siat 3.0.10__py3-none-any.whl → 3.0.15__py3-none-any.whl

siat/capm_beta2.py

@@ -251,8 +251,10 @@ if __name__=='__main__':
 
 def compare_mticker_1beta(ticker,start,end, \
                          RF=0,regression_period=365, \
-                         graph=True,axhline_value=1,axhline_label='', \
-                         annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
+                         graph=True,axhline_value=1,axhline_label='',facecolor='whitesmoke', \
+                         annotate=False,annotate_value=False, \
+                         mark_top=False,mark_bottom=False,mark_end=False, \
+                         mktidx='auto',source='auto',ticker_type='auto'):
     """
     功能：多只股票，对比其贝塔系数
     """
@@ -337,7 +339,10 @@ def compare_mticker_1beta(ticker,start,end, \
 
         draw_lines(df1,y_label,x_label=footnotex, \
                    axhline_value=axhline_value,axhline_label=axhline_label, \
-                   title_txt=title_txt,data_label=False,annotate=annotate)
+                   title_txt=title_txt,data_label=False, \
+                   annotate=annotate,annotate_value=annotate, \
+                   mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end,    
+                   facecolor=facecolor)
  
     return df
 
@@ -362,8 +367,11 @@ if __name__=='__main__':
 def compare_1ticker_mRF(ticker,start,end, \
                          RF=[0,0.02,0.05], \
                          regression_period=365, \
-                         graph=True,axhline_value=1,axhline_label='', \
-                         annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
+                         graph=True,axhline_value=1,axhline_label='',facecolor='whitesmoke', \
+                         annotate=False,annotate_value=False, \
+                         mark_top=False,mark_bottom=False,mark_end=False, \
+                         mktidx='auto',source='auto', \
+                         ticker_type='auto'):
     """
     功能：一只股票，不同的无风险收益率
     """
@@ -446,7 +454,10 @@ def compare_1ticker_mRF(ticker,start,end, \
 
         draw_lines(df1,y_label,x_label=footnotex, \
                    axhline_value=axhline_value,axhline_label=axhline_label, \
-                   title_txt=title_txt,data_label=False,annotate=annotate)
+                   title_txt=title_txt,data_label=False, \
+                   annotate=annotate,annotate_value=annotate, \
+                   mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                   facecolor=facecolor)
             
     return df
 
@@ -470,8 +481,11 @@ if __name__=='__main__':
 def compare_1ticker_mregression_period(ticker,start,end, \
                          RF=0, \
                          regression_period=[183,365,730], \
-                         graph=True,axhline_value=1,axhline_label='', \
-                         annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
+                         graph=True,axhline_value=1,axhline_label='',facecolor='whitesmoke', \
+                         annotate=False,annotate_value=False, \
+                         mark_top=False,mark_bottom=False,mark_end=False, \
+                         mktidx='auto',source='auto', \
+                         ticker_type='auto'):
     """
     功能：一只股票或一个投资组合，不同的回归期间
     """
@@ -550,7 +564,10 @@ def compare_1ticker_mregression_period(ticker,start,end, \
 
         draw_lines(df1,y_label,x_label=footnotex, \
                    axhline_value=axhline_value,axhline_label=axhline_label, \
-                   title_txt=title_txt,data_label=False,annotate=annotate)
+                   title_txt=title_txt,data_label=False, \
+                   annotate=annotate,annotate_value=annotate, \
+                   mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                   facecolor=facecolor)
             
     return df
 
@@ -577,8 +594,11 @@ if __name__=='__main__':
     betas=compare_beta_security(ticker,start,end,RF)
 
 def compare_beta_security(ticker,start,end,RF=0,regression_period=365, \
-                          graph=True,annotate=False,mktidx='auto',source='auto', \
-                              ticker_type='auto'):
+                          graph=True,facecolor='whitesmoke', \
+                          annotate=False,annotate_value=False, \
+                          mark_top=False,mark_bottom=False,mark_end=False, \
+                          mktidx='auto',source='auto', \
+                          ticker_type='auto'):
     """
     功能：组合情况，可能多只股票、多个投资组合或投资组合与股票的混合，多个无风险收益率
     
@@ -591,9 +611,11 @@ def compare_beta_security(ticker,start,end,RF=0,regression_period=365, \
                 RF=RF[0]  
                 
             df=compare_mticker_1beta(ticker,start,end,RF,regression_period, \
-                                     graph, \
-                                     annotate=annotate,mktidx=mktidx,source=source, \
-                                         ticker_type=ticker_type)
+                                     graph,facecolor=facecolor, \
+                                     annotate=annotate,annotate_value=annotate, \
+                                     mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                                     mktidx=mktidx,source=source, \
+                                     ticker_type=ticker_type)
             return df
         else:
             #实际上是单个证券
@@ -603,9 +625,11 @@ def compare_beta_security(ticker,start,end,RF=0,regression_period=365, \
     if isinstance(RF,list):
         if len(RF) > 1:
             df=compare_1ticker_mRF(ticker,start,end,RF,regression_period, \
-                                     graph, \
-                                     annotate=annotate,mktidx=mktidx,source=source, \
-                                         ticker_type=ticker_type)
+                                     graph,facecolor=facecolor, \
+                                     annotate=annotate,annotate_value=annotate, \
+                                     mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                                     mktidx=mktidx,source=source, \
+                                     ticker_type=ticker_type)
             return df
         else:
             #实际上是单个RF
@@ -616,9 +640,11 @@ def compare_beta_security(ticker,start,end,RF=0,regression_period=365, \
         if len(regression_period) > 1:
             df=compare_1ticker_mregression_period(ticker,start,end, \
                                      RF,regression_period, \
-                                     graph, \
-                                     annotate=annotate,mktidx=mktidx,source=source, \
-                                         ticker_type=ticker_type)
+                                     graph,facecolor=facecolor, \
+                                     annotate=annotate,annotate_value=annotate, \
+                                     mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                                     mktidx=mktidx,source=source, \
+                                     ticker_type=ticker_type)
             return df
         else:
             #实际上是单个regression_period
@@ -626,8 +652,11 @@ def compare_beta_security(ticker,start,end,RF=0,regression_period=365, \
             
     #情形4：1只证券，1个RF，1个回归天数?
     df=compare_mticker_1beta(ticker,start,end,RF,regression_period, \
-                             graph,annotate=annotate,mktidx=mktidx,source=source, \
-                                 ticker_type=ticker_type)
+                             graph,facecolor=facecolor, \
+                             annotate=annotate,annotate_value=annotate, \
+                             mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                             mktidx=mktidx,source=source, \
+                             ticker_type=ticker_type)
         
     return df
 

siat/common.py

@@ -2160,7 +2160,8 @@ if __name__=='__main__':
 
 def descriptive_statistics2(df,titletxt,footnote,decimals=4,sortby='tpw_mean', \
                            recommend_only=False,trailing=7,trend_threshhold=0.01, \
-                           printout=True,style_print=False):
+                           printout=True,style_print=False, \
+                           facecolor='whitesmoke',fontcolor='black'):
     """
     功能：进行描述性统计，并打印结果
     df的要求：
@@ -2392,15 +2393,28 @@ def descriptive_statistics2(df,titletxt,footnote,decimals=4,sortby='tpw_mean', \
             display(dst6sd)
             print(footnote+"\n")
             """
-            # 处理表格标题
-            dst6sd1=dst6.style.set_caption(titletxt).set_table_styles(
-                [{'selector':'caption',
-                  'props':[('color','black'),('font-size','16px'),('font-weight','bold')]}])        
-            # 列居中
-            dst6sd2=dst6sd1.set_properties(**{'text-align':'center'})
             
+            disph=dst6.style.hide() #不显示索引列
+            dispp=disph.format(precision=3) #设置带有小数点的列精度调整为小数点后3位
+            #设置标题/列名
+            dispt=dispp.set_caption(titletxt).set_table_styles(
+                [{'selector':'caption', #设置标题
+                  'props':[('color','black'),('font-size','16px'),('font-weight','bold')]}, \
+                 {'selector':'th.col_heading', #设置列名
+                   'props':[('color','black'),('font-size','16px'),('background-color',facecolor),('text-align','center'),('margin','auto')]}])        
+            #设置列数值对齐
+            dispt1=dispt.set_properties(**{'font-size':'16px'})
+            dispf=dispt1.set_properties(**{'text-align':'center'})
+            #设置前景背景颜色
+            try:
+                dispf2=dispf.set_properties(**{'background-color':facecolor,'color':fontcolor})
+            except:
+                print("  #Warning(descriptive_statistics2): color",facecolor,"is unsupported, changed to default setting")
+                dispf2=dispf.set_properties(**{'background-color':'whitesmoke','color':'black'})
+                
             from IPython.display import display
-            display(dst6sd2)  
+            display(dispf2)
+            
             print(footnote+"\n")
             
     return dst5

siat/financials_china.py

@@ -4,7 +4,7 @@
 所属工具包：证券投资分析工具SIAT 
 SIAT：Security Investment Analysis Tool
 创建日期：2020年9月8日
-最新修订日期：2020年9月15日
+最新修订日期：2024年4月21日
 作者：王德宏 (WANG Dehong, Peter)
 作者单位：北京外国语大学国际商学院
 作者邮件：wdehong2000@163.com
@@ -45,7 +45,7 @@ plt.rcParams['axes.unicode_minus'] = False
 import pandas as pd
 import akshare as ak
 
-#STOCK_SUFFIX_CHINA=['SS','SZ','BJ','NQ']
+#SUFFIX_LIST_CN=['SS','SZ','BJ','NQ']
 #==============================================================================
 #==============================================================================
 if __name__=='__main__':
@@ -67,7 +67,7 @@ def get_fin_stmt_ak(ticker):
     print("  Searching financial statements for",ticker,"...")
     #是否中国股票
     result,prefix,suffix=split_prefix_suffix(ticker)
-    if not (suffix in STOCK_SUFFIX_CHINA):
+    if not (suffix in SUFFIX_LIST_CN):
         print("  #Error(get_fin_stmt_ak): not a stock in China",ticker)
         return None        
     
@@ -275,11 +275,17 @@ def get_fin_stmt_ak(ticker):
         
     if not ('短期现金偿债能力%' in fslist):
         #fs4['短期现金偿债能力%']=round((fs4['经营活动现金流净额'] / fs4['流动负债合计'])*100,2)
-        fs4['短期现金偿债能力%']=fs4.apply(lambda x: round((x['经营活动现金流净额'] / x['流动负债合计'])*100,2),axis=1)        
+        try:
+            fs4['短期现金偿债能力%']=fs4.apply(lambda x: round((x['经营活动现金流净额'] / x['流动负债合计'])*100,2),axis=1)        
+        except:
+            fs4['短期现金偿债能力%']=np.nan
         
     if not ('长期现金偿债能力%' in fslist):
-        #fs4['长期现金偿债能力%']=round((fs4['经营活动现金流净额'] / fs4['负债合计'])*100,2)          
-        fs4['长期现金偿债能力%']=fs4.apply(lambda x: round((x['经营活动现金流净额'] / x['负债合计'])*100,2),axis=1)
+        #fs4['长期现金偿债能力%']=round((fs4['经营活动现金流净额'] / fs4['负债合计'])*100,2)     
+        try:
+            fs4['长期现金偿债能力%']=fs4.apply(lambda x: round((x['经营活动现金流净额'] / x['负债合计'])*100,2),axis=1)
+        except:
+            fs4['长期现金偿债能力%']==np.nan
 
     if not ('流通股股数' in fslist):
         for gs in ['实收资本(或股本)','股本']:
@@ -648,7 +654,8 @@ if __name__=='__main__':
     hatchlist=['.', 'o', '\\']
 
 def compare_dupont_china(tickerlist,fsdate='latest',scale1 = 10,scale2 = 10, \
-                         hatchlist=['.', 'o', '\\'],printout=True,sort='PM'):
+                         hatchlist=['.', 'o', '\\'],printout=True,sort='PM', \
+                         facecolor='papayawhip'):
     """
     功能：获得tickerlist中每只股票的杜邦分析项目，绘制柱状叠加比较图
     tickerlist：股票代码列表，建议在10只以内
@@ -832,7 +839,7 @@ def get_fin_abstract_ak(ticker):
 
     #是否中国股票
     result,prefix,suffix=split_prefix_suffix(ticker)
-    if not (suffix in STOCK_SUFFIX_CHINA):
+    if not (suffix in SUFFIX_LIST_CN):
         print("  #Warning(get_fin_abstract_ak): not a stock in China",ticker)
         return None        
     
@@ -900,7 +907,7 @@ def get_fin_indicator_ak(ticker):
 
     #是否中国股票
     result,prefix,suffix=split_prefix_suffix(ticker)
-    if not (suffix in STOCK_SUFFIX_CHINA):
+    if not (suffix in SUFFIX_LIST_CN):
         print("  #Warning(get_fin_indicator_ak): not a stock in China",ticker)
         return None        
     
@@ -991,7 +998,7 @@ def get_fin_performance_ak(ticker,endDate):
     """
     #是否中国股票
     result,prefix,suffix=split_prefix_suffix(ticker)
-    if not (suffix in STOCK_SUFFIX_CHINA):
+    if not (suffix in SUFFIX_LIST_CN):
         print("  #Warning(get_fin_performance_ak): not a stock in China",ticker)
         return None        
     
@@ -1378,7 +1385,7 @@ def industry_rank_em2(tickers,rates=['eps','naps'],industry="银行",top=10):
     for t in tickers_selected:
         #是否中国股票
         result,prefix,suffix=split_prefix_suffix(t)
-        if not (suffix in STOCK_SUFFIX_CHINA) and not (tickers == ''):
+        if not (suffix in SUFFIX_LIST_CN) and not (tickers == ''):
             print("  #Warning(industry_rank_em2): not a stock in China",t)
             error_flag=True
         stocks_selected=stocks_selected+[prefix]
@@ -1597,7 +1604,7 @@ def get_fin_performance_akm(tickers,endDate):
     prefix_list=[]
     for t in tickers:
         result,prefix,suffix=split_prefix_suffix(t)
-        if not (suffix in STOCK_SUFFIX_CHINA):
+        if not (suffix in SUFFIX_LIST_CN):
             print("  #Warning(get_fin_performance_akm): not a stock in China",t)
             return None  
         prefix_list=prefix_list+[prefix]
@@ -1945,7 +1952,7 @@ def prepare_fin_rate1t2r_china(ticker,rate1,rate2,start,end,period_type='all'):
 
     #是否中国股票
     result,prefix,suffix=split_prefix_suffix(ticker)
-    if not (suffix in STOCK_SUFFIX_CHINA):
+    if not (suffix in SUFFIX_LIST_CN):
         print("  #Warning(prepare_fin_rate1t2r_china): not a stock in China",ticker)
         return None,None        
 
@@ -2066,7 +2073,7 @@ def prepare_fin_rate1tmr_china(ticker,rates,start,end,period_type='all'):
 
     #是否中国股票
     result,prefix,suffix=split_prefix_suffix(ticker)
-    if not (suffix in STOCK_SUFFIX_CHINA):
+    if not (suffix in SUFFIX_LIST_CN):
         print("  #Warning(prepare_fin_rate1tmr_china): not a stock in China",ticker)
         return None       
     
@@ -2177,7 +2184,7 @@ def prepare_fin_ratemt1r_china(tickers,rate,start,end,period_type='all'):
     prefix_list=[]
     for t in mticker_list:
         result,prefix,suffix=split_prefix_suffix(t)
-        if not (suffix in STOCK_SUFFIX_CHINA):
+        if not (suffix in SUFFIX_LIST_CN):
             print("  #Warning(prepare_fin_ratemt1r_china): not a stock in China",ticker)
             return None  
         prefix_list=prefix_list+[prefix]
@@ -2257,11 +2264,11 @@ def cn_codetranslate(ticker):
     注意：既能转换带后缀的股票代码，也能转换不带后缀的股票代码
     """
     result,prefix,suffix=split_prefix_suffix(ticker)
-    if suffix in STOCK_SUFFIX_CHINA:
+    if suffix in SUFFIX_LIST_CN:
         name=ticker_name(ticker)
 
     if suffix =='':
-        for s in STOCK_SUFFIX_CHINA:
+        for s in SUFFIX_LIST_CN:
             ticker_try=ticker+'.'+s
             name=ticker_name(ticker_try)
             print('\b'*99," Looking for the short name of stock",ticker)
@@ -2805,7 +2812,7 @@ if __name__=='__main__':
     
     g=dupont_decompose_china(ticker,fsdate)
 
-def dupont_decompose_china(ticker,fsdate,gview=False):
+def dupont_decompose_china(ticker,fsdate,gview=False,facecolor='papayawhip'):
     """
     功能：杜邦分析分解图
     ticker: 股票代码
@@ -2965,7 +2972,7 @@ def dupont_decompose_china(ticker,fsdate,gview=False):
     """
     #是否中国股票
     result,prefix,suffix=split_prefix_suffix(ticker)
-    if not (suffix in STOCK_SUFFIX_CHINA):
+    if not (suffix in SUFFIX_LIST_CN):
         print("  #Error(dupont_decompose_china): not a stock in China",ticker)
         return None        
     
@@ -3529,7 +3536,7 @@ if __name__=='__main__':
     tickers=['000002.SZ','600048.SS','001979.SZ','600325.SS','000069.SZ','600383.SS','600895.SS','601155.SS']
     fsdates='2022-12-31'
     
-def compare_fin_summary_china(tickers,fsdates):
+def compare_fin_summary_china(tickers,fsdates,facecolor='whitesmoke'):
     """
     功能：分类别显示财报摘要中的指标
     """        
@@ -3952,7 +3959,7 @@ if __name__=='__main__':
          '2018-12-31',
         ]
     
-def compare_fin_indicator_china(tickers,fsdates):
+def compare_fin_indicator_china(tickers,fsdates,facecolor='papayawhip'):
     """
     功能：分类别显示财报摘要中的指标
     """