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

siat/stock_technical.py

@@ -184,6 +184,8 @@ def calc_technical(df,start,end, \
                    WR_days=[10,6], \
                    ROC_day=12,ROC_madays=6, \
                    DMI_DIdays=14,DMI_ADXdays=6, \
+                       
+                   indicator='Close', \
                    more_details=False):
     """
     功能：计算股票的技术分析指标
@@ -192,7 +194,14 @@ def calc_technical(df,start,end, \
     支持的指标：
     RSI、OBV、MACD、 KDJ、 SAR、  VOL、 PSY、 ARBR、 CR、 EMV、 
     BOLL、 TRIX、 DMA、 BIAS、 CCI、 W%R、 ROC、 DMI
+    
+    注意：indicator='Close'为不使用复权价，'Adj Close'为前复权价（需要指定source='yahoo'）
     """
+    if indicator not in ['Close','Adj Close']:
+        print("  #Error(calc_technical): unsupported indicator",indicator)
+        print("  Supported indicator: Close, Adj Close")
+        
+        return None
     
     # 导入需要的包
     try:
@@ -222,7 +231,7 @@ def calc_technical(df,start,end, \
     if not isinstance(RSI_days,list):
         RSI_days=[RSI_days]
     for d in RSI_days:
-        df['rsi'+str(d)] = talib.RSI(df['Close'], timeperiod=d)
+        df['rsi'+str(d)] = talib.RSI(df[indicator], timeperiod=d)
     #注意：rsi1没有意义
     
     #=========== OBV：能量潮
@@ -254,7 +263,7 @@ def calc_technical(df,start,end, \
     因此，对于那些达到涨跌停板的股票，OBV指标也无法正常发挥作用。    
     
     """
-    df['obv'] = talib.OBV(df['Close'],df['Volume'])
+    df['obv'] = talib.OBV(df[indicator],df['Volume'])
     
     if not isinstance(OBV_days,list):
         OBV_days=[OBV_days]
@@ -277,8 +286,8 @@ def calc_technical(df,start,end, \
         MA_days=[MA_days]
     
     for d in MA_days:
-        df['ma'+str(d)] = talib.MA(df['Close'],timeperiod=d)
-        df['ema'+str(d)] = talib.EMA(df['Close'],timeperiod=d)
+        df['ma'+str(d)] = talib.MA(df[indicator],timeperiod=d)
+        df['ema'+str(d)] = talib.EMA(df[indicator],timeperiod=d)
     
     #=========== MACD：指数平滑异同平均线
     """
@@ -308,7 +317,7 @@ def calc_technical(df,start,end, \
         3. MACD绿转红：MACD值由负变正，市场由空头转为多头。
         4. MACD红转绿：MACD值由正变负，市场由多头转为空头。        
     """
-    df['DIF'],df['DEA'],df['MACD']=talib.MACD(df['Close'], \
+    df['DIF'],df['DEA'],df['MACD']=talib.MACD(df[indicator], \
                                 fastperiod=MACD_fastperiod, \
                                 slowperiod=MACD_slowperiod, \
                                 signalperiod=MACD_signalperiod)
@@ -374,7 +383,7 @@ def calc_technical(df,start,end, \
     PSY(N) = A/N × 100
     说明：N为天数，A为在这N天之中股价上涨的天数    
     """
-    df['ext_0'] = df['Close']-df['Close'].shift(1)
+    df['ext_0'] = df[indicator]-df[indicator].shift(1)
     df['ext_1'] = 0
     df.loc[df['ext_0']>0,'ext_1'] = 1
     
@@ -499,7 +508,7 @@ def calc_technical(df,start,end, \
         这条带状区的宽窄，随着股价波动幅度的大小而变化，股价涨跌幅度加大时，带状区变宽，
         涨跌幅度狭小盘整时，带状区则变窄。    
     """
-    df['upper'],df['mid'],df['lower'] = talib.BBANDS(df['Close'], \
+    df['upper'],df['mid'],df['lower'] = talib.BBANDS(df[indicator], \
                 timeperiod=BULL_days, \
                 nbdevup=BULL_nbdevup,nbdevdn=BULL_nbdevdn,matype=BULL_matype)                     
     
@@ -507,7 +516,7 @@ def calc_technical(df,start,end, \
     """
     
     """
-    df['trix'] = talib.TRIX(df['Close'],timeperiod=TRIX_day)
+    df['trix'] = talib.TRIX(df[indicator],timeperiod=TRIX_day)
     
     if not isinstance(TRIX_madays,list):
         TRIX_madays=[TRIX_madays]
@@ -530,8 +539,8 @@ def calc_technical(df,start,end, \
     2）求DDD的10日移动平均数值
     DMA(10) = DDD(10)÷10
     """   
-    df['ma_shortperiod'] = talib.MA(df['Close'],timeperiod=DMA_fastperiod)
-    df['ma_longperiod'] = talib.MA(df['Close'],timeperiod=DMA_slowperiod)
+    df['ma_shortperiod'] = talib.MA(df[indicator],timeperiod=DMA_fastperiod)
+    df['ma_longperiod'] = talib.MA(df[indicator],timeperiod=DMA_slowperiod)
     df['ddd'] = df['ma_shortperiod'] - df['ma_longperiod']
     
     if not isinstance(DMA_madays,list):
@@ -554,8 +563,8 @@ def calc_technical(df,start,end, \
     if not isinstance(BIAS_days,list):
         BIAS_days=[BIAS_days]
     for d in BIAS_days:  
-        df['ma'] = talib.MA(df['Close'],timeperiod=d)
-        df['bias'+str(d)] = ((df['Close']-df['ma'])/df['ma'])*100
+        df['ma'] = talib.MA(df[indicator],timeperiod=d)
+        df['bias'+str(d)] = ((df[indicator]-df['ma'])/df['ma'])*100
     
     df.drop(columns = ['ma'],inplace=True) 
 
@@ -603,7 +612,7 @@ def calc_technical(df,start,end, \
     ROCMA = ROC的M日数值之和÷M
     说明：M一般取值为6日    
     """
-    df['roc'] = talib.ROC(df['Close'],timeperiod=ROC_day)
+    df['roc'] = talib.ROC(df[indicator],timeperiod=ROC_day)
     
     if not isinstance(ROC_madays,list):
         ROC_madays=[ROC_madays]
@@ -670,7 +679,7 @@ def security_MACD(ticker,start='default',end='default', \
              MACD_fastperiod=12,MACD_slowperiod=26,MACD_signalperiod=9, \
              resample_freq='6H',smooth=True,linewidth=1.5, \
              loc1='lower left',loc2='lower right', \
-             graph=['ALL'],printout=True,ticker_type='auto'):
+             graph=['ALL'],printout=True,ticker_type='auto',source='auto'):
     """
     套壳函数：可用于股票、交易所债券、交易所基金、部分期货期权(限美股)
     """
@@ -680,7 +689,7 @@ def security_MACD(ticker,start='default',end='default', \
                  MACD_signalperiod=MACD_signalperiod, \
                  resample_freq=resample_freq,smooth=smooth,linewidth=linewidth, \
                  loc1=loc1,loc2=loc2, \
-                 graph=graph,printout=printout,ticker_type=ticker_type)
+                 graph=graph,printout=printout,ticker_type=ticker_type,source=source)
     return df
     
     
@@ -689,7 +698,7 @@ def stock_MACD(ticker,start='default',end='default', \
              MACD_fastperiod=12,MACD_slowperiod=26,MACD_signalperiod=9, \
              resample_freq='H',smooth=True,linewidth=1.5, \
              loc1='lower left',loc2='lower right', \
-             graph=['ALL'],printout=True,ticker_type='auto'):
+             graph=['ALL'],printout=True,ticker_type='auto',source='auto'):
     """
     功能：计算股票的技术分析指标MACD
     输入：df，四种股价Open/Close/High/Low，成交量Volume
@@ -734,7 +743,7 @@ def stock_MACD(ticker,start='default',end='default', \
     start1=date_adjust(start,adjust=-max_days * 3)
     
     #df=get_price(ticker,start1,end)
-    df,found=get_price_1ticker_mixed(ticker=ticker,fromdate=start1,todate=end,ticker_type=ticker_type)
+    df,found=get_price_1ticker_mixed(ticker=ticker,fromdate=start1,todate=end,ticker_type=ticker_type,source=source)
     if df is None:
         print("  #Error(stock_MACD): no info found for",ticker,"from",start,"to",end)
         return None
@@ -1041,7 +1050,7 @@ def security_RSI(ticker,start='default',end='default', \
              RSI_days=[6,12,24],RSI_lines=[20,50,80], \
              resample_freq='6H',smooth=True,linewidth=1.5, \
              loc1='lower left',loc2='lower right', \
-             graph=['ALL'],printout=True,ticker_type='auto'):
+             graph=['ALL'],printout=True,ticker_type='auto',source='auto'):
     """
     套壳函数，除了股票，还可用于交易所债券和交易所基金（如ETF和REITS）
     """
@@ -1049,7 +1058,7 @@ def security_RSI(ticker,start='default',end='default', \
                  RSI_days=RSI_days,RSI_lines=RSI_lines, \
                  resample_freq=resample_freq,smooth=smooth,linewidth=linewidth, \
                  loc1=loc1,loc2=loc2, \
-                 graph=graph,printout=printout,ticker_type=ticker_type)
+                 graph=graph,printout=printout,ticker_type=ticker_type,source=source)
     return df
 
     
@@ -1057,7 +1066,7 @@ def stock_RSI(ticker,start='default',end='default', \
              RSI_days=[6,12,24],RSI_lines=[20,50,80], \
              resample_freq='H',smooth=True,linewidth=1.5, \
              loc1='lower left',loc2='lower right', \
-             graph=['ALL'],printout=True,ticker_type='auto'):
+             graph=['ALL'],printout=True,ticker_type='auto',source='auto'):
     """
     功能：计算股票的技术分析指标RSI
     输入：df，四种股价Open/Close/High/Low，成交量Volume
@@ -1102,7 +1111,7 @@ def stock_RSI(ticker,start='default',end='default', \
     start1=date_adjust(start,adjust=-max_days * 3)
     
     #df=get_price(ticker,start1,end)
-    df,found=get_price_1ticker_mixed(ticker=ticker,fromdate=start1,todate=end,ticker_type=ticker_type)
+    df,found=get_price_1ticker_mixed(ticker=ticker,fromdate=start1,todate=end,ticker_type=ticker_type,source=source)
     if df is None:
         print("  #Error(stock_RSI): no info found for",ticker,"from",start,"to",end)
         return None
@@ -1282,7 +1291,7 @@ def security_KDJ(ticker,start='default',end='default', \
              KDJ_days=[9,3,3],matypes=[0,0],KDJ_lines=[20,50,80], \
              resample_freq='6H',smooth=True,linewidth=1.5, \
              loc1='lower left',loc2='lower right', \
-             graph=['ALL'],printout=True,ticker_type='auto'):
+             graph=['ALL'],printout=True,ticker_type='auto',source='auto'):
     """
     套壳函数
     """
@@ -1290,7 +1299,7 @@ def security_KDJ(ticker,start='default',end='default', \
                  KDJ_days=KDJ_days,matypes=matypes,KDJ_lines=KDJ_lines, \
                  resample_freq=resample_freq,smooth=smooth,linewidth=linewidth, \
                  loc1=loc1,loc2=loc2, \
-                 graph=graph,printout=printout,ticker_type=ticker_type)
+                 graph=graph,printout=printout,ticker_type=ticker_type,source=source)
     return df
 
     
@@ -1298,7 +1307,7 @@ def stock_KDJ(ticker,start='default',end='default', \
              KDJ_days=[9,3,3],matypes=[0,0],KDJ_lines=[20,50,80], \
              resample_freq='H',smooth=True,linewidth=1.5, \
              loc1='lower left',loc2='lower right', \
-             graph=['ALL'],printout=True,ticker_type='auto'):
+             graph=['ALL'],printout=True,ticker_type='auto',source='auto'):
     """
     功能：计算股票的技术分析指标KDJ
     输入：df，四种股价Open/Close/High/Low，成交量Volume
@@ -1343,7 +1352,7 @@ def stock_KDJ(ticker,start='default',end='default', \
     start1=date_adjust(start,adjust=-max_days * 3)
     
     #df=get_price(ticker,start1,end)
-    df,found=get_price_1ticker_mixed(ticker=ticker,fromdate=start1,todate=end,ticker_type=ticker_type)
+    df,found=get_price_1ticker_mixed(ticker=ticker,fromdate=start1,todate=end,ticker_type=ticker_type,source=source)
     if df is None:
         print("  #Error(stock_RSI): no info found for",ticker,"from",start,"to",end)
         return None
@@ -1950,20 +1959,20 @@ if __name__ =="__main__":
 def security_Bollinger(ticker,start='default',end='default',boll_days=20, \
                          graph=True,smooth=True,loc='best', \
                          date_range=False,date_freq=False,annotate=False, \
-                             ticker_type='auto'):
+                         ticker_type='auto',source='auto'):
     """
     套壳函数，为了与security_MACD/RSI/KDJ保持相似
     """
     df=stock_Bollinger(ticker=ticker,start=start,end=end,boll_days=boll_days, \
                              graph=graph,smooth=smooth,loc=loc, \
                              date_range=date_range,date_freq=date_freq, \
-                             annotate=annotate,ticker_type=ticker_type)
+                             annotate=annotate,ticker_type=ticker_type,source=source)
     return df
 
 def stock_Bollinger(ticker,start='default',end='default',boll_days=20, \
                          graph=True,smooth=True,loc='best', \
                          date_range=False,date_freq=False,annotate=False, \
-                         mark_end=True,ticker_type='auto'):
+                         mark_end=True,ticker_type='auto',source='auto'):
     """
     套壳函数，为了与stock_MACD/RSI/KDJ保持相似
     """
@@ -1991,14 +2000,14 @@ def stock_Bollinger(ticker,start='default',end='default',boll_days=20, \
     df=security_bollinger(ticker=ticker,fromdate=start,todate=end,boll_days=boll_days, \
                              graph=graph,smooth=smooth,loc=loc, \
                              date_range=date_range,date_freq=date_freq,annotate=annotate, \
-                             mark_end=mark_end,ticker_type=ticker_type)
+                             mark_end=mark_end,ticker_type=ticker_type,source=source)
     return df
 
 
 def security_bollinger(ticker,fromdate,todate,boll_days=20, \
                          graph=True,smooth=True,loc='best', \
                          date_range=False,date_freq=False,annotate=False, \
-                         mark_end=True,ticker_type='auto'):
+                         mark_end=True,ticker_type='auto',source='auto'):
     """
     功能：单个证券，绘制布林带
     date_range=False：指定开始结束日期绘图
@@ -2017,7 +2026,7 @@ def security_bollinger(ticker,fromdate,todate,boll_days=20, \
     try:
         #pricedf=get_price(ticker,fromdate1,todate)
         pricedf,found=get_price_1ticker_mixed(ticker=ticker,fromdate=fromdate1, \
-                                        todate=todate,ticker_type=ticker_type)
+                                        todate=todate,ticker_type=ticker_type,source=source)
     except:
         print("  #Error(security_bollinger): price info not found for",ticker)
         return None
@@ -2266,10 +2275,18 @@ def security_technical(ticker,start='default',end='default', \
              graph=['ALL'],printout=False, \
              date_range=False,date_freq=False,annotate=False, \
              technical=['MACD'],indicator='Close', \
-             ticker_type='auto'):
+             ticker_type='auto',source='auto'):
     
     """
-    套壳函数security_MACD/RSI/KDJ/Bollinger
+    功能：技术分析中的MACD/RSI/KDJ/布林带，支持教学演示，支持参数调节。
+    支持的产品：全球股票，债券（限中国内地的上市债券），基金（支持中国和美国的上市基金）。
+    ticker：证券代码
+    start/end：起止日期。支持简洁方式，仅需使用start指定近期的期间长度。
+    简洁方式：mrw（近1周），l2w（近2周），l3w（近3周），mrm（近1个月），l2m（近2个月），
+    mrq（近3个月），mrh（近6个月），mry（近1年），l2y（近2年），l3y（近3年），
+    l5y（近5年），l8y（近8年），l10y（近10年），l20y（近20年），l30y（近30年），ytd（今年以来）
+    
+    其他说明：套壳函数security_MACD/RSI/KDJ/Bollinger
     """
     
     # 检查日期：如有错误自动更正
@@ -2317,27 +2334,27 @@ def security_technical(ticker,start='default',end='default', \
              MACD_fastperiod=MACD_fastperiod,MACD_slowperiod=MACD_slowperiod,MACD_signalperiod=MACD_signalperiod, \
              resample_freq=resample_freq,smooth=smooth,linewidth=linewidth, \
              loc1=loc1,loc2=loc2, \
-             graph=graph1,printout=printout,ticker_type=ticker_type)
+             graph=graph1,printout=printout,ticker_type=ticker_type,source=source)
        
     if 'RSI' in technical1:
         df=security_RSI(ticker=ticker,start=fromdate,end=todate, \
              RSI_days=RSI_days,RSI_lines=RSI_lines, \
              resample_freq=resample_freq,smooth=smooth,linewidth=linewidth, \
              loc1=loc1,loc2=loc2, \
-             graph=graph1,printout=printout,ticker_type=ticker_type)
+             graph=graph1,printout=printout,ticker_type=ticker_type,source=source)
 
     if 'KDJ' in technical1:
         df=security_KDJ(ticker=ticker,start=fromdate,end=todate, \
              KDJ_days=KDJ_days,matypes=matypes,KDJ_lines=KDJ_lines, \
              resample_freq=resample_freq,smooth=smooth,linewidth=linewidth, \
              loc1=loc1,loc2=loc2, \
-             graph=graph1,printout=printout,ticker_type=ticker_type)
+             graph=graph1,printout=printout,ticker_type=ticker_type,source=source)
 
     if 'Bollinger' in technical1 and 'Close' in indicator1:
         df=security_Bollinger(ticker=ticker,start=fromdate,end=todate,boll_days=boll_days, \
                          graph=True,smooth=smooth,loc=loc1, \
                          date_range=date_range,date_freq=date_freq,annotate=annotate, \
-                         ticker_type=ticker_type)
+                         ticker_type=ticker_type,source=source)
 
     """
     if 'Bollinger' in technical1 and 'MV' in indicator1:
@@ -2418,9 +2435,21 @@ if __name__ =="__main__":
     
     start='2024-3-1'; end='2024-4-12'; ahead_days=30*3
     
-    technical='EMV'; indicator='Close'; line='default'
+    technical='EMV'; indicator='Close'
+    
+    attention_values=[0,25,50,75]
+    ticker_type='auto'; source='auto'
+    ahead_days=30*4
+    resample_freq='6H'; smooth=True;linewidth=1.5
+    date_range=False; date_freq=False; annotate=False
+    graph=['ALL']; printout=False
+    loc1='best'; loc2='best'
+        
+    facecolor=['whitesmoke','papayawhip']
+    price_line_style='dotted'; price_line_color='red'; price_line_width=5; price_line_marker='.'
+    
     
-    df=security_technical_research(ticker,start,end,technical=technical, \
+    df=security_technical2(ticker,start,end,technical=technical, \
                                    loc1='lower left',loc2='lower right')
     
     tlist=['RSI','OBV','MACD','KDJ','VOL','PSY','ARBR','CR','EMV','Bollinger', \
@@ -2429,6 +2458,11 @@ if __name__ =="__main__":
         df=security_technical2(ticker,start,end,technical=t,loc1='lower left',loc2='lower right')
     
 def security_technical2(ticker,start='default',end='default', \
+                        technical=['MACD'],indicator='Close', \
+                        ticker_type='auto',source='auto', \
+                        attention_values=[0,25,50,75,100], \
+
+
                 RSI_days=[6,24], \
                 OBV_days=5, \
                     
@@ -2459,17 +2493,17 @@ def security_technical2(ticker,start='default',end='default', \
                 resample_freq='6H',smooth=True,linewidth=1.5, \
                 date_range=False,date_freq=False,annotate=False, \
                     
-                technical=['MACD'],indicator='Close', \
                 graph=['ALL'],printout=False, \
                 loc1='best',loc2='best', \
-                ticker_type='auto', \
                     
-                attention_values=[0,30,50,80], \
-                facecolor='papayawhip',price_line_color='red', \
+                facecolor=['whitesmoke','papayawhip'], \
+               #price_line_style=(0,(1,1)), \
+                price_line_style='dotted', \
+                price_line_color=['red','green'], \
+                price_line_width=5,price_line_marker='o', \
                 
                 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)
     
     支持的探索指标：仅供探索使用
@@ -2515,12 +2549,13 @@ def security_technical2(ticker,start='default',end='default', \
     #抓取抓取价格数据
     fromdate1=date_adjust(fromdate,adjust=-ahead_days)
     price,found=get_price_1ticker_mixed(ticker=ticker,fromdate=fromdate1, \
-                                        todate=todate,ticker_type=ticker_type,fill=False)
+                                        todate=todate,ticker_type=ticker_type,fill=False,source=source)
 
     if found not in ['Found']:
         print("  #Warning(security_technical2): no prices found for",ticker,'as type',ticker_type)
         return None        
 
+    price['up_down']=price['Close']-price['Open']
     
     #计算技术指标
     df=calc_technical(price,fromdate,todate, \
@@ -2558,7 +2593,8 @@ def security_technical2(ticker,start='default',end='default', \
                        WR_days=WR_days, \
                        ROC_day=ROC_day,ROC_madays=ROC_madays, \
                        DMI_DIdays=DMI_DIdays,DMI_ADXdays=DMI_ADXdays, \
-                           
+                       
+                       indicator=indicator, \
                        more_details=more_details)
 
     #技术指标的绘图线
@@ -2600,7 +2636,8 @@ def security_technical2(ticker,start='default',end='default', \
                     'W%R':[1,''],
                     'ROC':[1,''],
                     'DMI':[1,''],
-                    'DMA':[1,''],}
+                    'DMA':[1,''],
+                    'Volume':[1/1000000,'百万']}
 
     mag_times=magnitude_list[technical1][0]
     mag_label=magnitude_list[technical1][1]
@@ -2632,18 +2669,55 @@ def security_technical2(ticker,start='default',end='default', \
     for c in tech_line_collist:
         df[c]=df[c] * mag_times
 
+    df['Volume']=df['Volume'] * magnitude_list['Volume'][0]
+    
     #字段排序
     tech_line_collist.sort()
-    df1=df[tech_line_collist+[indicator]]
+    df1=df[tech_line_collist+[indicator,'Volume','up_down']]
     
     #绘图----------------------------------------------------------------------
     import matplotlib.pyplot as plt
-    
+    import matplotlib.dates as mdates
+    #import matplotlib.gridspec as gridspec
+    """
     fig = plt.figure()
     ax = fig.add_subplot(111)
+    """
+    """
+    #图ax在上方，ax3在下方
+    fig, (ax, ax3) = plt.subplots(2, sharex=True,figsize=(12,9))
+    
     #plt.gca().set_facecolor('whitesmoke')
     fig.gca().set_facecolor(facecolor) #放在这里生效，放尾部不生效
+    """
+    # 创建两行的布局，上半部分高度为4，下半部分高度为1
+    fig = plt.figure(figsize=(14,9))
+    #fig.gca().set_facecolor(facecolor)
+    
+    if isinstance(facecolor,str):
+        facecolor1=facecolor2=facecolor
+    elif isinstance(facecolor,list):
+        if len(facecolor) >= 2:
+            facecolor1=facecolor[0]
+            facecolor2=facecolor[1]
+        elif len(facecolor) == 1:
+            facecolor1=facecolor2=facecolor[0]
+    else:
+        facecolor1='whitesmoke'; facecolor2='papayawhip'
     
+    gs = fig.add_gridspec(2, 1, height_ratios=[4, 1], hspace=0.05)
+    ax = fig.add_subplot(gs[0])
+    try:
+        ax.set_facecolor(facecolor1)
+    except:
+        ax.set_facecolor('whitesmoke')
+
+    ax3 = fig.add_subplot(gs[1], sharex=ax)
+    try:
+        ax3.set_facecolor(facecolor2)
+    except:
+        ax3.set_facecolor('papayawhip')
+        
     """
     line0=False; line30=False; line50=False; line80=False
     for l in tech_line_collist:
@@ -2672,7 +2746,13 @@ def security_technical2(ticker,start='default',end='default', \
     attention_draws=[False] * len(attention_values)
 
     for l in tech_line_collist:
-        ax.plot(df1.index,df1[l],label=l.upper())
+        labeltxt=l.upper()
+        if labeltxt =='DEA':
+            labeltxt='慢线(DEA)'
+        if labeltxt =='DIF':
+            labeltxt='快线(DIF)'            
+            
+        ax.plot(df1.index,df1[l],label=labeltxt)
         
         #判断是否绘制关注线
         lmax=df1[l].max(); lmin=df1[l].min()
@@ -2686,7 +2766,7 @@ def security_technical2(ticker,start='default',end='default', \
             
             #如果需要绘制关注线，且尚未绘制过，则绘制
             if line_al and not attention_draws[pos]:
-                plt.axhline(y=attention_values[pos],ls=":",c=color_list[pos],linewidth=2)
+                ax.axhline(y=attention_values[pos],ls=":",c=color_list[pos],linewidth=2)
 
                 attention_draws[pos]=True
         
@@ -2695,17 +2775,92 @@ def security_technical2(ticker,start='default',end='default', \
         ylabeltxt1=ylabeltxt1+'('+mag_label+')'
     ax.set_ylabel(ylabeltxt1,fontsize=ylabel_txt_size)
     ax.legend(loc=loc1,fontsize=legend_txt_size)
+    
+    interval=int(len(df1)/10)+1
+    ax.xaxis.set_major_locator(mdates.DayLocator(interval=interval))  # 隔interval天一个标记
+    ax.xaxis.set_major_formatter(mdates.DateFormatter('%Y-%m-%d'))
+    #ax.autoscale_view()
+
+    #区分涨跌颜色：红涨绿跌
+    df1up=df1[df1['up_down'] >= 0]
+    df1down=df1[df1['up_down'] < 0]
+
+    #绘制收盘价
+    if isinstance(price_line_color,str):
+        price_line_color1=price_line_color2=price_line_color
+    elif isinstance(price_line_color,list):
+        if len(price_line_color) >= 2:
+            price_line_color1=price_line_color[0]
+            price_line_color2=price_line_color[1]
+        elif len(price_line_color) == 1:
+            price_line_color1=price_line_color2=price_line_color[0]
+    else:
+        price_line_color1='red'; price_line_color2='green'
 
+    import numpy as np 
+    df1['segment'] = (np.sign(df1['up_down'].shift(1)) != np.sign(df1['up_down'])).cumsum()
+    seg_list=list(set(list(df1['segment'])))
+    
     ax2 = ax.twinx()
     ylabeltxt2='收盘价'
     ax2.set_ylabel(ylabeltxt2,fontsize=ylabel_txt_size)
-    ax2.plot(df1.index,df1[indicator],label=ylabeltxt2,linestyle='dotted',color=price_line_color)   
+
+    #细灰线先画出轮廓
+    ax2.plot(df1.index,df1[indicator],label='', \
+             linestyle=price_line_style,color='grey',lw=1)   
+
+    #不同颜色绘制涨跌价格线
+    first_time=True; second_time=False
+    for seg in seg_list:
+        df1seg=df1[df1['segment']==seg]
+        if df1seg['up_down'].values[0] >=0:
+            seg_color=price_line_color1
+            #labeltxt=ylabeltxt2+'(当日↑)'
+            #labeltxt=ylabeltxt2+'(当日≥开盘价)'
+            labeltxt=ylabeltxt2+'(当日阳线)'
+        else:
+            seg_color=price_line_color2
+            #labeltxt=ylabeltxt2+'(当日↓)'
+            #labeltxt=ylabeltxt2+'(当日<开盘价)'
+            labeltxt=ylabeltxt2+'(当日阴线)'
+            
+        if first_time:
+            first_time=False; second_time=True
+        elif second_time:
+            second_time=False
+        else:
+            labeltxt=''
+        """    
+        ax2.plot(df1seg.index,df1seg[indicator],label=labeltxt, \
+                 linestyle=':',color=seg_color,lw=price_line_width,marker=price_line_marker)   
+        """
+        ax2.scatter(df1seg.index,df1seg[indicator],label=labeltxt, \
+                 linestyle=':',color=seg_color,lw=price_line_width,marker=price_line_marker)   
+        
+        
+    """
+    ax2.plot(df1.index,df1[indicator],label=ylabeltxt2, \
+             linestyle=price_line_style,color=price_line_color1,lw=price_line_width,marker=price_line_marker)   
+    ax2.scatter(df1down.index,df1down[indicator],label=ylabeltxt2, \
+             linestyle=price_line_style,color=price_line_color2,lw=price_line_width,marker=price_line_marker)   
+    """
+    
     ax2.legend(loc=loc2,fontsize=legend_txt_size)
     
+    #绘制交易量柱状图
+    ax3.bar(df1up.index,df1up['Volume'],color=price_line_color1)
+    ax3.bar(df1down.index,df1down['Volume'],color=price_line_color2)
+    
+    ax3.set_ylabel("交易量(百万)",fontsize=ylabel_txt_size -4)
+    
+    #fig.text(0.5, 0.04, 'x', ha='center')
+    plt.subplots_adjust(hspace=0.2)
+    
     titletxt=ticker_name(ticker)+': '+tech_list[technical1]+technical1
     plt.title(titletxt,fontweight='bold',fontsize=title_txt_size)
     
     plt.gcf().autofmt_xdate()
+    #fig.autofmt_xdate()
     
     plt.show(); plt.close()
     

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-3.1.23.dist-info → siat-3.2.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.1.23
+Version: 3.2.1
 Summary: Securities Investment Analysis Tools (siat)
 Home-page: https://pypi.org/project/siat/
 Author: Prof. WANG Dehong, International Business School, Beijing Foreign Studies University