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

siat/compare_cross_test.py

@@ -1,117 +0,0 @@
-# -*- coding: utf-8 -*-
-
-import os; os.chdir("S:/siat")
-from siat import *
-
-#==============================================================================
-if __name__=='__main__':
-    ticker='600519.SS'
-    start='2023-1-1'
-    end='2023-4-4'
-    info_types=['Close','Volume']
-    
-    #获取股票价格
-    df1=fetch_price_stock(ticker,start,end)
-    
-    #获取指数价格
-    mktidx='000300.SS'
-    df1i=fetch_price_stock(mktidx,start,end)
-    
-    #获取ETF价格
-    etf='512690.SS'
-    df1e=fetch_price_stock(etf,start,end)
-    
-    #获取REiTs基金价格
-    reits='180801.SZ'
-    df1r=fetch_price_stock(reits,start,end)
-    
-    
-if __name__=='__main__':
-    Market={'Market':('China','000300.SS','白酒组合1号')}
-    Stocks ={'600519.SS':.5,
-             '000858.SZ':.3,
-             '000596.SZ':.1,
-             '000568.SZ':.1}
-    portfolio=dict(Market,**Stocks)
-    
-    start='2023-1-1'
-    end='2023-4-4'
-    
-    #获取投资组合价格
-    df2=fetch_price_stock_portfolio(portfolio,start,end)
-
-if __name__=='__main__':
-    ticker='850831'
-    
-    start='2023-1-1'
-    end='2023-4-4'
-    info_types=['Close','Volume']
-    
-    #获取申万指数价格
-    df3=fetch_price_swindex(ticker,start,end)
-
-#多种证券价格组合
-dflist=[df1,df1i,df1e,df1r,df2,df3]
-
-#比较收益与风险指标
-cmc1=compare_msecurity_cross(dflist,
-                           measure='Exp Ret%',
-                           start=start,end=end)
-
-cmc2=compare_msecurity_cross(dflist,
-                           measure='Annual Ret%',
-                           start=start,end=end)
-
-#比较夏普指标
-rar3=rar_ratio_rolling_df(df3,ratio_name='sharpe',window=240)
-
-cmc3=compare_mrar_cross(dflist,rar_name='sharpe',start=start,end=end,window=240)
-
-cmc4=compare_mrar_cross(dflist,rar_name='sortino',start=start,end=end,window=240)
-
-cmc4=compare_mrar_cross(dflist,rar_name='alpha',start=start,end=end,window=240)
-#==============================================================================
-
-# 定义投资组合：成份股与初始持股比例
-# 初始持股比例跟着感觉走，后面将进行优化
-Market={'Market':('China','000300.SS','地产组合1号初版')}
-Stocks ={'000002.SZ':.40,#万科A
-         '600048.SS':.08,#保利发展
-         '001979.SZ':.08,#招商蛇口
-         '600325.SS':.08,#华发股份
-         '000069.SZ':.08,#华侨城A
-         '600383.SS':.08,#金地集团
-         '600895.SS':.05,#张江高科
-         '601155.SS':.05,#新城控股
-         '600606.SS':.05,#绿地控股
-         '600208.SS':.05,#新湖中宝
-        }
-portfolio_v0=dict(Market,**Stocks)
-
-
-tjend='2022-12-31'
-pastyears=3
-
-
-# 收集投资组合成份股的基础数据
-pf_info0=portfolio_hpr(portfolio_v0, #投资组合初版
-                      thedate=tjend, #截止日期
-                      pastyears=pastyears,   #近三年
-                      printout=False,#不打印结果
-                      graph=False,   #不绘图
-                     )
-
-simulation=100000
-
-
-# 第一次优化地产组合1号：优化持股比例，基于夏普比率
-portfolio_optimize_strategy(
-            pf_info0,             #成分股的基础数据
-            ratio='sharpe',       #夏普比率
-            simulation=simulation,#模拟次数
-            )
-
-
-
-
-#==============================================================================

siat/concepts_iwencai.py

@@ -1,86 +0,0 @@
-# -*- coding: utf-8 -*-
-"""
-Created on Wed Oct 28 21:41:28 2020
-
-@author: Peter
-"""
-
-import urllib.request
-import re
-import requests
-
-# def main():
-#     # url = "http://www.iwencai.com/school/dictionary?qs=study_dictonary_stock"
-#     # url='http://www.iwencai.com/yike/article-class-list?tagId=37'
-#     url="http://www.iwencai.com/yike/detail/auid/716981f756614a79"
-#     try:
-#         data = urllib.request.urlopen(url).read()
-#         content = data.decode('UTF-8')
-#
-#         # pattern = re.compile('<div class="term_top clearfix">.*?<a.*?point_info="title">(.*?)</a></div>.*?'
-#         #                      '<div class="term_summary clearfix">(.*?)</div>',
-#         #                      re.S)
-#         pattern = re.compile('<div class="term_summ_acl term_summ_acl_img">*?<div>(.*?)</div></div>',
-#                              re.S)
-#         items = re.findall(pattern, content)
-#         print(items[0])
-#         # for item in items:
-#         #     print(item[0],item[1])
-#
-#     except e:
-#         print(e.code)
-#         print(e.re)
-
-def main():
-    for i in range(1,300):
-        con_list=getPage(i)
-        for item in con_list:
-
-            subUrl=item['URL']
-            concrete=getConcrete(subUrl)
-            if concrete!=None :
-                if len(concrete)!=0:
-                    print(item['title'])
-                    concrete=concrete.replace('<div>','')
-                    # concrete.replace('&nbsp;', '')
-                    print(concrete.replace('&nbsp;', ''))
-                    print("================================")
-
-
-def getConcrete(subUrl):
-    concrete_url = "http://www.iwencai.com/" + subUrl
-    # print(concrete_url)
-    try:
-        data = urllib.request.urlopen(concrete_url).read()
-        content = data.decode('UTF-8')  #
-        pattern = re.compile('<div class="term_summ_acl term_summ_acl_img">(.*?)</div>',re.S)
-        items = re.findall(pattern, content)
-        if len(items)==0:
-            pattern = re.compile('<div class="term_summ_acl ">(.*?)</div>',re.S)
-            items = re.findall(pattern, content)
-        return items[0]
-    except:
-        print("异常--------------")
-    return []
-
-#获取索引页面的内容
-def getPage(pageIndex):
-    siteURL="http://www.iwencai.com/yike/index-page-ajax/"
-    url = siteURL + "?p=" + str(pageIndex)+"&filterTag=37"
-    # request = urllib2.Request(url)
-    # response = urllib2.urlopen(request)
-    # return response.read().decode('gbk')
-    # data = urllib.request.urlopen(url).read()
-    # content = data.decode('gbk')
-    # return content
-    headers = {
-        'Referer': 'http://www.sse.com.cn/disclosure/credibility/supervision/inquiries/',
-        'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_11_6) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/58.0.3029.110 Safari/537.36'
-    }
-    r = requests.get(url, headers=headers)
-    return r.json()['list']
-    # print(r.json()['list'][1]['summ'])
-
-
-if __name__ == '__main__':
-    main()

siat/concepts_kpl.py

@@ -1,93 +0,0 @@
-# -*- coding: utf-8 -*-
-"""
-Spyder Editor
-
-This is a temporary script file.
-"""
-
-def kpl_stock_concept():
-    """
-    功能：抓取开盘啦网站的概念股明细
-    """
-    import pandas as pd
-    import json
-    import requests
-    import random
-    
-    url = 'https://pchq.kaipanla.com/w1/api/index.php'
-    concept_label = []
-    label_df = pd.DataFrame()
-
-    # 获取概念ID
-    #USER_AGENTS列表，随即使用，以便避过反爬虫机制
-    ua_list = [
-    "Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1; SV1; AcooBrowser; .NET CLR 1.1.4322; .NET CLR 2.0.50727)",
-    "Mozilla/4.0 (compatible; MSIE 7.0; Windows NT 6.0; Acoo Browser; SLCC1; .NET CLR 2.0.50727; Media Center PC 5.0; .NET CLR 3.0.04506)",
-    "Mozilla/4.0 (compatible; MSIE 7.0; AOL 9.5; AOLBuild 4337.35; Windows NT 5.1; .NET CLR 1.1.4322; .NET CLR 2.0.50727)",
-    "Mozilla/5.0 (Windows; U; MSIE 9.0; Windows NT 9.0; en-US)",
-    "Mozilla/5.0 (compatible; MSIE 9.0; Windows NT 6.1; Win64; x64; Trident/5.0; .NET CLR 3.5.30729; .NET CLR 3.0.30729; .NET CLR 2.0.50727; Media Center PC 6.0)",
-    "Mozilla/5.0 (compatible; MSIE 8.0; Windows NT 6.0; Trident/4.0; WOW64; Trident/4.0; SLCC2; .NET CLR 2.0.50727; .NET CLR 3.5.30729; .NET CLR 3.0.30729; .NET CLR 1.0.3705; .NET CLR 1.1.4322)",
-    "Mozilla/4.0 (compatible; MSIE 7.0b; Windows NT 5.2; .NET CLR 1.1.4322; .NET CLR 2.0.50727; InfoPath.2; .NET CLR 3.0.04506.30)",
-    "Mozilla/5.0 (Windows; U; Windows NT 5.1; zh-CN) AppleWebKit/523.15 (KHTML, like Gecko, Safari/419.3) Arora/0.3 (Change: 287 c9dfb30)",
-    "Mozilla/5.0 (X11; U; Linux; en-US) AppleWebKit/527+ (KHTML, like Gecko, Safari/419.3) Arora/0.6",
-    "Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.8.1.2pre) Gecko/20070215 K-Ninja/2.1.1",
-    "Mozilla/5.0 (Windows; U; Windows NT 5.1; zh-CN; rv:1.9) Gecko/20080705 Firefox/3.0 Kapiko/3.0",
-    "Mozilla/5.0 (X11; Linux i686; U;) Gecko/20070322 Kazehakase/0.4.5",
-    "Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.9.0.8) Gecko Fedora/1.9.0.8-1.fc10 Kazehakase/0.5.6",
-    "Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/535.11 (KHTML, like Gecko) Chrome/17.0.963.56 Safari/535.11",
-    "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_7_3) AppleWebKit/535.20 (KHTML, like Gecko) Chrome/19.0.1036.7 Safari/535.20",
-    "Opera/9.80 (Macintosh; Intel Mac OS X 10.6.8; U; fr) Presto/2.9.168 Version/11.52",
-    ]
-    session=requests.Session()
-    for i in range(0,500,5):
-        param1 = {'c': 'PCArrangeData', 'a': 'GetZSIndexPlate', 'SelType': 2, 'ZSType': 5, 'PType': 2, 'POrder': 1,
-                       'PStart': '', 'PEnd': '', 'PIndex': i, 'Pst': 15, 'UserID': '399083','Token': '2292739880d01bd81e169e90a1898ebe'}
-
-        html1 = json.loads(session.post(url=url, headers={'User-Agent': random.choice(ua_list)}, data=param1).text)
-        if len(html1['plates']['list']) != 0:
-            label_df = label_df.append(html1['plates']['list'],ignore_index=True)
-        else:
-            break
-    label_df = label_df.iloc[:,0:2]
-    label_df.columns = ['label','concept']
-
-    # 获取概念股明细
-    stock_df = pd.DataFrame()
-    label_list=label_df['label'].tolist()
-    concept_list=label_df['label'].tolist()
-    for label in label_df['label'].tolist():
-        pos=label_list.index(label)
-        print("Processing",concept_list[pos],"\b,",pos+1,"of",len(label_list))
-        for j in range(0,500,5):
-            param2 = {'c': 'PCArrangeData', 'a': 'GetZSIndexPlate', 'SelType': 3, 'LType': 6, 'LOrder': 1,
-                             'LStart': '', 'LEnd': '', 'LIndex': j, 'Lst': 15, 'PlateID': label, 'UserID': '399083',
-                             'Token': '2292739880d01bd81e169e90a1898ebe'}
-
-            html2 = json.loads(session.post(url=url, headers={'User-Agent': random.choice(ua_list)}, data=param2).text)
-            #print(html2)
-            if len(html2['stocks']['list']) != 0:
-                data = pd.DataFrame(html2['stocks']['list'])
-                #print(data)
-                data['label'] = label
-                stock_df = stock_df.append(data, ignore_index=True)
-            else:
-                break
-
-    stock_df = stock_df.iloc[:, [0, 1, 13]]
-    stock_df.columns = ['scode', 'sname','label']
-
-    stock_concept_detail_df = pd.merge(stock_df, label_df)
-
-    stock_concept_detail_df.rename({'symbol': 'scode', 'name': 'sname', '板块': 'concept'}, axis='columns', inplace=True)
-
-    stock_concept_detail_df = stock_concept_detail_df[['scode', 'sname', 'concept']]
-    stock_concept_detail_df['scode'] = stock_concept_detail_df['scode'].apply(lambda x: (x + ".SH") if x.startswith('6') == True else (x + ".SZ"))
-    stock_concept_detail_df.drop_duplicates(inplace=True)
-
-    stock_concept_detail_df.sort_values(by=['scode'],inplace=True)
-    #print(stock_concept_detail_df.head(5))
-    print('Completed.')
-    return stock_concept_detail_df
-
-
-

siat/cryptocurrency_test.py

@@ -1,71 +0,0 @@
-# -*- coding: utf-8 -*-
-
-import os; os.chdir("S:/siat")
-from siat.cryptocurrency import *
-
-#==============================================================================
-price=Crypto_Price_Trend('ETH','USD','Coinbase','2020-7-1','2021-4-21')
-
-price=Crypto_Price_Trend('BTC','USD','Coinbase','2020-7-1','2021-4-21')
-
-price=Crypto_Price_Trend('BTC','USD','Coinbase','2021-2-8','2021-4-21')
-
-price=Crypto_Price_Trend('Libra','USD','Coinbase','2021-2-8','2021-4-21')
-#==============================================================================
-markets=fetchCrypto_Exchange("ETH","USD")
-#==============================================================================
-product="ETH"
-currency="USD"
-market1="Coinbase"
-market2="Bitstamp"
-prices1=fetchCrypto_Price_byExchange(product,currency,market1)
-prices2=fetchCrypto_Price_byExchange(product,currency,market2)
-product1=[prices1,product,currency,market1]
-product2=[prices2,product,currency,market2]
-compCrypto_Price(product1,product2,days=360)
-
-
-
-
-#==============================================================================
-
-fsym = "ETH"; tsym = "USD"
-begdate="2020-1-1"; enddate="2020-12-31"
-markets=fetchCrypto_Exchange(fsym,tsym)
-cp=fetchCrypto_Price_byExchList(fsym,tsym,markets,begdate,enddate)
-
-dist1,dist2=calcSpread_in2Markets(cp)
-printSpread_in2Markets(dist1,dist2)
-
-
-investment = 10000
-account1, account2 = investment/2, investment/2
-position = 0.5*(investment/2) 
-
-#价差最高的市场：primexbt  Coinbase
-market1 = "primexbt"
-market2 = "Coinbase"
-
-    df1 = fetchCrypto_Price_byExchange(fsym, tsym, market1)
-    df2 = fetchCrypto_Price_byExchange(fsym, tsym, market2)
-
-df1,df2=evalSpread_in2Markets(fsym,tsym,market1,market2,begdate,enddate)
-ac1,ac2,money,roi0=backtestMSA_Strategy(investment,account1,account2,position,df1,df2)
-eval_Position(market1,market2,investment,ac1,ac2,money)
-eval_Roi(fsym,tsym,market1,market2,roi0) 
-
-#价差性价比最高的市场：Bitstamp  primexbt
-market1 = "Bitstamp"
-market2 = "primexbt"
-df1,df2=evalSpread_in2Markets(fsym,tsym,market1,market2,begdate,enddate)
-ac1,ac2,money,roi0=backtestMSA_Strategy(investment,account1,account2,position,df1,df2)
-eval_Position(market1,market2,investment,ac1,ac2,money)
-eval_Roi(fsym,tsym,market1,market2,roi0) 
-
-#价差性风险最低的市场：Bitstamp    Kraken
-market1 = "Bitstamp"
-market2 = "Kraken"
-df1,df2=evalSpread_in2Markets(fsym,tsym,market1,market2,begdate,enddate)
-ac1,ac2,money,roi0=backtestMSA_Strategy(investment,account1,account2,position,df1,df2)
-eval_Position(market1,market2,investment,ac1,ac2,money)
-eval_Roi(fsym,tsym,market1,market2,roi0)