siat 3.1.11__py3-none-any.whl → 3.1.13__py3-none-any.whl

siat/common.py

@@ -1480,84 +1480,6 @@ if __name__=='__main__':
     rfd=rf_daily_china('2021-11-1','2021-11-28',rate_period='1Y',rate_type='treasury')
     
 #==============================================================================
-if __name__=='__main__':
-    _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
-    leading_blanks=2
-
-def print_tickerlist_sharelist(tickerlist,sharelist,leading_blanks=2,ticker_type='auto'):
-    """
-    功能：纵向打印投资组合的成分股和持股比例
-    输入：
-    tickerlist：成分股列表
-    sharelist：持股份额列表
-    leading_blanks：打印前导空格数
-    """
-    #检查成分股与持仓比例个数是否一致
-    if not (len(tickerlist) == len(sharelist)):
-        print("  #Error(): numbers of tickers and shares are not same")
-        return
-    
-    #计算最长的代码长度，便于对齐
-    max_ticker_len=0
-    for t in tickerlist:
-        tlen=len(t)
-        #print(t,tlen)
-        if tlen > max_ticker_len: #if的执行语句放在这里可能有bug
-            max_ticker_len=tlen
-    
-    # 将原投资组合的权重存储为numpy数组类型，为了合成投资组合计算方便
-    import numpy as np
-    sharelist_array = np.array(sharelist)
-    total_shares=sharelist_array.sum()
-    weights=sharelist_array/total_shares 
-
-    #预处理ticker_type
-    ticker_type_list=ticker_type_preprocess_mticker_mixed(tickerlist,ticker_type)
-    
-    import pandas as pd
-    df=pd.DataFrame(columns=['证券代码','证券名称','持仓比例'])
-    for t in tickerlist:
-        pos=tickerlist.index(t)
-        tt=ticker_type_list[pos]
-        tname=ticker_name(t,tt)
-        tweight=weights[pos]
-        
-        row=pd.Series({'证券代码':t,'证券名称':tname,'持仓比例':tweight})
-        try:
-            df=df.append(row,ignore_index=True)
-        except:
-            df=df._append(row,ignore_index=True)
-    
-    #按持仓比例降序
-    df.sort_values(by='持仓比例',ascending=False,inplace=True)
-    """
-    #打印对齐
-    pd.set_option('display.max_columns', 1000)
-    pd.set_option('display.width', 1000)
-    pd.set_option('display.max_colwidth', 1000)
-    pd.set_option('display.unicode.ambiguous_as_wide', True)
-    pd.set_option('display.unicode.east_asian_width', True)
-    
-    print(df.to_string(index=False,header=False))
-    """
-    
-    #打印
-    df.reset_index(inplace=True) #必须，不然排序不起作用
-    for i in range(len(df)):
-        rows = df.loc[[i]]
-        tcode=rows['证券代码'].values[0]
-        tname=rows['证券名称'].values[0]
-        tweight=rows['持仓比例'].values[0]
-        print(' '*leading_blanks,tcode+' '*(max_ticker_len-len(tcode))+':',tname,'\b,',round(tweight,4)) 
-        """
-        values = rows.to_string(index=False,header=False)
-        """
-    
-    return
-    
-if __name__=='__main__':
-    print_tickerlist_sharelist(tickerlist,sharelist,leading_blanks=2)
-#==============================================================================
 if __name__=='__main__':
     current=0
     total=9

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)
@@ -412,7 +439,7 @@ def reits_jsl_china(fund='',rank=10):
         df1 = ak.reits_info_jsl()
         df2 = ak.reits_realtime_em()
     except:
-        print("  #Error(reits_jsl_china): sorry, data source currently unavailable")
+        print("  #Error(reits_jsl_china): sorry, data source has rejected access")
         return None
     
     #合成基金类型信息
@@ -469,7 +496,7 @@ def reits_jsl_china(fund='',rank=10):
     return dfb  
 
 #==============================================================================
-def reit_rank_china(indicator='最新价',rank=10):
+def reit_rank_china(indicator='最新价',rank=5):
     """
     功能：套壳函数reits_list_china
     """
@@ -484,20 +511,24 @@ if __name__=='__main__':
     
     df=reits_list_china(rank=10)
 
-def reits_list_china(indicator='最新价',rank=10):
+def reits_list_china(indicator='最新价',rank=5):
     """
     功能：REITs基金信息概述和列表
     目前能正常工作
     """
     import akshare as ak
+    import math
     try:
         df2 = ak.reits_realtime_em()
     except:
         print("  #Error(reits_profile_china): akshare does not work properly now")
         return None
     df2.drop('序号', axis=1, inplace=True)
+    #使用-999标记空缺值，避免后续处理出错，同时避免与真正的0混淆
+    df2.fillna(-999,inplace=True)
+    #df2['成交额']=df2['成交额'].apply(lambda x: int(x) if not math.isnan(x) else x)
     df2['成交额']=df2['成交额'].apply(lambda x: int(x))
-    df2.fillna("---",inplace=True)
+    df2['成交量']=df2['成交量'].apply(lambda x: int(x))
     
     df2=df_swap_columns(df2, col1='代码', col2='名称')
     num=len(df2)
@@ -510,7 +541,12 @@ def reits_list_china(indicator='最新价',rank=10):
     
     #df2.indicator_values(by=['昨收'],ascending=False,inplace=True)
     df2.sort_values(by=[indicator],ascending=False,inplace=True)
+    df2.replace(-999,"---",inplace=True)
+    
     df2.reset_index(drop=True,inplace=True)
+    df2=df2[df2[indicator] != "---"]
+    num1=len(df2)
+
     collist=list(df2)
     
     for i in ['名称','代码',indicator]:
@@ -553,7 +589,10 @@ def reits_list_china(indicator='最新价',rank=10):
     """    
     import datetime; todaydt = datetime.date.today()
     #print("\n*** 数据来源：东方财富, 总计"+str(num)+"只REITs基金,",today)  
-    footnote="数据来源：东方财富，共找到"+str(num)+"只REITs基金，"+str(todaydt)  
+    if num == num1 or order=='前':
+        footnote="数据来源：新浪财经/天天基金，共找到"+str(num)+"只REITs基金，"+str(todaydt)  
+    else:
+        footnote="数据来源：新浪财经/天天基金，共找到"+str(num)+"只REITs基金（其中"+str(num-num1)+"只没有"+indicator+"信息），"+str(todaydt)
 
     df_display_CSS(dfb,titletxt=titletxt,footnote=footnote,facecolor='papayawhip',decimals=3, \
                        first_col_align='center',second_col_align='left', \
@@ -663,8 +702,15 @@ if __name__=='__main__':
 
 #==============================================================================
 if __name__=='__main__':
-    info_type='单位净值'
+    indicator='单位净值'
+    
     fund_type='股票型'
+    fund_type='FOF'
+    fund_type='LOF'
+    fund_type='FOF-LOF'
+    
+    rank=5
+    
 
 def oef_rank_china(indicator='单位净值',fund_type='全部类型',rank=5):
     """
@@ -682,7 +728,12 @@ def oef_rank_china(indicator='单位净值',fund_type='全部类型',rank=5):
     import akshare as ak   
     
     #获取开放式基金实时信息
-    df1 = ak.fund_open_fund_daily_em()
+    try:
+        df1 = ak.fund_open_fund_daily_em()
+    except:
+        print("  #Error(oef_rank_china): data source tentatively busy or unavailable, try later")
+        return None
+        
     collist=list(df1)
     nvname1=collist[2]
     nvname2=collist[3]
@@ -727,29 +778,49 @@ def oef_rank_china(indicator='单位净值',fund_type='全部类型',rank=5):
     #过滤基金类型
     if fund_type != '全部类型':
         fundtypelist=list(set(list(df['基金类型'])))
+        try: fundtypelist.remove('0')
+        except: pass
+    
+        fundtypelist=fundtypelist+['LOF','FOF-LOF']
         """
         while np.nan in fundtypelist:
             fundtypelist.remove(np.nan)
         while 0 in fundtypelist:
             fundtypelist.remove(0)            
-        """    
+        """   
+        #检查基金类型是否存在
         found=False
         for ft in fundtypelist:
             if ft==0: continue
             if fund_type in ft: 
                 found=True
                 break
+        
+        #未找到基金类型            
         if not found:
             print("  #Error(oef_rank_china): unsupported fund type",fund_type)
             print("  Supported fund types:",fundtypelist)
             return None
-        fund_filter=lambda x: fund_type in x
+        
         df.dropna(inplace=True)
+        fund_filter=lambda x: fund_type in x
         df['基金类型s']=df['基金类型'].apply(fund_filter)
         
         if fund_type == 'QDII':
             df['基金类型s']=df.apply(lambda x: False if '不含' in x['基金类型'] else x['基金类型s'],axis=1)
         
+        if fund_type == 'FOF':
+            df['基金类型s']=df.apply(lambda x: True if (fund_type in x['基金类型'] or fund_type in x['基金简称']) else x['基金类型s'],axis=1)  
+            df['基金类型s']=df.apply(lambda x: False if ('LOF' in x['基金类型'] or 'LOF' in x['基金简称']) else x['基金类型s'],axis=1) 
+        
+        if fund_type == 'LOF':
+            df['基金类型s']=df.apply(lambda x: True if (fund_type in x['基金类型'] or fund_type in x['基金简称']) else x['基金类型s'],axis=1)  
+            df['基金类型s']=df.apply(lambda x: False if ('FOF' in x['基金类型'] or 'FOF' in x['基金简称']) else x['基金类型s'],axis=1) 
+        
+        if fund_type == 'FOF-LOF':
+            df['基金类型s']=df.apply(lambda x: True if (fund_type in x['基金类型'] or fund_type in x['基金简称']) else x['基金类型s'],axis=1)  
+            
+            
         df=df[df['基金类型s']==True]    
     
     if info_type == '单位净值':
@@ -801,8 +872,11 @@ def oef_rank_china(indicator='单位净值',fund_type='全部类型',rank=5):
     
     if rank >= 0:
         dfprint10=dfprint.head(rank)
+        order="前"
     else:
         dfprint10=dfprint.tail(-rank)
+        order="后"
+    titletxt=titletxt+"（"+order+str(abs(rank))+"名，降序排列）"
     #print(dfprint10.to_string(index=False))
     """
     print(dfprint10)
@@ -833,7 +907,8 @@ def oef_rank_china(indicator='单位净值',fund_type='全部类型',rank=5):
     footnote2="基金类型："+str(fund_type)+'\n'
     footnote3="净值日期："+str(nvdate)+'，'
     import datetime; todaydt = datetime.date.today()
-    footnote4="数据来源：东方财富/天天基金，"+str(todaydt)
+    #footnote4="数据来源：东方财富/天天基金，"+str(todaydt)
+    footnote4="数据来源：新浪财经/天天基金"
     footnote=footnote1+footnote2+footnote3+footnote4
     
     df_display_CSS(dfprint10,titletxt=titletxt,footnote=footnote,facecolor='papayawhip',decimals=4, \
@@ -1113,7 +1188,8 @@ def oef_trend_china(ticker,start,end='today',indicator='净值', \
     
 #==============================================================================
 if __name__=='__main__':
-    pass
+    indicator="万份收益"
+    rank=5
 
 def mmf_rank_china(indicator="7日年化%",rank=5):
     """
@@ -1126,7 +1202,7 @@ def mmf_rank_china(indicator="7日年化%",rank=5):
     """
     indicator_list=["万份收益","7日年化%"]
     if indicator not in indicator_list:
-        print("  #Warning(mmf_rank_china): unsupported indicator",indicator,"reset to","7日年化%")
+        print("  #Warning(mmf_rank_china): unsupported indicator",indicator)
         print("  Supported indicators:",indicator_list)
         #indicator="7日年化%"
         return None
@@ -1140,9 +1216,10 @@ def mmf_rank_china(indicator="7日年化%",rank=5):
     collist=list(df)
     nvname1=collist[2]
     nvname2=collist[3]
-    if df[nvname1].eq('').all():
+    if df[nvname1].eq('').all() or df[nvname1].eq('---').all():
         nvname1=collist[5]
         nvname2=collist[6]
+        
     nvdate=nvname1[:10]
     
     #修改列名
@@ -1158,7 +1235,11 @@ def mmf_rank_china(indicator="7日年化%",rank=5):
     if indicator=='万份收益':
         dfb.sort_values(by=['万份收益'],ascending=False,inplace=True)
         dfprint=dfb[['基金简称','基金代码','万份收益','7日年化%']].copy()
-        titletxt="中国货币型基金排名：万份收益金额（元）"
+        titletxt="中国货币型基金排名：万份收益金额(元)"
+    
+    if len(dfprint)==0:
+        print("  #Warning(mmf_rank_china): zero records found for",indicator)
+        return None
         
     #设置打印
     dfprint.dropna(inplace=True)
@@ -1171,13 +1252,16 @@ def mmf_rank_china(indicator="7日年化%",rank=5):
     
     if rank >0:
         dfprint10=dfprint.head(rank)
+        order="前"
     else:
         dfprint10=dfprint.tail(-rank)
+        order="后"
+    titletxt=titletxt+"("+order+str(abs(rank))+"名，降序)"
 
-    footnote1="披露收益信息的货币型基金数量："+str(len(dfprint))+'，'
+    footnote1="披露信息的货币型基金数量："+str(len(dfprint))+'，'
     footnote2=str(nvdate)+'\n'
     import datetime; todaydt = datetime.date.today()
-    footnote3="数据来源：东方财富/天天基金，"+str(todaydt)+"统计"
+    footnote3="数据来源：新浪财经/天天基金，"+str(todaydt)+"统计"
     footnote=footnote1+footnote2+footnote3
     
     df_display_CSS(dfprint10,titletxt=titletxt,footnote=footnote,facecolor='papayawhip',decimals=4, \
@@ -1319,6 +1403,7 @@ def etf_rank_china(indicator='单位净值',fund_type='全部类型',rank=5):
         
         df=df[df['基金类型s']==True]  
     
+    
     #df=df.replace('---',0)
     if info_type == '单位净值':
         df=df.replace('---',0)
@@ -1373,8 +1458,12 @@ def etf_rank_china(indicator='单位净值',fund_type='全部类型',rank=5):
     
     if rank >=0:
         dfprint10=dfprint.head(rank)
+        order="前"
     else:
         dfprint10=dfprint.tail(-rank)
+        order="后"
+    titletxt=titletxt+"（"+order+str(abs(rank))+"名，降序排列）"
+        
     #print(dfprint10.to_string(index=False))
     """
     print(dfprint10)
@@ -1881,12 +1970,12 @@ def pef_product_china(rank=20,facecolor='papayawhip',DEBUG=False):
     titletxt="中国私募基金管理人的产品运营状态"
     typelist=list(set(list(product_df['运行状态'])))
     dfprint=pd.DataFrame(columns=['运营状态','产品数量','数量占比%'])  
-    totalnum=0
+    #totalnum=0
     for t in typelist:
             df_sub=product_df[product_df['运行状态']==t]
             n=len(list(set(list(df_sub['基金名称']))))
             if n==0: continue
-            totalnum=totalnum+n
+            #totalnum=totalnum+n
             
             s=pd.Series({'运营状态':t,'产品数量':n})
             try: