siat 3.1.28__py3-none-any.whl → 3.2.1__py3-none-any.whl

siat/stock_technical.py

@@ -2435,9 +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'
     
-    df=security_technical_research(ticker,start,end,technical=technical, \
+    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_technical2(ticker,start,end,technical=technical, \
                                    loc1='lower left',loc2='lower right')
     
     tlist=['RSI','OBV','MACD','KDJ','VOL','PSY','ARBR','CR','EMV','Bollinger', \
@@ -2446,6 +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, \
                     
@@ -2476,13 +2493,14 @@ 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',source='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):
     """
@@ -2537,6 +2555,7 @@ def security_technical2(ticker,start='default',end='default', \
         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, \
@@ -2617,7 +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]
@@ -2649,18 +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:
@@ -2689,7 +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()
@@ -2703,7 +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
         
@@ -2712,17 +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-3.1.28.dist-info → siat-3.2.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.1.28
+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

{siat-3.1.28.dist-info → siat-3.2.1.dist-info}/RECORD

@@ -14,7 +14,7 @@ siat/bond_china.py,sha256=eYv-nMoWSS5fZ4VxnuJ29QFY9GUS6meGiIc0Xjm1fQI,3038
 siat/bond_test.py,sha256=yUOFw7ddGU-kb1rJdnsjkJWziDNgUR7OLDA7F7Ub91A,5246
 siat/bond_zh_sina.py,sha256=26BohGcS120utwqg9dJvdGm5OkuNpNu5bco80uOuQpU,4423
 siat/capm_beta.py,sha256=cxXdRVBQBllhbfz1LeTJAIWvyRYhW54nhtNUXv4HwS0,29063
-siat/capm_beta2.py,sha256=UOI4sCz3ld7yezlARqPHvgHzfduDiGeRqNa82dDTCZ8,25849
+siat/capm_beta2.py,sha256=1URX23ugY9uyeut3gdLn3rA3CHZ4Y455gt4IoqY89D8,26892
 siat/capm_beta_test.py,sha256=ImR0c5mc4hIl714XmHztdl7qg8v1E2lycKyiqnFj6qs,1745
 siat/cmat_commons.py,sha256=Nj9Kf0alywaztVoMVeVVL_EZk5jRERJy8R8kBw88_Tg,38116
 siat/common.py,sha256=OtdgMsJUTGPuxEvZ6dm0V5V9Vfa2W3fEn22m1vRNfS8,141419
@@ -86,7 +86,7 @@ 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=PmwOvB0gJ9-v0fhTfl5lZ8eYfRwX07VsADYnSJ5iJb4,64866
+siat/risk_adjusted_return2.py,sha256=mI2ynVICzSIHV4_-jZyZ4vbwI1-zen7Byug31lzViS4,65957
 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
@@ -95,14 +95,15 @@ siat/risk_free_rate_test.py,sha256=CpmhUf8aEAEZeNu4gvWP2Mz2dLoIgBX5bI41vfUBEr8,4
 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=581xPduTjxEEHSkDNGn4v7VxsZ2C6vHeGJ51XB1GLuQ,25825
-siat/security_prices.py,sha256=a5U5qM5iX3Fl2GM8X1ceM5TGE5z32Q3ovMewKgE-6pg,103410
+siat/security_price2.py,sha256=hx0hDixIaTPBnn7Y3BxdYym1v3lkPaWmcTRnJ-JyHJA,25828
+siat/security_prices.py,sha256=RbGCw6Q3-eCX2dy_CjgbjuXwUtJIOPLuNxNstG0VEzM,104397
 siat/security_prices_test.py,sha256=OEphoJ87NPKoNow1QA8EU_5MUYrJF-qKoWKNapVfZNI,10779
 siat/security_trend.py,sha256=o0vpWdrJkmODCP94X-Bvn-w7efHhj9HpUYBHtLl55D0,17240
-siat/security_trend2.py,sha256=QVnEcb7AyVbO77jVqfFsJffGXrX8pgJ9xCfoAKmWBPk,24854
+siat/security_trend2-20240620.py,sha256=QVnEcb7AyVbO77jVqfFsJffGXrX8pgJ9xCfoAKmWBPk,24854
+siat/security_trend2.py,sha256=kCFi8NW4uOkSnl4MkWZB5_rfvDqUiQlVH8tGsvUluEY,25219
 siat/setup.py,sha256=up65rQGLmTBkhtaMLowjoQXYmIsnycnm4g1SYmeQS6o,1335
 siat/shenwan index history test.py,sha256=JCVAzOSEldHalhSFa3pqD8JI_8_djPMQOxpkuYU-Esg,1418
-siat/stock.py,sha256=dE-AitC0nba2Vf0iU_J2CgN9nB5MA2J2I8EH1zrM97U,140357
+siat/stock.py,sha256=vNHqpYbwPnQM_wnvZ2XwW8oyMOX10h_EAC1hLyOI4Vo,142341
 siat/stock_advice_linear.py,sha256=-twT7IGP-NEplkL1WPSACcNJjggRB2j4mlAQCkzOAuo,31655
 siat/stock_base.py,sha256=uISvbRyOGy8p9QREA96CVydgflBkn5L3OXOGKl8oanc,1312
 siat/stock_china.py,sha256=zyUyghIrkkkYWlHRRP7Hoblxzfp-jrck60pTJpwMahg,91553
@@ -113,7 +114,8 @@ 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=A4x18mZgYSA8SSiDz4u_O3gd5oVRgbI6JIiBfFY0tVw,116013
+siat/stock_technical-20240620.py,sha256=A4x18mZgYSA8SSiDz4u_O3gd5oVRgbI6JIiBfFY0tVw,116013
+siat/stock_technical.py,sha256=trbGq72OkzqR3s-GOk0mItIll4DaqnrMxh6LXxQaRZY,121108
 siat/stock_test.py,sha256=E9YJAvOw1VEGJSDI4IZuEjl0tGoisOIlN-g9UqA_IZE,19475
 siat/stooq.py,sha256=dOc_S5HLrYg48YAKTCs1eX8UTJOOkPM8qLL2KupqlLY,2470
 siat/temp.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
@@ -134,7 +136,7 @@ siat/valuation.py,sha256=NKfeZMdDJOW42oLVHob6eSVBXUqlN1OCnnzwyGAst8c,48855
 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-3.1.28.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,,
+siat-3.2.1.dist-info/METADATA,sha256=2yqURMD_EzOYQIUgGiAxhnd33FaB7Nz8zgNdVlWLtvk,1447
+siat-3.2.1.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
+siat-3.2.1.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.2.1.dist-info/RECORD,,