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

siat/universal_test.py

@@ -1,100 +0,0 @@
-# -*- coding: utf-8 -*-
-
-"""
-本地测试的简单方法：
-1、卸载siat插件: pip uninstall siat
-2、import os; os.chdir("S:/siat")
-3、from siat import *
-"""
-
-import os; os.chdir("S:/siat")
-from siat import *
-#=====================================================================
-df=oef_trend_china('050111','2021-7-1','2021-8-31',trend_type='排名',twinx=True)
-
-
-
-#=====================================================================
-compare_stock("MSFT", ["Open", "Close"], "2020-3-16", "2020-3-31")
-prices = compare_stock(["DAI.DE","BMW.DE"], "Close", "2020-1-1", "2020-3-31")
-compare_stock("7203.T", ["High", "Low"], "2020-3-1", "2020-3-31")
-info=candlestick("00700.HK","2020-2-1","2020-3-31", mav=2, volume=True, style='blueskies')
-compare_stock("IBM", ["Annual Ret%", "Daily Ret%"], "2019-1-1", "2019-12-31")
-compare_stock(["JD", "AMZN"], "Exp Ret%", "2019-1-1", "2020-12-31")
-compare_security(["FRI","^RUT"],"Exp Ret%","2010-1-1","2020-6-30")
-
-compare_security(["GCZ25.CMX","GCZ24.CMX"],"Close","2020-1-1","2020-6-30")
-
-compare_security(['^HSI','000001.SS'],"Close","1991-1-1","2021-2-28", twinx=True)
-compare_security(['^TWII','000001.SS'],"Close","1997-1-1","2021-2-28", twinx=True)
-compare_security(['^KS11','000001.SS'],"Close","1997-1-1","2021-2-28", twinx=True)
-compare_security(['^BSESN','000001.SS'],"Close","1997-1-1","2021-2-28", twinx=True)
-compare_security(['^FTSE','000001.SS'],"Close","1991-1-1","2021-2-28", twinx=True)
-
-tickers=['AMZN','EBAY','SHOP','MELI','BABA','JD','VIPS','PDD']
-roa=compare_snapshot(tickers,'ROA')
-
-tat=compare_history(['AMZN','JD'],'Total Asset Turnover')
-
-tickers=['600519.SS','000858.SZ','600779.SS','000596.SZ','603589.SS']
-df=compare_dupont(tickers,fsdate='2020-12-31',scale1 = 10,scale2 = 10)
-
-Market={'Market':('US','^GSPC')}
-Stocks={'AAPL':.1,'MSFT':.13,'XOM':.09,'JNJ':.09,'JPM':.09,'AMZN':.15,'GE':.08,'FB':.13,'T':.14}
-portfolio=dict(Market,**Stocks)
-pf_info=portfolio_cumret(portfolio,'2019-12-31')
-
-beta=capm_beta('600000.SS','000001.SS','2011-1-1','2020-12-31')
-
-members=['IBM','AAPL','MSFT']
-shares=[1, 1, 3]
-yearlist=gen_yearlist('2010','2020')
-df=capm_beta_portfolio_yearly(members, shares,'^GSPC',yearlist)
-
-yearlist=gen_yearlist('2011','2020')
-betas_sw=get_beta_SW('4452.T','^N225', yearlist)
-
-yearlist=gen_yearlist('2011','2019')
-betas_sw= get_beta_SW('HMI.F','^FCHI', yearlist)
-betas_sw=get_beta_SW('DIO.F','^FCHI', yearlist)
-
-ff3_betas=reg_ff3_betas('BILI','2018-1-1','2019-4-30','US')
-
-ff3_betas=reg_ff3_betas('AEM','2018-3-1','2019-8-31','US')
-
-vix=security_price("^VIX", "2021-1-1", "2021-3-31",power=10)
-
-var,ratio=stock_VaR_normal_standard('BABA',1000,'2019-8-8',1,0.99)
-
-plot_rets_curve('01166.HK','2015-1-1','2015-3-31')
-
-var, ratio=stock_VaR_normal_standard('ZM',1000,'2020-5-1',1,0.99)
-
-var, r=stock_VaR_historical_grouping('00992.HK',1000,'2020-5-1',1,0.99, pastyears=3)
-
-var, ratio=get_VaR_allmodels('01810.HK',1000,'2020-7-20',5,0.99)
-
-pf_sohu={'Market':('US','^GSPC'),'SOHU':1.0}
-rs15=roll_spread_portfolio(pf_sohu,'2015-1-1','2015-12-31')
-
-portfolio={'Market':('US','^GSPC'),'DPW':0.4,'RIOT':0.3,'MARA':0.2,'NCTY':0.1}
-sr,rp=rar_ratio_portfolio(portfolio,'2018-1-1','2020-12-31',ratio_name='sortino')
-
-
-
-
-
-
-
-
-#=====================================================================
-#=====================================================================
-#=====================================================================
-#=====================================================================
-
-df_all=oef_rank_china(info_type='单位净值',fund_type='全部类型',rank=15)
-
-df_z=oef_rank_china(info_type='单位净值',fund_type='债券型')
-df_g=oef_rank_china('单位净值','股票型',rank=5)
-df_e=etf_rank_china(info_type='单位净值',fund_type='全部类型',rank=10)
-#=====================================================================

siat/valuation_market_china_test.py

@@ -1,36 +0,0 @@
-# -*- coding: utf-8 -*-
-
-
-import os;os.chdir("S:/siat")
-from siat import *
-
-if __name__ =="__main__":
-    start='2000-1-1'; end='2022-10-9'
-    measures=['pe','pb']; methods='lyr'; values='value'; statistics='median'
-    df1,df2=valuation_market_china(start,end,measures=['pe','pb'],methods='lyr',values='value',statistics='median')
-
-    df1,df2=valuation_market_china(start,end,measures=['pe','pb'],methods='lyr', \
-                                   values='value',statistics='median', \
-                                       loc1='upper left',loc2='upper right')
-
-
-    df1,df2=valuation_market_china(start,end,measures=['pe'],methods='lyr', \
-                                   values='value',statistics='median', \
-                                       loc1='upper left',loc2='upper right')
-
-
-    df1,df2=valuation_market_china(start,end,measures=['pe'],methods=['ttm','lyr'], \
-                                   values='value',statistics='median', \
-                                       loc1='upper left',loc2='upper right')
-
-    df1,df2=valuation_market_china(start,end,measures=['pe'],methods=['ttm'], \
-                                   values=['value','quantile'],statistics='median', \
-                                       loc1='upper left',loc2='upper right')
-
-
-    df1,df2=valuation_market_china(start,end,measures=['pe'],methods=['ttm'], \
-                                   values=['value'],statistics=['median','equal-weighted'], \
-                                       loc1='upper left',loc2='upper right')
-
-
-

siat-3.10.125.dist-info/RECORD

@@ -1,152 +0,0 @@
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