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

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Files changed (217) hide show
  1. build/lib/build/lib/siat/__init__.py +75 -0
  2. build/lib/build/lib/siat/allin.py +137 -0
  3. build/lib/build/lib/siat/assets_liquidity.py +915 -0
  4. build/lib/build/lib/siat/beta_adjustment.py +1058 -0
  5. build/lib/build/lib/siat/beta_adjustment_china.py +548 -0
  6. build/lib/build/lib/siat/blockchain.py +143 -0
  7. build/lib/build/lib/siat/bond.py +2900 -0
  8. build/lib/build/lib/siat/bond_base.py +992 -0
  9. build/lib/build/lib/siat/bond_china.py +100 -0
  10. build/lib/build/lib/siat/bond_zh_sina.py +143 -0
  11. build/lib/build/lib/siat/capm_beta.py +783 -0
  12. build/lib/build/lib/siat/capm_beta2.py +887 -0
  13. build/lib/build/lib/siat/common.py +5360 -0
  14. build/lib/build/lib/siat/compare_cross.py +642 -0
  15. build/lib/build/lib/siat/copyrights.py +18 -0
  16. build/lib/build/lib/siat/cryptocurrency.py +667 -0
  17. build/lib/build/lib/siat/economy.py +1471 -0
  18. build/lib/build/lib/siat/economy2.py +1853 -0
  19. build/lib/build/lib/siat/esg.py +536 -0
  20. build/lib/build/lib/siat/event_study.py +815 -0
  21. build/lib/build/lib/siat/fama_french.py +1521 -0
  22. build/lib/build/lib/siat/fin_stmt2_yahoo.py +982 -0
  23. build/lib/build/lib/siat/financial_base.py +1160 -0
  24. build/lib/build/lib/siat/financial_statements.py +598 -0
  25. build/lib/build/lib/siat/financials.py +2339 -0
  26. build/lib/build/lib/siat/financials2.py +1278 -0
  27. build/lib/build/lib/siat/financials_china.py +4433 -0
  28. build/lib/build/lib/siat/financials_china2.py +2212 -0
  29. build/lib/build/lib/siat/fund.py +629 -0
  30. build/lib/build/lib/siat/fund_china.py +3307 -0
  31. build/lib/build/lib/siat/future_china.py +551 -0
  32. build/lib/build/lib/siat/google_authenticator.py +47 -0
  33. build/lib/build/lib/siat/grafix.py +3636 -0
  34. build/lib/build/lib/siat/holding_risk.py +867 -0
  35. build/lib/build/lib/siat/luchy_draw.py +638 -0
  36. build/lib/build/lib/siat/market_china.py +1168 -0
  37. build/lib/build/lib/siat/markowitz.py +2363 -0
  38. build/lib/build/lib/siat/markowitz2.py +3150 -0
  39. build/lib/build/lib/siat/markowitz2_20250704.py +2969 -0
  40. build/lib/build/lib/siat/markowitz2_20250705.py +3158 -0
  41. build/lib/build/lib/siat/markowitz_simple.py +373 -0
  42. build/lib/build/lib/siat/ml_cases.py +2291 -0
  43. build/lib/build/lib/siat/ml_cases_example.py +60 -0
  44. build/lib/build/lib/siat/option_china.py +3069 -0
  45. build/lib/build/lib/siat/option_pricing.py +1925 -0
  46. build/lib/build/lib/siat/other_indexes.py +409 -0
  47. build/lib/build/lib/siat/risk_adjusted_return.py +1576 -0
  48. build/lib/build/lib/siat/risk_adjusted_return2.py +1900 -0
  49. build/lib/build/lib/siat/risk_evaluation.py +2218 -0
  50. build/lib/build/lib/siat/risk_free_rate.py +351 -0
  51. build/lib/build/lib/siat/sector_china.py +4140 -0
  52. build/lib/build/lib/siat/security_price2.py +727 -0
  53. build/lib/build/lib/siat/security_prices.py +3408 -0
  54. build/lib/build/lib/siat/security_trend.py +402 -0
  55. build/lib/build/lib/siat/security_trend2.py +646 -0
  56. build/lib/build/lib/siat/stock.py +4284 -0
  57. build/lib/build/lib/siat/stock_advice_linear.py +934 -0
  58. build/lib/build/lib/siat/stock_base.py +26 -0
  59. build/lib/build/lib/siat/stock_china.py +2095 -0
  60. build/lib/build/lib/siat/stock_prices_kneighbors.py +910 -0
  61. build/lib/build/lib/siat/stock_prices_linear.py +386 -0
  62. build/lib/build/lib/siat/stock_profile.py +707 -0
  63. build/lib/build/lib/siat/stock_technical.py +3305 -0
  64. build/lib/build/lib/siat/stooq.py +74 -0
  65. build/lib/build/lib/siat/transaction.py +347 -0
  66. build/lib/build/lib/siat/translate.py +5183 -0
  67. build/lib/build/lib/siat/valuation.py +1378 -0
  68. build/lib/build/lib/siat/valuation_china.py +2076 -0
  69. build/lib/build/lib/siat/var_model_validation.py +444 -0
  70. build/lib/build/lib/siat/yf_name.py +811 -0
  71. build/lib/siat/__init__.py +75 -0
  72. build/lib/siat/allin.py +137 -0
  73. build/lib/siat/assets_liquidity.py +915 -0
  74. build/lib/siat/beta_adjustment.py +1058 -0
  75. build/lib/siat/beta_adjustment_china.py +548 -0
  76. build/lib/siat/blockchain.py +143 -0
  77. build/lib/siat/bond.py +2900 -0
  78. build/lib/siat/bond_base.py +992 -0
  79. build/lib/siat/bond_china.py +100 -0
  80. build/lib/siat/bond_zh_sina.py +143 -0
  81. build/lib/siat/capm_beta.py +783 -0
  82. build/lib/siat/capm_beta2.py +887 -0
  83. build/lib/siat/common.py +5360 -0
  84. build/lib/siat/compare_cross.py +642 -0
  85. build/lib/siat/copyrights.py +18 -0
  86. build/lib/siat/cryptocurrency.py +667 -0
  87. build/lib/siat/economy.py +1471 -0
  88. build/lib/siat/economy2.py +1853 -0
  89. build/lib/siat/esg.py +536 -0
  90. build/lib/siat/event_study.py +815 -0
  91. build/lib/siat/fama_french.py +1521 -0
  92. build/lib/siat/fin_stmt2_yahoo.py +982 -0
  93. build/lib/siat/financial_base.py +1160 -0
  94. build/lib/siat/financial_statements.py +598 -0
  95. build/lib/siat/financials.py +2339 -0
  96. build/lib/siat/financials2.py +1278 -0
  97. build/lib/siat/financials_china.py +4433 -0
  98. build/lib/siat/financials_china2.py +2212 -0
  99. build/lib/siat/fund.py +629 -0
  100. build/lib/siat/fund_china.py +3307 -0
  101. build/lib/siat/future_china.py +551 -0
  102. build/lib/siat/google_authenticator.py +47 -0
  103. build/lib/siat/grafix.py +3636 -0
  104. build/lib/siat/holding_risk.py +867 -0
  105. build/lib/siat/luchy_draw.py +638 -0
  106. build/lib/siat/market_china.py +1168 -0
  107. build/lib/siat/markowitz.py +2363 -0
  108. build/lib/siat/markowitz2.py +3150 -0
  109. build/lib/siat/markowitz2_20250704.py +2969 -0
  110. build/lib/siat/markowitz2_20250705.py +3158 -0
  111. build/lib/siat/markowitz_simple.py +373 -0
  112. build/lib/siat/ml_cases.py +2291 -0
  113. build/lib/siat/ml_cases_example.py +60 -0
  114. build/lib/siat/option_china.py +3069 -0
  115. build/lib/siat/option_pricing.py +1925 -0
  116. build/lib/siat/other_indexes.py +409 -0
  117. build/lib/siat/risk_adjusted_return.py +1576 -0
  118. build/lib/siat/risk_adjusted_return2.py +1900 -0
  119. build/lib/siat/risk_evaluation.py +2218 -0
  120. build/lib/siat/risk_free_rate.py +351 -0
  121. build/lib/siat/sector_china.py +4140 -0
  122. build/lib/siat/security_price2.py +727 -0
  123. build/lib/siat/security_prices.py +3408 -0
  124. build/lib/siat/security_trend.py +402 -0
  125. build/lib/siat/security_trend2.py +646 -0
  126. build/lib/siat/stock.py +4284 -0
  127. build/lib/siat/stock_advice_linear.py +934 -0
  128. build/lib/siat/stock_base.py +26 -0
  129. build/lib/siat/stock_china.py +2095 -0
  130. build/lib/siat/stock_prices_kneighbors.py +910 -0
  131. build/lib/siat/stock_prices_linear.py +386 -0
  132. build/lib/siat/stock_profile.py +707 -0
  133. build/lib/siat/stock_technical.py +3305 -0
  134. build/lib/siat/stooq.py +74 -0
  135. build/lib/siat/transaction.py +347 -0
  136. build/lib/siat/translate.py +5183 -0
  137. build/lib/siat/valuation.py +1378 -0
  138. build/lib/siat/valuation_china.py +2076 -0
  139. build/lib/siat/var_model_validation.py +444 -0
  140. build/lib/siat/yf_name.py +811 -0
  141. siat/__init__.py +0 -0
  142. siat/allin.py +0 -0
  143. siat/assets_liquidity.py +0 -0
  144. siat/beta_adjustment.py +0 -0
  145. siat/beta_adjustment_china.py +0 -0
  146. siat/blockchain.py +0 -0
  147. siat/bond.py +0 -0
  148. siat/bond_base.py +0 -0
  149. siat/bond_china.py +0 -0
  150. siat/bond_zh_sina.py +0 -0
  151. siat/capm_beta.py +0 -0
  152. siat/capm_beta2.py +0 -0
  153. siat/common.py +94 -30
  154. siat/compare_cross.py +0 -0
  155. siat/copyrights.py +0 -0
  156. siat/cryptocurrency.py +0 -0
  157. siat/economy.py +0 -0
  158. siat/economy2.py +0 -0
  159. siat/esg.py +0 -0
  160. siat/event_study.py +0 -0
  161. siat/fama_french.py +0 -0
  162. siat/fin_stmt2_yahoo.py +0 -0
  163. siat/financial_base.py +0 -0
  164. siat/financial_statements.py +0 -0
  165. siat/financials.py +0 -0
  166. siat/financials2.py +0 -0
  167. siat/financials_china.py +0 -0
  168. siat/financials_china2.py +0 -0
  169. siat/fund.py +0 -0
  170. siat/fund_china.py +0 -0
  171. siat/future_china.py +0 -0
  172. siat/google_authenticator.py +0 -0
  173. siat/grafix.py +1 -1
  174. siat/holding_risk.py +0 -0
  175. siat/luchy_draw.py +0 -0
  176. siat/market_china.py +7 -1
  177. siat/markowitz.py +0 -0
  178. siat/markowitz2.py +240 -39
  179. siat/markowitz2_20250704.py +2969 -0
  180. siat/markowitz2_20250705.py +3158 -0
  181. siat/markowitz_simple.py +0 -0
  182. siat/ml_cases.py +0 -0
  183. siat/ml_cases_example.py +0 -0
  184. siat/option_china.py +0 -0
  185. siat/option_pricing.py +0 -0
  186. siat/other_indexes.py +0 -0
  187. siat/risk_adjusted_return.py +0 -0
  188. siat/risk_adjusted_return2.py +0 -0
  189. siat/risk_evaluation.py +0 -0
  190. siat/risk_free_rate.py +0 -0
  191. siat/sector_china.py +0 -0
  192. siat/security_price2.py +0 -0
  193. siat/security_prices.py +3 -1
  194. siat/security_trend.py +0 -0
  195. siat/security_trend2.py +1 -1
  196. siat/stock.py +4 -2
  197. siat/stock_advice_linear.py +0 -0
  198. siat/stock_base.py +0 -0
  199. siat/stock_china.py +0 -0
  200. siat/stock_prices_kneighbors.py +0 -0
  201. siat/stock_prices_linear.py +0 -0
  202. siat/stock_profile.py +0 -0
  203. siat/stock_technical.py +0 -0
  204. siat/stooq.py +0 -0
  205. siat/transaction.py +0 -0
  206. siat/translate.py +11 -11
  207. siat/valuation.py +0 -0
  208. siat/valuation_china.py +0 -0
  209. siat/var_model_validation.py +0 -0
  210. siat/yf_name.py +0 -0
  211. {siat-3.10.130.dist-info → siat-3.10.132.dist-info}/METADATA +11 -11
  212. siat-3.10.132.dist-info/RECORD +218 -0
  213. siat-3.10.132.dist-info/top_level.txt +4 -0
  214. siat-3.10.130.dist-info/RECORD +0 -76
  215. siat-3.10.130.dist-info/top_level.txt +0 -1
  216. {siat-3.10.130.dist-info → siat-3.10.132.dist-info}/WHEEL +0 -0
  217. {siat-3.10.130.dist-info → siat-3.10.132.dist-info}/licenses/LICENSE +0 -0
build/lib/build/lib/siat/ml_cases_example.py ADDED
@@ -0,0 +1,60 @@
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+ # -*- coding: utf-8 -*-
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+ """
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+ 作者：王德宏
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+ 功能：测试ml_cases中的函数功能，仅限测试用
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+ """
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+
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+ from siat import *
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+ dfprice=get_stock_price('MSFT','3/24/2022', '1/1/2015')
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+ dfprice.head(5)
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+ dfprice.tail(3)
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+
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+ dfprice[dfprice.Date == '2019-03-20']
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+ dfprice[(dfprice.Date>='2019-03-11') & (dfprice.Date<='2019-03-15')]
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+
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+ X,y,ndprice=make_price_sample(dfprice,1,240,20)
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+
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+ from sklearn.model_selection import train_test_split
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+ X_train,X_test,y_train,y_test= train_test_split(X,y,random_state=0)
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+
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+ from sklearn.neighbors import KNeighborsRegressor
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+ reg=KNeighborsRegressor(n_neighbors=10,weights='distance')
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+
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+ reg.fit(X_train,y_train)
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+ reg.score(X_train,y_train)
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+ reg.score(X_test,y_test)
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+
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+ X_new=ndprice[0,0:20]
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+ y_new=reg.predict(X_new)
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+
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+ print(y_new)
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+
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+ get_stock_price('MSFT', '3/25/2022', '3/24/2022')
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+
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+ bestmodel,bestk,bestscore_train,bestscore_test=bestKN(X,y)
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+ print(bestk,bestscore_train,bestscore_test)
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+
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+ y_new=bestmodel.predict(X_new)
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+ print(y_new)
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+
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+ bestmodel,bestk,bestscore_train,bestscore_test,bestrate=bestKN2(X,y)
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+ print(bestk,bestscore_train,bestscore_test,bestrate)
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+
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+ y_new=bestmodel.predict(X_new)
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+ print(y_new)
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+
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+
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+ bestmodel,bestf,bestk,bestscore_train,bestscore_test=bestFN(dfprice,1,240)
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+ print(bestf,bestk,bestscore_train,bestscore_test)
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+ X_new=ndprice[0,0:bestf]
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+ y_new=bestmodel.predict(X_new)
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+ print(y_new)
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+
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+ bestmodel,bestf,bestk,bestscore_train,bestscore_test,bestrate=bestFN2(dfprice,1,240)
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+ print(bestf,bestk,bestscore_train,bestscore_test)
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+ X_new=ndprice[0,0:bestf]
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+ y_new=bestmodel.predict(X_new)
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+ print(y_new)
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+
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+ fprice,fprice2=forecast_stock_price2(dfprice,1,240)
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+ forecast_stock_price('MSFT','2022-3-24',1)