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

siat/security_prices.py

@@ -1786,6 +1786,7 @@ def calc_expanding_return(drdf0,basedate):
     retname2="Exp Ret%"
     import numpy as np
     #drdf[retname1]=np.exp(drdf["log(Daily Ret)"].expanding(min_periods=1).sum())-1.0
+    #drdf[retname1]=np.exp(drdf["log(Daily Ret)"].expanding(min_periods=5).sum())-1.0
     first_close=drdf.head(1)['Close'].values[0]
     drdf[retname1]=drdf['Close']/first_close-1
     drdf[retname2]=drdf[retname1]*100.0  
@@ -1794,6 +1795,7 @@ def calc_expanding_return(drdf0,basedate):
     retname3="Exp Adj Ret"
     retname4="Exp Adj Ret%"
     #drdf[retname3]=np.exp(drdf["log(Daily Adj Ret)"].expanding(min_periods=1).sum())-1.0
+    #drdf[retname3]=np.exp(drdf["log(Daily Adj Ret)"].expanding(min_periods=5).sum())-1.0
     first_aclose=drdf.head(1)['Adj Close'].values[0]
     drdf[retname3]=drdf['Adj Close']/first_aclose-1
     drdf[retname4]=drdf[retname3]*100.0  
@@ -1859,11 +1861,13 @@ def expanding_price_volatility(df0,basedate):
     import numpy as np
     #df[retname1]=df["Close"].expanding(min_periods=1).apply(lambda x: np.std(x,ddof=1)/np.mean(x)*np.sqrt(len(x)))
     df[retname1]=df["Close"].expanding(min_periods=1).apply(lambda x: np.std(x,ddof=1)/np.mean(x))
+    #df[retname1]=df["Close"].expanding(min_periods=5).apply(lambda x: np.std(x,ddof=1)/np.mean(x))
     
     #计算扩展窗口调整价格风险：基于调整收盘价
     retname3="Exp Adj Price Volatility"
     #df[retname3]=df["Adj Close"].expanding(min_periods=1).apply(lambda x: np.std(x,ddof=1)/np.mean(x)*np.sqrt(len(x)))
     df[retname3]=df["Adj Close"].expanding(min_periods=1).apply(lambda x: np.std(x,ddof=1)/np.mean(x))
+    #df[retname3]=df["Adj Close"].expanding(min_periods=5).apply(lambda x: np.std(x,ddof=1)/np.mean(x))
     
     return df
 
@@ -1936,6 +1940,7 @@ def expanding_ret_volatility(df0,basedate):
     
     #df[retname1]=df["Daily Ret"].expanding(min_periods=1).apply(lambda x: np.std(x,ddof=1)*np.sqrt(len(x)))
     df[retname1]=df["Daily Ret"].expanding(min_periods=1).apply(lambda x: np.std(x,ddof=1))
+    #df[retname1]=df["Daily Ret"].expanding(min_periods=5).apply(lambda x: np.std(x,ddof=1))
     df[retname2]=df[retname1]*100.0
     
     #计算扩展窗口调整收益率风险：基于调整收益率
@@ -1943,6 +1948,7 @@ def expanding_ret_volatility(df0,basedate):
     retname4="Exp Adj Ret Volatility%"
     #df[retname3]=df["Daily Adj Ret"].expanding(min_periods=1).apply(lambda x: np.std(x,ddof=1)*np.sqrt(len(x)))
     df[retname3]=df["Daily Adj Ret"].expanding(min_periods=1).apply(lambda x: np.std(x,ddof=1))
+    #df[retname3]=df["Daily Adj Ret"].expanding(min_periods=5).apply(lambda x: np.std(x,ddof=1))
     df[retname4]=df[retname3]*100.0
     
     return df
@@ -2051,6 +2057,7 @@ def expanding_ret_lpsd(df0,basedate):
     import numpy as np
     #df[retname1]=df["Daily Ret"].expanding(min_periods=1).apply(lambda x: lpsd(x)*np.sqrt(len(x)))
     df[retname1]=df["Daily Ret"].expanding(min_periods=1).apply(lambda x: lpsd(x))
+    #df[retname1]=df["Daily Ret"].expanding(min_periods=5).apply(lambda x: lpsd(x))
     df[retname2]=df[retname1]*100.0
     
     #计算扩展窗口调整下偏标准差：基于调整收益率
@@ -2058,6 +2065,7 @@ def expanding_ret_lpsd(df0,basedate):
     retname4=retname3+'%'
     #df[retname3]=df["Daily Adj Ret"].expanding(min_periods=1).apply(lambda x: lpsd(x)*np.sqrt(len(x)))
     df[retname3]=df["Daily Adj Ret"].expanding(min_periods=1).apply(lambda x: lpsd(x))
+    #df[retname3]=df["Daily Adj Ret"].expanding(min_periods=5).apply(lambda x: lpsd(x))
     df[retname4]=df[retname3]*100.0
     
     return df

siat/stock.py

@@ -1574,7 +1574,7 @@ def compare_msecurity(tickers,measure,start,end, \
         print("  #Error(compare_msecurity): support only one measure")
         return None
     
-    print("  Searching for multiple security information for",measure,"\b, it takes great time, please wait ...") 
+    print("  Searching for multiple security information for",measure,"\b, it may take great time ...") 
     #屏蔽函数内print信息输出的类
     import os, sys
     class HiddenPrints:

siat/stock_technical.py

@@ -2003,12 +2003,15 @@ def security_bollinger(ticker,fromdate,todate,boll_days=20, \
     
     try:
         #pricedf=get_price(ticker,fromdate1,todate)
-        pricedf=get_price_1ticker_mixed(ticker=ticker,fromdate=fromdate1, \
+        pricedf,found=get_price_1ticker_mixed(ticker=ticker,fromdate=fromdate1, \
                                         todate=todate,ticker_type=ticker_type)
     except:
         print("  #Error(security_bollinger): price info not found for",ticker)
         return None
-    
+    if found not in ['Found']:
+        print("  #Error(): ticker info either inaccessible or not found for",ticker)
+        return None
+        
     # 滚动均值与标准差
     pricedf['bmiddle']=pricedf["Close"].rolling(window=boll_days).mean()
     pricedf['bsd']=pricedf["Close"].rolling(window=boll_days).std()
@@ -2351,7 +2354,9 @@ def security_technical(ticker,start='default',end='default', \
     
     if 'Bollinger' in technical1:
         vallist=['MV','PE','PB','ROE']
-        if val in vallist and val in indicator1: #只能处理股票估值，无需ticker_type
+        #if val in vallist and val in indicator1: #只能处理股票估值，无需ticker_type
+        if any(val in indicator1 for val in vallist):
+            val=list(set(indicator1).intersection(set(vallist)))[0] #找出2个列表中第1个共同元素
             df=security_Bubble(ticker=ticker,start=fromdate,end=todate,boll_years=boll_years, \
                                 indicator=val, \
                                 graph=True,smooth=smooth,loc=loc1, \