siat 3.1.12__py3-none-any.whl → 3.1.14__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

@@ -439,7 +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
@@ -496,7 +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
     """
@@ -511,20 +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)
@@ -537,7 +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]:
@@ -580,7 +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', \
@@ -690,8 +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):
     """
@@ -709,7 +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]
@@ -754,29 +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':
@@ -828,8 +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)
@@ -860,7 +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, \
@@ -1140,7 +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):
     """
@@ -1153,7 +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
@@ -1167,9 +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
@@ -1185,7 +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)
@@ -1198,13 +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, \
@@ -1346,6 +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)
@@ -1400,8 +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)
@@ -1908,12 +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: