siat 3.1.11__py3-none-any.whl → 3.1.12__py3-none-any.whl

siat/fund_china.py

@@ -20,18 +20,23 @@ from siat.translate import *
 from siat.grafix import *
 from siat.bond_base import *
 #==============================================================================
-def compare_fund_holding_china(ticker,quarters,rank=10):
+def compare_fund_holding_china(ticker,quarters,rank=10,font_size='14px'):
     """
     功能：套壳函数fund_stock_holding_compare_china
     """
     if len(quarters) < 2:
         print("  #Warning(compare_fund_holding_china): need 2 quarters to compare at",quarters)
         return None
+    """
     if quarters[0] >= quarters[1]:
         print("  #Warning(compare_fund_holding_china):",quarters[0],"is supposed to be earlier than",quarters[1])
         return None
-        
-    df=fund_stock_holding_compare_china(fund=ticker,quarter1=quarters[0],quarter2=quarters[1],rank=rank)
+    """
+    #保证较早的季度排在前面
+    quarters.sort()  
+    
+    df=fund_stock_holding_compare_china(fund=ticker,quarter1=quarters[0],quarter2=quarters[1], \
+                                        rank=rank,font_size=font_size)
     
     return df
 
@@ -43,13 +48,18 @@ if __name__=='__main__':
     df=fund_stock_holding_compare_china(fund,quarter1,quarter2,rank=10)
 
 #比较两个季度之间的基金持仓变化
-def fund_stock_holding_compare_china(fund,quarter1,quarter2,rank=10):
+def fund_stock_holding_compare_china(fund,quarter1,quarter2,rank=10, \
+                                     font_size='14px'):
     """
     功能：基金fund在两个季度quarter1和quarter2的持仓股票对比（股数和金额），前rank名股票
     参数：
     fund,str,基金代码;
     quarter1,str,靠前的季度, 格式为 'YYYYQ1',例如: '2021Q2';
     quarter2,str,靠后的季度, 格式为 'YYYYQ1',例如: '2021Q2';
+    
+    注意：监管仅要求基金披露前十大重仓股，因此其持仓比例之和一般小于100%；若大于100%，
+    则为基金以其净资产作为抵押加了杠杆融资，买进更多成份股，导致成份股总价值（基金总资产）超过了基金的净资产。
+    基金总资产 = 基金负债 + 基金净资产
     """
     print("Searching fund holding info, which may take time, please wait ...\n")
     
@@ -112,6 +122,7 @@ def fund_stock_holding_compare_china(fund,quarter1,quarter2,rank=10):
     
     df1 = df1[['股票代码', '股票名称','持股数','持仓市值','占净值比例']]
     df1 = df1.rename(columns={'持股数':s1_share,'持仓市值':s1_value,'占净值比例':s1_ratio})
+    num1=len(df1)
     
     df2 =data[data['季度']==s2]
     if len(df2)==0:
@@ -120,6 +131,7 @@ def fund_stock_holding_compare_china(fund,quarter1,quarter2,rank=10):
     
     df2 = df2[['股票代码', '股票名称','持股数','持仓市值','占净值比例']]
     df2 = df2.rename(columns={'持股数':s2_share,'持仓市值':s2_value,'占净值比例':s2_ratio})
+    num2=len(df2)
 
     df_merge = pd.merge(df1,df2,on=['股票代码','股票名称'],how='outer')
 
@@ -196,16 +208,17 @@ def fund_stock_holding_compare_china(fund,quarter1,quarter2,rank=10):
     # 替换空值
     df.fillna('---')
     """
-    print("===== 中国基金持仓股票分析："+name+'，'+s1+"对比"+s2,"(按后者持仓比例高低排列，"+order+str(rank)+"名股票) =====\n")
+    print("===== 中国基金持仓股票分析："+name+'，'+s1+"对比"+s2,"(按后者持仓比例高低排列，"+order+str(rank)+"名重仓股) =====\n")
     print(df.to_string(index=False))
     import datetime; today = datetime.date.today()
     print("\n*** 注：持股数为万股，持仓市值为万元，持仓比例为占基金资产净值比例%，包括A股与非A股")
     print("    数据来源：天天基金/东方财富, 期间持仓股票总计"+str(len(df_merge))+"只,",today)      
     """
-    titletxt="基金持仓转移矩阵："+name+'，'+s1+"对比"+s2+"（按后者持仓比例降序排列，"+order+str(rank)+"名成份证券）"
+    titletxt="基金持仓转移明细："+name+'基金，'+s1+"对比"+s2+"（按后者持仓比例降序排列，"+order+str(rank)+"名重仓股）"
     
-    footnote1="【注】持仓数为万股，持仓市值为万元，持仓比例为占基金资产净值比例%；"
-    footnote2="期间内（曾经）持仓证券数合计"+str(len(df_merge))+"只"+'\n'
+    footnote1="【注】持仓数单位为万股，持仓市值单位为万元，持仓比例为成份股价值为占基金资产净值%（以最新期间为准列示）\n"
+    #footnote2=s1+'/'+s2+"期末持仓证券数"+str(num1)+'/'+str(num2)+"只"+'\n'
+    footnote2='监管仅要求披露前十大重仓股，其持仓比例之和一般小于100%；若大于100%则为基金加了杠杆，总资产多于净资产\n'
     import datetime; todaydt = datetime.date.today()
     footnote9="数据来源：天天基金/东方财富，"+str(todaydt)+"统计"
     footnote=footnote1+footnote2+footnote9
@@ -227,21 +240,27 @@ def fund_stock_holding_compare_china(fund,quarter1,quarter2,rank=10):
     df=df[collist1]
     """
     df.replace(0,'---',inplace=True); df.replace('0','---',inplace=True)
+
+    #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',''))-2)+'px'
     
     df_display_CSS(df,titletxt=titletxt,footnote=footnote,facecolor='papayawhip',decimals=2, \
                        first_col_align='center',second_col_align='left', \
                        last_col_align='right',other_col_align='right', \
-                       titile_font_size='14px',heading_font_size='12px', \
-                       data_font_size='12px')     
+                       titile_font_size=titile_font_size, \
+                       heading_font_size=heading_font_size, \
+                       data_font_size=data_font_size)     
     
     return df_merge
 
 #==============================================================================
-def fund_holding_china(ticker,rank=10,pastyears=2):
+def fund_holding_china(ticker,rank=10,pastyears=2,reverse=False,font_size='16px'):
     """
     功能：套壳函数fund_stock_holding_rank_china
     """
-    df,data=fund_stock_holding_rank_china(fund=ticker,rank=rank,year_num=pastyears)
+    df,data=fund_stock_holding_rank_china(fund=ticker,rank=rank,year_num=pastyears, \
+                                          reverse=reverse,font_size=font_size)
     
     return df,data
 
@@ -253,8 +272,10 @@ if __name__=='__main__':
     df=fund_stock_holding_rank_china(fund,year_num=2)
     
 # 获取单只基金的十大股票名称信息
-def fund_stock_holding_rank_china(fund,rank=10,year_num=2):
+def fund_stock_holding_rank_china(fund,rank=10,year_num=2, \
+                                  reverse=False,font_size='16px'):
     """
+    基金的成份股持仓转移矩阵
     比较股票型基金fund近year_num年持仓的前10大股票排名变化
     """
     print("Searching fund stock holding info, which takes time, please wait ...\n")
@@ -373,21 +394,27 @@ def fund_stock_holding_rank_china(fund,rank=10,year_num=2):
     name=get_fund_name_china2(fund)
     
     #print("=== 基金持仓股票排行分析："+name+"，按照占净值比例高低排列 ===\n")
-    titletxt="基金持仓转移详情："+name+"，按照占净值比例降序排列，前"+str(rank)+"名成份证券"
+    titletxt="基金持仓转移矩阵："+name+"基金，按照占净值比例降序排列，前"+str(rank)+"名重仓股"
     import datetime; todaydt = datetime.date.today()
     #print("\n*** 注：包括A股与非A股。持股结构：股票简称(占净值比例%，持股数万股),",str(todaydt)) 
     footnote="【注】持仓结构：证券简称(占净值比例%，持仓数万股)，"+str(todaydt)+"统计"
 
-    #最新的日期方前面
-    collist=list(df)
-    collist.sort(reverse=True)
-    df=df[collist]
+    if reverse:
+        #最新的日期放前面
+        collist=list(df)
+        collist.sort(reverse=True)
+        df=df[collist]
+
+    #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(df,titletxt=titletxt,footnote=footnote,facecolor='papayawhip',decimals=3, \
                        first_col_align='center',second_col_align='left', \
                        last_col_align='left',other_col_align='left', \
-                       titile_font_size='16px',heading_font_size='15px', \
-                       data_font_size='15px')     
+                       titile_font_size=titile_font_size, \
+                       heading_font_size=heading_font_size, \
+                       data_font_size=data_font_size)     
       
     """    
     alignlist=['center']+['left']*(len(list(df))-1)

siat/sector_china.py

@@ -3033,49 +3033,46 @@ def industry_scan_china(sw_level='F', \
     
     return df2   
     
+
 #==============================================================================
 if __name__=='__main__':
     ticker='600791.SS'
-    find_industry_sw(ticker)
-    
-def find_industry_sw(ticker):
+    ticker='东阿阿胶'
+
+    contains_chinese(ticker)
+ 
+def contains_chinese(text):
     """
-    功能：寻找一只股票所属的申万行业，细分行业
+    功能：判断字符串是否含有汉字
     """
-    ticker6=ticker[:6]
-    
-    import akshare as ak
-    #df3 = ak.sw_index_third_info()
-    df2 = ak.sw_index_second_info()
-    df2['industry_code']=df2['行业代码'].apply(lambda x: x[:6])
-    industry_list=list(df2['industry_code'])
-    
-    for i in industry_list:
-        cdf = ak.index_component_sw(i)
-        component_list=list(cdf)
-        
-        if ticker6 in component_list:
-            stock_name=cdf[cdf["证券代码"]==ticker6]['证券名称'].values[0]
-            print("股票：",ticker,"，",stock_name)
-            
-            isi=i+'.SI'
-            industry_name=df3[df3[行业代码]==isi]['行业名称'].values[0]
-            print("申万三级行业代码：",i+".SW","，",industry_name)
-            
-            break
-        
-    return    
+    import re
+    return re.search(r'[\u4e00-\u9fff]', text) is not None
 
 #==============================================================================
 if __name__=='__main__':
     ticker='600791.SS'
+    
+    ticker=['600791.SS','东阿阿胶']
+    level='1'
+    
     find_industry_sw(ticker)
     
-def find_industry_sw(ticker,level='2'):
+def find_industry_sw(ticker,level='1',ticker_order=True):
     """
     功能：寻找一只股票所属的申万行业
     """
-    ticker6=ticker[:6]
+    print("  Searching shenwan industries for securities ... ...")
+    
+    if isinstance(ticker,str):
+        ticker=[ticker]
+        
+    tickerlist=[]
+    for t in ticker:
+        if not contains_chinese(t):
+            tt=t[:6]
+            tickerlist=tickerlist+[tt]
+        else:
+            tickerlist=tickerlist+[t]
     
     import akshare as ak
     if level == '3':
@@ -3088,8 +3085,13 @@ def find_industry_sw(ticker,level='2'):
     df['industry_code']=df['行业代码'].apply(lambda x: x[:6])
     industry_list=list(df['industry_code'])
     
+    import pandas as pd; import random; import time
+    result=pd.DataFrame(columns=['序号','证券名称','证券代码','行业名称','行业代码'])
+    
     for i in industry_list:
-        print_progress_percent2(i,industry_list,steps=10,leading_blanks=0)
+        print_progress_percent2(i,industry_list,steps=10,leading_blanks=2)
+        
+        iname=df[df['industry_code']==i]['行业名称'].values[0]
         
         try:
             cdf = ak.index_component_sw(i)
@@ -3097,7 +3099,7 @@ def find_industry_sw(ticker,level='2'):
             print("  #Warning(find_industry_sw): server banned this ip becos of too many requests") 
             print("  Solution: change to another ip or another computer, or try a few hours later.")
             return 
-        
+        """
         component_list=list(cdf['证券代码'])
         
         if ticker6 in component_list:
@@ -3109,8 +3111,70 @@ def find_industry_sw(ticker,level='2'):
             print("申万"+str(level)+"级行业代码："+i+".SW，"+industry_name)
             
             break
+        """
+        for t in tickerlist:
+            torder=tickerlist.index(t)+1
+            
+            if not contains_chinese(t):
+                dft=cdf[cdf['证券代码']==t]
+                if len(dft)==0: continue
+                else:
+                    tname=cdf[cdf['证券代码']==t]['证券名称'].values[0]
+                    s=pd.Series({'序号':torder,'证券名称':tname,'证券代码':t,'行业名称':iname,'行业代码':i})
+                    try:
+                        result=result.append(s,ignore_index=True)
+                    except:
+                        result=result._append(s,ignore_index=True)   
+            else:
+                dft=cdf[cdf['证券名称']==t]
+                if len(dft)==0: continue
+                else:
+                    tcode=cdf[cdf['证券名称']==t]['证券代码'].values[0]
+                    s=pd.Series({'序号':torder,'证券名称':t,'证券代码':tcode,'行业名称':iname,'行业代码':i})
+                    try:
+                        result=result.append(s,ignore_index=True)
+                    except:
+                        result=result._append(s,ignore_index=True)   
+                
+        #是否都找到了？
+        if len(result) == len(tickerlist): break
         
-    return
+        #生成随机数睡眠，试图防止被反爬虫，不知是否管用！
+        random_int=random.randint(1,5)
+        time.sleep(random_int)
+    
+    #排序
+    if not ticker_order:
+        #按行业代码排序
+        result.sort_values(by='行业代码',inplace=True)
+    else:
+        #按ticker顺序排序
+        result.sort_values(by='序号',inplace=True)
+        """
+        if contains_chinese(tickerlist[0]):
+            result.sort_values(by='证券名称',key=lambda x: x.map(dict(zip(tickerlist,range(len(tickerlist))))))
+        else:
+            result.sort_values(by='证券代码',key=lambda x: x.map(dict(zip(tickerlist,range(len(tickerlist))))))
+        """
+    #result.reset_index(drop=True,inplace=True)
+    
+    #显示结果
+    titletxt="证券所属行业：申万"+str(level)+"级行业"
+    import datetime; todaydt = datetime.date.today()
+    footnote="数据来源：申万宏源，"+str(todaydt)+"统计"
+    """
+    collist=list(result)
+    result['序号']=result.index+1
+    result=result[['序号']+collist]
+    """
+    print('')
+    df_display_CSS(result,titletxt=titletxt,footnote=footnote,facecolor='papayawhip',decimals=2, \
+                       first_col_align='center',second_col_align='left', \
+                       last_col_align='left',other_col_align='left', \
+                       titile_font_size='16px',heading_font_size='15px', \
+                       data_font_size='15px')
+    
+    return result
 
 #==============================================================================
 #==============================================================================

siat/stock_technical.py

@@ -2009,7 +2009,7 @@ def security_bollinger(ticker,fromdate,todate,boll_days=20, \
         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)
+        print("  #Error(security_bollinger): ticker info either inaccessible or not found for",ticker)
         return None
         
     # 滚动均值与标准差
@@ -2045,7 +2045,7 @@ def security_bollinger(ticker,fromdate,todate,boll_days=20, \
                data_label=False,resample_freq='6H',smooth=smooth, \
                date_range=date_range,date_freq=date_freq,date_fmt='%Y-%m-%d', \
                colorlist=colorlist,lslist=lslist,lwlist=lwlist, \
-               band_area=['上(压力)线','下(支撑)线'],mark_end=mark_end)
+               band_area=['上(压力)线','下(支撑)线'],mark_end=mark_end,loc=loc)
 
     return df1
 

{siat-3.1.11.dist-info → siat-3.1.12.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.1.11
+Version: 3.1.12
 Summary: Securities Investment Analysis Tools (siat)
 Home-page: https://pypi.org/project/siat/
 Author: Prof. WANG Dehong, International Business School, Beijing Foreign Studies University

{siat-3.1.11.dist-info → siat-3.1.12.dist-info}/RECORD

@@ -52,7 +52,7 @@ siat/financials_test.py,sha256=HJ3CPo_Xckz2wXi3AEP6ZNWCF1Duc1pLi0Y10USiImc,23829
 siat/fred_test.py,sha256=KF50ssSbsfpa_kT6iuomD0vG4eXztAcOasZxg1OGX5w,1201
 siat/fund.py,sha256=wMDORsCBV8ZXfgwbtq-0bu3qqWY66dHnbqgllW0gWCo,24637
 siat/fund_china.pickle,sha256=QI3IjV46EeJ5ryO3xocmByc-6b_6_nDxgcXDhBHzop0,2380915
-siat/fund_china.py,sha256=Sa9_s1A_dTT_sBu_pYYw2WaNZF0MIrNy-5X2FO4Lm00,97528
+siat/fund_china.py,sha256=5ZgF4G9GFQa7hPufqol-qDg_EZj8CtmYd0UR9L2zIDI,99025
 siat/fund_china_test.py,sha256=-Bh6m0J0GPpIbYXx-H2vpzJoNFI6pE2C2jVPa8DazgE,6649
 siat/fund_test.py,sha256=V4ADb8Gsp8gyeFTwcgRsJBpnUih_O-Q2V1ILc5oKjK8,1116
 siat/future_china.py,sha256=F-HsIf2Op8Z22RzTjet1g8COzldgnMjFNSXsAkeGyWo,17595
@@ -91,7 +91,7 @@ siat/risk_evaluation.py,sha256=I6B3gty-t--AkDCO0tKF-291YfpnF-IkXcFjqNKCt9I,76286
 siat/risk_evaluation_test.py,sha256=YEXM96gKzTfwN4U61AS4Rr1tV7KgUvn4rRC6f3iMw9s,3731
 siat/risk_free_rate.py,sha256=ZMr4cHikPvXvywr54gGqiI3Nvb69am6tq3zj2hwzANE,12384
 siat/risk_free_rate_test.py,sha256=CpmhUf8aEAEZeNu4gvWP2Mz2dLoIgBX5bI41vfUBEr8,4285
-siat/sector_china.py,sha256=ijczadqHt4wEvNYjzDFllanxBLfXJy10v5th09KBEpI,115049
+siat/sector_china.py,sha256=o8t4amM6NKGwYiT4N1Vqb3UdDpky_JY_jQwL-Q2Ygd8,117754
 siat/sector_china_test.py,sha256=1wq7ef8Bb_L8F0h0W6FvyBrIcBTEbrTV7hljtpj49U4,5843
 siat/security_price.py,sha256=2oHskgiw41KMGfqtnA0i2YjNNV6cYgtlUK0j3YeuXWs,29185
 siat/security_price2.py,sha256=kuYh0V5cqclkM6MjZUd-N361fv3oxGVVerYINuTzZrE,24622
@@ -112,7 +112,7 @@ siat/stock_list_china_test.py,sha256=gv14UwMMvkZqtb6G7DCTSuehIwVHuVwu7w60p6gyHoo
 siat/stock_prices_kneighbors.py,sha256=WfZvo5EyeBsm-T37zDj7Sl9dPSRq5Bx4JxIJ9IUum6s,36738
 siat/stock_prices_linear.py,sha256=-OUKRr27L2aStQgJSlJOrJ4gay_G7P-m-7t7cU2Yoqk,13991
 siat/stock_profile.py,sha256=B3eIwzEmiCqiCaxIlhfdEPsQBoW1PFOe1hkiY3mVF6Y,26038
-siat/stock_technical.py,sha256=c9kv_ih1BxxBGk2bcfkFUfKxy3I4_1jNFfoYMk-j0gY,112833
+siat/stock_technical.py,sha256=YGfvsV5Uu9xaZgJO7dwl1FsvszwX3jsGyJxqJgNamQk,112859
 siat/stock_test.py,sha256=E9YJAvOw1VEGJSDI4IZuEjl0tGoisOIlN-g9UqA_IZE,19475
 siat/stooq.py,sha256=dOc_S5HLrYg48YAKTCs1eX8UTJOOkPM8qLL2KupqlLY,2470
 siat/temp.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
@@ -132,7 +132,7 @@ siat/valuation.py,sha256=NKfeZMdDJOW42oLVHob6eSVBXUqlN1OCnnzwyGAst8c,48855
 siat/valuation_china.py,sha256=Tde2LzPDQy3Z7xOQQDw4ckQMPdROp_z0-GjFE6Z5_lI,67639
 siat/valuation_market_china_test.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
 siat/var_model_validation.py,sha256=f-oDewg7bPzyNanz_Y_jLH68NowAA3gXFehW_weKGG0,14898
-siat-3.1.11.dist-info/METADATA,sha256=lFu29swamLdB_jdSJNZqMhgIwlHI80JQffc5qHAj7f4,1448
-siat-3.1.11.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
-siat-3.1.11.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.1.11.dist-info/RECORD,,
+siat-3.1.12.dist-info/METADATA,sha256=rgKgLVsy_yr30SZbLNHZCCzjVMz2_TOVSuGIV2HVOAM,1448
+siat-3.1.12.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
+siat-3.1.12.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.1.12.dist-info/RECORD,,