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

siat/security_prices.py

@@ -716,6 +716,10 @@ if __name__=='__main__':
     ticker='100303.SZ'
     ticker_type='auto'
     
+    ticker='000418'
+    ticker='180202.SZ'
+    ticker_type='fund'
+    
     fromdate='2024-1-1'; todate='2024-3-31'
     adjust=''
     
@@ -768,14 +772,15 @@ def get_price_ak_cn(ticker,fromdate,todate,adjust='',ticker_type='auto'):
                 df=None
             found=df_have_data(df)
     
-    #不是股票：指数/基金/债券
+    #股票(无复权)指数/基金/债券
     if found != 'Found': 
         if ticker_type in ['auto','stock'] and suffix not in ['SW']:
             try:
                 #指数/股票/基金
                 df = ak.stock_zh_index_daily(symbol=ticker2)  
                 df['Date']=df['date'].apply(lambda x: pd.to_datetime(x))
-            except: pass
+            except: 
+                df=None
             found=df_have_data(df)
             
             if found != 'Found':
@@ -783,7 +788,8 @@ def get_price_ak_cn(ticker,fromdate,todate,adjust='',ticker_type='auto'):
                     #特殊函数（不考虑复权）
                     df=ak.stock_zh_a_cdr_daily(ticker2,start1,end1)
                     df['Date']=pd.to_datetime(df['date'])
-                except: pass
+                except: 
+                    df=None
                 found=df_have_data(df)
             
             if found != 'Found':
@@ -806,7 +812,8 @@ def get_price_ak_cn(ticker,fromdate,todate,adjust='',ticker_type='auto'):
                 #优先抓取交易所债券行情
                 df = exchange_bond_price(ticker2,fromdate,todate,graph=False,data_crop=False)
                 df['Date']=df.index
-            except: pass
+            except: 
+                df=None
             found=df_have_data(df)
             
             #已找到证券信息，但在规定时段无数据
@@ -818,7 +825,8 @@ def get_price_ak_cn(ticker,fromdate,todate,adjust='',ticker_type='auto'):
                     df=ak.stock_zh_a_daily(ticker2,start1,end1,adjust=adjust)
                     df['Date']=df['date']
                     df['Date']=df['Date'].dt.tz_localize(None)
-                except: pass
+                except: 
+                    df=None
                 found=df_have_data(df)
                 
             if found != 'Found':
@@ -826,7 +834,8 @@ def get_price_ak_cn(ticker,fromdate,todate,adjust='',ticker_type='auto'):
                     #接着查找指数
                     df = ak.stock_zh_index_daily(symbol=ticker2)  
                     df['Date']=df['date'].apply(lambda x: pd.to_datetime(x))
-                except: pass
+                except: 
+                    df=None
                 found=df_have_data(df)
                 
             if found != 'Found':
@@ -834,7 +843,8 @@ def get_price_ak_cn(ticker,fromdate,todate,adjust='',ticker_type='auto'):
                     #最后查找开放式基金
                     df =get_price_oef_china(ticker2,fromdate,todate)
                     df['Date']=df.index
-                except: pass
+                except: 
+                    df=None
                 found=df_have_data(df)
                 
         #基金。因部分债券代码(特别是国债)与基金代码重合，需要甄别！
@@ -843,18 +853,20 @@ def get_price_ak_cn(ticker,fromdate,todate,adjust='',ticker_type='auto'):
                 #优先抓取开放式基金单位净值
                 df =get_price_oef_china(ticker2,fromdate,todate)
                 df['Date']=df.index
-            except: pass
+            except: 
+                df=None
             found=df_have_data(df)
             
             #已找到证券信息，但在规定时段无数据
-            if found=='Empty': return df
+            #if found=='Empty': return df
         
-            if found != 'Found':  #未找到，其次抓取股票行情
+            if found != 'Found':  #未找到，其次从股票爬虫抓取基金行情
                 try:
                     df=ak.stock_zh_a_daily(ticker2,start1,end1,adjust=adjust)
                     df['Date']=df['date']
                     df['Date']=df['Date'].dt.tz_localize(None)
-                except: pass
+                except: 
+                    df=None
                 found=df_have_data(df)
                 
             if found != 'Found':
@@ -862,23 +874,26 @@ def get_price_ak_cn(ticker,fromdate,todate,adjust='',ticker_type='auto'):
                     #再次查找股票指数
                     df = ak.stock_zh_index_daily(symbol=ticker2)  
                     df['Date']=df['date'].apply(lambda x: pd.to_datetime(x))
-                except: pass
+                except: 
+                    df=None
                 found=df_have_data(df)
 
             if found != 'Found':
                 try:
-                    #最后查找债券
+                    #最后从债券爬虫查找基金信息
                     df = exchange_bond_price(ticker2,fromdate,todate,graph=False,data_crop=False)
                     df['Date']=df.index
-                except: pass
+                except: 
+                    df=None
                 found=df_have_data(df)
 
-                
+        #申万指数                
         if suffix in ['SW']:
             try:
                 df = fetch_price_swindex(prefix,fromdate,todate)
                 df['Date']=df.index
-            except: pass
+            except: 
+                df=None
                 #print("  #Error(get_price_ak_cn): failed to retrieve prices for",ticker)
             found=df_have_data(df)
     

siat/security_trend2.py

@@ -71,8 +71,6 @@ if __name__=='__main__':
     source='auto'
     ticker_type='auto'
     
-    df=security_trend(ticker,indicator=indicator)
-    
     #测试组4
     ticker=["GCZ25.CMX","GCZ24.CMX"]
     indicator='Close'
@@ -80,6 +78,16 @@ if __name__=='__main__':
     end="2020-6-30"
     
     
+    #测试组5
+    ticker=["180801.SZ","180101.SZ"]
+    indicator='Close'
+    start="2024-1-1"
+    end="2024-5-30"   
+    ticker_type='fund'
+    
+    df=security_trend(ticker,indicator,start,end,ticker_type=ticker_type)
+    
+    
 def security_trend(ticker,indicator='Close', \
                    start='default',end='default', \
                        

siat/stock.py

@@ -596,11 +596,14 @@ if __name__ =="__main__":
     average_value=False
     
     ticker='600519.SS'; indicator='Exp Ret Volatility%'
-    fromdate='2022-3-25'; todate='2024-3-25'
     
+    ticker='180202.SZ'
+    ticker_type='fund'
     
-    risks=security_indicator('600519.SS',fromdate='2022-3-25',todate='2024-3-25', \
-                             indicator='Exp Ret Volatility%',average_value=True)
+    fromdate='2024-1-1'; todate='2024-5-25'
+    
+    
+    df=security_indicator(ticker,indicator,fromdate,todate,ticker_type=ticker_type)
 
 def security_indicator(ticker,indicator,fromdate,todate, \
                        zeroline=False, \
@@ -624,6 +627,20 @@ def security_indicator(ticker,indicator,fromdate,todate, \
         print("  #Error(security_indicator): zero record found for",ticker)
         return None
 
+    #奇怪错误：仅仅抓取到1个记录，应对办法：改变开始时间，貌似仅存在于REIT基金
+    if len(pricedf)==1:
+        fromdate1=date_adjust(fromdate,adjust=-365*2)
+        pricedf,found=get_price_1ticker_mixed(ticker=ticker,fromdate=fromdate1, \
+                                        todate=todate,source=source,ticker_type=ticker_type)
+        if len(pricedf)==1:
+            fromdate1=date_adjust(fromdate,adjust=-365*1)
+            pricedf,found=get_price_1ticker_mixed(ticker=ticker,fromdate=fromdate1, \
+                                            todate=todate,source=source,ticker_type=ticker_type)        
+            if len(pricedf)==1:
+                fromdate1=fromdate
+                pricedf,found=get_price_1ticker_mixed(ticker=ticker,fromdate=fromdate1, \
+                                                todate=todate,source=source,ticker_type=ticker_type)           
+
     # 去掉时区信息，避免日期时区冲突问题
     pricedf=df_index_timezone_remove(pricedf)
     """

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/translate.py

@@ -1211,10 +1211,10 @@ def codetranslate0(code):
         ["162204",'泰达宏利行业混合A'],["015601",'泰达宏利行业混合C'],
         ["660015",'农银行业轮动混合A'],["015850",'农银行业轮动混合C'],
         
-        ["SPY",'SPDR SP500 ETF'],['SPYD','SPDR SP500 Div ETF'],
-        ["SPYG",'SPDR SP500 Growth ETF'],['SPYV','SPDR SP500 Value ETF'],
-        ["VOO",'Vanguard SP500 ETF'],['VOOG','Vanguard SP500 Growth ETF'],
-        ["VOOV",'Vanguard SP500 Value ETF'],['IVV','iShares SP500 ETF'],        
+        ["SPY",'SPDR标普500ETF'],['SPYD','SPDR标普500股利优先ETF'],
+        ["SPYG",'SPDR标普500成长优先ETF'],['SPYV','SPDR标普500价值优先ETF'],
+        ["VOO",'Vanguard标普500ETF'],['VOOG','Vanguard标普500成长优先ETF'],
+        ["VOOV",'Vanguard标普500价值优先ETF'],['IVV','iShares标普500ETF'],        
         ["DGT",'SPDR Global Dow ETF'],['ICF','iShares C&S REIT ETF'], 
         ["FRI",'FT S&P REIT Index Fund'],['IEMG','iShares核心MSCI新兴市场ETF'],    
         ['245710.KS','KINDEX越南VN30指数ETF'],['02801.HK','iShares核心MSCI中国指数ETF'],
@@ -2990,16 +2990,15 @@ if __name__=='__main__':
     _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
     leading_blanks=2
 
-def print_tickerlist_sharelist(tickerlist,sharelist,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份股和持股比例
+    功能：纵向打印投资组合的成分股和持股比例
     输入：
-    tickerlist：成份股列表
+    tickerlist：成分股列表
     sharelist：持股份额列表
     leading_blanks：打印前导空格数
-    注意：放在本文件中的原因是需要使用函数codetranslate
     """
-    #检查成份股与持仓比例个数是否一致
+    #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
@@ -3017,12 +3016,16 @@ def print_tickerlist_sharelist(tickerlist,sharelist,leading_blanks=2):
     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)
-        tname=codetranslate(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})
@@ -3060,7 +3063,7 @@ def print_tickerlist_sharelist(tickerlist,sharelist,leading_blanks=2):
     
 if __name__=='__main__':
     print_tickerlist_sharelist(tickerlist,sharelist,leading_blanks=2)
-#==============================================================================
+
 #==============================================================================
 #==============================================================================
 #整理证券名称
@@ -3225,9 +3228,10 @@ def ticker1_name(ticker,ticker_type='auto'):
         return ticker
     
     #快速转换
-    tname=codetranslate(ticker)
-    if tname != ticker: #翻译成功
-        return tname
+    if ticker_type=='auto':
+        tname=codetranslate(ticker)
+        if tname != ticker: #翻译成功
+            return tname
     
     symbol=ticker1_cvt2yahoo(ticker)