siat 3.10.130__py3-none-any.whl → 3.10.132__py3-none-any.whl

build/lib/siat/option_china.py

@@ -0,0 +1,3069 @@
+# -*- coding: utf-8 -*-
+"""
+本模块功能：期权定价趋势分析，仅限于中国大陆的期权产品
+所属工具包：证券投资分析工具SIAT 
+SIAT：Security Investment Analysis Tool
+创建日期：2020年7月16日
+最新修订日期：2020年8月5日
+作者：王德宏 (WANG Dehong, Peter)
+作者单位：北京外国语大学国际商学院
+作者邮件：wdehong2000@163.com
+版权所有：王德宏
+用途限制：仅限研究与教学使用，不可商用！商用需要额外授权。
+特别声明：作者不对使用本工具进行证券投资导致的任何损益负责！
+"""
+#==============================================================================
+#关闭所有警告
+import warnings; warnings.filterwarnings('ignore')
+#==============================================================================
+
+from siat.common import *
+from siat.grafix import *
+from siat.security_prices import *
+from siat.option_pricing import *
+from siat.fama_french import *
+
+import pandas as pd
+#==============================================================================
+if __name__=='__main__':
+    symbol='黄金期权'
+
+def option_comm_dict_china(symbol="玉米期权"):
+    """
+    获取中国商品期权大类合约
+    显示symbol类期权的可用合约列表
+    """
+    import akshare as ak
+    import datetime
+    today = datetime.date.today()
+    
+    try:
+        #optiondict=ak.option_sina_commodity_dict(symbol=symbol)
+        optiondict=ak.option_commodity_contract_sina(symbol=symbol)
+        print("\n中国"+symbol+"的当前可用合约：")
+        #contractlist=optiondict[symbol]
+        contractlist=list(optiondict['合约'])
+        contractlist.sort(reverse=False)
+        #print(contractlist)
+        printlist(contractlist,numperline=8,beforehand=' '*4,separator=' ')
+        print('*** 注：合约代码后四位数字为合约到期日YYMM')
+        print('    每种合约还将分为看涨(C)/看跌(P)两个方向和不同的行权价')
+        print('    数据来源：新浪财经,',today)
+        return optiondict
+    except:
+        print("  #Error(option_com_china): failed to get dict info for",symbol)
+        print("  Solution: upgrade siat and akshare plug-in, then try again")
+        print("  If problem remains, report to the author via wechat or email.")
+        return None    
+
+if __name__=='__main__':
+    df=option_comm_dict_china(symbol='黄金期权')
+#==============================================================================
+if __name__=='__main__':
+    symbol='黄金期权'
+    contract='au2508'
+    printout=True
+    graph=True
+    
+    df=option_comm_china(symbol='黄金期权',contract='au2508')
+    
+def option_comm_china(symbol='',contract='', \
+                      twinx=True,
+                      loc1='upper left',loc2='upper right', \
+                          printout=True,graph=True):
+    """
+    获取中国商品期权大类
+    若symbol=''或错误且contract=''时显示中国商品期权大类
+    若symbol查到且contract=''或未查到时显示该类期权的合约列表
+    若symbol查到且contract查到时显示该类期权合约的价格与持仓量分析
+    """
+    import akshare as ak
+    import datetime
+    today = datetime.date.today()
+    
+    symbollist=['豆粕期权','玉米期权','铁矿石期权','棉花期权','白糖期权','PTA期权', \
+                '甲醇期权','橡胶期权','沪铜期权','黄金期权','菜籽粕期权', \
+                    '液化石油气期权','动力煤期权']
+    if not (symbol in symbollist):
+        print("\n中国商品期权的常见品种：")
+        #print(symbollist)
+        printlist(symbollist,numperline=6,beforehand=' '*4,separator=' ')
+        print('*** 数据来源：新浪财经,',today)
+        return symbollist
+    
+    #symbol=underlying+'期权'
+    if (symbol in symbollist) and (contract==''):
+        optiondict=option_comm_dict_china(symbol)
+        return optiondict
+        
+    try:
+        df2=ak.option_commodity_contract_table_sina(symbol=symbol,contract=contract)
+    except:
+        print("  #Error(option_com_china): contract",contract,'not found in',symbol)
+        optiondict=option_comm_dict_china(symbol)
+        return optiondict 
+    
+    #df2cols=['买量C','买价C','最新价C','卖价C','卖量C','持仓量C','涨跌C','行权价','看涨期权合约','买量P','买价P','最新价P','卖价P','卖量P','持仓量P','涨跌P','看跌期权合约']
+    df2cols=['看涨合约-买量','看涨合约-买价','看涨合约-最新价','看涨合约-卖价', \
+             '看涨合约-卖量','看涨合约-持仓量','看涨合约-涨跌','行权价', \
+             '看涨合约-看涨期权合约', \
+             '看跌合约-买量','看跌合约-买价','看跌合约-最新价','看跌合约-卖价', \
+             '看跌合约-卖量','看跌合约-持仓量','看跌合约-涨跌','看跌合约-看跌期权合约']
+    df2.columns=df2cols
+
+    df2['最新价C']=df2['看涨合约-最新价'].astype('float')
+    df2['持仓量C']=df2['看涨合约-持仓量'].astype('float')
+    df2['最新价P']=df2['看跌合约-最新价'].astype('float')
+    df2['持仓量P']=df2['看跌合约-持仓量'].astype('float')
+    df2['行权价']=df2['行权价'].astype('float')
+    
+    df2['看涨期权合约']=df2['看涨合约-看涨期权合约']   
+    df2['看跌期权合约']=df2['看跌合约-看跌期权合约']
+    
+    df2.set_index('行权价',inplace=True)
+    
+    if printout:
+        df2c=df2['看涨期权合约']
+        df2c.dropna(inplace=True)
+        df2clist=list(df2c)
+        print("  \n中国"+symbol+contract+"的看涨期权合约：")
+        printlist(df2clist,numperline=6,beforehand=' '*4,separator=' ')
+        df2p=df2['看跌期权合约']
+        df2p.dropna(inplace=True)
+        df2plist=list(df2p)
+        print("  \n中国"+symbol+contract+"的看跌期权合约：")  
+        printlist(df2plist,numperline=6,beforehand=' '*4,separator=' ')
+
+    if graph:
+        if not (twinx in ['UD','LR']):
+            footnote="行权价-->\n\n"+"数据来源：新浪财经，"+str(today)
+        else:
+            footnote="行权价-->\n"+"数据来源：新浪财经，"+str(today)
+    
+        print("\nRendering graphics btw contract and strike prices...")
+        titletxt="期权价格与行权价的关系："+symbol+contract
+        # maxticks为bool类型时表示横轴不能按照日期处理，否则会丢失数据成空图！！！
+        plot_line2(df2,"看涨期权",'最新价C','价格', \
+                   df2,"看跌期权",'最新价P','价格', \
+                   '价格',titletxt,footnote,power=0, \
+                   twinx=twinx, \
+                   loc1=loc1,loc2=loc2, \
+                       maxticks=False)
+    """
+    print("Rendering graphics for the relationships btw call price and open interest ...")
+    titletxt="当前期权价格与持仓量的关系："+symbol+contract+'的'+"看涨期权"
+    plot_line2(df2,"看涨期权",'最新价C','价格', \
+                 df2,"看涨期权",'持仓量C','持仓量', \
+                 '',titletxt,footnote,power=0,twinx=True)
+
+    print("Rendering graphics for the relationships btw put price and open interest ...")
+    titletxt="当前期权价格与持仓量的关系："+symbol+contract+'的'+"看跌期权"
+    plot_line2(df2,"看跌期权",'最新价P','价格', \
+                 df2,"看跌期权",'持仓量P','持仓量', \
+                 '',titletxt,footnote,power=0,twinx=True)
+
+    print("Rendering graphics for the relationships btw open interests ...")
+    titletxt="当前期权方向与持仓量的关系："+symbol+contract
+    plot_line2(df2,"看涨期权",'持仓量C','持仓量', \
+                 df2,"看跌期权",'持仓量P','持仓量', \
+                 '',titletxt,footnote,power=0,twinx=False)
+    """
+    return df2
+#==============================================================================
+
+
+def check_contract(contract):
+    """
+    功能：检查新浪期权数据中一项合约是否存在
+    """
+    # 太啰嗦了，暂时不做了
+    
+#==============================================================================
+if __name__=='__main__':
+    contract='au2212C324'
+    contract='pg2212C3850'
+    contract=['au2212C324','au2212P324']
+    contract=[]
+    power=0
+    twinx=False
+    start='2022-7-1'
+    end='2022-11-6'
+
+def option_comm_trend_china(contract,start='',end='',power=0, \
+                            twinx=False,loc1='best',loc2='best'):
+    """
+    绘制期权合约价格历史价格趋势图
+    若contract为一个合约，则绘制单折线图
+    若contract为多于一个合约，则绘制前两个合约的双单折线图
+    """
+    
+    contract1=contract2=''
+    if isinstance(contract,str):
+        contract1=contract
+        contract2=''
+    
+    if isinstance(contract,list):
+        if len(contract)==1:
+            contract1=contract
+            contract2=''    
+        elif len(contract)>=2:
+            contract1=contract[0]
+            contract2=contract[1]    
+            
+    if contract1=='':
+        print("  #Error(option_comm_trend_china): unknown option contract",contract)
+        return None
+
+    import pandas as pd
+    start1=end1=''
+    if not (start==''):
+        try:
+            start1=pd.to_datetime(start)
+        except:
+            print("  #Error(option_comm_trend_china): invalid date",start)
+    if not (end==''):
+        try:
+            end1=pd.to_datetime(end)
+        except:
+            print("  #Error(option_comm_trend_china): invalid date",end)
+    
+    import akshare as ak
+    import datetime
+    today = datetime.date.today()
+    footnote="数据来源：新浪财经，"+str(today)
+    
+    #绘制单折线
+    if contract2=='':
+        contract1,dict1=option_comm_contract_decode_china(contract1)
+        try:
+            #df3=ak.option_sina_commodity_hist(contract=contract1)
+            df3=ak.option_commodity_hist_sina(symbol=contract1)
+        except:
+            print("  #Error(option_comm_trend_china): data unavailable for",contract1)
+            print("  Possible reasons: no such contract or no tradings for the contract")
+            return None
+        
+        if len(df3)==0:
+            print("  #Warning(option_comm_trend_china): no record found for contract",contract1)
+            return None            
+        
+        df3['date2']=pd.to_datetime(df3['date'])
+        df3.set_index('date2',inplace=True)
+        df3['close']=df3['close'].astype('float')
+        
+        if not (start1==''):
+            df3=df3.drop(df3[df3.index < start1].index)
+        if not (end1==''):
+            df3=df3.drop(df3[df3.index > end1].index)        
+
+        print("  Rendering graphics for option contract price trend...")
+        titletxt="期权合约价格的运动趋势："+contract1
+        footnote=contract1+'：'+dict1['标的物']+dict1['期权方向']+'，'+dict1['到期日']+'到期'+'，行权价'+dict1['行权价']+'\n'+footnote
+        plot_line(df3,'close','收盘价','价格',titletxt,footnote,power=power)
+        return df3
+    
+    #绘制双折线
+    contract1ok=contract2ok=True
+    if not (contract2==''):
+        contract1,dict1=option_comm_contract_decode_china(contract1)
+        try:
+            df31=ak.option_commodity_hist_sina(symbol=contract1)   
+            df31['date2']=pd.to_datetime(df31['date'])
+            df31.set_index('date2',inplace=True)
+            df31['close']=df31['close'].astype('float')
+        except:
+            print("  #Error(option_comm_trend_china): data unavailable for",contract1)
+            print("  Possible reasons: no such contract or no tradings for the contract")
+            contract1ok=False
+        if contract1ok:
+            if not (start1==''):
+                df31=df31.drop(df31[df31.index < start1].index)
+            if not (end1==''):
+                df31=df31.drop(df31[df31.index > end1].index)            
+
+            if len(df31)==0:
+                #print("  #Warning(option_comm_trend_china): no record found for contract",contract1)
+                contract1ok=False
+        
+        contract2,dict2=option_comm_contract_decode_china(contract2)
+        try:
+            df32=ak.option_commodity_hist_sina(symbol=contract2) 
+            df32['date2']=pd.to_datetime(df32['date'])
+            df32.set_index('date2',inplace=True)
+            df32['close']=df32['close'].astype('float')
+        except:
+            print("  #Error(option_comm_trend_china): data unavailable for",contract2)
+            print("  Possible reasons: no such contract or no tradings for the contract")
+            contract2ok=False
+        if contract2ok:
+            if not (start1==''):
+                df32=df32.drop(df32[df32.index < start1].index)
+            if not (end1==''):
+                df32=df32.drop(df32[df32.index > end1].index)   
+
+            if len(df32)==0:
+                #print("  #Warning(option_comm_trend_china): no record found for contract",contract2)
+                contract2ok=False
+        
+        if contract1ok and contract2ok:
+            print("  Rendering graphics for comparing two option contract price trends...")
+            titletxt="期权价格的运动趋势对比："+contract1+'与'+contract2
+            footnote=contract2+'：'+dict2['标的物']+dict2['期权方向']+'，'+dict2['到期日']+'到期'+'，行权价'+dict2['行权价']+'\n'+footnote
+            footnote=contract1+'：'+dict1['标的物']+dict1['期权方向']+'，'+dict1['到期日']+'到期'+'，行权价'+dict1['行权价']+'\n'+footnote
+            
+            plot_line2(df31,contract1,'close','收盘价', \
+                   df32,contract2,'close','收盘价', \
+                       '价格',titletxt,footnote,twinx=twinx,loc1=loc1,loc2=loc2)
+            return df31,df32
+        elif contract1ok:
+            print("  Rendering graphics for option contract price trend...")
+            titletxt="期权合约价格的运动趋势："+contract1
+            footnote=contract1+'：'+dict1['标的物']+dict1['期权方向']+'，'+dict1['到期日']+'到期'+'，行权价'+dict1['行权价']+'\n'+footnote
+            
+            plot_line(df31,'close','收盘价','价格',titletxt,footnote,power=power,loc=loc1)
+            return df31            
+        elif contract2ok:
+            print("  Rendering graphics for option contract price trend...")
+            titletxt="期权合约价格的运动趋势："+contract2
+            footnote=contract2+'：'+dict2['标的物']+dict2['期权方向']+'，'+dict2['到期日']+'到期'+'，行权价'+dict2['行权价']+'\n'+footnote
+            
+            plot_line(df32,'close','收盘价','价格',titletxt,footnote,power=power,loc=loc1)
+            return df32  
+        else:
+            print("  #Warning(option_comm_trend_china): no record found for contracts",contract1,'and',contract2)
+            return None
+        
+#==============================================================================
+if __name__=='__main__':
+    contract='xu2112'
+    contract='au2112C328'
+    
+def option_comm_contract_decode_china(contract):
+    """
+    例：
+    contract='c2111'或'cf2111'
+    contract='c2111C235'或'cf2111P235'
+    """
+    
+    prelist=['m','c','i','cf','sr','ta','ma','ru','cu','au','rm','pg','zc']
+    ualist=['豆粕','玉米','铁矿石','棉花','白糖','PTA','甲醇','橡胶','沪铜','黄金','菜籽粕','液化石油气','动力煤']
+    
+    import string
+    ucletters=list(string.ascii_uppercase)    
+    lcletters=list(string.ascii_lowercase)
+    
+    pos=0
+    contract1=contract.lower()
+    for c in contract1:
+        if c in lcletters:
+            pos=pos+1
+        else:
+            break
+    prefix=contract1[:pos]
+    yymm=contract1[pos:pos+4]
+    maturity='20'+yymm[:2]+'-'+yymm[2:] #到期年月
+    
+    direction=''
+    strike=''
+    if len(contract1)>6:
+        direction=contract1[pos+4:pos+5]
+        direction=direction.upper()     #期权方向
+        contract2=contract1[:pos+4]+direction+contract1[pos+5:]
+        strike=contract1[pos+5:]        #行权价 
+
+        if direction=='C':
+            otype="看涨期权"
+        elif direction=='P':
+            otype="看跌期权"
+        else:
+            otype="未知"
+    else:
+        contract2=contract1
+    
+    try:
+        pos1=prelist.index(prefix)
+        ua=ualist[pos1]                 #期权标的物类别
+    except:
+        print("  #Error(option_comm_contract_decode_china): contract",contract,"not found")
+        return None,None
+    
+    contract_notes={}
+    contract_notes['合约']=contract2
+    contract_notes['标的物']=ua
+    contract_notes['到期日']=maturity
+    if not (direction==''):
+        contract_notes['期权方向']=otype
+    if not (strike==''):
+        contract_notes['行权价']=strike
+    
+    
+    return contract2,contract_notes
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+# 以上为商品期权，以下为金融期权
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+if __name__=='__main__':
+    detail=True
+    detail=False
+    
+# 定义中国当前金融期权的所有品种  
+option_fin_list_sse=["华夏上证50ETF期权", \
+                     "华夏科创50ETF期权", \
+                     "易方达科创50ETF期权", \
+                     "华泰柏瑞沪深300ETF期权", \
+                     "南方中证500ETF期权"]
+underlying_fin_list_sse=["510050.SS", \
+                         "588000.SS", \
+                         "588080.SS", \
+                         "510300.SS", \
+                         "510500.SS"]
+    
+option_fin_list_szse=["易方达深证100ETF期权", \
+                      "易方达创业板ETF期权", \
+                      "嘉实沪深300ETF期权", \
+                      "嘉实中证500ETF期权"]
+underlying_fin_list_szse=["159901.SZ", \
+                          "159915.SZ", \
+                          "159919.SZ", \
+                          "159922.SZ"]
+    
+option_fin_list_cffe=["上证50股指期权", \
+                      "沪深300股指期权", \
+                      "中证1000股指期权"]
+underlying_fin_list_cffe=["000016.SS", \
+                          "000300.SS", \
+                          "000852.SS"]
+
+option_fin_list=option_fin_list_sse + option_fin_list_szse + option_fin_list_cffe
+underlying_fin_list=underlying_fin_list_sse + underlying_fin_list_szse + underlying_fin_list_cffe
+
+"""
+option_fin_list=["华夏上证50ETF期权","华夏科创50ETF期权","易方达科创50ETF期权", \
+                 "华泰柏瑞沪深300ETF期权","南方中证500ETF期权", \
+                 "易方达深证100ETF期权","易方达创业板ETF期权","嘉实沪深300ETF期权", \
+                 "嘉实中证500ETF期权", \
+                 "上证50股指期权","沪深300股指期权","中证1000股指期权"]
+underlying_fin_list=["510050.SS","588000.SS","588080.SS", \
+                     "510300.SS","510500.SS",
+                     "159901.SZ","159915.SZ","159919.SZ", \
+                     "159922.SZ", \
+                     "000016.SS","000300.SS","000852.SS"] 
+"""
+if __name__=='__main__':
+    option="华夏上证50ETF期权"
+    option_fin_underlying(option)
+
+
+def option_fin_underlying(option):
+    """
+    功能：给定金融期权名称，返回标的物证券代码
+    """
+    import pandas as pd
+    df=pd.DataFrame()
+    df['option_name']=option_fin_list
+    df['underlying_code']=underlying_fin_list
+    
+    try:
+        underlying=df[df['option_name']==option]['underlying_code'].values[0]
+    except:
+        underlying=None
+
+    return underlying
+
+
+def option_fin_china(detail=False):
+    """
+    功能：描述当前中国市场中的金融期权，标注日期
+    """
+    
+    if detail:
+        heading="\n***"
+    else:
+        heading=' '
+    lead_blanks=' '*3
+    
+    print("\n===== 中国金融期权一览表 =====")
+    
+    #=====上交所
+    print("\n----- 上交所 -----")
+    #华夏上证50ETF期权
+    print(heading,"华夏上证50ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：上证50ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：华夏上证50ETF基金（510050.SS）")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-基金行权价")
+        print(lead_blanks,"上市日期：2015-2-9")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：上海证券交易所")
+    
+    #华夏科创50ETF期权
+    print(heading,"华夏科创50ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：科创50ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：华夏科创50ETF基金（588000.SS）")
+        print(lead_blanks,"上市日期：2023-6-5")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-基金行权价")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：上海证券交易所")  
+    
+    #易方达科创50ETF期权
+    print(heading,"易方达科创50ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：科创板50ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：易方达科创50ETF基金（588080.SS）")
+        print(lead_blanks,"上市日期：2023-6-5")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-基金行权价")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：上海证券交易所") 
+    
+    #华泰柏瑞沪深300ETF期权
+    print(heading,"华泰柏瑞沪深300ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：(上证)沪深300ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：华泰柏瑞沪深300ETF基金（510300.SS）")
+        print(lead_blanks,"上市日期：2019-12-23")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-基金行权价")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：上海证券交易所")   
+    
+    #南方中证500ETF期权
+    print(heading,"南方中证500ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：(上证)中证500ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：南方中证500ETF基金（510500.SS）")
+        print(lead_blanks,"上市日期：2022-9-19")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-基金行权价")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：上海证券交易所")  
+
+
+    #=====深交所
+    print("\n----- 深交所 -----")
+    #易方达深证100ETF期权
+    print(heading,"易方达深证100ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：深证100ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：易方达深证100ETF基金（159901.SZ）")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约编码：9000xxxx，后4位为合约序号")
+        print(lead_blanks,"合约简称：x购y月z，x沽y月z，x-标的名称，y-到期月，z-基金行权价")
+        print(lead_blanks,"上市日期：2022-12-12")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：深圳证券交易所")
+
+    #易方达创业板ETF期权
+    print(heading,"易方达创业板ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：创业板ETF")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：易方达创业板ETF基金（159915.SZ）")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约编码：9000xxxx，后4位为合约序号")
+        print(lead_blanks,"合约简称：x购y月z，x沽y月z，x-标的名称，y-到期月，z-基金行权价")
+        print(lead_blanks,"上市日期：2022-9-19")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：深圳证券交易所")
+    
+    #嘉实沪深300ETF期权
+    print(heading,"嘉实沪深300ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：(深证)沪深300ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：嘉实沪深300ETF基金（159919.SZ）")
+        print(lead_blanks,"上市日期：2019-12-23")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约编码：9000xxxx，后4位为合约序号")
+        print(lead_blanks,"合约简称：x购y月z，x沽y月z，x-标的名称，y-到期月，z-基金行权价")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：深圳证券交易所")
+
+
+    #嘉实中证500ETF期权
+    print(heading,"嘉实中证500ETF期权")
+    if detail:
+        print(lead_blanks,"俗称    ：(深证)中证500ETF期权")
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：嘉实中证500ETF基金（159922.SZ）")
+        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
+        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
+        print(lead_blanks,"合约编码：9000xxxx，后4位为合约序号")
+        print(lead_blanks,"合约简称：x购y月z，x沽y月z，x-标的名称，y-到期月，z-基金行权价")
+        print(lead_blanks,"上市日期：2022-9-19")
+        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
+        print(lead_blanks,"交易所  ：深圳证券交易所")
+
+    
+    #=====中金所
+    print("\n----- 中金所 -----")
+    #上证50股指期权
+    print(heading,"上证50股指期权")
+    if detail:
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：上证50指数（000016.SS）")
+        print(lead_blanks,"上市日期：2022-12-19")
+        print(lead_blanks,"合约乘数：现金交割，每点人民币100元")
+        print(lead_blanks,"交易代码：HO合约月份-C-行权股指点位，HO合约月份-P-行权股指点位")
+        print(lead_blanks,"到期月份：当月、下2个月、随后3个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第三个星期五（节假日顺延）")
+        print(lead_blanks,"交易所  ：中国金融期货交易所")          
+    
+    #沪深300股指期权
+    print(heading,"沪深300股指期权")
+    if detail:
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：沪深300指数（000300.SS，399300.SZ）")
+        print(lead_blanks,"上市日期：2019-12-23")
+        print(lead_blanks,"合约乘数：现金交割，每点人民币100元")
+        print(lead_blanks,"交易代码：IO合约月份-C-行权股指点位，IO合约月份-P-行权股指点位")
+        print(lead_blanks,"到期月份：当月、下2个月、随后3个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第三个星期五（节假日顺延）")
+        print(lead_blanks,"交易所  ：中国金融期货交易所") 
+    
+    #中证1000股指期权
+    print(heading,"中证1000股指期权")
+    if detail:
+        print(lead_blanks,"类别    ：欧式期权")
+        print(lead_blanks,"标的证券：中证1000指数（000852.SS）")
+        print(lead_blanks,"上市日期：2022-7-22")
+        print(lead_blanks,"合约乘数：现金交割，每点人民币100元")
+        print(lead_blanks,"交易代码：MO合约月份-C-行权股指点位，MO合约月份-P-行权股指点位")
+        print(lead_blanks,"到期月份：当月、下2个月、随后3个季月（季度末月）")
+        print(lead_blanks,"到期日期：到期月份的第三个星期五（节假日顺延）")
+        print(lead_blanks,"交易所  ：中国金融期货交易所")   
+        
+    import datetime as dt; today=str(dt.date.today())
+    if not detail: print('')
+    print(heading,"来源：上交所/深交所/中金所,",today)
+    return
+ 
+if __name__=='__main__':
+    option_fin_china()
+    option_fin_china(detail=True)
+#==============================================================================
+if __name__=='__main__':
+    date='2021-11-1'
+
+def get_yymm(date):
+    
+    import datetime as dt
+    d=dt.datetime.strptime(date, '%Y-%m-%d')
+    year=d.strftime('%Y')
+    month=d.strftime('%m')
+    yymm=str(year)[2:]+str(month)    
+    
+    return yymm
+
+if __name__=='__main__':
+    get_yymm('2020-03-25')    
+#==============================================================================
+
+if __name__=='__main__':
+    start='2021-11-1'
+    start=''
+    num=12
+
+def get_yymm_list(start='',num=12):
+    """
+    获取一个给定日期start及其后续的YYMM年月列表，共num个
+    """
+    
+    import datetime as dt
+    if start=='':
+        start=str(dt.date.today())
+    
+    start1=dt.datetime.strptime(start, '%Y-%m-%d')
+    date_list=[start1]
+    
+    from datetime import timedelta
+    for d in range(1,num+1):
+        date=start1+timedelta(days=d*30)
+        date_list=date_list+[date]
+    
+    yymm_list=[]
+    for d in date_list:
+        year=d.strftime('%Y')
+        month=d.strftime('%m')
+        yymm=str(year)[2:]+str(month)        
+        yymm_list=yymm_list+[yymm]
+    
+    return yymm_list
+
+if __name__=='__main__':
+    get_yymm_list()
+    get_yymm_list(num=13)
+    get_yymm_list('2021-1-11')
+    get_yymm_list('2021-1-11',num=13)
+    
+#==============================================================================
+
+if __name__=='__main__':
+    symbol="华夏上证50ETF期权"
+    symbol="华泰柏瑞沪深300ETF期权"
+    symbol="嘉实沪深300ETF期权"
+    symbol="沪深300股指期权"
+    num=9
+    
+def option_fin_month_china(symbol,num=12):
+    """
+    功能：遍历并显示一个金融期货品种的到期年月YYMM
+    未来到期日：当月，下月，下两个季月
+    """
+    
+    if not (symbol in option_fin_list):
+        print("  #Warning(option_fin_month_china): info not found / unaccessible for",symbol)
+        return None
+    
+    #当前年月开始的年月列表
+    import datetime as dt; todaydt=str(dt.date.today())
+    yymm_list=get_yymm_list(todaydt,num=num)
+    
+    import akshare as ak
+    end_month_list=[]
+            
+    #临时措施：深交所期权只能找到"嘉实沪深300ETF期权"，其他的找不到但实际存在
+    if symbol in option_fin_list_szse: symbol="嘉实沪深300ETF期权"
+
+    for yymm in yymm_list:
+        print('  ... Scanning option maturity',yymm,end=', ')
+        
+        try:
+            df = ak.option_finance_board(symbol=symbol,end_month=yymm)
+        except:
+            print("failed!")
+            #print("  #Warning(option_fin_month_china): something went wrong in akshare, try upgrade it")
+            continue
+        
+        if df is None: 
+            print("not found")
+            continue
+        if len(df)==0: 
+            print("not found")
+            continue
+        
+        print("seems found, checking",end=', ')
+        if symbol in option_fin_list_sse:
+            y2m2=df['合约交易代码'][:1].values[0][7:11]
+        
+        if symbol in option_fin_list_szse:
+            d1=df['期权行权日'][:1].values[0]
+            d2=d1.astype('str')
+            yy=d2[2:4]; mm=d2[5:7]; y2m2=yy+mm
+        
+        if symbol in option_fin_list_cffe:
+            y2m2=df['instrument'][:1].values[0][2:6]                
+        
+        if y2m2==yymm:
+            print("confirmed found")
+            end_month_list=end_month_list+[yymm]
+        else:
+            print("fake")
+    
+    print("\n=== 中国金融期权品种的到期日(年月) ===") 
+    print(symbol+':')       
+    print(end_month_list)
+
+    print("来源：上交所/深交所/中金所,",todaydt)
+    
+    return
+        
+
+if __name__=='__main__':
+    option_fin_month_china("华夏上证50ETF期权")
+    option_fin_month_china("嘉实沪深300ETF期权")
+    option_fin_month_china("华泰柏瑞沪深300ETF期权")
+    option_fin_month_china("沪深300股指期权")
+
+#==============================================================================
+if __name__=='__main__':
+    end_month='2112'
+    nth=4 #第四个
+    wd=3 #星期三
+
+def nth_weekday(end_month,nth,wd):
+    """
+    功能：给定年月end_month的第nth个星期wd，求日期
+    """
+    import calendar
+    import datetime
+    c = calendar.Calendar(firstweekday=calendar.SUNDAY)
+    
+    myear=int('20'+end_month[:2])
+    mmonth=int(end_month[2:])
+    monthcal = c.monthdatescalendar(myear,mmonth)
+    
+    mdatelist=[]
+    for mweek in monthcal:
+        #print(mweek)
+        for mday in mweek:
+            #print(mday)
+            if (mday.weekday()==(wd-1)) and (mday.month==mmonth):
+                mdatelist=mdatelist+[mday]
+    mdate=str(mdatelist[nth-1])
+    
+    return mdate
+
+if __name__=='__main__':
+    #求第四个星期三
+    nth_weekday('2111',4,3)
+    nth_weekday('2112',4,3)
+#==============================================================================
+if __name__=='__main__':
+    symbol="华夏上证50ETF期权"
+    symbol="华泰柏瑞沪深300ETF期权"
+    symbol="嘉实沪深300ETF期权"
+    symbol="沪深300股指期权"   
+    end_month='2312'
+    direction='call'
+    printout=True
+    
+    
+def option_fin_contracts(symbol,end_month,direction='call',printout=True):
+    """
+    功能：抓取指定金融期权品种和到期日年月的具体合约
+    """
+    
+    if not (symbol in option_fin_list):
+        print("  #Warning(option_fin_contracts): info not found for",symbol)
+        return None
+    
+    import akshare as ak
+    try:
+        df = ak.option_finance_board(symbol=symbol, end_month=end_month)
+    except:
+        print("  #Error(option_fin_contracts): info unaccessible for",symbol,'on maturity',end_month)
+        return None
+    if df is None:
+        print("  #Error(option_fin_contracts): none found for",symbol,'on maturity',end_month)
+        return None
+    
+    #检查期权方向
+    typelist=['CALL','PUT','BOTH']
+    utype=direction.upper()
+    if not (utype in typelist):
+        print("  #Warning(option_fin_contracts): unsupported option direction",direction)
+        print("  Supported option direction:",typelist)
+        return None
+    
+    import pandas as pd
+    contracts=pd.DataFrame()
+    #==================================================================
+    if symbol in option_fin_list_sse:
+        #期权方向标志
+        df['direction']=df['合约交易代码'].apply(lambda x:x[6:7])
+        if utype=='CALL':
+            df1=df[df['direction']=='C']
+        elif utype=='PUT':
+            df1=df[df['direction']=='P']
+        else:
+            df1=df
+        
+        #取交易日期
+        df1.set_index('日期',inplace=True)
+        df1['date']=df1.index[0][:8]
+        contracts['date']=pd.to_datetime(df1['date'])
+        
+        #去掉前后空格
+        df1['合约交易代码']=df1['合约交易代码'].apply(lambda x: x.strip())
+        contracts['contract']=df1['合约交易代码']
+        
+        contracts['name']=contracts['contract']
+        contracts['direction']=df1['direction']
+        #contracts['Close']=df1['前结价']
+        contracts['Strike']=df1['行权价']
+        
+        #到期日：到期月的第四个星期三
+        mdate=nth_weekday(end_month,4,3)
+        contracts['maturity']=mdate
+        
+        #标的物
+        pos=option_fin_list.index(symbol)
+        ua=underlying_fin_list[pos]
+        contracts['underlying']=ua
+        
+    #=================================================================
+    if symbol in option_fin_list_szse:
+        #期权方向标志
+        df['direction']=df['类型'].apply(lambda x:'C' if x in ["认购"] else 'P')
+        if utype=='CALL':
+            df1=df[df['direction']=='C']
+        elif utype=='PUT':
+            df1=df[df['direction']=='P']
+        else:
+            df1=df
+        
+        #去掉前后空格
+        df1['合约编码']=df1['合约编码'].apply(lambda x: str(x).strip())
+        contracts['contract']=df1['合约编码']
+        
+        contracts['name']=df1['合约简称']
+        contracts['direction']=df1['direction']
+        #????contracts['Close']=df1['前结价']
+        try:
+            contracts['Strike']=df1['行权价']
+        except:
+            contracts['Strike']=df1['行权价(元)']
+        
+        #行权日
+        contracts['maturity']=df1['期权行权日'].apply(lambda x: x.strftime('%Y-%m-%d'))
+        
+        #标的物
+        pos=option_fin_list.index(symbol)
+        ua=underlying_fin_list[pos]
+        contracts['underlying']=ua
+        
+        #取交易日期
+        import datetime as dt; today=str(dt.date.today())
+        contracts['date']=pd.to_datetime(today)
+        
+    #=================================================================
+    if symbol in option_fin_list_cffe:
+        """
+        字段解读：
+        instrument:合约编号
+        position:持仓量
+        volume:成交量
+        lastprice:最新价
+        updown:涨跌，涨跌=最新价-前结算价
+        bprice:买价
+        bamount:买量
+        sprice:卖价
+        samount:卖量
+        """
+        #期权方向标志
+        df['direction']=df['instrument'].apply(lambda x:x[7:8])
+        if utype=='CALL':
+            df1=df[df['direction']=='C']
+        elif utype=='PUT':
+            df1=df[df['direction']=='P']
+        else:
+            df1=df
+        
+        #去掉前后空格
+        df1['instrument']=df1['instrument'].apply(lambda x: x.strip())
+        contracts['contract']=df1['instrument']
+        
+        contracts['name']=df1['instrument']
+        contracts['direction']=df1['direction']
+        #????contracts['Close']=df1['前结价']
+        contracts['Strike']=df1['instrument'].apply(lambda x:x[9:13]).astype('int')
+        
+        #行权日:到期月份第三周的周三
+        mdate=nth_weekday(end_month,3,5)
+        #contracts['maturity']='20'+df1['instrument'].apply(lambda x:x[2:6])+'28'
+        contracts['maturity']=mdate
+        
+        #标的物
+        pos=option_fin_list.index(symbol)
+        ua=underlying_fin_list[pos]
+        contracts['underlying']=ua
+        
+        #取交易日期
+        import datetime as dt; today=str(dt.date.today())
+        contracts['date']=pd.to_datetime(today)
+        
+    contracts['Option']=symbol
+    contracts['end_month']=end_month
+    contracts.set_index('date',inplace=True)
+    contracts.sort_values(by=['Strike'],ascending=True,inplace=True)
+    
+    #打印
+    if printout:
+        print("\n========= 中国金融期权合约 =========\n")
+        print("期权品种：",symbol)
+        print("到期年月：",end_month)
+        print("合约方向：",utype)
+        
+        #改换中文字段栏
+        collist=['contract','direction','maturity','underlying','Strike']
+        collistcn=['期权合约','方向','到期日','标的证券','行权价']
+        printdf=contracts[collist].copy()
+        printdf.columns=collistcn
+        
+        printdf.reset_index(drop=True,inplace=True)
+        
+        #打印对齐
+        pd.set_option('display.unicode.ambiguous_as_wide', True)
+        pd.set_option('display.unicode.east_asian_width', True)
+        pd.set_option('display.width', 180) # 设置打印宽度(**重要**)
+        
+        #print(printdf.to_string(index=False))        
+        
+        import datetime as dt; todaydt=str(dt.date.today())
+        #print("\n来源：新浪/上交所/深交所/中金所,",today)
+        footnote="数据来源：新浪/上交所/深交所/中金所, "+str(todaydt)
+        df_display_CSS(printdf,titletxt='',footnote=footnote,facecolor='papayawhip', \
+                           first_col_align='center',second_col_align='center', \
+                           last_col_align='center',other_col_align='center')
+        
+
+    return contracts    
+        
+if __name__=='__main__': 
+    symbol="华夏上证50ETF期权"
+    symbol="华泰柏瑞沪深300ETF期权"
+    symbol="嘉实沪深300ETF期权"
+    symbol="沪深300股指期权"   
+    end_month='2112'
+    direction='call'       
+    df=option_fin_contracts(symbol,end_month,direction='call')        
+
+#==============================================================================
+if __name__=='__main__':
+    symbol="华夏上证50ETF期权"
+    symbol="华泰柏瑞沪深300ETF期权"
+    symbol="嘉实沪深300ETF期权"
+    symbol="沪深300股指期权"   
+    
+    contract='510050C2206M02900'
+    contract='90000871'
+    end_month='2206'
+    direction='call'
+    
+    symbol="中证1000股指期权"
+    end_month='2312'
+    contract='MO2312-P-5800'
+    direction='put'
+    
+def option_fin_contract_parms(symbol,end_month,contract,direction='call'):
+    """
+    功能：抓取期权合约的到期日、行权价和标的证券
+    """
+    
+    df=option_fin_contracts(symbol=symbol,end_month=end_month, \
+            direction=direction,printout=False)
+    
+    df1=df[df['contract']==contract]
+    if len(df1)==0:
+        print("  #Warning(option_fin_contract_parms): contract not found for",contract)
+        return None,None,None
+
+    underlying=df1['underlying'].values[0]
+    maturity=df1['maturity'].values[0]
+    strike=float(df1['Strike'].values[0])
+    
+    return underlying,maturity,strike
+
+if __name__=='__main__':
+    option_fin_contract_parms("华夏上证50ETF期权",'2206','510050C2206M02900',direction='call')
+#=============================================================================
+if __name__=='__main__': 
+    underlying='510050.SS'
+    date='2021-11-19'
+    days=30
+    
+    underlying='000852.SS'
+    date='2023-12-1'
+    days=183
+    
+
+def underlying_sigma(underlying,date,days=30):
+    """
+    功能：计算标的物价格的年化标准差
+    underlying：标的证券代码
+    date：当前日期
+    days：历史期间长度，日历日天数，默认30个日历日
+    """
+    
+    #年度交易日天数
+    annual_trading_days=252
+    
+    #计算历史样本的开始日期
+    import pandas as pd
+    try:
+        end=pd.to_datetime(date)
+    except:
+        print("  #Error(annualized_sigma): invalid date",date)
+        return None,None
+    
+    from datetime import timedelta
+    start=end-timedelta(days=days+1)
+    start1=start.strftime('%Y-%m-%d')
+    
+    #抓取标的物的历史价格样本
+    """
+    try:
+        df=get_prices(underlying,start1,date)
+    except:
+        print("  #Error(annualized_sigma): failed to retrieve info for",underlying)
+        return None,None   
+    """
+    df=get_prices(underlying,start1,date)
+    #标的物当前价格
+    s0=df[-1:]['Close'].values[0]
+
+    """
+    #采用算数收益率
+    df['ret']=df['Close'].pct_change()
+    """
+    
+    #采用对数收益率
+    df['Close_lag']=df['Close'].shift(1)
+    df['Close_lag'].dropna(inplace=True)
+    import numpy as np
+    df['ret']=np.log(df['Close']/df['Close_lag'])
+    sigma=df['ret'].std()
+    annualized_sigma=sigma*np.sqrt(annual_trading_days)
+    
+    return annualized_sigma,s0,df
+
+if __name__=='__main__': 
+    sigma1,_,_=underlying_sigma('510050.SS','2021-11-19',days=365)
+    sigma2,_,_=underlying_sigma('510050.SS','2021-11-19',days=183)
+    sigma3,_,_=underlying_sigma('510050.SS','2021-11-19',days=92)  
+    sigma4,_,_=underlying_sigma('510050.SS','2021-11-19',days=60)
+    sigma5,_,_=underlying_sigma('510050.SS','2021-11-19',days=30)
+    print(sigma1,sigma2,sigma3,sigma4,sigma5)
+
+#=============================================================================
+
+#=============================================================================
+if __name__=='__main__': 
+    start='2021-1-1'
+    end='2021-10-12'
+
+def calc_days(start,end):
+    """
+    计算两个日期之间的年数
+    """
+    
+    #检查日期期间的有效性
+    valid,start1,end1=check_period(start,end)
+    if not valid:
+        print("  #Error(calc_days): date period invalid")
+        return None
+    
+    diff=end1-start1
+    #日历天数
+    diff2=diff.days
+    diff_in_years=diff2/365
+
+    return diff2,round(diff_in_years,5)    
+
+if __name__=='__main__': 
+    days,_=calc_days('2020-10-31','2021-10-12')
+
+
+#=============================================================================
+if __name__=='__main__': 
+    option="华泰柏瑞沪深300ETF期权"
+    end_month='2512'
+    contract='510300C2512M04000'
+    direction='call'
+    
+    today='2025-6-18'
+    sample_days=183
+    
+    rate_type='treasury'
+    rate_period='1Y'
+    daysahead=183
+
+def option_fin_pricing_china(option,end_month,contract,today,direction='call', \
+                             sample_days=183, \
+                             rate_type='treasury',rate_period='1Y',RF=0, \
+                                 printout=True):
+    """
+    功能：将中国金融期权定价的过程整合在一起，提供默认选项，改善小白的使用体验
+    参数：
+    option：金融期权品种
+    end_month：期权到期YYMM
+    contract：期权合约编号
+    today：计算日，可选任意日期，最新日期建议选上一个交易日，便于获取数据
+    direction：期权方向，默认认购/看涨'call'
+    sample_days：计算(标的物)历史波动率的取样日历天数，默认183
+    rate_type：获取无风险利率的方式，默认自动获取'treasury'，也可直接指定数值'value'
+    RF：当rate_type为'value'时，直接给出无风险利率的数值
+    
+    注：波动率使用历史波动率
+    """
+    
+    #第1步：查找计算金融期权预期价格所需要的参数
+    ua,maturity,x=option_fin_contract_parms(option,end_month,contract,direction)
+    if ua is None:
+        print("  #Error(option_fin_pricing_china): info not found")
+        print("  Possible reasons: one or some of the following")
+        print("    Option not found for",option)
+        print("    Maturity year-month not found for",end_month)
+        print("    Contract not found for",contract,'as',direction.lower())
+        print("    Contract not found in the above option + maturity")
+        return None
+
+    #第2步：计算标的证券价格收益率的历史波动率：
+    sigma,s0,_=underlying_sigma(ua,today,days=sample_days)
+    
+    #第3步：查找年化无风险利率
+    rate_type=rate_type.upper()
+    if rate_type=='SHIBOR':
+        rf=shibor_rate(today,rate_period) 
+    elif rate_type=='TREASURY':
+        rf=treasury_yield_china(today,rate_period)
+    elif rate_type=='VALUE':
+        rf=RF
+    else:
+        print("  #Error(option_fin_pricing_china): invalid rate type",rate_type.lower())
+        return None
+        
+    #第4步：计算当前日期距离合约到期日的天数
+    days,_=calc_days(today,maturity)
+    #print("days is",days)
+    
+    #第5步：计算期权合约的预期价格
+    #中国目前金融期权均为无红利的欧式期权，可以直接采用Black-Scholes期权定价模型
+    expected_price=bs_pricing(s0,x,days,rf,sigma,direction,printout=False)  
+    
+    if printout:
+        print("\n============ 中国金融期权定价 ============\n")
+        
+        print("*** 合约信息：")
+        print("    合约代码:",contract)
+        print("    期权品种:",option)
+        print("    标的证券:",ua)
+        print("    行权价格:",x)
+        print("    到期年月:",end_month)
+        print("    期权方向:",direction)
+        
+        print("*** 合约现状：")
+        print("    定价日期:",today,'\b，标的市价:',s0)
+        print("    距离到期:",days,'\b天')
+        print("    历史波动率期间:",sample_days,'\b天')
+        print("    历史波动率数值:",round(sigma,5))
+        
+        print("    无风险利率种类:",rate_type.lower(),'\b,',rate_period)
+        print("    年化无风险利率:",round(rf*100,4),'\b%')
+        
+        print("*** 定价结果：")
+        print("    定价模型: Black-Scholes")        
+        print("    理论价格:",round(expected_price,5))
+        
+        print("\n注：历史/隐含波动率的差异是定价误差的主要原因")
+        
+        import datetime; pgm_date = datetime.date.today()         
+        print("数据来源: 新浪/沪深所/中金所,",pgm_date)        
+        
+    return expected_price  
+        
+if __name__=='__main__': 
+    option="华泰柏瑞沪深300ETF期权"
+    end_month='2206'
+    #看涨合约
+    option_fin_contracts(option,end_month,direction='call') 
+    contract='510300C2206M04500'
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='call', \
+                             sample_days=90,rate_type='shibor',rate_period='1Y')
+    #理论价格：0.5748，实际收盘价：0.5584
+    #查看实际价格网址：https://stock.finance.sina.com.cn/option/quotes.html
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='call', \
+                             sample_days=90,rate_type='shibor',rate_period='1Y') 
+    #理论价格：0.5631，实际收盘价：0.5584
+    
+    #看跌合约   
+    option_fin_contracts(option,end_month,direction='put') 
+    contract='510300P2206M04500'
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='put', \
+                             sample_days=365,rate_type='shibor',rate_period='1Y')
+    #理论价格：0.083，实际收盘价：0.0893  
+    #查看实际价格网址：http://quote.eastmoney.com/center/gridlist.html#options_sahs300etf_rengu
+
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='put', \
+                             sample_days=365,rate_type='shibor',rate_period='1Y')
+    #理论价格：0.086，实际收盘价：0.0893          
+    #=============================
+    
+    option="华夏上证50ETF期权"
+    end_month='2206'
+    #看涨合约
+    option_fin_contracts(option,end_month,direction='call') 
+    contract='510050C2206M02900'
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='call', \
+                             sample_days=90,rate_type='shibor',rate_period='1Y')
+    #理论价格：0.4264，实际收盘价：0.4411
+    #查看网址：http://quote.eastmoney.com/center/gridlist.html#options_sz50etf_txbj
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='call', \
+                             sample_days=90,rate_type='shibor',rate_period='1Y') 
+    #理论价格：0.4191，实际收盘价：0.4411
+    
+    #看跌合约   
+    option_fin_contracts(option,end_month,direction='put')
+    contract='510050P2206M02900'
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='put', \
+                             sample_days=365,rate_type='shibor',rate_period='1Y')
+    #理论价格：0.0505，实际收盘价：0.0441    
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='put', \
+                             sample_days=365,rate_type='shibor',rate_period='1Y')
+    #理论价格：0.0524，实际收盘价：0.0441          
+    #=============================
+
+    option="嘉实沪深300ETF期权"
+    end_month='2206'
+    option_fin_contracts(option,end_month,direction='call')    
+    #看涨合约
+    contract='90000905'   
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='call', \
+                             sample_days=90,rate_type='shibor',rate_period='1Y')
+    #理论价格：0.5878，实际收盘价：0.57
+    #查看网站：http://quote.eastmoney.com/center/gridlist.html#options_szetf_all
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='call', \
+                             sample_days=90,rate_type='shibor',rate_period='1Y')        
+    #理论价格：0.5766，实际收盘价：0.57
+    
+    #看跌合约
+    option_fin_contracts(option,end_month,direction='put')
+    contract='90000906'   
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='put', \
+                             sample_days=365,rate_type='shibor',rate_period='1Y')
+    #理论价格：0.0692，实际收盘价：0.0848
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='put', \
+                             sample_days=365,rate_type='shibor',rate_period='1Y')        
+    #理论价格：0.072，实际收盘价：0.0848
+    #=============================
+
+    option="沪深300股指期权"
+    end_month='2206'
+    option_fin_contracts(option,end_month,direction='call')    
+    #看涨合约
+    contract='IO2206-C-4200'   
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='call', \
+                             sample_days=90,rate_type='shibor',rate_period='1Y')
+    #理论价格：770.9，实际收盘价：700.6
+    #查看网站：http://quote.eastmoney.com/center/gridlist.html#options_cffex_all
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='call', \
+                             sample_days=90,rate_type='shibor',rate_period='1Y')        
+    #理论价格：759，实际收盘价：700.6
+    
+    #看跌合约
+    option_fin_contracts(option,end_month,direction='put')
+    contract='IO2206-P-4200'   
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='put', \
+                             sample_days=365,rate_type='shibor',rate_period='1Y')
+    #理论价格：40.7，实际收盘价：49.2
+    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
+                             direction='put', \
+                             sample_days=365,rate_type='shibor',rate_period='1Y')        
+    #理论价格：42.6，实际收盘价：49.2
+    
+#=============================================================================
+def option_fin_pricing_china2(option,end_month,contract,today,direction='call', \
+                             rate_type='shibor',printout=True):
+    """
+    功能：将中国金融期权定价的过程整合在一起，提供默认选项，改善小白的使用体验
+    注1：波动率使用历史波动率
+    注2：sample_days使用与距离到期日相同天数，rate_period使用与距离到期日近似的期间
+    
+    特别注意：因难以确定上述关系，本函数不建议使用，可能导致误差过大！！！
+    """
+    
+    #第1步：查找计算金融期权预期价格所需要的参数
+    ua,maturity,x=option_fin_contract_parms(option,end_month,contract,direction)
+    if ua is None:
+        print("  #Error(option_fin_pricing_china): info not found")
+        print("  Possible reasons: one or some of the following")
+        print("    Option not found for",option)
+        print("    Maturity year-month not found for",end_month)
+        print("    Contract not found for",contract,'as',direction.lower())
+        print("    Contract not found in the above option + maturity")
+        return None
+        
+    #第2步：计算当前日期距离合约到期日的天数
+    days,_=calc_days(today,maturity)
+    #print("days is",days)
+
+    #第3步：计算标的证券价格收益率的历史波动率：
+    sigma,s0,_=underlying_sigma(ua,today,days=days)
+    
+    #第3步：查找年化无风险利率
+    
+    rate_type=rate_type.upper()
+    if rate_type=='SHIBOR':
+        if days == 1:
+            rate_period='ON'
+        elif days <=7:
+            rate_period='1W'
+        elif days <=14:
+            rate_period='2W'
+        elif days <=30:
+            rate_period='1M'
+        elif days <=90:
+            rate_period='3M'
+        elif days <=183:
+            rate_period='6M'
+        else:
+            rate_period='1Y'
+        
+        rf=shibor_rate(today,rate_period) 
+    elif rate_type=='TREASURY':
+        rf=treasury_yield_china(today,rate_period='1Y')
+    else:
+        print("  #Error(option_fin_pricing_china): invalid rate type",rate_type.lower())
+        return None
+    
+    #第5步：计算期权合约的预期价格
+    #中国目前金融期权均为无红利的欧式期权，可以直接采用Black-Scholes期权定价模型
+    expected_price=bs_pricing(s0,x,days,rf,sigma,direction,printout=False)  
+    
+    if printout:
+        print("\n============ 中国金融期权定价 ============\n")
+        
+        print("*** 合约信息：")
+        print("    合约代码:",contract)
+        print("    期权品种:",option)
+        print("    标的证券:",ua)
+        print("    行权价格:",x)
+        print("    到期年月:",end_month)
+        print("    期权方向:",direction)
+        
+        print("*** 合约现状：")
+        print("    定价日期:",today,'\b，标的市价:',s0)
+        print("    距离到期:",days,'\b天')
+        print("    历史波动率期间:",sample_days,'\b天')
+        print("    历史波动率数值:",round(sigma,5))
+        
+        print("    无风险利率种类:",rate_type.lower(),'\b,',rate_period)
+        print("    年化无风险利率:",round(rf*100,4),'\b%')
+        
+        print("*** 定价结果：")
+        print("    定价模型: Black-Scholes")        
+        print("    理论价格:",round(expected_price,5))
+        
+        print("\n注：历史/隐含波动率的差异是定价误差的主要原因")
+        
+        import datetime; pgm_date = datetime.date.today()         
+        print("数据来源: 新浪/上交所/深交所/中金所,",pgm_date)        
+        
+    return expected_price  
+
+#=============================================================================
+#=============================================================================
+#沪深300股指期权价格运动
+#=============================================================================
+if __name__=='__main__': 
+    variety='hs300'
+    printout=True
+
+def index_option_maturity_china(variety='hs300',printout=True):
+    """
+    功能： 套壳函数hs300option_maturity，维持旧版兼容性
+    """
+    varietylist=['hs300']
+    if not (variety in varietylist):
+        print("  #Error(index_option_maturity_china): unsupported option variety",variety)
+        print("  Currently supported option variety",varietylist,"\b, and may support more in the future")
+        return None
+    
+    mlist=hs300option_maturity(printout=printout) 
+    return mlist
+    
+
+def hs300option_maturity(printout=True):
+    """
+    功能：获取沪深300股指期权的到期年月
+    注意：只保留YYMM
+    """
+    
+    import akshare as ak
+    mdict=ak.option_cffex_hs300_list_sina()
+    
+    mkey="沪深300指数"
+    mvalue=mdict[mkey]
+    
+    mlist=[]
+    for m in mvalue:
+        m4=m[-4:]
+        mlist=mlist+[m4]
+    mlist.sort()
+    
+    if printout:
+        import datetime; today = datetime.date.today()
+        footnote="数据来源: 新浪财经/东方财富, "+str(today)
+        
+        print("\n=== 沪深300股指期权的到期日(YYMM) ===\n")
+        print(mlist)
+        print(footnote)
+        
+    return mlist
+
+if __name__=='__main__':     
+    mlist=hs300option_maturity()    
+#=============================================================================
+if __name__=='__main__': 
+    direction="Call"
+    maturity="2306"
+    direction="Call"
+    printout=True
+    
+    variety='hs300'
+
+def index_option_exercise_china(maturity,direction="Call",variety='hs300',printout=True):
+    """
+    功能：套壳函数hs300option_exercise，维持旧版兼容性
+    """
+    varietylist=['hs300']
+    if not (variety in varietylist):
+        print("  #Error(index_option_exercise_china): unsupported option variety",variety)
+        print("  Currently supported option variety",varietylist,"\b, and may support more in the future")
+        return None
+    
+    elist=hs300option_exercise(maturity=maturity,direction=direction,printout=printout)
+    return elist
+
+
+
+def hs300option_exercise(maturity,direction="Call",printout=True):
+    """
+    功能：获取沪深300股指期权的行权点位
+    maturity: 到期年月YYMM
+    direction: 看涨期权Call或看跌期权Put
+    
+    """
+    #检查期权的看涨看跌方向
+    directionl=direction.lower()
+    if not (directionl in ["call","put"]):
+        print("  #Error(hs300option_exercise): option direction must either Call or Put")
+        return None
+    
+    #检查期权的到期日是否有效
+    mlist=mlist=hs300option_maturity(printout=False)
+    if not (maturity in mlist):
+        print("  #Error(hs300option_exercise): maturity not available for", maturity)
+        print("  Currently available",mlist)
+        return None
+    
+    symbol="沪深300股指期权"
+    import akshare as ak
+    df=ak.option_finance_board(symbol=symbol, end_month=maturity)    
+    df['maturity']=df['instrument'].apply(lambda x: x[2:6])
+    df['direction']=df['instrument'].apply(lambda x: x[7:8])
+    df['exercise']=df['instrument'].apply(lambda x: x[9:13])
+    
+    if directionl == "call":
+        df2=df[df["direction"]=='C']
+    else:
+        df2=df[df["direction"]=='P']
+        
+    exerciselist=list(df2["exercise"])
+    exerciselist.sort()
+    
+    if printout:
+        
+        print("\n=== 沪深300股指期权的行权点位 ===\n")
+        print("到期日：",maturity,"\b，方向：",direction)
+        #对列表分组打印
+        n=9
+        for e in [exerciselist[i:i+n] for i in range(0,len(exerciselist),n)]:
+            print(e)
+    
+        import datetime; today = datetime.date.today()
+        footnote="数据来源: 新浪财经/东方财富, "+str(today)
+        print("\n"+footnote)
+
+    return  exerciselist   
+
+if __name__=='__main__': 
+    elist=exerciselist=hs300option_exercise(maturity="2306",direction="Call")
+#==============================================================================
+
+
+def get_price_option_fin_china(option,contract):
+    """
+    功能：获得金融期权option的合约contract全部历史行情
+    """
+    import akshare as ak
+    
+    #变换中金所期权合约格式为新浪格式
+    if option in option_fin_list_cffe:
+        clist=contract.split('-')
+        contract1=''
+        for c in clist:
+            contract1=contract1+c
+    
+    #获得期权合约历史行情    
+    if option in ['沪深300股指期权']:
+        try:
+            df1t = ak.option_cffex_hs300_daily_sina(symbol=contract1)
+        except:
+            print("  #Error(index_option_price_china2): contract",contract,"not found or expired in",option)
+            return None
+    
+    if option in ['上证50股指期权']:
+        try:
+            df1t = ak.option_cffex_sz50_daily_sina(symbol=contract1)
+        except:
+            print("  #Error(index_option_price_china2): contract",contract,"not found or expired in",option)
+            return None    
+    
+    
+    if option in ['中证1000股指期权']:
+        try:
+            df1t = ak.option_cffex_zz1000_daily_sina(symbol=contract1)
+        except:
+            print("  #Error(index_option_price_china2): contract",contract,"not found or expired in",option)
+            return None     
+
+    import pandas as pd
+    df1t['Date']=df1t['date'].apply(lambda x: pd.to_datetime(x))
+    df1t.set_index('Date',inplace=True)
+    
+    df1=df1t[['date','close']]
+
+    return df1    
+    
+
+
+#==============================================================================
+
+if __name__=='__main__': 
+    option="沪深300股指期权"
+    contract='IO2403-P-4000'
+    contract='IO2403P3900'
+    
+    loc1='best';loc2='best';graph=True
+    
+
+def index_option_price_china2(option,contract, \
+                      loc1='best',loc2='best',graph=True):
+    """
+    功能：绘制期权合约与其标的证券价格的双轴对照图，支持中金所三种股指期权
+    """
+    #获取期权合约的历史行情
+    if not (option in option_fin_list_cffe):
+        print("  #Warning(index_option_price_china2): currently only support:",option_fin_list_cffe)
+        return None,None
+    
+    try:
+        df1=get_price_option_fin_china(option,contract)
+    except:
+        print("  #Warning(index_option_price_china2): contract",contract,"unaccessible")
+        return None,None
+        
+    start=df1['date'].values[0].strftime('%Y-%m-%d')
+    end=df1['date'].values[-1].strftime('%Y-%m-%d')
+    
+    #获得标的证券历史行情
+    ua=option_fin_underlying(option)
+    df2t=get_price(ua,start,end)
+    df2=df2t[['date','Close','ticker']]
+
+    #绘制双轴图
+    if graph:
+        #获取股指历史价格
+        collabel_so='期权价格'
+        collabel_si=ticker_name(ua)
+        if ('P' in contract) or ('p' in contract): 
+            direction='Put'
+        else:
+            direction='Call'
+        
+        titletxt_so_si=option+'：期权价格 vs 标的指数，'+ectranslate(direction)
+        colname='Close'; ylabeltxt=''    
+        
+        maturity=contract[2:6]
+        exercisestr=contract[-4:]
+
+        #footnote1="新浪期权代码："+symbol+"，到期日"+maturity+"，行权股指点位"+exercisestr
+        footnote1="期权代码："+contract+"，到期日"+maturity+"，行权股指点位"+exercisestr
+        import datetime; todaydt = datetime.date.today()
+        footnote2="数据来源: 新浪财经/东方财富, "+str(todaydt)
+        footnote=footnote1+"\n"+footnote2
+        
+        plot_line2_twinx(df1,'','close',collabel_so, \
+                         df2,'','Close',collabel_si, \
+                         titletxt_so_si,footnote,loc1=loc1,loc2=loc2)    
+        
+    return df1,df2
+
+
+#=============================================================================
+if __name__=='__main__': 
+    maturity="2306"
+    exercise=4500
+    direction="Call"
+    
+    option=["2306",4500,'Call']
+    
+    variety='hs300'
+
+    
+def index_option_price_china(option,variety='hs300', \
+                      loc1='best',loc2='best',graph=True):
+    """
+    功能：套壳函数hs300option_price，维持旧版兼容性
+    """
+    varietylist=['hs300']+option_fin_list
+    if not (variety in varietylist):
+        print("  #Error(index_option_price_china): unsupported option variety",variety)
+        print("  Currently supported option variety",varietylist,"\b, and may support more in the future")
+        return None    
+    
+    oprice=hs300option_price(option=option, \
+                             loc1=loc1,loc2=loc2,graph=graph)
+    return oprice
+    
+    
+"""
+def hs300option_price(maturity,exercise,direction="Call", \
+                      loc1='best',loc2='best', \
+                      graph=True):
+"""
+def hs300option_price(option, \
+                      loc1='best',loc2='best', \
+                      graph=True):
+
+    """
+    功能：绘制沪深300股指期权的历史价格曲线
+    option的结构：[maturity,exercise,direction]，例如["2306",3900,"Call"]
+    """
+    
+    #结构期权参数
+    maturity,exercise,direction=option_decode(option)
+    
+    #获取行权点位列表
+    exerciselist=hs300option_exercise(maturity=maturity,direction=direction,printout=False)
+    
+    #检查行权点位
+    exercisestr=str(exercise)
+    if not (exercisestr in exerciselist):
+        print("  #Error(hs300option_price): no such exercise point for", exercisestr)
+        return None
+
+    #合成新浪期权合约编号
+    if direction.lower() == "call":
+        directionL='C'
+    else:
+        directionL='P'
+    symbol='io'+maturity+directionL+exercisestr
+
+    #获取期权历史价格
+    import akshare as ak
+    hs300op = ak.option_cffex_hs300_daily_sina(symbol=symbol)
+    datelist=list(hs300op['date'])
+    start=datelist[0]
+    end=datelist[-1]
+    
+    hs300op['Date']=pd.to_datetime(hs300op['date'])
+    hs300op.set_index('Date',inplace=True)
+    hs300op.sort_index(ascending=True,inplace=True) 
+    hs300op2=hs300op[["close"]]
+    hs300op2.rename(columns={'close':'SO Close'},inplace=True)    
+    
+    if graph:
+        #获取股指历史价格
+        hs300=get_price("000300.SS",start,end)
+        hs3002=hs300[["Close"]]
+        hs3002.rename(columns={'Close':'SI Close'},inplace=True)    
+        
+        #合成期权和股指
+        hs300_op_zs=pd.merge(hs300op2,hs3002,how="left",left_index=True,right_index=True)
+        hs300_op_zs["SO Exercise"]=float(exercise)
+        
+        """
+        #计算期权的内在价值
+        if directionL == "C":
+            hs300_op_zs["IV"]=hs300_op_zs["SI Close"]-hs300_op_zs["SO Exercise"]
+        else:
+            hs300_op_zs["IV"]=-hs300_op_zs["SI Close"]+hs300_op_zs["SO Exercise"]
+        hs300_op_zs["Intrinsic Value"]=hs300_op_zs["IV"].apply(lambda x: 0 if x<0 else x)
+        """
+        collabel_so='期权价格'
+        collabel_si='沪深300指数'
+        titletxt_so_si='沪深300股指期权：期权价格 vs 标的指数，'+ectranslate(direction)
+        colname='Close'; ylabeltxt=''    
+        
+        footnote1="新浪期权代码："+symbol+"，到期日"+maturity+"，行权股指点位"+exercisestr
+        import datetime; today = datetime.date.today()
+        footnote2="数据来源: 新浪财经/东方财富, "+str(today)
+        footnote=footnote1+"\n"+footnote2
+        
+        plot_line2_twinx(hs300_op_zs,'','SO Close',collabel_so, \
+                         hs300_op_zs,'','SI Close',collabel_si, \
+                             titletxt_so_si,footnote,loc1=loc1,loc2=loc2)    
+    
+    return hs300op2
+
+if __name__=='__main__': 
+    df=hs300option_price(maturity="2306",exercise=3900,direction="Call")    
+#=============================================================================
+if __name__=='__main__': 
+    option1=["2306",3900,"Call"]
+    option2=["2210",3900,"Put"]
+    
+def index_option_compare_china(option1,option2, \
+                               variety='hs300', \
+                               loc1='best',loc2='best',twinx=False):
+    """
+    功能：套壳函数hs300option_compare，维持旧版兼容性
+    """
+    varietylist=['hs300']
+    if not (variety in varietylist):
+        print("  #Error(index_option_compare_china): unsupported option variety",variety)
+        print("  Currently supported option variety",varietylist,"\b, and may support more in the future")
+        return None      
+    
+    df=hs300option_compare(option1=option1,option2=option2, \
+                           loc1=loc1,loc2=loc2,twinx=twinx)
+    return df
+
+
+def hs300option_compare(option1,option2,loc1='best',loc2='best',twinx=False):
+    """
+    功能：比较两个沪深300股指期权的价格曲线
+    option的结构：[maturity,exercise,direction]，例如["2306",3900,"Call"]
+    """
+    #提取期权参数
+    try:
+        maturity1=option1[0]
+        exercise1=option1[1]
+        direction1=option1[2]
+    except:
+        print("  #Error(hs300option_compare): invalid option descroption",option1)
+        print("  Option structure: [maturity YYMM,exercise point, direction Call or Put]")
+        print("  For example, [\"2306\",3900,\"Call\"]")
+        return None,None
+    
+    try:
+        maturity2=option2[0]
+        exercise2=option2[1]
+        direction2=option2[2]
+    except:
+        print("  #Error(hs300option_compare): invalid option descroption",option2)
+        print("  Option structure: [maturity YYMM,exercise point, direction Call or Put]")
+        print("  For example, [\"2306\",3900,\"Call\"]")
+        return None,None    
+    
+    if option1 == option2:
+        print("  #Warning(hs300option_compare): expecting two different options for comparison:-(")
+        return
+
+    #设定是否同轴
+    if direction1 == direction2:
+        twinx=False
+    else:
+        twinx=True
+    
+    #获取期权价格
+    df1=hs300option_price([maturity1,exercise1,direction1],graph=False)
+    df2=hs300option_price([maturity2,exercise2,direction2],graph=False)
+    
+    #内连接：取共同日期期间
+    import pandas as pd
+    df12=pd.merge(df1,df2,how="inner",left_index=True,right_index=True)
+
+    if not twinx:
+        ticker1="期权1："+option_description(option1)
+    else:
+        ticker1="期权1"
+        #ticker1="期权1："+option_description(option1)
+    colname1='SO Close_x'
+
+    if not twinx:
+        ticker2="期权2："+option_description(option2)
+    else:
+        ticker2="期权2"
+        #ticker2="期权2："+option_description(option2)
+    colname2='SO Close_y'
+    
+    ylabeltxt="期权价格"
+    titletxt='沪深300股指期权：价格运动与影响因素'
+    
+    if not twinx:
+        footnote1=''
+    else:
+        footnote1="期权1"+str(option1)+"，期权2"+str(option2)+'\n'
+    import datetime; today = datetime.date.today()
+    footnote2="数据来源: 新浪财经/东方财富, "+str(today)
+    footnote=footnote1+footnote2
+    """
+    plot2_line2(df12,ticker1,colname1,'', \
+               df12,ticker2,colname2,'', \
+               ylabeltxt,titletxt,footnote, \
+               twinx=twinx, \
+               loc1=loc1,loc2=loc2, \
+               date_range=False,date_freq=False)        
+    """
+    plot_line2(df12,ticker1,colname1,'', \
+               df12,ticker2,colname2,'', \
+               ylabeltxt,titletxt,footnote, \
+               twinx=twinx, \
+               loc1=loc1,loc2=loc2, \
+               #date_range=False,date_freq=False
+               )        
+
+    
+    return df12  
+    
+if __name__=='__main__': 
+    
+    #不同到期日
+    option1=["2306",3900,"Call"]
+    option2=["2210",3900,"Call"]
+    df=hs300option_compare(option1,option2,loc1='lower left',loc2='upper right')
+    
+    #不同行权点位
+    option1=["2306",3900,"Call"]
+    option2=["2306",4500,"Call"]
+    df=hs300option_compare(option1,option2,loc1='lower left',loc2='upper right')
+    
+    #不同方向：看涨vs看跌
+    option1=["2306",4500,"Call"]
+    option2=["2306",4500,"Put"]
+    df=hs300option_compare(option1,option2,loc1='upper center',loc2='lower center')
+
+#==============================================================================
+if __name__=='__main__': 
+    option="沪深300股指期权"
+    contract1="IO2403-P-3700"
+    contract2="IO2403-P-3900"
+
+def index_option_compare_china2(option,contract1,contract2,loc1='best',loc2='best',twinx=False):
+    """
+    功能：比较两个股指期权合约的价格曲线
+    """
+
+    #获取期权价格
+    print("  Searching prices for",option,"contract",contract1,"...")
+    df1=get_price_option_fin_china(option,contract1)
+    if df1 is None:
+        print("  Sorry, found none info for contract",contract1)
+        return None,None
+    
+    print("  Searching prices for",option,"contract",contract2,"...")
+    df2=get_price_option_fin_china(option,contract2)
+    if df2 is None:
+        print("  Sorry, found none info for contract",contract2)
+        return None,None
+    
+    print("  Rendering graphics ...")
+    ylabeltxt="期权价格"
+    titletxt=option+'：价格运动与影响因素'
+    
+    import datetime; todaydt = datetime.date.today()
+    footnote="数据来源: 新浪财经/东方财富, "+str(todaydt)
+    
+    plot2_line2(df1,contract1,'close','', \
+               df2,contract2,'close','', \
+               ylabeltxt,titletxt,footnote, \
+               twinx=twinx, \
+               loc1=loc1,loc2=loc2)        
+        
+    return df1,df2  
+    
+if __name__=='__main__': 
+    option="沪深300股指期权"
+    #不同到期日
+    contract1="IO2403-C-3900"
+    contract2="IO2406-C-3900"
+    df=index_option_compare_china2(option,contract1,contract2)
+    
+    #不同行权点位
+    contract1="IO2403-C-3900"
+    contract2="IO2403-C-4400"
+    df=index_option_compare_china2(option,contract1,contract2)
+    
+    #不同方向：看涨vs看跌
+    contract1="IO2403-C-3300"
+    contract2="IO2403-P-3300"
+    df=index_option_compare_china2(option,contract1,contract2,twinx=True)
+
+#==============================================================================
+
+
+if __name__=='__main__': 
+    option=["2306",3900,"Call"]
+    
+def option_description(option):
+    """
+    功能：将期权合约的表示方法转换为字符串，供打印使用
+    option：[到期年月YYMM,行权价格,行权方向]
+    返回：字符串，到期如YYMM，行权价XXX，ZZ期权
+    """
+    
+    try:
+        maturity=option[0]
+        exercise=str(option[1])
+        direct=option[2].lower()
+        if direct=="call":
+            direction="看涨期权"
+        elif direct=="put":
+            direction="看跌期权"
+        else:
+            direction="期权方向未知"
+    except:
+        print("  #Error(option_description): invalid option description structure",option)
+        print("  Expecting structure: [maturity YYMM,exercise price, direction Call or Put]")
+        return None
+    
+    option_str="到期日"+maturity+"，行权价"+exercise+"，"+direction
+    
+    return option_str
+
+if __name__=='__main__': 
+    option=["2306",3900,"Call"]
+    option_description(option)
+
+#==============================================================================
+if __name__=='__main__': 
+    option=["2306",3900,"Call"]
+    
+def option_decode(option):
+    """
+    功能：将期权合约的表示方法分解为各个单项
+    option：[到期年月YYMM,行权价格,行权方向]
+    返回：到期如YYMM，行权价XXX，Call或Put
+    """
+    
+    try:
+        maturity=option[0]
+        exercise=option[1]
+        direct=option[2].capitalize()
+    except:
+        print("  #Error(option_decode): invalid option description structure",option)
+        print("  Expecting structure: [maturity YYMM,exercise price, direction Call or Put]")
+        return None
+    
+    return maturity,exercise,direct
+
+if __name__=='__main__': 
+    option=["2306",3900,"Call"]
+    option_decode(option)                
+#==============================================================================
+if __name__=='__main__':     
+    option='50ETF'
+    maturity='2209'
+    exercise=3000
+    trade_date='2022-9-26'
+    printout=True
+
+def fin_option_risk_sse(option,maturity,exercise,trade_date,printout=True):
+    """
+    功能：显示指定上交所金融期权的风险指标
+    option: 期权名称
+    maturity: 到期年月YYMM
+    exercise: 行权点位
+    direction: 方向，看涨看跌
+    """
+    
+    #初始检查：期权名称
+    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
+    if not (option in optionlist):
+        print("  #Error(fin_option_risk_sse): option not found in SSE for",option)
+        return None
+   
+    #初始检查：交易日期
+    if not check_date(trade_date):
+        print("  #Error(fin_option_risk_sse): invalid date",trade_date)
+        return None
+    akdate=convert_date_ts(trade_date)
+    
+    import pandas as pd
+    import akshare as ak
+    
+    #获取交易日数据
+    try:
+        df = ak.option_risk_indicator_sse(date=akdate)
+    except:
+        print("  #Warning(fin_option_risk_sse): no data retrieved for this date",trade_date)
+        return None
+    
+    df['Date']=df['TRADE_DATE']
+    df['date']=df['TRADE_DATE']
+    df['Date']=pd.to_datetime(df['Date'])
+    df.set_index('Date',inplace=True)
+    df.sort_index(ascending=True,inplace=True) 
+        
+    df['direction']=df['CONTRACT_ID'].apply(lambda x: x[6:7])
+    df['underlying']=df['CONTRACT_ID'].apply(lambda x: x[:6])
+    
+    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
+    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
+    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)    
+    
+    df['exercise']=df['CONTRACT_ID'].apply(lambda x: float(x[12:]))
+    
+    #进一步检查：到期日
+    df['maturity']=df['CONTRACT_ID'].apply(lambda x: x[7:11])
+    if not (maturity in list(df['maturity'])):
+        print("  #Error(fin_option_risk_sse): maturity not found in SSE for",maturity)
+        
+        df_maturity=df[(df['option']==option) & (df['exercise']==exercise)]
+        maturitylist=list(set(list(df_maturity['maturity'])))
+        maturitylist.sort()
+        print("  On "+trade_date+", available maturities:",maturitylist)
+        return None
+    
+    #进一步检查：行权点位
+    if not (exercise in list(df['exercise'])):
+        print("  #Error(fin_option_risk_sse): exericse point not found in SSE for",exercise)
+        
+        df_exercise=df[(df['option']==option) & (df['maturity']==maturity)]
+        exerciselist=list(set(list(df_exercise['exercise'])))
+        exerciselist.sort()
+        exerciselist2=list(map(int,exerciselist))
+        print("  Available exercises:",exerciselist2)
+        return None
+    
+        
+    df['delta']=df['DELTA_VALUE']
+    df['theta']=df['THETA_VALUE']
+    df['gamma']=df['GAMMA_VALUE']
+    df['vega']=df['VEGA_VALUE']
+    df['rho']=df['RHO_VALUE']
+    df['implied volatility']=df['IMPLC_VOLATLTY']
+    
+    itemlist=["date",'option','underlying','direction','maturity','exercise', \
+              'delta','theta','gamma','vega','rho','implied volatility']
+    df2=df[itemlist]
+    
+    #提取符合条件的记录
+    df9=df2[(df2['option']==option) \
+            & (df2['maturity']==maturity) & (df2['exercise']==exercise)]
+    #综合检查：全部条件
+    if len(df9) == 0:
+        print("  #Warning(fin_option_risk_sse): options not available combining",option,maturity,exercise)
+        df9tmp=df2[(df2['option']==option) & (df2['maturity']==maturity)]
+        execlist=list(df9tmp['exercise'])
+        exerciselist=[]
+        for e in execlist:
+            eint=int(e)
+            exerciselist=exerciselist+[eint]
+        # 消除重复并排序
+        print("  Exercises available under",option,maturity,"\b:",sorted(list(set(exerciselist))))
+        return None
+
+    df9C=df9[(df9['direction']=='C')]
+    underlying=df9C['underlying'][0]+'.SS'
+    deltaC=df9C['delta'][0]    
+    thetaC=df9C['theta'][0]
+    gammaC=df9C['gamma'][0]
+    vegaC=df9C['vega'][0]
+    rhoC=df9C['rho'][0]
+    impvolC=df9C['implied volatility'][0]
+    
+    df9P=df9[df9['direction']=='P']
+    deltaP=df9P['delta'][0]    
+    thetaP=df9P['theta'][0]
+    gammaP=df9P['gamma'][0]
+    vegaP=df9P['vega'][0]
+    rhoP=df9P['rho'][0]
+    impvolP=df9P['implied volatility'][0]
+    
+    print("\n===== 期权风险指标 =====\n")
+    print("***期权:",option,"\b，交易日期：",trade_date)
+    print("标的物代码:",underlying,"\b，到期时间:",maturity,"\b，行权股指点位:",exercise)
+
+    print("\n***风险指标：")
+    print("【看涨】Delta =",deltaC,"\b，Theta =",thetaC,"\b，Gamma =",gammaC,"\b，Vega =",vegaC,"\b，Rho =",rhoC)
+    print("隐含波动率 =",impvolC)    
+
+    print("【看跌】Delta =",deltaP,"\b，Theta =",thetaP,"\b，Gamma =",gammaP,"\b，Vega =",vegaP,"\b，Rho =",rhoP)
+    print("隐含波动率 =",impvolP)    
+
+    import datetime; today = datetime.date.today()
+    footnote="数据来源: 新浪财经/东方财富, "+str(today)
+    print('\n'+footnote)
+    
+    return df9
+
+if __name__=='__main__':     
+    df=fin_option_risk_sse(option='50ETF',maturity='2209',exercise=3000,date='2022-9-26')
+
+#==============================================================================
+if __name__=='__main__':     
+    option='50ETF'
+    maturity='2412'
+    exercise=3000
+    
+    option='300ETF'
+    exercise=3500
+    
+    trade_date='2024-9-10'
+    printout=True
+
+def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
+                         printout=True,loc='best',facecolor='whitesmoke'):
+    """
+    功能：显示指定上交所金融期权的风险指标
+    option: 期权名称
+    maturity: 到期年月YYMM
+    exercise: 行权点位
+    direction: 方向，看涨看跌
+    """
+    
+    #初始检查：期权名称
+    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
+    if not (option in optionlist):
+        print("  #Error(fin_option_risk_sse): option not found in SSE for",option)
+        return None
+   
+    #初始检查：交易日期
+    if not check_date(trade_date):
+        print("  #Error(fin_option_risk_sse): invalid date",trade_date)
+        return None
+    akdate=convert_date_ts(trade_date)
+    
+    import pandas as pd
+    import numpy as np
+    import akshare as ak
+    
+    #获取交易日数据
+    try:
+        df = ak.option_risk_indicator_sse(date=akdate)
+    except:
+        print("  #Warning(fin_option_risk_sse): failed to retrieved data for",trade_date)
+        return None
+    
+    df['Date']=df['TRADE_DATE']
+    df['date']=df['TRADE_DATE']
+    df['Date']=pd.to_datetime(df['Date'])
+    df.set_index('Date',inplace=True)
+    df.sort_index(ascending=True,inplace=True) 
+        
+    df['direction']=df['CONTRACT_ID'].apply(lambda x: x[6:7])
+    df['underlying']=df['CONTRACT_ID'].apply(lambda x: x[:6])
+    
+    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
+    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
+    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)
+    
+    df['exercise']=df['CONTRACT_ID'].apply(lambda x: float(x[12:]))
+    
+    #筛选指定的期权
+    df=df[df['option']==option]
+    
+    #进一步检查：到期日
+    df['maturity']=df['CONTRACT_ID'].apply(lambda x: x[7:11])
+    if not (maturity in list(df['maturity'])):
+        print("  #Warning(fin_option_risk_sse): maturity not found in SSE for",maturity)
+        
+        df_maturity=df[(df['option']==option) & (df['exercise']==exercise)]
+        maturitylist=list(set(list(df_maturity['maturity'])))
+        maturitylist.sort()
+        print("  On "+trade_date+", available maturities:",maturitylist)
+        return None
+    
+    #进一步检查：行权点位
+    if not (exercise in list(df['exercise'])):
+        print("  #Warning(fin_option_risk_sse): exericse point not found in SSE for",exercise)
+        
+        df_exercise=df[(df['option']==option) & (df['maturity']==maturity)]
+        exerciselist=list(set(list(df_exercise['exercise'])))
+        exerciselist.sort()
+        exerciselist2=list(map(int,exerciselist))
+        print("  Available exercises:",exerciselist2)
+        return None
+    
+    #整理数据项        
+    df['Delta']=df['DELTA_VALUE']
+    df['Gamma']=df['GAMMA_VALUE']
+    df['Theta']=df['THETA_VALUE']
+    df['Vega']=df['VEGA_VALUE']
+    df['Rho']=df['RHO_VALUE']
+    df['Implied Volatility']=df['IMPLC_VOLATLTY']
+    
+    itemlist=["date",'option','underlying','direction','maturity','exercise', \
+              'Delta','Gamma','Theta','Vega','Rho','Implied Volatility']
+    df2=df[itemlist]
+    
+    #提取符合条件的记录
+    df9=df2[(df2['option']==option) \
+            & (df2['maturity']==maturity) & (df2['exercise']==exercise)]
+    #综合检查：全部条件
+    if len(df9) == 0:
+        print("  #Error(fin_option_risk_sse): options not available fulfilling",option,maturity,exercise)
+        return None
+
+    #去重
+    df9a=df9.drop_duplicates(subset=['date','option','underlying','direction','maturity','exercise'],keep='first')
+    
+    #绘制看涨看跌期权风险对比柱状图
+    #排序，保证看涨期权排在前面
+    df9a.sort_values(by='direction',ascending=True,inplace=True)
+    #df9b=df9a[['delta','theta','gamma','vega','rho','implied volatility']]
+    df9b=df9a[['Delta','Gamma','Theta','Vega','Rho']]
+    dfg=df9b.T
+    dfg.columns=['看涨期权','看跌期权'] 
+
+    #fig = plt.figure()
+    import matplotlib.pyplot as plt
+    #plt.rcParams['figure.figsize']=(12.8,7.2)
+    plt.rcParams['figure.figsize']=(12.8,6.4)
+    plt.rcParams['figure.dpi']=300
+    """
+    c=dfg.plot(kind='bar', y=['看涨期权','看跌期权'],figsize=(12.8,6.4),width=0.8,
+               color=['green','red'],fontsize=16)
+    """
+    #柱状图填充图案
+    hatch_par = ['/', '', '|', '-', '+', 'x', 'o', 'O', '.', '*']
+    c=dfg.plot(kind='bar', y=['看涨期权','看跌期权'],width=0.8,
+               color=['green','red'],fontsize=16,alpha=0.5)
+    
+    #display the percentages above the bars as shown above 数据标签列表
+    x=np.arange(len(dfg.index))
+    yv=np.array(list(dfg['看涨期权']))
+    ys=np.array(list(dfg['看跌期权']))
+    
+    import numpy as np
+    textupper=0.01
+    #textlower=0.065
+    textlower=0.01
+    
+    for a,b in zip(x,yv): ##控制标签位置：横坐标，纵坐标
+        if b >= 0:
+            plt.text(a-0.2,b+textupper,'%.3f'%b,ha = 'center',va = 'bottom',fontsize=14)
+        else:
+            #plt.text(a-0.2,b-textlower,'%.3f'%b,ha = 'center',va = 'bottom',fontsize=14)
+            plt.text(a-0.2,b-textlower,'%.3f'%b,ha = 'center',va = 'top',fontsize=14)
+    for a,b in zip(x,ys):
+        if b >= 0:
+            plt.text(a+0.2,b+textupper,'%.3f'%b,ha = 'center',va = 'bottom',fontsize=14)
+        else:
+            #plt.text(a+0.2,b-textlower,'%.3f'%b,ha = 'center',va = 'bottom',fontsize=14)
+            plt.text(a+0.2,b-textlower,'%.3f'%b,ha = 'center',va = 'top',fontsize=14)
+   
+    #绘制图片边框
+    c.spines['top'].set_visible(True)
+    c.spines['right'].set_visible(True)
+    c.spines['bottom'].set_visible(True) #保留横坐标边框
+    c.spines['left'].set_visible(True)
+    
+    #绘制零线
+    plt.axhline(y=0, color='k', linestyle='--')
+    
+    plt.xticks(rotation=0)
+
+    #option,maturity,exercise,trade_date
+    footnote0="风险指标\n"
+    footnote1="注："+"到期年月"+maturity+"，行权股指点位"+str(exercise)+"，交易日"+trade_date
+    import datetime; today = datetime.date.today()
+    footnote2="数据来源: 新浪财经/东方财富, 制图"+str(today)
+    footnote=footnote0+footnote1+"\n"+footnote2
+    plt.xlabel(footnote,fontweight='bold',fontsize=xlabel_txt_size)
+    plt.ylabel('希腊值') # y轴空轴
+    
+    #use font size 16 for the title, and, 标题字号
+    plt.title("希腊值风险全景图："+option+"期权",fontsize=18)
+
+    #use font size 14 for the bar labels, percentages, and legend, 图例颜色
+    plt.legend(fontsize=16,loc=loc)
+    
+    plt.gca().set_facecolor(facecolor)
+    plt.show
+    
+    return df9
+
+if __name__=='__main__':     
+    df=fin_option_risk_sse2(option='50ETF', \
+                            maturity='2209', \
+                            exercise=3000, \
+                            trade_date='2022-9-26')
+
+#==============================================================================
+#==============================================================================
+if __name__=='__main__':     
+    option='50ETF'
+    maturity='2412'
+    exercise=2500
+    trade_date='2024-9-10'
+    measure='delta'
+    
+    graph=True
+    loc1='best'
+    loc2='best'
+    
+    twinx=False
+    zeroline=False
+    loc1='best';loc2='best'
+    date_range=False;date_freq=False;date_fmt='%Y-%m'
+
+def fin_option_maturity_risk_sse(option,exercise,trade_date, \
+                                 measure='delta', \
+                                 graph=True, \
+                                 twinx=False,zeroline=False, \
+                                 loc1='best',loc2='best', \
+                                 date_range=False,date_freq=False,date_fmt='%Y-%m',
+                                 facecolor='whitesmoke'):
+    """
+    功能：绘制指定上交所金融期权的风险指标曲线，风险因素：到期日maturity(横轴)，各个风险指标(纵轴，看涨/看跌)
+    option: 期权名称
+    maturity: 到期年月YYMM
+    exercise: 行权点位
+    direction: 方向，看涨看跌
+    """
+    
+    #初步检查：期权名称
+    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
+    if not (option in optionlist):
+        print("  #Error(fin_option_maturity_risk_sse): option not found in SSE for",option)
+        return None
+    
+    #初步检查：交易日期
+    if not check_date(trade_date):
+        print("  #Error(fin_option_maturity_risk_sse): invalid date",trade_date)
+        return None
+    akdate=convert_date_ts(trade_date)
+    
+    #初步检查：风险指标
+    measurelist=['delta','theta','gamma','vega','rho','implied volatility']
+    if not (measure in measurelist):
+        print("  #Error(fin_option_maturity_risk_sse): invalid measure",measure)
+        print("  Valid measure:",measurelist)
+        return None
+    
+    import pandas as pd
+    import akshare as ak
+    try:
+        df = ak.option_risk_indicator_sse(date=akdate)
+    except:
+        print("  #Warning(fin_option_maturity_risk_sse): no data available for this date",trade_date)
+        return None
+    
+    df['tdate']=df['TRADE_DATE']
+    df['direction']=df['CONTRACT_ID'].apply(lambda x: x[6:7])
+    df['underlying']=df['CONTRACT_ID'].apply(lambda x: x[:6])
+    df['maturity']=df['CONTRACT_ID'].apply(lambda x: x[7:11])
+    
+    #获得期权名称
+    #df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('ETF')+3)
+    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
+    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
+    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)
+    
+    df['exercise']=df['CONTRACT_ID'].apply(lambda x: float(x[12:]))
+    if not (exercise in list(df['exercise'])):
+        print("  #Warning(fin_option_maturity_risk_sse): exericse point not found in SSE for",exercise)
+        
+        df_exercise=df[(df['option']==option)]
+        exerciselist=list(set(list(df_exercise['exercise'])))
+        exerciselist.sort()
+        exerciselist2=list(map(int,exerciselist))
+        print("  Available exercises:",exerciselist2)
+        return None
+    
+    #获得风险指标    
+    df['delta']=df['DELTA_VALUE']
+    df['theta']=df['THETA_VALUE']
+    df['gamma']=df['GAMMA_VALUE']
+    df['vega']=df['VEGA_VALUE']
+    df['rho']=df['RHO_VALUE']
+    df['implied volatility']=df['IMPLC_VOLATLTY']
+    
+    itemlist=["tdate",'option','underlying','direction','maturity','exercise', \
+              'delta','theta','gamma','vega','rho','implied volatility']
+    df2=df[itemlist]
+    
+    df9=df2[(df2['option']==option) & (df2['exercise']==exercise)]
+    if len(df9) == 0:
+        print("  #Warning(fin_option_maturity_risk_sse): options not available fulfilling",option,exercise)
+        return None
+    
+    df9['Date']=df9['maturity'].apply(lambda x: '20'+x[:2]+'-'+x[2:4]+'-26')
+    df9['Date']=pd.to_datetime(df9['Date'])
+    df9.set_index('Date',inplace=True)
+    df9.sort_index(ascending=True,inplace=True) 
+    
+    df9.sort_values(by=['direction','maturity'],ascending=True,inplace=True)
+    
+    df9C=df9[df9['direction']=='C']
+    df9P=df9[df9['direction']=='P']
+    underlying=df9C['underlying'][0]+'.SS'
+
+    #绘图：看涨+看跌
+    ticker1="看涨期权"; colname1=measure
+    #label1=measure
+    ticker2="看跌期权"; colname2=measure
+    #label2=measure
+    #ylabeltxt="风险指标"
+    ylabeltxt=ectranslate(measure)
+    titletxt='希腊值风险趋势：'+option+'期权，到期期限对'+ylabeltxt+"的影响"
+    
+    footnote0="到期时间（不同期权）\n"
+    footnote1=option+"期权"+"，行权股指点位"+str(exercise)+"，交易日"+trade_date
+    import datetime; today = datetime.date.today()
+    footnote2="数据来源: 新浪财经/东方财富, 制图"+str(today)
+    footnote=footnote0+footnote1+"\n"+footnote2
+    
+    #设置zeroline
+    maxC=df9C[colname1].max(); minC=df9C[colname1].min()
+    maxP=df9P[colname2].max(); minP=df9P[colname2].min()
+    
+    aboveZero=False; belowZero=False
+    if maxC>0 or minC>0 or maxP>0 or minP>0: aboveZero=True
+    if maxC<0 or minC<0 or maxP<0 or minP<0: belowZero=True
+    if aboveZero and belowZero: 
+        zeroline=True
+    else:
+        zeroline=False
+    
+    if twinx:
+        zeroline=False
+    
+    """        
+    plot2_line2(df9C,ticker1,colname1,'', \
+               df9P,ticker2,colname2,'', \
+               ylabeltxt,titletxt,footnote, \
+               twinx=twinx, \
+               zeroline=zeroline,yline=0, \
+               loc1=loc1,loc2=loc2, \
+               date_range=date_range,date_freq=date_freq,date_fmt=date_fmt)        
+    """
+    plot_line2(df9C,ticker1,colname1,'', \
+               df9P,ticker2,colname2,'', \
+               ylabeltxt=ylabeltxt,titletxt=titletxt,footnote=footnote, \
+               zeroline=zeroline,twinx=twinx, \
+               loc1=loc1,loc2=loc2, \
+               facecolor=facecolor
+              )
+    
+    return df9
+
+if __name__=='__main__':     
+    df=fin_option_maturity_risk_sse(option='300ETF',exercise=4500,trade_date='2022-9-26',measure='implied volatility')
+
+#==============================================================================
+if __name__=='__main__':     
+    option='300ETF'
+    maturity='2209'
+    exercise=3000
+    trade_date='2022-9-26'
+    measure='implied volatility'
+    graph=True
+    loc1='best'
+    loc2='best'
+
+def fin_option_exercise_risk_sse(option,maturity,trade_date, \
+                                 measure='delta', \
+                                 graph=True, \
+                                 zeroline=False, \
+                                 loc1='best',loc2='best',
+                                 facecolor='whitesmoke'):
+    """
+    功能：绘制指定上交所金融期权的风险指标曲线，风险因素：行权点位exercise(横轴)，各个风险指标(纵轴，看涨/看跌)
+    option: 期权名称
+    maturity: 到期年月YYMM
+    exercise: 行权点位
+    direction: 方向，看涨看跌
+    """
+    
+    #初步检查：期权名称
+    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
+    if not (option in optionlist):
+        print("  #Error(fin_option_exercise_risk_sse): option not found in SSE for",option)
+        return None
+    
+    #初步检查：日期
+    if not check_date(trade_date):
+        print("  #Error(fin_option_exercise_risk_sse): invalid date",trade_date)
+        return None
+    akdate=convert_date_ts(trade_date)
+    
+    #初步检查：风险指标
+    measurelist=['delta','theta','gamma','vega','rho','implied volatility']
+    if not (measure in measurelist):
+        print("  #Error(fin_option_exercise_risk_sse): invalid measure",measure)
+        print("  Valid measure:",measurelist)
+        return None
+    
+    print("\nStarting to search information necessary, please wait ...")
+    import pandas as pd
+    import akshare as ak
+    try:
+        #print("akdate =",akdate)
+        df = ak.option_risk_indicator_sse(date=akdate)
+    except:
+        print("  #Warning(fin_option_exercise_risk_sse): no data available on",trade_date)
+        return None
+    
+    df['tdate']=df['TRADE_DATE']
+    df['direction']=df['CONTRACT_ID'].apply(lambda x: x[6:7])
+    df['underlying']=df['CONTRACT_ID'].apply(lambda x: x[:6])
+    
+    #进一步检查：到期日
+    df['maturity']=df['CONTRACT_ID'].apply(lambda x: x[7:11])
+    if not (maturity in list(df['maturity'])):
+        print("  #Error(fin_option_exercise_risk_sse): maturity not found in SSE for",maturity)
+        
+        df_maturity=df[(df['option']==option)]
+        maturitylist=list(set(list(df_maturity['maturity'])))
+        maturitylist.sort()
+        print("  On "+trade_date+", available maturities:",maturitylist)
+        return None
+    
+    df['exercise']=df['CONTRACT_ID'].apply(lambda x: float(x[12:]))
+    
+    #获得期权名称
+    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
+    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
+    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)  
+    
+    #获得风险指标    
+    df['delta']=df['DELTA_VALUE']
+    df['theta']=df['THETA_VALUE']
+    df['gamma']=df['GAMMA_VALUE']
+    df['vega']=df['VEGA_VALUE']
+    df['rho']=df['RHO_VALUE']
+    df['implied volatility']=df['IMPLC_VOLATLTY']
+    
+    itemlist=["tdate",'option','underlying','direction','maturity','exercise', \
+              'delta','theta','gamma','vega','rho','implied volatility']
+    df2=df[itemlist]
+    
+    df9=df2[(df2['option']==option) & (df2['maturity']==maturity)]
+    if len(df9) == 0:
+        print("  #Error(fin_option_exercise_risk_sse): options not available fulfilling",option,maturity)
+        return None
+    df9.sort_values(by=['direction','exercise'],ascending=True,inplace=True)
+    
+    df9C=df9[df9['direction']=='C']
+    df9P=df9[df9['direction']=='P']
+    underlying=list(set(list(df9C['underlying'])))[0]+'.SS'
+
+    #绘图：看涨+看跌
+    import matplotlib.pyplot as plt
+    
+    dftmp=df9C
+    labeltxt="看涨期权"
+    plt.plot(dftmp.exercise,dftmp[measure],'-',label=labeltxt, \
+             linestyle='-',color='blue',linewidth=2)    
+
+    dftmp=df9P
+    labeltxt="看跌期权"
+    plt.plot(dftmp.exercise,dftmp[measure],'-',label=labeltxt, \
+             linestyle='--',color='orange',linewidth=2)    
+        
+    #设置zeroline
+    maxC=df9C[measure].max(); minC=df9C[measure].min()
+    maxP=df9P[measure].max(); minP=df9P[measure].min()
+    
+    aboveZero=False; belowZero=False
+    if maxC>0 or minC>0 or maxP>0 or minP>0: aboveZero=True
+    if maxC<0 or minC<0 or maxP<0 or minP<0: belowZero=True
+    if aboveZero and belowZero: 
+        zeroline=True
+    else:
+        zeroline=False
+        
+    if zeroline:
+        plt.axhline(y=0,label='',ls=":",c="black",linewidth=2.5)
+        
+    plt.legend(loc=loc1,fontsize=legend_txt_size)
+    ylabeltxt=ectranslate(measure)
+    plt.ylabel(ylabeltxt,fontsize=ylabel_txt_size)
+    
+    footnote1="行权股指点位"
+    footnote2=option+"期权"+"，到期时间"+maturity+"，交易日"+trade_date
+    
+    import datetime; today = datetime.date.today()
+    footnote3="数据来源: 新浪财经/东方财富, 制图"+str(today)
+    footnote=footnote1+"\n"+footnote2+"\n"+footnote3    
+    plt.xlabel(footnote,fontsize=xlabel_txt_size)
+    
+    titletxt='希腊值风险趋势：'+option+'期权，股指点位对'+ylabeltxt+'的影响'
+    plt.title(titletxt,fontweight='bold',fontsize=title_txt_size)
+    
+    plt.gca().set_facecolor(facecolor)
+    plt.show()
+    plt.close()
+    
+    return df9
+
+if __name__=='__main__':     
+    df=fin_option_exercise_risk_sse(option='300ETF',maturity='2209',trade_date='2022-9-26',measure='implied volatility')
+
+#==============================================================================
+if __name__=='__main__':     
+    option='300ETF'
+    maturity='2412'
+    exercise=3500
+    start='2024-8-10'
+    end  ="2024-9-10"
+    measure='delta'
+    
+    graph=True
+    twinx=True;zeroline=True
+    loc1='best'
+    loc2='best'
+    date_range=False
+    date_freq=False
+    facecolor='whitesmoke'
+    
+    df=fin_option_time_risk_sse(option='300ETF',
+                                maturity='2412',
+                                exercise=3500,
+                                start='2024-8-10',end='2024-9-10',
+                                measure='delta',
+                                twinx=True,
+                                zeroline=True)    
+
+def fin_option_time_risk_sse(option,maturity,exercise,start,end, \
+                             measure='delta', \
+                             graph=True, \
+                             twinx=False, zeroline=False, \
+                             loc1='best',loc2='best', \
+                             date_range=False,date_freq=False,
+                             facecolor='whitesmoke'):
+    """
+    功能：绘制指定上交所金融期权的风险指标曲线，风险因素：随时间推移start/end(横轴)，各个风险指标(纵轴，看涨/看跌)
+    option: 期权名称
+    maturity: 到期年月YYMM
+    exercise: 行权点位
+    start: 开始日期
+    end: 结束日期
+    date_range: True标注每个日期，False为系统自动
+    date_freq: 日期标注频率，仅在date_range为True时起作用，例如'2D'为每隔2天，'2M'为每隔2个月，'1Y'为每年，False为每天
+    """
+    
+    #初步检查：期权名称
+    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
+    if not (option in optionlist):
+        print("  #Error(fin_option_time_risk_sse): option not found in SSE for",option)
+        return None
+    
+    #初步检查：交易日期
+    flag,startpd,endpd=check_period(start,end)
+    if not flag:
+        print("  #Error(fin_option_time_risk_sse): invalid date or period",start,end)
+        return None
+    
+    #初步检查：风险指标
+    measurelist=['delta','theta','gamma','vega','rho','implied volatility']
+    if not (measure in measurelist):
+        print("  #Error(fin_option_time_risk_sse): invalid measure",measure)
+        print("  Valid measure:",measurelist)
+        return None
+
+    print("\nStarting to search information necessary, please wait ...")
+    import pandas as pd
+    import akshare as ak
+    
+    #循环获取各个交易日的指标
+    df=pd.DataFrame()
+    curdate=start; curdatepd=startpd
+    
+    num_days=calculate_days(start, end)
+    num=0
+    #print("Searching information on ",end='')
+    while curdatepd <= endpd:
+        #print(curdate,end=' ')
+        akdate=convert_date_ts(curdate)    
+        try:
+            dftmp = ak.option_risk_indicator_sse(date=akdate)
+            df=df._append(dftmp)
+        except:
+            pass
+
+        curdate=date_adjust(curdate,adjust=1)
+        curdatepd=pd.to_datetime(curdate)
+        
+        print_progress_percent(num,num_days-1,steps=5,leading_blanks=2)
+        num=num+1
+        
+    print(' ')
+    
+    #整理数据    
+    df['Date']=df['TRADE_DATE']
+    df['date']=df['TRADE_DATE']
+    df['Date']=pd.to_datetime(df['Date'])
+    df.set_index('Date',inplace=True)
+    df.sort_index(ascending=True,inplace=True) 
+        
+    df['direction']=df['CONTRACT_ID'].apply(lambda x: x[6:7])
+    df['underlying']=df['CONTRACT_ID'].apply(lambda x: x[:6])
+    
+    #获得期权名称
+    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
+    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
+    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)
+    
+    df['maturity']=df['CONTRACT_ID'].apply(lambda x: x[7:11])
+    df['exercise']=df['CONTRACT_ID'].apply(lambda x: float(x[12:]))
+    #进一步检查：到期日
+    if not (maturity in list(df['maturity'])):
+        print("  #Error(fin_option_time_risk_sse): maturity not found in SSE for",maturity)
+        
+        df_maturity=df[(df['option']==option) & (df['exercise']==exercise)]
+        maturitylist=list(set(list(df_maturity['maturity'])))
+        maturitylist.sort()
+        print("  Available maturities:",maturitylist)
+        return None
+    #进一步检查：行权点位
+    if not (exercise in list(df['exercise'])):
+        print("  #Error(fin_option_time_risk_sse): exericse point not found in SSE for",exercise)
+        
+        df_exercise=df[(df['option']==option) & (df['maturity']==maturity)]
+        exerciselist=list(set(list(df_exercise['exercise'])))
+        exerciselist.sort()
+        exerciselist2=list(map(int,exerciselist))
+        print("  Available exercises:",exerciselist2)
+        return None
+    
+    #获得风险指标    
+    df['delta']=df['DELTA_VALUE']
+    df['theta']=df['THETA_VALUE']
+    df['gamma']=df['GAMMA_VALUE']
+    df['vega']=df['VEGA_VALUE']
+    df['rho']=df['RHO_VALUE']
+    df['implied volatility']=df['IMPLC_VOLATLTY']
+    
+    itemlist=["date",'option','underlying','direction','maturity','exercise', \
+              'delta','theta','gamma','vega','rho','implied volatility']
+    df2=df[itemlist]
+    
+    df9=df2[(df2['option']==option) & (df2['maturity']==maturity) & (df2['exercise']==exercise)]
+    if len(df9) == 0:
+        print("  #Error(fin_option_time_risk_sse): options not available fulfilling",option,maturity,exercise)
+        return None
+    df9.sort_values(by=['date','direction','maturity'],ascending=True,inplace=True)
+    
+    df9C=df9[df9['direction']=='C']
+    df9P=df9[df9['direction']=='P']
+    underlying=list(set(list(df9C['underlying'])))[0]+'.SS'
+
+    #绘图：看涨+看跌
+    ticker1="看涨期权"; colname1=measure
+    #label1=measure
+    ticker2="看跌期权"; colname2=measure
+    #label2=measure
+    #ylabeltxt="风险指标"
+    ylabeltxt=ectranslate(measure)
+    titletxt='希腊值风险趋势：'+option+'期权，时间流逝对'+ylabeltxt+'的影响'
+    
+    footnote0="时间流逝（同一期权）\n"
+    footnote1=option+"期权"+"，行权股指点位"+str(exercise)+"，到期时间"+maturity
+    import datetime; today = datetime.date.today()
+    footnote2="数据来源: 新浪财经/东方财富, 制图"+str(today)
+    footnote=footnote0+footnote1+"\n"+footnote2
+    
+    if not date_range:
+        ndays=date_delta(start,end)
+        if ndays <= 20: 
+            date_range=True
+        elif ndays <= 40:
+            date_range=True; date_freq='2D'
+        elif ndays <=60:
+            date_range=True; date_freq='3D'
+        elif ndays <=80:
+            date_range=True; date_freq='4D'
+    
+    #设置zeroline
+    maxC=df9C[colname1].max(); minC=df9C[colname1].min()
+    maxP=df9P[colname2].max(); minP=df9P[colname2].min()
+    
+    aboveZero=False; belowZero=False
+    if maxC>0 or minC>0 or maxP>0 or minP>0: aboveZero=True
+    if maxC<0 or minC<0 or maxP<0 or minP<0: belowZero=True
+    if aboveZero and belowZero: 
+        zeroline=True
+    else:
+        zeroline=False
+    
+    if twinx:
+        zeroline=False
+    """        
+    plot2_line2(df9C,ticker1,colname1,'', \
+               df9P,ticker2,colname2,'', \
+               ylabeltxt,titletxt,footnote, \
+               twinx=twinx, \
+               zeroline=zeroline,yline=0, \
+               loc1=loc1,loc2=loc2, \
+               date_range=date_range,date_freq=date_freq)        
+    """
+    plot_line2(df9C,ticker1,colname1,'', \
+               df9P,ticker2,colname2,'', \
+               ylabeltxt=ylabeltxt,titletxt=titletxt,footnote=footnote, \
+               zeroline=zeroline,twinx=twinx, \
+               loc1=loc1,loc2=loc2, \
+               facecolor=facecolor
+              )    
+    
+    return df9
+
+if __name__=='__main__':     
+    df=fin_option_time_risk_sse(option='300ETF',maturity='2209',exercise=4500,start='2022-8-26',end='2022-9-26',measure='implied volatility')
+#==============================================================================
+#==============================================================================
+#==============================================================================
+if __name__=='__main__':
+    end_month="2303"
+    numOfWeek=3
+    numOfWeekday=5
+
+    # 期权到期月份2303的第3个星期5
+    option_expire_date('2303',3,5)
+
+def option_expire_date(end_month,numOfWeek,numOfWeekday):
+    """
+    功能：给出期权的到期时间YYMM，第numOfWeek个星期的星期几nameOfWeekday
+    end_month：期权的到期月份YYMM
+    numOfWeek：第几个星期，整数
+    nameOfWeekday：星期几，整数
+    """
+    year=int("20"+end_month[:2])
+    month=int(end_month[2:4])
+    
+    import calendar
+    c = calendar.Calendar(firstweekday=calendar.SUNDAY)
+    monthcal = c.monthdatescalendar(year, month)
+    
+    try:
+        wanted_date = [day for week in monthcal for day in week if
+                        day.weekday() == numOfWeekday-1 and day.month == month][numOfWeek-1]
+        
+        import datetime
+        strdate=datetime.datetime.strftime(wanted_date,'%Y-%m-%d')
+        return strdate
+    
+    except IndexError:
+        print("  #Error(option_expire_date): invalid date --> weekday",numOfWeekday,'of week',numOfWeek,'in',end_month) 
+        return None
+
+#==============================================================================
+#==============================================================================
+#==============================================================================
+if __name__=='__main__':
+    options='50ETF'
+    maturity='2412'
+    exercise=3000
+    trade_date='recent'
+    period_days=30
+    risk='none'
+    twinx=False
+    zeroline=False
+    printout=True; graph=True
+    facecolor='whitesmoke'
+
+def options_greek_china(options, \
+                        exercise=0, \
+                        maturity='recent', \
+                        trade_date='recent', \
+                        period_days=30, \
+                        risk='none', \
+                        greek='delta', \
+                        twinx=False, \
+                        zeroline=False, \
+                        printout=False, graph=True, \
+                        facecolor='whitesmoke', \
+                        loc1='best',loc2='best'):
+    """
+    功能：套壳函数
+    套壳：fin_option_risk_sse, fin_option_risk_sse2, fin_option_maturity_risk_sse,
+    fin_option_exercise_risk_sse, fin_option_time_risk_sse
+    
+    套壳条件：
+    当printout==True且risk=='none'时，执行fin_option_risk_sse
+    当printout==False且graph==True且risk=='none'时，执行fin_option_risk_sse2
+    当risk=='maturity'时，执行fin_option_maturity_risk_sse
+    当risk=='exercise'时，执行fin_option_exercise_risk_sse
+    当risk=='time'时，执行fin_option_time_risk_sse
+    """
+    #处理默认日期为上一个非周末的交易日，也可手动指定交易日
+    if trade_date=='recent':
+        import datetime as dt; stoday=dt.date.today()  
+        wd=stoday.weekday() #周一为0
+        if wd==6:#周日
+            trade_date=date_adjust(str(stoday), adjust=-2)
+        elif wd==0:#周一
+            trade_date=date_adjust(str(stoday), adjust=-3)
+        else:
+            trade_date=date_adjust(str(stoday), adjust=-1)
+    
+    if risk=='none':
+        if printout:
+            df=fin_option_risk_sse(option=options,
+                                   maturity=maturity,
+                                   exercise=exercise,
+                                   trade_date=trade_date)  
+            return df
+        
+        if not printout and graph:
+            df=fin_option_risk_sse2(option=options,
+                                    maturity=maturity,
+                                    exercise=exercise,
+                                    trade_date=trade_date)            
+            return df
+        
+    if risk=='maturity':
+        df=fin_option_maturity_risk_sse(option=options,
+                                        exercise=exercise,
+                                        trade_date=trade_date,
+                                        measure=greek,
+                                        twinx=twinx,
+                                        zeroline=zeroline,
+                                        loc1=loc1,loc2=loc2)
+        return df
+
+    if risk=='exercise':
+        df=fin_option_exercise_risk_sse(option=options,
+                                        maturity=maturity,
+                                        trade_date=trade_date,
+                                        measure=greek,
+                                        zeroline=zeroline,
+                                        loc1=loc1,loc2=loc2)            
+        return df
+            
+    if risk=='time':
+        start=date_adjust(trade_date, adjust=-period_days)
+        df=fin_option_time_risk_sse(option=options,
+                                    maturity=maturity,
+                                    exercise=exercise,
+                                    start=start,end=trade_date,
+                                    measure=greek,
+                                    twinx=twinx,
+                                    zeroline=zeroline,
+                                    loc1=loc1,loc2=loc2)   
+        return df
+
+    print("Sorry, no idea on what I can do for you:-(")        
+    return None
+            
+            
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================