siat 3.0.2__py3-none-any.whl → 3.0.4__py3-none-any.whl

siat/assets_liquidity.py

@@ -19,6 +19,7 @@ from siat.common import *
 from siat.translate import *
 from siat.grafix import *
 from siat.security_prices import *
+from siat.security_price2 import *
 #==============================================================================
 import matplotlib.pyplot as plt
 

siat/beta_adjustment.py

@@ -13,6 +13,7 @@ from siat.common import *
 from siat.translate import *
 from siat.grafix import *
 from siat.security_prices import *
+from siat.security_price2 import *
 #==============================================================================
 import matplotlib.pyplot as plt
 
@@ -223,6 +224,8 @@ def draw2_betas(model,scope,ticker,betas):
     plt.ylabel("贝塔系数",fontsize=12,fontweight='bold')
     
     plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gca().set_facecolor('whitesmoke')
+    
     #plt.xticks(rotation=30)
     plt.legend(loc='best')    
     
@@ -700,6 +703,8 @@ def get_beta_hamada(stkcd,mktidx,yearlist,printout=True,graph=True):
         #样式：bmh(好),classic,ggplot(好，图大)，tableau-colorblind10，
         #样式：seaborn-bright，seaborn-poster，seaborn-whitegrid
         plt.style.use('bmh')
+        
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()         
 
     return betas
@@ -743,6 +748,8 @@ def draw_hamada_factors(stkcd,mktidx,betas):
             "\n(Benchmark on Market Index "+mktidx+")"
     plt.title(title1,fontsize=12,fontweight='bold')
     plt.style.use('ggplot')
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()     
     
     return
@@ -862,6 +869,7 @@ def get_beta_hamada2(stkcd,mktidx,printout=True,graph=True):
         #样式：seaborn-bright，seaborn-poster，seaborn-whitegrid
         plt.style.use('bmh')
         plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+        plt.gca().set_facecolor('whitesmoke')
         plt.legend(loc='best')
         plt.show(); plt.close()
         

siat/beta_adjustment_china.py

@@ -13,6 +13,7 @@ from siat.common import *
 from siat.translate import *
 from siat.grafix import *
 from siat.security_prices import *
+from siat.security_price2 import *
 from siat.beta_adjustment import *
 #==============================================================================
 import matplotlib.pyplot as plt
@@ -324,6 +325,8 @@ def get_beta_hamada_china_v0(stkcd,mktidx,start,end,printout=True,graph=True):
         plt.style.use('bmh')
         plt.legend(loc='best')
         plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+        plt.gca().set_facecolor('whitesmoke')
+        
         #plt.xticks(rotation=30)
         plt.show()         
 
@@ -363,6 +366,8 @@ def draw_hamada_factors_china(stkcd,mktidx,betas):
             "\n(基于"+ticker_name(mktidx)+")"
     plt.title(title1,fontsize=12,fontweight='bold')
     plt.style.use('ggplot')
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()     
     
     return

siat/bond.py

@@ -1140,6 +1140,7 @@ def bond_malkiel1(aytm,yper,c,fv=100,mterm=1, \
     #plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
     plt.xticks(rotation=30)
     
+    plt.gca().set_facecolor('whitesmoke')
     plt.show(); plt.close()
     
     return    
@@ -1238,6 +1239,7 @@ def bond_malkiel2(aytm,yper,c,fv=100,mterm=1, \
     #plt.tick_params(labelsize=11)
     plt.xticks(rotation=30)
     
+    plt.gca().set_facecolor('whitesmoke')
     plt.show(); plt.close()
     
     return    
@@ -1333,6 +1335,8 @@ def bond_malkiel3(aytm,yper,c,fv=100,mterm=1):
         titletxt="Malkiel\'s Law 3: Relationship btw Time to Maturity & Bond Price Change Speed"
 
     plt.title(titletxt, fontsize=title_txt_size,fontweight='bold')
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show(); plt.close()
     
     return    
@@ -1446,6 +1450,8 @@ def bond_malkiel4(aytm,yper,c,fv=100,mterm=1, \
     #plt.tick_params(labelsize=11)
     plt.xticks(rotation=30)
     plt.title(titletxt,fontsize=title_txt_size,fontweight='bold')
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show(); plt.close()
     
     return    
@@ -1542,6 +1548,8 @@ def bond_malkiel5(aytm,yper,c,fv=100,mterm=1, \
     #plt.tick_params(labelsize=11)
     plt.xticks(rotation=30)
     plt.title(titletxt,fontsize=title_txt_size,fontweight='bold')
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show(); plt.close()
     
     return 
@@ -2177,6 +2185,8 @@ def kpmg_rnpm1_cr(k1,theta,i1, \
     plt.title(titletxt,fontsize=title_txt_size,fontweight='bold')
     
     plt.xticks(rotation=30)
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show(); plt.close()    
     
     return df
@@ -2280,6 +2290,8 @@ def kpmg_rnpm1_rf(k1,theta,i1, \
     plt.title(titletxt,fontsize=title_txt_size,fontweight='bold')
     
     plt.xticks(rotation=30)
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show(); plt.close()    
     
     return df
@@ -2372,6 +2384,8 @@ def kpmg_rnpm1_rrd(k1,theta,i1, \
     plt.title(titletxt,fontsize=title_txt_size,fontweight='bold')
     
     plt.xticks(rotation=30)
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show(); plt.close()    
     
     return df

siat/bond_base.py

@@ -976,7 +976,8 @@ def macaulay_theorem(
     plt.title(titletxt,fontsize=title_txt_size,fontweight='bold')
     plt.xlabel(footnote,fontsize=xlabel_txt_size)    
     plt.xticks(rotation=30)
-        
+
+    plt.gca().set_facecolor('whitesmoke')        
     plt.show(); plt.close()
     
     return df

siat/bond_china.py

@@ -25,6 +25,7 @@ from siat.bond_base import *
 from siat.bond import *
 from siat.stock import *
 from siat.security_prices import *
+from siat.security_price2 import *
 #==============================================================================
 import matplotlib.pyplot as plt
 plt.rcParams['figure.figsize']=(12.8,7.2)

siat/capm_beta.py

@@ -18,6 +18,7 @@ import warnings; warnings.filterwarnings('ignore')
 from siat.common import *
 from siat.translate import *
 from siat.security_prices import *
+from siat.security_price2 import *
 #==============================================================================
 import matplotlib.pyplot as plt
 
@@ -249,6 +250,8 @@ def plot_trend(titletxt,footnotetxt,df,power=1,axhline_value=1,axhline_label='')
     plt.legend(loc='best')
     plt.title(titletxt)
     plt.xlabel(footnotetxt)
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
     
     return
@@ -738,6 +741,8 @@ def compare2_betas_yearly(ticker1,ticker2,mktidx,yearlist):
     
     import datetime; today = datetime.date.today()
     plt.xlabel("数据来源：新浪/stooq/fred，基于"+ticker_name(mktidx)+'，'+str(today))
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
     
     return  betas1,betas2  

siat/capm_beta2.py

@@ -20,6 +20,7 @@ import warnings; warnings.filterwarnings('ignore')
 from siat.common import *
 from siat.translate import *
 from siat.security_prices import *
+from siat.security_price2 import *
 from siat.grafix import *
 
 import pandas as pd

siat/common.py

@@ -1758,6 +1758,8 @@ def df_corr(df,fontsize=20):
     footnote2="统计日期："+str(stoday)
     #plt.xlabel(footnote1+footnote2)
     #plt.xticks(rotation=30); plt.yticks(rotation=0) 
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
 
     return    

siat/compare_cross.py

@@ -20,6 +20,7 @@ import warnings; warnings.filterwarnings('ignore')
 from siat.common import *
 from siat.translate import *
 from siat.security_prices import *
+from siat.security_price2 import *
 from siat.transaction import *
 from siat.risk_adjusted_return import *
 from siat.sector_china import *

siat/cryptocurrency.py

@@ -200,6 +200,8 @@ def compCrypto_Price(product1,product2,days=30):
     plt.ylabel("收盘价")
     plt.xticks(rotation=30)
     plt.legend(loc='best')
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
     
     return    
@@ -249,6 +251,8 @@ def compCrypto_Return(product1,product2,days=30):
     plt.ylabel("资本利得%")
     plt.xticks(rotation=30)
     plt.legend(loc='best')
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
     
     return    

siat/fama_french.py

@@ -11,6 +11,7 @@ import warnings; warnings.filterwarnings('ignore')
 from siat.common import *
 from siat.translate import *
 from siat.security_prices import *
+from siat.security_price2 import *
 #==============================================================================
 import matplotlib.pyplot as plt
 
@@ -486,7 +487,9 @@ def draw1_ff_factors(model,scope,factors,factor_type):
         plt.title(title1,fontsize=12,fontweight='bold')
         plt.ylabel('Mkt-RF',fontsize=12,fontweight='bold')
         plt.xticks(factors.index,fontsize=8,rotation=30)
-        plt.legend(loc='best')    
+        plt.legend(loc='best')  
+        
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()   
         
     if factor_type in ['SMB']:            
@@ -503,6 +506,8 @@ def draw1_ff_factors(model,scope,factors,factor_type):
         plt.ylabel('SMB',fontsize=12,fontweight='bold')
         plt.xticks(factors.index,fontsize=8,rotation=30)
         plt.legend(loc='best')
+        
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()   
 
     if factor_type in ['HML']:     
@@ -519,6 +524,8 @@ def draw1_ff_factors(model,scope,factors,factor_type):
         plt.ylabel('HML',fontsize=12,fontweight='bold')
         plt.xticks(factors.index,fontsize=8,rotation=30)
         plt.legend(loc='best')
+        
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()   
 
     if factor_type in ['RF']:      
@@ -534,6 +541,8 @@ def draw1_ff_factors(model,scope,factors,factor_type):
         plt.ylabel('RF %',fontsize=12,fontweight='bold')
         plt.xticks(factors.index,fontsize=8,rotation=30)
         plt.legend(loc='best')
+        
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()  
 
     if factor_type in ['MOM']:         
@@ -550,6 +559,8 @@ def draw1_ff_factors(model,scope,factors,factor_type):
         plt.ylabel('Mom',fontsize=12,fontweight='bold')
         plt.xticks(factors.index,fontsize=8)
         plt.legend(loc='best')
+        
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()  
 
 
@@ -567,6 +578,8 @@ def draw1_ff_factors(model,scope,factors,factor_type):
         plt.ylabel('RMW',fontsize=12,fontweight='bold')
         plt.xticks(factors.index,fontsize=8)
         plt.legend(loc='best')
+        
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()  
 
     if factor_type in ['CMA']:          
@@ -583,6 +596,8 @@ def draw1_ff_factors(model,scope,factors,factor_type):
         plt.ylabel('CMA',fontsize=12,fontweight='bold')
         plt.xticks(factors.index,fontsize=8)
         plt.legend(loc='best')
+        
+        plt.gca().set_facecolor('whitesmoke')
         plt.show() 
     
     return
@@ -634,7 +649,9 @@ def draw2_ff_factors(model,scope1,scope2,factors1,factors2,factor_type):
     title1="\n"+model+": "+scope1+" vs. "+scope2+", "+" Factor "+factor_type
     plt.title(title1,fontsize=12,fontweight='bold')
     plt.ylabel(factor_type,fontsize=12,fontweight='bold')
-    plt.legend(loc='best')    
+    plt.legend(loc='best')  
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()       
     
     return

siat/financial_base.py

@@ -21,6 +21,7 @@ import warnings; warnings.filterwarnings('ignore')
 from siat.common import *
 from siat.translate import *
 from siat.security_prices import *
+from siat.security_price2 import *
 #==============================================================================
 #本模块直接使用爬虫抓取雅虎财经
 #==============================================================================

siat/financials.py

@@ -1990,6 +1990,8 @@ def compare_dupont(tickerlist,fsdate='latest',scale1 = 10,scale2 = 10,hatchlist=
     else:
         plt.title(texttranslate("杜邦分析对比图"),fontsize=title_txt_size,fontweight='bold')
     plt.xlim([min(tick_pos)-w,max(tick_pos)+w])
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()    
     
     #设置打印对齐

siat/financials2.py

@@ -909,6 +909,8 @@ def fs_analysis(tickers,fsdates=[],analysis_type='balance sheet', \
         plt.legend(loc='best',fontsize=10)
         plt.title("Dupont Identity Analysis")
         plt.xlim([min(tick_pos)-w,max(tick_pos)+w])
+        
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()    
         
         if printout:

siat/financials_china.py

@@ -764,6 +764,8 @@ def compare_dupont_china(tickerlist,fsdate='latest',scale1 = 10,scale2 = 10, \
     plt.legend(loc='best')
     plt.title("杜邦分析对比图")
     plt.xlim([min(tick_pos)-w,max(tick_pos)+w])
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()    
     
     if printout:

siat/grafix.py

@@ -30,6 +30,11 @@ plt.rcParams['font.size'] = 13
 plt.rcParams['xtick.labelsize']=11 #横轴字体大小
 plt.rcParams['ytick.labelsize']=11 #纵轴字体大小
 
+plt.rcParams['figure.facecolor']='whitesmoke' #背景颜色
+#plt.rcParams['axes.facecolor']='whitesmoke' #背景颜色
+#plt.figure(facecolor='whitesmoke')
+
+
 title_txt_size=16
 ylabel_txt_size=12
 xlabel_txt_size=12
@@ -41,7 +46,7 @@ plt.rcParams['axes.grid']=False
 #plt.rcParams['grid.color']='steelblue'
 #plt.rcParams['grid.linestyle']='dashed'
 #plt.rcParams['grid.linewidth']=0.5
-#plt.rcParams['axes.facecolor']='whitesmoke'
+
 
 #设置刻度线风格：in，out，inout
 plt.rcParams['xtick.direction'] = 'in'  # 将x轴的刻度线方向设置向内
@@ -262,6 +267,7 @@ def plot_line(df0,colname,collabel,ylabeltxt,titletxt,footnote,datatag=False, \
             plt.legend(loc=loc,fontsize=legend_txt_size)
 
     plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gca().set_facecolor('whitesmoke')
     
     if '基金' in titletxt and '收盘价' in ylabeltxt:
         ylabeltxt=ylabeltxt.replace('收盘价','单位净值')
@@ -520,6 +526,7 @@ def plot_line2_coaxial(df01,ticker1,colname1,label1, \
     # 同轴绘图时，loc1/loc2未用上！
     plt.legend(loc=loc1,fontsize=legend_txt_size)
     plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gca().set_facecolor('whitesmoke')
     
     plt.ylabel(ylabeltxt,fontsize=ylabel_txt_size)
     plt.xlabel(footnote,fontsize=xlabel_txt_size)
@@ -703,6 +710,7 @@ def plot_line2_coaxial2(df01,ticker1,colname1,label1, \
     # 同轴绘图时，loc1/loc2未用上！
     plt.legend(loc=loc1,fontsize=legend_txt_size)
     plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gca().set_facecolor('whitesmoke')
     
     plt.ylabel(ylabeltxt,fontsize=ylabel_txt_size)
     plt.xlabel(footnote,fontsize=xlabel_txt_size)
@@ -851,6 +859,7 @@ def plot_line2_twinx(df01,ticker1,colname1,label1, \
     
     #自动优化x轴标签
     plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gca().set_facecolor('whitesmoke')
     
     plt.title(titletxt,fontweight='bold',fontsize=title_txt_size)
     plt.show()
@@ -1040,6 +1049,7 @@ def plot_line2_twinx2(df01,ticker1,colname1,label1, \
     #格式化时间轴标注
     #plt.gca().xaxis.set_major_formatter(mdate.DateFormatter('%y-%m-%d')) 
     plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gca().set_facecolor('whitesmoke')
     
     plt.title(titletxt,fontweight='bold',fontsize=title_txt_size)
     plt.show()
@@ -1244,6 +1254,7 @@ def draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
     #图示标题
     plt.title(title_txt,fontweight='bold',fontsize=title_txt_size)
     plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gca().set_facecolor('whitesmoke')
     
     # 若不绘制annotate，则绘制图例
     if not annotate:
@@ -1436,6 +1447,7 @@ def draw_lines2(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
     #图示标题
     plt.title(title_txt,fontweight='bold',fontsize=title_txt_size)
     plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gca().set_facecolor('whitesmoke')
     
     if not annotate:
         plt.legend(loc=loc,fontsize=legend_txt_size)
@@ -1505,6 +1517,7 @@ def plot_barh(df,colname,titletxt,footnote,datatag=True, \
     yticknames=list(df.index)
     plt.yticks(df.index,yticknames)
 
+    plt.gca().set_facecolor('whitesmoke')
     plt.show(); plt.close()
     
     return
@@ -1658,7 +1671,9 @@ def plot_2lines(df01,colname1,label1, \
     plt.ylabel(ylabeltxt,fontsize=ylabel_txt_size)
     plt.xlabel(footnote,fontsize=xlabel_txt_size)
     plt.legend(loc='best',fontsize=legend_txt_size)
+    
     plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gca().set_facecolor('whitesmoke')
     
     plt.show()
     
@@ -1898,6 +1913,9 @@ def plot_norm(mu,sd,graph='pdf',obs_num=100):
     plt.tight_layout()
     #plt.grid() #网格
     plt.legend(loc='best',fontsize=legend_txt_size)
+    
+    plt.gca().set_facecolor('whitesmoke')
+    
     plt.show() #显示图形
     
     return
@@ -2012,6 +2030,8 @@ def pandas2plttable(df,titletxt,firstColSpecial=True,colWidth=0.1,tabScale=2,cel
     else:
         plt.title(titletxt,fontweight='bold',fontsize=title_txt_size,x=title_x)
     
+    plt.gca().set_facecolor('whitesmoke')
+    
     plt.show()
 
     return
@@ -2087,6 +2107,8 @@ def pandas2plttable2(df,titletxt,firstColSpecial=True,cellLoc='right'):
     
     plt.title(titletxt)
     
+    plt.gca().set_facecolor('whitesmoke')
+    
     plt.show()
 
     return

siat/holding_risk.py

@@ -18,6 +18,7 @@ import warnings; warnings.filterwarnings("ignore")
 from siat.common import *
 from siat.translate import *
 from siat.security_prices import *
+from siat.security_price2 import *
 #==============================================================================
 import matplotlib.pyplot as plt
 
@@ -847,6 +848,8 @@ def portfolio_rets_curve(portfolio,fromdate,todate):
                 '，样本数量'+str(num)+'个'
     titletxt=titletxt1+titletxt2+titletxt3+titletxt4
     plt.title(titletxt)
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
 
     return

siat/market_china.py

@@ -22,7 +22,7 @@ from siat.common import *
 from siat.translate import *
 from siat.grafix import *
 from siat.security_prices import *
-
+from siat.security_price2 import *
 #==============================================================================
 import matplotlib.pyplot as plt
 

siat/markowitz.py

@@ -20,6 +20,7 @@ import warnings; warnings.filterwarnings("ignore")
 from siat.common import *
 from siat.translate import *
 from siat.security_prices import *
+from siat.security_price2 import *
 from siat.fama_french import *
 
 import pandas as pd
@@ -187,6 +188,8 @@ def cumulative_returns_plot(retgroup,name_list="",titletxt="投资组合策略
     plt.axhline(y=0,ls=":",c="red")
     plt.legend(loc='best')
     plt.title(titletxt); plt.ylabel(ylabeltxt); plt.xlabel(xlabeltxt)
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
     
     return
@@ -238,7 +241,7 @@ def portfolio_cumret(portfolio,thedate,pastyears=1, \
                      rate_period='1Y',rate_type='shibor',RF=False, \
                          printout=True,graph=True):
     """
-    功能：绘制投资组合的累计收益率趋势图，并与等权和市值加权组合比较
+    功能：绘制投资组合的累计收益率趋势图，并与等权和期间内资金量加权组合比较
     注意：中国部分历史区段的treasury历史可能无法取得；
     无论是shibor还是treasury的近期利率均可能空缺，只能以最近期的数值填补
     """
@@ -350,6 +353,8 @@ def portfolio_cumret(portfolio,thedate,pastyears=1, \
         stoday = datetime.date.today()
         plt.xlabel(source_txt+str(stoday))
         plt.legend()
+        
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()
     #..........................................................................
     
@@ -379,7 +384,7 @@ def portfolio_cumret(portfolio,thedate,pastyears=1, \
     StockReturns['Portfolio_EW']=stock_return.mul(portfolio_weights_ew,axis=1).sum(axis=1)
     #..........................................................................
     
-    # 创建流动性组合：按照成交金额计算流动性
+    # 创建资金量加权组合：按照成交金额计算期间内资金量均值
     tamount=prices['Close']*prices['Volume']
     tamountlist=tamount.mean(axis=0)    #求列的均值
     tamountlist_array = np.array(tamountlist)
@@ -392,11 +397,11 @@ def portfolio_cumret(portfolio,thedate,pastyears=1, \
     if lang == 'Chinese':
         title_txt="投资组合策略：业绩对比"
         Portfolio_EW_txt="等权重策略"
-        Portfolio_LW_txt="流动性策略"
+        Portfolio_LW_txt="资金量加权策略"
     else:
         title_txt="Investment Portfolio Strategies: Performance Comparison"
         Portfolio_EW_txt="Equal-weight"
-        Portfolio_LW_txt="OMCap"
+        Portfolio_LW_txt="Amount-weight"
     
     name_list=['Portfolio', 'Portfolio_EW', 'Portfolio_LW']
     label_list=[pname, Portfolio_EW_txt, Portfolio_LW_txt]
@@ -438,7 +443,7 @@ if __name__=='__main__':
 def portfolio_expret(portfolio,today,pastyears=1, \
                      rate_period='1Y',rate_type='shibor',RF=False,printout=True,graph=True):
     """
-    功能：绘制投资组合的持有期收益率趋势图，并与等权和市值加权组合比较
+    功能：绘制投资组合的持有期收益率趋势图，并与等权和期间内资金量加权组合比较
     套壳原来的portfolio_cumret函数，以维持兼容性
     expret: expanding return，以维持与前述章节名词的一致性
     hpr: holding period return, 持有（期）收益率
@@ -492,6 +497,8 @@ def portfolio_corr(pf_info):
     footnote2="\n来源：Sina/EM/stooq，"+str(stoday)
     plt.xlabel(footnote1+footnote2)
     plt.xticks(rotation=90); plt.yticks(rotation=0) 
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
 
     return    
@@ -535,6 +542,8 @@ def portfolio_covar(pf_info):
     plt.xlabel(footnote1+footnote2)
     plt.xticks(rotation=90)
     plt.yticks(rotation=0) 
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
 
     return 
@@ -588,7 +597,7 @@ def portfolio_expectation_universal(pname,member_returns,portfolio_weights,membe
     portfolio_values=member_prices.mul(portfolio_weights_1,axis=1).sum(axis=1)
     portfolio_value_thedate=portfolio_values[-1:].values[0]
 
-    #计算年化收益率：按列求均值
+    #计算年化收益率：按列求均值，需要有选项：滚动的年化收益率或月度收益率？
     mean_return=preturns['Portfolio'].mean(axis=0)
     annual_return = (1 + mean_return)**252 - 1
     
@@ -921,7 +930,7 @@ def portfolio_es(pf_info,simulation=50000):
     功能：基于随机数，生成大量可能的投资组合，计算各个投资组合的年均收益率和标准差，绘制投资组合的可行集
     """
     [[portfolio,thedate,stock_return,_,_],_]=pf_info
-    pname=pname=portfolio_name(portfolio)
+    pname=portfolio_name(portfolio)
     _,_,tickerlist,_=decompose_portfolio(portfolio)
     
     #取出观察期
@@ -931,14 +940,14 @@ def portfolio_es(pf_info,simulation=50000):
     #获得成份股个数
     numstocks=len(tickerlist)
 
-    # 设置空的numpy数组，用于存储每次模拟得到的成份股权重、组合的收益率和标准差
+    # 设置空的numpy数组，用于存储每次模拟得到的成份股权重、投资组合的收益率和标准差
     import numpy as np
     random_p = np.empty((simulation,numstocks+2))
     # 设置随机数种子，这里是为了结果可重复
     np.random.seed(RANDOM_SEED)
 
     # 循环模拟n次随机的投资组合
-    print("\n  Calculating possible portfolio combinations, please wait ...")    
+    print("\n  Calculating portfolio efficient set, please wait ...")    
     for i in range(simulation):
         # 生成numstocks个随机数，并归一化，得到一组随机的权重数据
         random9 = np.random.random(numstocks)
@@ -1006,6 +1015,7 @@ def portfolio_es(pf_info,simulation=50000):
     
     plt.xlabel(footnote1+footnote2+footnote3+footnote4,fontsize=xlabel_txt_size)
     
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
 
     return [pf_info,RandomPortfolios]
@@ -1485,6 +1495,8 @@ def RandomPortfolios_plot(RandomPortfolios,col_x,col_y,colorbartxt,title_ext, \
     plt.scatter(lorisk_x, lorisk_y, color='red',marker='8',s=150,label=name_lorisk)
     
     plt.legend(loc='best')
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
     
     return
@@ -1502,10 +1514,10 @@ def cvt_portfolio_name(pname,portfolio_returns):
 
     lang=check_language()
     if lang == "Chinese":
-        pclist=[pname,'等权重组合','流动性组合','MSR组合','GMVS组合','MSO组合','GML组合', \
+        pclist=[pname,'等权重组合','资金量加权组合','MSR组合','GMVS组合','MSO组合','GML组合', \
                 'MAR组合','GMBA组合', 'MTR组合','GMBT组合']
     else:
-        pclist=[pname,'Equal-weight','OMCap','MSR','GMVS','MSO','GML', \
+        pclist=[pname,'Equal-weight','Amount-weight','MSR','GMVS','MSO','GML', \
                 'MAR','GMBA', 'MTR','GMBT']
         
     pecols=list(portfolio_returns)
@@ -2020,6 +2032,8 @@ def portfolio_ef_0(stocks,fromdate,todate):
     plt.figtext(x_left,y_left-0.05,' '+str(stocks))
     plt.figtext(x_left,y_left-0.1,'观察期间：'+str(fromdate)+'至'+str(todate))
     plt.plot(out_std,out_mean,color='r',ls=':',lw=4)
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()    
     
     return
@@ -2103,6 +2117,7 @@ def portfolio_ef(stocks,fromdate,todate):
     plt.plot(out_std_min,out_mean_min,'g*-',markersize=16,label='风险最低点')
     
     plt.legend(loc='best')
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()    
     
     return
@@ -2246,6 +2261,8 @@ def security_correlation(tickers,start,end,info_type='Close'):
     fontxlabel={'size':6}
     plt.xlabel(footnote1+footnote2+footnote3+footnote4,fontxlabel)
     #plt.xticks(rotation=45)
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
     
     return df_coor

siat/option_china.py

@@ -2316,6 +2316,7 @@ def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
     #use font size 14 for the bar labels, percentages, and legend, 图例颜色
     plt.legend(fontsize=16,loc=loc)
     
+    plt.gca().set_facecolor('whitesmoke')
     plt.show
     
     return df9
@@ -2582,6 +2583,8 @@ def fin_option_exercise_risk_sse(option,maturity,trade_date, \
     
     titletxt='上交所金融期权风险：'+option+'期权，股指点位对'+ylabeltxt+'的影响'
     plt.title(titletxt,fontweight='bold',fontsize=title_txt_size)
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
     plt.close()
     

siat/option_pricing.py

@@ -674,6 +674,8 @@ def bsm_maturity(S0,X,Dayrange,r0,sigma,Days1=0,div1=0,graph=True):
     #让横轴逆序从大到小显示，正常顺序为从小到大
     plt.gca().invert_xaxis()
     plt.legend()
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()    
     
     return

siat/risk_adjusted_return.py

@@ -20,6 +20,7 @@ import warnings; warnings.filterwarnings('ignore')
 from siat.common import *
 from siat.translate import *
 from siat.security_prices import *
+from siat.security_price2 import *
 from siat.fama_french import *
 from siat.grafix import *
 
@@ -496,6 +497,7 @@ def draw_rar_ratio(rars,portfolio,ratio_name):
     #plt.ylabel(ylabeltxt,fontsize=12)
     #plt.xticks(rotation=45,fontsize=9)
     plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gca().set_facecolor('whitesmoke')
     #plt.xticks(rotation=30,fontsize=8)
     plt.legend(loc='best') 
     
@@ -945,7 +947,10 @@ def plot_rar_monthly(portfolio,start,end,rar_type):
     titletxt="投资组合的风险调整收益"
     plt.title(titletxt)
     plt.ylabel('收益率(%)')
+    
     plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gca().set_facecolor('whitesmoke')
+    
     #plt.xticks(rotation=30)
     plt.legend(loc='best')
 
@@ -1032,7 +1037,10 @@ def plot_rar_annual(portfolio,start,end,rar_type):
     titletxt="投资组合的风险调整收益"
     plt.title(titletxt)
     plt.ylabel('收益率(%)')
+    
     plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gca().set_facecolor('whitesmoke')
+    
     #plt.xticks(rotation=45)
     plt.legend(loc='best')
     

siat/risk_evaluation.py

@@ -18,6 +18,7 @@ import warnings; warnings.filterwarnings("ignore")
 from siat.common import *
 from siat.translate import *
 from siat.security_prices import *
+from siat.security_price2 import *
 #==============================================================================
 import matplotlib.pyplot as plt
 
@@ -292,6 +293,8 @@ def series_VaR_normal_standard(ticker,shares,datelist, \
     import datetime as dt; today=dt.date.today()   
     footnote="数据来源：新浪/stooq，"+str(today)    
     plt.xlabel(footnote)
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()    
     
     plt.plot(result3['VaR比例%'],c='r',lw=2)  
@@ -301,6 +304,8 @@ def series_VaR_normal_standard(ticker,shares,datelist, \
     #plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
     plt.xticks(rotation=30)
     plt.xlabel(footnote)
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
     
     return result2
@@ -403,6 +408,8 @@ def compare_VaR_normal_standard(tickerlist,shares,datelist, \
     source="数据来源：新浪/stooq，"+str(today)   
     footnote=notes+'\n'+source
     plt.xlabel(footnote)    
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show() 
     
     for t in tickerlist:
@@ -430,6 +437,8 @@ def compare_VaR_normal_standard(tickerlist,shares,datelist, \
     plt.xticks(rotation=30)
     plt.legend(loc='best')
     plt.xlabel(footnote)
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show() 
 
     return 
@@ -588,14 +597,16 @@ def series_ES_normal_standard(ticker,shares,datelist, \
     plt.ylabel('ES金额')  
     plt.xticks(rotation=30)
     
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()    
     
-    plt.plot(result3['EES比例%'],c='r',lw=2)  
+    plt.plot(result3['ES比例%'],c='r',lw=2)  
     title2=ticker_name(ticker)+": ES比例的变化，持有"+str(future_days)+"天"
     plt.title(title2)
     plt.ylabel('ES比例%')  
     plt.xticks(rotation=30)
     
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
     
     return result2

siat/sector_china.py

@@ -2426,6 +2426,8 @@ def industry_correlation_sw(df,tickers,start,end, \
     
     fontxlabel={'size':corr_size}
     plt.xlabel(footnote1+footnote2+footnote3+footnote4,fontxlabel)
+    
+    plt.gca().set_facecolor('whitesmoke')
     plt.show()
     
     return df_coor

siat/security_trend.py

@@ -21,6 +21,7 @@ from siat.common import *
 from siat.translate import *
 from siat.stock import *
 from siat.security_prices import *
+from siat.security_price2 import *
 from siat.risk_adjusted_return import *
 from siat.valuation import *
 from siat.grafix import *

siat/security_trend2.py

@@ -21,6 +21,7 @@ from siat.common import *
 from siat.translate import *
 from siat.stock import *
 from siat.security_prices import *
+from siat.security_price2 import *
 from siat.capm_beta2 import *
 from siat.risk_adjusted_return2 import *
 from siat.valuation import *

siat/stock.py

@@ -766,7 +766,8 @@ def security_mindicators(ticker,measures,fromdate,todate, \
                          date_range=False,date_freq=False, \
                          annotate=False,annotate_value=False, \
                          source='auto', \
-                         mark_top=True,mark_bottom=True,ticker_type='auto'):
+                         mark_top=True,mark_bottom=True,mark_end=True, \
+                         ticker_type='auto'):
     """
     功能：单个证券，多个指标对比
     date_range=False：指定开始结束日期绘图
@@ -836,7 +837,7 @@ def security_mindicators(ticker,measures,fromdate,todate, \
                data_label=False,resample_freq='6H',smooth=smooth, \
                date_range=date_range,date_freq=date_freq,date_fmt='%Y-%m-%d', \
                annotate=annotate,annotate_value=annotate_value, \
-               mark_top=mark_top,mark_bottom=mark_bottom)
+               mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end)
 
     return df1
 
@@ -2107,7 +2108,9 @@ def candlestick_demo(stkcd,fromdate,todate, \
 
     plt.title(titletxt,fontsize=title_txt_size,fontweight='bold')
     plt.ylabel(price_txt,fontsize=ylabel_txt_size)
+    
     plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gca().set_facecolor('whitesmoke')
     #plt.xticks(rotation=30)        
     plt.legend(loc="best",fontsize=legend_txt_size)    
     plt.xlabel(source_txt+"sina/stooq/yahoo",fontsize=xlabel_txt_size)   

siat/stock_china.py

@@ -14,7 +14,7 @@ from siat.common import *
 from siat.translate import *
 from siat.grafix import *
 from siat.security_prices import *
-
+from siat.security_price2 import *
 #==============================================================================
 # 获得个股近一百个交易日的资金净流入数据
 #==============================================================================

siat/stock_profile.py

@@ -341,6 +341,8 @@ def ploth_sustainability(sustainability,option="ESG"):
             graf=plt.barh(s.index,s['ESGscore'],facecolor='b',height=0.6,alpha=0.8)
         else:
             graf=plt.barh(s.index,s['ESGscore'],facecolor='b',alpha=0.8)  
+            
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()
 
     if option=="EP":
@@ -358,6 +360,8 @@ def ploth_sustainability(sustainability,option="ESG"):
             graf=plt.barh(s.index,s['EPscore'],facecolor='g',height=0.6,alpha=0.8)  
         else:
             graf=plt.barh(s.index,s['EPscore'],facecolor='g',alpha=0.8)
+            
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()
 
     if option=="CSR":
@@ -375,6 +379,8 @@ def ploth_sustainability(sustainability,option="ESG"):
             graf=plt.barh(s.index,s['CSRscore'],facecolor='tan',height=0.6,alpha=0.8)
         else:
             graf=plt.barh(s.index,s['CSRscore'],facecolor='tan',alpha=0.8)  
+            
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()
 
     if option=="CG":
@@ -392,6 +398,8 @@ def ploth_sustainability(sustainability,option="ESG"):
             graf=plt.barh(s.index,s['CGscore'],facecolor='y',height=0.6,alpha=0.9)
         else:
             graf=plt.barh(s.index,s['CGscore'],facecolor='y',alpha=0.9)  
+            
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()
     
     #绘制分位数图     
@@ -411,6 +419,8 @@ def ploth_sustainability(sustainability,option="ESG"):
             graf=plt.barh(s.index,s['ESGpercentile'],facecolor='b',height=0.6,alpha=0.8)
         else:
             graf=plt.barh(s.index,s['ESGpercentile'],facecolor='b',alpha=0.8)  
+            
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()
 
     if option=="EP":
@@ -428,6 +438,8 @@ def ploth_sustainability(sustainability,option="ESG"):
             graf=plt.barh(s.index,s['EPpercentile'],facecolor='g',height=0.6,alpha=0.8)
         else:
             graf=plt.barh(s.index,s['EPpercentile'],facecolor='g',alpha=0.8)  
+            
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()
 
     if option=="CSR":
@@ -445,6 +457,8 @@ def ploth_sustainability(sustainability,option="ESG"):
             graf=plt.barh(s.index,s['CSRpercentile'],facecolor='tan',height=0.6,alpha=0.8)
         else:
             graf=plt.barh(s.index,s['CSRpercentile'],facecolor='tan',alpha=0.8)  
+            
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()
 
     if option=="CG":
@@ -461,7 +475,9 @@ def ploth_sustainability(sustainability,option="ESG"):
         if n < 6:
             graf=plt.barh(s.index,s['CGpercentile'],facecolor='y',height=0.6,alpha=0.9)
         else:
-            graf=plt.barh(s.index,s['CGpercentile'],facecolor='y',alpha=0.9)         
+            graf=plt.barh(s.index,s['CGpercentile'],facecolor='y',alpha=0.9)  
+            
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()
         
     return 
@@ -523,6 +539,8 @@ def plot_sustainability(sustainability,option="ESG"):
         titletxt="Corporate Sustainability Performance (ESG)"
         fonttitle={'family':'Times New Roman','weight':'normal','size':24}
         plt.title(titletxt,fonttitle) 
+        
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()
 
     if option=="EP":
@@ -545,6 +563,8 @@ def plot_sustainability(sustainability,option="ESG"):
         titletxt="Corporate Environment Protection Performance (EP)"
         fonttitle={'family':'Times New Roman','weight':'normal','size':22}
         plt.title(titletxt,fonttitle) 
+        
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()      
 
     if option=="CSR":
@@ -567,6 +587,8 @@ def plot_sustainability(sustainability,option="ESG"):
         titletxt="Corporate Social Responsibility Performance (CSR)"
         fonttitle={'family':'Times New Roman','weight':'normal','size':22}
         plt.title(titletxt,fonttitle) 
+        
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()  
 
     if option=="CG":
@@ -589,6 +611,8 @@ def plot_sustainability(sustainability,option="ESG"):
         titletxt="Corporate Governance Performance (CG)"
         fonttitle={'family':'Times New Roman','weight':'normal','size':24}
         plt.title(titletxt,fonttitle) 
+        
+        plt.gca().set_facecolor('whitesmoke')
         plt.show()  
        
     return 

siat/stock_technical.py

@@ -20,6 +20,7 @@ from siat.common import *
 from siat.translate import *
 from siat.grafix import *
 from siat.security_prices import *
+from siat.security_price2 import *
 from siat.stock import *
 from siat.valuation import *
 #==============================================================================
@@ -2630,7 +2631,11 @@ def security_technical2(ticker,start='default',end='default', \
     
     titletxt=ticker_name(ticker)+': '+tech_list[technical1]+technical1
     plt.title(titletxt,fontweight='bold',fontsize=title_txt_size)
+    
     plt.gcf().autofmt_xdate()
+    #plt.gca().set_facecolor('whitesmoke')
+    #plt.figure(facecolor='whitesmoke')
+    
     plt.show(); plt.close()
     
     return df

siat/transaction.py

@@ -20,6 +20,7 @@ from siat.common import *
 from siat.translate import *
 from siat.grafix import *
 from siat.security_prices import *
+from siat.security_price2 import *
 
 # 复制股票分析函数
 from siat.stock import *

siat/translate.py

@@ -3199,6 +3199,7 @@ def ticker1_name(ticker,ticker_type='auto'):
                 tname=df2[df2['基金代码']==symbol6]['基金简称'].values[0]
             except: pass  
             if tname != symbol: 
+                #注意：绘图时有基于‘基金’字符的判断，决定显示收盘价还是单位净值
                 if '基金' not in tname: tname=tname + '基金'
                 break
         

siat/valuation.py

@@ -21,6 +21,7 @@ from siat.common import *
 from siat.translate import *
 from siat.stock import *
 from siat.security_prices import *
+from siat.security_price2 import *
 from siat.sector_china import *
 from siat.valuation_china import *
 from siat.grafix import *

siat/valuation_china.py

@@ -16,6 +16,7 @@ from siat.common import *
 from siat.translate import *
 from siat.grafix import *
 from siat.security_prices import *
+from siat.security_price2 import *
 from siat.sector_china import *
 
 #==============================================================================

siat/var_model_validation.py

@@ -19,6 +19,7 @@ import warnings; warnings.filterwarnings("ignore")
 from siat.common import *
 from siat.translate import *
 from siat.security_prices import *
+from siat.security_price2 import *
 #==============================================================================
 #==============================================================================
 def calc_ret(price_series,groupsize=1):

{siat-3.0.2.dist-info → siat-3.0.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.0.2
+Version: 3.0.4
 Summary: Securities Investment Analysis Tools (siat)
 Home-page: https://pypi.org/project/siat/
 Author: Prof. WANG Dehong, International Business School, Beijing Foreign Studies University

{siat-3.0.2.dist-info → siat-3.0.4.dist-info}/RECORD

@@ -1,29 +1,29 @@
 siat/__init__.py,sha256=2c0GKq4KaxA0vfdvMeyCPiNR6wODmH6CGj8n5UDOywY,2182
 siat/allin.py,sha256=9fgRnER16lotAxUbiLMiOo0fZaNFLgUDUsUcHbZ3WG0,2676
 siat/alpha_vantage_test.py,sha256=tKr-vmuFH3CZAqwmISz6jzjPHzV1JJl3sPfZdz8aTfM,747
-siat/assets_liquidity.py,sha256=fvz5zWEnuBKBV8cfyZbgpS92z4vusSEXlzl3RooJnWw,28853
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 siat/assets_liquidity_test.py,sha256=UWk6HIUlizU7LQZ890fGx8LwU1jMMrIZswg8cFUJWZ8,1285
 siat/barrons_scraping_test.py,sha256=jSRVPxyYylcgG3fAsuqE-9WH3sDfJ3CdZUcU8VBVdoU,10110
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 siat/beta_adjustment_test.py,sha256=nBhvQQfqxooCHjy5hL0a8V0ZC58BjuCZVFpqpWpHeF0,2467
 siat/blockchain.py,sha256=awF3GDtlwaJhku0a2kLuXOS8d3IzkjR_RyzlZWvD3L4,6032
-siat/bond.py,sha256=Vqp0k1gNRjpQXMXREmelREySPAjCVWuQBVvLlKOv34o,103523
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 siat/bond_test.py,sha256=yUOFw7ddGU-kb1rJdnsjkJWziDNgUR7OLDA7F7Ub91A,5246
 siat/bond_zh_sina.py,sha256=26BohGcS120utwqg9dJvdGm5OkuNpNu5bco80uOuQpU,4423
-siat/capm_beta.py,sha256=pkeLvd0lfROICzvZKHUdyia9Cew-Nx6Xv7DQCkmApxY,28929
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 siat/capm_beta_test.py,sha256=ImR0c5mc4hIl714XmHztdl7qg8v1E2lycKyiqnFj6qs,1745
 siat/cmat_commons.py,sha256=Nj9Kf0alywaztVoMVeVVL_EZk5jRERJy8R8kBw88_Tg,38116
-siat/common.py,sha256=kk3VasbCEW8Fjq_cqO80z-9fmYQE0mvvNU2s-roQbGQ,133638
-siat/compare_cross.py,sha256=fkfvVvKgLFclkxfCt6xMvz0ZG5fy0BQ6tFmijWtesj8,24135
+siat/common.py,sha256=WXbUoK0p0CM6lX15y2FAcloy_fQCZNpUzqdfGRaXW8U,133687
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 siat/compare_cross_test.py,sha256=xra5XYmQGEtfIZL2h-GssdH2hLdFIhG3eoCrkDrL3gY,3473
 siat/concepts_iwencai.py,sha256=m1YEDtECRT6FqtzlKm91pt2I9d3Z_XoP59BtWdRdu8I,3061
 siat/concepts_kpl.py,sha256=SJ9UaJp5i79EXKZ3dPa_vBEoG_zgl1Ig5rZAm-ubgM4,4941
 siat/copyrights.py,sha256=YMLjZb328YpFMR-s_GUu0HBgeGce3pV7DgRut8S3I7w,690
-siat/cryptocurrency.py,sha256=Hzcyzkt6pQ7TkyfK9wG1L8TTTsxQeufBxtoruEzMEOM,27351
+siat/cryptocurrency.py,sha256=IjQTzqTkdp19aS0PrD15nU3-tfCJHyzt0oBd5nWvwk8,27449
 siat/cryptocurrency_test.py,sha256=3AikTNJ7j-HwLGLIYEfyXZ3bLVuLeru9mwiwHQi2SdA,2669
 siat/derivative.py,sha256=qV8n09799eqLc26ojR6vN5n_X-xd7rGwdYjgq-wBih8,41483
 siat/economy-20230125.py,sha256=vxZZlPnLkh7SpGMVEPLwxjt0yYLSVmdZrO-s2NYLyoM,73848
@@ -32,15 +32,15 @@ siat/economy_test.py,sha256=6vjNlPz7W125pJb7simCddobSEp3jmLIMvVkLRZ7zW8,13339
 siat/esg.py,sha256=PRgZo6rwlldAG9qNRnFWX0fnLdPHXIPVQOIFOJ2azmQ,19016
 siat/esg_test.py,sha256=Z9m6GUt8O7oHZSEG9aDYpGdvvrv2AiRJdHTiU6jqmZ0,2944
 siat/exchange_bond_china.pickle,sha256=mGy55toxgUrNL2rdf8lIVeSDz9wyHk6x7hierKxTklI,1255244
-siat/fama_french.py,sha256=fnTP9m2l86qy5ae497WN8EvaE1WuEUraP-yTEHNz17w,47532
+siat/fama_french.py,sha256=jZNadEB_DoNU3DFxropMtc4Sls_llAHDV45ZlHTQg-4,48012
 siat/fama_french_test.py,sha256=M4O23lBKsJxhWHRluwCb3l7HSEn3OFTjzGMpehcevRg,4678
-siat/financial_base.py,sha256=j961-1YS9qBl6LmOzI4gCOpdTmk0d1JgNXMzLmV-lrs,41062
+siat/financial_base.py,sha256=5u298_1OSlgLnDmhXxqvo4WgMM0JKSa_4jBYF-Ilx38,41097
 siat/financial_statements.py,sha256=Ek18eKHflxZ01evOIwnfH1KZ_M2g8Vr8SxkL1om-K7U,25391
 siat/financial_statements_test.py,sha256=FLhx8JD-tVVWSBGux6AMz1jioXX4U4bp9DmgFHYXb_w,716
-siat/financials.py,sha256=YDRpqcbGGs8WyVmcJwOucC8TbFQrKOdK-av6q5S_G-s,80409
+siat/financials.py,sha256=mbEZSNeHMMFcnPUryQWvdmNlWQvpnOG9eItgS7IVw3k,80458
 siat/financials2 - 副本.py,sha256=dKlNjIfKeoSy055fQ6E6TUj9HEoO5Ney9grD84J5kfk,14389
-siat/financials2.py,sha256=s3v12Fkcm6b5MqSlNcpjyDm_Bum87pbejnS3MbJgPJw,42275
-siat/financials_china.py,sha256=xsw0HgyzOfhbvn5ApF7_48jbI6aB6OwAe6ENo3Ys5Fo,186581
+siat/financials2.py,sha256=c5-QHu4VJn6f67mzX_t4cJc99rE3PmlChHC9VCNdYwY,42332
+siat/financials_china.py,sha256=pvTDcUJSWAokQXreMygiEgGFQFeypfLC3Antqv-HFqE,186630
 siat/financials_china2.py,sha256=SP_NtByR7Aew3DkU5mY5XkOCaQTayKdItm0NDrTed1k,74626
 siat/financials_china2_test.py,sha256=Erz5k4LyOplBBvYls2MypuqHpVNJ3daiLdyeJezNPu0,2722
 siat/financials_china2_test2.py,sha256=C8CuYTMHN4Mhp-sTu-Bmg0zMXRCaYV6ezGDoYartRYQ,3507
@@ -59,13 +59,13 @@ siat/future_china.py,sha256=F-HsIf2Op8Z22RzTjet1g8COzldgnMjFNSXsAkeGyWo,17595
 siat/future_china_test.py,sha256=BrSzmDVaOHki6rntOtosmRn-6dkfOBuLulJNqh7MOpc,1163
 siat/global_index_test.py,sha256=hnFp3wqqzzL-kAP8mgxDZ54Bd5Ijf6ENi5YJlGBgcXw,2402
 siat/google_authenticator.py,sha256=ZUbZR8OW0IAKDbcYtlqGqIpZdERpFor9NccFELxg9yI,1637
-siat/grafix.py,sha256=upA1x4YWkPmBikv6q455DQbnVgzSh0rAwsW5JaINd6E,81252
+siat/grafix.py,sha256=WjZkfjWZq6RnpchkfZlHZRvxshPbVCNva2xFNHA2ImA,81916
 siat/grafix_test.py,sha256=kXvcpLgQNO7wd30g_bWljLj5UH7bIVI0_dUtXbfiKR0,3150
-siat/holding_risk.py,sha256=Dh4zXEw-0hnbMNorbsRS142C8mUzq4NhFjYnauWu5tc,30548
+siat/holding_risk.py,sha256=X3vL_2rU0zpjiiRtStWxWOXZrAJ323huSsZK3jGgABc,30633
 siat/holding_risk_test.py,sha256=FRlw_9wFG98BYcg_cSj95HX5WZ1TvkGaOUdXD7-V86s,474
 siat/local_debug_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
-siat/market_china.py,sha256=pwCjEqkNAcOrs4Ba5DIQ5WgyAC73ntOi-d7Cb29wOWk,37849
-siat/markowitz.py,sha256=kklHLFaK7RJaOyFX2twbwI8snOoI4-9tnvtJkcgNWyc,96511
+siat/market_china.py,sha256=nabx24qm7N51OafTrwUw542pNeFJ3JaQ1wqyv-nLN5I,37883
+siat/markowitz.py,sha256=7ixvyzrC6beFPGuqMsgvHKBfYBmm57JTID8NctFw_c4,97115
 siat/markowitz_ccb_test.py,sha256=xBkkoaNHdq9KSUrNuHGgKTdNYUvgi84kNYcf719eoyE,1593
 siat/markowitz_ef_test.py,sha256=wjNlICkgRIqnonPeSIHo4Mu2GRtb9dr21wDt2kMNEcI,4032
 siat/markowitz_old.py,sha256=Lf7O_4QWT8RsdkHiUyc_7kKY3eZjKDtFR89Fz3pwYnY,33046
@@ -76,42 +76,42 @@ siat/markowitz_test2.py,sha256=FcVZqYU5va4567WGUVUJ7cMQdVbBGxeBAz82Y3BhCTI,2193
 siat/ml_cases.py,sha256=FYDk0O7l9hhHlbrlOVGgbH-h2DA503lhKFi9XugH1f0,86874
 siat/ml_cases_example.py,sha256=xRGb3YTQEDTOnaWNzZN_myU5umQnA2RdMNiPrxTmn9c,1673
 siat/ml_cases_example1.py,sha256=xRGb3YTQEDTOnaWNzZN_myU5umQnA2RdMNiPrxTmn9c,1673
-siat/option_china.py,sha256=CrNSpluHfJe92lj9vZYazIM-h1_o0MES43yLMN-zqSs,112723
+siat/option_china.py,sha256=6ucKhcBeWwwB_O7gg-ZtptPNmcXWKCkYK1_6xCyvzPU,112815
 siat/option_china_test.py,sha256=UQ-YUHUjoGBQyanLcM-yzqeEIUQP_gCQIeT0W6rnUnA,16355
-siat/option_pricing.py,sha256=ioJ6nI0hW6mTkvjv_GT-XcsOrFu5lGjCqth3GbYm2EM,70219
+siat/option_pricing.py,sha256=KQmdJ5gyOOLTRK4PRT8O8mOOWw3kCJSXAF4YttKCT3k,70268
 siat/option_pricing_test.py,sha256=eeorV5Ja5vjlRXnP6fWJHetGU5Vb8SnLopkC6RV3GfA,2203
 siat/option_sina_api_test.py,sha256=dn-k_wrQnAaNKHoROvWJEc7lqlU0bwiV2Aa4usWAFGM,5908
 siat/proxy_test.py,sha256=erQJrmGs2X46z8Gb1h-7GYQ0rTUcaR8dxHExWoBz2eM,2610
 siat/quandl_test.py,sha256=EcPoXnLuqzPl5dKyVEZi3j3PJZFpsnU_iNPhLWC9p-A,1552
-siat/risk_adjusted_return.py,sha256=dtuetKL5Vu38SdH_hqV93eN851uZ-1hOvf1drKel92w,54740
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 siat/risk_adjusted_return2.py,sha256=MdNrqDaw2IbjitkZrjrqbOQJJkfI2sLvce6gmAAKmrc,56991
 siat/risk_adjusted_return_test.py,sha256=m_VHL5AtT74cJv5i7taTeTfnkX48y0AFJk5phawyYWg,3416
-siat/risk_evaluation.py,sha256=tNobb3FoP7rdqC_KHwgU0VhZvSwfeg2Rp3NkaSndqIY,75969
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 siat/risk_evaluation_test.py,sha256=YEXM96gKzTfwN4U61AS4Rr1tV7KgUvn4rRC6f3iMw9s,3731
 siat/risk_free_rate.py,sha256=ZMr4cHikPvXvywr54gGqiI3Nvb69am6tq3zj2hwzANE,12384
 siat/risk_free_rate_test.py,sha256=CpmhUf8aEAEZeNu4gvWP2Mz2dLoIgBX5bI41vfUBEr8,4285
-siat/sector_china.py,sha256=r4w7o9PEiZjMRB4pkKVbA9afk7A7Wh8toudocN8mN5I,104413
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 siat/sector_china_test.py,sha256=1wq7ef8Bb_L8F0h0W6FvyBrIcBTEbrTV7hljtpj49U4,5843
 siat/security_price.py,sha256=2oHskgiw41KMGfqtnA0i2YjNNV6cYgtlUK0j3YeuXWs,29185
 siat/security_price2.py,sha256=kuYh0V5cqclkM6MjZUd-N361fv3oxGVVerYINuTzZrE,24622
 siat/security_prices.py,sha256=gSmnXt3EtTxUvETwUVzIC95j8U4Tivr1AU5RwzmKQzo,101601
 siat/security_prices_test.py,sha256=OEphoJ87NPKoNow1QA8EU_5MUYrJF-qKoWKNapVfZNI,10779
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 siat/setup.py,sha256=up65rQGLmTBkhtaMLowjoQXYmIsnycnm4g1SYmeQS6o,1335
 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
 siat/stock_base.py,sha256=uISvbRyOGy8p9QREA96CVydgflBkn5L3OXOGKl8oanc,1312
-siat/stock_china.py,sha256=qizEiCQqqfV5ggc8g_P39M6h9Rqy_jwQjKuu6BEJXZo,83931
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 siat/stock_china_test.py,sha256=eO4HWsSvc6qezl0LndjtL24lViEyrBjH_sx2c2Y2Q2M,1294
 siat/stock_info.pickle,sha256=EUUfZwFS3SMO2f25tOLWcjiJheGRCL3PDt7jII-i_4M,1315662
 siat/stock_info_test.py,sha256=gfG3DbhDACbtD8wnv_R6zhj0t11XaC8NX8uLD9Qv3Fo,6122
 siat/stock_list_china_test.py,sha256=gv14UwMMvkZqtb6G7DCTSuehIwVHuVwu7w60p6gyHoo,1014
 siat/stock_prices_kneighbors.py,sha256=WfZvo5EyeBsm-T37zDj7Sl9dPSRq5Bx4JxIJ9IUum6s,36738
 siat/stock_prices_linear.py,sha256=-OUKRr27L2aStQgJSlJOrJ4gay_G7P-m-7t7cU2Yoqk,13991
-siat/stock_profile.py,sha256=npinIwxgfgHeV8tpXrzLBrPUWKMZGL2-xA96ve-H2wM,25329
-siat/stock_technical.py,sha256=ylNrfMhqmAKoB-xgXelTPmqHnftfgI-i2uT0p5hu2G0,111693
+siat/stock_profile.py,sha256=B3eIwzEmiCqiCaxIlhfdEPsQBoW1PFOe1hkiY3mVF6Y,26038
+siat/stock_technical.py,sha256=7F1wQXWkQYM-UrfsYa_Ch1U30mHT1oQjfKfTiPJ8XIo,111826
 siat/stock_test.py,sha256=E9YJAvOw1VEGJSDI4IZuEjl0tGoisOIlN-g9UqA_IZE,19475
 siat/stooq.py,sha256=dOc_S5HLrYg48YAKTCs1eX8UTJOOkPM8qLL2KupqlLY,2470
 siat/temp.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
@@ -120,18 +120,18 @@ siat/test_graphviz.py,sha256=CETKpDL8PnysS-PD3fHkeAgagUxjaUl0CsXPiadQySg,16999
 siat/test_markowitz_simple.py,sha256=jAgwpkdMGxvjlfEg0I8qbyLQHDd5rErWqHgiqVvOJlY,6122
 siat/test_markowitz_simple_revised.py,sha256=Tq44VTIjc75RR4_AMEWmU3-EW7TH4ZNEC6Zcer3fbmk,7407
 siat/test_markowitz_simple_revised2.py,sha256=r0KzW9zvaP9BTdXyB2M3MhRKtzHDIituAflT9ZTR9bs,7361
-siat/transaction.py,sha256=ZR2hKyjjKL11uFgjV9e6pZfHgZvLj0jpd5wYtPG_53E,14527
+siat/transaction.py,sha256=nZTYYkx1BVBLDovSlZCtcviRuFxrYe9YFXOMZgo6QXo,14563
 siat/transaction_test.py,sha256=Z8g1LJCN4-mnUByXMUMoFmN0t105cbmsz2QmvSuIkbU,18580
 siat/translate-20230125.py,sha256=NPPSXhT38s5t9fzMvl_fvi4ckSB73ThLmZetVI-xGdU,117953
 siat/translate-20230206.py,sha256=-vtI125WyaJhmPotOpDAmclt_XnYVaWU9ByLWZ6FyYE,118133
 siat/translate-20230215.py,sha256=TJgtPE3n8IjljmZ4Pefy8dmHoNdFF-1zpML6BhA9FKE,121657
-siat/translate.py,sha256=2qvvx2eoIWm8-_zuuc_fIVNwlxj6rMpMeCKGxZOX0-0,203241
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 siat/universal_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
-siat/valuation.py,sha256=3SopU5yomIXg6zH6oVFiBJyZosndFxOo1AINnbwW0lo,47334
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 siat/valuation_market_china_test.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
-siat/var_model_validation.py,sha256=3LY2JLvVpPNZLomHMUZvD2-nbL64ACtD7LKrNTk6JmU,14862
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-siat-3.0.2.dist-info/RECORD,,
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