99
99
|
printout=False,source='auto', \
|
100
|
-
mark_top=
|
100
|
+
mark_top=False,mark_bottom=False,mark_end=False, \
|
101
101
|
ticker_type='auto'):
|
102
102
|
|
103
103
|
"""
|
@@ -84,7 +84,7 @@ siat/option_sina_api_test.py,sha256=dn-k_wrQnAaNKHoROvWJEc7lqlU0bwiV2Aa4usWAFGM,
|
|
84
84
|
siat/proxy_test.py,sha256=erQJrmGs2X46z8Gb1h-7GYQ0rTUcaR8dxHExWoBz2eM,2610
|
85
85
|
siat/quandl_test.py,sha256=EcPoXnLuqzPl5dKyVEZi3j3PJZFpsnU_iNPhLWC9p-A,1552
|
86
86
|
siat/risk_adjusted_return.py,sha256=dtuetKL5Vu38SdH_hqV93eN851uZ-1hOvf1drKel92w,54740
|
87
|
-
siat/risk_adjusted_return2.py,sha256=
|
87
|
+
siat/risk_adjusted_return2.py,sha256=MdNrqDaw2IbjitkZrjrqbOQJJkfI2sLvce6gmAAKmrc,56991
|
88
88
|
siat/risk_adjusted_return_test.py,sha256=m_VHL5AtT74cJv5i7taTeTfnkX48y0AFJk5phawyYWg,3416
|
89
89
|
siat/risk_evaluation.py,sha256=tNobb3FoP7rdqC_KHwgU0VhZvSwfeg2Rp3NkaSndqIY,75969
|
90
90
|
siat/risk_evaluation_test.py,sha256=YEXM96gKzTfwN4U61AS4Rr1tV7KgUvn4rRC6f3iMw9s,3731
|
@@ -94,10 +94,10 @@ siat/sector_china.py,sha256=r4w7o9PEiZjMRB4pkKVbA9afk7A7Wh8toudocN8mN5I,104413
|
|
94
94
|
siat/sector_china_test.py,sha256=1wq7ef8Bb_L8F0h0W6FvyBrIcBTEbrTV7hljtpj49U4,5843
|
95
95
|
siat/security_price.py,sha256=2oHskgiw41KMGfqtnA0i2YjNNV6cYgtlUK0j3YeuXWs,29185
|
96
96
|
siat/security_price2.py,sha256=kuYh0V5cqclkM6MjZUd-N361fv3oxGVVerYINuTzZrE,24622
|
97
|
-
siat/security_prices.py,sha256=
|
97
|
+
siat/security_prices.py,sha256=gSmnXt3EtTxUvETwUVzIC95j8U4Tivr1AU5RwzmKQzo,101601
|
98
98
|
siat/security_prices_test.py,sha256=OEphoJ87NPKoNow1QA8EU_5MUYrJF-qKoWKNapVfZNI,10779
|
99
99
|
siat/security_trend.py,sha256=BNZm0Yujs3V6tlOirtcKqsKAegy36shWXGen_c4KwBo,17204
|
100
|
-
siat/security_trend2.py,sha256=
|
100
|
+
siat/security_trend2.py,sha256=hQ-cIOL-XXjBaEEEuo4m-3GPKp5of_G4zDI9tR0H2uU,23619
|
101
101
|
siat/setup.py,sha256=up65rQGLmTBkhtaMLowjoQXYmIsnycnm4g1SYmeQS6o,1335
|
102
102
|
siat/shenwan index history test.py,sha256=JCVAzOSEldHalhSFa3pqD8JI_8_djPMQOxpkuYU-Esg,1418
|
103
103
|
siat/stock.py,sha256=aMpmvcMyAfl2hbH3AjCLO5mGAUsEFlbYUbXYWDGrC3w,134797
|
@@ -131,7 +131,7 @@ siat/valuation.py,sha256=3SopU5yomIXg6zH6oVFiBJyZosndFxOo1AINnbwW0lo,47334
|
|
131
131
|
siat/valuation_china.py,sha256=oEQRrktJNHiOG1mJSQN1aSSQAQrwrg-ppIHyNVjMjNg,67603
|
132
132
|
siat/valuation_market_china_test.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
|
133
133
|
siat/var_model_validation.py,sha256=3LY2JLvVpPNZLomHMUZvD2-nbL64ACtD7LKrNTk6JmU,14862
|
134
|
-
siat-3.0.
|
135
|
-
siat-3.0.
|
136
|
-
siat-3.0.
|
137
|
-
siat-3.0.
|
134
|
+
siat-3.0.2.dist-info/METADATA,sha256=4-3GqcuZz9CTk0KYbzJcicp_8JaTwMZ6eIZNv1fTO3E,1447
|
135
|
+
siat-3.0.2.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
|
136
|
+
siat-3.0.2.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
|
137
|
+
siat-3.0.2.dist-info/RECORD,,
|
File without changes
|
File without changes
|