siat 3.10.125__py3-none-any.whl → 3.10.127__py3-none-any.whl

siat-3.10.127.dist-info/RECORD

@@ -0,0 +1,76 @@
+siat/__init__.py,sha256=Y21NfAoDxQ3srK1tK-j8EQHzovAA4V_0ntqH8Sa_1E0,2236
+siat/allin.py,sha256=--32Bt2Mfg7l38w7X9cLJCdWtYRB3tTtVHnS9WnqKDI,3035
+siat/assets_liquidity.py,sha256=OnE_DyTznIs_m76MtszIvPXFVIjvB4_X2D3Y2-hlVO8,33892
+siat/beta_adjustment.py,sha256=u_EZt3rEbvXDpqcJp_hUh9637P5vsrRHEfX6uG9Uin8,37292
+siat/beta_adjustment_china.py,sha256=z17bstK2WtlKKqUl6aCcP3Pv661PWgyWqAqGHGUH7Yk,20807
+siat/blockchain.py,sha256=awF3GDtlwaJhku0a2kLuXOS8d3IzkjR_RyzlZWvD3L4,6032
+siat/bond.py,sha256=tSUY9o31_Q8d7TVEsy4b6AeGr1tj9UGV6fl52LXy2hQ,112805
+siat/bond_base.py,sha256=ClHJ5dzjoO9knGhX65Sbyk0i0uKQpmdKGUblR-wrXTs,37681
+siat/bond_china.py,sha256=WzUhjYYk8tsr3BDWLQcpuj9DqNxTzBSIi_wuAOZ48kY,3082
+siat/bond_zh_sina.py,sha256=26BohGcS120utwqg9dJvdGm5OkuNpNu5bco80uOuQpU,4423
+siat/capm_beta.py,sha256=t8-xr90II0JzbjsTOZNpRze_mKTvBRXjwN2o0N0tgD8,30521
+siat/capm_beta2.py,sha256=4g8pOFCwFrEpLx2NJbhL2nl_nrWaOwgbPCHx1G6P_tI,35949
+siat/common.py,sha256=sml-hCMfC4mSkdpURrI5UbkUudvq2FpFlsilwTO3ojw,191049
+siat/compare_cross.py,sha256=3iP9TH2h3w27F2ARZc7FjKcErYCzWRc-TPiymOyoVtw,24171
+siat/copyrights.py,sha256=YMLjZb328YpFMR-s_GUu0HBgeGce3pV7DgRut8S3I7w,690
+siat/cryptocurrency.py,sha256=QSc4jK9VFlqBWVu-0th1BIMt8wC-5R5sWky3EaNupy0,27940
+siat/economy.py,sha256=4HxAb44uQKyrYAMcS9RoSVc3xiHn7GSeliQ6ICQKoOc,84197
+siat/economy2.py,sha256=SVy4PV7a0_4FI2FGNDEyvWxeFNUxci9AMxx8hKmucY8,84356
+siat/esg.py,sha256=GMhaonIKtvOK83rhpQUH5aJt2OL3HQBSVfD__Yw-0oo,19040
+siat/event_study.py,sha256=uQojKR5Mg3AC1PCSpx_CBHfUjJr0B4E-iCWxNF0Vif8,37178
+siat/exchange_bond_china.pickle,sha256=Bbbnbf_jr6D_JCZ5gFf4dqz4XJ5UYIrSB3oRzgGfPIk,92214
+siat/fama_french.py,sha256=L5_pI8FQa1ZNB15XyKK50Zb-ZWy0h0LSFQMAfCxDrvw,57863
+siat/fin_stmt2_yahoo.py,sha256=LGmspk0nKyz4X87MtcovZXUfMQkAvrWINuxR4HQ8PI8,41178
+siat/financial_base.py,sha256=A1rV7XQOVFpCXCV-T6Ge0QeF897hINiu0olN1XWeaFk,41287
+siat/financial_statements.py,sha256=c5IdzGbOv7wTsve6CFqd7Fo7QTamhl-9v6BPgfNknxA,23331
+siat/financials.py,sha256=VFdaA3ijDuToM_ASntmbGohFmSUORTe-51AlMFMhmwM,91747
+siat/financials2.py,sha256=xCxqubwCNdfS7WyIb5IXTFonMZfw8FM9F8TCIkAruhk,58795
+siat/financials_china.py,sha256=GbjxOHqfHqhXHu_SWSYczTSkoly1m--CzkcfPGzAP0s,192484
+siat/financials_china2.py,sha256=VvkzkjZeH84zwypR7ReldgJeZ7jnNw0qkzebvWMPm10,94956
+siat/fund.py,sha256=KS7NgzLLifwUJAQX4HpPi4CjLBamUcTpjsda4KSnfHE,24656
+siat/fund_china.pickle,sha256=x_nPPdwy7wzIhtZQOplgDyTSyyUdXy9lbNxWysq7N6k,2437771
+siat/fund_china.py,sha256=U7bN8mOJ_4RBkxRzrR26LSj4YJyMNpRjBtrZNUH8JI4,138286
+siat/future_china.py,sha256=LORFv7AaaQHq9QBk9ZSVVOjmxY_YWyPVRdpDxfCJvdo,17828
+siat/google_authenticator.py,sha256=ZUbZR8OW0IAKDbcYtlqGqIpZdERpFor9NccFELxg9yI,1637
+siat/grafix.py,sha256=HSCBSAvoYpP-WcuThvwiQ1--bba9_mtPu4y5X5WBk4A,145099
+siat/holding_risk.py,sha256=SCHVxRBEhseUrgMpsnvR9Pt6ns-V-voRl3hCuK1p5y4,31114
+siat/luchy_draw.py,sha256=8Ue-NKnvSVqINPY1eXat0NJat5MR-gex_K62aOYFdmA,20486
+siat/market_china.py,sha256=6UcOdLl842Mkwwg8wPW9rPyq6On0UJxpdAC431KkK10,51441
+siat/markowitz.py,sha256=PtQ_6rLyh5SEXyO7SCDyYChcgXl6ddcdgQ06HETjDVE,97990
+siat/markowitz2.py,sha256=wjmfvsFYXPz3nhnhDi7S9D_V6iCyXniquW2uvxgpe5c,125857
+siat/markowitz_simple.py,sha256=aJVvx669ngcCsqoQtA9kvFOQVjsuipYt2fyTc4yMItE,14286
+siat/ml_cases.py,sha256=FYDk0O7l9hhHlbrlOVGgbH-h2DA503lhKFi9XugH1f0,86874
+siat/ml_cases_example.py,sha256=xRGb3YTQEDTOnaWNzZN_myU5umQnA2RdMNiPrxTmn9c,1673
+siat/option_china.py,sha256=16I9_e7OG0ziHtBgwjp9ss2GEwPZGoCWYd_3KFJ9V5E,123631
+siat/option_pricing.py,sha256=gB5k-LQ3VOIdyllsW1xUtAT9Me2nTfl_kueysb1JmYE,74278
+siat/other_indexes.py,sha256=68MDpQOBuiCOC4w0HMqNDihudMOkK7qnvgLbtpeHyt0,14084
+siat/risk_adjusted_return.py,sha256=Q4ZRdTF57eNt4QCjeQ7uA8nG56Jls8f_QfJasZQEo0M,58748
+siat/risk_adjusted_return2.py,sha256=U1iKADTnWjywCkABPtr6tICYY8zmiLZyuENMLV0yMZk,87216
+siat/risk_evaluation.py,sha256=xfgLSKlIWYmRJrIL4kn2k2hp9fyOMAzYGIhi9ImvKOw,88917
+siat/risk_free_rate.py,sha256=IBuRqA2kppdZsW4D4fapW7vnM5HMEXOn95A5r9Pkwlo,12384
+siat/sector_china.py,sha256=uLsDXdRBDVfgG6tnXWnQOTyDmyZfglVO9DRUYU2e3pk,157914
+siat/security_price2.py,sha256=DDiZ2dlv_TYPLhA8-gGb9i9xrl88r4rgSMEcxqQ6aU0,28065
+siat/security_prices.py,sha256=GrgwJ4uksXQCTGJZAqI9iEP5MvaxeZyeYSpzC2QLUbM,122867
+siat/security_trend.py,sha256=o0vpWdrJkmODCP94X-Bvn-w7efHhj9HpUYBHtLl55D0,17240
+siat/security_trend2.py,sha256=HmUk1Va94qSbgo-WQw-n5DuwBVfO8yb1m9B-d9rEGd8,31762
+siat/stock.py,sha256=s7ny7He7vAIuF8xcWQKjc8VK_9_XuI9P4niobHX-5vw,161339
+siat/stock_advice_linear.py,sha256=-twT7IGP-NEplkL1WPSACcNJjggRB2j4mlAQCkzOAuo,31655
+siat/stock_base.py,sha256=uISvbRyOGy8p9QREA96CVydgflBkn5L3OXOGKl8oanc,1312
+siat/stock_china.py,sha256=vHIc2UuXIGRkRvyL4fjTaNAoyFaq022p9FxPah6dscI,96399
+siat/stock_info.pickle,sha256=XqcFwQrXoBXAzZnE6rnfpI7zETXZS2usqzsx2ff7MEg,1319005
+siat/stock_prices_kneighbors.py,sha256=WfZvo5EyeBsm-T37zDj7Sl9dPSRq5Bx4JxIJ9IUum6s,36738
+siat/stock_prices_linear.py,sha256=-OUKRr27L2aStQgJSlJOrJ4gay_G7P-m-7t7cU2Yoqk,13991
+siat/stock_profile.py,sha256=BuvdrQ3bqIAUCaM2GxPR6_rUhigQQa_YMeUov2zY6Y0,26084
+siat/stock_technical.py,sha256=1P4FkOTPknG2m18NTgwMxN-NgwIAdW3qR09VoFz00Hc,140928
+siat/stooq.py,sha256=TTLjAAp-TcoEezgCPu6eM_5naI4yCshp1S7V3pyc-og,2519
+siat/transaction.py,sha256=nZTYYkx1BVBLDovSlZCtcviRuFxrYe9YFXOMZgo6QXo,14563
+siat/translate.py,sha256=kQhCLVivJeKT05aHedYAZD-C0PKQ0Ux2Lwd0l9s94O4,263513
+siat/valuation.py,sha256=xGizcKJZ3ADLWWHm2TFQub18FxiDv2doQwBwbEqyqz0,51980
+siat/valuation_china.py,sha256=eSKIDckyjG8QkENlW_OKkqbQHno8pzDcomBO9iGNJVM,83079
+siat/var_model_validation.py,sha256=loqziBYO2p0xkeWm3Rb1rJsDhbcgAZ5aR9rBLRwLU5E,17624
+siat/yf_name.py,sha256=laNKMTZ9hdenGX3IZ7G0a2RLBKEWtUQJFY9CWuk_fp8,24058
+siat-3.10.127.dist-info/licenses/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
+siat-3.10.127.dist-info/METADATA,sha256=F8l2O5ngelIiliB9VxRi2Su-chEyQ2efvvSjDFJVQ64,8176
+siat-3.10.127.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+siat-3.10.127.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.10.127.dist-info/RECORD,,

{siat-3.10.125.dist-info → siat-3.10.127.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.43.0)
+Generator: setuptools (80.9.0)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

siat/__init__ -20240701.py

@@ -1,65 +0,0 @@
-# -*- coding: utf-8 -*-
-"""
-功能：一次性引入SIAT的所有模块
-作者：王德宏，北京外国语大学国际商学院
-版权：2021-2024(C) 仅限教学使用，商业使用需要授权
-联络：wdehong2000@163.com
-"""
-
-#==============================================================================
-#屏蔽所有警告性信息
-import warnings; warnings.filterwarnings('ignore')
-#==============================================================================
-from siat.allin import *
-#==============================================================================
-#同一命令行多个输出，主要用于Jupyter Notebook
-from IPython.core.interactiveshell import InteractiveShell
-InteractiveShell.ast_node_interactivity='all'
-#==============================================================================
-# 检查是否存在新版本
-try:
-    import pkg_resources
-    current_version=pkg_resources.get_distribution("siat").version
-    current_list=current_version.split('.')
-    print("Successfully imported siat version",current_version)
-
-    import luddite
-    latest_version=luddite.get_version_pypi("siat")
-    latest_list=latest_version.split('.')
-    
-    newest=True
-    for i in range(3):
-        #print(i)
-        if int(current_list[i]) < int(latest_list[i]):
-            newest=False
-    
-    """
-    if not newest:
-        print("The latest version of siat is",latest_version,'\n')
-        print("*** If you expect to upgrade siat in Anaconda Prompt, use the instruction below:")
-        print("    pip install siat --upgrade")
-        print("*** If you expect to upgrade in Jupyter, add a \'!\' right before the instruction above",'\n')
-        
-        print("*** If you encounter incompatible plug-in, try to uninstall siat first and reinstall it:")
-        print("    pip uninstall siat")
-        print("    pip install siat",'\n')
-        
-        print("*** If you have a slow internet connection, use an option trailing the instruction above:")
-        print("    -i https://mirrors.aliyun.com/pypi/simple/",'\n')
-    
-        print("If you have done any of the above, restart the Python (eg. restarting the kernel)")
-        print("Provided you still need additional help, please contact wdehong2000@163.com")
-    """
-    if not newest:
-        #print("The latest version of siat is",latest_version,'\n')
-        print("Now there is a newer version of siat",latest_version,'\n')
-        print("*** How to upgrade siat?")
-        print("Upgrade directly from official source? use command: upgrade_siat()")
-        print("Upgrade from Tsinghua? use command: upgrade_siat(alternative='tsinghua')")
-        print("Upgrade from Alibaba? use command: upgrade_siat(alternative='alibaba')")
-    
-except:
-    pass
-    
-
-#==============================================================================

siat/__init__.py.backup_20250214.py

@@ -1,73 +0,0 @@
-# -*- coding: utf-8 -*-
-"""
-功能：一次性引入SIAT的所有模块
-作者：王德宏，北京外国语大学国际商学院
-版权：2021-2024(C) 仅限教学使用，商业使用需要授权
-联络：wdehong2000@163.com
-"""
-
-#==============================================================================
-#屏蔽所有警告性信息
-import warnings; warnings.filterwarnings('ignore')
-#==============================================================================
-try:
-    from siat.allin import *
-    success=True
-except:
-    print("  #Warning: failed to enable siat!")
-    import sys; version=sys.version
-    version_list=version.split('|')
-    python_version=version_list[0].strip()
-    python_version_list=python_version.split('.')
-    python_version2="{0}.{1}".format(python_version_list[0],python_version_list[1])
-    
-    if python_version2 < '3.11':
-        print("  Solution: your Python version is {0}, suggest upgrade to {1} or above".format(python_version2,'3.11'))
-    elif python_version2 < '3.12':
-        print("  Solution: your Python version is {0}, suggest upgrade to {1} or above".format(python_version2,'3.12'))
-    else:
-        print("  Solution: your Python version is {}, suggest upgrade to the newest one".format(python_version2))
-    
-    success=False
-
-if success:
-    #==============================================================================
-    #同一命令行多个输出，主要用于Jupyter Notebook
-    from IPython.core.interactiveshell import InteractiveShell
-    InteractiveShell.ast_node_interactivity='all'
-    #==============================================================================
-    # 检查是否存在新版本
-    check_newer_version=False
-    
-    try:
-        import pkg_resources
-        current_version=pkg_resources.get_distribution("siat").version
-        current_list=current_version.split('.')
-        print("Successfully enabled siat version",current_version)
-    
-        if check_newer_version:
-            import luddite
-            latest_version=luddite.get_version_pypi("siat")
-            latest_list=latest_version.split('.')
-            
-            newest=True
-            for i in range(3):
-                #print(i)
-                if int(current_list[i]) < int(latest_list[i]):
-                    newest=False
-            
-            if not newest:
-                #print("The latest version of siat is",latest_version,'\n')
-                print("There is a newer version of siat",latest_version,'\n')
-                print("*** How to upgrade siat?")
-                print("Upgrade from official website? Command: upgrade_siat()")
-                print("Upgrade from Tsinghua? Command: upgrade_siat(alternative='tsinghua')")
-                print("Upgrade from Alibaba? Command: upgrade_siat(alternative='alibaba')")
-        
-    except:
-        print("  #Warning: plugin went unexpected with either {0} or {1}".format("pkg_resources","luddite"))
-        print("  Solution: please re-run. If problem remains, contact the author of siat for help")
-        #pass
-    
-
-#==============================================================================

siat/alpha_vantage_test.py

@@ -1,24 +0,0 @@
-# -*- coding: utf-8 -*-
-
-"""
-功能：测试新的插件，仅限测试使用
-作者：王德宏，北京外国语大学国际商学院
-版权：2022(C) 仅限教学使用，商业使用需要授权
-联络：wdehong2000@163.com
-"""
-
-# 绝对引用指定目录中的模块
-import sys
-sys.path.insert(0,r'S:\siat\siat')
-
-
-#========================================================================
-from alpha_vantage.timeseries import TimeSeries
-ts = TimeSeries(key='J4L80CM3ATCKNONG', output_format='pandas', indexing_type='date')
-data, meta_data = ts.get_daily('GOOGL', outputsize='full')
-data, meta_data = ts.get_daily('FCHI', outputsize='full')
-
-
-
-#========================================================================
-

siat/assets_liquidity_test.py

@@ -1,44 +0,0 @@
-# -*- coding: utf-8 -*-
-
-import os; os.chdir("S:\siat")
-from siat import *
-#==============================================================================
-hn_cn={'Market':('China','000001.SS'),'601633.SS':1,'600104.SS':1,'002594.SZ':1}
-rsp=roll_spread_portfolio(hn_cn,'2020-1-1','2021-11-30')
-hb_cn={'Market':('China','000001.SS'),'600135.SS':2,'600559.SS':3,'600340.SS':1}
-compare_liquidity_rolling(hn_cn,hb_cn,'2021-7-1','2021-11-30','roll_spread',30)
-
-#==============================================================================
-from siat.assets_liquidity import *
-
-portfolio={'Market':('China','000001.SS'),'600011.SS':1}
-start='2020-1-1'
-end='2020-6-30'
-liquidity_type='roll_spread'
-l=liquidity_rolling(portfolio,start,end,liquidity_type,30)
-
-ticker=['600011.SS']
-start='2020-1-1'
-end='2020-6-30'
-pak=get_prices_ak(ticker,start,end)
-
-pyf=get_price_yf(ticker,start,end)
-
-pyh=p=get_prices_yahoo(ticker,start,end)
-
-p=get_prices(ticker,start,end)
-
-tickerlist=['600011.SS']
-sharelist=[1]
-p1=get_price_portfolio(tickerlist,sharelist,start,end)
-
-
-if __name__=='__main__':
-    tickerlist=['INTC','MSFT']
-    sharelist=[0.6,0.4]
-    fromdate='2020-11-1'
-    todate='2021-1-31'
-
-p2=get_prices_portfolio(tickerlist,sharelist,fromdate,todate)
-
-

siat/barrons_scraping_test.py

@@ -1,276 +0,0 @@
-# -*- coding: utf-8 -*-
-
-"""Program to collect and present stock market data for Nasdaq, S&P 500, and Dow 30 indexes."""
-import os
-import sys
-import math
-import csv
-import time
-import bisect
-import urllib as urllib2
-import string
-import requests
-import random
-import bs4
-from bs4 import BeautifulSoup
-
-class Index:
-    def __init__(self, name, index_link):
-        self.name = name
-        self.index_link = index_link
-        self.index_dict = {}
-        self.stock_list = []
-        self.stock_data = []
-        self.out_file = '../docs/' + name.lower() + '-dividend-stocks-sorted.csv'
-
-    def create_dict(self):
-        if self.name == 'Nasdaq':
-            self.create_dict_from_csv()
-        elif self.name == 'S&P 500' or self.name == 'Dow 30':
-            self.create_dict_from_web()
-            
-def create_dict_from_csv(self):
-    with open(self.index_file) as csv_file:
-        read_csv = csv.reader(csv_file, delimiter=',')
-        for row in read_csv:
-            if row[1].find('iShares') == -1 and row[1].find('iPath') == -1:
-                self.index_dict[row[0]] = row[1]            
- 
-def create_dict_from_web(self):
-    # Create a new URL request
-    user_agent = 'Mozilla/5.0 (Windows NT 6.1; Win64; x64)'
-    headers = { 'User-Agent' : user_agent }
-    url = self.index_link
-    req = urllib2.Request(url, headers=headers)
-
-    # Catch potential URL error
-    try:
-        response = urllib2.urlopen(req)
-    except urllib2.URLError as e:
-        print(e.reason)
-
-    # Create BeautifulSoup object
-    self.soup = BeautifulSoup(response, 'html.parser')
-
-    #store the list of components in a dictionary by ticker symbol
-    if self.name == 'S&P 500':
-        for a in self.soup.findAll('table', {'class': 'wikitable sortable'}, limit=1):
-            for b in a.findAll('tr'):
-                count = 1
-                for c in b.findAll('td', limit=2):
-                    if count == 1:
-                        stock_symbol = c.text
-                        count += 1
-                    elif count == 2:
-                        company_name = c.text
-                        self.index_dict[stock_symbol] = company_name
-                        count = 1
-    elif self.name == 'Dow 30':
-        for a in self.soup.findAll('table', {'class': 'wikitable sortable'}):
-            for b in a.findAll('tr'):
-                count = 1
-                for c in b.findAll('td', limit=3):
-                    if count == 1:
-                        company_name = c.text
-                        count += 1
-                    elif count == 2:
-                        count += 1
-                    elif count == 3:
-                        stock_symbol = c.text
-                        self.index_dict[stock_symbol] = company_name
-                        count = 1            
- 
-class Stock:
-    def __init__(self, symbol, company):
-        self.symbol = symbol
-        self.company = company
-        self.data = []    
- 
-def add_stocks(self):
-    for key, value in self.index_dict.items():
-        new_stock = Stock(key, value)
-        new_stock.query_stock_symbol()
-        if new_stock.div_yield != None:
-            self.stock_list.append(new_stock)
-    #Sort the stock list by yield amount, in desecending order
-    self.stock_list.sort(key=lambda stock: stock.div_yield, reverse=True)    
- 
-def query_stock_symbol(self):
-    # Add wait times in between getting each stock's data to prevent overload
-    wait_time = round(max(5, 10 + random.gauss(0,3)), 2)
-    time.sleep(wait_time)
-
-    # Check for two different Barron's URLs
-    url = 'http://www.barrons.com/quote/stock/us/xnas/%s' % (self.symbol)
-    headers = {
-    "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36"
-    }    
-    page = requests.get(url,headers=headers)
-    if page.status_code == 404:
-        url = 'http://www.barrons.com/quote/stock/us/xnys/%s?mod=DNH_S' % (self.symbol)
-
-    # Create a new URL request
-    user_agent = 'Mozilla/5.0 (Windows NT 6.1; Win64; x64)'
-    headers = { 'User-Agent' : user_agent }
-    req = urllib2.Request(url, headers=headers)
-
-    # Catch potential URL error
-    try:
-        response = urllib2.urlopen(req)
-    except urllib2.URLError as e:
-        print(e.reason)
-
-    # Create BeautifulSoup object
-    self.soup = BeautifulSoup(response, 'html.parser')
-
-    # Find stock price
-    for a in self.soup.findAll('span', {'class':'market__price'}):
-        stock_price_str = a.text.replace(',', '')
-        if stock_price_str != 'N/A':
-            self.stock_price = float(stock_price_str)
-        else:
-            self.stock_price = None
-
-    # Append remaining data
-    for a in self.soup.findAll('div', {'class': 'nutrition'}):
-        for b in a.findAll('td'):
-            self.data.append(b.text)
-
-    # Extract remaining data
-    self.market_cap = None
-    for i in xrange(0, len(self.data)):
-        if self.data[i] == 'Market Value':
-            self.market_cap = self.data[i+1]
-        elif self.data[i] == 'Ytd net Change':
-            self.ytd_net_change_str = self.data[i+1].strip('%')
-            if self.ytd_net_change_str != 'N/A':
-                self.ytd_net_change = float(self.ytd_net_change_str)
-            else:
-                self.ytd_net_change = -1
-        elif self.data[i] == 'Div & Yield':
-            div_amount_str = self.data[i+1].split(' (')[0].strip(' ')
-            div_amount_str = div_amount_str.strip('$')
-            div_yield_str = self.data[i+1].split(' (')[1].strip(')')
-            div_yield_str = div_yield_str.strip('%')
-            if div_amount_str != 'N/A':
-                self.div_amount = float(div_amount_str)
-                self.div_yield = float(div_yield_str)
-            else:
-                self.div_amount = None
-                self.div_yield = None    
-
-    """
-    # Check for two different Barron's URLs
-    url = 'http://www.barrons.com/quote/stock/us/xnas/%s' % (self.symbol)
-    headers = {
-    "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36"
-    }    
-    page = requests.get(url,headers=headers)
-    if page.status_code == 404:
-        url = 'http://www.barrons.com/quote/stock/us/xnys/%s?mod=DNH_S' % (self.symbol)    
-    """
-    
-    # Find stock price
-    for a in self.soup.findAll('span', {'class':'market__price'}):
-        stock_price_str = a.text.replace(',', '')
-        if stock_price_str != 'N/A':
-            self.stock_price = float(stock_price_str)
-        else:
-            self.stock_price = None
-
-    # Append remaining data
-    for a in self.soup.findAll('div', {'class': 'nutrition'}):
-        for b in a.findAll('td'):
-            self.data.append(b.text)    
-    
-    # Extract remaining data
-    self.market_cap = None
-    for i in xrange(0, len(self.data)):
-        if self.data[i] == 'Market Value':
-            self.market_cap = self.data[i+1]
-        elif self.data[i] == 'Ytd net Change':
-            self.ytd_net_change_str = self.data[i+1].strip('%')
-            if self.ytd_net_change_str != 'N/A':
-                self.ytd_net_change = float(self.ytd_net_change_str)
-            else:
-                self.ytd_net_change = -1
-        elif self.data[i] == 'Div & Yield':
-            div_amount_str = self.data[i+1].split(' (')[0].strip(' ')
-            div_amount_str = div_amount_str.strip('$')
-            div_yield_str = self.data[i+1].split(' (')[1].strip(')')
-            div_yield_str = div_yield_str.strip('%')
-            if div_amount_str != 'N/A':
-                self.div_amount = float(div_amount_str)
-                self.div_yield = float(div_yield_str)
-            else:
-                self.div_amount = None
-                self.div_yield = None 
-    
-def add_stocks(self):
-    for key, value in self.index_dict.items():
-        new_stock = Stock(key, value)
-        new_stock.query_stock_symbol()
-        if new_stock.div_yield != None:
-            self.stock_list.append(new_stock)
-    #Sort the stock list by yield amount, in desecending order
-    self.stock_list.sort(key=lambda stock: stock.div_yield, reverse=True) 
-    
-def from_dict_to_csv(self):
-    self.add_stocks()
-    self.headings = ['Company','Symbol','Current Price','Market Cap','Dividend', 'Yield', '52-Week Return']
-    for i in xrange(0, len(self.stock_list)):
-        new_dict = {}
-        new_dict['Company'] = self.stock_list[i].company
-        new_dict['Symbol'] = self.stock_list[i].symbol
-        new_dict['Current Price'] = self.stock_list[i].stock_price
-        new_dict['Market Cap'] = self.stock_list[i].market_cap
-        new_dict['Dividend'] = self.stock_list[i].div_amount
-        if self.stock_list[i].div_yield != None:
-            new_dict['Yield'] = str(self.stock_list[i].div_yield) + '%'
-        else:
-            new_dict['Yield'] = 'N/A'
-        if self.stock_list[i].ytd_net_change != None:
-            new_dict['52-Week Return'] = str(self.stock_list[i].ytd_net_change) + '%'
-        else:
-            new_dict['52-Week Return'] = 'None'
-        self.stock_data.append(new_dict)
-
-    try:
-        with open(self.out_file, "wb") as csv_file:
-            writer = csv.DictWriter(csv_file, fieldnames=self.headings, dialect='excel', delimiter=',', quoting=csv.QUOTE_NONNUMERIC)
-            writer.writeheader()
-            for data in self.stock_data:
-                writer.writerow(data)
-
-    except IOError as (errno, strerror):
-        print "I/O error({0}): {1}".format(errno, strerror) 
-    
-def generate_dividend_stocks():
-    nasdaq_file = '../docs/dividend-stocks-nasdaq.csv'
-    nasdaq_index = Index('Nasdaq', nasdaq_file)
-    nasdaq_index.create_dict()
-    nasdaq_index.from_dict_to_csv()
-
-    sp_link = 'https://en.wikipedia.org/wiki/List_of_S%26P_500_companies'
-    sp_index = Index('S&P 500', sp_link)
-    sp_index.create_dict()
-    sp_index.from_dict_to_csv()
-
-    dow_link = 'https://en.wikipedia.org/wiki/Dow_Jones_Industrial_Average#Components'
-    dow_index = Index('Dow 30', dow_link)
-    dow_index.create_dict()
-    dow_index.from_dict_to_csv()
-
-    def main():
-        generate_dividend_stocks()
-
-    if __name__ == '__main__':
-        sys.exit(main()) 
-    
- 
-    
- 
-    
- 
-    
- 

siat/beta_adjustment_test.py

@@ -1,77 +0,0 @@
-# -*- coding: utf-8 -*-
-
-import os; os.chdir("S:/siat")
-from siat import *
-
-betas=get_beta_hamada_china('600606.SS','000001.SS','2014-1-1','2021-9-30')
-
-betas=get_beta_hamada_china('600606.SS','000001.SS','2018-1-1','2020-9-30')
-
-betas2=get_beta_hamada_china('600606.SS','000001.SS','2017-1-1','2020-9-30','annual')
-betas=get_beta_hamada_china('600606.SS','000001.SS','2017-1-1','2020-9-30')
-
-#===============================================================================
-prepare_hamada_patch_is('600519.SS')
-
-yearlist=gen_yearlist('2011','2020')
-betas=betas_dji=get_beta_ML('EDU','^DJI',yearlist)
-
-betas_dji=get_beta_ML('IDCBY','^DJI',yearlist)
-
-betas_sp500=get_beta_ML('IDCBY','^GSPC',yearlist)
-
-betas_sw=get_beta_SW('PG','^DJI', yearlist)
-
-betas_sw_4452t=get_beta_SW('4452.T','^N225', yearlist)
-
-yearlist=gen_yearlist('2011','2019')
-betas_sw_hmif=get_beta_SW('HMI.F','^FCHI',yearlist)
-betas_sw_diof=get_beta_SW('DIO.F','^FCHI', yearlist)
-
-r=prepare_capm('600340.SS','000001.SS','2011-1-1','2020-12-31')
-stock=get_price('600340.SS','2011-1-1','2020-12-31')
-stock=get_price_ak_cn('600340.SS','2011-1-1','2020-12-31')
-
-betas_dimson=get_beta_dimson('600376.SS','000001.SS', yearlist)
-betas_dimson=get_beta_dimson('600340.SS','000001.SS', yearlist)
-
-betas_hamada=get_beta_hamada2('600519.SS','000001.SS')
-
-betas_hamada=get_beta_hamada2('600606.SS','000001.SS')
-
-betas_hamada=get_beta_hamada2('GS','^GSPC')
-
-#==============================================================================
-stkcd='0700.HK'
-mktidx='^HSI'
-h=get_beta_hamada2(stkcd,mktidx)
-
-
-from siat.financial_statements import *
-fs_is=get_income_statements(stkcd).T
-fs_bs=get_balance_sheet(stkcd).T
-
-betas_hamada=get_beta_hamada_ts('600519.SS','000001.SS', yearlist)
-import tushare as ts
-
-pro=init_ts() 
-is0=pro.income(ts_code='600519.SH')
-
-token='49f134b05e668d288be43264639ac77821ab9938ff40d6013c0ed24f'
-pro=ts.pro_api(token)
-pro.income(ts_code='600519.sh')
-
-R=prepare_capm(stkcd,mktidx,start,end)
-
-
-betas1=get_beta_hamada2('0700.HK','^HSI')
-betas1=get_beta_hamada2('MSFT','^GSPC')
-
-betas1=get_beta_hamada2('BA','^GSPC')
-betas1=get_beta_hamada2('GS','^GSPC')
-betas1=get_beta_hamada2('AAPL','^GSPC')
-
-betas1=get_beta_hamada2('000002.SZ','000001.SS')
-betas1=get_beta_hamada2('600519.SS','000001.SS')
-betas1=get_beta_hamada2('600606.SS','000001.SS')
-#==============================================================================