siat 3.1.21__py3-none-any.whl → 3.1.23__py3-none-any.whl

siat/grafix.py

@@ -1204,7 +1204,7 @@ def draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
         lines = plt.gca().lines
         last_line_color = lines[-1].get_color()
         
-        if annotate:
+        if annotate and (c not in ["平均值","中位数"]):
             mark_end=False
             df_end=dfg.tail(1)
             # df_end[c]必须为数值类型，否则可能出错
@@ -1234,7 +1234,7 @@ def draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
                          ha='center',va='bottom',fontsize=7)
 
         #标记最高点/最低点
-        if mark_top or mark_bottom:
+        if (mark_top or mark_bottom) and (c not in ["平均值","中位数"]):
             df_mark=dfg[[c]].copy() #避免影响原df
             df_mark.dropna(inplace=True)
             df_mark.sort_values(by=c,ascending=False,inplace=True)
@@ -1262,7 +1262,7 @@ def draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
                     plt.scatter(x,y, color='seagreen',marker='8',s=70)
 
         #标记曲线末端数值
-        if mark_end:
+        if mark_end and (c not in ["平均值","中位数"]):
             df_end=dfg.tail(1)
             y_end = df_end[c].min()    # 末端的y坐标
             x_end = df_end[c].idxmin() # 末端值的x坐标 

siat/risk_adjusted_return2.py

@@ -87,6 +87,10 @@ def get_rolling_sharpe_sortino(ticker,start,end,rar_name="sharpe", \
     pricedf,found=get_price_1ticker_mixed(ticker=ticker,fromdate=start1, \
                                     todate=end,source=source,ticker_type=ticker_type)
     
+    if found !='Found':
+        print("  #Error(get_rolling_sharpe_sortino): no records found for",ticker)
+        return None
+    
     #计算收益率和收益率标准差
     rardf1=calc_daily_return(pricedf)
     rardf2=calc_rolling_return(rardf1,period=ret_period)
@@ -668,7 +672,7 @@ if __name__=='__main__':
     annotate=False
     mktidx='auto'; source='auto'
     
-    rars=compare_mticker_1rar(ticker=["600519.SS","000858.SZ"],start="2024-1-1",end="2024-3-19",rar='sharpe',printout=True)
+    rars=compare_mticker_1rar(ticker=["600519.SS","000858.SZ"],start="2024-1-1",end="2024-6-16",rar='sharpe',printout=True)
 
 def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
                          ret_type="Annual Ret%",RF=0,regression_period=365, \
@@ -720,7 +724,9 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
                         mktidx=mktidx,source=source,ticker_type=tt)
         
         if df_tmp is None:
-            break
+            #break
+            print("  #Warning(compare_mticker_1rar): data not available for",ticker_name(t,tt),"between",start,"and",end)
+            continue
         else:
             dft=df_tmp[[rar]]
             dft.rename(columns={rar:ticker_name(t,tt)},inplace=True)
@@ -731,7 +737,7 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
             df=pd.merge(df,dft,how='outer',left_index=True,right_index=True)
 
     if len(df)==0:
-        print("  #Error(compare_mticker_1rar): rar data not available for",ticker_name(t,tt),"between",start,end)        
+        print("  #Error(compare_mticker_1rar): data not available for",ticker,"between",start,"and",end)        
         return None
     
     #仅用于绘图和制表

siat/security_prices.py

@@ -1737,7 +1737,13 @@ if __name__ =="__main__":
     fromdate='2018-1-1'
     todate='2020-3-16'
     pricedf=get_price(ticker, fromdate, todate)
-    drdf=calc_daily_return(pricedf)    
+    drdf=calc_daily_return(pricedf)   
+    
+    eu7=['GSK','ASML','NVS','NVO','AZN','SAP','SNY']
+    for ticker in eu7:
+        print("Processing",ticker,"...")
+        pricedf,found=get_price_1ticker_mixed(ticker,fromdate='2022-1-1',todate='2024-6-16',source='yahoo')
+        dret=calc_daily_return(pricedf)
     
 
 #==============================================================================

siat/security_trend2.py

@@ -91,7 +91,7 @@ if __name__=='__main__':
 def security_trend(ticker,indicator='Close', \
                    start='default',end='default', \
                        
-                   critical_value='',average_value=False, \
+                   attention_value='',average_value=False, \
                        
                    kline=False,kline_demo=False,mav=[5,10,20], \
                        
@@ -139,7 +139,7 @@ def security_trend(ticker,indicator='Close', \
     省略时默认为最近的1个月。
     end参数：指定分析的结束日期。日期格式：YYYY-mm-dd。省略时默认为今日。
     
-    critical_value参数：绘图时绘制一条水平线，用以强调一个阈值。默认不绘制。
+    attention_value参数：绘图时绘制一条水平线，用以强调一个阈值。默认不绘制。
     average_value参数：开关打开时，绘图时绘制一条均值线，仅适用于绘制单条曲线。默认关闭。
     
     kline参数：开关打开时，绘制一条K线图，仅适用于单只股票。默认关闭。
@@ -177,6 +177,8 @@ def security_trend(ticker,indicator='Close', \
     source参数：指定证券基础数据来源，默认由系统决定。当系统找到的数据不理想时，可手动指定。
     若指定雅虎财经数据源，需要拥有访问该网站的权限。
     """    
+    critical_value=attention_value
+    
     portfolio_flag=False #标志：ticker中是否含有投资组合
     ticker=tickers_cvt2yahoo(ticker) #支持多种形式证券代码格式
     

siat/stock.py

@@ -2169,12 +2169,14 @@ if __name__ =="__main__":
     fromdate="2021-1-1"
     todate="2022-9-26" 
 
-def stock_dividend(ticker,fromdate,todate,facecolor='whitesmoke',fontcolor='black'):
+def stock_dividend(ticker,start,end,facecolor='whitesmoke',fontcolor='black'):
     """
     功能：显示股票的分红历史
     输入：单一股票代码
     输出：分红历史
-    """   
+    """  
+    fromdate,todate=start,end
+    
     print("  Searching for the dividend info of stock",ticker,"... ...")
     result,startdt,enddt=check_period(fromdate,todate)
     if not result: 
@@ -2258,7 +2260,7 @@ def stock_dividend(ticker,fromdate,todate,facecolor='whitesmoke',fontcolor='blac
         sourcetxt="数据来源: 雅虎,"
         
         #修改列命为中文
-        divprt.columns = ['序号','日期','星期','股息']
+        divprt.columns = ['序号','日期','星期','每股派息']
     """        
     print(divprt.to_string(index=False))   
     """
@@ -2294,12 +2296,14 @@ if __name__ =="__main__":
     todate='2020-6-30'
 
 #==============================================================================   
-def stock_split(ticker,fromdate,todate,facecolor='whitesmoke',fontcolor='black'):
+def stock_split(ticker,start,end,facecolor='whitesmoke',fontcolor='black'):
     """
     功能：显示股票的分拆历史
     输入：单一股票代码
     输出：分拆历史
     """   
+    fromdate,todate=start,end
+    
     print("  Searching for the split info of stock",ticker,"... ...")
     result,startdt,enddt=check_period(fromdate,todate)
     if not result: 
@@ -2408,7 +2412,7 @@ def stock_split(ticker,fromdate,todate,facecolor='whitesmoke',fontcolor='black')
         sourcetxt="数据来源: 雅虎,"
         
         #修改列命为中文
-        divprt.columns = ['序号','日期','星期','股息']
+        divprt.columns = ['序号','日期','星期','分拆比例']
     """        
     print(divprt.to_string(index=False))   
     """

siat/stock_technical.py

@@ -183,7 +183,8 @@ def calc_technical(df,start,end, \
                    CCI_days=14, \
                    WR_days=[10,6], \
                    ROC_day=12,ROC_madays=6, \
-                   DMI_DIdays=14,DMI_ADXdays=6):
+                   DMI_DIdays=14,DMI_ADXdays=6, \
+                   more_details=False):
     """
     功能：计算股票的技术分析指标
     输入：df，四种股价Open/Close/High/Low，成交量Volume
@@ -222,6 +223,7 @@ def calc_technical(df,start,end, \
         RSI_days=[RSI_days]
     for d in RSI_days:
         df['rsi'+str(d)] = talib.RSI(df['Close'], timeperiod=d)
+    #注意：rsi1没有意义
     
     #=========== OBV：能量潮
     """
@@ -258,8 +260,9 @@ def calc_technical(df,start,end, \
         OBV_days=[OBV_days]
     for d in OBV_days:    
         df['obv_ma'+str(d)] = talib.MA(df['obv'],timeperiod=d)
-        
-    df.drop(columns = ['obv'],inplace=True)
+    
+    if not more_details:    
+        df.drop(columns = ['obv'],inplace=True)
     
     #=========== MA: 简单、加权移动平均
     """
@@ -435,7 +438,11 @@ def calc_technical(df,start,end, \
     for d in CR_madays:
         df['cr_ma'+str(d)] = talib.MA(df['cr'],timeperiod=d)
     
-    df.drop(columns = ['m_price','h_m','m_l','h_m_sum','m_l_sum','cr'],inplace=True) 
+    if more_details:
+        #保留cr
+        df.drop(columns = ['m_price','h_m','m_l','h_m_sum','m_l_sum'],inplace=True) 
+    else:
+        df.drop(columns = ['m_price','h_m','m_l','h_m_sum','m_l_sum','cr'],inplace=True) 
     
     #=========== EMV: 简易波动指标
     """
@@ -506,8 +513,10 @@ def calc_technical(df,start,end, \
         TRIX_madays=[TRIX_madays]
     for d in TRIX_madays:    
         df['trix_ma'+str(d)] = talib.MA(df['trix'],timeperiod=d)    
-        
-    df.drop(columns = ['trix'],inplace=True) 
+    
+    if not more_details:
+        #不保留TRIX
+        df.drop(columns = ['trix'],inplace=True) 
 
     #=========== DMA: 平均线差
     """
@@ -529,6 +538,7 @@ def calc_technical(df,start,end, \
         DMA_madays=[DMA_madays]
     for d in DMA_madays:    
         df['dma'+str(d)] = talib.MA(df['ddd'],timeperiod=d)    
+    #注意：dma1似乎没有意义
     
     df.drop(columns = ['ma_shortperiod','ma_longperiod','ddd'],inplace=True) 
     
@@ -559,7 +569,7 @@ def calc_technical(df,start,end, \
         CCI_days=[CCI_days]
     for d in CCI_days:    
         df['cci'+str(d)] = talib.CCI(df['High'],df['Low'],df['Close'],timeperiod=d)
-
+            
     #=========== W%R: 威廉指标   
     """
     N日W%R = [(Hn-Ct)/(Hn-Ln)]*100
@@ -599,8 +609,11 @@ def calc_technical(df,start,end, \
         ROC_madays=[ROC_madays]
     for d in ROC_madays:    
         df['roc_ma'+str(d)] = talib.MA(df['roc'],timeperiod=d)  
+    
+    if not more_details:
+        #不保留roc
+        df.drop(columns = ['roc'],inplace=True) 
         
-    df.drop(columns = ['roc'],inplace=True) 
     #=========== DMI: 趋向指标
     """
 
@@ -2452,7 +2465,9 @@ def security_technical2(ticker,start='default',end='default', \
                 ticker_type='auto', \
                     
                 attention_values=[0,30,50,80], \
-                facecolor='papayawhip',price_line_color='gray'):
+                facecolor='papayawhip',price_line_color='red', \
+                
+                more_details=False):
     """
     
     功能：计算和绘制证券技术分析指标的简易图，仅供进一步探索使用，仅用于单个证券(股债基)
@@ -2462,7 +2477,8 @@ def security_technical2(ticker,start='default',end='default', \
     支持的其他指标：不如单独的指令功能强
     MACD、RSI、KDJ、BOLL
     
-    关注的阈值：默认[0,30,50,80]，可以自定义，但0线一般要保留。
+    关注的阈值：默认[0,30,50,80]，attention_values=[0,30,50,80], 可以自定义，但0线一般建议保留。
+    收盘价折线：默认红色虚线，price_line_color='red'
     """
     #检查证券代码
     if not isinstance(ticker,str):
@@ -2541,7 +2557,9 @@ def security_technical2(ticker,start='default',end='default', \
                        CCI_days=CCI_days, \
                        WR_days=WR_days, \
                        ROC_day=ROC_day,ROC_madays=ROC_madays, \
-                       DMI_DIdays=DMI_DIdays,DMI_ADXdays=DMI_ADXdays)
+                       DMI_DIdays=DMI_DIdays,DMI_ADXdays=DMI_ADXdays, \
+                           
+                       more_details=more_details)
 
     #技术指标的绘图线
     tech_line_default={'RSI':['rsi'],

siat/translate.py

@@ -972,7 +972,8 @@ def codetranslate0(code):
         ['PHG.US','飞利浦美股'],['0LNG.UK','荷兰飞利浦'],
         
         # 德国知名上市公司
-        ['SAP.DE','德国思爱普'],['SIE.DE','西门子集团'],
+        ['SAP.DE','德国思爱普'],['SAP','思爱普'],
+        ['SIE.DE','西门子集团'],
         ['P911.DE','保时捷'],['0JHU.UK','保时捷'],
         ['DTE.DE','德国电信'],['ALV.DE','德国安联集团'],
         ['MBG.DE','奔驰汽车'],['0NXX.UK','奔驰汽车'],

{siat-3.1.21.dist-info → siat-3.1.23.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.1.21
+Version: 3.1.23
 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-3.1.21.dist-info → siat-3.1.23.dist-info}/RECORD

@@ -59,7 +59,7 @@ siat/future_china.py,sha256=F-HsIf2Op8Z22RzTjet1g8COzldgnMjFNSXsAkeGyWo,17595
 siat/future_china_test.py,sha256=BrSzmDVaOHki6rntOtosmRn-6dkfOBuLulJNqh7MOpc,1163
 siat/global_index_test.py,sha256=hnFp3wqqzzL-kAP8mgxDZ54Bd5Ijf6ENi5YJlGBgcXw,2402
 siat/google_authenticator.py,sha256=ZUbZR8OW0IAKDbcYtlqGqIpZdERpFor9NccFELxg9yI,1637
-siat/grafix.py,sha256=yP0wgXtydtNjyesaNjLbJN2FY1Es6d6mntLw_n0vsuA,84883
+siat/grafix.py,sha256=r-tQUxxBW-O53oPUFFHO7-lnDPO0TlK78d6nsEtxSDI,85008
 siat/grafix_test.py,sha256=kXvcpLgQNO7wd30g_bWljLj5UH7bIVI0_dUtXbfiKR0,3150
 siat/holding_risk.py,sha256=X3vL_2rU0zpjiiRtStWxWOXZrAJ323huSsZK3jGgABc,30633
 siat/holding_risk_test.py,sha256=FRlw_9wFG98BYcg_cSj95HX5WZ1TvkGaOUdXD7-V86s,474
@@ -85,7 +85,7 @@ siat/option_sina_api_test.py,sha256=dn-k_wrQnAaNKHoROvWJEc7lqlU0bwiV2Aa4usWAFGM,
 siat/proxy_test.py,sha256=erQJrmGs2X46z8Gb1h-7GYQ0rTUcaR8dxHExWoBz2eM,2610
 siat/quandl_test.py,sha256=EcPoXnLuqzPl5dKyVEZi3j3PJZFpsnU_iNPhLWC9p-A,1552
 siat/risk_adjusted_return.py,sha256=L5FoeOFzvItT03gNBTCaIo32hUvncOJkbchtHOveSBM,54929
-siat/risk_adjusted_return2.py,sha256=0HtLKvXSZ8NO3lyVPRAj55axtvqsvpnHkzIi4NOdhmc,64593
+siat/risk_adjusted_return2.py,sha256=PmwOvB0gJ9-v0fhTfl5lZ8eYfRwX07VsADYnSJ5iJb4,64866
 siat/risk_adjusted_return_test.py,sha256=m_VHL5AtT74cJv5i7taTeTfnkX48y0AFJk5phawyYWg,3416
 siat/risk_evaluation.py,sha256=I6B3gty-t--AkDCO0tKF-291YfpnF-IkXcFjqNKCt9I,76286
 siat/risk_evaluation_test.py,sha256=YEXM96gKzTfwN4U61AS4Rr1tV7KgUvn4rRC6f3iMw9s,3731
@@ -95,13 +95,13 @@ siat/sector_china.py,sha256=keON6hxiZh_ZmnjBfz1T-cyfXkcm3pyeSiKaJYi-1JQ,118072
 siat/sector_china_test.py,sha256=1wq7ef8Bb_L8F0h0W6FvyBrIcBTEbrTV7hljtpj49U4,5843
 siat/security_price.py,sha256=2oHskgiw41KMGfqtnA0i2YjNNV6cYgtlUK0j3YeuXWs,29185
 siat/security_price2.py,sha256=CbipBUH7O_tDFDkCM5u8gBCh7cbWjCMnFOy4ATvZWaI,25620
-siat/security_prices.py,sha256=m7d3txJmN2WKB1kL0yDjCUh8HBWfkmnrNz9fcGFx7GU,103135
+siat/security_prices.py,sha256=a5U5qM5iX3Fl2GM8X1ceM5TGE5z32Q3ovMewKgE-6pg,103410
 siat/security_prices_test.py,sha256=OEphoJ87NPKoNow1QA8EU_5MUYrJF-qKoWKNapVfZNI,10779
 siat/security_trend.py,sha256=o0vpWdrJkmODCP94X-Bvn-w7efHhj9HpUYBHtLl55D0,17240
-siat/security_trend2.py,sha256=Mxg6EvcNtGUGfz1SQKm_vpPnZ-k58-gTnF-KWFTzIOE,24810
+siat/security_trend2.py,sha256=QVnEcb7AyVbO77jVqfFsJffGXrX8pgJ9xCfoAKmWBPk,24854
 siat/setup.py,sha256=up65rQGLmTBkhtaMLowjoQXYmIsnycnm4g1SYmeQS6o,1335
 siat/shenwan index history test.py,sha256=JCVAzOSEldHalhSFa3pqD8JI_8_djPMQOxpkuYU-Esg,1418
-siat/stock.py,sha256=G-V7chGL-FVmTvKTIGNXof72ckdOXdZ4_S51DiMHm90,140284
+siat/stock.py,sha256=dE-AitC0nba2Vf0iU_J2CgN9nB5MA2J2I8EH1zrM97U,140357
 siat/stock_advice_linear.py,sha256=-twT7IGP-NEplkL1WPSACcNJjggRB2j4mlAQCkzOAuo,31655
 siat/stock_base.py,sha256=uISvbRyOGy8p9QREA96CVydgflBkn5L3OXOGKl8oanc,1312
 siat/stock_china.py,sha256=zyUyghIrkkkYWlHRRP7Hoblxzfp-jrck60pTJpwMahg,91553
@@ -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=v84ZcykDJG4fj3zevqjIZRfnQKvM69XZ3cn6b8DVP7I,113818
+siat/stock_technical.py,sha256=_b4oRMemnG9eJtOciaMzcnPpxrzAeooujCrQIcZEGlM,114462
 siat/stock_test.py,sha256=E9YJAvOw1VEGJSDI4IZuEjl0tGoisOIlN-g9UqA_IZE,19475
 siat/stooq.py,sha256=dOc_S5HLrYg48YAKTCs1eX8UTJOOkPM8qLL2KupqlLY,2470
 siat/temp.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
@@ -126,14 +126,14 @@ siat/transaction_test.py,sha256=Z8g1LJCN4-mnUByXMUMoFmN0t105cbmsz2QmvSuIkbU,1858
 siat/translate-20230125.py,sha256=NPPSXhT38s5t9fzMvl_fvi4ckSB73ThLmZetVI-xGdU,117953
 siat/translate-20230206.py,sha256=-vtI125WyaJhmPotOpDAmclt_XnYVaWU9ByLWZ6FyYE,118133
 siat/translate-20230215.py,sha256=TJgtPE3n8IjljmZ4Pefy8dmHoNdFF-1zpML6BhA9FKE,121657
-siat/translate.py,sha256=hb389Zmxpij8BJvHIWAYUQenhUG9B4mtKiq3Lgw8xTI,215250
+siat/translate.py,sha256=mldxeFwkxFrh_7EV1O_nRju8W0wIPnKAtN_mbN621w8,215280
 siat/translate_20240606.py,sha256=63IyHWEU3Uz9mjwyuAX3fqY4nUMdwh0ICQAgmgPXP7Y,215121
 siat/universal_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
 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
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