siat 3.1.22__py3-none-any.whl → 3.1.28__py3-none-any.whl

siat/valuation_china.py

@@ -921,7 +921,7 @@ def compare_industry_valuation_sw(industries,start,end,vtypes='PE', \
         df=pd.DataFrame()        
         for i in industries:
             # debug
-            print("  ...Searching valuation info for",i,'\b, which may take time ...')
+            print("  Searching valuation info for",i,'\b, which may take time ...')
             dft=industry_valuation_history_sw(i,start=start,end=end,vtype=vtype,graph=False)
             if not (dft is None):
                 dft.rename(columns={vtypec:i},inplace=True)
@@ -1297,7 +1297,7 @@ if __name__=='__main__':
     
     lo_est_betas_list,betas_list,idfall=valuation2return_sw(start,end,valuation=valuation,return_delay=return_delay)
 
-def valuation2return_sw(start,end,itype='I',industries='all'):
+def valuation2return_sw(start,end,itype='1',industries='all'):
     """
     功能：测试三种估值指标对滞后一段时间收益率的影响。
     测试行业哑元变量对估值指标的调节作用，借此判断。若正向（负向）影响，行业估值未低估（高估）
@@ -1366,20 +1366,22 @@ def valuation2return_sw(start,end,itype='I',industries='all'):
             sys.stdout.close()
             sys.stdout = self._original_stdout
 
-    # 步骤1：获取行业历史数据，本步骤所需时间较长=========================================
+    # 步骤1：获取行业历史数据，本步骤所需时间较长==================================
+    print("Step1: retrieving industry information, it may take up to hours ...")
     industry_data=get_industry_sw(itype=itype)
     if not (industries.lower() == 'all'):
         industry_codes=industry_sw_codes(industries)
     else:
         industry_codes=list(set(list(industry_data['ticker'])))
     
-    # 步骤2：计算基础数据，本步骤所需时间较长============================================
+    # 步骤2：计算基础数据，本步骤所需时间较长======================================
+    print("Step2: Calculating industry valuations, it may take great time ...")
     idf,idfall=calc_industry_sw(industry_data,start,end)
 
     # 步骤3：构造回归数据，进行回归，记录回归结果
     import pandas as pd
     coefdflist=[]
-    print("Calculating industry valuations, it may take great time, please wait ...")
+    print("Step3: Analyzing industry performance, it may need quite some time ...")
     
     total=len(measure_list)*len(valuation_list)
     for m in measure_list:

{siat-3.1.22.dist-info → siat-3.1.28.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.1.22
+Version: 3.1.28
 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-3.1.22.dist-info → siat-3.1.28.dist-info}/RECORD

@@ -66,7 +66,8 @@ siat/holding_risk_test.py,sha256=FRlw_9wFG98BYcg_cSj95HX5WZ1TvkGaOUdXD7-V86s,474
 siat/local_debug_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
 siat/market_china.py,sha256=nabx24qm7N51OafTrwUw542pNeFJ3JaQ1wqyv-nLN5I,37883
 siat/markowitz.py,sha256=c06gCRhMABnrb30F-npJsKVv8nFfEoNNR3bzrkMCyGg,97406
-siat/markowitz2.py,sha256=CAuD_xa3KWEAodPxjvpLQOuuzVvNHf3gRYPcIieNlcY,107638
+siat/markowitz2-20240620.py,sha256=irZAPnjaatFsKQmFRMENP-cO6bEUl2narYtkU5NKTWI,108019
+siat/markowitz2.py,sha256=0FfGv8JzBWTjq3mjCDmT5K-lqpW6RvIggFD4h4SAGzM,109539
 siat/markowitz_ccb_test.py,sha256=xBkkoaNHdq9KSUrNuHGgKTdNYUvgi84kNYcf719eoyE,1593
 siat/markowitz_ef_test.py,sha256=wjNlICkgRIqnonPeSIHo4Mu2GRtb9dr21wDt2kMNEcI,4032
 siat/markowitz_old.py,sha256=Lf7O_4QWT8RsdkHiUyc_7kKY3eZjKDtFR89Fz3pwYnY,33046
@@ -91,10 +92,10 @@ siat/risk_evaluation.py,sha256=I6B3gty-t--AkDCO0tKF-291YfpnF-IkXcFjqNKCt9I,76286
 siat/risk_evaluation_test.py,sha256=YEXM96gKzTfwN4U61AS4Rr1tV7KgUvn4rRC6f3iMw9s,3731
 siat/risk_free_rate.py,sha256=ZMr4cHikPvXvywr54gGqiI3Nvb69am6tq3zj2hwzANE,12384
 siat/risk_free_rate_test.py,sha256=CpmhUf8aEAEZeNu4gvWP2Mz2dLoIgBX5bI41vfUBEr8,4285
-siat/sector_china.py,sha256=keON6hxiZh_ZmnjBfz1T-cyfXkcm3pyeSiKaJYi-1JQ,118072
+siat/sector_china.py,sha256=nP6kfYsnaQWZj8dK-zklwSDW8FDS-obZWp_zL0ec2Ig,118603
 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_price2.py,sha256=581xPduTjxEEHSkDNGn4v7VxsZ2C6vHeGJ51XB1GLuQ,25825
 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
@@ -112,7 +113,7 @@ 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=uBHps4RpWYbLjHV4buNU-B29aG1YKYJ2WzS8QzLZl7k,113918
+siat/stock_technical.py,sha256=A4x18mZgYSA8SSiDz4u_O3gd5oVRgbI6JIiBfFY0tVw,116013
 siat/stock_test.py,sha256=E9YJAvOw1VEGJSDI4IZuEjl0tGoisOIlN-g9UqA_IZE,19475
 siat/stooq.py,sha256=dOc_S5HLrYg48YAKTCs1eX8UTJOOkPM8qLL2KupqlLY,2470
 siat/temp.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
@@ -130,10 +131,10 @@ 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_china.py,sha256=EkZQaVkoBjM0c4MCNbaX-bMnlG0e3FXeaWczZDnkptU,67784
 siat/valuation_market_china_test.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
 siat/var_model_validation.py,sha256=f-oDewg7bPzyNanz_Y_jLH68NowAA3gXFehW_weKGG0,14898
-siat-3.1.22.dist-info/METADATA,sha256=-tITPyfoAysRKI9PCIi9qlAVxctl-EZ3sqD42rB22Jo,1448
-siat-3.1.22.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
-siat-3.1.22.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.1.22.dist-info/RECORD,,
+siat-3.1.28.dist-info/METADATA,sha256=74IePv7Bc_JMuhwxyIrBUnhSp7ECuFEUoRRSQ8BnN-w,1448
+siat-3.1.28.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
+siat-3.1.28.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.1.28.dist-info/RECORD,,