siat 3.10.131__py3-none-any.whl → 3.10.132__py3-none-any.whl

build/lib/build/lib/siat/compare_cross.py

@@ -0,0 +1,642 @@
+# -*- coding: utf-8 -*-
+"""
+本模块功能：跨类别对比证券投资产品的业绩指标走势
+所属工具包：证券投资分析工具SIAT 
+SIAT：Security Investment Analysis Tool
+创建日期：2023年4月4日
+最新修订日期：2023年4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.translate import *
+from siat.security_prices import *
+from siat.security_price2 import *
+from siat.transaction import *
+from siat.risk_adjusted_return import *
+from siat.sector_china import *
+from siat.grafix import *
+
+import pandas as pd
+#==============================================================================
+
+#==============================================================================
+if __name__=='__main__':
+    ticker='600519.SS'
+    start='2023-1-1'
+    end='2023-4-4'
+    info_types=['Close','Volume']
+    
+    df1=fetch_price_stock(ticker,start,end)
+    
+def fetch_price_stock(ticker,start,end,info_types=['Close','Volume'], \
+                      adjust=-2*365,ticker_type='auto'):
+    """
+    功能：获取股票、大盘指数、ETF和REITS的价格
+    ticker：股票代码
+    start,end：日期期间
+    info_types：信息测度，默认['Close']，还可以为['Close','Open','High','Low',
+                                     'Volume','Adj Close']
+    特点：为compare_indicator使用，包括股票名称
+    """
+    start1=date_adjust(start,adjust=adjust)
+    try:
+        prices=get_prices(ticker,start1,end)
+    except:
+        print("  #Error(fetch_price_stock): failed to fetch stock prices for",ticker)
+        return None
+
+    if prices is None:
+        print("  #Warning(fetch_price_stock): no info found for",ticker,"during",start,"and",end)
+        return None
+
+    if len(prices)==0:
+        print("  #Warning(fetch_price_stock): zero record found for",ticker,"during",start,"and",end)
+        return None
+    
+    if isinstance(info_types,str):
+        typelist=[info_types]
+    else:
+        typelist=info_types
+
+    import pandas as pd
+    df=pd.DataFrame()
+        
+    for t in typelist:
+        try:
+            df[t]=prices[t]
+        except:
+            continue
+
+    df['Adj Close']=df['Close']        
+    df['Code']=ticker
+    df['Type']='stock'
+    
+    #预处理ticker_type
+    ticker_type=ticker_type_preprocess_mticker_mixed(ticker,ticker_type)    
+    df['Name']=ticker_name(ticker,ticker_type)
+    
+    return df
+     
+
+#==============================================================================
+if __name__=='__main__':
+    Market={'Market':('China','000300.SS','白酒组合1号')}
+    Stocks1={'600519.SS':.5,'000858.SZ':.3}
+    Stocks2={'000596.SZ':.1,'000568.SZ':.1}
+    portfolio=dict(Market,**Stocks1,**Stocks2)
+    
+    start='2023-1-1'
+    end='2023-4-4'
+    info_types=['Close','Volume']
+    
+    df2=fetch_price_stock_portfolio(portfolio,start,end)
+
+def fetch_price_stock_portfolio(portfolio,start,end,info_types=['Close','Volume'],adjust=-2*365):
+    """
+    功能：获取股票投资组合的信息
+    portfolio：股票投资组合
+    start,end：日期期间
+    info_types：信息测度，默认['Close']，还可以为['Close','Open','High','Low',
+                                     'Volume','Adj Close']
+    特点：为compare_indicator使用，包括投资组合名称
+    """
+    start1=date_adjust(start,adjust=adjust)
+    try:
+        prices=get_portfolio_prices(portfolio,start1,end)
+    except:
+        print("  #Error(fetch_price_stock_portfolio): failed to fetch stock prices for the portfolio")
+        return None
+
+    if prices is None:
+        print("  #Warning(fetch_price_stock_portfolio): no info found for the portfolio during",start,"and",end)
+        return None
+
+    if len(prices)==0:
+        print("  #Warning(fetch_price_stock_portfolio): zero record found for the portfolio during",start,"and",end)
+        return None
+    
+    if isinstance(info_types,str):
+        typelist=[info_types]
+    else:
+        typelist=info_types
+
+    import pandas as pd
+    df=pd.DataFrame()
+        
+    for t in typelist:
+        try:
+            df[t]=prices[t]
+        except:
+            continue
+
+    df['Adj Close']=df['Close']        
+        
+    df['Code']='stock_portfolio'
+    df['Type']='stock_portfolio'
+    df['Name']=portfolio_name(portfolio)
+    
+    return df
+
+
+#==============================================================================
+if __name__=='__main__':
+    dflist=[df1,df2,df3]
+    
+    measure='Weekly Ret%'
+    start='2023-1-1'
+    end='2023-4-4'
+    graph=True
+
+def compare_msecurity_cross(dflist,measure,start,end,graph=True, \
+                            loc='best',annotate=False):
+    """
+    功能：基于多个数据表df中的列Close计算指标measure，绘图比较
+    输入要求：各个数据表df需要，索引为datetime，Close，Code，Type和Name
+    """
+    #检查日期期间
+    result,startpd,endpd=check_period(start,end)
+    if not result:
+        print("  #Error(compare_msecurity_cross): invalid date period from",start,'to',end)
+        if graph: return      
+        else: return None
+    
+    #检查是否支持该measure
+    measurelist=['Close','Adj Close','Daily Ret','Daily Ret%','Daily Adj Ret','Daily Adj Ret%',
+             'log(Daily Ret)','log(Daily Adj Ret)','Weekly Ret','Weekly Ret%',
+             'Weekly Adj Ret','Weekly Adj Ret%','Monthly Ret','Monthly Ret%',
+             'Monthly Adj Ret','Monthly Adj Ret%','Quarterly Ret','Quarterly Ret%',
+             'Quarterly Adj Ret','Quarterly Adj Ret%','Annual Ret','Annual Ret%',
+             'Annual Adj Ret','Annual Adj Ret%','Exp Ret','Exp Ret%','Exp Adj Ret',
+             'Exp Adj Ret%','Weekly Price Volatility','Weekly Adj Price Volatility',
+             'Monthly Price Volatility','Monthly Adj Price Volatility',
+             'Quarterly Price Volatility','Quarterly Adj Price Volatility',
+             'Annual Price Volatility','Annual Adj Price Volatility',
+             'Exp Price Volatility','Exp Adj Price Volatility',
+             'Weekly Ret Volatility','Weekly Ret Volatility%',
+             'Weekly Adj Ret Volatility','Weekly Adj Ret Volatility%',
+             'Monthly Ret Volatility', 'Monthly Ret Volatility%',
+             'Monthly Adj Ret Volatility', 'Monthly Adj Ret Volatility%',
+             'Quarterly Ret Volatility', 'Quarterly Ret Volatility%',
+             'Quarterly Adj Ret Volatility', 'Quarterly Adj Ret Volatility%',
+             'Annual Ret Volatility', 'Annual Ret Volatility%',
+             'Annual Adj Ret Volatility', 'Annual Adj Ret Volatility%',
+             'Exp Ret Volatility', 'Exp Ret Volatility%', 'Exp Adj Ret Volatility',
+             'Exp Adj Ret Volatility%', 'Weekly Ret LPSD', 'Weekly Ret LPSD%',
+             'Weekly Adj Ret LPSD', 'Weekly Adj Ret LPSD%', 'Monthly Ret LPSD',
+             'Monthly Ret LPSD%', 'Monthly Adj Ret LPSD', 'Monthly Adj Ret LPSD%',
+             'Quarterly Ret LPSD', 'Quarterly Ret LPSD%', 'Quarterly Adj Ret LPSD',
+             'Quarterly Adj Ret LPSD%', 'Annual Ret LPSD', 'Annual Ret LPSD%',
+             'Annual Adj Ret LPSD', 'Annual Adj Ret LPSD%', 'Exp Ret LPSD',
+             'Exp Ret LPSD%', 'Exp Adj Ret LPSD', 'Exp Adj Ret LPSD%']
+    if measure not in measurelist:
+        print("  #Error(compare_msecurity_cross): unsupported measurement",measure)
+        print("  Supported measurements:",measurelist)
+        if graph: return      
+        else: return None   
+    
+    print("  Calculating measurement, please wait ......")
+    
+    import pandas as pd
+    dfg=pd.DataFrame()
+    
+    for dfi in dflist:
+        
+        if 'Exp' in measure:
+            dfi=dfi[(dfi.index >= startpd) & (dfi.index <= endpd)]
+        
+        dfic=calc_indicators(dfi,measure)
+        dfic2=dfic[(dfic.index >= startpd) & (dfic.index <= endpd)]
+        dfic3=pd.DataFrame(dfic2[measure])
+        
+        dfic3.columns=[dfi['Name'].values[0]]
+        
+        if len(dfg)==0:
+            dfg=dfic3
+        else:
+            dfg=pd.merge(dfg,dfic3,how='outer',left_index=True,right_index=True)
+
+    dfg2=dfg[(dfg.index >= startpd) & (dfg.index <= endpd)]
+
+    if graph:
+        # 绘制多条线
+        title_txt="比较跨品种证券的指标走势"
+        y_label=ectranslate(measure)
+        
+        import datetime
+        today = datetime.date.today().strftime("%Y-%m-%d")
+        x_label="数据来源：综合新浪/雅虎/stooq/FRED/申万宏源，"+today    
+    
+        if 'Ret%' in measure:
+            axhline_value=0
+            axhline_label='收益零线'
+        else:
+            axhline_value=0
+            axhline_label=''
+    
+        dfg2.dropna(inplace=True)
+        draw_lines(dfg2,y_label,x_label,axhline_value,axhline_label,title_txt, \
+                   data_label=False,resample_freq='H',smooth=True,linewidth=1.5, \
+                   loc=loc,annotate=annotate)        
+        
+        
+    if graph: return      
+    else: return dfg2  
+
+#==============================================================================
+#==============================================================================
+
+if __name__=='__main__':
+    start='2022-1-1'
+    end='2022-10-31'
+    
+    rar_name="sharpe"
+    rar_name="alpha"
+    RF=False
+    window=30
+    
+    axhline_value=0
+    axhline_label=''
+    graph=True
+    printout=True
+    sortby='tpw_mean'
+    scope='China'
+    
+    graph=False
+
+def compare_mrar_cross(dflist,rar_name,start,end, \
+                 RF=False,window=252, \
+                 axhline_value=0,axhline_label='零线',graph=True,printout=False, \
+                 sortby='tpw_mean',scope='China', \
+                 loc='best',annotate=False,ticker_type='auto'):
+    """
+    功能：计算多种证券的rar比率，并绘图对比
+    比率：支持夏普比率、特雷诺比率、索替诺比率、阿尔法比率等
+    特点：支持跨种类比较，如股票/投资组合/申万行业指数/债券指数等
+    
+    注意1：当RF=False时可能有bug
+    注意2：当股票为非国内A股时，需要定义scope指定区域。这个很不灵活，需要修改：手工指定市场指数和RF
+    """    
+    #检查日期期间
+    result,startpd,endpd=check_period(start,end)
+    if not result:
+        print("  #Error(compare_mrar_cross): invalid date period from",fromdate,'to',todate)
+        if graph: return      
+        else: return None
+    
+    
+    #检查rar指标的种类
+    rarlist=['treynor','sharpe','sortino','alpha']
+    if not (rar_name.lower() in rarlist):
+        print("  #Error(compare_mrar_cross): unsupported rar name",rar_name)
+        return None
+    
+    import pandas as pd
+    df=pd.DataFrame() 
+    print("  *** Starting to calculate rar ratios, please wait ......")
+    for dfi in dflist:
+        name=dfi['Name'].values[0]
+        df_tmp=rar_ratio_rolling_df(dfi,ratio_name=rar_name,RF=RF,window=window,scope=scope)
+        if df_tmp is None:
+            print("  #Warning(compare_mrar_cross): data not available for",t)
+            continue
+        else:
+            dft=df_tmp[['RAR']]
+            dft.rename(columns={'RAR':name},inplace=True)
+            
+        if len(df)==0:#第一个
+            df=dft
+        else:
+            df=pd.merge(df,dft,how='outer',left_index=True,right_index=True)
+
+    if len(df)==0:
+        print("  #Warning(compare_mrar_cross): no data available for the above securities between",start,end)        
+        return None
+    
+    df.fillna(method='ffill')
+    df.fillna(method='bfill')
+    
+    df2=df[(df.index >= startpd) & (df.index <= endpd)]
+    
+    #绘制多条曲线
+    rar_list=['treynor','sortino','sharpe','alpha']
+    rar_list_e=['Treynor Ratio','Sortino Ratio','Sharpe Ratio','Jensen alpha']
+    rar_list_c=['特雷诺比率','索替诺比率','夏普比率','阿尔法指标']
+    
+    pos=rar_list.index(rar_name)
+    
+    import datetime; today = datetime.date.today()
+    
+    lang=check_language()
+    if lang == 'English':
+        
+        y_label=rar_list_e[pos]
+        x_label="Source: sina/stooq, "+str(today)
+        title_txt="Compare Multiple Risk-adjusted Return Performance"
+    else:
+        y_label=rar_list_c[pos]
+        x_label="数据来源: 综合新浪/雅虎/stooq/FRED/申万宏源，"+str(today)
+        title_txt="比较跨品种证券的风险调整收益指标走势"
+
+    # 是否绘图
+    if graph:
+        draw_lines(df2,y_label,x_label, \
+                   axhline_value=axhline_value,axhline_label=axhline_label, \
+                   title_txt=title_txt,data_label=False, \
+                   loc=loc,annotate=annotate)
+    ds=None
+    if printout:
+        dfcols=list(df2)
+        
+        #预处理ticker_type
+        ticker_type_list=ticker_type_preprocess_mticker_mixed(dfcols,ticker_type)        
+        
+        for c in dfcols:
+            #ccn=ticker_name(c)+'('+c+')'
+            pos=dfcols.index(c)
+            tt=ticker_type_list[pos]
+            ccn=ticker_name(c,tt)
+            df2.rename(columns={c:ccn},inplace=True)
+        
+        if sortby=='tpw_mean':
+            sortby_txt='按推荐标记+近期优先加权平均值降序排列'
+        elif sortby=='min':
+            sortby_txt='按推荐标记+最小值降序排列'
+        elif sortby=='mean':
+            sortby_txt='按推荐标记+平均值降序排列'
+        elif sortby=='median':
+            sortby_txt='按推荐标记+中位数值降序排列'
+        else:
+            pass
+        
+        title_txt='*** '+title_txt+'：'+y_label+'，'+sortby_txt
+        additional_note="*** 注：列表仅显示有星号标记或特定数量的证券。"
+        footnote='比较期间：'+start+'至'+end
+        ds=descriptive_statistics(df2,title_txt,additional_note+footnote,decimals=4, \
+                               sortby=sortby,recommend_only=False)
+
+    return df2,ds
+
+if __name__=='__main__':
+    tickers = ['000858.SZ','600779.SS','000596.SZ','603589.SS','000001.SS']
+    df=compare_mrar(tickers,'sharpe','2022-1-1','2022-10-31')
+    df=compare_mrar(tickers,'alpha','2022-10-1','2022-10-31')
+
+#==============================================================================
+if __name__=='__main__':
+    df=df1
+    ratio_name='sharpe'
+    ratio_name='alpha'
+    RF=True
+    window=240
+    scope='China'
+    
+def rar_ratio_rolling_df(df,ratio_name='sharpe',RF=True,window=252,scope='China'):
+    """
+    功能：滚动计算一个证券投资产品经风险调整后的收益率指数
+    输入：证券产品价格时间序列，rar名称，滚动窗口宽度(天数)
+    输出：风险调整后的收益率指数序列
+    
+    注意：当RF=False时有bug
+    """
+    
+    #提取开始结束日期
+    t0=df.head(1).index.values[0]
+    t1=pd.to_datetime(str(t0))
+    start=t1.strftime("%Y-%m-%d")
+    
+    t0=df.tail(1).index.values[0]
+    t1=pd.to_datetime(str(t0))
+    end=t1.strftime("%Y-%m-%d")    
+    
+    #第1步：各种准备和检查工作
+    #设定错误信息的函数名
+    func_name='rar_ratio_rolling_df'
+    
+    ratio_list=['treynor','sharpe','sortino','alpha']
+    if ratio_name not in ratio_list:
+        message="  #Error("+func_name+"): "+"unsupported rar ratio type"
+        print(message,ratio_name)
+        return None   
+    
+    #第2步：计算投资组合的日收益率序列
+    #计算日收益率，表示为百分比
+    ret_pf=pd.DataFrame(df['Close'].pct_change())*100.0
+    ret_pf=ret_pf.dropna()
+
+    #第3步：获得无风险收益率/市场收益率序列
+    #屏蔽函数内print信息输出的类
+    import os, sys
+    class HiddenPrints:
+        def __enter__(self):
+            self._original_stdout = sys.stdout
+            sys.stdout = open(os.devnull, 'w')
+
+        def __exit__(self, exc_type, exc_val, exc_tb):
+            sys.stdout.close()
+            sys.stdout = self._original_stdout
+    
+    rf_df=None
+    if RF or ratio_name=='alpha':
+        #获得期间的日无风险收益率(抓取的RF为百分比) 
+        #print("  Searching for risk-free interest rate ...")
+        if scope=='China':
+            mktidx='000300.SS'
+            with HiddenPrints():
+                rf_df=get_mkt_rf_daily_china(mktidx,start,end,rate_period='1Y',rate_type='shibor',RF=RF)
+        else:
+            rf_df=get_rf(start,end,scope=scope,freq='daily')  
+            if rf_df is None:
+                message="  #Error("+func_name+"): "+"no data available for rf in"
+                print(message,scope,start,end)
+                return None,None 
+        #rf_df=get_rf(start,end,scope=scope,freq='daily')  
+        
+    #第4步：合并投资组合日收益率与无风险利率/市场收益率序列
+    #合并rf_df与ret_pf
+    reg=ret_pf
+    if rf_df is None:
+        reg['RF']=0
+    else:
+        reg=pd.merge(reg,rf_df,how='left',left_index=True,right_index=True)
+    if len(reg) == 0:
+        message="  #Error("+func_name+"): "+"empty data for ratio calculation"
+        print(message)
+        return None     
+    
+    #填补缺失的RF
+    reg.fillna(axis=0,method='ffill',inplace=True)
+    
+    reg['Ret-RF']=reg['Close']-reg['RF']
+    reg=reg.dropna()
+    try:
+        reg.drop(columns=['SMB','HML'],inplace=True)
+    except: pass
+    
+    #第5步：滚动计算风险调整后的收益率
+    ##########风险调整后的收益率，计算开始##########
+    #用于保存rar和ret_rf_mean
+    import numpy as np
+    datelist=reg.index.to_list()
+    calc_func='calc_'+ratio_name+'_ratio'
+    
+    rars=pd.DataFrame(columns=('Date','RAR','Mean(Ret)')) 
+    for i in np.arange(0,len(reg)):
+        i1=i+window-1
+        if i1 >= len(reg): break
+        
+        #构造滚动窗口
+        windf=reg[reg.index >= datelist[i]]
+        windf=windf[windf.index <= datelist[i1]]
+        #print(i,datelist[i],i1,datelist[i1],len(windf))
+        
+        #使用滚动窗口计算
+        try:
+            rar,ret_mean=eval(calc_func)(windf)
+        except:
+            print("  #Error(rar_ratio_rolling_df): failed in linear regression by",calc_func,'\b, in',df['Code'].values[0])
+            #print("  windf:\n",windf)
+            continue
+        
+        #记录计算结果
+        row=pd.Series({'Date':datelist[i1],'RAR':rar,'Mean(Ret)':ret_mean})
+        try:
+            rars=rars.append(row,ignore_index=True)
+        except:
+            rars=rars._append(row,ignore_index=True)
+    
+    rars.set_index(['Date'],inplace=True) 
+    ##########风险调整后的收益率，计算结束##########
+    
+    return rars
+
+#==============================================================================
+if __name__=='__main__':
+    # 混合对比
+    start='2023-1-1'; end='2023-11-18'
+    
+    # 股票
+    ticker1='600519.SS'
+    df1=fetch_price_stock(ticker1,start,end)
+    
+    # 指数
+    ticker2='000300.SS'
+    df2=fetch_price_stock(ticker2,start,end)
+    
+    # 投资组合
+    Market={'Market':('China','000300.SS','白酒组合1号')}
+    Stocks1={'600519.SS':.5,'000858.SZ':.3}
+    Stocks2={'000596.SZ':.1,'000568.SZ':.1}
+    portfolio=dict(Market,**Stocks1,**Stocks2)
+    df3=fetch_price_stock_portfolio(portfolio,start,end)
+    
+    # 申万行业指数
+    swindex='850831'
+    df4=fetch_price_swindex(swindex,start,end)
+    
+    # 合并
+    dflist=[df1,df2,df3,df4]
+    measure='Exp Ret%'
+    dfa=compare_msecurity_cross(dflist,measure,start,end)
+    
+    dfb=compare_mrar_cross(dflist,rar_name='sharpe',start=start,end=end)
+    
+    # 测试
+    tickers=['600519.SS','000300.SS','850831.SW']
+    df=compare_cross(tickers)
+
+def compare_cross(tickers,indicator='Close',start='default',end='default', \
+                  scope='China',loc='best',annotate=False):
+    """
+    功能：跨越证券产品品种比较趋势
+    品种：股票，指数，ETF和REIT基金(仅限中国)，交易所债券(仅限中国)，
+    股票投资组合，行业指数(仅限申万行业指数)
+    指标：基于股价的相关指标，风险调整收益(rar)
+    期间：默认近一个月MRM，后续考虑MRQ/MRY/YTD
+    """
+    
+    # 检查日期：截至日期
+    import datetime as dt; today=dt.date.today()
+    end=end.lower()
+    if end in ['default','today']:
+        todate=today
+    else:
+        validdate,todate=check_date2(end)
+        if not validdate:
+            print("  #Warning(compare_cross): invalid date for",end)
+            todate=today
+
+    # 检查日期：开始日期
+    start=start.lower()
+    if start in ['default','mrm']:  # 默认近一个月
+        fromdate=date_adjust(todate,adjust=-31)
+    elif start in ['mrq']:  # 近三个月
+        fromdate=date_adjust(todate,adjust=-63)   
+    elif start in ['mry']:  # 近一年
+        fromdate=date_adjust(todate,adjust=-366)   
+    elif start in ['lty']:  # 近三年以来
+        fromdate=date_adjust(todate,adjust=-366*3)  
+    elif start in ['lfy']:  # 近五年以来
+        fromdate=date_adjust(todate,adjust=-366*5)          
+    elif start in ['ytd']:  # 今年以来
+        fromdate=str(today.year)+'-1-1'        
+    else:
+        validdate,fromdate=check_date2(start)
+        if not validdate:
+            print("  #Warning(compare_cross): invalid date for",start,"/b, set to MRM")
+            fromdate=date_adjust(todate,adjust=-31)    
+
+    # 检查tickers
+    if isinstance(tickers,str) or isinstance(tickers,dict):
+        tickers=[tickers]
+        
+    if isinstance(tickers,list) and (len(tickers)==0):
+        tickers=['000001.SS','399001.SZ','899050.BJ']
+    
+    # 基于类型，循环抓取数据
+    dflist=[]
+    names=locals()
+    for t in tickers:
+        pos=tickers.index(t)
+        if isinstance(t,str):   # 字符串
+            t1=t.upper()
+            if '.' not in t1:   # 不带后缀，美股
+                #exec("dft{}=fetch_price_stock(t1,fromdate,todate)".format(pos))
+                names['dft%s'%pos]=fetch_price_stock(t1,fromdate,todate)
+            else:
+                tlist=t1.split('.')
+                if tlist[1] not in ['SW']:
+                    names['dft%s'%pos]=fetch_price_stock(t1,fromdate,todate)
+                else:   #申万行业指数
+                    names['dft%s'%pos]=fetch_price_swindex(tlist[0],fromdate,todate)
+        elif isinstance(t,dict):    # 投资组合
+            names['dft%s'%pos]=fetch_price_stock_portfolio(t,fromdate,todate)
+        else:
+            continue
+        
+        dflist=dflist+[names['dft%s'%pos]]
+        
+    rarlist=['treynor','sharpe','sortino','alpha']
+    if indicator in rarlist:
+        indicator=indicator.lower()
+        df=compare_mrar_cross(dflist,rar_name=indicator,start=fromdate,end=todate, \
+                              scope=scope,loc=loc,annotate=annotate)
+    else:
+        indicator=indicator.title()    # 字符串每个单词首字母大写
+        df=compare_msecurity_cross(dflist,measure=indicator,start=fromdate,end=todate, \
+                                   loc=loc,annotate=annotate)
+        
+    return df
+    
+#==============================================================================
+
+#==============================================================================

build/lib/build/lib/siat/copyrights.py

@@ -0,0 +1,18 @@
+# -*- coding: utf-8 -*-
+
+def version():
+    print("Version: 1.0.84")
+    print("Security Investment Analysis Tool (SIAT)")
+    print("Find a bug? Write to wdehong2000@163.com")
+    print("Copyrighs (C) WANG Dehong, 2021")
+    print("Not for commercial use unless authorised")
+
+    
+def author():
+    print("Author: Dr. WANG Dehong, 王德宏")
+    print("Professor, International Business School")
+    print("Beijing Foreign Studies University")
+    print("Email: wdehong2000@163.com")
+    print("Room 618 International Business School Building, West Campus")
+    print("No.19 West 3rd Ring North Road, Haidian District")
+    print("Beijing, P. R. China. Zip code: 100089")