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.
Files changed (87) hide show
  1. siat/common.py +106 -2
  2. siat/exchange_bond_china.pickle +0 -0
  3. siat/fund_china.pickle +0 -0
  4. siat/stock.py +10 -2
  5. siat/stock_info.pickle +0 -0
  6. {siat-3.10.125.dist-info → siat-3.10.126.dist-info}/METADATA +234 -226
  7. siat-3.10.126.dist-info/RECORD +76 -0
  8. {siat-3.10.125.dist-info → siat-3.10.126.dist-info}/WHEEL +1 -1
  9. {siat-3.10.125.dist-info → siat-3.10.126.dist-info/licenses}/LICENSE +0 -0
  10. {siat-3.10.125.dist-info → siat-3.10.126.dist-info}/top_level.txt +0 -0
  11. siat/__init__ -20240701.py +0 -65
  12. siat/__init__.py.backup_20250214.py +0 -73
  13. siat/alpha_vantage_test.py +0 -24
  14. siat/assets_liquidity_test.py +0 -44
  15. siat/barrons_scraping_test.py +0 -276
  16. siat/beta_adjustment_test.py +0 -77
  17. siat/bond_test.py +0 -142
  18. siat/capm_beta_test.py +0 -49
  19. siat/cmat_commons.py +0 -961
  20. siat/compare_cross_test.py +0 -117
  21. siat/concepts_iwencai.py +0 -86
  22. siat/concepts_kpl.py +0 -93
  23. siat/cryptocurrency_test.py +0 -71
  24. siat/derivative.py +0 -1111
  25. siat/economy-20230125.py +0 -1206
  26. siat/economy_test.py +0 -360
  27. siat/esg_test.py +0 -63
  28. siat/fama_french_test.py +0 -115
  29. siat/financial_statements_test.py +0 -31
  30. siat/financials2 - /321/205/320/231/320/277/321/206/320/254/320/274.py" +0 -341
  31. siat/financials_china2_test.py +0 -67
  32. siat/financials_china2_test2.py +0 -88
  33. siat/financials_china2_test3.py +0 -87
  34. siat/financials_china_test.py +0 -475
  35. siat/financials_china_test2.py +0 -197
  36. siat/financials_china_test2_fin_indicator.py +0 -197
  37. siat/financials_test.py +0 -713
  38. siat/fred_test.py +0 -40
  39. siat/fund_china_test.py +0 -175
  40. siat/fund_test.py +0 -40
  41. siat/future_china_test.py +0 -37
  42. siat/global_index_test.py +0 -66
  43. siat/grafix_test.py +0 -112
  44. siat/holding_risk_test.py +0 -13
  45. siat/local_debug_test.py +0 -100
  46. siat/markowitz2-20240620.py +0 -2614
  47. siat/markowitz_ccb_test.py +0 -37
  48. siat/markowitz_ef_test.py +0 -136
  49. siat/markowitz_old.py +0 -871
  50. siat/markowitz_simple-20230709.py +0 -370
  51. siat/markowitz_test.py +0 -164
  52. siat/markowitz_test2.py +0 -69
  53. siat/ml_cases_example1.py +0 -60
  54. siat/option_china_test.py +0 -447
  55. siat/option_pricing_test.py +0 -81
  56. siat/option_sina_api_test.py +0 -112
  57. siat/proxy_test.py +0 -84
  58. siat/quandl_test.py +0 -39
  59. siat/risk_adjusted_return_test.py +0 -81
  60. siat/risk_evaluation_test.py +0 -96
  61. siat/risk_free_rate_test.py +0 -127
  62. siat/sector_china_test.py +0 -203
  63. siat/security_price.py +0 -831
  64. siat/security_prices_test.py +0 -310
  65. siat/security_trend2-20240620.py +0 -493
  66. siat/setup.py +0 -41
  67. siat/shenwan index history test.py +0 -41
  68. siat/stock_china_test.py +0 -38
  69. siat/stock_info_test.py +0 -189
  70. siat/stock_list_china_test.py +0 -33
  71. siat/stock_technical-20240620.py +0 -2736
  72. siat/stock_test.py +0 -487
  73. siat/temp.py +0 -36
  74. siat/test2_graphviz.py +0 -484
  75. siat/test_graphviz.py +0 -411
  76. siat/test_markowitz_simple.py +0 -198
  77. siat/test_markowitz_simple_revised.py +0 -215
  78. siat/test_markowitz_simple_revised2.py +0 -218
  79. siat/transaction_test.py +0 -436
  80. siat/translate-20230125.py +0 -2107
  81. siat/translate-20230206.py +0 -2109
  82. siat/translate-20230215.py +0 -2158
  83. siat/translate_20240606.py +0 -4206
  84. siat/translate_241003_keep.py +0 -4300
  85. siat/universal_test.py +0 -100
  86. siat/valuation_market_china_test.py +0 -36
  87. siat-3.10.125.dist-info/RECORD +0 -152
siat/bond_test.py DELETED
@@ -1,142 +0,0 @@
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- # -*- coding: utf-8 -*-
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-
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- import os; os.chdir("S:/siat")
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- from siat import *
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-
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- #==============================================================================
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- ytmchanges = [-100, -50, -20, -10, -5, 5, 10, 20, 50, 100]
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- bond_malkiel1(0.06, 8, 0.07, 100, 2, ytmchanges)
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-
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- maturitylist = [1, 2, 3, 5, 10, 15, 20, 30]
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- bond_malkiel2(0.06, 8, 0.07, 100, 2, maturitylist)
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-
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-
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- bond_malkiel3(0.06, 8, 0.07, 100, 2)
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-
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- bond_malkiel4(0.06, 8, 0.07, 100, 2)
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-
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- bond_malkiel5(0.06, 8, 0.075, 100, 2)
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-
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-
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- #==============================================================================
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- md(0.08,0.1,3,2,100)
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- MD(0.08,0.1,3,2,100)
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- convexity(0.08,0.1,3,2,100)
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- #==============================================================================
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- ibbd=interbank_bond_deal(10)
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-
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- ebp=exchange_bond_price('sh019521', '2021-3-1', '2021-5-25',power=0)
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- ebp=exchange_bond_price('sh122001', '2021-3-1', '2021-5-25',power=0)
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- #==============================================================================
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- def abcefg():
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- """
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- 功能：获取当前函数名
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- """
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- import sys
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- curfunc=sys._getframe().f_code.co_name #获取当前函数名
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- print(curfunc)
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-
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- uplfunc=sys._getframe(1).f_code.co_name #调用该函数的函数的名字，如果没有被调用，则返回<module>
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- print(uplfunc)
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- return
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-
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- #==============================================================================
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- ibbq=interbank_bond_deal(10)
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- ibbq=interbank_bond_deal(10, option='5')
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-
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- #==============================================================================
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- ebd=exchange_bond_deal(10, option='6')
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-
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-
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- ebp=exchange_bond_price('sh019521', '2019-7-1', '2020-3-31')
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- ebp=exchange_covbond_price('sz128086','2020-1-1','2020-4-30')
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-
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- cbp=country_bond_price('中国','中国1年期国债','2020-1-1','2020-4-30')
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- cbp=country_bond_price('美国','美国10年期国债','2020-1-1','2020-4-30')
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- cbp=country_bond_price('意大利','意大利30年期国债','2020-1-1','2020-4-30')
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-
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-
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- #==============================================================================
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- ibbi=interbank_bond_issue_detail('2012-1-1', '2020-12-31')
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- ibbim=interbank_bond_issue_monthly(ibbi,'2019-1-1', '2020-12-31')
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-
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-
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- #==============================================================================
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- if __name__=='__main__':
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- search_bond_index_china(keystr='债')
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- search_bond_index_china(keystr='国债')
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- search_bond_index_china(keystr='综合')
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- search_bond_index_china(keystr='金融')
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- search_bond_index_china(keystr='企业')
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- search_bond_index_china(keystr='公司')
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- search_bond_index_china(keystr='地方政府债')
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-
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- bond_index_china('中债-综合指数','2020-1-1','2021-2-8')
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- bond_index_china('中债-国债总指数','2020-1-1','2021-2-8')
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- bond_index_china('中债-交易所国债指数','2020-1-1','2021-2-8')
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- bond_index_china('中债-银行间国债指数','2010-1-1','2021-2-8')
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- bond_index_china('中债-银行间债券总指数','2020-1-1','2021-2-8')
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-
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- bond_index_china('中债-5年期国债指数','2020-1-1','2021-2-8')
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- bond_index_china('中债-0-3个月国债指数','2020-1-1','2021-2-8')
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-
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-
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-
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-
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- #==============================================================================
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- import os; os.chdir("S:/siat")
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- from siat.stock import *
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-
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- compare_security(["300148.SZ","000001.SS"],"Close","2000-1-1","2020-6-30",twinx=True)
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-
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- compare_security(["FRI","^GSPC"],"Exp Adj Ret%","2010-1-1","2020-6-30")
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-
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- compare_security(["FRI","^GSPC"],"Exp Adj Ret Volatility%","2010-1-1","2020-6-30")
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-
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- compare_security(["ICF","^DJI"],"Exp Adj Ret%","2010-1-1","2020-6-30")
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-
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- compare_security(["ICF","^DJI"],"Exp Adj Ret Volatility%","2010-1-1","2020-6-30")
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-
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-
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-
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- info=stock_price("510050.SS","2020-4-1","2020-6-30")
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- info=stock_price("510210.SS","2020-4-1","2020-6-30")
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-
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- compare_security(["510210.SS","000001.SS"],"Close","2020-4-1","2020-6-30",twinx=True)
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-
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- compare_security(["510210.SS","000001.SS"],"Close","2015-7-1","2020-6-30",twinx=True)
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-
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- compare_security(["SPY","^GSPC"],"Exp Ret%","2010-1-1","2020-6-30")
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-
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- compare_security(["VOO","^GSPC"],"Exp Ret%","2010-1-1","2020-6-30")
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-
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- compare_security(["IVV","^GSPC"],"Exp Ret%","2010-1-1","2020-6-30")
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-
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- compare_security(["SPY","^GSPC"],"Exp Ret Volatility%","2010-1-1","2020-6-30")
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-
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- compare_security(["VOO","^GSPC"],"Exp Ret Volatility%","2010-1-1","2020-6-30")
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-
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- compare_security(["IVV","^GSPC"],"Exp Ret Volatility%","2010-1-1","2020-6-30")
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-
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- compare_security(["SPY","SPYD"],"Exp Ret%","2019-1-1","2020-6-30")
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-
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- compare_security(["SPY","SPYG"],"Exp Ret%","2019-1-1","2020-6-30")
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-
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- compare_security(["SPY","SPYV"],"Exp Ret%","2019-1-1","2020-6-30")
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-
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-
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- compare_security(["SPY","SPYD"],"Exp Ret Volatility%","2019-1-1","2020-6-30")
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-
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- compare_security(["SPY","SPYG"],"Exp Ret Volatility%","2019-1-1","2020-6-30")
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-
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- compare_security(["SPY","SPYV"],"Exp Ret Volatility%","2019-1-1","2020-6-30")
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-
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-
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-
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- fsym = "ETH"; tsym = "USD"
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- begdate="2020-03-01"; enddate="2020-05-31"
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- markets=fetchCrypto_Exchange(fsym,tsym)
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- cp=fetchCrypto_Price_byExchList(fsym,tsym,markets,begdate,enddate)
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- dist1,dist2=calcSpread_in2Markets(cp)
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- print("Average inter-market spread:", dist1)
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- print("Inter-market spread volatility:", dist2)
siat/capm_beta_test.py DELETED
@@ -1,49 +0,0 @@
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- # -*- coding: utf-8 -*-
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-
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- import os; os.chdir("S:/siat")
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- from siat import *
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- #==============================================================================
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- beta=capm_beta('600519.SS','000001.SS','2011-1-1','2021-12-31')
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-
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-
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-
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- #==============================================================================
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- beta=capm_beta('AAPL','^GSPC','2016-1-1','2020-12-31')
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-
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- yearlist=gen_yearlist('2016','2020')
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- betas=capm_beta_yearly('AAPL','^GSPC',yearlist)
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- betas=capm_beta_yearly('600000.SS','000001.SS',yearlist)
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-
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- #==============================================================================
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- portfolio=['IBM','AAPL','MSFT']
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- holdings=[1, 1, 3]
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- yearlist=gen_yearlist('2010','2020')
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- df=capm_beta_portfolio_yearly(portfolio,holdings,'^GSPC',yearlist)
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-
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- #==============================================================================
24
- beta=capm_beta('600000.SS','000001.SS','2011-1-1','2020-12-31')
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-
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- portfolio=['IBM','AAPL','MSFT']
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- holdings=[1, 1, 3]
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- yearlist=gen_yearlist('2010','2020')
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- df=capm_beta_portfolio_yearly(portfolio,holdings,'^GSPC',yearlist)
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-
31
- from siat.beta_adjustment import *
32
- yearlist=gen_yearlist('2011','2020')
33
- betas=betas_dji=get_beta_ML('EDU','^DJI',yearlist)
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-
35
- #==============================================================================
36
- beta=capm_beta('AAPL','^GSPC','2011-1-1','2020-12-31')
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-
38
- yearlist=gen_yearlist('2011','2020')
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- betas=capm_beta_yearly('AAPL','^GSPC',yearlist)
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-
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- yearlist=gen_yearlist('2010', '2020')
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- betas=capm_beta_yearly('600000.SS', '000001.SS', yearlist)
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-
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- yearlist=gen_yearlist('2010','2021')
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- betas=compare2_betas_yearly('600000.SS','600030.SS','000001.SS',yearlist)
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- betas
47
-
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- yearlist=gen_yearlist('2010','2020')
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- betas=compare2_betas_yearly('AMZN','BAC','^GSPC',yearlist)