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

siat/markowitz2.py

@@ -154,10 +154,10 @@ def cumulative_returns_plot(retgroup,name_list="",titletxt="投资组合策略
         #取出观察期
         hstart0=retgroup.index[0]
         #hstart=str(hstart0.date())
-        hstart=str(hstart0)
+        hstart=str(hstart0.strftime("%Y-%m-%d"))
         hend0=retgroup.index[-1]
         #hend=str(hend0.date())
-        hend=str(hend0)
+        hend=str(hend0.strftime("%Y-%m-%d"))
         
         lang = check_language()
         import datetime as dt; stoday=dt.date.today()
@@ -222,28 +222,37 @@ def portfolio_hpr(portfolio,thedate,pastyears=1, \
     功能：套壳函数portfolio_build
     """
     dflist=portfolio_build(portfolio=portfolio,thedate=thedate,pastyears=pastyears, \
-                            RF=RF, \
-                            printout=printout,graph=graph)
+                           printout=printout,graph=graph)
 
     return dflist
 
 #==============================================================================
 if __name__=='__main__':
+    #测试1
     Market={'Market':('US','^GSPC')}
     Market={'Market':('US','^GSPC','我的组合001')}
     Stocks1={'AAPL':.3,'MSFT':.15,'AMZN':.15,'GOOG':.01}
     Stocks2={'XOM':.02,'JNJ':.02,'JPM':.01,'TSLA':.3,'SBUX':.03}
     portfolio=dict(Market,**Stocks1,**Stocks2)
-
-    ticker_name(portfolio)
     
-    portfolio=dict(Market,**Stocks1)
+    #测试2
+    Market={'Market':('China','000300.SS','养猪1号组合')}
+    porkbig={'000876.SZ':0.20,#新希望
+             '300498.SZ':0.15,#温氏股份
+            }
+    porksmall={'002124.SZ':0.10,#天邦股份
+               '600975.SS':0.10,#新五丰
+               '603477.SS':0.10,#巨星股份
+               '000735.SZ':0.07,#罗牛山
+              }
+    portfolio=dict(Market,**porkbig,**porksmall)    
+
     thedate='2024-5-30'
     pastyears=1
     printout=True 
-    graph=True
+    graph=False
     
-    pf_info=portfolio_build(portfolio,'2024-5-30')
+    pf_info=portfolio_build(portfolio,thedate,pastyears,printout,graph)
 
 """
 def portfolio_cumret(portfolio,thedate,pastyears=1, \
@@ -262,7 +271,7 @@ def portfolio_build(portfolio,thedate='default',pastyears=1, \
     if thedate=='default':
         thedate=str(stoday)
     else:
-        if not check_date(adate):
+        if not check_date(thedate):
             print("  #Warning(portfolio_build): invalid date",thedate)
             return None
     
@@ -275,8 +284,8 @@ def portfolio_build(portfolio,thedate='default',pastyears=1, \
     import numpy as np
     totalshares=np.sum(sharelist0)
     if abs(totalshares - 1) >= 0.00001:
-        print("\n  #Warning(portfolio_build): total weights is",totalshares,"\b, expecting 1.0 here")
-        print("  Action: automatically converted into total weights 1.0")
+        print("  #Warning(portfolio_build): total weights is",totalshares,"\b, expecting 1.0 here")
+        print("  Action taken: automatically converted into total weights 1.0")
         sharelist=list(sharelist0/totalshares) 
     else:
         sharelist=sharelist0
@@ -502,8 +511,8 @@ def portfolio_correlate(pf_info):
     pname=portfolio_name(portfolio)
     
     #取出观察期
-    hstart0=stock_return.index[0]; hstart=str(hstart0)
-    hend0=stock_return.index[-1]; hend=str(hend0)
+    hstart0=stock_return.index[0]; hstart=str(hstart0.strftime("%Y-%m-%d"))
+    hend0=stock_return.index[-1]; hend=str(hend0.strftime("%Y-%m-%d"))
         
     sr=stock_return.copy()
     collist=list(sr)
@@ -550,8 +559,8 @@ def portfolio_covar(pf_info):
     pname=portfolio_name(portfolio)
     
     #取出观察期
-    hstart0=stock_return.index[0]; hstart=str(hstart0)
-    hend0=stock_return.index[-1]; hend=str(hend0)
+    hstart0=stock_return.index[0]; hstart=str(hstart0.strftime("%Y-%m-%d"))
+    hend0=stock_return.index[-1]; hend=str(hend0.strftime("%Y-%m-%d"))
 
     # 计算协方差矩阵
     cov_mat = stock_return.cov()
@@ -613,10 +622,10 @@ def portfolio_expectation_universal(pname,member_returns,portfolio_weights,membe
     #观察期
     hstart0=member_returns.index[0]
     #hstart=str(hstart0.date())
-    hstart=str(hstart0)
+    hstart=str(hstart0.strftime("%Y-%m-%d"))
     hend0=member_returns.index[-1]
     #hend=str(hend0.date())
-    hend=str(hend0)
+    hend=str(hend0.strftime("%Y-%m-%d"))
     tickerlist=list(member_returns)
 
     #合成投资组合的历史收益率，按行横向加权求和
@@ -652,7 +661,7 @@ def portfolio_expectation_universal(pname,member_returns,portfolio_weights,membe
         print("  年化收益率:",round(annual_return,4))
         print("  年化标准差:",round(annual_std,4))
         print("  ***投资组合持仓策略***")
-        print_tickerlist_sharelist(tickerlist,portfolio_weights,4)
+        print_tickerlist_sharelist(tickerlist,portfolio_weights,leading_blanks=4,ticker_type='bond')
        
         print("  *来源：Sina/EM/stooq，"+str(stoday)+"统计")
     else:
@@ -1013,18 +1022,21 @@ def portfolio_ranks_en(portfolio_returns,pname):
 if __name__=='__main__':
     simulation=1000
     simulation=50000
+    
+    portfolio_eset(pf_info,simulation=50000)
 
-def portfolio_eset(pf_info,simulation=50000):
+def portfolio_eset(pf_info,simulation=1000,convex_hull=False):
     """
     功能：基于随机数，生成大量可能的投资组合，计算各个投资组合的年均收益率和标准差，绘制投资组合的可行集
+    默认绘制散点图凸包：convex_hull=True
     """
     [[portfolio,thedate,stock_return,_,_],_]=pf_info
     pname=portfolio_name(portfolio)
     _,_,tickerlist,_=decompose_portfolio(portfolio)
     
     #取出观察期
-    hstart0=stock_return.index[0]; hstart=str(hstart0)
-    hend0=stock_return.index[-1]; hend=str(hend0)    
+    hstart0=stock_return.index[0]; hstart=str(hstart0.strftime("%Y-%m-%d"))
+    hend0=stock_return.index[-1]; hend=str(hend0.strftime("%Y-%m-%d"))    
     
     #获得成份股个数
     numstocks=len(tickerlist)
@@ -1078,9 +1090,46 @@ def portfolio_eset(pf_info,simulation=50000):
 
     #plt.style.use('seaborn-dark') #不支持中文
     #plt.figure(figsize=(9, 5))
-    plt.scatter(pf_volatilities, pf_returns, c=pf_ratio,cmap='RdYlGn', edgecolors='black',marker='o') 
+    plt.scatter(pf_volatilities,pf_returns,c=pf_ratio,cmap='RdYlGn',edgecolors='black',marker='o') 
     #plt.grid(True)
     
+    #绘制散点图轮廓线凸包（convex hull）
+    if convex_hull:
+        from scipy.spatial import ConvexHull
+        
+        #构造散点对的列表
+        pf_volatilities_list=list(pf_volatilities)
+        pf_returns_list=list(pf_returns)
+        points=[]
+        for x in pf_volatilities_list:
+            pos=pf_volatilities_list.index(x)
+            y=pf_returns_list[pos]
+            points=points+[[x,y]]
+        
+        # 计算散点集的外轮廓
+        hull = ConvexHull(points)    
+        # 绘制外轮廓线
+        for simplex in hull.simplices:
+            plt.plot([points[simplex[0]][0], points[simplex[1]][0]],
+                     [points[simplex[0]][1], points[simplex[1]][1]], 'k-')   
+    
+    """
+    #滚动法寻找上边沿
+    points_sorted=points
+    points_sorted.sort(key=lambda x: x[0])
+    points_df=pd.DataFrame(points_sorted,columns=['x','y'])
+    
+    window=100
+    nwindow=int(len(points_df)/window)
+    upper_points=[]
+    for n in range(nwindow):
+        tmp_df=points_df[n*window:n*window+window]
+        max_y=max(tmp_df['y'])
+        max_x=tmp_df[tmp_df['y']==max_y]['x'].values[0]
+        
+        upper_points=upper_points+[[max_x,max_y]]
+    """    
+    
     import datetime as dt; stoday=dt.date.today()
     lang = check_language()
     if lang == 'Chinese':  
@@ -1139,8 +1188,8 @@ def portfolio_es_sharpe(pf_info,simulation=1000,RF=0):
     scope,_,tickerlist,_=decompose_portfolio(portfolio)
     
     #取出观察期
-    hstart0=stock_return0.index[0]; hstart=str(hstart0)
-    hend0=stock_return0.index[-1]; hend=str(hend0)    
+    hstart0=stock_return0.index[0]; hstart=str(hstart0.strftime("%Y-%m-%d"))
+    hend0=stock_return0.index[-1]; hend=str(hend0.strftime("%Y-%m-%d"))    
 
     import pandas as pd
     #处理无风险利率
@@ -1233,8 +1282,8 @@ def portfolio_es_sortino(pf_info,simulation=1000,RF=0):
     scope,_,tickerlist,_=decompose_portfolio(portfolio)
     
     #取出观察期
-    hstart0=stock_return0.index[0]; hstart=str(hstart0)
-    hend0=stock_return0.index[-1]; hend=str(hend0)    
+    hstart0=stock_return0.index[0]; hstart=str(hstart0.strftime("%Y-%m-%d"))
+    hend0=stock_return0.index[-1]; hend=str(hend0.strftime("%Y-%m-%d"))    
 
     import pandas as pd
     #处理无风险利率
@@ -1333,8 +1382,8 @@ def portfolio_es_alpha(pf_info,simulation=1000,RF=0):
     scope,mktidx,tickerlist,_=decompose_portfolio(portfolio)
     
     #取出观察期
-    hstart0=stock_return0.index[0]; hstart=str(hstart0)
-    hend0=stock_return0.index[-1]; hend=str(hend0)    
+    hstart0=stock_return0.index[0]; hstart=str(hstart0.strftime("%Y-%m-%d"))
+    hend0=stock_return0.index[-1]; hend=str(hend0.strftime("%Y-%m-%d"))    
 
     #计算市场指数的收益率
     import pandas as pd
@@ -1449,8 +1498,8 @@ def portfolio_es_treynor(pf_info,simulation=1000,RF=0):
     scope,mktidx,tickerlist,_=decompose_portfolio(portfolio)
     
     #取出观察期
-    hstart0=stock_return0.index[0]; hstart=str(hstart0)
-    hend0=stock_return0.index[-1]; hend=str(hend0)    
+    hstart0=stock_return0.index[0]; hstart=str(hstart0.strftime("%Y-%m-%d"))
+    hend0=stock_return0.index[-1]; hend=str(hend0.strftime("%Y-%m-%d"))    
 
     #计算市场指数的收益率
     import pandas as pd
@@ -1549,7 +1598,7 @@ if __name__=='__main__':
 #==============================================================================
 def RandomPortfolios_plot(RandomPortfolios,col_x,col_y,colorbartxt,title_ext, \
                           ylabeltxt,x_axis_name,pname,simulation,hstart,hend, \
-                              hiret_point,lorisk_point):
+                          hiret_point,lorisk_point,convex_hull=True):
     """
     功能：将生成的马科维茨可行集RandomPortfolios绘制成彩色散点图
     """
@@ -1587,6 +1636,27 @@ def RandomPortfolios_plot(RandomPortfolios,col_x,col_y,colorbartxt,title_ext, \
     plt.scatter(pf_volatilities, pf_returns, c=pf_ratio,cmap='RdYlGn', edgecolors='black',marker='o') 
     plt.colorbar(label=colorbartxt)
 
+    #绘制散点图轮廓线凸包（convex hull）
+    if convex_hull:
+        from scipy.spatial import ConvexHull
+        
+        #构造散点对的列表
+        pf_volatilities_list=list(pf_volatilities)
+        pf_returns_list=list(pf_returns)
+        points=[]
+        for x in pf_volatilities_list:
+            pos=pf_volatilities_list.index(x)
+            y=pf_returns_list[pos]
+            points=points+[[x,y]]
+        
+        # 计算散点集的外轮廓
+        hull = ConvexHull(points)    
+        # 绘制外轮廓线
+        for simplex in hull.simplices:
+            plt.plot([points[simplex[0]][0], points[simplex[1]][0]],
+                     [points[simplex[0]][1], points[simplex[1]][1]], 'k-')   
+
+
     lang = check_language()
     if lang == 'Chinese':
         if pname == '': pname='投资组合'
@@ -1695,7 +1765,7 @@ def cvt_portfolio_name(pname,portfolio_returns):
 
 #==============================================================================
 
-def portfolio_optimize_sharpe(es_info,graph=True):
+def portfolio_optimize_sharpe(es_info,graph=True,convex_hull=False):
     """
     功能：计算投资组合的最高夏普比率组合，并绘图
     MSR: Maximium Sharpe Rate, 最高夏普指数方案
@@ -1748,7 +1818,8 @@ def portfolio_optimize_sharpe(es_info,graph=True):
     #计算指数，寻找最大指数点和风险最低点，并绘图标注两个点
     hiret_weights,lorisk_weights,portfolio_returns = \
         portfolio_optimize_rar(es_info,col_ratio,col_y,col_x,name_hiret,name_lorisk, \
-                           colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=graph)
+                           colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=graph, \
+                           convex_hull=convex_hull)
 
     print("【注释】")
     print("★MSR ： Maximized Sharpe Ratio，最大夏普比率点")
@@ -1771,7 +1842,7 @@ if __name__=='__main__':
 
 #==============================================================================
 
-def portfolio_optimize_sortino(es_info,graph=True):
+def portfolio_optimize_sortino(es_info,graph=True,convex_hull=False):
     """
     功能：计算投资组合的最高索替诺比率组合，并绘图
     MSO: Maximium Sortino ratio, 最高索替诺比率方案
@@ -1796,7 +1867,8 @@ def portfolio_optimize_sortino(es_info,graph=True):
     #计算指数，寻找最大指数点和风险最低点，并绘图标注两个点
     hiret_weights,lorisk_weights,portfolio_returns = \
         portfolio_optimize_rar(es_info,col_ratio,col_y,col_x,name_hiret,name_lorisk, \
-                           colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=graph)
+                           colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=graph, \
+                           convex_hull=convex_hull)
 
     print("【注释】")
     print("★MSO ： Maximum SOrtino ratio，最大索替诺比率点")
@@ -1819,7 +1891,7 @@ if __name__=='__main__':
     
 #==============================================================================
 
-def portfolio_optimize_alpha(es_info,graph=True):
+def portfolio_optimize_alpha(es_info,graph=True,convex_hull=False):
     """
     功能：计算投资组合的最高詹森阿尔法组合，并绘图
     MAR: Maximium Alpha Ratio, 最高阿尔法指数方案
@@ -1843,7 +1915,8 @@ def portfolio_optimize_alpha(es_info,graph=True):
     #计算指数，寻找最大指数点和风险最低点，并绘图标注两个点
     hiret_weights,lorisk_weights,portfolio_returns = \
         portfolio_optimize_rar(es_info,col_ratio,col_y,col_x,name_hiret,name_lorisk, \
-                           colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=graph)
+                           colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=graph, \
+                           convex_hull=convex_hull)
 
     print("【注释】")
     print("★MAR ： Maximum Alpha Ratio，最大阿尔法点")
@@ -1865,7 +1938,7 @@ if __name__=='__main__':
     
 #==============================================================================
 
-def portfolio_optimize_treynor(es_info,graph=True):
+def portfolio_optimize_treynor(es_info,graph=True,convex_hull=False):
     """
     功能：计算投资组合的最高特雷诺比率组合，并绘图
     MTR: Maximium Treynor Ratio, 最高特雷诺指数方案
@@ -1889,7 +1962,8 @@ def portfolio_optimize_treynor(es_info,graph=True):
     #计算指数，寻找最大指数点和风险最低点，并绘图标注两个点
     hiret_weights,lorisk_weights,portfolio_returns = \
         portfolio_optimize_rar(es_info,col_ratio,col_y,col_x,name_hiret,name_lorisk, \
-                           colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=graph)
+                           colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=graph, \
+                           convex_hull=convex_hull)
 
     print("【注释】")
     print("★MTR ： Maximum Treynor Ratio，最大特雷诺比率点")
@@ -1901,7 +1975,8 @@ def portfolio_optimize_treynor(es_info,graph=True):
     
     
 def portfolio_optimize_rar(es_info,col_ratio,col_y,col_x,name_hiret,name_lorisk, \
-                           colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=True):
+                           colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=True, \
+                           convex_hull=False):
     """
     功能：提供rar比率优化的共同处理部分
     基于RandomPortfolios中的随机投资组合，计算相应的指数，寻找最大指数点和风险最小点，并绘图标注两个点
@@ -1925,8 +2000,8 @@ def portfolio_optimize_rar(es_info,col_ratio,col_y,col_x,name_hiret,name_lorisk,
     pname=portfolio_name(portfolio)
     
     #取出观察期
-    hstart0=StockReturns.index[0]; hstart=str(hstart0)
-    hend0=StockReturns.index[-1]; hend=str(hend0)
+    hstart0=StockReturns.index[0]; hstart=str(hstart0.strftime("%Y-%m-%d"))
+    hend0=StockReturns.index[-1]; hend=str(hend0.strftime("%Y-%m-%d"))
     
     #识别并计算指数..........................................................
     if col_ratio in ['Alpha']:
@@ -1975,8 +2050,8 @@ def portfolio_optimize_rar(es_info,col_ratio,col_y,col_x,name_hiret,name_lorisk,
     lorisk_point=[lorisk_x,lorisk_y,name_lorisk+point_txt]
     if graph:
         RandomPortfolios_plot(RandomPortfolios,col_x,col_y,colorbartxt,title_ext, \
-                          ylabeltxt,x_axis_name,pname,simulation,hstart,hend, \
-                              hiret_point,lorisk_point)    
+                              ylabeltxt,x_axis_name,pname,simulation,hstart,hend, \
+                              hiret_point,lorisk_point,convex_hull=convex_hull)    
 
     #返回数据，供进一步分析
     portfolio_returns=StockReturns.copy()
@@ -2011,7 +2086,7 @@ if __name__=='__main__':
     graph=True;hirar_return=False;lorisk=True
 
 def portfolio_optimize(pf_info,ratio='sharpe',simulation=10000,RF=0, \
-                       graph=True,hirar_return=False,lorisk=True):
+                       graph=True,hirar_return=False,lorisk=True,convex_hull=False):
     """
     功能：集成式投资组合优化策略
     注意：实验发现RF较小时对于结果的影响极其微小难以观察，默认设为不使用无风险利率调整收益
@@ -2041,7 +2116,7 @@ def portfolio_optimize(pf_info,ratio='sharpe',simulation=10000,RF=0, \
         eval(func_optimize)(es_info=es_info,RF=RF,graph=graph)
     """
     name_hiret,hiret_weights,name_lorisk,lorisk_weights,portfolio_returns= \
-        eval(func_optimize)(es_info=es_info,graph=graph)
+        eval(func_optimize)(es_info=es_info,graph=graph,convex_hull=convex_hull)
     
     
     lang = check_language()

siat/sector_china.py

@@ -3033,49 +3033,49 @@ 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,max_sleep=8):
     """
-    功能：寻找一只股票所属的申万行业
+    功能：寻找一只或一组股票所属的申万行业，支持股票代码和股票名称。
+    level='1'：默认只查找申万1级行业,以便节省时间
+    ticker_order=True：默认输出结果按照ticker中的顺序,而非按照所属行业排序
+    max_sleep=8：为防止反爬虫，默认每次爬虫后睡眠最多几秒钟
     """
-    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 +3088,13 @@ 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 +3102,7 @@ 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 +3114,70 @@ 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,max_sleep)
+        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/security_price2.py

@@ -43,6 +43,10 @@ if __name__=='__main__':
     ticker_type='auto'
     ticker_type='bond'
     
+    ticker='000418'
+    ticker='180202.SZ'
+    ticker_type='fund'
+    
     source='auto'
     source='yahoo'
     
@@ -50,15 +54,15 @@ if __name__=='__main__':
     fill=True
     
     price,found=get_price_1ticker(ticker=ticker,fromdate=fromdate,todate=todate, \
-                                  ticker_type=ticker_type,source=source, \
-                                      adjust=adjust,fill=fill)
+                                  ticker_type=ticker_type)
     
 def get_price_1ticker(ticker,fromdate,todate, \
                       ticker_type='auto',source='auto', \
                       adjust='',fill=False):
     """
     功能：抓取一只证券的价格序列，不处理列表，不处理投资组合
-    数据源优先度：1-source，2-ticker属地，3-ticker_type
+    类型优先顺序：ticker_type，auto-自动，stock-指定股票，fund-指定基金，bond-指定债券
+    数据源优先顺序：1-source，2-ticker属地，3-ticker_type
     adjust：""-未复权，qfq-前复权，hfq-后复权，qfq-factor：前复权因子和调整，hfq-factor: 后复权因子和调整
     返回值：
     df: None-未找到ticker，空df-找到ticker但规定时间段内无数据
@@ -112,7 +116,30 @@ def get_price_1ticker(ticker,fromdate,todate, \
             adjust='qfq' if adjust != '' else ''
             dft=get_price_ak_us(ticker1,fromdate,todate,adjust=adjust)
             found=df_have_data(dft)
-            
+    """
+    if ticker_type in ['fund']:
+        #变换代码格式
+        ticker2=tickers_cvt2ak(ticker1)
+        try:
+            #优先抓取开放式基金单位净值
+            dft =get_price_oef_china(ticker2,fromdate,todate)
+            dft['Date']=dft.index
+        except: 
+            dft=None
+        found=df_have_data(dft)
+
+    if ticker_type in ['bond']:
+        #变换代码格式
+        ticker2=tickers_cvt2ak(ticker1)
+        try:
+            #最后抓取交易所债券行情
+            dft = exchange_bond_price(ticker2,fromdate,todate,graph=False,data_crop=False)
+            dft['Date']=dft.index
+        except: 
+            #print("  #Error(get_price_ak_cn): failed to find prices for",ticker)
+            return None
+        found=df_have_data(dft)
+    """            
     #数据源情形2：stooq
     if source in ['auto','stooq'] and found not in ['Found','Empty']:
         dft=get_price_stooq(ticker1,fromdate,todate)
@@ -193,8 +220,10 @@ if __name__=='__main__':
     ticker=['801002.SW',"600519.SS","sh510050","sh010504"] #申万指数，股票,ETF基金,国债
     ticker_type='bond'
     
+    ticker=["180801.SZ","180101.SZ"]
     fromdate="2024-3-1"
     todate="2024-4-1"
+    ticker_type='fund'
     
     adjust=''
     adjust=['','qfq']
@@ -460,14 +489,16 @@ if __name__=='__main__':
     ticker=[pf,'000002.SZ','002594.SZ','sh018003','sh010504']
     ticker_type=[['auto','stock'],'auto','auto','bond'] #不足部分自动延续最后一个类型
     
+    ticker=["180801.SZ","180101.SZ"]
+    ticker_type='fund'
+    
     fromdate='2024-1-1'
     todate='2024-4-1'
     adjust=''
     source='auto'
     fill=True
     
-    mix,found=get_price_mticker_mixed(ticker=ticker,fromdate=fromdate,todate=todate, \
-                             adjust=adjust,source=source,ticker_type=ticker_type,fill=fill)
+    mix,found=get_price_mticker_mixed(ticker=ticker,fromdate=fromdate,todate=todate,ticker_type=ticker_type)
     
 def get_price_mticker_mixed(ticker,fromdate,todate, \
                          adjust='',source='auto',ticker_type='auto',fill=False):  
@@ -565,14 +596,17 @@ if __name__=='__main__':
     ticker='sh018003'
     ticker_type='bond'
     
-    fromdate='2024-1-1'
-    todate='2024-4-1'
+    ticker='180202.SZ'
+    ticker_type='fund'
+    
+    fromdate='2021-1-1'
+    todate='2024-5-30'
     adjust=''
     source='auto'
     fill=True
     
     mixed,found=get_price_1ticker_mixed(ticker=ticker,fromdate=fromdate,todate=todate, \
-                             adjust=adjust,source=source,ticker_type=ticker_type,fill=fill)
+                             ticker_type=ticker_type)
     
 def get_price_1ticker_mixed(ticker,fromdate,todate, \
                          adjust='',source='auto',ticker_type='auto',fill=False):