siat 3.0.4__py3-none-any.whl → 3.0.15__py3-none-any.whl

siat/risk_adjusted_return2.py

@@ -518,9 +518,11 @@ if __name__=='__main__':
 
 def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alpha'], \
                          ret_type="Annual Ret%",RF=0,regression_period=365, \
-                         graph=True,axhline_value=0,axhline_label='', \
+                         graph=True,axhline_value=0,axhline_label='',facecolor='whitesmoke', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
-                         annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
+                         annotate=False,annotate_value=False, \
+                         mark_top=False,mark_bottom=False,mark_end=False, \
+                         mktidx='auto',source='auto',ticker_type='auto'):
     """
     功能：一只股票，对比其多个rar，支持股票和投资组合
     """
@@ -547,7 +549,7 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
         regression_period=regression_period[0]
     
     tname=ticker_name(ticker,ticker_type)
-    print("  Starting to retrive and calculate different rar for",tname,"\b, please wait ......")
+    print("  Starting to retrive and calculate different rar for",tname,"\b, please wait ......\n")
 
     #预处理ticker_type
     ticker_type=ticker_type_preprocess_mticker_mixed(ticker,ticker_type)
@@ -590,7 +592,7 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
 
     footnote3=''
     if 'treynor' in rar or 'alpha' in rar:
-        footnote3="贝塔系数基于日收益率，回归期间"+str(regression_period)+"个自然日"
+        footnote3="贝塔系数回归期间"+str(regression_period)+"个自然日"
     
     import datetime; todaydt = datetime.date.today()
     footnote4="数据来源: 综合新浪/stooq/Yahoo，"+str(todaydt)+"统计"
@@ -601,7 +603,6 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
     
     #绘图
     if graph:
-        
         y_label=''
         import datetime; todaydt = datetime.date.today()
         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
 
         draw_lines(df1,y_label,x_label=footnotex, \
                    axhline_value=axhline_value,axhline_label=axhline_label, \
-                   title_txt=title_txt,data_label=False,annotate=annotate)
+                   title_txt=title_txt,data_label=False, \
+                   annotate=annotate,annotate_value=annotate, \
+                       mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                   facecolor=facecolor)
             
     #制表
     recommenddf=pd.DataFrame()
@@ -628,15 +632,16 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
         elif sortby=='trailing':
             sortby_txt='按推荐标记+短期均值走势降序排列'
         
-        title_txt='***** 风险调整收益评估：'+tname+'，'+sortby_txt+' *****'
+        #title_txt='***** 风险调整收益评估：'+tname+'，'+sortby_txt+' *****'
+        title_txt='风险调整收益评估：'+tname+'，'+sortby_txt
         
-        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)+"。"
-        footnote7="近期趋势和星号为多项因素综合研判，最多五颗星星"
+        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)+"。"
+        footnote7="近期优先趋势和星号为多项因素综合研判，最多五颗星"
         footnotey=footnote6+footnote7+'\n'+footnotex
 
         recommenddf=descriptive_statistics2(df1,title_txt,footnotey,decimals=4, \
                                sortby=sortby,recommend_only=True,trailing=trailing, \
-                               trend_threshhold=trend_threshhold)            
+                               trend_threshhold=trend_threshhold,facecolor=facecolor)            
  
     return df,recommenddf
 
@@ -663,8 +668,10 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
                          ret_type="Annual Ret%",RF=0,regression_period=365, \
                          graph=True,axhline_value=0,axhline_label='', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
-                         annotate=False,mktidx='auto',source='auto', \
-                         style_print=True,ticker_type='auto'):
+                         annotate=False,annotate_value=False, \
+                             mark_top=False,mark_bottom=False,mark_end=False, \
+                         mktidx='auto',source='auto', \
+                         style_print=True,ticker_type='auto',facecolor='whitesmoke'):
     """
     功能：多只股票，对比其同一个rar，支持股票和投资组合
     """
@@ -690,7 +697,7 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
         RF=RF[0]
     if isinstance(regression_period,list):
         regression_period=regression_period[0]
-    print("  Starting to retrive and calculate",rar,"\b, please wait ......")
+    print("  Starting to retrive and calculate",rar,"\b, please wait ......\n")
     
     #预处理ticker_type
     ticker_type_list=ticker_type_preprocess_mticker_mixed(ticker,ticker_type)
@@ -736,7 +743,7 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
         
     footnote3=''
     if rar.lower() in ['treynor','alpha']:
-        footnote3="贝塔系数基于日收益率，回归期间"+str(regression_period)+"个自然日"
+        footnote3="贝塔系数回归期间"+str(regression_period)+"个自然日"
     
     import datetime; todaydt = datetime.date.today()
     footnote4="数据来源: 综合新浪/stooq/Yahoo，"+str(todaydt)+"统计"
@@ -752,7 +759,10 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
 
         draw_lines(df1,y_label,x_label=footnotex, \
                    axhline_value=axhline_value,axhline_label=axhline_label, \
-                   title_txt=title_txt,data_label=False,annotate=annotate)
+                   title_txt=title_txt,data_label=False, \
+                   annotate=annotate,annotate_value=annotate, \
+                   mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                   facecolor=facecolor)
             
     #制表
     recommenddf=pd.DataFrame()
@@ -768,17 +778,19 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
         elif sortby=='trailing':
             sortby_txt='按推荐标记+短期均值走势降序排列'
         
-        title_txt='***** 风险调整收益评估：基于'+ectranslate(rar)+'，'+sortby_txt+' *****'
+        #title_txt='***** 风险调整收益评估：基于'+ectranslate(rar)+'，'+sortby_txt+' *****'
+        title_txt='风险调整收益评估：基于'+ectranslate(rar)+'，'+sortby_txt
         
-        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)
-        footnote7="近期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，最多五颗星星"
+        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)
+        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"
         footnotey=footnote6+'\n'+footnote7+'\n'+footnotex
         
         #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
         df1.dropna(inplace=True)    
         recommenddf=descriptive_statistics2(df1,title_txt,footnotey,decimals=4, \
                                sortby=sortby,recommend_only=True,trailing=trailing, \
-                               trend_threshhold=trend_threshhold,style_print=style_print)            
+                               trend_threshhold=trend_threshhold, \
+                               style_print=style_print,facecolor=facecolor)            
  
     return df,recommenddf
 
@@ -805,7 +817,10 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
                          ret_type="Annual Ret%",RF=0,regression_period=365, \
                          graph=True,axhline_value=0,axhline_label='', \
                          printout=True,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
-                         annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
+                         annotate=False,annotate_value=False, \
+                         mark_top=False,mark_bottom=False,mark_end=False, \
+                         mktidx='auto',source='auto', \
+                         ticker_type='auto',facecolor='whitesmoke'):
     """
     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
     """
@@ -825,11 +840,16 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
     df=pd.DataFrame() 
     for r in rar:
         #with HiddenPrints(): #此项将压制所有print输出，造成表头脚注不显示
-        _,df_tmp=compare_mticker_1rar(ticker,start,end,r, \
-                                 ret_type,RF,regression_period, \
-                                 graph,axhline_value,axhline_label, \
-                                 printout,sortby,trailing,trend_threshhold, \
-                                 annotate,mktidx,source,style_print=True,ticker_type=ticker_type)        
+        _,df_tmp=compare_mticker_1rar(ticker=ticker,start=start,end=end,rar=r, \
+                                 ret_type=ret_type,RF=RF,regression_period=regression_period, \
+                                 graph=graph,facecolor=facecolor, \
+                                 axhline_value=axhline_value,axhline_label=axhline_label, \
+                                 printout=printout,sortby=sortby, \
+                                 trailing=trailing,trend_threshhold=trend_threshhold, \
+                                 annotate=annotate,annotate_value=annotate, \
+                                 mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                                 mktidx=mktidx,source=source,style_print=True, \
+                                 ticker_type=ticker_type)        
         if df_tmp is None:
             break
         else:
@@ -864,17 +884,46 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
             sortby_txt='中位数值优先'
         elif sortby=='trailing':
             sortby_txt='短期均值走势优先'
-    
-        titletxt='===风险调整收益综合对比：'+sortby_txt+'==='    
-        print("\n"+titletxt)
         
         df1=df.copy()
         df1.reset_index(drop=True,inplace=True)
         df1.index=df1.index + 1
         
-        df2= df1.style.set_properties(**{'text-align':'center'})
+        # 处理表格标题
+        #titletxt='===风险调整收益综合对比：'+sortby_txt+'==='
+        titletxt='风险调整收益综合对比：'+sortby_txt
+        """
+        #print("\n"+titletxt)
+        df2=df1.style.set_caption(titletxt).set_table_styles(
+            [{'selector':'caption',
+              'props':[('color','black'),('font-size','16px'),('font-weight','bold')]}])        
+        
+        df3= df2.set_properties(**{'text-align':'center'})
         from IPython.display import display
-        display(df2)
+        display(df3)
+        """
+        
+        disph=df1.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
+        dispt=dispp.set_caption(titletxt).set_table_styles(
+            [{'selector':'caption', #设置标题
+              'props':[('color','black'),('font-size','16px'),('font-weight','bold')]}, \
+             {'selector':'th.col_heading', #设置列名
+               'props':[('color','black'),('font-size','16px'),('background-color',facecolor),('text-align','center'),('margin','auto')]}])        
+        #设置列数值对齐
+        dispt1=dispt.set_properties(**{'font-size':'16px'})
+        dispf=dispt1.set_properties(**{'text-align':'center'})
+        #设置前景背景颜色
+        try:
+            dispf2=dispf.set_properties(**{'background-color':facecolor,'color':'black'})
+        except:
+            print("  #Warning(compare_mticker_mrar): 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(df1.to_string(justify='left'))
@@ -912,7 +961,7 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
         """
         
         #脚注
-        footnote1="注：风险调整收益基于"+ectranslate(ret_type)+"，"
+        footnote1="风险调整收益基于"+ectranslate(ret_type)+"，"
         if RF !=0:
             footnote2="年化无风险利率"+str(round(RF*100,4))+'%'
         else:
@@ -920,7 +969,7 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
             
         footnote3=''
         if 'treynor' in rar or 'alpha' in rar:
-            footnote3="贝塔系数基于日收益率，回归期间"+str(regression_period)+"个自然日"
+            footnote3="贝塔系数回归期间"+str(regression_period)+"个自然日"
         
         import datetime; todaydt = datetime.date.today()
         footnote4="数据来源: 综合新浪/stooq/Yahoo，"+str(todaydt)+"统计"
@@ -929,7 +978,8 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
         else:
             footnotex=footnote1+footnote2+'\n'+footnote4
     
-        print("\n"+footnotex)
+        #print("\n"+footnotex)
+        print(footnotex)
  
     return df
 
@@ -955,9 +1005,11 @@ if __name__=='__main__':
 def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
                          ret_type=["Annual Ret%","Monthly Ret%"], \
                          RF=0,regression_period=365, \
-                         graph=True,axhline_value=0,axhline_label='', \
+                         graph=True,axhline_value=0,axhline_label='',facecolor='whitesmoke', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
-                         annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
+                         annotate=False,annotate_value=False, \
+                         mark_top=False,mark_bottom=False,mark_end=False, \
+                         mktidx='auto',source='auto',ticker_type='auto'):
     """
     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
     """
@@ -983,7 +1035,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
         RF=RF[0]
     if isinstance(regression_period,list):
         regression_period=regression_period[0]
-    print("  Starting to retrive and calculate",rar,"for",ticker_name(ticker,ticker_type),"on different types of return, please wait ......")
+    print("  Starting to retrive and calculate",rar,"for",ticker_name(ticker,ticker_type),"on different types of return, please wait ......\n")
         
     df=pd.DataFrame() 
     for t in ret_type:
@@ -1024,7 +1076,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
         
     footnote3=''
     if rar.lower() in ['treynor','alpha']:
-        footnote3="贝塔系数基于日收益率，回归期间"+str(regression_period)+"个自然日"
+        footnote3="贝塔系数回归期间"+str(regression_period)+"个自然日"
     
     import datetime; todaydt = datetime.date.today()
     footnote4="数据来源: 综合新浪/stooq/Yahoo，"+str(todaydt)+"统计"
@@ -1041,7 +1093,10 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
 
         draw_lines(df1,y_label,x_label=footnotex, \
                    axhline_value=axhline_value,axhline_label=axhline_label, \
-                   title_txt=title_txt,data_label=False,annotate=annotate)
+                   title_txt=title_txt,data_label=False, \
+                   annotate=annotate,annotate_value=annotate, \
+                   mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                   facecolor=facecolor)
             
     #制表
     recommenddf=pd.DataFrame()
@@ -1057,10 +1112,11 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
         elif sortby=='trailing':
             sortby_txt='按推荐标记+短期均值走势降序排列'
         
-        title_txt='***** 风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker,ticker_type)+'，'+sortby_txt+' *****'
+        #title_txt='***** 风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker,ticker_type)+'，'+sortby_txt+' *****'
+        title_txt='风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker,ticker_type)+'，'+sortby_txt
         
-        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)+"。"
-        footnote7="近期趋势和星号为多项因素综合研判，最多五颗星星"
+        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)+"。"
+        footnote7="近期优先趋势和星号为多项因素综合研判，最多五颗星"
         footnotey=footnote6+footnote7+'\n'+footnotex
 
         #删除含有Nan的行
@@ -1068,7 +1124,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
 
         recommenddf=descriptive_statistics2(df1,title_txt,footnotey,decimals=4, \
                                sortby=sortby,recommend_only=True,trailing=trailing, \
-                               trend_threshhold=trend_threshhold)            
+                               trend_threshhold=trend_threshhold,facecolor=facecolor)            
  
     return df,recommenddf
 
@@ -1093,12 +1149,12 @@ if __name__=='__main__':
     rars=compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar,ret_type,RF)
 
 def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
-                         ret_type="Annual Ret%", \
-                         RF=[0,0.02,0.05], \
-                         regression_period=365, \
-                         graph=True,axhline_value=0,axhline_label='', \
+                         ret_type="Annual Ret%",RF=[0,0.02,0.05],regression_period=365, \
+                         graph=True,axhline_value=0,axhline_label='',facecolor='whitesmoke', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
-                         annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
+                         annotate=False,annotate_value=False, \
+                         mark_top=False,mark_bottom=False,mark_end=False, \
+                         mktidx='auto',source='auto',ticker_type='auto'):
     """
     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
     支持股票和投资组合
@@ -1125,7 +1181,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
         RF=[RF]
     if isinstance(regression_period,list):
         regression_period=regression_period[0]
-    print("  Starting to retrive and calculate",rar,"for",ticker_name(ticker,ticker_type),"on different RF, please wait ......")
+    print("  Starting to retrive and calculate",rar,"for",ticker_name(ticker,ticker_type),"on different RF, please wait ......\n")
         
     df=pd.DataFrame() 
     for t in RF:
@@ -1163,7 +1219,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
         
     footnote3=""
     if rar.lower() in ['treynor','alpha']:
-        footnote3="贝塔系数基于日收益率，回归期间"+str(regression_period)+"个自然日"
+        footnote3="贝塔系数回归期间"+str(regression_period)+"个自然日"
     
     import datetime; todaydt = datetime.date.today()
     footnote4="数据来源: 综合新浪/stooq/Yahoo，"+str(todaydt)+"统计"
@@ -1180,7 +1236,10 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
 
         draw_lines(df1,y_label,x_label=footnotex, \
                    axhline_value=axhline_value,axhline_label=axhline_label, \
-                   title_txt=title_txt,data_label=False,annotate=annotate)
+                   title_txt=title_txt,data_label=False, \
+                   annotate=annotate,annotate_value=annotate, \
+                   mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                   facecolor=facecolor)
             
     #制表
     recommenddf=pd.DataFrame()
@@ -1196,10 +1255,11 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
         elif sortby=='trailing':
             sortby_txt='按推荐标记+短期均值走势降序排列'
         
-        title_txt='***** 风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker,ticker_type)+'，'+sortby_txt+' *****'
+        #title_txt='***** 风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker,ticker_type)+'，'+sortby_txt+' *****'
+        title_txt='风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker,ticker_type)+'，'+sortby_txt
         
-        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)+"。"
-        footnote7="近期趋势和星号为多项因素综合研判，最多五颗星星"
+        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)+"。"
+        footnote7="近期优先趋势和星号为多项因素综合研判，最多五颗星"
         footnotey=footnote6+footnote7+'\n'+footnotex
 
         #删除含有Nan的行
@@ -1207,7 +1267,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
 
         recommenddf=descriptive_statistics2(df1,title_txt,footnotey,decimals=4, \
                                sortby=sortby,recommend_only=True,trailing=trailing, \
-                               trend_threshhold=trend_threshhold)            
+                               trend_threshhold=trend_threshhold,facecolor=facecolor)            
  
     return df,recommenddf
 
@@ -1248,9 +1308,11 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                          ret_type="Annual Ret%", \
                          RF=0, \
                          regression_period=365, \
-                         graph=True,axhline_value=0,axhline_label='', \
+                         graph=True,axhline_value=0,axhline_label='',facecolor='whitesmoke', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.05, \
-                         annotate=False,mktidx='auto',source='auto',
+                         annotate=False,annotate_value=False, \
+                         mark_top=False,mark_bottom=False,mark_end=False, \
+                         mktidx='auto',source='auto', \
                          ticker_type='auto'):
     """
     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
@@ -1274,11 +1336,15 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                 if rar_num==1: rar=rar[0]
                 
             if rar_num ==1:   #一个RAR             
-                df=compare_mticker_1rar(ticker,start,end,rar, \
-                                         ret_type,RF,regression_period, \
-                                         graph,axhline_value,axhline_label, \
-                                         printout,sortby,trailing,trend_threshhold, \
-                                         annotate,mktidx,source,ticker_type=ticker_type)
+                df=compare_mticker_1rar(ticker=ticker,start=start,end=end,rar=rar, \
+                                         ret_type=ret_type,RF=RF,regression_period=regression_period, \
+                                         graph=graph,axhline_value=axhline_value,axhline_label=axhline_label, \
+                                         printout=printout, \
+                                         sortby=sortby,trailing=trailing,trend_threshhold=trend_threshhold, \
+                                         annotate=annotate,annotate_value=annotate, \
+                                         mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                                         mktidx=mktidx,source=source, \
+                                         ticker_type=ticker_type,facecolor=facecolor)
                 return df
                 
             if rar_num >1:    #多个RAR    
@@ -1286,8 +1352,12 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                 df=compare_mticker_mrar(ticker=ticker,start=start,end=end,rar=rar, \
                                         ret_type=ret_type,RF=RF,regression_period=regression_period, \
                                         graph=graph,axhline_value=axhline_value,axhline_label=axhline_label, \
-                                        printout=printout,sortby=sortby,trailing=trailing,trend_threshhold=trend_threshhold, \
-                                        annotate=annotate,mktidx=mktidx,source=source,ticker_type=ticker_type)
+                                        printout=printout, \
+                                        sortby=sortby,trailing=trailing,trend_threshhold=trend_threshhold, \
+                                        annotate=annotate,annotate_value=annotate, \
+                                        mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                                        mktidx=mktidx,source=source, \
+                                        ticker_type=ticker_type,facecolor=facecolor)
                 return df            
         else:
             #实际上是单个证券
@@ -1301,11 +1371,15 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
             if isinstance(RF,list):
                 RF=RF[0]  
                 
-            df=compare_1ticker_mrar(ticker,start,end,rar, \
-                                     ret_type,RF,regression_period, \
-                                     graph,axhline_value,axhline_label, \
-                                     printout,sortby,trailing,trend_threshhold, \
-                                     annotate,mktidx,source,ticker_type=ticker_type)
+            df=compare_1ticker_mrar(ticker=ticker,start=start,end=end,rar=rar, \
+                                     ret_type=ret_type,RF=RF,regression_period=regression_period, \
+                                     graph=graph,axhline_value=axhline_value,axhline_label=axhline_label, \
+                                     printout=printout,facecolor=facecolor, \
+                                     sortby=sortby,trailing=trailing,trend_threshhold=trend_threshhold, \
+                                     annotate=annotate,annotate_value=annotate, \
+                                     mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                                     mktidx=mktidx,source=source, \
+                                     ticker_type=ticker_type)
             return df
         else:
             #实际上是单个RAR
@@ -1317,11 +1391,15 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
             if isinstance(RF,list):
                 RF=RF[0]  
                 
-            df=compare_1ticker_1rar_mret(ticker,start,end,rar, \
-                                     ret_type,RF,regression_period, \
-                                     graph,axhline_value,axhline_label, \
-                                     printout,sortby,trailing,trend_threshhold, \
-                                     annotate,mktidx,source,ticker_type=ticker_type)
+            df=compare_1ticker_1rar_mret(ticker=ticker,start=start,end=end,rar=rar, \
+                                     ret_type=ret_type,RF=RF,regression_period=regression_period, \
+                                     graph=graph,axhline_value=axhline_value,axhline_label=axhline_label, \
+                                     printout=printout, \
+                                     sortby=sortby,trailing=trailing,trend_threshhold=trend_threshhold, \
+                                     annotate=annotate,annotate_value=annotate, \
+                                     mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                                     mktidx=mktidx,source=source, \
+                                     ticker_type=ticker_type,facecolor=facecolor)
             return df
         else:
             #实际上是单个收益率类型
@@ -1331,24 +1409,30 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
     if isinstance(RF,list):
         if len(RF) > 1:
                 
-            df=compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar, \
-                                     ret_type, \
-                                     RF, \
-                                     regression_period, \
-                                     graph,axhline_value,axhline_label, \
-                                     printout,sortby,trailing,trend_threshhold, \
-                                     annotate,mktidx,source,ticker_type=ticker_type)
+            df=compare_1ticker_1rar_1ret_mRF(ticker=ticker,start=start,end=end,rar=rar, \
+                                     ret_type=ret_type,RF=RF,regression_period=regression_period, \
+                                     graph=graph,axhline_value=axhline_value,axhline_label=axhline_label, \
+                                     printout=printout,facecolor=facecolor, \
+                                     sortby=sortby,trailing=trailing,trend_threshhold=trend_threshhold, \
+                                     annotate=annotate,annotate_value=annotate, \
+                                     mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                                     mktidx=mktidx,source=source, \
+                                     ticker_type=ticker_type)
             return df
         else:
             #实际上是单个RF
             RF=RF[0]       
 
     #情形5：1只证券，1个RAR，1个收益率类型，1个RF
-    df=compare_1ticker_mrar(ticker,start,end,rar, \
-                             ret_type,RF,regression_period, \
-                             graph,axhline_value,axhline_label, \
-                             printout,sortby,trailing,trend_threshhold, \
-                             annotate,mktidx,source,ticker_type=ticker_type)
+    df=compare_1ticker_mrar(ticker=ticker,start=start,end=end,rar=rar, \
+                             ret_type=ret_type,RF=RF,regression_period=regression_period, \
+                             graph=graph,axhline_value=axhline_value,axhline_label=axhline_label, \
+                             printout=printout,sortby=sortby, \
+                             trailing=trailing,trend_threshhold=trend_threshhold, \
+                             annotate=annotate,annotate_value=annotate, \
+                             mktidx=mktidx,source=source, \
+                             ticker_type=ticker_type,facecolor=facecolor)
+        
     return df