siat 3.1.23__py3-none-any.whl → 3.2.1__py3-none-any.whl

siat/stock.py

@@ -605,7 +605,8 @@ if __name__ =="__main__":
     
     df=security_indicator(ticker,indicator,fromdate,todate,ticker_type=ticker_type)
 
-def security_indicator(ticker,indicator,fromdate,todate, \
+def security_indicator(ticker,indicator, \
+                       fromdate,todate,adjust='', \
                        zeroline=False, \
                        average_value=False, \
                        datatag=False,power=0,graph=True,source='auto', \
@@ -614,12 +615,24 @@ def security_indicator(ticker,indicator,fromdate,todate, \
     """
     功能：单只证券的全部指标
     """
+    #判断复权价
+    adjust_list=['','qfq','hfq']
+    if adjust not in adjust_list:
+        print("  #Warning(security_indicator): invalid adjust",adjust)
+        print("  Supported adjust:",adjust_list)
+        adjust='qfq'
+        
+    if ('Adj' in indicator) and (adjust == ''):
+        adjust='qfq'
+    
     fromdate1=date_adjust(fromdate,adjust=-365*3)
     
     from siat.security_price2 import get_price_1ticker_mixed
     #pricedf=get_prices_all(ticker,fromdate1,todate,source=source,ticker_type=ticker_type)
-    pricedf,found=get_price_1ticker_mixed(ticker=ticker,fromdate=fromdate1, \
-                                    todate=todate,source=source,ticker_type=ticker_type)
+    pricedf,found=get_price_1ticker_mixed(ticker=ticker, \
+                                          fromdate=fromdate1,todate=todate, \
+                                          adjust=adjust, \
+                                          source=source,ticker_type=ticker_type)
     if pricedf is None:
         print("  #Error(security_indicator): security info not found for",ticker)
         return None
@@ -631,15 +644,18 @@ def security_indicator(ticker,indicator,fromdate,todate, \
     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)
+                                              adjust=adjust, \
+                                              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)        
+                                                  adjust=adjust, \
+                                                  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)           
+                                                      adjust=adjust, \
+                                                      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)
@@ -698,10 +714,12 @@ def security_indicator(ticker,indicator,fromdate,todate, \
     return erdf3
     
     
-def stock_ret(ticker,fromdate,todate,rtype="Daily Ret%", \
+def stock_ret(ticker,fromdate,todate, \
+              adjust='', \
+              rtype="Daily Ret%", \
               datatag=False,power=0,graph=True,source='auto',ticker_type='auto'):
     """
-    功能：绘制证券收益率折线图。
+    功能：绘制证券收益率折线图，单个证券，单个指标。
     输入：证券代码ticker；开始日期fromdate，结束日期todate；收益率类型type；
     是否标注数据标签datatag，默认否；多项式趋势线的阶数，若为0则不绘制趋势线。
     输出：绘制证券价格折线图
@@ -710,9 +728,15 @@ def stock_ret(ticker,fromdate,todate,rtype="Daily Ret%", \
     #调整抓取样本的开始日期366*2=732，以便保证有足够的样本供后续计算
     fromdate1=date_adjust(fromdate, -732)
 
+    #判断复权价
+    adjust_list=['','qfq','hfq']
+    if adjust not in adjust_list:
+        print("  #Warning(stock_ret): invalid adjust",adjust)
+        print("  Supported adjust:",adjust_list)
+        adjust='qfq'    
+    if 'Adj' in rtype: adjust='qfq'
+    
     #抓取证券价格
-    adj=False; adjust=''
-    if 'Adj' in rtype: adj=True; adjust='qfq'
     from siat.security_price2 import get_price_1ticker_mixed
     #pricedf=get_price(ticker,fromdate1,todate,adj=adj,source=source)
     pricedf,found=get_price_1ticker_mixed(ticker=ticker,fromdate=fromdate1, \
@@ -787,7 +811,9 @@ if __name__ =="__main__":
     loc='best'
     annotate=False
 
-def security_mindicators(ticker,measures,fromdate,todate, \
+def security_mindicators(ticker,measures,
+                         fromdate,todate, \
+                         adjust='', \
                          graph=True,smooth=True,loc='best',facecolor='whitesmoke', \
                          date_range=False,date_freq=False, \
                          annotate=False,annotate_value=False, \
@@ -814,12 +840,27 @@ def security_mindicators(ticker,measures,fromdate,todate, \
 
     if isinstance(measures,str):
         measures=[measures]
-    
+
+    #判断复权价
+    adjust_list=['','qfq','hfq']
+    if adjust not in adjust_list:
+        print("  #Warning(security_mindicators): invalid adjust",adjust)
+        print("  Supported adjust:",adjust_list)
+        adjust='qfq'  
+        
+    if adjust =='':        
+        for m in measures:
+            if 'Adj' in m:
+                adjust='qfq'
+                break
+
+    #抓取股价
     try:
         from siat.security_price2 import get_price_1ticker_mixed
         #pricedf=get_price(ticker,fromdate1,todate,source=source)
-        pricedf,found=get_price_1ticker_mixed(ticker=ticker,fromdate=fromdate1, \
-                                    todate=todate,source=source,ticker_type=ticker_type)
+        pricedf,found=get_price_1ticker_mixed(ticker=ticker,fromdate=fromdate1,todate=todate, \
+                                              adjust=adjust, \
+                                              source=source,ticker_type=ticker_type)
     except:
         print("  #Error(security_mindicators): price info not found for",ticker)
         return None
@@ -1356,7 +1397,9 @@ if __name__ =="__main__":
     df2=stock_ret(ticker2,fromdate,todate,graph=False)
     comp_2securities_1measure(df1,df2,measure)
 #==============================================================================
-def compare_security(tickers,measures,fromdate,todate,twinx=False, \
+def compare_security(tickers,measures,fromdate,todate, \
+                     adjust='', \
+                     twinx=False, \
                      loc1='best',loc2='lower left',graph=True,source='auto', \
                      ticker_type='auto',facecolor='whitesmoke'):
     """
@@ -1366,13 +1409,17 @@ def compare_security(tickers,measures,fromdate,todate,twinx=False, \
     from siat.security_prices import upper_ticker
     tickers=upper_ticker(tickers)
     result=compare_stock(tickers=tickers,measures=measures, \
-                         fromdate=fromdate,todate=todate,twinx=twinx, \
+                         fromdate=fromdate,todate=todate, \
+                         adjust=adjust, \
+                         twinx=twinx, \
                          loc1=loc1,loc2=loc2,graph=graph,source=source, \
                          ticker_type=ticker_type,facecolor=facecolor)
     return result
 
 #==============================================================================
-def compare_stock(tickers,measures,fromdate,todate,twinx=False, \
+def compare_stock(tickers,measures,fromdate,todate, \
+                  adjust='', \
+                  twinx=False, \
                   loc1='best',loc2='lower left',graph=True,source='auto', \
                   ticker_type='auto',facecolor='whitesmoke'):    
     """
@@ -1425,10 +1472,13 @@ def compare_stock(tickers,measures,fromdate,todate,twinx=False, \
         if measure_num >= 1: measure1 = measures[0]
         if measure_num >= 2: measure2 = measures[1]
 
-    #是否单一证券代码+两个测度指标
+    #单一证券代码+两个测度指标
     if (security_num == 1) and (measure_num >= 2):
+        if (('Adj' in measure1) or ('Adj' in measure2)) and (adjust ==''):
+            adjust='qfq'
+        
         #证券ticker1：抓取行情，并计算其各种期间的收益率
-        df1a=stock_ret(ticker1,fromdate,todate,graph=False,source=source,ticker_type=ticker_type)
+        df1a=stock_ret(ticker1,fromdate,todate,adjust=adjust,graph=False,source=source,ticker_type=ticker_type)
         if df1a is None: return None,None
         if DEBUG: print("compare|df1a first date:",df1a.index[0])
         #加入价格波动指标
@@ -1460,6 +1510,9 @@ def compare_stock(tickers,measures,fromdate,todate,twinx=False, \
         
     elif (security_num >= 2) and (measure_num >= 1):
         #双证券+单个测度指标 
+        if ('Adj' in measure1) and (adjust ==''):
+            adjust='qfq'
+        
         #解析ticker_type
         if isinstance(ticker_type,str):
             ticker_type1=ticker_type2=ticker_type
@@ -1471,7 +1524,7 @@ def compare_stock(tickers,measures,fromdate,todate,twinx=False, \
         ticker_type_list=[ticker_type1,ticker_type2]
         
         #证券ticker1：抓取行情，并计算其各种期间的收益率
-        df1a=stock_ret(ticker1,fromdate,todate,graph=False,source=source,ticker_type=ticker_type1)
+        df1a=stock_ret(ticker1,fromdate,todate,adjust=adjust,graph=False,source=source,ticker_type=ticker_type1)
         if df1a is None: return None,None
         #加入价格波动指标
         df1b=price_volatility2(df1a,ticker1,fromdate,todate,graph=False,ticker_type=ticker_type1)
@@ -1483,7 +1536,7 @@ def compare_stock(tickers,measures,fromdate,todate,twinx=False, \
         pltdf1=df1d[df1d.index >= fromdate]
         
         #证券ticker2：
-        df2a=stock_ret(ticker2,fromdate,todate,graph=False,source=source,ticker_type=ticker_type2)
+        df2a=stock_ret(ticker2,fromdate,todate,adjust=adjust,graph=False,source=source,ticker_type=ticker_type2)
         if df2a is None: return None,None
         df2b=price_volatility2(df2a,ticker2,fromdate,todate,graph=False,ticker_type=ticker_type2)
         df2c=ret_volatility2(df2b,ticker2,fromdate,todate,graph=False,ticker_type=ticker_type2)
@@ -1555,6 +1608,7 @@ if __name__ =="__main__":
     
     
 def compare_msecurity(tickers,measure,start,end, \
+                      adjust='', \
                       axhline_value=0,axhline_label='', \
                       preprocess='none',linewidth=1.5, \
                       scaling_option='start', \
@@ -1628,7 +1682,7 @@ def compare_msecurity(tickers,measure,start,end, \
         tt=ticker_type_list[pos]
         
         with HiddenPrints():
-            df_tmp=security_indicator(t,measure,start,end,graph=False,source=source,ticker_type=tt)
+            df_tmp=security_indicator(t,measure,start,end,adjust=adjust,graph=False,source=source,ticker_type=tt)
         if df_tmp is None:
             print("  #Warning(compare_msecurity): security info not found for",t)
             continue