siat 3.1.3__py3-none-any.whl → 3.1.4__py3-none-any.whl

siat/fund_china.py

@@ -4,7 +4,7 @@
 所属工具包：证券投资分析工具SIAT 
 SIAT：Security Investment Analysis Tool
 创建日期：2020年10月17日
-最新修订日期：2020年10月21日
+最新修订日期：2024年5月26日
 作者：王德宏 (WANG Dehong, Peter)
 作者单位：北京外国语大学国际商学院
 版权所有：王德宏
@@ -20,10 +20,25 @@ from siat.translate import *
 from siat.grafix import *
 from siat.bond_base import *
 #==============================================================================
+def compare_fund_holding_china(ticker,quarters,rank=10):
+    """
+    功能：套壳函数fund_stock_holding_compare_china
+    """
+    if len(quarters) < 2:
+        print("  #Warning(compare_fund_holding_china): need 2 quarters to compare at",quarters)
+        return None
+    if quarters[0] >= quarters[1]:
+        print("  #Warning(compare_fund_holding_china):",quarters[0],"is supposed to be earlier than",quarters[1])
+        return None
+        
+    df=fund_stock_holding_compare_china(fund=ticker,quarter1=quarters[0],quarter2=quarters[1],rank=rank)
+    
+    return df
+
 if __name__=='__main__':
     fund='000592.SS'
-    quarter1='2022Q4'
-    quarter2='2023Q1'
+    quarter1='2023Q4'
+    quarter2='2024Q1'
     
     df=fund_stock_holding_compare_china(fund,quarter1,quarter2,rank=10)
 
@@ -36,7 +51,7 @@ def fund_stock_holding_compare_china(fund,quarter1,quarter2,rank=10):
     quarter1,str,靠前的季度, 格式为 'YYYYQ1',例如: '2021Q2';
     quarter2,str,靠后的季度, 格式为 'YYYYQ1',例如: '2021Q2';
     """
-    print("Searching fund stock holding info, it may take time, please wait ...\n")
+    print("Searching fund holding info, which may take time, please wait ...\n")
     
     import akshare as ak
     import pandas as pd    
@@ -97,6 +112,7 @@ def fund_stock_holding_compare_china(fund,quarter1,quarter2,rank=10):
     
     df1 = df1[['股票代码', '股票名称','持股数','持仓市值','占净值比例']]
     df1 = df1.rename(columns={'持股数':s1_share,'持仓市值':s1_value,'占净值比例':s1_ratio})
+    
     df2 =data[data['季度']==s2]
     if len(df2)==0:
         print("  #Error(fund_stock_holding_compare_china): no data available for",s2)
@@ -105,10 +121,10 @@ def fund_stock_holding_compare_china(fund,quarter1,quarter2,rank=10):
     df2 = df2[['股票代码', '股票名称','持股数','持仓市值','占净值比例']]
     df2 = df2.rename(columns={'持股数':s2_share,'持仓市值':s2_value,'占净值比例':s2_ratio})
 
-    df_merge = pd.merge(df1,df2,on='股票代码',how='outer')
+    df_merge = pd.merge(df1,df2,on=['股票代码','股票名称'],how='outer')
 
-# Q2 和 Q4，即半年度和年度报告，是需要披露全部持仓的
-# 合并后，在dataframe 中 NaN 的数据应为 0
+    # Q2 和 Q4，即半年度和年度报告，是需要披露全部持仓的
+    # 合并后，在dataframe 中 NaN 的数据应为 0
 
     if s1.endswith('Q2') or s1.endswith('Q4'):
         df_merge[s1_share] = df_merge[s1_share].fillna(0)
@@ -123,17 +139,19 @@ def fund_stock_holding_compare_china(fund,quarter1,quarter2,rank=10):
     df_merge.fillna(0,inplace=True)    
 
     df_merge['持股数变化'] = df_merge[s2_share] - df_merge[s1_share]
+    df_merge['持仓比例变化'] = df_merge[s2_ratio] - df_merge[s1_ratio]
+    df_merge['持仓市值变化'] = df_merge[s2_value] - df_merge[s1_value]
     df_merge = df_merge.sort_values(s2_value,ascending=False)
     
-    df_merge['股票名称'] = df_merge['股票名称_y']
-    df_merge.loc[df_merge['股票名称'].isna(),'股票名称'] = df_merge.loc[df_merge['股票名称'].isna(),'股票名称_x']
-    df_merge = df_merge[['股票代码', '股票名称', s1_share,s1_value, s1_ratio,s2_share,s2_value,s2_ratio, '持股数变化']]
+    #df_merge['股票名称'] = df_merge['股票名称_y']
+    #df_merge.loc[df_merge['股票名称'].isna(),'股票名称'] = df_merge.loc[df_merge['股票名称'].isna(),'股票名称_x']
+    df_merge = df_merge[['股票名称','股票代码',s1_share,s2_share,'持股数变化',s1_ratio,s2_ratio,'持仓比例变化',s1_value,s2_value,'持仓市值变化']]
     
     df_merge.reset_index(drop=True,inplace=True)
     if rank>0:
         df=df_merge.head(rank)
     else:
-        df=df_merge.head(-rank)
+        df=df_merge.tail(-rank)
     """
     #持股数和持仓比例取整数
     df.fillna(0)
@@ -177,29 +195,69 @@ def fund_stock_holding_compare_china(fund,quarter1,quarter2,rank=10):
         
     # 替换空值
     df.fillna('---')
-    
+    """
     print("===== 中国基金持仓股票分析："+name+'，'+s1+"对比"+s2,"(按后者持仓比例高低排列，"+order+str(rank)+"名股票) =====\n")
     print(df.to_string(index=False))
     import datetime; today = datetime.date.today()
     print("\n*** 注：持股数为万股，持仓市值为万元，持仓比例为占基金资产净值比例%，包括A股与非A股")
     print("    数据来源：天天基金/东方财富, 期间持仓股票总计"+str(len(df_merge))+"只,",today)      
+    """
+    titletxt="基金持仓分析："+name+'，'+s1+"对比"+s2+"（按后者持仓比例降序排列，"+order+str(rank)+"名成份证券）"
+    
+    footnote1="【注】持仓数为万股，持仓市值为万元，持仓比例为占基金资产净值比例%；"
+    footnote2="期间内（曾经）持仓证券数合计"+str(len(df_merge))+"只"+'\n'
+    import datetime; todaydt = datetime.date.today()
+    footnote9="数据来源：天天基金/东方财富，"+str(todaydt)+"统计"
+    footnote=footnote1+footnote2+footnote9
+    
+    #调整字段顺序
+    collist=list(df)
+    df['序号']=df.index + 1
+    df=df[['序号']+collist]
+    """
+    shares=[]; ratios=[]; values=[]
+    for c in collist:
+        if "持股数" in c:
+            shares=shares+[c]
+        if "持仓比例" in c:
+            ratios=ratios+[c]
+        if "持仓市值" in c:
+            values=values+[c]
+    collist1=['序号','股票名称','股票代码']+shares+ratios+values
+    df=df[collist1]
+    """
+    df.replace(0,'---',inplace=True); df.replace('0','---',inplace=True)
+    
+    df_display_CSS(df,titletxt=titletxt,footnote=footnote,facecolor='papayawhip',decimals=2, \
+                       first_col_align='center',second_col_align='left', \
+                       last_col_align='right',other_col_align='right', \
+                       titile_font_size='14px',heading_font_size='12px', \
+                       data_font_size='12px')     
     
     return df_merge
 
 #==============================================================================
+def fund_holding_china(ticker,rank=10,pastyears=2):
+    """
+    功能：套壳函数fund_stock_holding_rank_china
+    """
+    df,data=fund_stock_holding_rank_china(fund=ticker,rank=rank,year_num=pastyears)
+    
+    return df,data
 
 if __name__=='__main__':
     fund='000592.SS'
     year_num=2
+    rank=10
     
     df=fund_stock_holding_rank_china(fund,year_num=2)
     
 # 获取单只基金的十大股票名称信息
-def fund_stock_holding_rank_china(fund,year_num=2):
+def fund_stock_holding_rank_china(fund,rank=10,year_num=2):
     """
     比较股票型基金fund近year_num年持仓的前10大股票排名变化
     """
-    print("Searching fund stock holding info, it may take time, please wait ...\n")
+    print("Searching fund stock holding info, which takes time, please wait ...\n")
     code=fund[:6]
     
     import akshare as ak
@@ -268,7 +326,7 @@ def fund_stock_holding_rank_china(fund,year_num=2):
         dft.sort_values(by='占净值比例',ascending=False,inplace=True)
         dft.reset_index(drop=True,inplace=True)
         dft['序号']=dft.index + 1
-        dft2=dft.head(10)
+        dft2=dft.head(rank)
         
         if len(data2)==0:
             data2=dft2
@@ -281,7 +339,7 @@ def fund_stock_holding_rank_china(fund,year_num=2):
     # 合成信息
     data2['持股状况']=data2.apply(lambda x: x['股票名称']+'('+str(x['占净值比例'])+'，'+str(x['持股数'])+')',axis=1)
     
-    df = data2.set_index(['序号','季度']).stack().unstack([1,2]).head(10)
+    df = data2.set_index(['序号','季度']).stack().unstack([1,2]).head(rank)
     
     #df = df.loc[:,(slice(None), '股票名称')] # 只选取 股票名称
     df = df.loc[:,(slice(None), '持股状况')] # 只选取 持股状况
@@ -314,15 +372,28 @@ def fund_stock_holding_rank_china(fund,year_num=2):
     """
     name=get_fund_name_china2(fund)
     
-    print("=== 基金持仓股票排行分析："+name+"，按照占净值比例高低排列 ===\n")
+    #print("=== 基金持仓股票排行分析："+name+"，按照占净值比例高低排列 ===\n")
+    titletxt="基金持仓分析："+name+"，按照占净值比例降序排列，前"+str(rank)+"名成份证券"
+    import datetime; todaydt = datetime.date.today()
+    #print("\n*** 注：包括A股与非A股。持股结构：股票简称(占净值比例%，持股数万股),",str(todaydt)) 
+    footnote="【注】持仓结构：证券简称(占净值比例%，持仓数万股)，"+str(todaydt)+"统计"
+
+    #最新的日期方前面
+    collist=list(df)
+    collist.sort(reverse=True)
+    df=df[collist]
     
+    df_display_CSS(df,titletxt=titletxt,footnote=footnote,facecolor='papayawhip',decimals=3, \
+                       first_col_align='center',second_col_align='left', \
+                       last_col_align='left',other_col_align='left', \
+                       titile_font_size='16px',heading_font_size='15px', \
+                       data_font_size='15px')     
+      
+    """    
     alignlist=['center']+['left']*(len(list(df))-1)
     print(df.to_markdown(index=False,tablefmt='plain',colalign=alignlist))
     #print(df.to_string(index=False))
-    
-    import datetime; today = datetime.date.today()
-    print("\n*** 注：包括A股与非A股。持股结构：股票简称(占净值比例%，持股数万股),",today)          
-    #print("\n*** 注：包括A股与非A股。数据来源：天天基金/东方财富,",today)
+    """
     
     return df,data
 
@@ -398,6 +469,16 @@ def reits_jsl_china(fund='',rank=10):
     return dfb  
 
 #==============================================================================
+def reit_rank_china(indicator='最新价',rank=10):
+    """
+    功能：套壳函数reits_list_china
+    """
+    
+    df=reits_list_china(indicator=indicator,rank=rank)
+    
+    return df
+
+
 if __name__=='__main__':
     rank=10
     
@@ -593,8 +674,8 @@ def oef_rank_china(indicator='单位净值',fund_type='全部类型',rank=5):
     
     typelist=['单位净值','累计净值','手续费','增长率']
     if info_type not in typelist:
-        print("  #Error(oef_rank_china): unsupported info type",info_type)
-        print("  Supported info type:",typelist)
+        print("  #Error(oef_rank_china): unsupported indicator",info_type)
+        print("  Supported indicators:",typelist)
         return None
     
     print("Searching for open-ended fund (OEF) information in China ...")
@@ -660,7 +741,7 @@ def oef_rank_china(indicator='单位净值',fund_type='全部类型',rank=5):
                 break
         if not found:
             print("  #Error(oef_rank_china): unsupported fund type",fund_type)
-            print("  Supported fund type:",fundtypelist)
+            print("  Supported fund types:",fundtypelist)
             return None
         fund_filter=lambda x: fund_type in x
         df.dropna(inplace=True)
@@ -1046,7 +1127,9 @@ def mmf_rank_china(indicator="7日年化%",rank=5):
     indicator_list=["万份收益","7日年化%"]
     if indicator not in indicator_list:
         print("  #Warning(mmf_rank_china): unsupported indicator",indicator,"reset to","7日年化%")
-        indicator="7日年化%"
+        print("  Supported indicators:",indicator_list)
+        #indicator="7日年化%"
+        return None
     
     print("Searching for money market fund (OEF) information in China ...")
     import akshare as ak   
@@ -1184,8 +1267,8 @@ def etf_rank_china(indicator='单位净值',fund_type='全部类型',rank=5):
     
     typelist=['单位净值','累计净值','市价','增长率']
     if info_type not in typelist:
-        print("  #Error(etf_rank_china): unsupported info type",info_type)
-        print("  Supported info type:",typelist)
+        print("  #Error(etf_rank_china): unsupported indicator",info_type)
+        print("  Supported indicators:",typelist)
         return None
     
     print("Searching for exchange traded fund (ETF) information in China ...")
@@ -1226,7 +1309,7 @@ def etf_rank_china(indicator='单位净值',fund_type='全部类型',rank=5):
                 break
         if not found:
             print("  #Error(etf_rank_china): unsupported fund type",fund_type)
-            print("  Supported fund type:",fundtypelist)
+            print("  Supported fund types:",fundtypelist)
             return None
         fund_filter=lambda x: fund_type in x
         df['基金类型s']=df['类型'].apply(fund_filter)

{siat-3.1.3.dist-info → siat-3.1.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.1.3
+Version: 3.1.4
 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-3.1.3.dist-info → siat-3.1.4.dist-info}/RECORD

@@ -52,7 +52,7 @@ siat/financials_test.py,sha256=HJ3CPo_Xckz2wXi3AEP6ZNWCF1Duc1pLi0Y10USiImc,23829
 siat/fred_test.py,sha256=KF50ssSbsfpa_kT6iuomD0vG4eXztAcOasZxg1OGX5w,1201
 siat/fund.py,sha256=wMDORsCBV8ZXfgwbtq-0bu3qqWY66dHnbqgllW0gWCo,24637
 siat/fund_china.pickle,sha256=QI3IjV46EeJ5ryO3xocmByc-6b_6_nDxgcXDhBHzop0,2380915
-siat/fund_china.py,sha256=_obFT-JBjhvzX71HVyqafwFXKE3YCIMpVhsKz_Wir-4,94035
+siat/fund_china.py,sha256=uO2RexvO0ldclJwKAtbmdmaP9UvfkHq_uQDKOEVG5Sc,97516
 siat/fund_china_test.py,sha256=-Bh6m0J0GPpIbYXx-H2vpzJoNFI6pE2C2jVPa8DazgE,6649
 siat/fund_test.py,sha256=V4ADb8Gsp8gyeFTwcgRsJBpnUih_O-Q2V1ILc5oKjK8,1116
 siat/future_china.py,sha256=F-HsIf2Op8Z22RzTjet1g8COzldgnMjFNSXsAkeGyWo,17595
@@ -132,7 +132,7 @@ 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
-siat-3.1.3.dist-info/METADATA,sha256=h-Ogl_X_X9zSfrdOjdfY0uOX4hRUPUTlOHnKoMkzS9g,1447
-siat-3.1.3.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
-siat-3.1.3.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.1.3.dist-info/RECORD,,
+siat-3.1.4.dist-info/METADATA,sha256=GjZl5T5oguZg8fcFxvDskZKFVJizNcgQEU-IxlH0RSI,1447
+siat-3.1.4.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
+siat-3.1.4.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.1.4.dist-info/RECORD,,