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

build/lib/siat/other_indexes.py

@@ -0,0 +1,409 @@
+# -*- coding: utf-8 -*-
+"""
+本模块功能：另类证券市场指数
+所属工具包：证券投资分析工具SIAT 
+SIAT：Security Investment Analysis Tool
+创建日期：2025年5月8日
+最新修订日期：
+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 *
+#==============================================================================
+
+
+def other_index_translate(index_code):
+    """
+    ===========================================================================
+    功能：另类证券市场指数代码
+    参数：
+    index_code: 指数代码，非标准，来自东方财富和新浪。
+    返回值：是否找到，基于语言环境为中文或英文解释。
+    语言环境判断为check_language()
+    
+    数据结构：['指数代码','指数符号','指数名称中文','指数名称英文','数据来源']
+    """
+    
+    import pandas as pd
+    trans_dict=pd.DataFrame([
+        
+        ['INDEXCF','俄罗斯MICEX指数','俄罗斯MICEX指数','MICEX Index','sina'],
+        ['RTS','俄罗斯RTS指数','俄罗斯RTS指数','RTS Index','em'],
+        ['CASE','埃及CASE 30指数','埃及CASE30指数','CASE30 Index','sina'],
+        ['VNINDEX','越南胡志明','越南胡志明指数','Ho Chi-Ming Index','em'],
+        ['HSCEI','国企指数','港股国企指数','HK H-share Index','em'],
+        ['HSCCI','红筹指数','港股红筹指数','HK Red-share Index','em'],
+        ['CSEALL','斯里兰卡科伦坡','斯里兰卡科伦坡全指','Colombo Index','em'],
+        ['UDI','美元指数','美元指数','US Dollar Index','em'],
+        ['CRB','路透CRB商品指数','路透CRB商品指数','Reuters CRB Index','em'],
+        ['BDI','波罗的海BDI指数','波罗的海BDI指数','Baltic Dry Index','em'],
+        ['KSE100','巴基斯坦卡拉奇','巴基斯坦卡拉奇指数','KSE100 Index','em'],
+        
+        
+        ], columns=['code','symbol','name_cn','name_en','source'])
+
+    found=False; symbol=index_code
+    try:
+        dict_word=trans_dict[trans_dict['code']==index_code]
+        found=True
+    except:
+        #未查到翻译词汇，返回原词
+        pass
+    
+    if dict_word is None:
+        found=False    
+    elif len(dict_word) == 0:
+        found=False
+    
+    source=''; name=''
+    if found:
+        symbol=dict_word['symbol'].values[0]
+        
+        lang=check_language()
+        if lang == 'Chinese':
+            name=dict_word['name_cn'].values[0]
+        else:
+            name=dict_word['name_en'].values[0]
+            
+        source=dict_word['source'].values[0]
+            
+    return symbol,name,source
+
+if __name__=='__main__': 
+    index_code='KSE100'
+    index_code='CASE'
+    index_code='XYZ'
+    
+    set_language('Chinese')
+    set_language('English')
+    other_index_translate(index_code)
+
+#==============================================================================
+def get_other_index_em(index_code,start,end):
+    """
+    功能：获取另类指数历史行情，东方财富
+    参数：
+    index_code：指数代码
+    start,end：开始/结束日期
+    """
+    symbol,name,source=other_index_translate(index_code)
+    if symbol == index_code:
+        return None
+    
+    import akshare as ak
+    try:
+        dft = ak.index_global_hist_em(symbol=symbol)
+    except:
+        return None
+    
+    dft.rename(columns={'日期':'Date','代码':'ticker','名称':'Name','今开':'Open', \
+                        '最新价':'Close','最高':'High','最低':'Low','振幅':'Change'}, \
+               inplace=True)
+    dft['Change']=dft['Change']/100.00
+    dft['Adj Close']=dft['Close']
+    dft['source']=source
+    dft['Volume']=0
+    dft['Name']=name
+    
+    import pandas as pd
+    dft['date']=dft['Date'].apply(lambda x: pd.to_datetime(x))
+    dft.set_index('date',inplace=True)
+    
+    startpd=pd.to_datetime(start); endpd=pd.to_datetime(end)
+    df=dft[(dft.index >= startpd) & (dft.index <= endpd)]
+    
+    return df
+
+if __name__=='__main__': 
+    index_code='KSE100'
+    start='2025-2-1'; end='2025-3-31'
+    get_other_index_em(index_code,start,end)
+#==============================================================================
+if __name__=='__main__': 
+    index_code='RTS'
+    start='2025-2-1'; end='2025-3-31'
+    get_other_index_em(index_code,start,end)
+
+def get_other_index_sina(index_code,start,end):
+    """
+    功能：获取另类指数历史行情，新浪财经
+    参数：
+    index_code：指数代码
+    start,end：开始/结束日期
+    """
+    symbol,name,source=other_index_translate(index_code)
+    if symbol == index_code:
+        return None
+    
+    import akshare as ak
+    try:
+        dft = ak.index_global_hist_sina(symbol=symbol)
+    except:
+        return None
+    
+    dft.rename(columns={'open':'Open','high':'High','low':'Low','close':'Close', \
+                        'volume':'Volume'},inplace=True)
+    dft['ticker']=index_code; dft['Name']=name; dft['Date']=dft['date']
+    dft['Adj Close']=dft['Close']
+    dft['source']=source
+    
+    import pandas as pd
+    dft['date']=dft['Date'].apply(lambda x: pd.to_datetime(x))
+    dft.set_index('date',inplace=True)
+    
+    startpd=pd.to_datetime(start); endpd=pd.to_datetime(end)
+    df=dft[(dft.index >= startpd) & (dft.index <= endpd)]
+    
+    return df
+
+if __name__=='__main__': 
+    index_code='CASE'
+    start='2025-2-1'; end='2025-3-31'
+    get_other_index_sina(index_code,start,end)
+#==============================================================================
+def get_other_index_ak(index_code,start,end):
+    """
+    功能：获取另类指数历史行情，新浪财经或东方财富
+    参数：
+    index_code：指数代码
+    start,end：开始/结束日期
+    """
+    symbol,name,source=other_index_translate(index_code)
+    if symbol == index_code:
+        return None
+    
+    if source == 'em':
+        df=get_other_index_em(index_code,start,end)
+    elif source == 'sina':
+        df=get_other_index_sina(index_code,start,end)
+    else:
+        df=None
+        
+    return df
+
+if __name__=='__main__': 
+    index_code='CASE'
+    index_code='KSE100'
+    index_code='VNINDEX'
+    start='2025-2-1'; end='2025-3-31'
+    get_other_index(index_code,start,end)
+#==============================================================================
+if __name__=='__main__': 
+    ticker='AAPL'
+    ticker='^TVX'
+    ticker='Apple'
+    start='2025-4-1'; end='2025-4-30'
+    
+    get_prices_av(ticker,start,end)
+    
+def get_prices_av(ticker,start,end):
+    """
+    功能：从Alpha Vantage获取美股股价历史行情，使用Alpha Vantage
+    参数：
+    ticker：AV股票代码（假设与雅虎财经的股票代码相同），如不同可通过search_av获得准确代码
+    start：起始日期
+    end：结束日期
+    """
+    # 免费注册：wangdehong@bfsu.edu.cn，每日25次。
+    api_key='VTRR3TA7L9O2DIX6'  
+    
+    from alpha_vantage.timeseries import TimeSeries
+    ts = TimeSeries(key=api_key, output_format="pandas")
+    try:
+        dft, _ = ts.get_daily(symbol=ticker, outputsize="full")   
+    except:
+        pass
+        return None
+    
+    dft.sort_index(ascending=True,inplace=True)
+    dft.rename(columns={'1. open':'Open','2. high':'High','3. low':'Low', \
+                        '4. close':'Close','5. volume':'Volume'},inplace=True)
+    dft['Adj Close']=dft['Close']
+    dft['source']='Alpha Vantage'
+    dft['ticker']=ticker
+    dft['Name']=ticker
+
+    import pandas as pd
+    startpd=pd.to_datetime(start); endpd=pd.to_datetime(end)
+    df=dft[(dft.index >= startpd) & (dft.index <= endpd)]
+    
+    return df
+
+    
+#==============================================================================
+if __name__=='__main__': 
+    ticker='AAPL'
+    ticker='Apple'
+    start='2025-4-1'; end='2025-4-30'
+    
+    get_prices_av_pdr(ticker,start,end)
+    
+def get_prices_av_pdr(ticker,start,end):
+    """
+    功能：从Alpha Vantage获取美股股价历史行情，使用pandas_datareader
+    参数：
+    ticker：AV股票代码（可能与雅虎财经的股票代码不同），可以通过search_av获得准确代码
+    start：起始日期
+    end：结束日期
+    """
+    # 免费注册：wangdehong@bfsu.edu.cn，限每日25次。
+    api_key='VTRR3TA7L9O2DIX6' 
+    
+    import pandas_datareader.data as pdr
+    try:
+        dft = pdr.DataReader(ticker, "av-daily", api_key=api_key,start=start,end=end)
+        dft['ticker']=ticker
+        dft['Name']=ticker
+    except: # 拯救一次，查找字符串匹配的股票代码
+        firstcode,firstname,_=search_av(ticker,api_key)
+        if firstcode is None:
+            pass
+            return None
+        print(f"  Notice: matching keyword {ticker} to stock code {firstcode}({firstname})")
+        try:
+            dft = pdr.DataReader(firstcode, "av-daily", api_key=api_key,start=start,end=end)
+            dft['ticker']=firstcode
+            dft['Name']=firstname
+        except:
+            pass
+            return None
+    
+    if dft is None:
+        pass
+        return None
+    if len(dft) == 0:
+        pass
+        return None
+    
+    dft.rename(columns={'open':'Open','high':'High','low':'Low','close':'Close', \
+                        'volume':'Volume'},inplace=True)
+    dft['Adj Close']=dft['Close']
+    dft['source']='Alpha Vantage'
+    
+    import pandas as pd
+    dft['Date']=dft['date']=dft.index
+    dft['date']=dft['date'].apply(lambda x: pd.to_datetime(x))
+    dft.set_index('date',inplace=True)
+    
+    #startpd=pd.to_datetime(start); endpd=pd.to_datetime(end)
+    #df=dft[(dft.index >= startpd) & (dft.index <= endpd)]
+    df=dft
+    
+    return df
+    
+    
+#==============================================================================
+if __name__=='__main__': 
+    api_key='VTRR3TA7L9O2DIX6'
+    keyword='AAPL'
+    keyword='Apple'
+    keyword='^TYX'
+    
+    search_av("microsoft")
+    search_av("Apple")
+
+def search_av(keyword,api_key='VTRR3TA7L9O2DIX6'):
+    """
+    过程：给定上市公司关键名称或不带后缀的股票代码，找出Alpha Vantage的股票代码。
+    """
+    DEBUG=False
+    
+    import requests
+    url = f"https://www.alphavantage.co/query?function=SYMBOL_SEARCH&keywords={keyword}&apikey={api_key}"
+    response = requests.get(url)
+    if response.status_code != 200:
+        pass
+        return None,None,None
+    
+    data = response.json()
+    if "bestMatches" in data:
+        try:
+            firstcode=data["bestMatches"][0]['1. symbol']
+            firstname=data["bestMatches"][0]['2. name']
+        except:
+            if DEBUG:
+                print(f"  #Warning(search_av): no contents found for {keyword} in Alpha Vantage")
+            #未找到可匹配的股票代码
+            return None,None,None
+            
+    else:
+        if DEBUG:
+            if "Information" in data:
+                print(f"  #Warning(search_av): exceeded limit of requests per day in Alpha Vantage")
+            else:
+                print(f"  #Warning(search_av): keyword {keyword} not found in Alpha Vantage")
+        #未找到可匹配的股票代码
+        return None,None,None
+    
+    return firstcode,firstname,data
+
+#==============================================================================
+if __name__=='__main__': 
+    ticker='AAPL'
+    ticker='^TVX'
+    start='2025-4-1'; end='2025-4-30'
+    
+    get_price_tiingo(ticker,start,end)
+    
+def get_price_tiingo(ticker,start,end):
+    """
+    功能：获取美股历史行情信息，基于TIINGO
+    """
+    DEBUG=False
+    
+    # 每日限1000次调用，基于wdehong2000@163.com
+    api_token='0892bdb0533f8114535f354db596e6c244f5618d'
+    
+    from tiingo import TiingoClient
+    # 通过配置字典
+    config = {
+        'api_key': api_token,  # 替换为实际密钥
+        'session': True  # 启用HTTP会话复用，提升性能
+    }
+    client = TiingoClient(config)    
+
+
+    # 获取历史行情（默认返回DataFrame）
+    try:
+        dft = client.get_dataframe(
+                                    ticker,
+                                    startDate=start,
+                                    endDate=end,   
+                                    frequency='daily'
+                                   )
+    except Exception as e:
+        if DEBUG:
+            print(f"  #Error(get_price_tiingo): {e}")    
+            print(f"  #Error(get_price_tiingo): {ticker} not found or exceeded max requests per day")
+        return None
+        
+    # 去掉时区
+    dft.index = dft.index.tz_localize(None)
+    
+    # 整理数据项
+    dft.rename(columns={'open':'Open','high':'High','low':'Low','close':'Close', \
+                        'volume':'Volume'},inplace=True)
+    
+    dft.rename(columns={'adjOpen':'Adj Open','adjHigh':'Adj High','adjLow':'Adj Low', \
+                        'adjClose':'Adj Close', \
+                        'adjVolume':'Adj Volume'},inplace=True)
+        
+    dft['source']='Tiingo'
+    dft['ticker']=ticker; dft['name']=ticker
+        
+    return dft
+        
+        
+#==============================================================================
+#==============================================================================
+#==============================================================================
+
+