siat 3.0.4__py3-none-any.whl → 3.0.10__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- siat/allin.py +2 -1
- siat/common.py +15 -2
- siat/fama_french.py +2 -0
- siat/markowitz.py +25 -14
- siat/markowitz2.py +2422 -0
- siat/risk_adjusted_return2.py +34 -24
- siat/stock_technical.py +33 -12
- {siat-3.0.4.dist-info → siat-3.0.10.dist-info}/METADATA +1 -1
- {siat-3.0.4.dist-info → siat-3.0.10.dist-info}/RECORD +11 -10
- {siat-3.0.4.dist-info → siat-3.0.10.dist-info}/WHEEL +0 -0
- {siat-3.0.4.dist-info → siat-3.0.10.dist-info}/top_level.txt +0 -0
siat/risk_adjusted_return2.py
CHANGED
@@ -547,7 +547,7 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
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regression_period=regression_period[0]
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tname=ticker_name(ticker,ticker_type)
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-
print(" Starting to retrive and calculate different rar for",tname,"\b, please wait
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+
print(" Starting to retrive and calculate different rar for",tname,"\b, please wait ......\n")
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#预处理ticker_type
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ticker_type=ticker_type_preprocess_mticker_mixed(ticker,ticker_type)
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@@ -590,7 +590,7 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
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footnote3=''
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if 'treynor' in rar or 'alpha' in rar:
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-
footnote3="
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+
footnote3="贝塔系数回归期间"+str(regression_period)+"个自然日"
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import datetime; todaydt = datetime.date.today()
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footnote4="数据来源: 综合新浪/stooq/Yahoo,"+str(todaydt)+"统计"
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@@ -628,10 +628,11 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
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elif sortby=='trailing':
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sortby_txt='按推荐标记+短期均值走势降序排列'
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-
title_txt='***** 风险调整收益评估:'+tname+','+sortby_txt+' *****'
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+
#title_txt='***** 风险调整收益评估:'+tname+','+sortby_txt+' *****'
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+
title_txt='风险调整收益评估:'+tname+','+sortby_txt
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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)+"。"
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-
footnote7="
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+
footnote7="近期优先趋势和星号为多项因素综合研判,最多五颗星"
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footnotey=footnote6+footnote7+'\n'+footnotex
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recommenddf=descriptive_statistics2(df1,title_txt,footnotey,decimals=4, \
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@@ -690,7 +691,7 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
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RF=RF[0]
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if isinstance(regression_period,list):
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regression_period=regression_period[0]
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-
print(" Starting to retrive and calculate",rar,"\b, please wait
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+
print(" Starting to retrive and calculate",rar,"\b, please wait ......\n")
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#预处理ticker_type
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ticker_type_list=ticker_type_preprocess_mticker_mixed(ticker,ticker_type)
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@@ -736,7 +737,7 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
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footnote3=''
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if rar.lower() in ['treynor','alpha']:
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-
footnote3="
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+
footnote3="贝塔系数回归期间"+str(regression_period)+"个自然日"
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import datetime; todaydt = datetime.date.today()
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footnote4="数据来源: 综合新浪/stooq/Yahoo,"+str(todaydt)+"统计"
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@@ -768,10 +769,11 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
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elif sortby=='trailing':
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sortby_txt='按推荐标记+短期均值走势降序排列'
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-
title_txt='***** 风险调整收益评估:基于'+ectranslate(rar)+','+sortby_txt+' *****'
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#title_txt='***** 风险调整收益评估:基于'+ectranslate(rar)+','+sortby_txt+' *****'
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+
title_txt='风险调整收益评估:基于'+ectranslate(rar)+','+sortby_txt
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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)
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-
footnote7="
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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"
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footnotey=footnote6+'\n'+footnote7+'\n'+footnotex
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#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
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@@ -864,17 +866,22 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
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sortby_txt='中位数值优先'
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elif sortby=='trailing':
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sortby_txt='短期均值走势优先'
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-
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titletxt='===风险调整收益综合对比:'+sortby_txt+'==='
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print("\n"+titletxt)
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df1=df.copy()
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df1.reset_index(drop=True,inplace=True)
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df1.index=df1.index + 1
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-
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+
# 处理表格标题
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#titletxt='===风险调整收益综合对比:'+sortby_txt+'==='
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titletxt='风险调整收益综合对比:'+sortby_txt
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#print("\n"+titletxt)
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df2=df1.style.set_caption(titletxt).set_table_styles(
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[{'selector':'caption',
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'props':[('color','black'),('font-size','16px'),('font-weight','bold')]}])
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df3= df2.set_properties(**{'text-align':'center'})
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from IPython.display import display
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-
display(
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display(df3)
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"""
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print(df1.to_string(justify='left'))
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@@ -912,7 +919,7 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
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"""
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#脚注
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-
footnote1="
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+
footnote1="风险调整收益基于"+ectranslate(ret_type)+","
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if RF !=0:
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footnote2="年化无风险利率"+str(round(RF*100,4))+'%'
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else:
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@@ -920,7 +927,7 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
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footnote3=''
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if 'treynor' in rar or 'alpha' in rar:
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-
footnote3="
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footnote3="贝塔系数回归期间"+str(regression_period)+"个自然日"
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import datetime; todaydt = datetime.date.today()
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footnote4="数据来源: 综合新浪/stooq/Yahoo,"+str(todaydt)+"统计"
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@@ -929,7 +936,8 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
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else:
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footnotex=footnote1+footnote2+'\n'+footnote4
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-
print("\n"+footnotex)
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#print("\n"+footnotex)
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print(footnotex)
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return df
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@@ -983,7 +991,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
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RF=RF[0]
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if isinstance(regression_period,list):
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regression_period=regression_period[0]
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-
print(" Starting to retrive and calculate",rar,"for",ticker_name(ticker,ticker_type),"on different types of return, please wait
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+
print(" Starting to retrive and calculate",rar,"for",ticker_name(ticker,ticker_type),"on different types of return, please wait ......\n")
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df=pd.DataFrame()
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for t in ret_type:
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@@ -1024,7 +1032,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
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footnote3=''
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if rar.lower() in ['treynor','alpha']:
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-
footnote3="
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footnote3="贝塔系数回归期间"+str(regression_period)+"个自然日"
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import datetime; todaydt = datetime.date.today()
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footnote4="数据来源: 综合新浪/stooq/Yahoo,"+str(todaydt)+"统计"
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@@ -1057,10 +1065,11 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
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elif sortby=='trailing':
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sortby_txt='按推荐标记+短期均值走势降序排列'
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-
title_txt='***** 风险调整收益评估:'+'基于'+ectranslate(rar)+','+ticker_name(ticker,ticker_type)+','+sortby_txt+' *****'
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#title_txt='***** 风险调整收益评估:'+'基于'+ectranslate(rar)+','+ticker_name(ticker,ticker_type)+','+sortby_txt+' *****'
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title_txt='风险调整收益评估:'+'基于'+ectranslate(rar)+','+ticker_name(ticker,ticker_type)+','+sortby_txt
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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)+"。"
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-
footnote7="
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footnote7="近期优先趋势和星号为多项因素综合研判,最多五颗星"
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footnotey=footnote6+footnote7+'\n'+footnotex
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#删除含有Nan的行
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@@ -1125,7 +1134,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
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RF=[RF]
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if isinstance(regression_period,list):
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regression_period=regression_period[0]
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print(" Starting to retrive and calculate",rar,"for",ticker_name(ticker,ticker_type),"on different RF, please wait
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+
print(" Starting to retrive and calculate",rar,"for",ticker_name(ticker,ticker_type),"on different RF, please wait ......\n")
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df=pd.DataFrame()
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for t in RF:
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@@ -1163,7 +1172,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
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footnote3=""
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if rar.lower() in ['treynor','alpha']:
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-
footnote3="
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footnote3="贝塔系数回归期间"+str(regression_period)+"个自然日"
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import datetime; todaydt = datetime.date.today()
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footnote4="数据来源: 综合新浪/stooq/Yahoo,"+str(todaydt)+"统计"
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@@ -1196,10 +1205,11 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
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elif sortby=='trailing':
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sortby_txt='按推荐标记+短期均值走势降序排列'
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title_txt='***** 风险调整收益评估:'+'基于'+ectranslate(rar)+','+ticker_name(ticker,ticker_type)+','+sortby_txt+' *****'
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#title_txt='***** 风险调整收益评估:'+'基于'+ectranslate(rar)+','+ticker_name(ticker,ticker_type)+','+sortby_txt+' *****'
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title_txt='风险调整收益评估:'+'基于'+ectranslate(rar)+','+ticker_name(ticker,ticker_type)+','+sortby_txt
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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)+"。"
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-
footnote7="
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+
footnote7="近期优先趋势和星号为多项因素综合研判,最多五颗星"
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footnotey=footnote6+footnote7+'\n'+footnotex
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#删除含有Nan的行
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siat/stock_technical.py
CHANGED
@@ -2444,11 +2444,16 @@ def security_technical2(ticker,start='default',end='default', \
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technical=['MACD'],indicator='Close', \
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graph=['ALL'],printout=False, \
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loc1='best',loc2='best', \
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-
ticker_type='auto'
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+
ticker_type='auto', \
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+
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+
facecolor='papayawhip'):
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"""
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+
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功能:计算和绘制证券技术分析指标的简易图,仅供进一步探索使用,仅用于单个证券(股债基)
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-
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-
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+
支持的探索指标:仅供探索使用
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+
OBV、SAR、VOL、PSY、ARBR、CR、EMV、TRIX、DMA、BIAS、CCI、W%R、ROC、DMI
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支持的其他指标:不如单独的指令功能强
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MACD、RSI、KDJ、BOLL
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"""
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#检查证券代码
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if not isinstance(ticker,str):
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@@ -2496,17 +2501,32 @@ def security_technical2(ticker,start='default',end='default', \
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df=calc_technical(price,fromdate,todate, \
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RSI_days=RSI_days, \
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OBV_days=OBV_days, \
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+
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MA_days=MA_days, \
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-
MACD_fastperiod=MACD_fastperiod,
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-
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-
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-
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MACD_fastperiod=MACD_fastperiod, \
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MACD_slowperiod=MACD_slowperiod, \
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MACD_signalperiod=MACD_signalperiod, \
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+
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KDJ_fastk_period=KDJ_fastk_period, \
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KDJ_slowk_period=KDJ_slowk_period, \
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KDJ_slowk_matype=KDJ_slowk_matype, \
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KDJ_slowd_period=KDJ_slowd_period, \
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KDJ_slowd_matype=KDJ_slowd_matype, \
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+
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VOL_fastperiod=VOL_fastperiod, \
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VOL_slowperiod=VOL_slowperiod, \
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+
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PSY_days=PSY_days, \
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ARBR_days=ARBR_days, \
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CR_day=CR_day,CR_madays=CR_madays, \
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EMV_day=EMV_day,EMV_madays=EMV_madays, \
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-
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-
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+
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+
BULL_days=BULL_days,BULL_nbdevup=BULL_nbdevup, \
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BULL_nbdevdn=BULL_nbdevdn,BULL_matype=BULL_matype, \
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+
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+
DMA_fastperiod=DMA_fastperiod, \
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DMA_slowperiod=DMA_slowperiod,DMA_madays=DMA_madays, \
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+
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TRIX_day=TRIX_day,TRIX_madays=TRIX_madays, \
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BIAS_days=BIAS_days, \
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CCI_days=CCI_days, \
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@@ -2589,10 +2609,13 @@ def security_technical2(ticker,start='default',end='default', \
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tech_line_collist.sort()
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df1=df[tech_line_collist+[indicator]]
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-
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+
#绘图----------------------------------------------------------------------
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import matplotlib.pyplot as plt
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+
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fig = plt.figure()
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ax = fig.add_subplot(111)
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+
#plt.gca().set_facecolor('whitesmoke')
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+
plt.gca().set_facecolor(facecolor) #放在这里生效,放尾部不生效
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2597
2620
|
line0=False; line30=False; line50=False; line80=False
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2598
2621
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for l in tech_line_collist:
|
@@ -2633,8 +2656,6 @@ def security_technical2(ticker,start='default',end='default', \
|
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2633
2656
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plt.title(titletxt,fontweight='bold',fontsize=title_txt_size)
|
2634
2657
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2635
2658
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plt.gcf().autofmt_xdate()
|
2636
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-
#plt.gca().set_facecolor('whitesmoke')
|
2637
|
-
#plt.figure(facecolor='whitesmoke')
|
2638
2659
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|
2639
2660
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plt.show(); plt.close()
|
2640
2661
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@@ -1,5 +1,5 @@
|
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1
1
|
siat/__init__.py,sha256=2c0GKq4KaxA0vfdvMeyCPiNR6wODmH6CGj8n5UDOywY,2182
|
2
|
-
siat/allin.py,sha256=
|
2
|
+
siat/allin.py,sha256=f1VWxZLvPLR57ilk9GOziZMWjyAYOYLXbvQI4z38r50,2708
|
3
3
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siat/alpha_vantage_test.py,sha256=tKr-vmuFH3CZAqwmISz6jzjPHzV1JJl3sPfZdz8aTfM,747
|
4
4
|
siat/assets_liquidity.py,sha256=deAJ60YcqMUgrXY7jy7BfzLutoy4uOEtfXqqMSujCRo,28889
|
5
5
|
siat/assets_liquidity_test.py,sha256=UWk6HIUlizU7LQZ890fGx8LwU1jMMrIZswg8cFUJWZ8,1285
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@@ -17,7 +17,7 @@ siat/capm_beta.py,sha256=cxXdRVBQBllhbfz1LeTJAIWvyRYhW54nhtNUXv4HwS0,29063
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17
17
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siat/capm_beta2.py,sha256=u6CjWoarNyLORIVHlFcFa_r8RrqdWuWn66VDZbZrCzc,23610
|
18
18
|
siat/capm_beta_test.py,sha256=ImR0c5mc4hIl714XmHztdl7qg8v1E2lycKyiqnFj6qs,1745
|
19
19
|
siat/cmat_commons.py,sha256=Nj9Kf0alywaztVoMVeVVL_EZk5jRERJy8R8kBw88_Tg,38116
|
20
|
-
siat/common.py,sha256=
|
20
|
+
siat/common.py,sha256=pWwWF_LIsjU7le21E-0aIQyiLIzaUWPluef-i1-nNWg,134264
|
21
21
|
siat/compare_cross.py,sha256=3iP9TH2h3w27F2ARZc7FjKcErYCzWRc-TPiymOyoVtw,24171
|
22
22
|
siat/compare_cross_test.py,sha256=xra5XYmQGEtfIZL2h-GssdH2hLdFIhG3eoCrkDrL3gY,3473
|
23
23
|
siat/concepts_iwencai.py,sha256=m1YEDtECRT6FqtzlKm91pt2I9d3Z_XoP59BtWdRdu8I,3061
|
@@ -32,7 +32,7 @@ siat/economy_test.py,sha256=6vjNlPz7W125pJb7simCddobSEp3jmLIMvVkLRZ7zW8,13339
|
|
32
32
|
siat/esg.py,sha256=PRgZo6rwlldAG9qNRnFWX0fnLdPHXIPVQOIFOJ2azmQ,19016
|
33
33
|
siat/esg_test.py,sha256=Z9m6GUt8O7oHZSEG9aDYpGdvvrv2AiRJdHTiU6jqmZ0,2944
|
34
34
|
siat/exchange_bond_china.pickle,sha256=mGy55toxgUrNL2rdf8lIVeSDz9wyHk6x7hierKxTklI,1255244
|
35
|
-
siat/fama_french.py,sha256=
|
35
|
+
siat/fama_french.py,sha256=aUTC-67t_CEPbLk4u79woW_zfZ7OCP6Fo4z5EdWCSkQ,48051
|
36
36
|
siat/fama_french_test.py,sha256=M4O23lBKsJxhWHRluwCb3l7HSEn3OFTjzGMpehcevRg,4678
|
37
37
|
siat/financial_base.py,sha256=5u298_1OSlgLnDmhXxqvo4WgMM0JKSa_4jBYF-Ilx38,41097
|
38
38
|
siat/financial_statements.py,sha256=Ek18eKHflxZ01evOIwnfH1KZ_M2g8Vr8SxkL1om-K7U,25391
|
@@ -65,7 +65,8 @@ siat/holding_risk.py,sha256=X3vL_2rU0zpjiiRtStWxWOXZrAJ323huSsZK3jGgABc,30633
|
|
65
65
|
siat/holding_risk_test.py,sha256=FRlw_9wFG98BYcg_cSj95HX5WZ1TvkGaOUdXD7-V86s,474
|
66
66
|
siat/local_debug_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
|
67
67
|
siat/market_china.py,sha256=nabx24qm7N51OafTrwUw542pNeFJ3JaQ1wqyv-nLN5I,37883
|
68
|
-
siat/markowitz.py,sha256=
|
68
|
+
siat/markowitz.py,sha256=c06gCRhMABnrb30F-npJsKVv8nFfEoNNR3bzrkMCyGg,97406
|
69
|
+
siat/markowitz2.py,sha256=lgLTvv7u1OirWyQ9gR2_jWtXfqHo2Q92tPUjE0nNTYs,99515
|
69
70
|
siat/markowitz_ccb_test.py,sha256=xBkkoaNHdq9KSUrNuHGgKTdNYUvgi84kNYcf719eoyE,1593
|
70
71
|
siat/markowitz_ef_test.py,sha256=wjNlICkgRIqnonPeSIHo4Mu2GRtb9dr21wDt2kMNEcI,4032
|
71
72
|
siat/markowitz_old.py,sha256=Lf7O_4QWT8RsdkHiUyc_7kKY3eZjKDtFR89Fz3pwYnY,33046
|
@@ -84,7 +85,7 @@ siat/option_sina_api_test.py,sha256=dn-k_wrQnAaNKHoROvWJEc7lqlU0bwiV2Aa4usWAFGM,
|
|
84
85
|
siat/proxy_test.py,sha256=erQJrmGs2X46z8Gb1h-7GYQ0rTUcaR8dxHExWoBz2eM,2610
|
85
86
|
siat/quandl_test.py,sha256=EcPoXnLuqzPl5dKyVEZi3j3PJZFpsnU_iNPhLWC9p-A,1552
|
86
87
|
siat/risk_adjusted_return.py,sha256=L5FoeOFzvItT03gNBTCaIo32hUvncOJkbchtHOveSBM,54929
|
87
|
-
siat/risk_adjusted_return2.py,sha256=
|
88
|
+
siat/risk_adjusted_return2.py,sha256=BRg3yLPk00YPMZzZEvhJ8nQxqtFy2d7b3Cpai5fp0iQ,57641
|
88
89
|
siat/risk_adjusted_return_test.py,sha256=m_VHL5AtT74cJv5i7taTeTfnkX48y0AFJk5phawyYWg,3416
|
89
90
|
siat/risk_evaluation.py,sha256=I6B3gty-t--AkDCO0tKF-291YfpnF-IkXcFjqNKCt9I,76286
|
90
91
|
siat/risk_evaluation_test.py,sha256=YEXM96gKzTfwN4U61AS4Rr1tV7KgUvn4rRC6f3iMw9s,3731
|
@@ -111,7 +112,7 @@ siat/stock_list_china_test.py,sha256=gv14UwMMvkZqtb6G7DCTSuehIwVHuVwu7w60p6gyHoo
|
|
111
112
|
siat/stock_prices_kneighbors.py,sha256=WfZvo5EyeBsm-T37zDj7Sl9dPSRq5Bx4JxIJ9IUum6s,36738
|
112
113
|
siat/stock_prices_linear.py,sha256=-OUKRr27L2aStQgJSlJOrJ4gay_G7P-m-7t7cU2Yoqk,13991
|
113
114
|
siat/stock_profile.py,sha256=B3eIwzEmiCqiCaxIlhfdEPsQBoW1PFOe1hkiY3mVF6Y,26038
|
114
|
-
siat/stock_technical.py,sha256=
|
115
|
+
siat/stock_technical.py,sha256=pbSKsVq_hGUE9YAeA7NgMl7QYTwmFjkfribY09EnY8I,112519
|
115
116
|
siat/stock_test.py,sha256=E9YJAvOw1VEGJSDI4IZuEjl0tGoisOIlN-g9UqA_IZE,19475
|
116
117
|
siat/stooq.py,sha256=dOc_S5HLrYg48YAKTCs1eX8UTJOOkPM8qLL2KupqlLY,2470
|
117
118
|
siat/temp.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
|
@@ -131,7 +132,7 @@ siat/valuation.py,sha256=uKjPVD-oOUjUaF5QaQ1WK32kjLTOAPA2SZY2mpZ_aH0,47370
|
|
131
132
|
siat/valuation_china.py,sha256=Tde2LzPDQy3Z7xOQQDw4ckQMPdROp_z0-GjFE6Z5_lI,67639
|
132
133
|
siat/valuation_market_china_test.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
|
133
134
|
siat/var_model_validation.py,sha256=f-oDewg7bPzyNanz_Y_jLH68NowAA3gXFehW_weKGG0,14898
|
134
|
-
siat-3.0.
|
135
|
-
siat-3.0.
|
136
|
-
siat-3.0.
|
137
|
-
siat-3.0.
|
135
|
+
siat-3.0.10.dist-info/METADATA,sha256=YHGJ1WXNckB8eemE2Gt2_FMBOH_cOM5kXdNExd7UD_Y,1448
|
136
|
+
siat-3.0.10.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
|
137
|
+
siat-3.0.10.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
|
138
|
+
siat-3.0.10.dist-info/RECORD,,
|
File without changes
|
File without changes
|