siat 3.0.38__py3-none-any.whl → 3.0.41__py3-none-any.whl

siat/common.py

@@ -1594,7 +1594,8 @@ def print_progress_percent(current,total,steps=5,leading_blanks=2):
             pct=pct_list[pos]
             
             if pct=="100%":
-                print("100% completing")
+                #print("100% completing")
+                print("100%, wrapping up ...")
             else:
                 print(pct,end=' ')
     
@@ -1905,7 +1906,8 @@ if __name__=='__main__':
     footnote="This is the footnote"
 
 def descriptive_statistics(df,titletxt,footnote,decimals=4,sortby='tpw_mean', \
-                           recommend_only=False,trailing=7,trend_threshhold=0.01):
+                           recommend_only=False,trailing=7,trend_threshhold=0.01, \
+                           facecolor='papayawhip',font_size='16px'):
     """
     功能：进行描述性统计，并打印结果
     df的要求：
@@ -2140,6 +2142,7 @@ def descriptive_statistics(df,titletxt,footnote,decimals=4,sortby='tpw_mean', \
     dst6.reset_index(drop=True,inplace=True)
     dst6.index=dst6.index+1
     
+    """
     print("\n"+titletxt+"\n")
     #alignlist=['right','left']+['center']*(len(list(dst4))-1)
     alignlist=['right','left']+['center']*(len(list(dst6))-3)+['center','left']
@@ -2150,8 +2153,16 @@ def descriptive_statistics(df,titletxt,footnote,decimals=4,sortby='tpw_mean', \
         dst7=dst6.to_markdown(index=True,tablefmt='plain',colalign=alignlist)
         dst8=dst7.encode("utf-8",errors="strict")
         print(dst8)
-    
     print("\n"+footnote)
+    """
+    
+    #确定表格字体大小
+    titile_font_size=font_size
+    heading_font_size=data_font_size=str(int(font_size.replace('px',''))-1)+'px'
+    
+    df_display_CSS(dst6,titletxt=titletxt,footnote=footnote,facecolor=facecolor, \
+                   titile_font_size=titile_font_size,heading_font_size=heading_font_size, \
+                       data_font_size=data_font_size)
     
     return dst5
 
@@ -2175,8 +2186,8 @@ 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, \
-                           facecolor='whitesmoke',fontcolor='black'):
+                           printout=True,style_print=True, \
+                           facecolor='whitesmoke',font_size='16px'):
     """
     功能：进行描述性统计，并打印结果
     df的要求：
@@ -2386,7 +2397,7 @@ def descriptive_statistics2(df,titletxt,footnote,decimals=4,sortby='tpw_mean', \
                 pass
             #确保display显示时不再自动在数值尾部添加零至6位小数
             dst6[c]=dst6[c].apply(lambda x: str(x))
-        
+        """
         if not style_print: #markdown打印
             print("\n"+titletxt+"\n")
             #如果index=True则显示index，这样alignlist的长度就需要dst6列数+1
@@ -2401,14 +2412,11 @@ def descriptive_statistics2(df,titletxt,footnote,decimals=4,sortby='tpw_mean', \
             print("\n"+footnote)
             
         else: #style打印
-            """
             print("\n"+titletxt)
             dst6sd= dst6.style.set_properties(**{'text-align': 'center'})
             from IPython.display import display
             display(dst6sd)
             print(footnote+"\n")
-            """
-            
             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
@@ -2422,15 +2430,22 @@ def descriptive_statistics2(df,titletxt,footnote,decimals=4,sortby='tpw_mean', \
             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})
+                dispf2=dispf.set_properties(**{'background-color':facecolor,'color':'black'})
             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(dispf2)
-            
             print(footnote+"\n")
+        """
+        #确定表格字体大小
+        titile_font_size=font_size
+        heading_font_size=data_font_size=str(int(font_size.replace('px',''))-1)+'px'
+        
+        df_display_CSS(dst6,titletxt=titletxt,footnote=footnote,facecolor=facecolor, \
+                       titile_font_size=titile_font_size,heading_font_size=heading_font_size, \
+                           data_font_size=data_font_size)
             
     return dst5
 
@@ -3774,7 +3789,7 @@ if __name__=='__main__':
     upgrade_siat()
 
 def upgrade_siat(module_list=['siat','akshare','pandas','pandas_datareader', \
-                 'yfinance','yahooquery','urllib3','tabulate','twine','mplfinance'], \
+                 'yfinance','yahooquery','urllib3','tabulate','twine','mplfinance','openpyxl'], \
                  pipcmd="pip install --upgrade"):
     """
     功能：一次性升级siat及其相关插件

siat/risk_adjusted_return2.py

@@ -181,7 +181,7 @@ def get_expanding_sharpe_sortino(ticker,start,end,rar_name="sharpe", \
     #增加距离开始日期的天数
     date0=pd.to_datetime(rardf2.index[0])
     if 'date' not in list(rardf2):
-        if 'Date' not in list(rardf2):
+        if 'Date' in list(rardf2):
             rardf2['date']=rardf2['Date']
         else:
             rardf2['date']=rardf2.index
@@ -204,6 +204,7 @@ def get_expanding_sharpe_sortino(ticker,start,end,rar_name="sharpe", \
         
         #rardf2[risk_type]=rardf2[ret_type].expanding(min_periods=1).apply(lambda x: np.std(x,ddof=1)*np.sqrt(len(x)-1))
         rardf2[risk_type]=rardf2[ret_type].expanding(min_periods=1).apply(lambda x: np.std(x,ddof=1))
+        #rardf2[risk_type]=rardf2[ret_type].expanding(min_periods=5).apply(lambda x: np.std(x,ddof=1))
     elif 'sortino' in rar_name_lower:
         risk_type=ret_type_nopct+' LPSD'
         if pct_flag:
@@ -211,6 +212,7 @@ def get_expanding_sharpe_sortino(ticker,start,end,rar_name="sharpe", \
         
         #rardf2[risk_type]=rardf2[ret_type].expanding(min_periods=1).apply(lambda x: lpsd(x)*np.sqrt(len(x)-1))
         rardf2[risk_type]=rardf2[ret_type].expanding(min_periods=1).apply(lambda x: lpsd(x))
+        #rardf2[risk_type]=rardf2[ret_type].expanding(min_periods=5).apply(lambda x: lpsd(x))
     
     
     #计算RAR
@@ -399,18 +401,21 @@ def get_expanding_treynor_alpha(ticker,start,end,rar_name="alpha", \
         RF_daily=RF/365 * 100
         pretdf[lndretx]=pretdf[lagdretx].apply(lambda x: np.log(1+x/100))
         pretdf[lndrety]=pretdf[lagdrety].apply(lambda x: np.log(1+x/100))
-            
         pretdf[varx]=pretdf[lndretx].expanding(min_periods=1).apply(lambda x: (np.exp(sum(x))-1)*100)
         pretdf[vary]=pretdf[lndrety].expanding(min_periods=1).apply(lambda x: (np.exp(sum(x))-1)*100)
-        
+        """
+        pretdf[varx]=pretdf[lndretx].expanding(min_periods=5).apply(lambda x: (np.exp(sum(x))-1)*100)
+        pretdf[vary]=pretdf[lndrety].expanding(min_periods=5).apply(lambda x: (np.exp(sum(x))-1)*100)
+        """
     else:
         pretdf[lndretx]=pretdf[pretdfcols[0]].apply(lambda x: np.log(1+x))
         pretdf[lndrety]=pretdf[pretdfcols[1]].apply(lambda x: np.log(1+x))
-            
         pretdf[varx]=pretdf[lndretx].expanding(min_periods=1).apply(lambda x: (np.exp(sum(x))-1))
         pretdf[vary]=pretdf[lndrety].expanding(min_periods=1).apply(lambda x: (np.exp(sum(x))-1))
-    
-    
+        """
+        pretdf[varx]=pretdf[lndretx].expanding(min_periods=5).apply(lambda x: (np.exp(sum(x))-1))
+        pretdf[vary]=pretdf[lndrety].expanding(min_periods=5).apply(lambda x: (np.exp(sum(x))-1))
+        """
     pretdf['Date']=pretdf.index
     pretdf['days']=pretdf['Date'].apply(lambda x: days_between_dates(date0,pd.to_datetime(x)))