siat 3.0.10__py3-none-any.whl → 3.0.20__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
@@ -3657,6 +3671,119 @@ def ticker_type_preprocess_mticker_mixed(ticker,ticker_type='auto'):
 
 
 #==============================================================================
+if __name__=='__main__':
+    df=get_price('600519.SS','2024-4-1','2024-4-20')
+    titletxt='This is the Tilte'
+    titletxt=''
+    footnote='This is the footnote'
+    facecolor='papayawhip'
+    decimals=2
+    
+    #在Spyder中无法测试效果
+    df_display_CSS(df,titletxt,footnote,facecolor,decimals)
+
+def df_display_CSS(df,titletxt='',footnote='',facecolor='papayawhip',decimals=2, \
+                   first_col_align='left',second_col_align='right', \
+                   last_col_align='right',other_col_align='right', \
+                   titile_font_size='18px',heading_font_size='17px', \
+                   data_font_size='17px'):
+    """
+    功能：采样CSS式样显示df，适用于Jupyter环境，整齐紧凑，不挑浏览器
+    注意：若facecolor不被支持，则自动改为papayawhip
+    """
+    #检查df是否为空
+    if len(df)==0: return
+    
+    #替换nan和inf
+    import pandas as pd
+    import numpy as np
+    df.replace([np.inf, -np.inf],'-', inplace=True)
+    df.replace([np.nan],'-', inplace=True)
+
+    #默认的facecolor，一旦不支持则改为这个颜色
+    facecolor_default='papayawhip' 
+    
+    #不显示索引列，注意style1已经不是DaraFrame了
+    style1=df.style.hide() 
+    
+    #设置数值字段的千分位符号，同时设置数值字段的小数点精度
+    style2=style1.format(precision=decimals,thousands=',',na_rep='-') 
+    
+    #设置标题/列名：对齐，颜色，背景
+    try:
+        style3=style2.set_caption(titletxt).set_table_styles(
+            [{'selector':'caption', #设置标题对齐
+              'props':[('color','black'),('font-size',titile_font_size),('font-weight','bold')]}, \
+             
+             {'selector':'th.col_heading', #设置列名对齐
+              'props':[('color','black'),('background-color',facecolor), \
+                       ('font-size',heading_font_size),('text-align','center'),('margin','auto')]}])        
+    except:
+        style3=style2.set_caption(titletxt).set_table_styles(
+            [{'selector':'caption', #设置标题对齐
+              'props':[('color','black'),('font-size',titile_font_size),('font-weight','bold')]}, \
+             
+             {'selector':'th.col_heading', #设置列名对齐
+              'props':[('color','black'),('background-color',facecolor_default), \
+                       ('font-size',heading_font_size),('text-align','center'),('margin','auto')]}])        
+            
+    #设置数据：字体大小
+    style4=style3.set_properties(**{'font-size':data_font_size})
+    
+    #设置数据：对齐，第一列，最后列，中间列
+    col_list=list(df)
+    style5=style4.set_properties(**{'text-align':other_col_align}).\
+                  set_properties(**{'text-align':first_col_align},subset=[col_list[0]]).\
+                  set_properties(**{'text-align':second_col_align},subset=[col_list[1]]).\
+                  set_properties(**{'text-align':last_col_align},subset=[col_list[-1]])
+    
+    #设置数据：背景颜色
+    try:
+        style6=style5.set_properties(**{'background-color':facecolor,'color':'black'})
+    except:
+        print("  #Warning(df_display_CSS): unsupported color",facecolor,"\b, changed to default")
+        style6=style5.set_properties(**{'background-color':facecolor_default,'color':'black'})
+
+    #打印数据框本身
+    print('') #空一行
+    from IPython.display import display
+    display(style6)    
+
+    print(footnote)
+    print('') #空一行
+
+    return
+
 #==============================================================================
-#==============================================================================
+def upgrade_siat():
+    """
+    功能：一次性升级siat及其相关插件
+    
+    注意：在Spyder中可用，但在Jupyter中不能用，可能是路径问题!
+    """
+    #系统路径
+    import sys
+    python_dir=sys.path
+    
+    #插件列表
+    pip_list=['siat','akshare','pandas','pandas_datareader','yfinance','yahooquery']
+    pip_cmd='pip install --upgrade '
+    
+    import subprocess
+    for p in pip_list:
+        print("  Upgrading",p,"\b, please wait ... ...")
+        command = pip_cmd + p
+        #result = subprocess.run(command, shell=True, text=True, capture_output=True)
+        result = subprocess.run(command.split(' '), stdout=subprocess.PIPE, stderr=subprocess.PIPE)
+         
+        if result.returncode == 0:
+            print('    Successfully upgraded', p)
+        else:
+            print('      Upgrade failed:', result.returncode)
+            print('      Error message:', result.stderr)        
+    
+    return
 
+#==============================================================================
+#==============================================================================
+#==============================================================================