siat 3.10.125__py3-none-any.whl → 3.10.126__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- siat/common.py +106 -2
- siat/exchange_bond_china.pickle +0 -0
- siat/fund_china.pickle +0 -0
- siat/stock.py +10 -2
- siat/stock_info.pickle +0 -0
- {siat-3.10.125.dist-info → siat-3.10.126.dist-info}/METADATA +234 -226
- siat-3.10.126.dist-info/RECORD +76 -0
- {siat-3.10.125.dist-info → siat-3.10.126.dist-info}/WHEEL +1 -1
- {siat-3.10.125.dist-info → siat-3.10.126.dist-info/licenses}/LICENSE +0 -0
- {siat-3.10.125.dist-info → siat-3.10.126.dist-info}/top_level.txt +0 -0
- siat/__init__ -20240701.py +0 -65
- siat/__init__.py.backup_20250214.py +0 -73
- siat/alpha_vantage_test.py +0 -24
- siat/assets_liquidity_test.py +0 -44
- siat/barrons_scraping_test.py +0 -276
- siat/beta_adjustment_test.py +0 -77
- siat/bond_test.py +0 -142
- siat/capm_beta_test.py +0 -49
- siat/cmat_commons.py +0 -961
- siat/compare_cross_test.py +0 -117
- siat/concepts_iwencai.py +0 -86
- siat/concepts_kpl.py +0 -93
- siat/cryptocurrency_test.py +0 -71
- siat/derivative.py +0 -1111
- siat/economy-20230125.py +0 -1206
- siat/economy_test.py +0 -360
- siat/esg_test.py +0 -63
- siat/fama_french_test.py +0 -115
- siat/financial_statements_test.py +0 -31
- siat/financials2 - /321/205/320/231/320/277/321/206/320/254/320/274.py" +0 -341
- siat/financials_china2_test.py +0 -67
- siat/financials_china2_test2.py +0 -88
- siat/financials_china2_test3.py +0 -87
- siat/financials_china_test.py +0 -475
- siat/financials_china_test2.py +0 -197
- siat/financials_china_test2_fin_indicator.py +0 -197
- siat/financials_test.py +0 -713
- siat/fred_test.py +0 -40
- siat/fund_china_test.py +0 -175
- siat/fund_test.py +0 -40
- siat/future_china_test.py +0 -37
- siat/global_index_test.py +0 -66
- siat/grafix_test.py +0 -112
- siat/holding_risk_test.py +0 -13
- siat/local_debug_test.py +0 -100
- siat/markowitz2-20240620.py +0 -2614
- siat/markowitz_ccb_test.py +0 -37
- siat/markowitz_ef_test.py +0 -136
- siat/markowitz_old.py +0 -871
- siat/markowitz_simple-20230709.py +0 -370
- siat/markowitz_test.py +0 -164
- siat/markowitz_test2.py +0 -69
- siat/ml_cases_example1.py +0 -60
- siat/option_china_test.py +0 -447
- siat/option_pricing_test.py +0 -81
- siat/option_sina_api_test.py +0 -112
- siat/proxy_test.py +0 -84
- siat/quandl_test.py +0 -39
- siat/risk_adjusted_return_test.py +0 -81
- siat/risk_evaluation_test.py +0 -96
- siat/risk_free_rate_test.py +0 -127
- siat/sector_china_test.py +0 -203
- siat/security_price.py +0 -831
- siat/security_prices_test.py +0 -310
- siat/security_trend2-20240620.py +0 -493
- siat/setup.py +0 -41
- siat/shenwan index history test.py +0 -41
- siat/stock_china_test.py +0 -38
- siat/stock_info_test.py +0 -189
- siat/stock_list_china_test.py +0 -33
- siat/stock_technical-20240620.py +0 -2736
- siat/stock_test.py +0 -487
- siat/temp.py +0 -36
- siat/test2_graphviz.py +0 -484
- siat/test_graphviz.py +0 -411
- siat/test_markowitz_simple.py +0 -198
- siat/test_markowitz_simple_revised.py +0 -215
- siat/test_markowitz_simple_revised2.py +0 -218
- siat/transaction_test.py +0 -436
- siat/translate-20230125.py +0 -2107
- siat/translate-20230206.py +0 -2109
- siat/translate-20230215.py +0 -2158
- siat/translate_20240606.py +0 -4206
- siat/translate_241003_keep.py +0 -4300
- siat/universal_test.py +0 -100
- siat/valuation_market_china_test.py +0 -36
- siat-3.10.125.dist-info/RECORD +0 -152
siat/security_prices_test.py
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# -*- coding: utf-8 -*-
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import os; os.chdir('E:/siat')
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from siat import *
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#==============================================================================
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df=ak.stock_zh_a_hist('000001',period="daily",start_date='20211201',end_date='20211231')
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get_prices('000001.SS','2021-12-1','2021-12-31')
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get_prices('000001.SZ','2021-12-1','2021-12-31')
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#==============================================================================
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#广泛测试
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get_prices('000001.SS','2021-11-1','2021-11-5')
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get_prices('600000.SS','2021-11-1','2021-11-5')
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get_prices_ak('600000.SS','2021-11-1','2021-11-5')
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get_price_ak_em('600000.SS','2021-11-1','2021-11-5')
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get_price_ak_cn('600000.SS','2021-11-1','2021-11-5')
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get_prices('399001.SZ','2021-11-1','2021-11-5')
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get_prices('000002.SZ','2021-11-1','2021-11-5')
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get_prices('430090.SZ','2021-11-1','2021-11-5')
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get_prices('430090.BJ','2021-11-1','2021-11-5')
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get_prices('830946.BJ','2021-11-1','2021-11-5')
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get_prices('^GSPC','2021-11-1','2021-11-5')
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get_prices('^DJI','2021-11-1','2021-11-5')
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get_prices('^RUT','2021-11-1','2021-11-5') #替代
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get_prices('^IXIC','2021-11-1','2021-11-5')
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get_prices('^NDX','2021-11-1','2021-11-5')
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get_prices('AAPL','2021-11-1','2021-11-5')
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get_prices('AAPL.US','2021-11-1','2021-11-5')
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get_prices('AAPL_PE.US','2021-11-1','2021-11-5')
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get_prices('AAPL_PB.US','2021-11-1','2021-11-5')
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get_prices('AAPL_MV.US','2021-11-1','2021-11-5')
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get_prices('BABA','2021-11-1','2021-11-5')
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get_prices('BABA.US','2021-11-1','2021-11-5')
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get_prices('BABA_PE.US','2021-11-1','2021-11-5')
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get_prices('BABA_PB.US','2021-11-1','2021-11-5')
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get_prices('BABA_MV.US','2021-11-1','2021-11-5')
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get_prices('MSFT','2021-11-1','2021-11-5')
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get_prices('^N225','2021-11-1','2021-11-5')
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get_prices('6758.T','2021-11-1','2021-11-5')
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get_prices('7004.T','2021-11-1','2021-11-5')
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get_prices('^BSESN','2021-11-1','2021-11-5')
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get_prices('^GDAXI','2021-11-1','2021-11-5')
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get_prices('BMW.DE','2021-11-1','2021-11-5')
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get_prices('^FCHI','2021-11-1','2021-11-5')
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get_prices('^FTSE','2021-11-1','2021-11-5')
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get_prices('TCS.UK','2021-11-1','2021-11-5')
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get_prices('^HSI','2021-11-1','2021-11-5')
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get_prices('0700.HK','2021-11-1','2021-11-5')
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get_price_ak_hk('0700.HK','2021-11-1','2021-11-5')
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get_prices('00700.HK','2021-11-1','2021-11-5')
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get_prices('82843.HK','2021-11-1','2021-11-5')
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#==============================================================================
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get_names('000002.SZ')
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get_names('000002.SS')
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get_names('430090.NQ')
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get_names('830946.BJ')
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df = ak.stock_zh_a_spot_em()
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codetranslate('000002.SZ')
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codetranslate('000002.SS')
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codetranslate('430090.NQ')
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codetranslate('830946.BJ')
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#==============================================================================
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#支持北交所历史行情:东方财富,.NQ? .BJ?
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df1=ak.stock_zh_a_hist(symbol="000001",period="daily",start_date="20211101",end_date='20211126', adjust="")
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df1['换手率'].plot()
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df2=ak.stock_zh_a_hist(symbol="430090",period="daily",start_date="20210101",end_date='20211126', adjust="")
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df3=ak.stock_zh_a_hist(symbol="830946",period="daily",start_date="20210101",end_date='20211126', adjust="")
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#沪深京:股票代码-名称
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df999 = ak.stock_info_a_code_name()
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#查名称
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df999[df999['code']=='430090']['name'].values[0]
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#==============================================================================
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df=security_price('00700.HK','2021-11-1','2021-11-20',power=6)
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df=security_price('0700.HK','2021-11-1','2021-11-20',power=6)
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df=security_price('00886.HK','2021-11-1','2021-11-20',power=6)
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df=security_price('0886.HK','2021-11-1','2021-11-20',power=6)
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df=security_price('7203.T','2021-11-1','2021-11-20',power=6)
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#==============================================================================
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import sys
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sys.path.insert(0,r'S:\siat\siat')
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from security_prices import *
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df=security_price('^HSI','2014-1-1','2016-12-31',power=6)
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df=get_prices('0700.HK','2014-1-1','2016-12-31')
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df=get_prices('^HSI','2014-1-1','2016-12-31')
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df=get_prices('^GSPC','2014-1-1','2016-12-31')
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df=get_prices('^DJI','2014-1-1','2016-12-31')
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df=get_prices('^IXIC','2014-1-1','2016-12-31')
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df=get_prices('^N225','2014-1-1','2016-12-31')
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df=get_prices('^VIX','2014-1-1','2016-12-31')
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df=get_prices('^RUT','2014-1-1','2016-12-31')
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df=get_prices('600519.SS','2014-1-1','2016-12-31')
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df=get_prices('000002.SZ','2014-1-1','2016-12-31')
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df=get_index_fred('^GSPC','2014-1-1','2016-12-31')
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df=get_index_fred('^DJI','2014-1-1','2016-12-31')
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df=get_price_ak_cn('600340.SS','2021-1-1','2021-1-31')
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zs=ak.index_investing_global_country_name_url("美国")
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zsjg=ak.index_investing_global(country="美国", index_name="VIX恐慌指数", period="每日", start_date="2005-01-01", end_date="2020-06-05")
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from siat import *
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df=security_price('000300.SS','2014-1-1','2016-12-31',power=6)
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df=security_price('000888.SZ','2014-1-1','2016-12-31',power=6)
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df=get_price_ak_cn('000888.SZ','2014-1-1','2016-12-31')
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portfolio={'Market':('China','^HSI'),'0823.HK':1.0}
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pp=get_portfolio_prices(portfolio,'2021-7-1','2021-10-30')
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#==============================================================================
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p=security_price("BB","2015-1-10","2015-1-24",power=0)
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p=security_price("LLY","2000-1-1","2003-12-31",power=10)
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#==============================================================================
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dfyf=get_prices_yf('AAPL','2020-1-1','2021-4-8',threads=False)
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dfak=get_prices_ak('600519.SS','2020-1-1','2021-4-8')
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dfak=get_prices_ak(['600519.SS','000002.SZ'],'2020-1-1','2021-4-8')
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df=get_prices('AAPL','2020-1-1','2021-4-8',adj=False)
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dfa=get_prices('AAPL','2020-1-1','2021-4-8',adj=True)
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dfa_dif=dfa[dfa['Close']!=dfa['Adj Close']]
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dfhy=get_prices('300401.SZ','2018-5-1','2018-5-30',adj=True)
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dfyfhy=get_prices_yf('300401.SZ','2018-5-1','2018-5-30',threads=False)
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ticker=['600011.SS']
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start='2020-1-1'
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end='2020-6-30'
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pak=get_prices_ak(ticker,start,end)
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pyf=get_price_yf(ticker,start,end)
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pyh=p=get_prices_yahoo(ticker,start,end)
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p=get_prices(ticker,start,end)
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tickerlist=['600011.SS']
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sharelist=[1]
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p1=get_price_portfolio(tickerlist,sharelist,start,end)
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if __name__=='__main__':
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tickerlist=['INTC','MSFT']
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sharelist=[0.6,0.4]
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fromdate='2020-11-1'
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todate='2021-1-31'
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p2=get_prices_portfolio(tickerlist,sharelist,fromdate,todate)
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if __name__=='__main__':
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tickerlist=['INTC','MSFT','uvwxyz']
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sharelist=[0.6,0.3,0.1]
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fromdate='2020-11-1'
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todate='2021-1-31'
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dfp1=get_prices_portfolio(tickerlist,sharelist,fromdate,todate)
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dfp2=get_prices_yf(tickerlist,fromdate,todate)
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dfp3=get_prices(tickerlist,fromdate,todate)
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prices=get_prices_yf(tickerlist,fromdate,todate)
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if __name__=='__main__':
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df1=get_prices('INTC','2020-10-1','2021-1-31')
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df2=get_prices(['INTC'],'2020-10-1','2021-1-31')
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df3=get_prices(['XYZ'],'2020-10-1','2021-1-31')
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df4=get_prices(['INTC','MSFT'],'2020-10-1','2021-1-31')
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df5=get_prices(['INTC','UVW'],'2020-10-1','2021-1-31')
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df6=get_prices(['0988.HK','000858.SZ'],'2020-10-1','2021-1-31')
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df7=get_prices(['INTL','MSFT','0988.HK','000858.SZ'],'2020-10-1','2021-1-31')
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df8=get_prices(['000858.SZ','600519.SS'],'2020-10-1','2021-1-31')
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#==============================================================================
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import akshare as ak
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#上证综指
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sh_df = ak.stock_zh_index_daily(symbol="sh000001")
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#上证50指数
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sh50_df = ak.stock_zh_index_daily(symbol="sh000016")
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#上证100指数
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sh100_df = ak.stock_zh_index_daily(symbol="sh000132")
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#上证150指数
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sh150_df = ak.stock_zh_index_daily(symbol="sh000133")
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#上证180指数
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sh180_df = ak.stock_zh_index_daily(symbol="sh000010")
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#科创50指数
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kc50_df = ak.stock_zh_index_daily(symbol="sh000688")
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#沪深300指数
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hs300_df = ak.stock_zh_index_daily(symbol="sh000300")
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#大盘,中证100指数
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zz100_df = ak.stock_zh_index_daily(symbol="sh000903")
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232
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-
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233
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#中盘,中证200指数
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234
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zz200_df = ak.stock_zh_index_daily(symbol="sh000904")
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235
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-
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236
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#小盘,中证500指数
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237
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zz500_df = ak.stock_zh_index_daily(symbol="sh000906")
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238
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-
|
239
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#深证成指
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240
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sz_df = ak.stock_zh_index_daily(symbol="sz399001")
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241
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-
|
242
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#交易所概况
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243
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-
sse_summary_df = ak.stock_sse_summary()
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244
|
-
szse_summary_df = ak.stock_szse_summary()
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245
|
-
|
246
|
-
stock_zh_index_daily_tx_df = ak.stock_zh_index_daily_tx(symbol="sh000001")
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247
|
-
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248
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-
#==============================================================================
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249
|
-
import os; os.chdir("S:/siat")
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250
|
-
from siat.security_prices import *
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251
|
-
|
252
|
-
df1=get_prices(['600519.SS','000858.SZ'],'2020-10-1','2021-1-31')
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253
|
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df2=get_prices(['0700.HK','000858.SZ'],'2020-10-1','2021-1-31')
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254
|
-
df3=get_prices(['AAPL','MSFT'],'2020-10-1','2021-1-31')
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255
|
-
df4=get_prices('399001.SZ','2020-10-1','2021-1-31')
|
256
|
-
df5=get_prices('000016.SS','2020-10-1','2021-1-31')
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257
|
-
|
258
|
-
dfp1=get_prices_portfolio(['600519.SS','000858.SZ'],[1,2],'2020-10-1','2021-1-31')
|
259
|
-
dfp2=get_prices_portfolio(['0700.HK','000858.SZ'],[1,2],'2020-10-1','2021-1-31')
|
260
|
-
dfp3=get_prices_portfolio(['AAPL','MSFT'],[1,2],'2020-10-1','2021-1-31')
|
261
|
-
|
262
|
-
|
263
|
-
df600519=get_price_ak('600519.SS','2020-12-1','2021-2-5',adjust='none')
|
264
|
-
df600519hfq=get_price_ak('600519.SS','2020-12-1','2021-2-5',adjust='hfq')
|
265
|
-
df399001=get_price_ak('399001.SZ','2020-12-1','2021-2-5')
|
266
|
-
df000688=get_price_ak('000688.SS','2020-12-1','2021-2-5')
|
267
|
-
dfaapl=get_price_ak('AAPL','2020-12-1','2021-2-5')
|
268
|
-
|
269
|
-
df3=get_prices_yf(['AAPL','MSFT'],'2020-12-1','2021-1-31')
|
270
|
-
|
271
|
-
|
272
|
-
|
273
|
-
if __name__=='__main__':
|
274
|
-
df1=get_prices('INTC','2020-10-1','2021-1-31')
|
275
|
-
df2=get_prices(['INTC'],'2020-10-1','2021-1-31')
|
276
|
-
df3=get_prices('XYZ','2020-10-1','2021-1-31')
|
277
|
-
df3b=get_prices(['XYZ'],'2020-10-1','2021-1-31')
|
278
|
-
df4=get_prices(['INTC','MSFT'],'2020-10-1','2021-1-31')
|
279
|
-
df5=get_prices(['INTC','UVW123'],'2020-10-1','2021-1-31')
|
280
|
-
df6=get_prices(['0988.HK','000858.SZ'],'2020-10-1','2021-1-31')
|
281
|
-
df7=get_prices(['INTL','MSFT','0988.HK','000858.SZ'],'2020-10-1','2021-1-31')
|
282
|
-
|
283
|
-
if __name__=='__main__':
|
284
|
-
tickerlist=['INTC','MSFT']
|
285
|
-
sharelist=[0.6,0.4]
|
286
|
-
fromdate='2020-11-1'
|
287
|
-
todate='2021-1-31'
|
288
|
-
dfp=get_prices_portfolio(tickerlist,sharelist,fromdate,todate)
|
289
|
-
|
290
|
-
#==================================================================================
|
291
|
-
|
292
|
-
|
293
|
-
def test_yahoo():
|
294
|
-
"""
|
295
|
-
测试雅虎网站是否可访问
|
296
|
-
结果:网址可达,网页不可访问,无用
|
297
|
-
"""
|
298
|
-
import pandas_datareader.data as web
|
299
|
-
ticker='AAPL'
|
300
|
-
start='2021-1-1'
|
301
|
-
end='2021-1-11'
|
302
|
-
try:
|
303
|
-
appl = web.get_data_yahoo(ticker,start,end)
|
304
|
-
return True
|
305
|
-
except:
|
306
|
-
return False
|
307
|
-
|
308
|
-
if __name__=='__main__':
|
309
|
-
test_yahoo()
|
310
|
-
|