siat 3.0.4__py3-none-any.whl → 3.0.15__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/capm_beta2.py +51 -22
- siat/common.py +30 -3
- siat/fama_french.py +2 -0
- siat/financials_china.py +28 -21
- siat/financials_china2.py +199 -106
- siat/grafix.py +109 -45
- siat/markowitz.py +25 -14
- siat/markowitz2.py +2446 -0
- siat/risk_adjusted_return2.py +169 -85
- siat/security_trend2.py +39 -25
- siat/stock.py +127 -47
- siat/stock_china.py +1 -1
- siat/stock_technical.py +33 -12
- siat/valuation.py +34 -7
- {siat-3.0.4.dist-info → siat-3.0.15.dist-info}/METADATA +1 -1
- {siat-3.0.4.dist-info → siat-3.0.15.dist-info}/RECORD +19 -18
- {siat-3.0.4.dist-info → siat-3.0.15.dist-info}/WHEEL +1 -1
- {siat-3.0.4.dist-info → siat-3.0.15.dist-info}/top_level.txt +0 -0
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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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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BULL_days=BULL_days,BULL_nbdevup=BULL_nbdevup, \
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BULL_nbdevdn=BULL_nbdevdn,BULL_matype=BULL_matype, \
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DMA_fastperiod=DMA_fastperiod, \
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DMA_slowperiod=DMA_slowperiod,DMA_madays=DMA_madays, \
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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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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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fig.gca().set_facecolor(facecolor) #放在这里生效,放尾部不生效
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line0=False; line30=False; line50=False; line80=False
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for l in tech_line_collist:
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@@ -2633,8 +2656,6 @@ def security_technical2(ticker,start='default',end='default', \
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plt.title(titletxt,fontweight='bold',fontsize=title_txt_size)
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plt.gcf().autofmt_xdate()
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#plt.gca().set_facecolor('whitesmoke')
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#plt.figure(facecolor='whitesmoke')
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plt.show(); plt.close()
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siat/valuation.py
CHANGED
@@ -927,7 +927,9 @@ if __name__=='__main__':
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def security_valuation(tickers,indicators,start,end, \
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preprocess='none',scaling_option='start', \
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twinx=False,loc1='best',loc2='best', \
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graph=True,
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graph=True,facecolor='whitesmoke', \
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annotate=False,annotate_value=False, \
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mark_top=False,mark_bottom=False,mark_end=False):
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"""
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功能:绘制估值走势
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"""
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@@ -985,7 +987,8 @@ def security_valuation(tickers,indicators,start,end, \
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draw_lines(df2,y_label=ylabeltxt,x_label=footnote, \
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axhline_value=0,axhline_label='', \
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title_txt=titletxt,data_label=False, \
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resample_freq='D',loc=loc1
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resample_freq='D',loc=loc1,facecolor=facecolor,
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mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end)
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return df
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@@ -1020,7 +1023,7 @@ def security_valuation(tickers,indicators,start,end, \
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ylabeltxt='',titletxt=titletxt,footnote=footnote, \
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twinx=twinx, \
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resample_freq='D',loc1=loc1,loc2=loc2, \
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color1='red',color2='blue')
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color1='red',color2='blue',facecolor=facecolor)
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return df
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# 绘制双线: 两只证券,一个指标。twinx双轴绘图
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@@ -1057,7 +1060,7 @@ def security_valuation(tickers,indicators,start,end, \
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ylabeltxt=ylabeltxt,titletxt=titletxt,footnote=footnote, \
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twinx=twinx, \
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resample_freq='D',loc1=loc1,loc2=loc2, \
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color1='red',color2='blue')
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color1='red',color2='blue',facecolor=facecolor)
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return df
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@@ -1089,7 +1092,11 @@ def security_valuation(tickers,indicators,start,end, \
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draw_lines(dfs2,y_label=y_label,x_label=x_label, \
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axhline_value=0,axhline_label=axhline_label, \
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title_txt=titletxt,data_label=False, \
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resample_freq='D',loc=loc1,
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resample_freq='D',loc=loc1, \
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annotate=annotate,annotate_value=annotate_value, \
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plus_sign=plus_sign, \
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facecolor=facecolor, \
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mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end)
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return df
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@@ -1130,7 +1137,10 @@ def security_valuation(tickers,indicators,start,end, \
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draw_lines(dfs2,y_label=y_label,x_label=x_label, \
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axhline_value=0,axhline_label=axhline_label, \
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title_txt=titletxt,data_label=False, \
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resample_freq='D',loc=loc1,
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resample_freq='D',loc=loc1,plus_sign=plus_sign, \
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annotate=annotate,annotate_value=annotate_value, \
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facecolor=facecolor, \
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mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end)
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return df
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@@ -1142,7 +1152,7 @@ if __name__=='__main__':
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base=''
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def print_valuation(df,indicator='PE',base=''):
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def print_valuation(df,indicator='PE',base='',facecolor='whitesmoke'):
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"""
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功能:显示同行估值数字,并进行对比
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"""
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df4=df3[['证券名称',col_mean,'均值排名',col_latest_date,'排名@'+col_latest_date,col_mean_rel,col_latest_rel,'均值对比','对比@'+col_latest_date]]
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titletxt="*** 估值对比:"+indicator+",降序排列"
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"""
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print("\n",titletxt,'\n')
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alignlist=['left','right','center','right','center']+['right']*(len(list(df4))-5)
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print(df4.to_markdown(index=False,tablefmt='simple',colalign=alignlist))
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"""
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disph=df4.style.hide() #不显示索引列
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dispp=disph.format(precision=2) #设置带有小数点的列精度调整为小数点后2位
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#设置标题/列名
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dispt=dispp.set_caption(titletxt).set_table_styles(
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[{'selector':'caption', #设置标题
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'props':[('color','black'),('font-size','16px'),('font-weight','bold')]}, \
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{'selector':'th.col_heading', #设置列名
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'props':[('color','black'),('text-align','center'),('margin','auto')]}])
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#设置列数值对齐
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dispf=dispt.set_properties(**{'text-align':'center'})
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#设置前景背景颜色
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dispf2=dispf.set_properties(**{'background-color':facecolor,'color':fontcolor})
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from IPython.display import display
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display(dispf2)
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print(" ")
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if diff > 0:
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@@ -1,5 +1,5 @@
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siat/__init__.py,sha256=2c0GKq4KaxA0vfdvMeyCPiNR6wODmH6CGj8n5UDOywY,2182
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siat/allin.py,sha256=
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siat/allin.py,sha256=f1VWxZLvPLR57ilk9GOziZMWjyAYOYLXbvQI4z38r50,2708
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siat/alpha_vantage_test.py,sha256=tKr-vmuFH3CZAqwmISz6jzjPHzV1JJl3sPfZdz8aTfM,747
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siat/assets_liquidity.py,sha256=deAJ60YcqMUgrXY7jy7BfzLutoy4uOEtfXqqMSujCRo,28889
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siat/assets_liquidity_test.py,sha256=UWk6HIUlizU7LQZ890fGx8LwU1jMMrIZswg8cFUJWZ8,1285
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@@ -14,10 +14,10 @@ siat/bond_china.py,sha256=eYv-nMoWSS5fZ4VxnuJ29QFY9GUS6meGiIc0Xjm1fQI,3038
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siat/bond_test.py,sha256=yUOFw7ddGU-kb1rJdnsjkJWziDNgUR7OLDA7F7Ub91A,5246
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siat/bond_zh_sina.py,sha256=26BohGcS120utwqg9dJvdGm5OkuNpNu5bco80uOuQpU,4423
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siat/capm_beta.py,sha256=cxXdRVBQBllhbfz1LeTJAIWvyRYhW54nhtNUXv4HwS0,29063
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siat/capm_beta2.py,sha256=
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siat/capm_beta2.py,sha256=hta-X1iWPjNbG1YYIVlQF-YvKA8An3KuEyLmUEZ3hH8,25562
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siat/capm_beta_test.py,sha256=ImR0c5mc4hIl714XmHztdl7qg8v1E2lycKyiqnFj6qs,1745
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siat/cmat_commons.py,sha256=Nj9Kf0alywaztVoMVeVVL_EZk5jRERJy8R8kBw88_Tg,38116
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-
siat/common.py,sha256=
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siat/common.py,sha256=pppwY6Uf2Zs_HdqMYhCN9ApEDRLDC-OhilBFT8Ygu44,135212
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siat/compare_cross.py,sha256=3iP9TH2h3w27F2ARZc7FjKcErYCzWRc-TPiymOyoVtw,24171
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siat/compare_cross_test.py,sha256=xra5XYmQGEtfIZL2h-GssdH2hLdFIhG3eoCrkDrL3gY,3473
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siat/concepts_iwencai.py,sha256=m1YEDtECRT6FqtzlKm91pt2I9d3Z_XoP59BtWdRdu8I,3061
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@@ -32,7 +32,7 @@ siat/economy_test.py,sha256=6vjNlPz7W125pJb7simCddobSEp3jmLIMvVkLRZ7zW8,13339
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siat/esg.py,sha256=PRgZo6rwlldAG9qNRnFWX0fnLdPHXIPVQOIFOJ2azmQ,19016
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siat/esg_test.py,sha256=Z9m6GUt8O7oHZSEG9aDYpGdvvrv2AiRJdHTiU6jqmZ0,2944
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siat/exchange_bond_china.pickle,sha256=mGy55toxgUrNL2rdf8lIVeSDz9wyHk6x7hierKxTklI,1255244
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siat/fama_french.py,sha256=
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siat/fama_french.py,sha256=aUTC-67t_CEPbLk4u79woW_zfZ7OCP6Fo4z5EdWCSkQ,48051
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siat/fama_french_test.py,sha256=M4O23lBKsJxhWHRluwCb3l7HSEn3OFTjzGMpehcevRg,4678
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siat/financial_base.py,sha256=5u298_1OSlgLnDmhXxqvo4WgMM0JKSa_4jBYF-Ilx38,41097
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siat/financial_statements.py,sha256=Ek18eKHflxZ01evOIwnfH1KZ_M2g8Vr8SxkL1om-K7U,25391
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@@ -40,8 +40,8 @@ siat/financial_statements_test.py,sha256=FLhx8JD-tVVWSBGux6AMz1jioXX4U4bp9DmgFHY
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siat/financials.py,sha256=mbEZSNeHMMFcnPUryQWvdmNlWQvpnOG9eItgS7IVw3k,80458
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siat/financials2 - 副本.py,sha256=dKlNjIfKeoSy055fQ6E6TUj9HEoO5Ney9grD84J5kfk,14389
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siat/financials2.py,sha256=c5-QHu4VJn6f67mzX_t4cJc99rE3PmlChHC9VCNdYwY,42332
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siat/financials_china.py,sha256=
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siat/financials_china2.py,sha256=
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siat/financials_china.py,sha256=ciHQIgx4Tmggalzn1RUqFV-ktn5rMQeGDTyGA5S5lyI,186871
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siat/financials_china2.py,sha256=Ipxqi2-aXcs0IAn2gTLYrFAW23-oW4r8TdPb3FMpzFU,79242
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siat/financials_china2_test.py,sha256=Erz5k4LyOplBBvYls2MypuqHpVNJ3daiLdyeJezNPu0,2722
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siat/financials_china2_test2.py,sha256=C8CuYTMHN4Mhp-sTu-Bmg0zMXRCaYV6ezGDoYartRYQ,3507
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siat/financials_china2_test3.py,sha256=UXYSA80DNSPRhHpovc2MA9JkpILWMAQaRatbWCHBNPs,3118
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@@ -59,13 +59,14 @@ siat/future_china.py,sha256=F-HsIf2Op8Z22RzTjet1g8COzldgnMjFNSXsAkeGyWo,17595
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siat/future_china_test.py,sha256=BrSzmDVaOHki6rntOtosmRn-6dkfOBuLulJNqh7MOpc,1163
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siat/global_index_test.py,sha256=hnFp3wqqzzL-kAP8mgxDZ54Bd5Ijf6ENi5YJlGBgcXw,2402
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siat/google_authenticator.py,sha256=ZUbZR8OW0IAKDbcYtlqGqIpZdERpFor9NccFELxg9yI,1637
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siat/grafix.py,sha256=
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siat/grafix.py,sha256=300cXcqfPWG3dXiFoK2vIcgib9TkFZ_CRmVHYRmD7uw,84745
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siat/grafix_test.py,sha256=kXvcpLgQNO7wd30g_bWljLj5UH7bIVI0_dUtXbfiKR0,3150
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siat/holding_risk.py,sha256=X3vL_2rU0zpjiiRtStWxWOXZrAJ323huSsZK3jGgABc,30633
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siat/holding_risk_test.py,sha256=FRlw_9wFG98BYcg_cSj95HX5WZ1TvkGaOUdXD7-V86s,474
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siat/local_debug_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
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siat/market_china.py,sha256=nabx24qm7N51OafTrwUw542pNeFJ3JaQ1wqyv-nLN5I,37883
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siat/markowitz.py,sha256=
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siat/markowitz.py,sha256=c06gCRhMABnrb30F-npJsKVv8nFfEoNNR3bzrkMCyGg,97406
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siat/markowitz2.py,sha256=dBjxbb4K3jQkehzNLj8lQQXmkSAgE8Zs5_wDZLLvaEM,100759
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siat/markowitz_ccb_test.py,sha256=xBkkoaNHdq9KSUrNuHGgKTdNYUvgi84kNYcf719eoyE,1593
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siat/markowitz_ef_test.py,sha256=wjNlICkgRIqnonPeSIHo4Mu2GRtb9dr21wDt2kMNEcI,4032
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siat/markowitz_old.py,sha256=Lf7O_4QWT8RsdkHiUyc_7kKY3eZjKDtFR89Fz3pwYnY,33046
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@@ -84,7 +85,7 @@ siat/option_sina_api_test.py,sha256=dn-k_wrQnAaNKHoROvWJEc7lqlU0bwiV2Aa4usWAFGM,
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siat/proxy_test.py,sha256=erQJrmGs2X46z8Gb1h-7GYQ0rTUcaR8dxHExWoBz2eM,2610
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siat/quandl_test.py,sha256=EcPoXnLuqzPl5dKyVEZi3j3PJZFpsnU_iNPhLWC9p-A,1552
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siat/risk_adjusted_return.py,sha256=L5FoeOFzvItT03gNBTCaIo32hUvncOJkbchtHOveSBM,54929
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siat/risk_adjusted_return2.py,sha256=
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siat/risk_adjusted_return2.py,sha256=LyPvfVLyfJJxIh2wDMM_10UgpEg5Ile7oDhHxyWrqaI,63133
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siat/risk_adjusted_return_test.py,sha256=m_VHL5AtT74cJv5i7taTeTfnkX48y0AFJk5phawyYWg,3416
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siat/risk_evaluation.py,sha256=I6B3gty-t--AkDCO0tKF-291YfpnF-IkXcFjqNKCt9I,76286
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siat/risk_evaluation_test.py,sha256=YEXM96gKzTfwN4U61AS4Rr1tV7KgUvn4rRC6f3iMw9s,3731
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siat/security_prices.py,sha256=gSmnXt3EtTxUvETwUVzIC95j8U4Tivr1AU5RwzmKQzo,101601
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siat/security_prices_test.py,sha256=OEphoJ87NPKoNow1QA8EU_5MUYrJF-qKoWKNapVfZNI,10779
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siat/security_trend.py,sha256=o0vpWdrJkmODCP94X-Bvn-w7efHhj9HpUYBHtLl55D0,17240
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siat/security_trend2.py,sha256=
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siat/security_trend2.py,sha256=AhIheVc0EvXShwDvMX3UbR3cX5cKYxSgUVqA_bHeCEI,24579
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siat/setup.py,sha256=up65rQGLmTBkhtaMLowjoQXYmIsnycnm4g1SYmeQS6o,1335
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siat/shenwan index history test.py,sha256=JCVAzOSEldHalhSFa3pqD8JI_8_djPMQOxpkuYU-Esg,1418
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siat/stock.py,sha256=
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siat/stock.py,sha256=1KC33O7AxQa-poXrMORn3Uvqpleo8LUh1-15OFcwBsQ,138974
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siat/stock_advice_linear.py,sha256=-twT7IGP-NEplkL1WPSACcNJjggRB2j4mlAQCkzOAuo,31655
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siat/stock_base.py,sha256=uISvbRyOGy8p9QREA96CVydgflBkn5L3OXOGKl8oanc,1312
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siat/stock_china.py,sha256=
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siat/stock_china.py,sha256=DYPU-x6gIpHFgpRsOuAUtqfmkRF0m870abLtHwbsrhw,83987
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siat/stock_china_test.py,sha256=eO4HWsSvc6qezl0LndjtL24lViEyrBjH_sx2c2Y2Q2M,1294
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siat/stock_info.pickle,sha256=EUUfZwFS3SMO2f25tOLWcjiJheGRCL3PDt7jII-i_4M,1315662
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siat/stock_info_test.py,sha256=gfG3DbhDACbtD8wnv_R6zhj0t11XaC8NX8uLD9Qv3Fo,6122
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siat/stock_prices_kneighbors.py,sha256=WfZvo5EyeBsm-T37zDj7Sl9dPSRq5Bx4JxIJ9IUum6s,36738
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siat/stock_prices_linear.py,sha256=-OUKRr27L2aStQgJSlJOrJ4gay_G7P-m-7t7cU2Yoqk,13991
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siat/stock_profile.py,sha256=B3eIwzEmiCqiCaxIlhfdEPsQBoW1PFOe1hkiY3mVF6Y,26038
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siat/stock_technical.py,sha256=
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siat/stock_technical.py,sha256=bu8vu937shf7Ck0nYfnHiIUEDtil88hoQ5Wv9cyYNKM,112519
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siat/stock_test.py,sha256=E9YJAvOw1VEGJSDI4IZuEjl0tGoisOIlN-g9UqA_IZE,19475
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siat/stooq.py,sha256=dOc_S5HLrYg48YAKTCs1eX8UTJOOkPM8qLL2KupqlLY,2470
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siat/temp.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
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@@ -127,11 +128,11 @@ siat/translate-20230206.py,sha256=-vtI125WyaJhmPotOpDAmclt_XnYVaWU9ByLWZ6FyYE,11
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siat/translate-20230215.py,sha256=TJgtPE3n8IjljmZ4Pefy8dmHoNdFF-1zpML6BhA9FKE,121657
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siat/translate.py,sha256=PUCzxVtjVxCTkANlCxo50qRMhqnqSplIjv09HNzbQiw,203356
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siat/universal_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
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siat/valuation.py,sha256=NKfeZMdDJOW42oLVHob6eSVBXUqlN1OCnnzwyGAst8c,48855
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siat/valuation_china.py,sha256=Tde2LzPDQy3Z7xOQQDw4ckQMPdROp_z0-GjFE6Z5_lI,67639
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siat/valuation_market_china_test.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
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siat/var_model_validation.py,sha256=f-oDewg7bPzyNanz_Y_jLH68NowAA3gXFehW_weKGG0,14898
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siat-3.0.15.dist-info/METADATA,sha256=LG4uUuHDO4yIMJWGYFjPDnpt6qPhF4qvsDy3J9K3qW4,1448
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siat-3.0.15.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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siat-3.0.15.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
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siat-3.0.15.dist-info/RECORD,,
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