siat 3.10.132__py3-none-any.whl → 3.10.133__py3-none-any.whl

siat/security_prices.py

@@ -571,7 +571,45 @@ if __name__=='__main__':
     
     #有问题
     cvt_stooq_ticker('002504.SZ')
-#==================================================================================
+#==============================================================================
+if __name__=='__main__':
+    ticker='1YCNY.B'
+    
+    market_RF("1YCNY.B")
+    
+def market_RF(ticker='1YCNY.B',start='MRW',end='today',printout=True):
+    """
+    功能：获取一个经济体市场的无风险收益率，以国债收益率替代。
+        默认1年期国债收益率最近一周的均值    
+    """
+    start,end=start_end_preprocess(start,end)
+    
+    #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
+
+    with HiddenPrints():    
+        RFdf=get_price_stooq(ticker,start=start,end=end)
+
+    if RFdf is None:
+        print(f"  #Error(market_RF): yield {ticker} not found or unavailable in the period")
+        return None
+    
+    RF=round(RFdf['Close'].mean()/100,6)
+
+    if printout:
+        print(f"  {round(RF*100,4)}% in average from {start} to {end}")
+
+    return RF
+
+#==============================================================================
 
 if __name__=='__main__':
     ticker='AAPL'
@@ -604,7 +642,7 @@ if __name__=='__main__':
     
     p=get_price_stooq(ticker,start,end)
 
-def get_price_stooq(ticker,start,end='today'):
+def get_price_stooq(ticker,start='MRM',end='today'):
     """
     从stooq抓取单个股价
     """