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/economy_test.py
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# -*- coding: utf-8 -*-
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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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tickers=['China','Japan']
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measures='Constant CPI'
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fromdate='2022-1-1'
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todate='2022-1-1'
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power=0
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twinx=False
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loc1='upper left';loc2='lower right'
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cn_jp=compare_economy(['China','Japan'],'Constant CPI','2010-1-1','2022-1-1')
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cn_jp=compare_economy(['China','Japan'],'Currency Value','2010-1-1','2022-1-1',loc1='upper right')
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internal_growth_rate(cn_jp)
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cn_usa=compare_economy(['China','USA'],'Currency Value','2010-1-1','2022-1-1',loc1='upper right')
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internal_growth_rate(cn_usa)
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cn_fr=compare_economy(['China','France'],'Currency Value','2010-1-1','2022-1-1',loc1='upper right')
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internal_growth_rate(cn_fr)
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cn_uk=compare_economy(['China','UK'],'Currency Value','2010-1-1','2022-1-1',loc1='upper right')
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internal_growth_rate(cn_uk)
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cn_in=compare_economy(['China','India'],'Currency Value','2010-1-1','2022-1-1',loc1='upper right')
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internal_growth_rate(cn_in)
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df=compare_security(['^IRX','^TYX'],"Close","2015-1-1","2022-12-31")
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#==============================================================================
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cn_usa=compare_economy(['China','USA'],'M2','1999-12-1','2022-4-1',twinx=True)
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cn_usa=compare_economy(['China','USA'],'Constant M2','1999-12-1','2022-4-1')
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cn_usa=compare_economy('China',['Constant M1','Constant M2'],'1999-12-1','2022-4-1')
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cn=economy_trend('2010-1-1','2020-1-1','China','MoM CPI',power=4,zeroline=True)
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cn=economy_trend('2010-1-1','2020-1-1','China','Constant CPI',power=4)
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cn_jp=compare_economy(['China','Japan'],'Constant CPI','2010-1-1','2020-1-1')
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#==============================================================================
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cn_usa=compare_economy(['China','USA'],'Immediate Rate','2010-1-1','2021-5-25')
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cn_jp=compare_economy(['China','Japan'],'Immediate Rate','2010-1-1','2021-1-1')
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cn_uk=compare_economy(['China','LIBOR'],'Immediate Rate','2010-1-1','2021-1-1')
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#==============================================================================
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cn_usa=compare_economy(['China','USA'],'CNP GDP Per Capita','2010-1-1','2020-1-1')
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cn_usa=compare_economy(['China','USA'],'CNP GDP Per Capita','2010-1-1','2020-1-1',twinx=True)
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df=pmi_china('2008-1-1','2021-3-31')
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c_cn=economy_trend('2010-1-1','2020-1-1','China','Constant GDP',power=3)
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internal_growth_rate(c_cn)
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usa_cn=compare_economy(['USA','China'],'Constant GDP','2010-1-1','2020-1-1',twinx=True)
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internal_growth_rate(usa_cn)
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jp_cn=compare_economy(['Japan','China'],'Constant GDP','2010-1-1','2020-1-1',twinx=True)
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df=pmi_china('2020-1-1','2020-10-1')
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cn_jp=compare_economy(['China','Japan'],'Currency Value','2000-1-1','2021-1-1')
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cn_us=compare_economy(['China','USA'],'Currency Value','1993-1-1','2021-1-1')
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jp_us=compare_economy(['Japan','USA'],'Currency Value','1993-1-1','2021-1-1')
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internal_growth_rate(cn_jp)
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cn_uk=compare_economy(['China','LIBOR'],'Immediate Rate','2000-1-1','2020-1-1')
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cn=economy_trend('2000-1-1','2020-8-31','China','Exchange Rate')
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cn=econ_fin_depth('2000-1-1','2020-6-30','China',power=3)
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cn=compare_economy(['China','USA'],'SMC to GDP','2000-1-1','2020-1-1')
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cn1=economy_security('China','1999-1-1','2019-12-31','GDP','000001.SS')
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cn2=economy_security('China','1999-1-1','2019-12-31','CNP GDP','000001.SS')
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cn3=economy_security('China','1999-1-1','2019-12-31','CNP GDP Per Capita','000001.SS')
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cn4=economy_security('China','1999-1-1','2019-12-31','GNI','000001.SS')
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df=get_econ_factors0(start,end,scope,factor)
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cn_usa=compare_economy(['China','USA'],'Currency Value','2010-1-1','2021-1-1')
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cn_jp=compare_economy(['China','Japan'],'Currency Value','2010-1-1','2021-5-25')
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cn_sg=compare_economy(['China','Korea'],'Currency Value','2010-1-1','2021-1-1')
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cn_sg=compare_economy(['China','Russia'],'Currency Value','2010-1-1','2021-1-1')
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cn_sg=compare_economy(['China','India'],'Currency Value','2010-1-1','2021-1-1')
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cn=compare_economy(['China','USA'],'GNP Ratio','1995-1-1','2010-1-1')
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cn_usa=compare_economy(['China','USA'],'GNP Ratio','1999-1-1','2019-1-1')
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cn_jp=compare_economy(['China','Japan'],'GNP Ratio','1999-1-1','2019-1-1')
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us_jp=compare_economy(['USA','Japan'],'GNP Ratio','1999-1-1','2019-1-1')
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cn_in=compare_economy(['China','India'],'GNP Ratio','1999-1-1','2020-1-1')
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cn=economy_trend('1990-1-1','2020-1-1','China','GNI',power=3)
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cn_gdp_gni=compare_economy('China',['GDP','GNI'],'1990-1-1','2020-1-1')
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cn_gdp_gni=compare_economy('China',['GDP','GNI'],'2010-1-1','2020-1-1',twinx=True)
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cn1=economy_security('China','1999-1-1','2019-12-31','GDP','000001.SS')
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cn2=economy_security('China','1999-1-1','2019-12-31','CNP GDP','000001.SS')
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cn2=economy_security('China','1999-1-1','2019-12-31','Constant GDP','000001.SS')
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cn3=economy_security('China','1999-1-1','2019-12-31','CNP GDP Per Capita','000001.SS')
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cn4=economy_security('China','1999-1-1','2019-12-31','GNI','000001.SS')
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jp1=economy_security('Japan','1980-1-1','2019-12-31','CNP GDP','^N225')
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us1=economy_security('USA','1980-1-1','2019-12-31','CNP GDP','^GSPC')
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us2=economy_security('USA','1980-1-1','2019-12-31','CNP GDP','^DJI')
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cn=econ_fin_depth('2000-1-1','2020-6-30','China',power=3)
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cn,jp=compare_efd('2000-1-1','2020-8-31',['China','Japan'])
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cn,kr=compare_efd('2000-1-1','2020-8-31',['China','Korea'])
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cn,us=compare_efd('2000-1-1','2020-8-31',['China','USA'])
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cn=compare_economy(['China','USA'],'SMC to GDP','2000-1-1','2020-1-1')
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cn_usa=compare_economy(['China','USA'],'CNP GDP Per Capita','2010-1-1','2020-1-1')
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cn_usa=compare_economy(['China','USA'],'CNP GDP Per Capita','2010-1-1','2020-1-1' ,twinx=True)
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internal_growth_rate(cn_usa)
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cn_jp=compare_economy(['China','Japan'],'CNP GDP Per Capita','2010-1-1','2020-1-1',twinx=True)
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internal_growth_rate(cn_jp)
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cn_in=compare_economy(['China','India'],'CNP GDP Per Capita','2010-1-1','2020-1-1',twinx=True)
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internal_growth_rate(cn_in)
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cn=economy_trend('2010-1-1','2021-5-25','China','Constant CPI',power=4)
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cn_usa=compare_economy(['China','USA'],'Constant CPI','2010-1-1','2021-5-25')
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internal_growth_rate(cn_usa)
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cn_jp=compare_economy(['China','Japan'],'Constant CPI','2010-1-1','2021-5-25')
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internal_growth_rate(cn_jp)
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cn_ru=compare_economy(['China','Russia'],'Constant CPI','2010-1-1','2020-1-1')
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internal_growth_rate(cn_ru)
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cn_in=compare_economy(['China','India'],'Constant CPI','2010-1-1','2020-1-1')
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c_cn=economy_trend('2010-1-1','2020-1-1','China','Constant GDP',power=3)
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internal_growth_rate(c_cn)
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usa_cn=compare_economy(['USA','China'],'Constant GDP','2010-1-1','2020-1-1',twinx=True)
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internal_growth_rate(usa_cn)
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jp_cn=compare_economy(['Japan','China'],'Constant GDP','2010-1-1','2020-1-1',twinx=True)
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internal_growth_rate(jp_cn)
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in_cn=compare_economy(['India','China'],'Constant GDP','2010-1-1','2020-1-1',twinx=True)
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internal_growth_rate(in_cn)
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cn_gdp_c=economy_trend('2010-1-1','2020-1-1','China','Constant GDP')
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internal_growth_rate(cn_gdp_c)
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cn_gdp_cp=economy_trend('2010-1-1','2020-1-1','China','GDP')
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internal_growth_rate(cn_gdp_cp)
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cn_gdp_cnp=economy_trend('2010-1-1','2020-1-1','China','CNP GDP')
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internal_growth_rate(cn_gdp_cnp)
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cn=economy_trend('2010-1-1','2020-1-1','China','GDP',power=3)
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internal_growth_rate(cn)
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cn_cnp=compare_economy('China',['GDP','CNP GDP'],'2010-1-1','2020-1-1',twinx=True)
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internal_growth_rate(cn_cnp)
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cn_cpi=compare_economy('China',['GDP','Constant CPI'],'2010-1-1','2020-1-1',power=4,twinx=True)
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internal_growth_rate(cn_cpi)
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cn_c=economy_trend('2010-1-1','2020-1-1','China','Constant GDP',power=4)
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cn_usa=compare_economy(['China','USA'],'Constant CPI','2010-1-1','2020-1-1')
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cn=economy_trend('2010-1-1','2020-1-1','China','Constant CPI',power=4,zeroline=True)
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cn=economy_trend('2010-1-1','2020-1-1','China','MoM CPI',power=4,zeroline=True)
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cn_usa=compare_economy(['China','USA'],'Constant GDP','2010-1-1','2019-1-1',twinx=True)
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cn_usa=compare_economy(['China','USA'],'Constant GDP Per Capita','2010-1-1','2020-1-1')
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cn_jp=compare_economy(['China','Japan'],'Constant GDP Per Capita','2010-1-1','2020-1-1',twinx=True)
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cn_india=compare_economy(['China','India'],'Constant GDP Per Capita','2010-1-1','2020-1-1',twinx=True)
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internal_growth_rate(cn_india)
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cn_usa=compare_economy(['China','USA'],'Constant CPI','2010-1-1','2020-1-1')
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cn_jp=compare_economy(['China','Japan'],'Constant CPI','2010-1-1','2020-1-1')
|
238
|
-
internal_growth_rate(cn_jp)
|
239
|
-
|
240
|
-
cn_ru=compare_economy(['China','Russia'],'Constant CPI','2010-1-1','2020-1-1')
|
241
|
-
internal_growth_rate(cn_ru)
|
242
|
-
|
243
|
-
cn_in=compare_economy(['China','India'],'Constant CPI','2010-1-1','2020-1-1')
|
244
|
-
internal_growth_rate(cn_in)
|
245
|
-
|
246
|
-
cn=economy_trend('2010-1-1','2020-1-1','China','GDP',power=3)
|
247
|
-
internal_growth_rate(cn)
|
248
|
-
|
249
|
-
cn=compare_economy('China',['GDP','CNP GDP'],'2010-1-1','2020-1-1',twinx=True)
|
250
|
-
internal_growth_rate(cn)
|
251
|
-
|
252
|
-
cn=compare_economy('China',['GDP','Exchange Rate'],'2010-1-1','2020-8-31',twinx=True)
|
253
|
-
internal_growth_rate(cn)
|
254
|
-
|
255
|
-
|
256
|
-
cn=compare_economy(['China','USA'],'Immediate Rate','2000-1-1','2020-1-1')
|
257
|
-
cn_jp=compare_economy(['China','Japan'],'Immediate Rate','2000-1-1','2020-1-1')
|
258
|
-
cn_kr=compare_economy(['China','Korea'],'Immediate Rate','2000-1-1','2020-1-1')
|
259
|
-
cn_uk=compare_economy(['China','LIBOR'],'Immediate Rate','2000-1-1','2020-1-1')
|
260
|
-
|
261
|
-
cn=economy_trend('2000-1-1','2021-2-27','China','Exchange Rate')
|
262
|
-
euro=economy_trend('2000-1-1','2020-8-30','Euro','Exchange Rate',power=4)
|
263
|
-
|
264
|
-
|
265
|
-
|
266
|
-
cn1=compare_economy('China',['M0','M1'],'2000-1-1','2020-1-1')
|
267
|
-
internal_growth_rate(cn1)
|
268
|
-
df=economy_trend('2010-1-1','2020-1-1','China','M1',power=4)
|
269
|
-
|
270
|
-
cn=compare_economy('China',['M1','M2'],'2000-1-1','2020-1-1')
|
271
|
-
internal_growth_rate(cn)
|
272
|
-
|
273
|
-
cn=compare_economy('China',['M2','M3'],'2000-1-1','2020-1-1')
|
274
|
-
internal_growth_rate(cn)
|
275
|
-
|
276
|
-
cn=compare_economy('Japan',['M2','M3'],'2000-1-1','2018-1-1')
|
277
|
-
internal_growth_rate(cn)
|
278
|
-
|
279
|
-
cn_usa=compare_economy(['China','USA'],'M2','2000-1-1','2020-1-1',twinx=True)
|
280
|
-
internal_growth_rate(cn_usa)
|
281
|
-
|
282
|
-
cn_jp=compare_economy(['China','Japan'],'M2','2000-1-1','2020-1-1',twinx=True)
|
283
|
-
internal_growth_rate(cn_jp)
|
284
|
-
|
285
|
-
cn_kr=compare_economy(['China','Korea'],'M2','2000-1-1','2020-1-1',twinx=True)
|
286
|
-
internal_growth_rate(cn_kr)
|
287
|
-
|
288
|
-
|
289
|
-
cn=economy_trend('2000-1-1','2020-1-1','China','Discount Rate',power=0)
|
290
|
-
|
291
|
-
|
292
|
-
|
293
|
-
|
294
|
-
|
295
|
-
|
296
|
-
df=pmi_china('2020-1-1','2021-2-26')
|
297
|
-
|
298
|
-
df=pmi_china('2019-1-1','2021-2-26')
|
299
|
-
|
300
|
-
cn=economy_trend('2010-1-1','2020-1-1','China','MoM CPI',power=4,zeroline=True)
|
301
|
-
|
302
|
-
cn=economy_trend('2010-1-1','2020-1-1','China','Constant CPI',power=4)
|
303
|
-
cn=compare_economy(['China','USA'],'Constant CPI','2010-1-1','2020-1-1')
|
304
|
-
cn=compare_economy(['China','Japan'],'Constant CPI','2010-1-1','2020-1-1')
|
305
|
-
cn=compare_economy(['China','Russia'],'Constant CPI','2010-1-1','2020-1-1')
|
306
|
-
cn=compare_economy(['China','India'],'Constant CPI','2010-1-1','2020-1-1')
|
307
|
-
|
308
|
-
n=economy_trend('2010-1-1','2015-1-1','China','YoY PPI',power=4,zeroline=True)
|
309
|
-
n=economy_trend('2010-1-1','2015-1-1','China','Constant PPI',power=4,zeroline=True)
|
310
|
-
|
311
|
-
|
312
|
-
|
313
|
-
|
314
|
-
cn=economy_trend('2010-1-1','2020-1-1','China','GDP',power=3)
|
315
|
-
cn=compare_economy('China',['GDP','CNP GDP'],'2010-1-1','2020-1-1',twinx=True)
|
316
|
-
|
317
|
-
cn=compare_economy('China',['GDP','CPI'],'2010-1-1','2020-8-31',power=4,twinx=True)
|
318
|
-
|
319
|
-
cn=compare_economy('China',['GDP','Exchange Rate'],'2010-1-1','2020-8-31',twinx=True)
|
320
|
-
|
321
|
-
cn=economy_trend('2010-1-1','2020-1-1','China','Constant GDP',power=4)
|
322
|
-
|
323
|
-
cn=compare_economy(['China','USA'],'Constant GDP','2010-1-1','2020-1-1',twinx=True)
|
324
|
-
|
325
|
-
cn=compare_economy(['China','Japan'],'Constant GDP','2010-1-1','2020-1-1',twinx=True)
|
326
|
-
|
327
|
-
|
328
|
-
cn=compare_economy(['China','India'],'Constant GDP','2010-1-1','2020-1-1',twinx=True)
|
329
|
-
|
330
|
-
cn=compare_economy(['China','USA'],'Constant GDP Per Capita','2010-1-1','2020-1-1')
|
331
|
-
|
332
|
-
cn=compare_economy(['China','USA'],'Constant GDP Per Capita','2010-1-1','2020-1-1' ,twinx=True)
|
333
|
-
|
334
|
-
cn=compare_economy(['China','Japan'],'Constant GDP Per Capita','2010-1-1','2021-2-26',twinx=True)
|
335
|
-
cn=compare_economy(['China','Japan'],'Constant GDP Per Capita','2010-1-1','2021-2-26')
|
336
|
-
cn=economy_trend('2010-1-1','2020-1-1','China','Constant GDP Per Capita')
|
337
|
-
cn=economy_trend('2010-1-1','2020-1-1','Japan','Constant GDP Per Capita')
|
338
|
-
cn=economy_trend('2010-1-1','2020-1-1','USA','Constant GDP Per Capita')
|
339
|
-
|
340
|
-
cn=compare_economy(['China','India'],'Constant GDP Per Capita','2010-1-1','2020-1-1',twinx=True)
|
341
|
-
|
342
|
-
cn=compare_economy(['China','USA'],'GNP Ratio','1995-1-1','2010-1-1')
|
343
|
-
|
344
|
-
cn=compare_economy(['China','Japan'],'GNP Ratio','1995-1-1','2010-1-1')
|
345
|
-
|
346
|
-
cn=compare_economy(['USA','Japan'],'GNP Ratio','1995-1-1','2010-1-1')
|
347
|
-
cn2=compare_economy(['USA','Japan'],'GNP Ratio','1995-1-1','2010-12-31')
|
348
|
-
|
349
|
-
|
350
|
-
|
351
|
-
|
352
|
-
cn=compare_economy(['China','USA'],'GNP','1995-1-1','2020-1-1')
|
353
|
-
cn=compare_economy(['China','Japan'],'GNP','1995-1-1','2010-1-1')
|
354
|
-
cn=compare_economy(['USA','Japan'],'GNP','1995-1-1','2010-1-1')
|
355
|
-
|
356
|
-
|
357
|
-
df=pmi_china('2020-1-5','2020-10-1')
|
358
|
-
|
359
|
-
df=pmi_china('2019-1-5','2020-10-31')
|
360
|
-
|
siat/esg_test.py
DELETED
@@ -1,63 +0,0 @@
|
|
1
|
-
# -*- coding: utf-8 -*-
|
2
|
-
"""
|
3
|
-
Spyder Editor
|
4
|
-
|
5
|
-
This is a temporary script file.
|
6
|
-
"""
|
7
|
-
|
8
|
-
import os; os.chdir("S:/siat")
|
9
|
-
|
10
|
-
from siat.stock import *
|
11
|
-
info=get_stock_profile("0700.HK",info_type='risk_esg')
|
12
|
-
info=get_stock_profile("9988.HK",info_type='risk_esg')
|
13
|
-
info=get_stock_profile("9618.HK",info_type='risk_esg')
|
14
|
-
info=get_stock_profile("0992.HK",info_type='risk_esg')
|
15
|
-
info=get_stock_profile("1398.HK",info_type='risk_esg')
|
16
|
-
info=get_stock_profile("0939.HK",info_type='risk_esg')
|
17
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
18
|
-
info=get_stock_profile("1288.HK",info_type='risk_esg')
|
19
|
-
info=get_stock_profile("0857.HK",info_type='risk_esg')
|
20
|
-
info=get_stock_profile("0005.HK",info_type='risk_esg')
|
21
|
-
info=get_stock_profile("2888.HK",info_type='risk_esg')
|
22
|
-
info=get_stock_profile("8306.T",info_type='risk_esg')
|
23
|
-
info=get_stock_profile("8411.T",info_type='risk_esg')
|
24
|
-
info=get_stock_profile("7182.T",info_type='risk_esg')
|
25
|
-
info=get_stock_profile("UBSG.SW",info_type='risk_esg')
|
26
|
-
info=get_stock_profile("BAC",info_type='risk_esg')
|
27
|
-
info=get_stock_profile("TD",info_type='risk_esg')
|
28
|
-
info=get_stock_profile("GS",info_type='risk_esg')
|
29
|
-
info=get_stock_profile("MS",info_type='risk_esg')
|
30
|
-
info=get_stock_profile("USB",info_type='risk_esg')
|
31
|
-
info=get_stock_profile("PNC",info_type='risk_esg')
|
32
|
-
info=get_stock_profile("BK",info_type='risk_esg')
|
33
|
-
info=get_stock_profile("JPM",info_type='risk_esg')
|
34
|
-
|
35
|
-
info=get_stock_profile("SLB",info_type='risk_esg')
|
36
|
-
info=get_stock_profile("COP",info_type='risk_esg')
|
37
|
-
info=get_stock_profile("HAL",info_type='risk_esg')
|
38
|
-
info=get_stock_profile("OXY",info_type='risk_esg')
|
39
|
-
info=get_stock_profile("FCX",info_type='risk_esg')
|
40
|
-
info=get_stock_profile("5713.T",info_type='risk_esg')
|
41
|
-
info=get_stock_profile("1605.T",info_type='risk_esg')
|
42
|
-
info=get_stock_profile("5020.T",info_type='risk_esg')
|
43
|
-
info=get_stock_profile("2330.TW",info_type='risk_esg')
|
44
|
-
info=get_stock_profile("2317.TW",info_type='risk_esg')
|
45
|
-
info=get_stock_profile("2474.TW",info_type='risk_esg')
|
46
|
-
info=get_stock_profile("3008.TW",info_type='risk_esg')
|
47
|
-
info=get_stock_profile("2454.TW",info_type='risk_esg')
|
48
|
-
|
49
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
50
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
51
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
52
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
53
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
54
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
55
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
56
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
57
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
58
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
59
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
60
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
61
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
62
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
63
|
-
info=get_stock_profile("3988.HK",info_type='risk_esg')
|
siat/fama_french_test.py
DELETED
@@ -1,115 +0,0 @@
|
|
1
|
-
# -*- coding: utf-8 -*-
|
2
|
-
|
3
|
-
import os; os.chdir("S:/siat")
|
4
|
-
from siat import *
|
5
|
-
#==================================================================
|
6
|
-
ff3_betas=reg_ff3_betas("8146.HK",'2020-1-1','2021-10-30','China')
|
7
|
-
ff3_betas=reg_ff3_betas("08146.HK",'2020-1-1','2021-10-30','China')
|
8
|
-
ff3_betas=reg_ff3_betas("0886.HK",'2020-1-1','2021-10-30','China')
|
9
|
-
|
10
|
-
|
11
|
-
|
12
|
-
from siat.fama_french import *
|
13
|
-
#==================================================================
|
14
|
-
ff3=get_ff_factors('2016-1-1','2020-12-31','Europe','FF3','yearly')
|
15
|
-
mom=get_ff_factors('2016-1-1','2020-12-31','Europe','Mom','yearly')
|
16
|
-
|
17
|
-
get_ffc4_factors('2016-1-1','2020-1-1','Europe','yearly')
|
18
|
-
get_ffc4_factors('2016-1-1','2021-12-31','Europe','yearly')
|
19
|
-
|
20
|
-
get_ffc4_factors('2016-1-1','2021-12-31','Japan','yearly')
|
21
|
-
get_ffc4_factors('2016-1-1','2021-12-31','China','yearly')
|
22
|
-
get_ffc4_factors('2016-1-1','2021-12-31','Global','yearly')
|
23
|
-
get_ffc4_factors('2016-1-1','2021-12-31','Global_ex_US','yearly')
|
24
|
-
get_ffc4_factors('2016-1-1','2021-12-31','North_America','yearly')
|
25
|
-
#==================================================================
|
26
|
-
get_ffc4_factors('2021-9-25','2021-9-30','US','daily')
|
27
|
-
get_ffc4_factors('2021-4-1','2021-9-30','US','monthly')
|
28
|
-
get_ffc4_factors('2016-1-1','2021-12-31','US','yearly')
|
29
|
-
#==================================================================
|
30
|
-
get_ffc4_factors('2021-8-25','2021-8-31','Japan','daily')
|
31
|
-
ff3=get_ff_factors('2021-8-25','2021-8-31','Japan','FF3','daily')
|
32
|
-
Mom=get_ff_factors('2021-8-25','2021-8-31','Japan','Mom','daily')
|
33
|
-
|
34
|
-
get_ffc4_factors('2021-4-1','2021-9-30','Japan','monthly')
|
35
|
-
ff3=get_ff_factors('2021-4-1','2021-9-30','Japan','FF3','monthly')
|
36
|
-
ff3
|
37
|
-
Mom=get_ff_factors('2021-4-1','2021-9-30','Japan','Mom','monthly')
|
38
|
-
Mom
|
39
|
-
#==================================================================
|
40
|
-
get_ffc4_factors('2021-8-25','2021-8-31','Japan','daily')
|
41
|
-
get_ffc4_factors('2021-4-1','2021-9-30','Japan','monthly')
|
42
|
-
get_ffc4_factors('2016-1-1','2021-12-31','Japan','yearly')
|
43
|
-
#==================================================================
|
44
|
-
get_ffc4_factors('2021-8-25','2021-8-31','Europe','daily')
|
45
|
-
get_ffc4_factors('2021-4-1','2021-9-30','Europe','monthly')
|
46
|
-
get_ffc4_factors('2016-1-1','2021-12-31','Europe','yearly')
|
47
|
-
#==================================================================
|
48
|
-
get_ffc4_factors('2021-8-25','2021-8-31','China','daily')
|
49
|
-
get_ffc4_factors('2021-4-1','2021-9-30','China','monthly')
|
50
|
-
get_ffc4_factors('2016-1-1','2021-12-31','China','yearly')
|
51
|
-
#==================================================================
|
52
|
-
get_ffc4_factors('2018-8-25','2018-8-31','Global','daily')
|
53
|
-
get_ffc4_factors('2018-4-1','2018-9-30','Global','monthly')
|
54
|
-
get_ffc4_factors('2014-1-1','2021-12-31','Global','yearly')
|
55
|
-
#==================================================================
|
56
|
-
|
57
|
-
|
58
|
-
|
59
|
-
#==================================================================
|
60
|
-
ff3_betas=reg_ff3_betas('AAPL','2018-1-1','2019-4-30','US')
|
61
|
-
ff3_betas=reg_ff3_betas('BILI','2018-1-1','2019-4-30','US')
|
62
|
-
|
63
|
-
ff3_betas=reg_ff3_betas('BMW.DE','2018-1-1','2019-4-30','Europe')
|
64
|
-
ff3_betas=reg_ff3_betas('AEM','2018-3-1','2019-8-31','US')
|
65
|
-
|
66
|
-
reg_ffc4_betas('JD','2018-1-1','2019-4-30','US')
|
67
|
-
reg_ffc4_betas('BABA','2018-1-1','2019-4-30','US')
|
68
|
-
reg_ffc4_betas('MSFT','2018-1-1','2019-4-30','US')
|
69
|
-
reg_ffc4_betas('TAL','2018-1-1','2019-4-30','US')
|
70
|
-
|
71
|
-
get_ff5_factors('2019-5-20','2019-5-31','US','daily')
|
72
|
-
get_ff5_factors('2018-1-1','2019-4-30','US','monthly')
|
73
|
-
|
74
|
-
reg_ff5_betas('PTR','2018-1-1','2019-4-30','US')
|
75
|
-
reg_ff5_betas('QCOM','2018-1-1','2019-4-30','US')
|
76
|
-
|
77
|
-
|
78
|
-
try:
|
79
|
-
factor_df=ds[seq]
|
80
|
-
except:
|
81
|
-
extract_DESCR(ds)
|
82
|
-
|
83
|
-
|
84
|
-
def extract_DESCR(ds):
|
85
|
-
"""
|
86
|
-
归纳:从字典的DESCR中提取年度因子信息 ,用于seq缺失1但误放置在DESCR中的情形
|
87
|
-
"""
|
88
|
-
descr_str=factor_df=ds['DESCR']
|
89
|
-
wml_pos=descr_str.find("WML")
|
90
|
-
nn_pos=descr_str.find("\n\n ")
|
91
|
-
wml_post=descr_str[wml_pos+4:nn_pos]
|
92
|
-
wml_post1=wml_post.replace(' ,',',')
|
93
|
-
wml_post2=wml_post1.replace(' ,',',')
|
94
|
-
wml_post3=wml_post2+' '
|
95
|
-
|
96
|
-
#正则表达式提取配对
|
97
|
-
import re
|
98
|
-
wml_post_list=re.findall(r"(.+?),(.+?) ", wml_post3)
|
99
|
-
|
100
|
-
import pandas as pd
|
101
|
-
df = pd.DataFrame(columns=('Date', 'Mom'))
|
102
|
-
for i in wml_post_list:
|
103
|
-
#print(i[0],i[1])
|
104
|
-
s = pd.Series({'Date':i[0], 'Mom':float(i[1])})
|
105
|
-
# 这里 Series 必须是 dict-like 类型
|
106
|
-
df = df.append(s, ignore_index=True)
|
107
|
-
# 这里必须选择ignore_index=True 或者给 Series一个index值
|
108
|
-
df.set_index('Date',drop=True, inplace=True)
|
109
|
-
|
110
|
-
return df
|
111
|
-
|
112
|
-
|
113
|
-
|
114
|
-
|
115
|
-
|
@@ -1,31 +0,0 @@
|
|
1
|
-
# -*- coding: utf-8 -*-
|
2
|
-
"""
|
3
|
-
Created on Fri Sep 25 22:49:18 2020
|
4
|
-
|
5
|
-
@author: Peter
|
6
|
-
"""
|
7
|
-
|
8
|
-
import os; os.chdir("S:/siat")
|
9
|
-
from siat.financial_statements import *
|
10
|
-
|
11
|
-
|
12
|
-
bs=get_balance_sheet('0883.HK')
|
13
|
-
infot=info.T
|
14
|
-
|
15
|
-
info=get_balance_sheet('PDD')
|
16
|
-
infot=info.T
|
17
|
-
cr=compare_history(['BABA','PDD'],'Quick Ratio')
|
18
|
-
|
19
|
-
#==============================================================================
|
20
|
-
info=get_income_statements('MST')
|
21
|
-
info=get_income_statements('MDT')
|
22
|
-
|
23
|
-
info=get_cashflow_statements('MDT')
|
24
|
-
info=get_cashflow_statements('MST')
|
25
|
-
|
26
|
-
info=get_balance_sheet('MST')
|
27
|
-
info=get_balance_sheet('MDT')
|
28
|
-
info=get_balance_sheet('MSFT')
|
29
|
-
|
30
|
-
info=get_financial_statements('MDT')
|
31
|
-
info=get_financial_statements('MST')
|