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

{siat-3.10.131.dist-info → siat-3.10.132.dist-info}/METADATA

@@ -1,227 +1,235 @@
-Metadata-Version: 2.1
-Name: siat
-Version: 3.10.131
-Summary: Securities Investment Analysis Tools (siat)
-Home-page: https://pypi.org/project/siat/
-Author: Prof. WANG Dehong, International Business School, Beijing Foreign Studies University
-Author-email: wdehong2000@163.com
-License: Copyright (C) WANG Dehong, 2025. For educational purpose only!
-Description-Content-Type: text/markdown
-License-File: LICENSE
-Requires-Dist: pandas-datareader
-Requires-Dist: yfinance
-Requires-Dist: tqdm
-Requires-Dist: plotly-express
-Requires-Dist: akshare
-Requires-Dist: urllib3
-Requires-Dist: mplfinance
-Requires-Dist: statsmodels
-Requires-Dist: yahoo-earnings-calendar
-Requires-Dist: pypinyin
-Requires-Dist: seaborn
-Requires-Dist: scipy
-Requires-Dist: pandas
-Requires-Dist: scikit-learn
-Requires-Dist: baostock
-Requires-Dist: pyproject.toml
-Requires-Dist: pathlib
-Requires-Dist: ruamel-yaml
-Requires-Dist: prettytable
-Requires-Dist: graphviz
-Requires-Dist: luddite
-Requires-Dist: pendulum
-Requires-Dist: itables
-Requires-Dist: py-trans
-Requires-Dist: bottleneck
-Requires-Dist: translate
-Requires-Dist: translators
-Requires-Dist: nbconvert
-Requires-Dist: ipywidgets ==8.1.6
-Requires-Dist: yahooquery ==2.3.7
-Requires-Dist: lxml ==4.9.4
-Requires-Dist: alpha-vantage
-Requires-Dist: tiingo[pandas]
-Requires-Dist: numpy <2
-Requires-Dist: playwright
-
-
-# What is siat?
-siat is a Python 3 plug-in for security investment analysis, primarily designed for teaching and learning purposes in universities for undergraduate and postgraduate programs.
-
-siat is recommended to run in Jupyter Notebook or Jupyter Lab, and most of its results are in the forms of figures and/or tables.
-# Version naming
-Version structure: X.Y.Z
-
-X is the major version for architecture upgrade only.
-Y is the functional version for functional enhancements.
-Z is the minor version just for bug fixing.
-
-# Quick examples of using siat
-
-
-```python
-# Enable siat
-from siat import *
-```
-
-
-```python
-# Set language to English, default is Chinese
-set_language("English")
-```
-
-## Example 1: Apple stock price for the recent month
-
-
-```python
-# Simple way: show Apple's stock price in recent month
-apple=security_trend("AAPL")
-```
-You may expect more information, such as price trend in a recent year (MRY), with the high/low point, current price and average price, like below:
-
-```python
-apple=security_trend("AAPL", start="MRY",
-                     mark_top=True, mark_bottom=True, mark_end=True,
-                     average_value=True)
-```
-
-## Example 2: Comparing Price changes among Apple, Microsoft and NVidia 
-You may expect compare the price changes for the recent quarter (MRQ) for the three stocks.
-
-Since there is a major stock split for NVidia in 2024 by 1:10, it is necessary to use adjusted prices (Adj Close) to compare these stock prices.
-
-```python
-comp=security_trend(['AAPL','MSFT','NVDA'], 
-                    start='MRQ', 
-                    indicator='Adj Close', 
-                    preprocess='scaling', #use scaling drawing method to avoid loss of details
-                    mark_top=True, mark_bottom=True, 
-                    annotate=True, annotate_value=True)
-```
-
-## Example 4: Bollinger band for Apple in the recent quarter
-
-
-```python
-# security_technical only supports 4 popular technical indicators: MACD, Bollinger, KDJ and RSI. 
-apple=security_technical("AAPL",
-                         technical="Bollinger",
-                         start="MRQ",
-                         facecolor="white",
-                         loc1="upper left", loc2="lower right")
-```
-
-## Example 5: CCI for Apple in recent quarter
-
-
-```python
-# security_technical2 supports up to 14 popular technical indicators.
-# security_technical2 uses a simplied drawing method (Dehong graph) to avoid trypophobia [藢tr瑟p蓹u'f蓹蕣bj蓹]
-apple=security_technical2("AAPL",
-                         technical="CCI",
-                         start="MRM",
-                         loc1="upper left", loc2="lower right")
-```
-
-# What security products does siat support?
-1. Public company profile:  world-wide
-2. Stock & stock market index: world-wide
-3. Stock valuation: primarily in China (mainland and HK) and the U.S.
-4. Stock option chain: primarily in the U.S.
-5. Bond: primarily in China and the U.S.
-6. Markowitz portfolio: with all the supported stocks and bonds
-7. Fund: primarily in China and the U.S.
-8. Futures: primarily in China and the U.S.
-9. Options: primarily in China and the U.S.
-10. Digital currency:  world-wide (some may be restricted by data sources)
-11. Balance sheet: in China (full function) and world-wide (basic function)
-12. Income statement: in China mainland (full function) and world-wide (basic function)
-13. Cash flow statement: in China mainland (full function) and world-wide (basic function)
-14. DuPont Identity: world-wide
-15. Sector trend and valuation: primarily in China
-# What analytical methods does siat support?
-1. Trend analysis
-2. Panel comparation
-3. Return analysis: rolling returns, holding period returns
-4. Risk analysis: rolling volatility, holding period volatility, LPSD
-5. Technical analysis: more than 15 indicators
-6. Risk-adjusted return: Sharpe ratio, Sortino ratio, Treynor ratio, Jensen alpha
-7. Portfolio optimization: four risk-adjusted returns
-8. CAPM beta trend
-9. Beta adjustments: simple adjustment, Scholes-Williams, Dimson
-10. Beta leverage: Hamada Model
-11. Fama-French three-factor model
-12. Fama-French-Carhart four-factor model
-13. Fama-French five-factor model
-14. Future pricing
-15. Option pricing: European style, American style, with/without dividends
-16. VaR & ES: variance-covariance, historic simulation, Monte Carlo, multiple periods
-17. Liquidity risk: Roll spread, Amihud, Pastor-Stambaugh
-18. ESG: basic functions
-# Do I have to download data first before using siat?
-NO!
-siat will search the internet data sources for all the required data during analysis.
-The main data sources siat uses:
-1. Yahoo Finance
-2. Sina Finance
-3. East Money
-4. Stooq (Polish)
-5. FRED
-6. OECD
-7. IMF
-8. Shanghai Stock Exchange
-9. Shenzhen Stock Exchange
-10. Hong Kong Stock Exchange
-11. Beijing Stock Exchange
-12. Tokyo Stock Exchange
-13. London Stock Exchange
-14. New York Stock Exchange
-15. NASDAQ
-16. Sustainalytics
-
-Thanks the above websites for their valuable data!
-# How to install siat?
-The author strongly recommends using siat together with Jupyter Notebook or Jupyter Lab in Anaconda.
-In order to install siat for the very first time, open a Jupyter Notebook, and type in the following command:
-
-!pip install siat
-
-If the above method does not work, something might be wrong in your Python path settings. Try to open an Anaconda Prompt in Windows or a Terminal App in Mac or Linux, and type in the following command:
-
-pip install siat
-# How to upgrade siat?
-In Jupyter Notebook or Jupyter Lab:
-
-upgrade_siat()
-
-If you suffer from slow internet connection (often in campus classrooms with many students), try to use alternative sources, such as:
-
-upgrade_siat(alternative="tsinghua")
-
-upgrade_siat(alternative="alibaba")
-
-If the above methods do not work for your environment, you have to goto the traditional ways to use command-line script, such as:
-
-pip install --upgrade siat
-
-*** For users in China
-The pypi mirror websites may provide siat installing and upgrading in a much faster speed in the following commands: taking aliyun as an example
-
-pip install siat -i https://mirrors.aliyun.com/pypi/simple/
-
-pip install --upgrade siat https://mirrors.aliyun.com/pypi/simple/
-
-*** Warning
-1. The pip command itself may need upgrade as well.
-2. The pip command sometimes may have conflicts with some vpn programs.
-If in this case, try quit vpn program first, and try again. 
-# Are there more detailed case studies on using siat?
-YES!
-
-There are hundreds of video case studies in the author's channel (most in Chinese, some in English).
-
-https://space.bilibili.com/284812153
-
-Welcome to follow the channel!
-# How to report a bug or look for help?
-Write to the author, Prof. WANG Dehong, wdehong2000@163.com
+Metadata-Version: 2.4
+Name: siat
+Version: 3.10.132
+Summary: Securities Investment Analysis Tools (siat)
+Home-page: https://pypi.org/project/siat/
+Author: Prof. WANG Dehong, International Business School, Beijing Foreign Studies University
+Author-email: "Prof. WANG Dehong" <wdehong2000@163.com>
+Maintainer-email: "Prof. WANG Dehong" <wdehong2000@163.com>
+License: Copyright (C) WANG Dehong, 2025. For educational purpose only!
+Project-URL: Homepage, https://pypi.org/project/siat/
+Keywords: investment,finance,technical analysis,siat
+Classifier: Programming Language :: Python :: 3
+Classifier: Operating System :: OS Independent
+Requires-Python: <3.13,>=3.12
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pandas_datareader
+Requires-Dist: yfinance
+Requires-Dist: tqdm
+Requires-Dist: plotly_express
+Requires-Dist: akshare
+Requires-Dist: urllib3
+Requires-Dist: mplfinance
+Requires-Dist: statsmodels
+Requires-Dist: yahoo_earnings_calendar
+Requires-Dist: pypinyin
+Requires-Dist: seaborn
+Requires-Dist: scipy
+Requires-Dist: pandas
+Requires-Dist: scikit-learn
+Requires-Dist: baostock
+Requires-Dist: pathlib
+Requires-Dist: ruamel-yaml
+Requires-Dist: prettytable
+Requires-Dist: graphviz
+Requires-Dist: luddite
+Requires-Dist: pendulum
+Requires-Dist: itables
+Requires-Dist: py_trans
+Requires-Dist: bottleneck
+Requires-Dist: translate
+Requires-Dist: translators
+Requires-Dist: nbconvert
+Requires-Dist: ipywidgets==8.1.6
+Requires-Dist: yahooquery==2.3.7
+Requires-Dist: alpha_vantage
+Requires-Dist: tiingo[pandas]
+Requires-Dist: numpy<2
+Requires-Dist: playwright
+Requires-Dist: lxml==4.9.4
+Dynamic: author
+Dynamic: home-page
+Dynamic: license-file
+
+
+# What is siat?
+siat is a Python 3 plug-in for security investment analysis, primarily designed for teaching and learning purposes in universities for undergraduate and postgraduate programs.
+
+siat is recommended to run in Jupyter Notebook or Jupyter Lab, and most of its results are in the forms of figures and/or tables.
+# Version naming
+Version structure: X.Y.Z
+
+X is the major version for architecture upgrade only.
+Y is the functional version for functional enhancements.
+Z is the minor version just for bug fixing.
+
+# Quick examples of using siat
+
+
+```python
+# Enable siat
+from siat import *
+```
+
+
+```python
+# Set language to English, default is Chinese
+set_language("English")
+```
+
+## Example 1: Apple stock price for the recent month
+
+
+```python
+# Simple way: show Apple's stock price in recent month
+apple=security_trend("AAPL")
+```
+You may expect more information, such as price trend in a recent year (MRY), with the high/low point, current price and average price, like below:
+
+```python
+apple=security_trend("AAPL", start="MRY",
+                     mark_top=True, mark_bottom=True, mark_end=True,
+                     average_value=True)
+```
+
+## Example 2: Comparing Price changes among Apple, Microsoft and NVidia 
+You may expect compare the price changes for the recent quarter (MRQ) for the three stocks.
+
+Since there is a major stock split for NVidia in 2024 by 1:10, it is necessary to use adjusted prices (Adj Close) to compare these stock prices.
+
+```python
+comp=security_trend(['AAPL','MSFT','NVDA'], 
+                    start='MRQ', 
+                    indicator='Adj Close', 
+                    preprocess='scaling', #use scaling drawing method to avoid loss of details
+                    mark_top=True, mark_bottom=True, 
+                    annotate=True, annotate_value=True)
+```
+
+## Example 4: Bollinger band for Apple in the recent quarter
+
+
+```python
+# security_technical only supports 4 popular technical indicators: MACD, Bollinger, KDJ and RSI. 
+apple=security_technical("AAPL",
+                         technical="Bollinger",
+                         start="MRQ",
+                         facecolor="white",
+                         loc1="upper left", loc2="lower right")
+```
+
+## Example 5: CCI for Apple in recent quarter
+
+
+```python
+# security_technical2 supports up to 14 popular technical indicators.
+# security_technical2 uses a simplied drawing method (Dehong graph) to avoid trypophobia [ˌtrɪpəu'fəʊbjə]
+apple=security_technical2("AAPL",
+                         technical="CCI",
+                         start="MRM",
+                         loc1="upper left", loc2="lower right")
+```
+
+# What security products does siat support?
+1. Public company profile:  world-wide
+2. Stock & stock market index: world-wide
+3. Stock valuation: primarily in China (mainland and HK) and the U.S.
+4. Stock option chain: primarily in the U.S.
+5. Bond: primarily in China and the U.S.
+6. Markowitz portfolio: with all the supported stocks and bonds
+7. Fund: primarily in China and the U.S.
+8. Futures: primarily in China and the U.S.
+9. Options: primarily in China and the U.S.
+10. Digital currency:  world-wide (some may be restricted by data sources)
+11. Balance sheet: in China (full function) and world-wide (basic function)
+12. Income statement: in China mainland (full function) and world-wide (basic function)
+13. Cash flow statement: in China mainland (full function) and world-wide (basic function)
+14. DuPont Identity: world-wide
+15. Sector trend and valuation: primarily in China
+# What analytical methods does siat support?
+1. Trend analysis
+2. Panel comparation
+3. Return analysis: rolling returns, holding period returns
+4. Risk analysis: rolling volatility, holding period volatility, LPSD
+5. Technical analysis: more than 15 indicators
+6. Risk-adjusted return: Sharpe ratio, Sortino ratio, Treynor ratio, Jensen alpha
+7. Portfolio optimization: four risk-adjusted returns
+8. CAPM beta trend
+9. Beta adjustments: simple adjustment, Scholes-Williams, Dimson
+10. Beta leverage: Hamada Model
+11. Fama-French three-factor model
+12. Fama-French-Carhart four-factor model
+13. Fama-French five-factor model
+14. Future pricing
+15. Option pricing: European style, American style, with/without dividends
+16. VaR & ES: variance-covariance, historic simulation, Monte Carlo, multiple periods
+17. Liquidity risk: Roll spread, Amihud, Pastor-Stambaugh
+18. ESG: basic functions
+# Do I have to download data first before using siat?
+NO!
+siat will search the internet data sources for all the required data during analysis.
+The main data sources siat uses:
+1. Yahoo Finance
+2. Sina Finance
+3. East Money
+4. Stooq (Polish)
+5. FRED
+6. OECD
+7. IMF
+8. Shanghai Stock Exchange
+9. Shenzhen Stock Exchange
+10. Hong Kong Stock Exchange
+11. Beijing Stock Exchange
+12. Tokyo Stock Exchange
+13. London Stock Exchange
+14. New York Stock Exchange
+15. NASDAQ
+16. Sustainalytics
+
+Thanks the above websites for their valuable data!
+# How to install siat?
+The author strongly recommends using siat together with Jupyter Notebook or Jupyter Lab in Anaconda.
+In order to install siat for the very first time, open a Jupyter Notebook, and type in the following command:
+
+!pip install siat
+
+If the above method does not work, something might be wrong in your Python path settings. Try to open an Anaconda Prompt in Windows or a Terminal App in Mac or Linux, and type in the following command:
+
+pip install siat
+# How to upgrade siat?
+In Jupyter Notebook or Jupyter Lab:
+
+upgrade_siat()
+
+If you suffer from slow internet connection (often in campus classrooms with many students), try to use alternative sources, such as:
+
+upgrade_siat(alternative="tsinghua")
+
+upgrade_siat(alternative="alibaba")
+
+If the above methods do not work for your environment, you have to goto the traditional ways to use command-line script, such as:
+
+pip install --upgrade siat
+
+*** For users in China
+The pypi mirror websites may provide siat installing and upgrading in a much faster speed in the following commands: taking aliyun as an example
+
+pip install siat -i https://mirrors.aliyun.com/pypi/simple/
+
+pip install --upgrade siat https://mirrors.aliyun.com/pypi/simple/
+
+*** Warning
+1. The pip command itself may need upgrade as well.
+2. The pip command sometimes may have conflicts with some vpn programs.
+If in this case, try quit vpn program first, and try again. 
+# Are there more detailed case studies on using siat?
+YES!
+
+There are hundreds of video case studies in the author's channel (most in Chinese, some in English).
+
+https://space.bilibili.com/284812153
+
+Welcome to follow the channel!
+# How to report a bug or look for help?
+Write to the author, Prof. WANG Dehong, wdehong2000@163.com