siat 3.10.125__py3-none-any.whl → 3.10.126__py3-none-any.whl

siat/fred_test.py

@@ -1,40 +0,0 @@
-# -*- coding: utf-8 -*-
-
-import pandas as pd
-#if you get an error after executing the code, try adding below:
-pd.core.common.is_list_like = pd.api.types.is_list_like
-
-import pandas_datareader.data as web
-import datetime
-
-start = datetime.datetime(2021, 1, 1)
-end = datetime.datetime(2021, 11, 30)
-
-sp500 = web.DataReader(['sp500'], 'fred', start, end)
-djia = web.DataReader(['djia'], 'fred', start, end)
-
-hk50 = web.DataReader(['hk50'], 'fred', start, end) #失败
-
-def get_index_fred(ticker,start,end):
-    """
-    功能：替代雅虎不能用的临时解决方案，获取标普500、道琼斯等指数
-    """
-    yahoolist=['^GSPC','^DJI','^VIX','^IXIC','^N225','^NDX']
-    fredlist=['sp500','djia','vixcls','nasdaqcom','nikkei225','nasdaq100']
-    
-    if not (ticker in tidailist):
-        return None
-    
-    import pandas as pd
-    import pandas_datareader.data as web
-    if ticker in yahoolist:
-        pos=yahoolist.index(ticker)
-        id=fredlist[pos]
-        
-        df = web.DataReader([id], 'fred', start, end)
-        df.rename(columns={id:'Close'},inplace=True)
-    
-    #删除空值记录
-    df.dropna(inplace=True)
-    
-    return df

siat/fund_china_test.py

@@ -1,175 +0,0 @@
-# -*- coding: utf-8 -*-
-
-# 绝对引用指定目录中的模块
-
-import os; os.chdir("S:/siat")
-from siat import *
-#==============================================================================
-df=etf_trend_china('510580','2022-1-1','2022-4-30',loc1='center left')
-
-
-df=oef_trend_china('000592','2021-1-1','2021-3-31',trend_type='收益率',power=5)
-df = mmf_rank_china()
-
-df=mmf_trend_china('320019','2020-7-1','2020-9-30', power=1)
-df=mmf_trend_china('001234','2021-1-1','2022-1-31', power=1)
-df2=mmf_trend_china('004972','2021-1-1','2022-1-31', power=1)
-df3=mmf_trend_china('004137','2021-1-1','2022-1-31', power=1)
-df4=mmf_trend_china('002890','2021-1-1','2022-1-31', power=1)
-df5=mmf_trend_china('004417','2021-1-1','2022-1-31', power=1)
-df6=mmf_trend_china('005151','2021-1-1','2022-1-31', power=1)
-df7=mmf_trend_china('001909','2021-1-1','2022-1-31', power=1)
-df8=mmf_trend_china('001821','2021-1-1','2022-1-31', power=1)
-df9=mmf_trend_china('000836','2021-1-1','2022-1-31', power=1)
-df10=mmf_trend_china('000700','2021-1-1','2022-1-31', power=1)
-#==============================================================================
-df10 = ak.fund_em_exchange_rank()
-df10s=df10[['基金代码','基金简称','单位净值','近1年']]
-df10s2=df10s[df10s['近1年']!='']
-
-df10s2['近1年']=df10s2['近1年'].astype('float')
-df10s.sort_values(by=['近1年'],ascending=False, inplace=True)
-df10s.reset_index(drop=True,inplace=True)
-df10s.head(10)
-
-#==============================================================================
-df90_lof=ak.fund_etf_category_sina(symbol="LOF基金") #可选参数为: 封闭式基金, ETF基金, LOF基金
-df90_lof_s=df90_etf_s[df90_etf_s["LOF"]==True]
-
-df90_cef=ak.fund_etf_category_sina(symbol="封闭式基金")
-
-df90_etf=ak.fund_etf_category_sina(symbol="ETF基金")
-df90_etf_s=df90_etf[['代码','名称']]
-df90_etf_s["沪深300"]= df90_etf_s["名称"].str.contains('沪深300')
-df90_etf_s1=df90_etf_s[df90_etf_s["沪深300"]==True]
-
-df90_etf_s["上证50"]= df90_etf_s["名称"].str.contains('上证50')
-df90_etf_s2=df90_etf_s[df90_etf_s["上证50"]==True]
-
-df90_etf_s["中证500"]= df90_etf_s["名称"].str.contains('中证500')
-df90_etf_s3=df90_etf_s[df90_etf_s["中证500"]==True]
-
-df90_etf_s["上证综指"]= df90_etf_s["名称"].str.contains('上证综指')
-df90_etf_s5=df90_etf_s[df90_etf_s["上证综指"]==True]
-
-df90_etf_s["标普500"]= df90_etf_s["名称"].str.contains('标普500')
-df90_etf_s6=df90_etf_s[df90_etf_s["标普500"]==True]
-
-df90_etf_s["纳斯达克"]= df90_etf_s["名称"].str.contains('纳')
-df90_etf_s7=df90_etf_s[df90_etf_s["纳斯达克"]==True]
-
-df90_etf_s["恒生"]= df90_etf_s["名称"].str.contains('恒生')
-df90_etf_s8=df90_etf_s[df90_etf_s["恒生"]==True]
-
-df90_etf_s["日经"]= df90_etf_s["名称"].str.contains('日经')
-df90_etf_s9=df90_etf_s[df90_etf_s["日经"]==True]
-
-df90_etf_s["深证成指"]= df90_etf_s["名称"].str.contains('深证成指')
-df90_etf_s10=df90_etf_s[df90_etf_s["深证成指"]==True]
-
-df90_etf_s["CAC"]= df90_etf_s["名称"].str.contains('CAC')
-df90_etf_s11=df90_etf_s[df90_etf_s["CAC"]==True]
-
-df90_etf_s["富时"]= df90_etf_s["名称"].str.contains('富时')
-df90_etf_s12=df90_etf_s[df90_etf_s["富时"]==True]
-
-df90_etf_s["债指"]= df90_etf_s["名称"].str.contains('债')
-df90_etf_s13=df90_etf_s[df90_etf_s["债指"]==True]
-
-
-
-df90 = ak.fund_etf_hist_sina(symbol="sz169103")
-
-#==============================================================================
-df=security_price("169103.SZ",'2021-7-1','2021-10-15')
-df=security_price("180801.SZ",'2021-7-1','2021-10-15')
-
-df1=fund_stock_holding_compare_china('005827.SS','2021Q1','2021Q2')
-df2=fund_stock_holding_rank_china('005827')
-
-
-df=reits_profile_china()
-df=reits_profile_china(top = 3)
-df=reits_profile_china(top = -3)
-df=reits_profile_china('508056')
-#==============================================================================
-from siat.translate import *
-
-#==============================================================================
-from siat import *
-df=oef_rank_china('单位净值','全部类型')
-set(list(df['基金类型'])) #基金类别列表
-set(list(df['基金代码'])) #基金个数
-df=oef_trend_china('180801','2020-1-1','2021-9-30',"收益率")
-
-import akshare as ak
-df = ak.fund_em_open_fund_info(fund="710001", indicator="累计收益率走势")
-df=oef_trend_china('710001','2020-1-1','2021-9-30',"收益率")
-#==============================================================================
-df=oef_trend_china('000592','2021-1-1','2021-3-31',trend_type='收益率',power=5)
-
-df=mmf_trend_china('320019','2020-7-1','2020-9-30',power=1)
-
-df=oef_trend_china('000595','2019-1-1','2020-12-31',trend_type='净值')
-df=oef_trend_china('000592','2021-1-1','2021-3-31',trend_type='收益率',power=5)
-df=oef_trend_china('050111','2020-9-1','2020-9-30',trend_type='排名')
-df=mmf_trend_china('320019','2020-7-1','2020-9-30',power=3)
-df=etf_trend_china('510580','2019-1-1','2020-9-30')
-
-#==============================================================================
-
-df=oef_rank_china('单位净值','全部类型')
-
-
-df=pof_list_china()
-
-
-df=oef_rank_china('单位净值','全部类型')
-df=oef_rank_china('累计净值','全部类型')
-df=oef_rank_china('手续费','全部类型')
-
-
-df=oef_rank_china('单位净值','股票型')
-df=oef_rank_china('累计净值','股票型')
-
-
-df=oef_rank_china('单位净值','债券型')
-df=oef_rank_china('累计净值','债券型')
-
-df=oef_trend_china('519035','2019-1-1','2020-10-16',trend_type='净值')
-
-df=oef_trend_china('519035','2020-5-1','2020-10-16',trend_type='收益率',power=5)
-
-df=oef_trend_china('519035','2020-9-1','2020-9-30',trend_type='排名')
-
-
-df=oef_trend_china('000595','2019-1-1','2020-10-16',trend_type='净值')
-df=oef_trend_china('000592','2020-7-1','2020-9-30',trend_type='收益率',power=5)
-df=oef_trend_china('050111','2020-9-1','2020-9-30',trend_type='排名')
-
-df = ak.fund_em_money_fund_daily()
-df = mmf_rank_china()
-
-df=mmf_trend_china('320019','2020-7-1','2020-9-30',power=1)
-
-amac_member_list=list(set(list(amac_member_info_df['机构类型'])))
-
-df=etf_rank_china(info_type='单位净值',fund_type='全部类型')
-df=etf_rank_china(info_type='累计净值')
-df=etf_trend_china('510580','2019-1-1','2020-9-30')
-
-
-from siat.fund_china import *
-df=fund_summary_china()
-
-df=pef_manager_china()
-df=pef_manager_china("广东省")
-df=pef_manager_china("上海市")
-df=pef_manager_china("北京市")
-df=pef_product_china()
-
-
-
-
-
-

siat/fund_test.py

@@ -1,40 +0,0 @@
-# -*- coding: utf-8 -*-
-"""
-Created on Sun Oct 18 20:02:52 2020
-
-@author: Peter
-"""
-
-import os; os.chdir("S:/siat")
-from siat.fund import *
-
-df=pof_list_china()
-
-
-df=oef_rank_china('单位净值','全部类型')
-df=oef_rank_china('累计净值','全部类型')
-df=oef_rank_china('手续费','全部类型')
-
-
-df=oef_rank_china('单位净值','股票型')
-df=oef_rank_china('累计净值','股票型')
-
-
-df=oef_rank_china('单位净值','债券型')
-df=oef_rank_china('累计净值','债券型')
-
-df=oef_trend_china('519035','2019-1-1','2020-10-16',trend_type='净值')
-
-df=oef_trend_china('519035','2020-5-1','2020-10-16',trend_type='收益率',power=5)
-
-df=oef_trend_china('519035','2020-9-1','2020-9-30',trend_type='排名')
-
-
-df=oef_trend_china('000595','2019-1-1','2020-10-16',trend_type='净值')
-df=oef_trend_china('000592','2020-7-1','2020-9-30',trend_type='收益率',power=5)
-df=oef_trend_china('050111','2020-9-1','2020-9-30',trend_type='排名')
-
-df = ak.fund_em_money_fund_daily()
-df = mmf_rank_china()
-
-df=mmf_trend_china('320019','2020-7-1','2020-9-30',power=1)

siat/future_china_test.py

@@ -1,37 +0,0 @@
-# -*- coding: utf-8 -*-
-# 绝对引用指定目录中的模块
-import sys
-sys.path.insert(0,r'S:\siat\siat')
-
-from future_china import *
-
-clist=[0.021,0.024,0.027,0.03,0.04,0.05,0.06]
-df=cf_day_coupon_trend(clist,30,10,2,0.03)
-
-#=====内盘期货=====
-#列示全部品种与代码
-df=future_type_china()
-
-#列示某个期货品种的基本信息
-df=future_type_china("SC")
-
-#列示某个品种在某个时间段的所有合约
-df=future_price_china("SC","2021-8-1","2022-1-31")
-
-#列示某个合约在某个时间段的交易状况
-df=future_price_china("SC2406","2021-8-1","2021-8-31")
-
-#=====外盘期货(品种与合约合一)=====
-#列示全部品种与代码
-df=future_type_foreign()
-
-#列示某个期货品种的基本信息
-df=future_type_foreign("AHD")
-
-#列示某个合约在某个时间段的交易状况
-df=future_price_foreign("AHD","2021-8-1","2021-8-31")
-
-#==========================================================================================
-import akshare as ak
-futures_rule_df = ak.futures_rule(date="20200713")
-#==========================================================================================

siat/global_index_test.py

@@ -1,66 +0,0 @@
-# -*- coding: utf-8 -*-
-
-import os; os.chdir("S:/siat")
-from siat import *
-
-#==============================================================================
-if __name__=='__main__':
-    yahoo_index='^VIX'
-    start='19910101'
-    end='20101231'
-    freq='daily'
-
-def get_index_investing(yahoo_index,start,end,freq='daily'):
-    """
-    功能：获得全球指数历史行情
-    数据源：https://cn.investing.com/indices/
-    输入：雅虎财经指数代码
-    输出：历史行情df
-    注意：
-    """
-    import pandas as pd
-    freq_cvt=pd.DataFrame([
-        ['daily','每日'],['weekly','每周'],['monthly','每月'],
-        ], columns=['freq','freq_investing'])
-    try:
-        freq_investing=freq_cvt[freq_cvt['freq']==freq]['freq_investing'].values[0]
-    except:
-        #未查到
-        freq_investing='每日'
-
-    index_cvt=pd.DataFrame([
-        ['^RUT','美国','罗素2000小盘股'],['^VIX','美国','VIX恐慌指数'],
-        
-        
-        
-        
-        
-        ], columns=['yahoo_index','country','investing_index'])
-
-    try:
-        country=index_cvt[index_cvt['yahoo_index']==yahoo_index]['country'].values[0]
-        investing_index=index_cvt[index_cvt['yahoo_index']==yahoo_index]['investing_index'].values[0]
-    except:
-        #未查到
-        return None
-    
-    
-    import akshare as ak
-    df = ak.index_investing_global(country=country, index_name=investing_index, \
-                                   period=freq_investing, start_date=start, end_date=end)
-    print(index_investing_global_df)            
-
-
-df = ak.index_investing_global(country="美国", index_name="VIX恐慌指数", period="每月", start_date="2005-01-01", end_date="2020-06-05")
-ak.index_investing_global_country_name_url("美国") 
-
-
- ak.index_investing_global(country="美国", index_name="VIX恐慌指数", period="每月", start_date="2005-01-01", end_date="2020-06-05")
-
-
-index_investing_global_df = ak.index_investing_global(country="中国", index_name="富时中国A50指数", period="每日", start_date="20000101", end_date="20210909")
-print(index_investing_global_df)
-
-
-index_investing_global_df = ak.index_investing_global_from_url(url="https://www.investing.com/indices/ftse-epra-nareit-hong-kong", period="每日", start_date="19900101", end_date="20210909")
-print(index_investing_global_df)

siat/grafix_test.py

@@ -1,112 +0,0 @@
-# -*- coding: utf-8 -*-
-
-import os; os.chdir('S:/siat')
-from siat import *
-
-
-df=security_price('000300.SS','2004-1-1','2022-4-30',power=1)
-#==============================================================================
-hhstocks=['600221.SS','600115.SS','600029.SS']
-cfps=compare_snapshot(hhstocks,'Cashflow per Share')
-
-
-
-#==============================================================================
-
-df=get_prices('INTC','2021-1-1','2021-3-31')
-df.Close.plot()
-
-dfm=df_smooth(df,method='pchip',sampling='H',order=3)
-dfm.Close.plot()
-
-dfa=df_smooth(df,method='akima')
-dfa.Close.plot()
-
-#==============================================================================
-
-df.plot(y=['High','Close','Low'])
-
-#================
-#按照小时为单位重新采样日期时间
-dfh=df.resample('H')
-methodlist=['quadratic','cubic','slinear','linear','zero','nearest','time','index','barycentric', \
-            'krogh','piecewise_polynomial','pchip','akima','from_derivatives']
-for m in methodlist:
-    dfm=dfh.interpolate(method=m)
-    dfm.plot(y=['High','Close','Low'],xlabel='Method = '+m)
-#结果：pchip效果最真实，akima也不错
-
-methodlist_o=['spline','polynomial']
-orderlist=[1,2,3,4,5,6]
-for mo in methodlist_o:
-    for od in orderlist:
-        try:
-            dfm=dfh.interpolate(method=mo,order=od)
-            dfm.plot(y=['High','Close','Low'],xlabel='Method = '+mo+', order = '+str(od))
-        except: continue
-#结果：效果都不佳
-#===================
-
-dfh=df.resample('H')
-dfhp=dfh.interpolate(method='pchip')
-
-import matplotlib.pyplot as plt
-# 解决中文显示问题：SimHei黑体  FangSong仿宋
-plt.rcParams['font.sans-serif'] = ['SimHei']  
-plt.rcParams['axes.unicode_minus'] = False
-
-titletxt='绘图'
-stylelist=[]
-footnote='日期'
-ylabeltxtleft='收盘价'
-ylabeltxtright='最高价'
-dfh.Close.plot(title=titletxt,legend=True,xlabel=footnote,ylabel=ylabeltxt,fontsize=8)
-
-dfhp[['High','Close']].plot(secondary_y=['High'])
-ax=dfhp.plot(y=['High','Close'],secondary_y=['High'])
-ax.set_ylabel(ylabeltxtleft)
-ax.right_ax.set_ylabel(ylabeltxtright)
-
-dfhc.plot(y=['Close'])
-dfhc.plot(y=['High'],secondary_y=True)
-plt.show()
-
-
-import matplotlib.pyplot as plt
-# 解决中文显示问题：SimHei黑体  FangSong仿宋
-plt.rcParams['font.sans-serif'] = ['SimHei']  
-plt.rcParams['axes.unicode_minus'] = False
-
-x=dfhc.index; y=dfhc.Close
-
-plt.plot(x, y, linewidth=1)
-plt.title("绘图", fontsize=14)#标题及字号
-plt.xlabel("X", fontsize=12)#X轴标题及字号
-plt.ylabel("Y", fontsize=12)#Y轴标题及字号
-plt.tick_params(axis='both', labelsize=8)#刻度大小
-plt.show()
-
-
-#==============================================================================
-from siat import *
-plot_norm(0,1,'pdf') 
-plot_norm(0,1,'pdf',200) 
-
-plot_norm(0,1,'cdf') 
-plot_norm(0,1,'cdf',200) 
-
-plot_norm(0,1,'ppf') 
-plot_norm(0,1,'ppf',200) 
-
-import scipy.stats as st
-st.norm.cdf(0)
-st.norm.cdf(1)
-st.norm.cdf(2)
-st.norm.cdf(2.43)
-st.norm.cdf(3)
-
-st.norm.ppf(0.5)
-st.norm.ppf(0.8)
-st.norm.ppf(0.9)
-st.norm.ppf(0.95)
-st.norm.ppf(0.99)

siat/holding_risk_test.py

@@ -1,13 +0,0 @@
-# -*- coding: utf-8 -*-
-
-import os; os.chdir('S:/siat')
-
-from siat import *
-
-portfolio={'Market':("China","000001.SS"),'300782.SZ':1}
-portfolio_rets_curve(portfolio,'2022-1-1','2022-4-18')
-e,r=get_ES_portfolio(portfolio,'2022-4-18',5,0.99,model='historical')
-
-portfolio2={'Market':("China","000001.SS"),'300782.SZ':0.3,'300563.SZ':0.7}
-portfolio_rets_curve(portfolio2,'2022-1-1','2022-4-18')
-e,r=get_ES_portfolio(portfolio2,'2022-4-18',5,0.99,model='historical')

siat/local_debug_test.py

@@ -1,100 +0,0 @@
-# -*- coding: utf-8 -*-
-
-"""
-本地测试的简单方法：
-1、卸载siat插件: pip uninstall siat
-2、import os; os.chdir("S:/siat")
-3、from siat import *
-"""
-
-import os; os.chdir("S:/siat")
-from siat import *
-#=====================================================================
-df=oef_trend_china('050111','2021-7-1','2021-8-31',trend_type='排名',twinx=True)
-
-
-
-#=====================================================================
-compare_stock("MSFT", ["Open", "Close"], "2020-3-16", "2020-3-31")
-prices = compare_stock(["DAI.DE","BMW.DE"], "Close", "2020-1-1", "2020-3-31")
-compare_stock("7203.T", ["High", "Low"], "2020-3-1", "2020-3-31")
-info=candlestick("00700.HK","2020-2-1","2020-3-31", mav=2, volume=True, style='blueskies')
-compare_stock("IBM", ["Annual Ret%", "Daily Ret%"], "2019-1-1", "2019-12-31")
-compare_stock(["JD", "AMZN"], "Exp Ret%", "2019-1-1", "2020-12-31")
-compare_security(["FRI","^RUT"],"Exp Ret%","2010-1-1","2020-6-30")
-
-compare_security(["GCZ25.CMX","GCZ24.CMX"],"Close","2020-1-1","2020-6-30")
-
-compare_security(['^HSI','000001.SS'],"Close","1991-1-1","2021-2-28", twinx=True)
-compare_security(['^TWII','000001.SS'],"Close","1997-1-1","2021-2-28", twinx=True)
-compare_security(['^KS11','000001.SS'],"Close","1997-1-1","2021-2-28", twinx=True)
-compare_security(['^BSESN','000001.SS'],"Close","1997-1-1","2021-2-28", twinx=True)
-compare_security(['^FTSE','000001.SS'],"Close","1991-1-1","2021-2-28", twinx=True)
-
-tickers=['AMZN','EBAY','SHOP','MELI','BABA','JD','VIPS','PDD']
-roa=compare_snapshot(tickers,'ROA')
-
-tat=compare_history(['AMZN','JD'],'Total Asset Turnover')
-
-tickers=['600519.SS','000858.SZ','600779.SS','000596.SZ','603589.SS']
-df=compare_dupont(tickers,fsdate='2020-12-31',scale1 = 10,scale2 = 10)
-
-Market={'Market':('US','^GSPC')}
-Stocks={'AAPL':.1,'MSFT':.13,'XOM':.09,'JNJ':.09,'JPM':.09,'AMZN':.15,'GE':.08,'FB':.13,'T':.14}
-portfolio=dict(Market,**Stocks)
-pf_info=portfolio_cumret(portfolio,'2019-12-31')
-
-beta=capm_beta('600000.SS','000001.SS','2011-1-1','2020-12-31')
-
-members=['IBM','AAPL','MSFT']
-shares=[1, 1, 3]
-yearlist=gen_yearlist('2010','2020')
-df=capm_beta_portfolio_yearly(members, shares,'^GSPC',yearlist)
-
-yearlist=gen_yearlist('2011','2020')
-betas_sw=get_beta_SW('4452.T','^N225', yearlist)
-
-yearlist=gen_yearlist('2011','2019')
-betas_sw= get_beta_SW('HMI.F','^FCHI', yearlist)
-betas_sw=get_beta_SW('DIO.F','^FCHI', yearlist)
-
-ff3_betas=reg_ff3_betas('BILI','2018-1-1','2019-4-30','US')
-
-ff3_betas=reg_ff3_betas('AEM','2018-3-1','2019-8-31','US')
-
-vix=security_price("^VIX", "2021-1-1", "2021-3-31",power=10)
-
-var,ratio=stock_VaR_normal_standard('BABA',1000,'2019-8-8',1,0.99)
-
-plot_rets_curve('01166.HK','2015-1-1','2015-3-31')
-
-var, ratio=stock_VaR_normal_standard('ZM',1000,'2020-5-1',1,0.99)
-
-var, r=stock_VaR_historical_grouping('00992.HK',1000,'2020-5-1',1,0.99, pastyears=3)
-
-var, ratio=get_VaR_allmodels('01810.HK',1000,'2020-7-20',5,0.99)
-
-pf_sohu={'Market':('US','^GSPC'),'SOHU':1.0}
-rs15=roll_spread_portfolio(pf_sohu,'2015-1-1','2015-12-31')
-
-portfolio={'Market':('US','^GSPC'),'DPW':0.4,'RIOT':0.3,'MARA':0.2,'NCTY':0.1}
-sr,rp=rar_ratio_portfolio(portfolio,'2018-1-1','2020-12-31',ratio_name='sortino')
-
-
-
-
-
-
-
-
-#=====================================================================
-#=====================================================================
-#=====================================================================
-#=====================================================================
-
-df_all=oef_rank_china(info_type='单位净值',fund_type='全部类型',rank=15)
-
-df_z=oef_rank_china(info_type='单位净值',fund_type='债券型')
-df_g=oef_rank_china('单位净值','股票型',rank=5)
-df_e=etf_rank_china(info_type='单位净值',fund_type='全部类型',rank=10)
-#=====================================================================