siat 3.0.10__py3-none-any.whl → 3.0.20__py3-none-any.whl

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Files changed (16) hide show
  1. siat/capm_beta2.py +51 -22
  2. siat/common.py +136 -9
  3. siat/financials_china.py +83 -47
  4. siat/financials_china2.py +272 -119
  5. siat/grafix.py +130 -62
  6. siat/markowitz2.py +27 -3
  7. siat/risk_adjusted_return2.py +136 -62
  8. siat/security_trend2.py +39 -25
  9. siat/stock.py +127 -47
  10. siat/stock_china.py +160 -53
  11. siat/stock_technical.py +1 -1
  12. siat/valuation.py +34 -7
  13. {siat-3.0.10.dist-info → siat-3.0.20.dist-info}/METADATA +1 -1
  14. {siat-3.0.10.dist-info → siat-3.0.20.dist-info}/RECORD +16 -16
  15. {siat-3.0.10.dist-info → siat-3.0.20.dist-info}/WHEEL +0 -0
  16. {siat-3.0.10.dist-info → siat-3.0.20.dist-info}/top_level.txt +0 -0
siat/risk_adjusted_return2.py CHANGED
@@ -518,9 +518,11 @@ if __name__=='__main__':
518
518
 
519
519
  def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alpha'], \
520
520
  ret_type="Annual Ret%",RF=0,regression_period=365, \
521
- graph=True,axhline_value=0,axhline_label='', \
521
+ graph=True,axhline_value=0,axhline_label='',facecolor='whitesmoke', \
522
522
  printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
523
- annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
523
+ annotate=False,annotate_value=False, \
524
+ mark_top=False,mark_bottom=False,mark_end=False, \
525
+ mktidx='auto',source='auto',ticker_type='auto'):
524
526
  """
525
527
  功能：一只股票，对比其多个rar，支持股票和投资组合
526
528
  """
@@ -601,7 +603,6 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
601
603
 
602
604
  #绘图
603
605
  if graph:
604
-
605
606
  y_label=''
606
607
  import datetime; todaydt = datetime.date.today()
607
608
  x_label="数据来源: 综合新浪/stooq/Yahoo，"+str(todaydt)
@@ -609,7 +610,10 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
609
610
 
610
611
  draw_lines(df1,y_label,x_label=footnotex, \
611
612
  axhline_value=axhline_value,axhline_label=axhline_label, \
612
- title_txt=title_txt,data_label=False,annotate=annotate)
613
+ title_txt=title_txt,data_label=False, \
614
+ annotate=annotate,annotate_value=annotate, \
615
+ mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
616
+ facecolor=facecolor)
613
617
 
614
618
  #制表
615
619
  recommenddf=pd.DataFrame()
@@ -631,13 +635,13 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
631
635
  #title_txt='***** 风险调整收益评估：'+tname+'，'+sortby_txt+' *****'
632
636
  title_txt='风险调整收益评估：'+tname+'，'+sortby_txt
633
637
 
634
- footnote6='期间范围：'+str(start)+'至'+str(end)+"；近期范围：近"+str(trailing)+"个交易日。趋势变化率阈值："+str(trend_threshhold)+"。"
638
+ footnote6='期间：'+str(start)+'至'+str(end)+"；近期指近"+str(trailing)+"个交易日。趋势变化率阈值："+str(trend_threshhold)+"。"
635
639
  footnote7="近期优先趋势和星号为多项因素综合研判，最多五颗星"
636
640
  footnotey=footnote6+footnote7+'\n'+footnotex
637
641
 
638
642
  recommenddf=descriptive_statistics2(df1,title_txt,footnotey,decimals=4, \
639
643
  sortby=sortby,recommend_only=True,trailing=trailing, \
640
- trend_threshhold=trend_threshhold)
644
+ trend_threshhold=trend_threshhold,facecolor=facecolor)
641
645
 
642
646
  return df,recommenddf
643
647
 
@@ -664,8 +668,10 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
664
668
  ret_type="Annual Ret%",RF=0,regression_period=365, \
665
669
  graph=True,axhline_value=0,axhline_label='', \
666
670
  printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
667
- annotate=False,mktidx='auto',source='auto', \
668
- style_print=True,ticker_type='auto'):
671
+ annotate=False,annotate_value=False, \
672
+ mark_top=False,mark_bottom=False,mark_end=False, \
673
+ mktidx='auto',source='auto', \
674
+ style_print=True,ticker_type='auto',facecolor='whitesmoke'):
669
675
  """
670
676
  功能：多只股票，对比其同一个rar，支持股票和投资组合
671
677
  """
@@ -753,7 +759,10 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
753
759
 
754
760
  draw_lines(df1,y_label,x_label=footnotex, \
755
761
  axhline_value=axhline_value,axhline_label=axhline_label, \
756
- title_txt=title_txt,data_label=False,annotate=annotate)
762
+ title_txt=title_txt,data_label=False, \
763
+ annotate=annotate,annotate_value=annotate, \
764
+ mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
765
+ facecolor=facecolor)
757
766
 
758
767
  #制表
759
768
  recommenddf=pd.DataFrame()
@@ -772,15 +781,16 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
772
781
  #title_txt='***** 风险调整收益评估：基于'+ectranslate(rar)+'，'+sortby_txt+' *****'
773
782
  title_txt='风险调整收益评估：基于'+ectranslate(rar)+'，'+sortby_txt
774
783
 
775
- footnote6='期间范围：'+str(start)+'至'+str(end)+"；近期范围：近"+str(trailing)+"个交易日。趋势变化率阈值："+str(trend_threshhold)
776
- footnote7="近期优先趋势和星号为风险调整收益指标数值加趋势等多项因素综合研判，最多五颗星"
784
+ footnote6='期间为'+str(start)+'至'+str(end)+"；近期指近"+str(trailing)+"个交易日。趋势变化率阈值："+str(trend_threshhold)
785
+ footnote7="近期优先趋势和星号为风险调整收益指标加趋势等多项因素综合研判，最多五颗星"
777
786
  footnotey=footnote6+'\n'+footnote7+'\n'+footnotex
778
787
 
779
788
  #删除含有Nan的行，否则可能引起近期优先加权平均计算结果市场出现Nan
780
789
  df1.dropna(inplace=True)
781
790
  recommenddf=descriptive_statistics2(df1,title_txt,footnotey,decimals=4, \
782
791
  sortby=sortby,recommend_only=True,trailing=trailing, \
783
- trend_threshhold=trend_threshhold,style_print=style_print)
792
+ trend_threshhold=trend_threshhold, \
793
+ style_print=style_print,facecolor=facecolor)
784
794
 
785
795
  return df,recommenddf
786
796
 
@@ -807,7 +817,10 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
807
817
  ret_type="Annual Ret%",RF=0,regression_period=365, \
808
818
  graph=True,axhline_value=0,axhline_label='', \
809
819
  printout=True,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
810
- annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
820
+ annotate=False,annotate_value=False, \
821
+ mark_top=False,mark_bottom=False,mark_end=False, \
822
+ mktidx='auto',source='auto', \
823
+ ticker_type='auto',facecolor='whitesmoke'):
811
824
  """
812
825
  功能：多只股票，多个rar，综合对比和排列。支持股票和投资组合
813
826
  """
@@ -827,11 +840,16 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
827
840
  df=pd.DataFrame()
828
841
  for r in rar:
829
842
  #with HiddenPrints(): #此项将压制所有print输出，造成表头脚注不显示
830
- _,df_tmp=compare_mticker_1rar(ticker,start,end,r, \
831
- ret_type,RF,regression_period, \
832
- graph,axhline_value,axhline_label, \
833
- printout,sortby,trailing,trend_threshhold, \
834
- annotate,mktidx,source,style_print=True,ticker_type=ticker_type)
843
+ _,df_tmp=compare_mticker_1rar(ticker=ticker,start=start,end=end,rar=r, \
844
+ ret_type=ret_type,RF=RF,regression_period=regression_period, \
845
+ graph=graph,facecolor=facecolor, \
846
+ axhline_value=axhline_value,axhline_label=axhline_label, \
847
+ printout=printout,sortby=sortby, \
848
+ trailing=trailing,trend_threshhold=trend_threshhold, \
849
+ annotate=annotate,annotate_value=annotate, \
850
+ mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
851
+ mktidx=mktidx,source=source,style_print=True, \
852
+ ticker_type=ticker_type)
835
853
  if df_tmp is None:
836
854
  break
837
855
  else:
@@ -874,6 +892,7 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
874
892
  # 处理表格标题
875
893
  #titletxt='===风险调整收益综合对比：'+sortby_txt+'==='
876
894
  titletxt='风险调整收益综合对比：'+sortby_txt
895
+ """
877
896
  #print("\n"+titletxt)
878
897
  df2=df1.style.set_caption(titletxt).set_table_styles(
879
898
  [{'selector':'caption',
@@ -882,6 +901,29 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
882
901
  df3= df2.set_properties(**{'text-align':'center'})
883
902
  from IPython.display import display
884
903
  display(df3)
904
+ """
905
+
906
+ disph=df1.style.hide() #不显示索引列
907
+ 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
908
+ #设置标题/列名
909
+ dispt=dispp.set_caption(titletxt).set_table_styles(
910
+ [{'selector':'caption', #设置标题
911
+ 'props':[('color','black'),('font-size','16px'),('font-weight','bold')]}, \
912
+ {'selector':'th.col_heading', #设置列名
913
+ 'props':[('color','black'),('font-size','16px'),('background-color',facecolor),('text-align','center'),('margin','auto')]}])
914
+ #设置列数值对齐
915
+ dispt1=dispt.set_properties(**{'font-size':'16px'})
916
+ dispf=dispt1.set_properties(**{'text-align':'center'})
917
+ #设置前景背景颜色
918
+ try:
919
+ dispf2=dispf.set_properties(**{'background-color':facecolor,'color':'black'})
920
+ except:
921
+ print(" #Warning(compare_mticker_mrar): color",facecolor,"is unsupported, changed to default setting")
922
+ dispf2=dispf.set_properties(**{'background-color':'whitesmoke','color':'black'})
923
+
924
+ from IPython.display import display
925
+ display(dispf2)
926
+
885
927
 
886
928
  """
887
929
  print(df1.to_string(justify='left'))
@@ -963,9 +1005,11 @@ if __name__=='__main__':
963
1005
  def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
964
1006
  ret_type=["Annual Ret%","Monthly Ret%"], \
965
1007
  RF=0,regression_period=365, \
966
- graph=True,axhline_value=0,axhline_label='', \
1008
+ graph=True,axhline_value=0,axhline_label='',facecolor='whitesmoke', \
967
1009
  printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
968
- annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
1010
+ annotate=False,annotate_value=False, \
1011
+ mark_top=False,mark_bottom=False,mark_end=False, \
1012
+ mktidx='auto',source='auto',ticker_type='auto'):
969
1013
  """
970
1014
  功能：一只股票，同一个rar，对比其不同的收益率类型，支持股票和投资组合
971
1015
  """
@@ -1049,7 +1093,10 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
1049
1093
 
1050
1094
  draw_lines(df1,y_label,x_label=footnotex, \
1051
1095
  axhline_value=axhline_value,axhline_label=axhline_label, \
1052
- title_txt=title_txt,data_label=False,annotate=annotate)
1096
+ title_txt=title_txt,data_label=False, \
1097
+ annotate=annotate,annotate_value=annotate, \
1098
+ mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
1099
+ facecolor=facecolor)
1053
1100
 
1054
1101
  #制表
1055
1102
  recommenddf=pd.DataFrame()
@@ -1068,7 +1115,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
1068
1115
  #title_txt='***** 风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker,ticker_type)+'，'+sortby_txt+' *****'
1069
1116
  title_txt='风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker,ticker_type)+'，'+sortby_txt
1070
1117
 
1071
- footnote6='期间范围：'+str(start)+'至'+str(end)+"；近期范围：近"+str(trailing)+"个交易日。趋势变化率阈值："+str(trend_threshhold)+"。"
1118
+ footnote6='期间：'+str(start)+'至'+str(end)+"；近期指近"+str(trailing)+"个交易日。趋势变化率阈值："+str(trend_threshhold)+"。"
1072
1119
  footnote7="近期优先趋势和星号为多项因素综合研判，最多五颗星"
1073
1120
  footnotey=footnote6+footnote7+'\n'+footnotex
1074
1121
 
@@ -1077,7 +1124,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
1077
1124
 
1078
1125
  recommenddf=descriptive_statistics2(df1,title_txt,footnotey,decimals=4, \
1079
1126
  sortby=sortby,recommend_only=True,trailing=trailing, \
1080
- trend_threshhold=trend_threshhold)
1127
+ trend_threshhold=trend_threshhold,facecolor=facecolor)
1081
1128
 
1082
1129
  return df,recommenddf
1083
1130
 
@@ -1102,12 +1149,12 @@ if __name__=='__main__':
1102
1149
  rars=compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar,ret_type,RF)
1103
1150
 
1104
1151
  def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
1105
- ret_type="Annual Ret%", \
1106
- RF=[0,0.02,0.05], \
1107
- regression_period=365, \
1108
- graph=True,axhline_value=0,axhline_label='', \
1152
+ ret_type="Annual Ret%",RF=[0,0.02,0.05],regression_period=365, \
1153
+ graph=True,axhline_value=0,axhline_label='',facecolor='whitesmoke', \
1109
1154
  printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
1110
- annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
1155
+ annotate=False,annotate_value=False, \
1156
+ mark_top=False,mark_bottom=False,mark_end=False, \
1157
+ mktidx='auto',source='auto',ticker_type='auto'):
1111
1158
  """
1112
1159
  功能：一只股票，相同的rar，相同的收益率类型，不同的无风险收益率
1113
1160
  支持股票和投资组合
@@ -1189,7 +1236,10 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
1189
1236
 
1190
1237
  draw_lines(df1,y_label,x_label=footnotex, \
1191
1238
  axhline_value=axhline_value,axhline_label=axhline_label, \
1192
- title_txt=title_txt,data_label=False,annotate=annotate)
1239
+ title_txt=title_txt,data_label=False, \
1240
+ annotate=annotate,annotate_value=annotate, \
1241
+ mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
1242
+ facecolor=facecolor)
1193
1243
 
1194
1244
  #制表
1195
1245
  recommenddf=pd.DataFrame()
@@ -1208,7 +1258,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
1208
1258
  #title_txt='***** 风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker,ticker_type)+'，'+sortby_txt+' *****'
1209
1259
  title_txt='风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker,ticker_type)+'，'+sortby_txt
1210
1260
 
1211
- footnote6='期间范围：'+str(start)+'至'+str(end)+"；近期范围：近"+str(trailing)+"个交易日。趋势变化率阈值："+str(trend_threshhold)+"。"
1261
+ footnote6='期间为'+str(start)+'至'+str(end)+"；近期指近"+str(trailing)+"个交易日。趋势变化率阈值："+str(trend_threshhold)+"。"
1212
1262
  footnote7="近期优先趋势和星号为多项因素综合研判，最多五颗星"
1213
1263
  footnotey=footnote6+footnote7+'\n'+footnotex
1214
1264
 
@@ -1217,7 +1267,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
1217
1267
 
1218
1268
  recommenddf=descriptive_statistics2(df1,title_txt,footnotey,decimals=4, \
1219
1269
  sortby=sortby,recommend_only=True,trailing=trailing, \
1220
- trend_threshhold=trend_threshhold)
1270
+ trend_threshhold=trend_threshhold,facecolor=facecolor)
1221
1271
 
1222
1272
  return df,recommenddf
1223
1273
 
@@ -1258,9 +1308,11 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
1258
1308
  ret_type="Annual Ret%", \
1259
1309
  RF=0, \
1260
1310
  regression_period=365, \
1261
- graph=True,axhline_value=0,axhline_label='', \
1311
+ graph=True,axhline_value=0,axhline_label='',facecolor='whitesmoke', \
1262
1312
  printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.05, \
1263
- annotate=False,mktidx='auto',source='auto',
1313
+ annotate=False,annotate_value=False, \
1314
+ mark_top=False,mark_bottom=False,mark_end=False, \
1315
+ mktidx='auto',source='auto', \
1264
1316
  ticker_type='auto'):
1265
1317
  """
1266
1318
  功能：组合情况，可能多只股票，多个rar，多个收益率类型，多个无风险收益率
@@ -1284,11 +1336,15 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
1284
1336
  if rar_num==1: rar=rar[0]
1285
1337
 
1286
1338
  if rar_num ==1: #一个RAR
1287
- df=compare_mticker_1rar(ticker,start,end,rar, \
1288
- ret_type,RF,regression_period, \
1289
- graph,axhline_value,axhline_label, \
1290
- printout,sortby,trailing,trend_threshhold, \
1291
- annotate,mktidx,source,ticker_type=ticker_type)
1339
+ df=compare_mticker_1rar(ticker=ticker,start=start,end=end,rar=rar, \
1340
+ ret_type=ret_type,RF=RF,regression_period=regression_period, \
1341
+ graph=graph,axhline_value=axhline_value,axhline_label=axhline_label, \
1342
+ printout=printout, \
1343
+ sortby=sortby,trailing=trailing,trend_threshhold=trend_threshhold, \
1344
+ annotate=annotate,annotate_value=annotate, \
1345
+ mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
1346
+ mktidx=mktidx,source=source, \
1347
+ ticker_type=ticker_type,facecolor=facecolor)
1292
1348
  return df
1293
1349
 
1294
1350
  if rar_num >1: #多个RAR
@@ -1296,8 +1352,12 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
1296
1352
  df=compare_mticker_mrar(ticker=ticker,start=start,end=end,rar=rar, \
1297
1353
  ret_type=ret_type,RF=RF,regression_period=regression_period, \
1298
1354
  graph=graph,axhline_value=axhline_value,axhline_label=axhline_label, \
1299
- printout=printout,sortby=sortby,trailing=trailing,trend_threshhold=trend_threshhold, \
1300
- annotate=annotate,mktidx=mktidx,source=source,ticker_type=ticker_type)
1355
+ printout=printout, \
1356
+ sortby=sortby,trailing=trailing,trend_threshhold=trend_threshhold, \
1357
+ annotate=annotate,annotate_value=annotate, \
1358
+ mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
1359
+ mktidx=mktidx,source=source, \
1360
+ ticker_type=ticker_type,facecolor=facecolor)
1301
1361
  return df
1302
1362
  else:
1303
1363
  #实际上是单个证券
@@ -1311,11 +1371,15 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
1311
1371
  if isinstance(RF,list):
1312
1372
  RF=RF[0]
1313
1373
 
1314
- df=compare_1ticker_mrar(ticker,start,end,rar, \
1315
- ret_type,RF,regression_period, \
1316
- graph,axhline_value,axhline_label, \
1317
- printout,sortby,trailing,trend_threshhold, \
1318
- annotate,mktidx,source,ticker_type=ticker_type)
1374
+ df=compare_1ticker_mrar(ticker=ticker,start=start,end=end,rar=rar, \
1375
+ ret_type=ret_type,RF=RF,regression_period=regression_period, \
1376
+ graph=graph,axhline_value=axhline_value,axhline_label=axhline_label, \
1377
+ printout=printout,facecolor=facecolor, \
1378
+ sortby=sortby,trailing=trailing,trend_threshhold=trend_threshhold, \
1379
+ annotate=annotate,annotate_value=annotate, \
1380
+ mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
1381
+ mktidx=mktidx,source=source, \
1382
+ ticker_type=ticker_type)
1319
1383
  return df
1320
1384
  else:
1321
1385
  #实际上是单个RAR
@@ -1327,11 +1391,15 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
1327
1391
  if isinstance(RF,list):
1328
1392
  RF=RF[0]
1329
1393
 
1330
- df=compare_1ticker_1rar_mret(ticker,start,end,rar, \
1331
- ret_type,RF,regression_period, \
1332
- graph,axhline_value,axhline_label, \
1333
- printout,sortby,trailing,trend_threshhold, \
1334
- annotate,mktidx,source,ticker_type=ticker_type)
1394
+ df=compare_1ticker_1rar_mret(ticker=ticker,start=start,end=end,rar=rar, \
1395
+ ret_type=ret_type,RF=RF,regression_period=regression_period, \
1396
+ graph=graph,axhline_value=axhline_value,axhline_label=axhline_label, \
1397
+ printout=printout, \
1398
+ sortby=sortby,trailing=trailing,trend_threshhold=trend_threshhold, \
1399
+ annotate=annotate,annotate_value=annotate, \
1400
+ mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
1401
+ mktidx=mktidx,source=source, \
1402
+ ticker_type=ticker_type,facecolor=facecolor)
1335
1403
  return df
1336
1404
  else:
1337
1405
  #实际上是单个收益率类型
@@ -1341,24 +1409,30 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
1341
1409
  if isinstance(RF,list):
1342
1410
  if len(RF) > 1:
1343
1411
 
1344
- df=compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar, \
1345
- ret_type, \
1346
- RF, \
1347
- regression_period, \
1348
- graph,axhline_value,axhline_label, \
1349
- printout,sortby,trailing,trend_threshhold, \
1350
- annotate,mktidx,source,ticker_type=ticker_type)
1412
+ df=compare_1ticker_1rar_1ret_mRF(ticker=ticker,start=start,end=end,rar=rar, \
1413
+ ret_type=ret_type,RF=RF,regression_period=regression_period, \
1414
+ graph=graph,axhline_value=axhline_value,axhline_label=axhline_label, \
1415
+ printout=printout,facecolor=facecolor, \
1416
+ sortby=sortby,trailing=trailing,trend_threshhold=trend_threshhold, \
1417
+ annotate=annotate,annotate_value=annotate, \
1418
+ mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
1419
+ mktidx=mktidx,source=source, \
1420
+ ticker_type=ticker_type)
1351
1421
  return df
1352
1422
  else:
1353
1423
  #实际上是单个RF
1354
1424
  RF=RF[0]
1355
1425
 
1356
1426
  #情形5：1只证券，1个RAR，1个收益率类型，1个RF
1357
- df=compare_1ticker_mrar(ticker,start,end,rar, \
1358
- ret_type,RF,regression_period, \
1359
- graph,axhline_value,axhline_label, \
1360
- printout,sortby,trailing,trend_threshhold, \
1361
- annotate,mktidx,source,ticker_type=ticker_type)
1427
+ df=compare_1ticker_mrar(ticker=ticker,start=start,end=end,rar=rar, \
1428
+ ret_type=ret_type,RF=RF,regression_period=regression_period, \
1429
+ graph=graph,axhline_value=axhline_value,axhline_label=axhline_label, \
1430
+ printout=printout,sortby=sortby, \
1431
+ trailing=trailing,trend_threshhold=trend_threshhold, \
1432
+ annotate=annotate,annotate_value=annotate, \
1433
+ mktidx=mktidx,source=source, \
1434
+ ticker_type=ticker_type,facecolor=facecolor)
1435
+
1362
1436
  return df
1363
1437
 
1364
1438
 
siat/security_trend2.py CHANGED
@@ -87,7 +87,7 @@ def security_trend(ticker,indicator='Close', \
87
87
 
88
88
  kline=False,kline_demo=False,mav=[5,10,20], \
89
89
 
90
- stock_dividend=False,stock_split=False, \
90
+ dividend=False,split=False, \
91
91
 
92
92
  ret_type='Annual Ret%',RF=0,regression_period=365,market_index="auto", \
93
93
  sortby='tpw_mean',trailing=7,trend_threshhold=0.05, \
@@ -95,11 +95,15 @@ def security_trend(ticker,indicator='Close', \
95
95
  graph=True,twinx=False,loc1='best',loc2='best', \
96
96
  datatag=False,power=0, \
97
97
  smooth=True,date_range=False,date_freq=False, \
98
- preprocess='none',scaling_option='start', \
98
+
99
+ preprocess='none',scaling_option='change%', \
100
+
99
101
  annotate=False,annotate_value=False, \
100
- printout=False,source='auto', \
101
102
  mark_top=False,mark_bottom=False,mark_end=False, \
102
- ticker_type='auto'):
103
+
104
+ printout=False,source='auto', \
105
+ ticker_type='auto', \
106
+ facecolor='whitesmoke'):
103
107
 
104
108
  """
105
109
  功能：组合指令，分析证券指标走势，支持多个证券、多个指标和多种绘图方式。
@@ -205,7 +209,8 @@ def security_trend(ticker,indicator='Close', \
205
209
  fromdate=date_adjust(todate,adjust=-60)
206
210
  if not isinstance(mav,list):
207
211
  mav=[mav]
208
- df=candlestick(stkcd=tickers[0],fromdate=fromdate,todate=todate,mav=mav,ticker_type=ticker_type)
212
+ df=candlestick(stkcd=tickers[0],fromdate=fromdate,todate=todate,mav=mav, \
213
+ ticker_type=ticker_type,facecolor=facecolor)
209
214
  return df
210
215
 
211
216
  if kline and kline_demo:
@@ -216,30 +221,31 @@ def security_trend(ticker,indicator='Close', \
216
221
  if start in ['default']:
217
222
  fromdate=date_adjust(todate,adjust=-7)
218
223
 
219
- df=candlestick_demo(tickers[0],fromdate=fromdate,todate=todate,ticker_type=ticker_type)
224
+ df=candlestick_demo(tickers[0],fromdate=fromdate,todate=todate, \
225
+ ticker_type=ticker_type,facecolor=facecolor)
220
226
  return df
221
227
 
222
228
  # 处理股票分红和股票分拆：需要访问雅虎财经=====================================
223
- if stock_dividend:
229
+ if dividend:
224
230
  if portfolio_flag:
225
- print(" #Warning(security_trend): ticker of or with portfolio does not support for stock dividend")
231
+ print(" #Warning(security_trend): investment portfolio does not support for stock dividend")
226
232
  return None
227
233
 
228
234
  if start in ['default']:
229
235
  fromdate=date_adjust(todate,adjust=-365*5)
230
- print(" #Notice: try to access Yahoo for stock dividend info ...")
231
- df=stock_dividend(ticker=tickers[0],fromdate=fromdate,todate=todate)
236
+ print(" #Notice: try to access Yahoo for stock dividend ...")
237
+ df=stock_dividend(ticker=tickers[0],fromdate=fromdate,todate=todate,facecolor=facecolor)
232
238
  return df
233
239
 
234
- if stock_split:
240
+ if split:
235
241
  if portfolio_flag:
236
- print(" #Warning(security_trend): ticker of or with portfolio does not support for stock split")
242
+ print(" #Warning(security_trend): investment portfolio does not support for stock split")
237
243
  return None
238
244
 
239
245
  if start in ['default']:
240
246
  fromdate=date_adjust(todate,adjust=-365*5)
241
- print(" #Notice: try to access Yahoo for stock split info ...")
242
- df=stock_split(ticker=tickers[0],fromdate=fromdate,todate=todate)
247
+ print(" #Notice: try to access Yahoo for stock split ...")
248
+ df=stock_split(ticker=tickers[0],fromdate=fromdate,todate=todate,facecolor=facecolor)
243
249
  return df
244
250
 
245
251
 
@@ -354,7 +360,8 @@ def security_trend(ticker,indicator='Close', \
354
360
  datatag=datatag,power=power,graph=graph, \
355
361
  source=source, \
356
362
  mark_top=mark_top,mark_bottom=mark_bottom, \
357
- mark_end=mark_end,ticker_type=ticker_type)
363
+ mark_end=mark_end,ticker_type=ticker_type, \
364
+ facecolor=facecolor)
358
365
  return df
359
366
 
360
367
  # 情形2：单个证券，两个普通指标，twinx==True =================================
@@ -362,7 +369,7 @@ def security_trend(ticker,indicator='Close', \
362
369
  df=compare_security(tickers=tickers[0],measures=measures[:2], \
363
370
  fromdate=fromdate,todate=todate,twinx=twinx, \
364
371
  loc1=loc1,loc2=loc2,graph=graph,source=source, \
365
- ticker_type=ticker_type)
372
+ ticker_type=ticker_type,facecolor=facecolor)
366
373
  return df
367
374
 
368
375
  # 情形3：单个证券，两个及以上普通指标=========================================
@@ -374,7 +381,7 @@ def security_trend(ticker,indicator='Close', \
374
381
  annotate=annotate,annotate_value=annotate_value, \
375
382
  source=source,
376
383
  mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
377
- ticker_type=ticker_type)
384
+ ticker_type=ticker_type,facecolor=facecolor)
378
385
  return df
379
386
 
380
387
  # 情形4：两个证券，取第一个普通指标，twinx==True =============================
@@ -382,7 +389,7 @@ def security_trend(ticker,indicator='Close', \
382
389
  df=compare_security(tickers=tickers,measures=measures[0], \
383
390
  fromdate=fromdate,todate=todate,twinx=twinx, \
384
391
  loc1=loc1,loc2=loc2,graph=graph,source=source, \
385
- ticker_type=ticker_type)
392
+ ticker_type=ticker_type,facecolor=facecolor)
386
393
  return df
387
394
 
388
395
  # 情形5：两个及以上证券，取第一个普通指标=====================================
@@ -403,7 +410,7 @@ def security_trend(ticker,indicator='Close', \
403
410
 
404
411
  if ((ticker_num == 2 and not twinx) or ticker_num > 2) and indicator_group1:
405
412
  df=compare_msecurity(tickers=tickers,measure=measures[0], \
406
- start=fromdate,end=todate, \
413
+ start=fromdate,end=todate, \
407
414
  axhline_value=axhline_value,axhline_label=axhline_label, \
408
415
  preprocess=preprocess,linewidth=linewidth, \
409
416
  scaling_option=scaling_option, \
@@ -412,7 +419,7 @@ def security_trend(ticker,indicator='Close', \
412
419
  smooth=smooth, \
413
420
  source=source, \
414
421
  mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
415
- ticker_type=ticker_type)
422
+ ticker_type=ticker_type,facecolor=facecolor)
416
423
  return df
417
424
 
418
425
  # 情形6：单个或多个证券，单个或多个RAR指标，支持投资组合=======================
@@ -423,16 +430,21 @@ def security_trend(ticker,indicator='Close', \
423
430
  graph=graph,axhline_value=0,axhline_label='', \
424
431
  printout=printout, \
425
432
  sortby=sortby,trailing=trailing,trend_threshhold=trend_threshhold, \
426
- annotate=annotate,mktidx=market_index,source=source, \
427
- ticker_type=ticker_type)
433
+ annotate=annotate,annotate_value=annotate_value, \
434
+ mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
435
+ mktidx=market_index,source=source, \
436
+ ticker_type=ticker_type,facecolor=facecolor)
428
437
  return df
429
438
 
430
439
  # 情形7：单个或多个证券，CAPM贝塔系数=========================================
431
440
  if indicator_group4:
432
441
  df=compare_beta_security(ticker=tickers,start=fromdate,end=todate, \
433
442
  RF=RF,regression_period=regression_period, \
434
- graph=graph,annotate=annotate, \
435
- mktidx=market_index,source=source,ticker_type=ticker_type)
443
+ graph=graph,facecolor=facecolor, \
444
+ annotate=annotate,annotate_value=annotate_value, \
445
+ mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
446
+ mktidx=market_index,source=source, \
447
+ ticker_type=ticker_type)
436
448
 
437
449
  return df
438
450
 
@@ -442,7 +454,9 @@ def security_trend(ticker,indicator='Close', \
442
454
  df=security_valuation(tickers=tickers,indicators=measures,start=fromdate,end=todate, \
443
455
  preprocess=preprocess,scaling_option=scaling_option, \
444
456
  twinx=twinx,loc1=loc1,loc2=loc2, \
445
- graph=graph,annotate=annotate)
457
+ graph=graph,facecolor=facecolor, \
458
+ annotate=annotate,annotate_value=annotate_value, \
459
+ mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end)
446
460
  return df
447
461
 
448
462
  # 其他未预料情形