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

build/lib/build/lib/siat/option_china.py

@@ -1,3069 +0,0 @@
-# -*- coding: utf-8 -*-
-"""
-本模块功能：期权定价趋势分析，仅限于中国大陆的期权产品
-所属工具包：证券投资分析工具SIAT 
-SIAT：Security Investment Analysis Tool
-创建日期：2020年7月16日
-最新修订日期：2020年8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.grafix import *
-from siat.security_prices import *
-from siat.option_pricing import *
-from siat.fama_french import *
-
-import pandas as pd
-#==============================================================================
-if __name__=='__main__':
-    symbol='黄金期权'
-
-def option_comm_dict_china(symbol="玉米期权"):
-    """
-    获取中国商品期权大类合约
-    显示symbol类期权的可用合约列表
-    """
-    import akshare as ak
-    import datetime
-    today = datetime.date.today()
-    
-    try:
-        #optiondict=ak.option_sina_commodity_dict(symbol=symbol)
-        optiondict=ak.option_commodity_contract_sina(symbol=symbol)
-        print("\n中国"+symbol+"的当前可用合约：")
-        #contractlist=optiondict[symbol]
-        contractlist=list(optiondict['合约'])
-        contractlist.sort(reverse=False)
-        #print(contractlist)
-        printlist(contractlist,numperline=8,beforehand=' '*4,separator=' ')
-        print('*** 注：合约代码后四位数字为合约到期日YYMM')
-        print('    每种合约还将分为看涨(C)/看跌(P)两个方向和不同的行权价')
-        print('    数据来源：新浪财经,',today)
-        return optiondict
-    except:
-        print("  #Error(option_com_china): failed to get dict info for",symbol)
-        print("  Solution: upgrade siat and akshare plug-in, then try again")
-        print("  If problem remains, report to the author via wechat or email.")
-        return None    
-
-if __name__=='__main__':
-    df=option_comm_dict_china(symbol='黄金期权')
-#==============================================================================
-if __name__=='__main__':
-    symbol='黄金期权'
-    contract='au2508'
-    printout=True
-    graph=True
-    
-    df=option_comm_china(symbol='黄金期权',contract='au2508')
-    
-def option_comm_china(symbol='',contract='', \
-                      twinx=True,
-                      loc1='upper left',loc2='upper right', \
-                          printout=True,graph=True):
-    """
-    获取中国商品期权大类
-    若symbol=''或错误且contract=''时显示中国商品期权大类
-    若symbol查到且contract=''或未查到时显示该类期权的合约列表
-    若symbol查到且contract查到时显示该类期权合约的价格与持仓量分析
-    """
-    import akshare as ak
-    import datetime
-    today = datetime.date.today()
-    
-    symbollist=['豆粕期权','玉米期权','铁矿石期权','棉花期权','白糖期权','PTA期权', \
-                '甲醇期权','橡胶期权','沪铜期权','黄金期权','菜籽粕期权', \
-                    '液化石油气期权','动力煤期权']
-    if not (symbol in symbollist):
-        print("\n中国商品期权的常见品种：")
-        #print(symbollist)
-        printlist(symbollist,numperline=6,beforehand=' '*4,separator=' ')
-        print('*** 数据来源：新浪财经,',today)
-        return symbollist
-    
-    #symbol=underlying+'期权'
-    if (symbol in symbollist) and (contract==''):
-        optiondict=option_comm_dict_china(symbol)
-        return optiondict
-        
-    try:
-        df2=ak.option_commodity_contract_table_sina(symbol=symbol,contract=contract)
-    except:
-        print("  #Error(option_com_china): contract",contract,'not found in',symbol)
-        optiondict=option_comm_dict_china(symbol)
-        return optiondict 
-    
-    #df2cols=['买量C','买价C','最新价C','卖价C','卖量C','持仓量C','涨跌C','行权价','看涨期权合约','买量P','买价P','最新价P','卖价P','卖量P','持仓量P','涨跌P','看跌期权合约']
-    df2cols=['看涨合约-买量','看涨合约-买价','看涨合约-最新价','看涨合约-卖价', \
-             '看涨合约-卖量','看涨合约-持仓量','看涨合约-涨跌','行权价', \
-             '看涨合约-看涨期权合约', \
-             '看跌合约-买量','看跌合约-买价','看跌合约-最新价','看跌合约-卖价', \
-             '看跌合约-卖量','看跌合约-持仓量','看跌合约-涨跌','看跌合约-看跌期权合约']
-    df2.columns=df2cols
-
-    df2['最新价C']=df2['看涨合约-最新价'].astype('float')
-    df2['持仓量C']=df2['看涨合约-持仓量'].astype('float')
-    df2['最新价P']=df2['看跌合约-最新价'].astype('float')
-    df2['持仓量P']=df2['看跌合约-持仓量'].astype('float')
-    df2['行权价']=df2['行权价'].astype('float')
-    
-    df2['看涨期权合约']=df2['看涨合约-看涨期权合约']   
-    df2['看跌期权合约']=df2['看跌合约-看跌期权合约']
-    
-    df2.set_index('行权价',inplace=True)
-    
-    if printout:
-        df2c=df2['看涨期权合约']
-        df2c.dropna(inplace=True)
-        df2clist=list(df2c)
-        print("  \n中国"+symbol+contract+"的看涨期权合约：")
-        printlist(df2clist,numperline=6,beforehand=' '*4,separator=' ')
-        df2p=df2['看跌期权合约']
-        df2p.dropna(inplace=True)
-        df2plist=list(df2p)
-        print("  \n中国"+symbol+contract+"的看跌期权合约：")  
-        printlist(df2plist,numperline=6,beforehand=' '*4,separator=' ')
-
-    if graph:
-        if not (twinx in ['UD','LR']):
-            footnote="行权价-->\n\n"+"数据来源：新浪财经，"+str(today)
-        else:
-            footnote="行权价-->\n"+"数据来源：新浪财经，"+str(today)
-    
-        print("\nRendering graphics btw contract and strike prices...")
-        titletxt="期权价格与行权价的关系："+symbol+contract
-        # maxticks为bool类型时表示横轴不能按照日期处理，否则会丢失数据成空图！！！
-        plot_line2(df2,"看涨期权",'最新价C','价格', \
-                   df2,"看跌期权",'最新价P','价格', \
-                   '价格',titletxt,footnote,power=0, \
-                   twinx=twinx, \
-                   loc1=loc1,loc2=loc2, \
-                       maxticks=False)
-    """
-    print("Rendering graphics for the relationships btw call price and open interest ...")
-    titletxt="当前期权价格与持仓量的关系："+symbol+contract+'的'+"看涨期权"
-    plot_line2(df2,"看涨期权",'最新价C','价格', \
-                 df2,"看涨期权",'持仓量C','持仓量', \
-                 '',titletxt,footnote,power=0,twinx=True)
-
-    print("Rendering graphics for the relationships btw put price and open interest ...")
-    titletxt="当前期权价格与持仓量的关系："+symbol+contract+'的'+"看跌期权"
-    plot_line2(df2,"看跌期权",'最新价P','价格', \
-                 df2,"看跌期权",'持仓量P','持仓量', \
-                 '',titletxt,footnote,power=0,twinx=True)
-
-    print("Rendering graphics for the relationships btw open interests ...")
-    titletxt="当前期权方向与持仓量的关系："+symbol+contract
-    plot_line2(df2,"看涨期权",'持仓量C','持仓量', \
-                 df2,"看跌期权",'持仓量P','持仓量', \
-                 '',titletxt,footnote,power=0,twinx=False)
-    """
-    return df2
-#==============================================================================
-
-
-def check_contract(contract):
-    """
-    功能：检查新浪期权数据中一项合约是否存在
-    """
-    # 太啰嗦了，暂时不做了
-    
-#==============================================================================
-if __name__=='__main__':
-    contract='au2212C324'
-    contract='pg2212C3850'
-    contract=['au2212C324','au2212P324']
-    contract=[]
-    power=0
-    twinx=False
-    start='2022-7-1'
-    end='2022-11-6'
-
-def option_comm_trend_china(contract,start='',end='',power=0, \
-                            twinx=False,loc1='best',loc2='best'):
-    """
-    绘制期权合约价格历史价格趋势图
-    若contract为一个合约，则绘制单折线图
-    若contract为多于一个合约，则绘制前两个合约的双单折线图
-    """
-    
-    contract1=contract2=''
-    if isinstance(contract,str):
-        contract1=contract
-        contract2=''
-    
-    if isinstance(contract,list):
-        if len(contract)==1:
-            contract1=contract
-            contract2=''    
-        elif len(contract)>=2:
-            contract1=contract[0]
-            contract2=contract[1]    
-            
-    if contract1=='':
-        print("  #Error(option_comm_trend_china): unknown option contract",contract)
-        return None
-
-    import pandas as pd
-    start1=end1=''
-    if not (start==''):
-        try:
-            start1=pd.to_datetime(start)
-        except:
-            print("  #Error(option_comm_trend_china): invalid date",start)
-    if not (end==''):
-        try:
-            end1=pd.to_datetime(end)
-        except:
-            print("  #Error(option_comm_trend_china): invalid date",end)
-    
-    import akshare as ak
-    import datetime
-    today = datetime.date.today()
-    footnote="数据来源：新浪财经，"+str(today)
-    
-    #绘制单折线
-    if contract2=='':
-        contract1,dict1=option_comm_contract_decode_china(contract1)
-        try:
-            #df3=ak.option_sina_commodity_hist(contract=contract1)
-            df3=ak.option_commodity_hist_sina(symbol=contract1)
-        except:
-            print("  #Error(option_comm_trend_china): data unavailable for",contract1)
-            print("  Possible reasons: no such contract or no tradings for the contract")
-            return None
-        
-        if len(df3)==0:
-            print("  #Warning(option_comm_trend_china): no record found for contract",contract1)
-            return None            
-        
-        df3['date2']=pd.to_datetime(df3['date'])
-        df3.set_index('date2',inplace=True)
-        df3['close']=df3['close'].astype('float')
-        
-        if not (start1==''):
-            df3=df3.drop(df3[df3.index < start1].index)
-        if not (end1==''):
-            df3=df3.drop(df3[df3.index > end1].index)        
-
-        print("  Rendering graphics for option contract price trend...")
-        titletxt="期权合约价格的运动趋势："+contract1
-        footnote=contract1+'：'+dict1['标的物']+dict1['期权方向']+'，'+dict1['到期日']+'到期'+'，行权价'+dict1['行权价']+'\n'+footnote
-        plot_line(df3,'close','收盘价','价格',titletxt,footnote,power=power)
-        return df3
-    
-    #绘制双折线
-    contract1ok=contract2ok=True
-    if not (contract2==''):
-        contract1,dict1=option_comm_contract_decode_china(contract1)
-        try:
-            df31=ak.option_commodity_hist_sina(symbol=contract1)   
-            df31['date2']=pd.to_datetime(df31['date'])
-            df31.set_index('date2',inplace=True)
-            df31['close']=df31['close'].astype('float')
-        except:
-            print("  #Error(option_comm_trend_china): data unavailable for",contract1)
-            print("  Possible reasons: no such contract or no tradings for the contract")
-            contract1ok=False
-        if contract1ok:
-            if not (start1==''):
-                df31=df31.drop(df31[df31.index < start1].index)
-            if not (end1==''):
-                df31=df31.drop(df31[df31.index > end1].index)            
-
-            if len(df31)==0:
-                #print("  #Warning(option_comm_trend_china): no record found for contract",contract1)
-                contract1ok=False
-        
-        contract2,dict2=option_comm_contract_decode_china(contract2)
-        try:
-            df32=ak.option_commodity_hist_sina(symbol=contract2) 
-            df32['date2']=pd.to_datetime(df32['date'])
-            df32.set_index('date2',inplace=True)
-            df32['close']=df32['close'].astype('float')
-        except:
-            print("  #Error(option_comm_trend_china): data unavailable for",contract2)
-            print("  Possible reasons: no such contract or no tradings for the contract")
-            contract2ok=False
-        if contract2ok:
-            if not (start1==''):
-                df32=df32.drop(df32[df32.index < start1].index)
-            if not (end1==''):
-                df32=df32.drop(df32[df32.index > end1].index)   
-
-            if len(df32)==0:
-                #print("  #Warning(option_comm_trend_china): no record found for contract",contract2)
-                contract2ok=False
-        
-        if contract1ok and contract2ok:
-            print("  Rendering graphics for comparing two option contract price trends...")
-            titletxt="期权价格的运动趋势对比："+contract1+'与'+contract2
-            footnote=contract2+'：'+dict2['标的物']+dict2['期权方向']+'，'+dict2['到期日']+'到期'+'，行权价'+dict2['行权价']+'\n'+footnote
-            footnote=contract1+'：'+dict1['标的物']+dict1['期权方向']+'，'+dict1['到期日']+'到期'+'，行权价'+dict1['行权价']+'\n'+footnote
-            
-            plot_line2(df31,contract1,'close','收盘价', \
-                   df32,contract2,'close','收盘价', \
-                       '价格',titletxt,footnote,twinx=twinx,loc1=loc1,loc2=loc2)
-            return df31,df32
-        elif contract1ok:
-            print("  Rendering graphics for option contract price trend...")
-            titletxt="期权合约价格的运动趋势："+contract1
-            footnote=contract1+'：'+dict1['标的物']+dict1['期权方向']+'，'+dict1['到期日']+'到期'+'，行权价'+dict1['行权价']+'\n'+footnote
-            
-            plot_line(df31,'close','收盘价','价格',titletxt,footnote,power=power,loc=loc1)
-            return df31            
-        elif contract2ok:
-            print("  Rendering graphics for option contract price trend...")
-            titletxt="期权合约价格的运动趋势："+contract2
-            footnote=contract2+'：'+dict2['标的物']+dict2['期权方向']+'，'+dict2['到期日']+'到期'+'，行权价'+dict2['行权价']+'\n'+footnote
-            
-            plot_line(df32,'close','收盘价','价格',titletxt,footnote,power=power,loc=loc1)
-            return df32  
-        else:
-            print("  #Warning(option_comm_trend_china): no record found for contracts",contract1,'and',contract2)
-            return None
-        
-#==============================================================================
-if __name__=='__main__':
-    contract='xu2112'
-    contract='au2112C328'
-    
-def option_comm_contract_decode_china(contract):
-    """
-    例：
-    contract='c2111'或'cf2111'
-    contract='c2111C235'或'cf2111P235'
-    """
-    
-    prelist=['m','c','i','cf','sr','ta','ma','ru','cu','au','rm','pg','zc']
-    ualist=['豆粕','玉米','铁矿石','棉花','白糖','PTA','甲醇','橡胶','沪铜','黄金','菜籽粕','液化石油气','动力煤']
-    
-    import string
-    ucletters=list(string.ascii_uppercase)    
-    lcletters=list(string.ascii_lowercase)
-    
-    pos=0
-    contract1=contract.lower()
-    for c in contract1:
-        if c in lcletters:
-            pos=pos+1
-        else:
-            break
-    prefix=contract1[:pos]
-    yymm=contract1[pos:pos+4]
-    maturity='20'+yymm[:2]+'-'+yymm[2:] #到期年月
-    
-    direction=''
-    strike=''
-    if len(contract1)>6:
-        direction=contract1[pos+4:pos+5]
-        direction=direction.upper()     #期权方向
-        contract2=contract1[:pos+4]+direction+contract1[pos+5:]
-        strike=contract1[pos+5:]        #行权价 
-
-        if direction=='C':
-            otype="看涨期权"
-        elif direction=='P':
-            otype="看跌期权"
-        else:
-            otype="未知"
-    else:
-        contract2=contract1
-    
-    try:
-        pos1=prelist.index(prefix)
-        ua=ualist[pos1]                 #期权标的物类别
-    except:
-        print("  #Error(option_comm_contract_decode_china): contract",contract,"not found")
-        return None,None
-    
-    contract_notes={}
-    contract_notes['合约']=contract2
-    contract_notes['标的物']=ua
-    contract_notes['到期日']=maturity
-    if not (direction==''):
-        contract_notes['期权方向']=otype
-    if not (strike==''):
-        contract_notes['行权价']=strike
-    
-    
-    return contract2,contract_notes
-#==============================================================================
-#==============================================================================
-#==============================================================================
-#==============================================================================
-#==============================================================================
-# 以上为商品期权，以下为金融期权
-#==============================================================================
-#==============================================================================
-#==============================================================================
-#==============================================================================
-#==============================================================================
-if __name__=='__main__':
-    detail=True
-    detail=False
-    
-# 定义中国当前金融期权的所有品种  
-option_fin_list_sse=["华夏上证50ETF期权", \
-                     "华夏科创50ETF期权", \
-                     "易方达科创50ETF期权", \
-                     "华泰柏瑞沪深300ETF期权", \
-                     "南方中证500ETF期权"]
-underlying_fin_list_sse=["510050.SS", \
-                         "588000.SS", \
-                         "588080.SS", \
-                         "510300.SS", \
-                         "510500.SS"]
-    
-option_fin_list_szse=["易方达深证100ETF期权", \
-                      "易方达创业板ETF期权", \
-                      "嘉实沪深300ETF期权", \
-                      "嘉实中证500ETF期权"]
-underlying_fin_list_szse=["159901.SZ", \
-                          "159915.SZ", \
-                          "159919.SZ", \
-                          "159922.SZ"]
-    
-option_fin_list_cffe=["上证50股指期权", \
-                      "沪深300股指期权", \
-                      "中证1000股指期权"]
-underlying_fin_list_cffe=["000016.SS", \
-                          "000300.SS", \
-                          "000852.SS"]
-
-option_fin_list=option_fin_list_sse + option_fin_list_szse + option_fin_list_cffe
-underlying_fin_list=underlying_fin_list_sse + underlying_fin_list_szse + underlying_fin_list_cffe
-
-"""
-option_fin_list=["华夏上证50ETF期权","华夏科创50ETF期权","易方达科创50ETF期权", \
-                 "华泰柏瑞沪深300ETF期权","南方中证500ETF期权", \
-                 "易方达深证100ETF期权","易方达创业板ETF期权","嘉实沪深300ETF期权", \
-                 "嘉实中证500ETF期权", \
-                 "上证50股指期权","沪深300股指期权","中证1000股指期权"]
-underlying_fin_list=["510050.SS","588000.SS","588080.SS", \
-                     "510300.SS","510500.SS",
-                     "159901.SZ","159915.SZ","159919.SZ", \
-                     "159922.SZ", \
-                     "000016.SS","000300.SS","000852.SS"] 
-"""
-if __name__=='__main__':
-    option="华夏上证50ETF期权"
-    option_fin_underlying(option)
-
-
-def option_fin_underlying(option):
-    """
-    功能：给定金融期权名称，返回标的物证券代码
-    """
-    import pandas as pd
-    df=pd.DataFrame()
-    df['option_name']=option_fin_list
-    df['underlying_code']=underlying_fin_list
-    
-    try:
-        underlying=df[df['option_name']==option]['underlying_code'].values[0]
-    except:
-        underlying=None
-
-    return underlying
-
-
-def option_fin_china(detail=False):
-    """
-    功能：描述当前中国市场中的金融期权，标注日期
-    """
-    
-    if detail:
-        heading="\n***"
-    else:
-        heading=' '
-    lead_blanks=' '*3
-    
-    print("\n===== 中国金融期权一览表 =====")
-    
-    #=====上交所
-    print("\n----- 上交所 -----")
-    #华夏上证50ETF期权
-    print(heading,"华夏上证50ETF期权")
-    if detail:
-        print(lead_blanks,"俗称    ：上证50ETF期权")
-        print(lead_blanks,"类别    ：欧式期权")
-        print(lead_blanks,"标的证券：华夏上证50ETF基金（510050.SS）")
-        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
-        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
-        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-基金行权价")
-        print(lead_blanks,"上市日期：2015-2-9")
-        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
-        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
-        print(lead_blanks,"交易所  ：上海证券交易所")
-    
-    #华夏科创50ETF期权
-    print(heading,"华夏科创50ETF期权")
-    if detail:
-        print(lead_blanks,"俗称    ：科创50ETF期权")
-        print(lead_blanks,"类别    ：欧式期权")
-        print(lead_blanks,"标的证券：华夏科创50ETF基金（588000.SS）")
-        print(lead_blanks,"上市日期：2023-6-5")
-        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
-        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
-        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-基金行权价")
-        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
-        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
-        print(lead_blanks,"交易所  ：上海证券交易所")  
-    
-    #易方达科创50ETF期权
-    print(heading,"易方达科创50ETF期权")
-    if detail:
-        print(lead_blanks,"俗称    ：科创板50ETF期权")
-        print(lead_blanks,"类别    ：欧式期权")
-        print(lead_blanks,"标的证券：易方达科创50ETF基金（588080.SS）")
-        print(lead_blanks,"上市日期：2023-6-5")
-        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
-        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
-        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-基金行权价")
-        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
-        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
-        print(lead_blanks,"交易所  ：上海证券交易所") 
-    
-    #华泰柏瑞沪深300ETF期权
-    print(heading,"华泰柏瑞沪深300ETF期权")
-    if detail:
-        print(lead_blanks,"俗称    ：(上证)沪深300ETF期权")
-        print(lead_blanks,"类别    ：欧式期权")
-        print(lead_blanks,"标的证券：华泰柏瑞沪深300ETF基金（510300.SS）")
-        print(lead_blanks,"上市日期：2019-12-23")
-        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
-        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
-        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-基金行权价")
-        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
-        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
-        print(lead_blanks,"交易所  ：上海证券交易所")   
-    
-    #南方中证500ETF期权
-    print(heading,"南方中证500ETF期权")
-    if detail:
-        print(lead_blanks,"俗称    ：(上证)中证500ETF期权")
-        print(lead_blanks,"类别    ：欧式期权")
-        print(lead_blanks,"标的证券：南方中证500ETF基金（510500.SS）")
-        print(lead_blanks,"上市日期：2022-9-19")
-        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
-        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
-        print(lead_blanks,"合约交易代码：xCyMz，xPyMz，x-标的代码，y-到期年月，z-基金行权价")
-        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
-        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
-        print(lead_blanks,"交易所  ：上海证券交易所")  
-
-
-    #=====深交所
-    print("\n----- 深交所 -----")
-    #易方达深证100ETF期权
-    print(heading,"易方达深证100ETF期权")
-    if detail:
-        print(lead_blanks,"俗称    ：深证100ETF期权")
-        print(lead_blanks,"类别    ：欧式期权")
-        print(lead_blanks,"标的证券：易方达深证100ETF基金（159901.SZ）")
-        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
-        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
-        print(lead_blanks,"合约编码：9000xxxx，后4位为合约序号")
-        print(lead_blanks,"合约简称：x购y月z，x沽y月z，x-标的名称，y-到期月，z-基金行权价")
-        print(lead_blanks,"上市日期：2022-12-12")
-        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
-        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
-        print(lead_blanks,"交易所  ：深圳证券交易所")
-
-    #易方达创业板ETF期权
-    print(heading,"易方达创业板ETF期权")
-    if detail:
-        print(lead_blanks,"俗称    ：创业板ETF")
-        print(lead_blanks,"类别    ：欧式期权")
-        print(lead_blanks,"标的证券：易方达创业板ETF基金（159915.SZ）")
-        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
-        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
-        print(lead_blanks,"合约编码：9000xxxx，后4位为合约序号")
-        print(lead_blanks,"合约简称：x购y月z，x沽y月z，x-标的名称，y-到期月，z-基金行权价")
-        print(lead_blanks,"上市日期：2022-9-19")
-        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
-        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
-        print(lead_blanks,"交易所  ：深圳证券交易所")
-    
-    #嘉实沪深300ETF期权
-    print(heading,"嘉实沪深300ETF期权")
-    if detail:
-        print(lead_blanks,"俗称    ：(深证)沪深300ETF期权")
-        print(lead_blanks,"类别    ：欧式期权")
-        print(lead_blanks,"标的证券：嘉实沪深300ETF基金（159919.SZ）")
-        print(lead_blanks,"上市日期：2019-12-23")
-        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
-        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
-        print(lead_blanks,"合约编码：9000xxxx，后4位为合约序号")
-        print(lead_blanks,"合约简称：x购y月z，x沽y月z，x-标的名称，y-到期月，z-基金行权价")
-        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
-        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
-        print(lead_blanks,"交易所  ：深圳证券交易所")
-
-
-    #嘉实中证500ETF期权
-    print(heading,"嘉实中证500ETF期权")
-    if detail:
-        print(lead_blanks,"俗称    ：(深证)中证500ETF期权")
-        print(lead_blanks,"类别    ：欧式期权")
-        print(lead_blanks,"标的证券：嘉实中证500ETF基金（159922.SZ）")
-        print(lead_blanks,"行权价格：9个（1个平值合约、4个虚值合约、4个实值合约）")
-        print(lead_blanks,"合约单位：10000份，1手期权=10000份基金，实物交割")
-        print(lead_blanks,"合约编码：9000xxxx，后4位为合约序号")
-        print(lead_blanks,"合约简称：x购y月z，x沽y月z，x-标的名称，y-到期月，z-基金行权价")
-        print(lead_blanks,"上市日期：2022-9-19")
-        print(lead_blanks,"到期月份：当月、下月及随后两个季月（季度末月）")
-        print(lead_blanks,"到期日期：到期月份的第四个星期三（节假日顺延）")
-        print(lead_blanks,"交易所  ：深圳证券交易所")
-
-    
-    #=====中金所
-    print("\n----- 中金所 -----")
-    #上证50股指期权
-    print(heading,"上证50股指期权")
-    if detail:
-        print(lead_blanks,"类别    ：欧式期权")
-        print(lead_blanks,"标的证券：上证50指数（000016.SS）")
-        print(lead_blanks,"上市日期：2022-12-19")
-        print(lead_blanks,"合约乘数：现金交割，每点人民币100元")
-        print(lead_blanks,"交易代码：HO合约月份-C-行权股指点位，HO合约月份-P-行权股指点位")
-        print(lead_blanks,"到期月份：当月、下2个月、随后3个季月（季度末月）")
-        print(lead_blanks,"到期日期：到期月份的第三个星期五（节假日顺延）")
-        print(lead_blanks,"交易所  ：中国金融期货交易所")          
-    
-    #沪深300股指期权
-    print(heading,"沪深300股指期权")
-    if detail:
-        print(lead_blanks,"类别    ：欧式期权")
-        print(lead_blanks,"标的证券：沪深300指数（000300.SS，399300.SZ）")
-        print(lead_blanks,"上市日期：2019-12-23")
-        print(lead_blanks,"合约乘数：现金交割，每点人民币100元")
-        print(lead_blanks,"交易代码：IO合约月份-C-行权股指点位，IO合约月份-P-行权股指点位")
-        print(lead_blanks,"到期月份：当月、下2个月、随后3个季月（季度末月）")
-        print(lead_blanks,"到期日期：到期月份的第三个星期五（节假日顺延）")
-        print(lead_blanks,"交易所  ：中国金融期货交易所") 
-    
-    #中证1000股指期权
-    print(heading,"中证1000股指期权")
-    if detail:
-        print(lead_blanks,"类别    ：欧式期权")
-        print(lead_blanks,"标的证券：中证1000指数（000852.SS）")
-        print(lead_blanks,"上市日期：2022-7-22")
-        print(lead_blanks,"合约乘数：现金交割，每点人民币100元")
-        print(lead_blanks,"交易代码：MO合约月份-C-行权股指点位，MO合约月份-P-行权股指点位")
-        print(lead_blanks,"到期月份：当月、下2个月、随后3个季月（季度末月）")
-        print(lead_blanks,"到期日期：到期月份的第三个星期五（节假日顺延）")
-        print(lead_blanks,"交易所  ：中国金融期货交易所")   
-        
-    import datetime as dt; today=str(dt.date.today())
-    if not detail: print('')
-    print(heading,"来源：上交所/深交所/中金所,",today)
-    return
- 
-if __name__=='__main__':
-    option_fin_china()
-    option_fin_china(detail=True)
-#==============================================================================
-if __name__=='__main__':
-    date='2021-11-1'
-
-def get_yymm(date):
-    
-    import datetime as dt
-    d=dt.datetime.strptime(date, '%Y-%m-%d')
-    year=d.strftime('%Y')
-    month=d.strftime('%m')
-    yymm=str(year)[2:]+str(month)    
-    
-    return yymm
-
-if __name__=='__main__':
-    get_yymm('2020-03-25')    
-#==============================================================================
-
-if __name__=='__main__':
-    start='2021-11-1'
-    start=''
-    num=12
-
-def get_yymm_list(start='',num=12):
-    """
-    获取一个给定日期start及其后续的YYMM年月列表，共num个
-    """
-    
-    import datetime as dt
-    if start=='':
-        start=str(dt.date.today())
-    
-    start1=dt.datetime.strptime(start, '%Y-%m-%d')
-    date_list=[start1]
-    
-    from datetime import timedelta
-    for d in range(1,num+1):
-        date=start1+timedelta(days=d*30)
-        date_list=date_list+[date]
-    
-    yymm_list=[]
-    for d in date_list:
-        year=d.strftime('%Y')
-        month=d.strftime('%m')
-        yymm=str(year)[2:]+str(month)        
-        yymm_list=yymm_list+[yymm]
-    
-    return yymm_list
-
-if __name__=='__main__':
-    get_yymm_list()
-    get_yymm_list(num=13)
-    get_yymm_list('2021-1-11')
-    get_yymm_list('2021-1-11',num=13)
-    
-#==============================================================================
-
-if __name__=='__main__':
-    symbol="华夏上证50ETF期权"
-    symbol="华泰柏瑞沪深300ETF期权"
-    symbol="嘉实沪深300ETF期权"
-    symbol="沪深300股指期权"
-    num=9
-    
-def option_fin_month_china(symbol,num=12):
-    """
-    功能：遍历并显示一个金融期货品种的到期年月YYMM
-    未来到期日：当月，下月，下两个季月
-    """
-    
-    if not (symbol in option_fin_list):
-        print("  #Warning(option_fin_month_china): info not found / unaccessible for",symbol)
-        return None
-    
-    #当前年月开始的年月列表
-    import datetime as dt; todaydt=str(dt.date.today())
-    yymm_list=get_yymm_list(todaydt,num=num)
-    
-    import akshare as ak
-    end_month_list=[]
-            
-    #临时措施：深交所期权只能找到"嘉实沪深300ETF期权"，其他的找不到但实际存在
-    if symbol in option_fin_list_szse: symbol="嘉实沪深300ETF期权"
-
-    for yymm in yymm_list:
-        print('  ... Scanning option maturity',yymm,end=', ')
-        
-        try:
-            df = ak.option_finance_board(symbol=symbol,end_month=yymm)
-        except:
-            print("failed!")
-            #print("  #Warning(option_fin_month_china): something went wrong in akshare, try upgrade it")
-            continue
-        
-        if df is None: 
-            print("not found")
-            continue
-        if len(df)==0: 
-            print("not found")
-            continue
-        
-        print("seems found, checking",end=', ')
-        if symbol in option_fin_list_sse:
-            y2m2=df['合约交易代码'][:1].values[0][7:11]
-        
-        if symbol in option_fin_list_szse:
-            d1=df['期权行权日'][:1].values[0]
-            d2=d1.astype('str')
-            yy=d2[2:4]; mm=d2[5:7]; y2m2=yy+mm
-        
-        if symbol in option_fin_list_cffe:
-            y2m2=df['instrument'][:1].values[0][2:6]                
-        
-        if y2m2==yymm:
-            print("confirmed found")
-            end_month_list=end_month_list+[yymm]
-        else:
-            print("fake")
-    
-    print("\n=== 中国金融期权品种的到期日(年月) ===") 
-    print(symbol+':')       
-    print(end_month_list)
-
-    print("来源：上交所/深交所/中金所,",todaydt)
-    
-    return
-        
-
-if __name__=='__main__':
-    option_fin_month_china("华夏上证50ETF期权")
-    option_fin_month_china("嘉实沪深300ETF期权")
-    option_fin_month_china("华泰柏瑞沪深300ETF期权")
-    option_fin_month_china("沪深300股指期权")
-
-#==============================================================================
-if __name__=='__main__':
-    end_month='2112'
-    nth=4 #第四个
-    wd=3 #星期三
-
-def nth_weekday(end_month,nth,wd):
-    """
-    功能：给定年月end_month的第nth个星期wd，求日期
-    """
-    import calendar
-    import datetime
-    c = calendar.Calendar(firstweekday=calendar.SUNDAY)
-    
-    myear=int('20'+end_month[:2])
-    mmonth=int(end_month[2:])
-    monthcal = c.monthdatescalendar(myear,mmonth)
-    
-    mdatelist=[]
-    for mweek in monthcal:
-        #print(mweek)
-        for mday in mweek:
-            #print(mday)
-            if (mday.weekday()==(wd-1)) and (mday.month==mmonth):
-                mdatelist=mdatelist+[mday]
-    mdate=str(mdatelist[nth-1])
-    
-    return mdate
-
-if __name__=='__main__':
-    #求第四个星期三
-    nth_weekday('2111',4,3)
-    nth_weekday('2112',4,3)
-#==============================================================================
-if __name__=='__main__':
-    symbol="华夏上证50ETF期权"
-    symbol="华泰柏瑞沪深300ETF期权"
-    symbol="嘉实沪深300ETF期权"
-    symbol="沪深300股指期权"   
-    end_month='2312'
-    direction='call'
-    printout=True
-    
-    
-def option_fin_contracts(symbol,end_month,direction='call',printout=True):
-    """
-    功能：抓取指定金融期权品种和到期日年月的具体合约
-    """
-    
-    if not (symbol in option_fin_list):
-        print("  #Warning(option_fin_contracts): info not found for",symbol)
-        return None
-    
-    import akshare as ak
-    try:
-        df = ak.option_finance_board(symbol=symbol, end_month=end_month)
-    except:
-        print("  #Error(option_fin_contracts): info unaccessible for",symbol,'on maturity',end_month)
-        return None
-    if df is None:
-        print("  #Error(option_fin_contracts): none found for",symbol,'on maturity',end_month)
-        return None
-    
-    #检查期权方向
-    typelist=['CALL','PUT','BOTH']
-    utype=direction.upper()
-    if not (utype in typelist):
-        print("  #Warning(option_fin_contracts): unsupported option direction",direction)
-        print("  Supported option direction:",typelist)
-        return None
-    
-    import pandas as pd
-    contracts=pd.DataFrame()
-    #==================================================================
-    if symbol in option_fin_list_sse:
-        #期权方向标志
-        df['direction']=df['合约交易代码'].apply(lambda x:x[6:7])
-        if utype=='CALL':
-            df1=df[df['direction']=='C']
-        elif utype=='PUT':
-            df1=df[df['direction']=='P']
-        else:
-            df1=df
-        
-        #取交易日期
-        df1.set_index('日期',inplace=True)
-        df1['date']=df1.index[0][:8]
-        contracts['date']=pd.to_datetime(df1['date'])
-        
-        #去掉前后空格
-        df1['合约交易代码']=df1['合约交易代码'].apply(lambda x: x.strip())
-        contracts['contract']=df1['合约交易代码']
-        
-        contracts['name']=contracts['contract']
-        contracts['direction']=df1['direction']
-        #contracts['Close']=df1['前结价']
-        contracts['Strike']=df1['行权价']
-        
-        #到期日：到期月的第四个星期三
-        mdate=nth_weekday(end_month,4,3)
-        contracts['maturity']=mdate
-        
-        #标的物
-        pos=option_fin_list.index(symbol)
-        ua=underlying_fin_list[pos]
-        contracts['underlying']=ua
-        
-    #=================================================================
-    if symbol in option_fin_list_szse:
-        #期权方向标志
-        df['direction']=df['类型'].apply(lambda x:'C' if x in ["认购"] else 'P')
-        if utype=='CALL':
-            df1=df[df['direction']=='C']
-        elif utype=='PUT':
-            df1=df[df['direction']=='P']
-        else:
-            df1=df
-        
-        #去掉前后空格
-        df1['合约编码']=df1['合约编码'].apply(lambda x: str(x).strip())
-        contracts['contract']=df1['合约编码']
-        
-        contracts['name']=df1['合约简称']
-        contracts['direction']=df1['direction']
-        #????contracts['Close']=df1['前结价']
-        try:
-            contracts['Strike']=df1['行权价']
-        except:
-            contracts['Strike']=df1['行权价(元)']
-        
-        #行权日
-        contracts['maturity']=df1['期权行权日'].apply(lambda x: x.strftime('%Y-%m-%d'))
-        
-        #标的物
-        pos=option_fin_list.index(symbol)
-        ua=underlying_fin_list[pos]
-        contracts['underlying']=ua
-        
-        #取交易日期
-        import datetime as dt; today=str(dt.date.today())
-        contracts['date']=pd.to_datetime(today)
-        
-    #=================================================================
-    if symbol in option_fin_list_cffe:
-        """
-        字段解读：
-        instrument:合约编号
-        position:持仓量
-        volume:成交量
-        lastprice:最新价
-        updown:涨跌，涨跌=最新价-前结算价
-        bprice:买价
-        bamount:买量
-        sprice:卖价
-        samount:卖量
-        """
-        #期权方向标志
-        df['direction']=df['instrument'].apply(lambda x:x[7:8])
-        if utype=='CALL':
-            df1=df[df['direction']=='C']
-        elif utype=='PUT':
-            df1=df[df['direction']=='P']
-        else:
-            df1=df
-        
-        #去掉前后空格
-        df1['instrument']=df1['instrument'].apply(lambda x: x.strip())
-        contracts['contract']=df1['instrument']
-        
-        contracts['name']=df1['instrument']
-        contracts['direction']=df1['direction']
-        #????contracts['Close']=df1['前结价']
-        contracts['Strike']=df1['instrument'].apply(lambda x:x[9:13]).astype('int')
-        
-        #行权日:到期月份第三周的周三
-        mdate=nth_weekday(end_month,3,5)
-        #contracts['maturity']='20'+df1['instrument'].apply(lambda x:x[2:6])+'28'
-        contracts['maturity']=mdate
-        
-        #标的物
-        pos=option_fin_list.index(symbol)
-        ua=underlying_fin_list[pos]
-        contracts['underlying']=ua
-        
-        #取交易日期
-        import datetime as dt; today=str(dt.date.today())
-        contracts['date']=pd.to_datetime(today)
-        
-    contracts['Option']=symbol
-    contracts['end_month']=end_month
-    contracts.set_index('date',inplace=True)
-    contracts.sort_values(by=['Strike'],ascending=True,inplace=True)
-    
-    #打印
-    if printout:
-        print("\n========= 中国金融期权合约 =========\n")
-        print("期权品种：",symbol)
-        print("到期年月：",end_month)
-        print("合约方向：",utype)
-        
-        #改换中文字段栏
-        collist=['contract','direction','maturity','underlying','Strike']
-        collistcn=['期权合约','方向','到期日','标的证券','行权价']
-        printdf=contracts[collist].copy()
-        printdf.columns=collistcn
-        
-        printdf.reset_index(drop=True,inplace=True)
-        
-        #打印对齐
-        pd.set_option('display.unicode.ambiguous_as_wide', True)
-        pd.set_option('display.unicode.east_asian_width', True)
-        pd.set_option('display.width', 180) # 设置打印宽度(**重要**)
-        
-        #print(printdf.to_string(index=False))        
-        
-        import datetime as dt; todaydt=str(dt.date.today())
-        #print("\n来源：新浪/上交所/深交所/中金所,",today)
-        footnote="数据来源：新浪/上交所/深交所/中金所, "+str(todaydt)
-        df_display_CSS(printdf,titletxt='',footnote=footnote,facecolor='papayawhip', \
-                           first_col_align='center',second_col_align='center', \
-                           last_col_align='center',other_col_align='center')
-        
-
-    return contracts    
-        
-if __name__=='__main__': 
-    symbol="华夏上证50ETF期权"
-    symbol="华泰柏瑞沪深300ETF期权"
-    symbol="嘉实沪深300ETF期权"
-    symbol="沪深300股指期权"   
-    end_month='2112'
-    direction='call'       
-    df=option_fin_contracts(symbol,end_month,direction='call')        
-
-#==============================================================================
-if __name__=='__main__':
-    symbol="华夏上证50ETF期权"
-    symbol="华泰柏瑞沪深300ETF期权"
-    symbol="嘉实沪深300ETF期权"
-    symbol="沪深300股指期权"   
-    
-    contract='510050C2206M02900'
-    contract='90000871'
-    end_month='2206'
-    direction='call'
-    
-    symbol="中证1000股指期权"
-    end_month='2312'
-    contract='MO2312-P-5800'
-    direction='put'
-    
-def option_fin_contract_parms(symbol,end_month,contract,direction='call'):
-    """
-    功能：抓取期权合约的到期日、行权价和标的证券
-    """
-    
-    df=option_fin_contracts(symbol=symbol,end_month=end_month, \
-            direction=direction,printout=False)
-    
-    df1=df[df['contract']==contract]
-    if len(df1)==0:
-        print("  #Warning(option_fin_contract_parms): contract not found for",contract)
-        return None,None,None
-
-    underlying=df1['underlying'].values[0]
-    maturity=df1['maturity'].values[0]
-    strike=float(df1['Strike'].values[0])
-    
-    return underlying,maturity,strike
-
-if __name__=='__main__':
-    option_fin_contract_parms("华夏上证50ETF期权",'2206','510050C2206M02900',direction='call')
-#=============================================================================
-if __name__=='__main__': 
-    underlying='510050.SS'
-    date='2021-11-19'
-    days=30
-    
-    underlying='000852.SS'
-    date='2023-12-1'
-    days=183
-    
-
-def underlying_sigma(underlying,date,days=30):
-    """
-    功能：计算标的物价格的年化标准差
-    underlying：标的证券代码
-    date：当前日期
-    days：历史期间长度，日历日天数，默认30个日历日
-    """
-    
-    #年度交易日天数
-    annual_trading_days=252
-    
-    #计算历史样本的开始日期
-    import pandas as pd
-    try:
-        end=pd.to_datetime(date)
-    except:
-        print("  #Error(annualized_sigma): invalid date",date)
-        return None,None
-    
-    from datetime import timedelta
-    start=end-timedelta(days=days+1)
-    start1=start.strftime('%Y-%m-%d')
-    
-    #抓取标的物的历史价格样本
-    """
-    try:
-        df=get_prices(underlying,start1,date)
-    except:
-        print("  #Error(annualized_sigma): failed to retrieve info for",underlying)
-        return None,None   
-    """
-    df=get_prices(underlying,start1,date)
-    #标的物当前价格
-    s0=df[-1:]['Close'].values[0]
-
-    """
-    #采用算数收益率
-    df['ret']=df['Close'].pct_change()
-    """
-    
-    #采用对数收益率
-    df['Close_lag']=df['Close'].shift(1)
-    df['Close_lag'].dropna(inplace=True)
-    import numpy as np
-    df['ret']=np.log(df['Close']/df['Close_lag'])
-    sigma=df['ret'].std()
-    annualized_sigma=sigma*np.sqrt(annual_trading_days)
-    
-    return annualized_sigma,s0,df
-
-if __name__=='__main__': 
-    sigma1,_,_=underlying_sigma('510050.SS','2021-11-19',days=365)
-    sigma2,_,_=underlying_sigma('510050.SS','2021-11-19',days=183)
-    sigma3,_,_=underlying_sigma('510050.SS','2021-11-19',days=92)  
-    sigma4,_,_=underlying_sigma('510050.SS','2021-11-19',days=60)
-    sigma5,_,_=underlying_sigma('510050.SS','2021-11-19',days=30)
-    print(sigma1,sigma2,sigma3,sigma4,sigma5)
-
-#=============================================================================
-
-#=============================================================================
-if __name__=='__main__': 
-    start='2021-1-1'
-    end='2021-10-12'
-
-def calc_days(start,end):
-    """
-    计算两个日期之间的年数
-    """
-    
-    #检查日期期间的有效性
-    valid,start1,end1=check_period(start,end)
-    if not valid:
-        print("  #Error(calc_days): date period invalid")
-        return None
-    
-    diff=end1-start1
-    #日历天数
-    diff2=diff.days
-    diff_in_years=diff2/365
-
-    return diff2,round(diff_in_years,5)    
-
-if __name__=='__main__': 
-    days,_=calc_days('2020-10-31','2021-10-12')
-
-
-#=============================================================================
-if __name__=='__main__': 
-    option="华泰柏瑞沪深300ETF期权"
-    end_month='2512'
-    contract='510300C2512M04000'
-    direction='call'
-    
-    today='2025-6-18'
-    sample_days=183
-    
-    rate_type='treasury'
-    rate_period='1Y'
-    daysahead=183
-
-def option_fin_pricing_china(option,end_month,contract,today,direction='call', \
-                             sample_days=183, \
-                             rate_type='treasury',rate_period='1Y',RF=0, \
-                                 printout=True):
-    """
-    功能：将中国金融期权定价的过程整合在一起，提供默认选项，改善小白的使用体验
-    参数：
-    option：金融期权品种
-    end_month：期权到期YYMM
-    contract：期权合约编号
-    today：计算日，可选任意日期，最新日期建议选上一个交易日，便于获取数据
-    direction：期权方向，默认认购/看涨'call'
-    sample_days：计算(标的物)历史波动率的取样日历天数，默认183
-    rate_type：获取无风险利率的方式，默认自动获取'treasury'，也可直接指定数值'value'
-    RF：当rate_type为'value'时，直接给出无风险利率的数值
-    
-    注：波动率使用历史波动率
-    """
-    
-    #第1步：查找计算金融期权预期价格所需要的参数
-    ua,maturity,x=option_fin_contract_parms(option,end_month,contract,direction)
-    if ua is None:
-        print("  #Error(option_fin_pricing_china): info not found")
-        print("  Possible reasons: one or some of the following")
-        print("    Option not found for",option)
-        print("    Maturity year-month not found for",end_month)
-        print("    Contract not found for",contract,'as',direction.lower())
-        print("    Contract not found in the above option + maturity")
-        return None
-
-    #第2步：计算标的证券价格收益率的历史波动率：
-    sigma,s0,_=underlying_sigma(ua,today,days=sample_days)
-    
-    #第3步：查找年化无风险利率
-    rate_type=rate_type.upper()
-    if rate_type=='SHIBOR':
-        rf=shibor_rate(today,rate_period) 
-    elif rate_type=='TREASURY':
-        rf=treasury_yield_china(today,rate_period)
-    elif rate_type=='VALUE':
-        rf=RF
-    else:
-        print("  #Error(option_fin_pricing_china): invalid rate type",rate_type.lower())
-        return None
-        
-    #第4步：计算当前日期距离合约到期日的天数
-    days,_=calc_days(today,maturity)
-    #print("days is",days)
-    
-    #第5步：计算期权合约的预期价格
-    #中国目前金融期权均为无红利的欧式期权，可以直接采用Black-Scholes期权定价模型
-    expected_price=bs_pricing(s0,x,days,rf,sigma,direction,printout=False)  
-    
-    if printout:
-        print("\n============ 中国金融期权定价 ============\n")
-        
-        print("*** 合约信息：")
-        print("    合约代码:",contract)
-        print("    期权品种:",option)
-        print("    标的证券:",ua)
-        print("    行权价格:",x)
-        print("    到期年月:",end_month)
-        print("    期权方向:",direction)
-        
-        print("*** 合约现状：")
-        print("    定价日期:",today,'\b，标的市价:',s0)
-        print("    距离到期:",days,'\b天')
-        print("    历史波动率期间:",sample_days,'\b天')
-        print("    历史波动率数值:",round(sigma,5))
-        
-        print("    无风险利率种类:",rate_type.lower(),'\b,',rate_period)
-        print("    年化无风险利率:",round(rf*100,4),'\b%')
-        
-        print("*** 定价结果：")
-        print("    定价模型: Black-Scholes")        
-        print("    理论价格:",round(expected_price,5))
-        
-        print("\n注：历史/隐含波动率的差异是定价误差的主要原因")
-        
-        import datetime; pgm_date = datetime.date.today()         
-        print("数据来源: 新浪/沪深所/中金所,",pgm_date)        
-        
-    return expected_price  
-        
-if __name__=='__main__': 
-    option="华泰柏瑞沪深300ETF期权"
-    end_month='2206'
-    #看涨合约
-    option_fin_contracts(option,end_month,direction='call') 
-    contract='510300C2206M04500'
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='call', \
-                             sample_days=90,rate_type='shibor',rate_period='1Y')
-    #理论价格：0.5748，实际收盘价：0.5584
-    #查看实际价格网址：https://stock.finance.sina.com.cn/option/quotes.html
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='call', \
-                             sample_days=90,rate_type='shibor',rate_period='1Y') 
-    #理论价格：0.5631，实际收盘价：0.5584
-    
-    #看跌合约   
-    option_fin_contracts(option,end_month,direction='put') 
-    contract='510300P2206M04500'
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='put', \
-                             sample_days=365,rate_type='shibor',rate_period='1Y')
-    #理论价格：0.083，实际收盘价：0.0893  
-    #查看实际价格网址：http://quote.eastmoney.com/center/gridlist.html#options_sahs300etf_rengu
-
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='put', \
-                             sample_days=365,rate_type='shibor',rate_period='1Y')
-    #理论价格：0.086，实际收盘价：0.0893          
-    #=============================
-    
-    option="华夏上证50ETF期权"
-    end_month='2206'
-    #看涨合约
-    option_fin_contracts(option,end_month,direction='call') 
-    contract='510050C2206M02900'
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='call', \
-                             sample_days=90,rate_type='shibor',rate_period='1Y')
-    #理论价格：0.4264，实际收盘价：0.4411
-    #查看网址：http://quote.eastmoney.com/center/gridlist.html#options_sz50etf_txbj
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='call', \
-                             sample_days=90,rate_type='shibor',rate_period='1Y') 
-    #理论价格：0.4191，实际收盘价：0.4411
-    
-    #看跌合约   
-    option_fin_contracts(option,end_month,direction='put')
-    contract='510050P2206M02900'
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='put', \
-                             sample_days=365,rate_type='shibor',rate_period='1Y')
-    #理论价格：0.0505，实际收盘价：0.0441    
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='put', \
-                             sample_days=365,rate_type='shibor',rate_period='1Y')
-    #理论价格：0.0524，实际收盘价：0.0441          
-    #=============================
-
-    option="嘉实沪深300ETF期权"
-    end_month='2206'
-    option_fin_contracts(option,end_month,direction='call')    
-    #看涨合约
-    contract='90000905'   
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='call', \
-                             sample_days=90,rate_type='shibor',rate_period='1Y')
-    #理论价格：0.5878，实际收盘价：0.57
-    #查看网站：http://quote.eastmoney.com/center/gridlist.html#options_szetf_all
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='call', \
-                             sample_days=90,rate_type='shibor',rate_period='1Y')        
-    #理论价格：0.5766，实际收盘价：0.57
-    
-    #看跌合约
-    option_fin_contracts(option,end_month,direction='put')
-    contract='90000906'   
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='put', \
-                             sample_days=365,rate_type='shibor',rate_period='1Y')
-    #理论价格：0.0692，实际收盘价：0.0848
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='put', \
-                             sample_days=365,rate_type='shibor',rate_period='1Y')        
-    #理论价格：0.072，实际收盘价：0.0848
-    #=============================
-
-    option="沪深300股指期权"
-    end_month='2206'
-    option_fin_contracts(option,end_month,direction='call')    
-    #看涨合约
-    contract='IO2206-C-4200'   
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='call', \
-                             sample_days=90,rate_type='shibor',rate_period='1Y')
-    #理论价格：770.9，实际收盘价：700.6
-    #查看网站：http://quote.eastmoney.com/center/gridlist.html#options_cffex_all
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='call', \
-                             sample_days=90,rate_type='shibor',rate_period='1Y')        
-    #理论价格：759，实际收盘价：700.6
-    
-    #看跌合约
-    option_fin_contracts(option,end_month,direction='put')
-    contract='IO2206-P-4200'   
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='put', \
-                             sample_days=365,rate_type='shibor',rate_period='1Y')
-    #理论价格：40.7，实际收盘价：49.2
-    eprice=option_fin_pricing_china(option,end_month,contract,today='2021-11-19', \
-                             direction='put', \
-                             sample_days=365,rate_type='shibor',rate_period='1Y')        
-    #理论价格：42.6，实际收盘价：49.2
-    
-#=============================================================================
-def option_fin_pricing_china2(option,end_month,contract,today,direction='call', \
-                             rate_type='shibor',printout=True):
-    """
-    功能：将中国金融期权定价的过程整合在一起，提供默认选项，改善小白的使用体验
-    注1：波动率使用历史波动率
-    注2：sample_days使用与距离到期日相同天数，rate_period使用与距离到期日近似的期间
-    
-    特别注意：因难以确定上述关系，本函数不建议使用，可能导致误差过大！！！
-    """
-    
-    #第1步：查找计算金融期权预期价格所需要的参数
-    ua,maturity,x=option_fin_contract_parms(option,end_month,contract,direction)
-    if ua is None:
-        print("  #Error(option_fin_pricing_china): info not found")
-        print("  Possible reasons: one or some of the following")
-        print("    Option not found for",option)
-        print("    Maturity year-month not found for",end_month)
-        print("    Contract not found for",contract,'as',direction.lower())
-        print("    Contract not found in the above option + maturity")
-        return None
-        
-    #第2步：计算当前日期距离合约到期日的天数
-    days,_=calc_days(today,maturity)
-    #print("days is",days)
-
-    #第3步：计算标的证券价格收益率的历史波动率：
-    sigma,s0,_=underlying_sigma(ua,today,days=days)
-    
-    #第3步：查找年化无风险利率
-    
-    rate_type=rate_type.upper()
-    if rate_type=='SHIBOR':
-        if days == 1:
-            rate_period='ON'
-        elif days <=7:
-            rate_period='1W'
-        elif days <=14:
-            rate_period='2W'
-        elif days <=30:
-            rate_period='1M'
-        elif days <=90:
-            rate_period='3M'
-        elif days <=183:
-            rate_period='6M'
-        else:
-            rate_period='1Y'
-        
-        rf=shibor_rate(today,rate_period) 
-    elif rate_type=='TREASURY':
-        rf=treasury_yield_china(today,rate_period='1Y')
-    else:
-        print("  #Error(option_fin_pricing_china): invalid rate type",rate_type.lower())
-        return None
-    
-    #第5步：计算期权合约的预期价格
-    #中国目前金融期权均为无红利的欧式期权，可以直接采用Black-Scholes期权定价模型
-    expected_price=bs_pricing(s0,x,days,rf,sigma,direction,printout=False)  
-    
-    if printout:
-        print("\n============ 中国金融期权定价 ============\n")
-        
-        print("*** 合约信息：")
-        print("    合约代码:",contract)
-        print("    期权品种:",option)
-        print("    标的证券:",ua)
-        print("    行权价格:",x)
-        print("    到期年月:",end_month)
-        print("    期权方向:",direction)
-        
-        print("*** 合约现状：")
-        print("    定价日期:",today,'\b，标的市价:',s0)
-        print("    距离到期:",days,'\b天')
-        print("    历史波动率期间:",sample_days,'\b天')
-        print("    历史波动率数值:",round(sigma,5))
-        
-        print("    无风险利率种类:",rate_type.lower(),'\b,',rate_period)
-        print("    年化无风险利率:",round(rf*100,4),'\b%')
-        
-        print("*** 定价结果：")
-        print("    定价模型: Black-Scholes")        
-        print("    理论价格:",round(expected_price,5))
-        
-        print("\n注：历史/隐含波动率的差异是定价误差的主要原因")
-        
-        import datetime; pgm_date = datetime.date.today()         
-        print("数据来源: 新浪/上交所/深交所/中金所,",pgm_date)        
-        
-    return expected_price  
-
-#=============================================================================
-#=============================================================================
-#沪深300股指期权价格运动
-#=============================================================================
-if __name__=='__main__': 
-    variety='hs300'
-    printout=True
-
-def index_option_maturity_china(variety='hs300',printout=True):
-    """
-    功能： 套壳函数hs300option_maturity，维持旧版兼容性
-    """
-    varietylist=['hs300']
-    if not (variety in varietylist):
-        print("  #Error(index_option_maturity_china): unsupported option variety",variety)
-        print("  Currently supported option variety",varietylist,"\b, and may support more in the future")
-        return None
-    
-    mlist=hs300option_maturity(printout=printout) 
-    return mlist
-    
-
-def hs300option_maturity(printout=True):
-    """
-    功能：获取沪深300股指期权的到期年月
-    注意：只保留YYMM
-    """
-    
-    import akshare as ak
-    mdict=ak.option_cffex_hs300_list_sina()
-    
-    mkey="沪深300指数"
-    mvalue=mdict[mkey]
-    
-    mlist=[]
-    for m in mvalue:
-        m4=m[-4:]
-        mlist=mlist+[m4]
-    mlist.sort()
-    
-    if printout:
-        import datetime; today = datetime.date.today()
-        footnote="数据来源: 新浪财经/东方财富, "+str(today)
-        
-        print("\n=== 沪深300股指期权的到期日(YYMM) ===\n")
-        print(mlist)
-        print(footnote)
-        
-    return mlist
-
-if __name__=='__main__':     
-    mlist=hs300option_maturity()    
-#=============================================================================
-if __name__=='__main__': 
-    direction="Call"
-    maturity="2306"
-    direction="Call"
-    printout=True
-    
-    variety='hs300'
-
-def index_option_exercise_china(maturity,direction="Call",variety='hs300',printout=True):
-    """
-    功能：套壳函数hs300option_exercise，维持旧版兼容性
-    """
-    varietylist=['hs300']
-    if not (variety in varietylist):
-        print("  #Error(index_option_exercise_china): unsupported option variety",variety)
-        print("  Currently supported option variety",varietylist,"\b, and may support more in the future")
-        return None
-    
-    elist=hs300option_exercise(maturity=maturity,direction=direction,printout=printout)
-    return elist
-
-
-
-def hs300option_exercise(maturity,direction="Call",printout=True):
-    """
-    功能：获取沪深300股指期权的行权点位
-    maturity: 到期年月YYMM
-    direction: 看涨期权Call或看跌期权Put
-    
-    """
-    #检查期权的看涨看跌方向
-    directionl=direction.lower()
-    if not (directionl in ["call","put"]):
-        print("  #Error(hs300option_exercise): option direction must either Call or Put")
-        return None
-    
-    #检查期权的到期日是否有效
-    mlist=mlist=hs300option_maturity(printout=False)
-    if not (maturity in mlist):
-        print("  #Error(hs300option_exercise): maturity not available for", maturity)
-        print("  Currently available",mlist)
-        return None
-    
-    symbol="沪深300股指期权"
-    import akshare as ak
-    df=ak.option_finance_board(symbol=symbol, end_month=maturity)    
-    df['maturity']=df['instrument'].apply(lambda x: x[2:6])
-    df['direction']=df['instrument'].apply(lambda x: x[7:8])
-    df['exercise']=df['instrument'].apply(lambda x: x[9:13])
-    
-    if directionl == "call":
-        df2=df[df["direction"]=='C']
-    else:
-        df2=df[df["direction"]=='P']
-        
-    exerciselist=list(df2["exercise"])
-    exerciselist.sort()
-    
-    if printout:
-        
-        print("\n=== 沪深300股指期权的行权点位 ===\n")
-        print("到期日：",maturity,"\b，方向：",direction)
-        #对列表分组打印
-        n=9
-        for e in [exerciselist[i:i+n] for i in range(0,len(exerciselist),n)]:
-            print(e)
-    
-        import datetime; today = datetime.date.today()
-        footnote="数据来源: 新浪财经/东方财富, "+str(today)
-        print("\n"+footnote)
-
-    return  exerciselist   
-
-if __name__=='__main__': 
-    elist=exerciselist=hs300option_exercise(maturity="2306",direction="Call")
-#==============================================================================
-
-
-def get_price_option_fin_china(option,contract):
-    """
-    功能：获得金融期权option的合约contract全部历史行情
-    """
-    import akshare as ak
-    
-    #变换中金所期权合约格式为新浪格式
-    if option in option_fin_list_cffe:
-        clist=contract.split('-')
-        contract1=''
-        for c in clist:
-            contract1=contract1+c
-    
-    #获得期权合约历史行情    
-    if option in ['沪深300股指期权']:
-        try:
-            df1t = ak.option_cffex_hs300_daily_sina(symbol=contract1)
-        except:
-            print("  #Error(index_option_price_china2): contract",contract,"not found or expired in",option)
-            return None
-    
-    if option in ['上证50股指期权']:
-        try:
-            df1t = ak.option_cffex_sz50_daily_sina(symbol=contract1)
-        except:
-            print("  #Error(index_option_price_china2): contract",contract,"not found or expired in",option)
-            return None    
-    
-    
-    if option in ['中证1000股指期权']:
-        try:
-            df1t = ak.option_cffex_zz1000_daily_sina(symbol=contract1)
-        except:
-            print("  #Error(index_option_price_china2): contract",contract,"not found or expired in",option)
-            return None     
-
-    import pandas as pd
-    df1t['Date']=df1t['date'].apply(lambda x: pd.to_datetime(x))
-    df1t.set_index('Date',inplace=True)
-    
-    df1=df1t[['date','close']]
-
-    return df1    
-    
-
-
-#==============================================================================
-
-if __name__=='__main__': 
-    option="沪深300股指期权"
-    contract='IO2403-P-4000'
-    contract='IO2403P3900'
-    
-    loc1='best';loc2='best';graph=True
-    
-
-def index_option_price_china2(option,contract, \
-                      loc1='best',loc2='best',graph=True):
-    """
-    功能：绘制期权合约与其标的证券价格的双轴对照图，支持中金所三种股指期权
-    """
-    #获取期权合约的历史行情
-    if not (option in option_fin_list_cffe):
-        print("  #Warning(index_option_price_china2): currently only support:",option_fin_list_cffe)
-        return None,None
-    
-    try:
-        df1=get_price_option_fin_china(option,contract)
-    except:
-        print("  #Warning(index_option_price_china2): contract",contract,"unaccessible")
-        return None,None
-        
-    start=df1['date'].values[0].strftime('%Y-%m-%d')
-    end=df1['date'].values[-1].strftime('%Y-%m-%d')
-    
-    #获得标的证券历史行情
-    ua=option_fin_underlying(option)
-    df2t=get_price(ua,start,end)
-    df2=df2t[['date','Close','ticker']]
-
-    #绘制双轴图
-    if graph:
-        #获取股指历史价格
-        collabel_so='期权价格'
-        collabel_si=ticker_name(ua)
-        if ('P' in contract) or ('p' in contract): 
-            direction='Put'
-        else:
-            direction='Call'
-        
-        titletxt_so_si=option+'：期权价格 vs 标的指数，'+ectranslate(direction)
-        colname='Close'; ylabeltxt=''    
-        
-        maturity=contract[2:6]
-        exercisestr=contract[-4:]
-
-        #footnote1="新浪期权代码："+symbol+"，到期日"+maturity+"，行权股指点位"+exercisestr
-        footnote1="期权代码："+contract+"，到期日"+maturity+"，行权股指点位"+exercisestr
-        import datetime; todaydt = datetime.date.today()
-        footnote2="数据来源: 新浪财经/东方财富, "+str(todaydt)
-        footnote=footnote1+"\n"+footnote2
-        
-        plot_line2_twinx(df1,'','close',collabel_so, \
-                         df2,'','Close',collabel_si, \
-                         titletxt_so_si,footnote,loc1=loc1,loc2=loc2)    
-        
-    return df1,df2
-
-
-#=============================================================================
-if __name__=='__main__': 
-    maturity="2306"
-    exercise=4500
-    direction="Call"
-    
-    option=["2306",4500,'Call']
-    
-    variety='hs300'
-
-    
-def index_option_price_china(option,variety='hs300', \
-                      loc1='best',loc2='best',graph=True):
-    """
-    功能：套壳函数hs300option_price，维持旧版兼容性
-    """
-    varietylist=['hs300']+option_fin_list
-    if not (variety in varietylist):
-        print("  #Error(index_option_price_china): unsupported option variety",variety)
-        print("  Currently supported option variety",varietylist,"\b, and may support more in the future")
-        return None    
-    
-    oprice=hs300option_price(option=option, \
-                             loc1=loc1,loc2=loc2,graph=graph)
-    return oprice
-    
-    
-"""
-def hs300option_price(maturity,exercise,direction="Call", \
-                      loc1='best',loc2='best', \
-                      graph=True):
-"""
-def hs300option_price(option, \
-                      loc1='best',loc2='best', \
-                      graph=True):
-
-    """
-    功能：绘制沪深300股指期权的历史价格曲线
-    option的结构：[maturity,exercise,direction]，例如["2306",3900,"Call"]
-    """
-    
-    #结构期权参数
-    maturity,exercise,direction=option_decode(option)
-    
-    #获取行权点位列表
-    exerciselist=hs300option_exercise(maturity=maturity,direction=direction,printout=False)
-    
-    #检查行权点位
-    exercisestr=str(exercise)
-    if not (exercisestr in exerciselist):
-        print("  #Error(hs300option_price): no such exercise point for", exercisestr)
-        return None
-
-    #合成新浪期权合约编号
-    if direction.lower() == "call":
-        directionL='C'
-    else:
-        directionL='P'
-    symbol='io'+maturity+directionL+exercisestr
-
-    #获取期权历史价格
-    import akshare as ak
-    hs300op = ak.option_cffex_hs300_daily_sina(symbol=symbol)
-    datelist=list(hs300op['date'])
-    start=datelist[0]
-    end=datelist[-1]
-    
-    hs300op['Date']=pd.to_datetime(hs300op['date'])
-    hs300op.set_index('Date',inplace=True)
-    hs300op.sort_index(ascending=True,inplace=True) 
-    hs300op2=hs300op[["close"]]
-    hs300op2.rename(columns={'close':'SO Close'},inplace=True)    
-    
-    if graph:
-        #获取股指历史价格
-        hs300=get_price("000300.SS",start,end)
-        hs3002=hs300[["Close"]]
-        hs3002.rename(columns={'Close':'SI Close'},inplace=True)    
-        
-        #合成期权和股指
-        hs300_op_zs=pd.merge(hs300op2,hs3002,how="left",left_index=True,right_index=True)
-        hs300_op_zs["SO Exercise"]=float(exercise)
-        
-        """
-        #计算期权的内在价值
-        if directionL == "C":
-            hs300_op_zs["IV"]=hs300_op_zs["SI Close"]-hs300_op_zs["SO Exercise"]
-        else:
-            hs300_op_zs["IV"]=-hs300_op_zs["SI Close"]+hs300_op_zs["SO Exercise"]
-        hs300_op_zs["Intrinsic Value"]=hs300_op_zs["IV"].apply(lambda x: 0 if x<0 else x)
-        """
-        collabel_so='期权价格'
-        collabel_si='沪深300指数'
-        titletxt_so_si='沪深300股指期权：期权价格 vs 标的指数，'+ectranslate(direction)
-        colname='Close'; ylabeltxt=''    
-        
-        footnote1="新浪期权代码："+symbol+"，到期日"+maturity+"，行权股指点位"+exercisestr
-        import datetime; today = datetime.date.today()
-        footnote2="数据来源: 新浪财经/东方财富, "+str(today)
-        footnote=footnote1+"\n"+footnote2
-        
-        plot_line2_twinx(hs300_op_zs,'','SO Close',collabel_so, \
-                         hs300_op_zs,'','SI Close',collabel_si, \
-                             titletxt_so_si,footnote,loc1=loc1,loc2=loc2)    
-    
-    return hs300op2
-
-if __name__=='__main__': 
-    df=hs300option_price(maturity="2306",exercise=3900,direction="Call")    
-#=============================================================================
-if __name__=='__main__': 
-    option1=["2306",3900,"Call"]
-    option2=["2210",3900,"Put"]
-    
-def index_option_compare_china(option1,option2, \
-                               variety='hs300', \
-                               loc1='best',loc2='best',twinx=False):
-    """
-    功能：套壳函数hs300option_compare，维持旧版兼容性
-    """
-    varietylist=['hs300']
-    if not (variety in varietylist):
-        print("  #Error(index_option_compare_china): unsupported option variety",variety)
-        print("  Currently supported option variety",varietylist,"\b, and may support more in the future")
-        return None      
-    
-    df=hs300option_compare(option1=option1,option2=option2, \
-                           loc1=loc1,loc2=loc2,twinx=twinx)
-    return df
-
-
-def hs300option_compare(option1,option2,loc1='best',loc2='best',twinx=False):
-    """
-    功能：比较两个沪深300股指期权的价格曲线
-    option的结构：[maturity,exercise,direction]，例如["2306",3900,"Call"]
-    """
-    #提取期权参数
-    try:
-        maturity1=option1[0]
-        exercise1=option1[1]
-        direction1=option1[2]
-    except:
-        print("  #Error(hs300option_compare): invalid option descroption",option1)
-        print("  Option structure: [maturity YYMM,exercise point, direction Call or Put]")
-        print("  For example, [\"2306\",3900,\"Call\"]")
-        return None,None
-    
-    try:
-        maturity2=option2[0]
-        exercise2=option2[1]
-        direction2=option2[2]
-    except:
-        print("  #Error(hs300option_compare): invalid option descroption",option2)
-        print("  Option structure: [maturity YYMM,exercise point, direction Call or Put]")
-        print("  For example, [\"2306\",3900,\"Call\"]")
-        return None,None    
-    
-    if option1 == option2:
-        print("  #Warning(hs300option_compare): expecting two different options for comparison:-(")
-        return
-
-    #设定是否同轴
-    if direction1 == direction2:
-        twinx=False
-    else:
-        twinx=True
-    
-    #获取期权价格
-    df1=hs300option_price([maturity1,exercise1,direction1],graph=False)
-    df2=hs300option_price([maturity2,exercise2,direction2],graph=False)
-    
-    #内连接：取共同日期期间
-    import pandas as pd
-    df12=pd.merge(df1,df2,how="inner",left_index=True,right_index=True)
-
-    if not twinx:
-        ticker1="期权1："+option_description(option1)
-    else:
-        ticker1="期权1"
-        #ticker1="期权1："+option_description(option1)
-    colname1='SO Close_x'
-
-    if not twinx:
-        ticker2="期权2："+option_description(option2)
-    else:
-        ticker2="期权2"
-        #ticker2="期权2："+option_description(option2)
-    colname2='SO Close_y'
-    
-    ylabeltxt="期权价格"
-    titletxt='沪深300股指期权：价格运动与影响因素'
-    
-    if not twinx:
-        footnote1=''
-    else:
-        footnote1="期权1"+str(option1)+"，期权2"+str(option2)+'\n'
-    import datetime; today = datetime.date.today()
-    footnote2="数据来源: 新浪财经/东方财富, "+str(today)
-    footnote=footnote1+footnote2
-    """
-    plot2_line2(df12,ticker1,colname1,'', \
-               df12,ticker2,colname2,'', \
-               ylabeltxt,titletxt,footnote, \
-               twinx=twinx, \
-               loc1=loc1,loc2=loc2, \
-               date_range=False,date_freq=False)        
-    """
-    plot_line2(df12,ticker1,colname1,'', \
-               df12,ticker2,colname2,'', \
-               ylabeltxt,titletxt,footnote, \
-               twinx=twinx, \
-               loc1=loc1,loc2=loc2, \
-               #date_range=False,date_freq=False
-               )        
-
-    
-    return df12  
-    
-if __name__=='__main__': 
-    
-    #不同到期日
-    option1=["2306",3900,"Call"]
-    option2=["2210",3900,"Call"]
-    df=hs300option_compare(option1,option2,loc1='lower left',loc2='upper right')
-    
-    #不同行权点位
-    option1=["2306",3900,"Call"]
-    option2=["2306",4500,"Call"]
-    df=hs300option_compare(option1,option2,loc1='lower left',loc2='upper right')
-    
-    #不同方向：看涨vs看跌
-    option1=["2306",4500,"Call"]
-    option2=["2306",4500,"Put"]
-    df=hs300option_compare(option1,option2,loc1='upper center',loc2='lower center')
-
-#==============================================================================
-if __name__=='__main__': 
-    option="沪深300股指期权"
-    contract1="IO2403-P-3700"
-    contract2="IO2403-P-3900"
-
-def index_option_compare_china2(option,contract1,contract2,loc1='best',loc2='best',twinx=False):
-    """
-    功能：比较两个股指期权合约的价格曲线
-    """
-
-    #获取期权价格
-    print("  Searching prices for",option,"contract",contract1,"...")
-    df1=get_price_option_fin_china(option,contract1)
-    if df1 is None:
-        print("  Sorry, found none info for contract",contract1)
-        return None,None
-    
-    print("  Searching prices for",option,"contract",contract2,"...")
-    df2=get_price_option_fin_china(option,contract2)
-    if df2 is None:
-        print("  Sorry, found none info for contract",contract2)
-        return None,None
-    
-    print("  Rendering graphics ...")
-    ylabeltxt="期权价格"
-    titletxt=option+'：价格运动与影响因素'
-    
-    import datetime; todaydt = datetime.date.today()
-    footnote="数据来源: 新浪财经/东方财富, "+str(todaydt)
-    
-    plot2_line2(df1,contract1,'close','', \
-               df2,contract2,'close','', \
-               ylabeltxt,titletxt,footnote, \
-               twinx=twinx, \
-               loc1=loc1,loc2=loc2)        
-        
-    return df1,df2  
-    
-if __name__=='__main__': 
-    option="沪深300股指期权"
-    #不同到期日
-    contract1="IO2403-C-3900"
-    contract2="IO2406-C-3900"
-    df=index_option_compare_china2(option,contract1,contract2)
-    
-    #不同行权点位
-    contract1="IO2403-C-3900"
-    contract2="IO2403-C-4400"
-    df=index_option_compare_china2(option,contract1,contract2)
-    
-    #不同方向：看涨vs看跌
-    contract1="IO2403-C-3300"
-    contract2="IO2403-P-3300"
-    df=index_option_compare_china2(option,contract1,contract2,twinx=True)
-
-#==============================================================================
-
-
-if __name__=='__main__': 
-    option=["2306",3900,"Call"]
-    
-def option_description(option):
-    """
-    功能：将期权合约的表示方法转换为字符串，供打印使用
-    option：[到期年月YYMM,行权价格,行权方向]
-    返回：字符串，到期如YYMM，行权价XXX，ZZ期权
-    """
-    
-    try:
-        maturity=option[0]
-        exercise=str(option[1])
-        direct=option[2].lower()
-        if direct=="call":
-            direction="看涨期权"
-        elif direct=="put":
-            direction="看跌期权"
-        else:
-            direction="期权方向未知"
-    except:
-        print("  #Error(option_description): invalid option description structure",option)
-        print("  Expecting structure: [maturity YYMM,exercise price, direction Call or Put]")
-        return None
-    
-    option_str="到期日"+maturity+"，行权价"+exercise+"，"+direction
-    
-    return option_str
-
-if __name__=='__main__': 
-    option=["2306",3900,"Call"]
-    option_description(option)
-
-#==============================================================================
-if __name__=='__main__': 
-    option=["2306",3900,"Call"]
-    
-def option_decode(option):
-    """
-    功能：将期权合约的表示方法分解为各个单项
-    option：[到期年月YYMM,行权价格,行权方向]
-    返回：到期如YYMM，行权价XXX，Call或Put
-    """
-    
-    try:
-        maturity=option[0]
-        exercise=option[1]
-        direct=option[2].capitalize()
-    except:
-        print("  #Error(option_decode): invalid option description structure",option)
-        print("  Expecting structure: [maturity YYMM,exercise price, direction Call or Put]")
-        return None
-    
-    return maturity,exercise,direct
-
-if __name__=='__main__': 
-    option=["2306",3900,"Call"]
-    option_decode(option)                
-#==============================================================================
-if __name__=='__main__':     
-    option='50ETF'
-    maturity='2209'
-    exercise=3000
-    trade_date='2022-9-26'
-    printout=True
-
-def fin_option_risk_sse(option,maturity,exercise,trade_date,printout=True):
-    """
-    功能：显示指定上交所金融期权的风险指标
-    option: 期权名称
-    maturity: 到期年月YYMM
-    exercise: 行权点位
-    direction: 方向，看涨看跌
-    """
-    
-    #初始检查：期权名称
-    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
-    if not (option in optionlist):
-        print("  #Error(fin_option_risk_sse): option not found in SSE for",option)
-        return None
-   
-    #初始检查：交易日期
-    if not check_date(trade_date):
-        print("  #Error(fin_option_risk_sse): invalid date",trade_date)
-        return None
-    akdate=convert_date_ts(trade_date)
-    
-    import pandas as pd
-    import akshare as ak
-    
-    #获取交易日数据
-    try:
-        df = ak.option_risk_indicator_sse(date=akdate)
-    except:
-        print("  #Warning(fin_option_risk_sse): no data retrieved for this date",trade_date)
-        return None
-    
-    df['Date']=df['TRADE_DATE']
-    df['date']=df['TRADE_DATE']
-    df['Date']=pd.to_datetime(df['Date'])
-    df.set_index('Date',inplace=True)
-    df.sort_index(ascending=True,inplace=True) 
-        
-    df['direction']=df['CONTRACT_ID'].apply(lambda x: x[6:7])
-    df['underlying']=df['CONTRACT_ID'].apply(lambda x: x[:6])
-    
-    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
-    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
-    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)    
-    
-    df['exercise']=df['CONTRACT_ID'].apply(lambda x: float(x[12:]))
-    
-    #进一步检查：到期日
-    df['maturity']=df['CONTRACT_ID'].apply(lambda x: x[7:11])
-    if not (maturity in list(df['maturity'])):
-        print("  #Error(fin_option_risk_sse): maturity not found in SSE for",maturity)
-        
-        df_maturity=df[(df['option']==option) & (df['exercise']==exercise)]
-        maturitylist=list(set(list(df_maturity['maturity'])))
-        maturitylist.sort()
-        print("  On "+trade_date+", available maturities:",maturitylist)
-        return None
-    
-    #进一步检查：行权点位
-    if not (exercise in list(df['exercise'])):
-        print("  #Error(fin_option_risk_sse): exericse point not found in SSE for",exercise)
-        
-        df_exercise=df[(df['option']==option) & (df['maturity']==maturity)]
-        exerciselist=list(set(list(df_exercise['exercise'])))
-        exerciselist.sort()
-        exerciselist2=list(map(int,exerciselist))
-        print("  Available exercises:",exerciselist2)
-        return None
-    
-        
-    df['delta']=df['DELTA_VALUE']
-    df['theta']=df['THETA_VALUE']
-    df['gamma']=df['GAMMA_VALUE']
-    df['vega']=df['VEGA_VALUE']
-    df['rho']=df['RHO_VALUE']
-    df['implied volatility']=df['IMPLC_VOLATLTY']
-    
-    itemlist=["date",'option','underlying','direction','maturity','exercise', \
-              'delta','theta','gamma','vega','rho','implied volatility']
-    df2=df[itemlist]
-    
-    #提取符合条件的记录
-    df9=df2[(df2['option']==option) \
-            & (df2['maturity']==maturity) & (df2['exercise']==exercise)]
-    #综合检查：全部条件
-    if len(df9) == 0:
-        print("  #Warning(fin_option_risk_sse): options not available combining",option,maturity,exercise)
-        df9tmp=df2[(df2['option']==option) & (df2['maturity']==maturity)]
-        execlist=list(df9tmp['exercise'])
-        exerciselist=[]
-        for e in execlist:
-            eint=int(e)
-            exerciselist=exerciselist+[eint]
-        # 消除重复并排序
-        print("  Exercises available under",option,maturity,"\b:",sorted(list(set(exerciselist))))
-        return None
-
-    df9C=df9[(df9['direction']=='C')]
-    underlying=df9C['underlying'][0]+'.SS'
-    deltaC=df9C['delta'][0]    
-    thetaC=df9C['theta'][0]
-    gammaC=df9C['gamma'][0]
-    vegaC=df9C['vega'][0]
-    rhoC=df9C['rho'][0]
-    impvolC=df9C['implied volatility'][0]
-    
-    df9P=df9[df9['direction']=='P']
-    deltaP=df9P['delta'][0]    
-    thetaP=df9P['theta'][0]
-    gammaP=df9P['gamma'][0]
-    vegaP=df9P['vega'][0]
-    rhoP=df9P['rho'][0]
-    impvolP=df9P['implied volatility'][0]
-    
-    print("\n===== 期权风险指标 =====\n")
-    print("***期权:",option,"\b，交易日期：",trade_date)
-    print("标的物代码:",underlying,"\b，到期时间:",maturity,"\b，行权股指点位:",exercise)
-
-    print("\n***风险指标：")
-    print("【看涨】Delta =",deltaC,"\b，Theta =",thetaC,"\b，Gamma =",gammaC,"\b，Vega =",vegaC,"\b，Rho =",rhoC)
-    print("隐含波动率 =",impvolC)    
-
-    print("【看跌】Delta =",deltaP,"\b，Theta =",thetaP,"\b，Gamma =",gammaP,"\b，Vega =",vegaP,"\b，Rho =",rhoP)
-    print("隐含波动率 =",impvolP)    
-
-    import datetime; today = datetime.date.today()
-    footnote="数据来源: 新浪财经/东方财富, "+str(today)
-    print('\n'+footnote)
-    
-    return df9
-
-if __name__=='__main__':     
-    df=fin_option_risk_sse(option='50ETF',maturity='2209',exercise=3000,date='2022-9-26')
-
-#==============================================================================
-if __name__=='__main__':     
-    option='50ETF'
-    maturity='2412'
-    exercise=3000
-    
-    option='300ETF'
-    exercise=3500
-    
-    trade_date='2024-9-10'
-    printout=True
-
-def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
-                         printout=True,loc='best',facecolor='whitesmoke'):
-    """
-    功能：显示指定上交所金融期权的风险指标
-    option: 期权名称
-    maturity: 到期年月YYMM
-    exercise: 行权点位
-    direction: 方向，看涨看跌
-    """
-    
-    #初始检查：期权名称
-    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
-    if not (option in optionlist):
-        print("  #Error(fin_option_risk_sse): option not found in SSE for",option)
-        return None
-   
-    #初始检查：交易日期
-    if not check_date(trade_date):
-        print("  #Error(fin_option_risk_sse): invalid date",trade_date)
-        return None
-    akdate=convert_date_ts(trade_date)
-    
-    import pandas as pd
-    import numpy as np
-    import akshare as ak
-    
-    #获取交易日数据
-    try:
-        df = ak.option_risk_indicator_sse(date=akdate)
-    except:
-        print("  #Warning(fin_option_risk_sse): failed to retrieved data for",trade_date)
-        return None
-    
-    df['Date']=df['TRADE_DATE']
-    df['date']=df['TRADE_DATE']
-    df['Date']=pd.to_datetime(df['Date'])
-    df.set_index('Date',inplace=True)
-    df.sort_index(ascending=True,inplace=True) 
-        
-    df['direction']=df['CONTRACT_ID'].apply(lambda x: x[6:7])
-    df['underlying']=df['CONTRACT_ID'].apply(lambda x: x[:6])
-    
-    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
-    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
-    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)
-    
-    df['exercise']=df['CONTRACT_ID'].apply(lambda x: float(x[12:]))
-    
-    #筛选指定的期权
-    df=df[df['option']==option]
-    
-    #进一步检查：到期日
-    df['maturity']=df['CONTRACT_ID'].apply(lambda x: x[7:11])
-    if not (maturity in list(df['maturity'])):
-        print("  #Warning(fin_option_risk_sse): maturity not found in SSE for",maturity)
-        
-        df_maturity=df[(df['option']==option) & (df['exercise']==exercise)]
-        maturitylist=list(set(list(df_maturity['maturity'])))
-        maturitylist.sort()
-        print("  On "+trade_date+", available maturities:",maturitylist)
-        return None
-    
-    #进一步检查：行权点位
-    if not (exercise in list(df['exercise'])):
-        print("  #Warning(fin_option_risk_sse): exericse point not found in SSE for",exercise)
-        
-        df_exercise=df[(df['option']==option) & (df['maturity']==maturity)]
-        exerciselist=list(set(list(df_exercise['exercise'])))
-        exerciselist.sort()
-        exerciselist2=list(map(int,exerciselist))
-        print("  Available exercises:",exerciselist2)
-        return None
-    
-    #整理数据项        
-    df['Delta']=df['DELTA_VALUE']
-    df['Gamma']=df['GAMMA_VALUE']
-    df['Theta']=df['THETA_VALUE']
-    df['Vega']=df['VEGA_VALUE']
-    df['Rho']=df['RHO_VALUE']
-    df['Implied Volatility']=df['IMPLC_VOLATLTY']
-    
-    itemlist=["date",'option','underlying','direction','maturity','exercise', \
-              'Delta','Gamma','Theta','Vega','Rho','Implied Volatility']
-    df2=df[itemlist]
-    
-    #提取符合条件的记录
-    df9=df2[(df2['option']==option) \
-            & (df2['maturity']==maturity) & (df2['exercise']==exercise)]
-    #综合检查：全部条件
-    if len(df9) == 0:
-        print("  #Error(fin_option_risk_sse): options not available fulfilling",option,maturity,exercise)
-        return None
-
-    #去重
-    df9a=df9.drop_duplicates(subset=['date','option','underlying','direction','maturity','exercise'],keep='first')
-    
-    #绘制看涨看跌期权风险对比柱状图
-    #排序，保证看涨期权排在前面
-    df9a.sort_values(by='direction',ascending=True,inplace=True)
-    #df9b=df9a[['delta','theta','gamma','vega','rho','implied volatility']]
-    df9b=df9a[['Delta','Gamma','Theta','Vega','Rho']]
-    dfg=df9b.T
-    dfg.columns=['看涨期权','看跌期权'] 
-
-    #fig = plt.figure()
-    import matplotlib.pyplot as plt
-    #plt.rcParams['figure.figsize']=(12.8,7.2)
-    plt.rcParams['figure.figsize']=(12.8,6.4)
-    plt.rcParams['figure.dpi']=300
-    """
-    c=dfg.plot(kind='bar', y=['看涨期权','看跌期权'],figsize=(12.8,6.4),width=0.8,
-               color=['green','red'],fontsize=16)
-    """
-    #柱状图填充图案
-    hatch_par = ['/', '', '|', '-', '+', 'x', 'o', 'O', '.', '*']
-    c=dfg.plot(kind='bar', y=['看涨期权','看跌期权'],width=0.8,
-               color=['green','red'],fontsize=16,alpha=0.5)
-    
-    #display the percentages above the bars as shown above 数据标签列表
-    x=np.arange(len(dfg.index))
-    yv=np.array(list(dfg['看涨期权']))
-    ys=np.array(list(dfg['看跌期权']))
-    
-    import numpy as np
-    textupper=0.01
-    #textlower=0.065
-    textlower=0.01
-    
-    for a,b in zip(x,yv): ##控制标签位置：横坐标，纵坐标
-        if b >= 0:
-            plt.text(a-0.2,b+textupper,'%.3f'%b,ha = 'center',va = 'bottom',fontsize=14)
-        else:
-            #plt.text(a-0.2,b-textlower,'%.3f'%b,ha = 'center',va = 'bottom',fontsize=14)
-            plt.text(a-0.2,b-textlower,'%.3f'%b,ha = 'center',va = 'top',fontsize=14)
-    for a,b in zip(x,ys):
-        if b >= 0:
-            plt.text(a+0.2,b+textupper,'%.3f'%b,ha = 'center',va = 'bottom',fontsize=14)
-        else:
-            #plt.text(a+0.2,b-textlower,'%.3f'%b,ha = 'center',va = 'bottom',fontsize=14)
-            plt.text(a+0.2,b-textlower,'%.3f'%b,ha = 'center',va = 'top',fontsize=14)
-   
-    #绘制图片边框
-    c.spines['top'].set_visible(True)
-    c.spines['right'].set_visible(True)
-    c.spines['bottom'].set_visible(True) #保留横坐标边框
-    c.spines['left'].set_visible(True)
-    
-    #绘制零线
-    plt.axhline(y=0, color='k', linestyle='--')
-    
-    plt.xticks(rotation=0)
-
-    #option,maturity,exercise,trade_date
-    footnote0="风险指标\n"
-    footnote1="注："+"到期年月"+maturity+"，行权股指点位"+str(exercise)+"，交易日"+trade_date
-    import datetime; today = datetime.date.today()
-    footnote2="数据来源: 新浪财经/东方财富, 制图"+str(today)
-    footnote=footnote0+footnote1+"\n"+footnote2
-    plt.xlabel(footnote,fontweight='bold',fontsize=xlabel_txt_size)
-    plt.ylabel('希腊值') # y轴空轴
-    
-    #use font size 16 for the title, and, 标题字号
-    plt.title("希腊值风险全景图："+option+"期权",fontsize=18)
-
-    #use font size 14 for the bar labels, percentages, and legend, 图例颜色
-    plt.legend(fontsize=16,loc=loc)
-    
-    plt.gca().set_facecolor(facecolor)
-    plt.show
-    
-    return df9
-
-if __name__=='__main__':     
-    df=fin_option_risk_sse2(option='50ETF', \
-                            maturity='2209', \
-                            exercise=3000, \
-                            trade_date='2022-9-26')
-
-#==============================================================================
-#==============================================================================
-if __name__=='__main__':     
-    option='50ETF'
-    maturity='2412'
-    exercise=2500
-    trade_date='2024-9-10'
-    measure='delta'
-    
-    graph=True
-    loc1='best'
-    loc2='best'
-    
-    twinx=False
-    zeroline=False
-    loc1='best';loc2='best'
-    date_range=False;date_freq=False;date_fmt='%Y-%m'
-
-def fin_option_maturity_risk_sse(option,exercise,trade_date, \
-                                 measure='delta', \
-                                 graph=True, \
-                                 twinx=False,zeroline=False, \
-                                 loc1='best',loc2='best', \
-                                 date_range=False,date_freq=False,date_fmt='%Y-%m',
-                                 facecolor='whitesmoke'):
-    """
-    功能：绘制指定上交所金融期权的风险指标曲线，风险因素：到期日maturity(横轴)，各个风险指标(纵轴，看涨/看跌)
-    option: 期权名称
-    maturity: 到期年月YYMM
-    exercise: 行权点位
-    direction: 方向，看涨看跌
-    """
-    
-    #初步检查：期权名称
-    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
-    if not (option in optionlist):
-        print("  #Error(fin_option_maturity_risk_sse): option not found in SSE for",option)
-        return None
-    
-    #初步检查：交易日期
-    if not check_date(trade_date):
-        print("  #Error(fin_option_maturity_risk_sse): invalid date",trade_date)
-        return None
-    akdate=convert_date_ts(trade_date)
-    
-    #初步检查：风险指标
-    measurelist=['delta','theta','gamma','vega','rho','implied volatility']
-    if not (measure in measurelist):
-        print("  #Error(fin_option_maturity_risk_sse): invalid measure",measure)
-        print("  Valid measure:",measurelist)
-        return None
-    
-    import pandas as pd
-    import akshare as ak
-    try:
-        df = ak.option_risk_indicator_sse(date=akdate)
-    except:
-        print("  #Warning(fin_option_maturity_risk_sse): no data available for this date",trade_date)
-        return None
-    
-    df['tdate']=df['TRADE_DATE']
-    df['direction']=df['CONTRACT_ID'].apply(lambda x: x[6:7])
-    df['underlying']=df['CONTRACT_ID'].apply(lambda x: x[:6])
-    df['maturity']=df['CONTRACT_ID'].apply(lambda x: x[7:11])
-    
-    #获得期权名称
-    #df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('ETF')+3)
-    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
-    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
-    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)
-    
-    df['exercise']=df['CONTRACT_ID'].apply(lambda x: float(x[12:]))
-    if not (exercise in list(df['exercise'])):
-        print("  #Warning(fin_option_maturity_risk_sse): exericse point not found in SSE for",exercise)
-        
-        df_exercise=df[(df['option']==option)]
-        exerciselist=list(set(list(df_exercise['exercise'])))
-        exerciselist.sort()
-        exerciselist2=list(map(int,exerciselist))
-        print("  Available exercises:",exerciselist2)
-        return None
-    
-    #获得风险指标    
-    df['delta']=df['DELTA_VALUE']
-    df['theta']=df['THETA_VALUE']
-    df['gamma']=df['GAMMA_VALUE']
-    df['vega']=df['VEGA_VALUE']
-    df['rho']=df['RHO_VALUE']
-    df['implied volatility']=df['IMPLC_VOLATLTY']
-    
-    itemlist=["tdate",'option','underlying','direction','maturity','exercise', \
-              'delta','theta','gamma','vega','rho','implied volatility']
-    df2=df[itemlist]
-    
-    df9=df2[(df2['option']==option) & (df2['exercise']==exercise)]
-    if len(df9) == 0:
-        print("  #Warning(fin_option_maturity_risk_sse): options not available fulfilling",option,exercise)
-        return None
-    
-    df9['Date']=df9['maturity'].apply(lambda x: '20'+x[:2]+'-'+x[2:4]+'-26')
-    df9['Date']=pd.to_datetime(df9['Date'])
-    df9.set_index('Date',inplace=True)
-    df9.sort_index(ascending=True,inplace=True) 
-    
-    df9.sort_values(by=['direction','maturity'],ascending=True,inplace=True)
-    
-    df9C=df9[df9['direction']=='C']
-    df9P=df9[df9['direction']=='P']
-    underlying=df9C['underlying'][0]+'.SS'
-
-    #绘图：看涨+看跌
-    ticker1="看涨期权"; colname1=measure
-    #label1=measure
-    ticker2="看跌期权"; colname2=measure
-    #label2=measure
-    #ylabeltxt="风险指标"
-    ylabeltxt=ectranslate(measure)
-    titletxt='希腊值风险趋势：'+option+'期权，到期期限对'+ylabeltxt+"的影响"
-    
-    footnote0="到期时间（不同期权）\n"
-    footnote1=option+"期权"+"，行权股指点位"+str(exercise)+"，交易日"+trade_date
-    import datetime; today = datetime.date.today()
-    footnote2="数据来源: 新浪财经/东方财富, 制图"+str(today)
-    footnote=footnote0+footnote1+"\n"+footnote2
-    
-    #设置zeroline
-    maxC=df9C[colname1].max(); minC=df9C[colname1].min()
-    maxP=df9P[colname2].max(); minP=df9P[colname2].min()
-    
-    aboveZero=False; belowZero=False
-    if maxC>0 or minC>0 or maxP>0 or minP>0: aboveZero=True
-    if maxC<0 or minC<0 or maxP<0 or minP<0: belowZero=True
-    if aboveZero and belowZero: 
-        zeroline=True
-    else:
-        zeroline=False
-    
-    if twinx:
-        zeroline=False
-    
-    """        
-    plot2_line2(df9C,ticker1,colname1,'', \
-               df9P,ticker2,colname2,'', \
-               ylabeltxt,titletxt,footnote, \
-               twinx=twinx, \
-               zeroline=zeroline,yline=0, \
-               loc1=loc1,loc2=loc2, \
-               date_range=date_range,date_freq=date_freq,date_fmt=date_fmt)        
-    """
-    plot_line2(df9C,ticker1,colname1,'', \
-               df9P,ticker2,colname2,'', \
-               ylabeltxt=ylabeltxt,titletxt=titletxt,footnote=footnote, \
-               zeroline=zeroline,twinx=twinx, \
-               loc1=loc1,loc2=loc2, \
-               facecolor=facecolor
-              )
-    
-    return df9
-
-if __name__=='__main__':     
-    df=fin_option_maturity_risk_sse(option='300ETF',exercise=4500,trade_date='2022-9-26',measure='implied volatility')
-
-#==============================================================================
-if __name__=='__main__':     
-    option='300ETF'
-    maturity='2209'
-    exercise=3000
-    trade_date='2022-9-26'
-    measure='implied volatility'
-    graph=True
-    loc1='best'
-    loc2='best'
-
-def fin_option_exercise_risk_sse(option,maturity,trade_date, \
-                                 measure='delta', \
-                                 graph=True, \
-                                 zeroline=False, \
-                                 loc1='best',loc2='best',
-                                 facecolor='whitesmoke'):
-    """
-    功能：绘制指定上交所金融期权的风险指标曲线，风险因素：行权点位exercise(横轴)，各个风险指标(纵轴，看涨/看跌)
-    option: 期权名称
-    maturity: 到期年月YYMM
-    exercise: 行权点位
-    direction: 方向，看涨看跌
-    """
-    
-    #初步检查：期权名称
-    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
-    if not (option in optionlist):
-        print("  #Error(fin_option_exercise_risk_sse): option not found in SSE for",option)
-        return None
-    
-    #初步检查：日期
-    if not check_date(trade_date):
-        print("  #Error(fin_option_exercise_risk_sse): invalid date",trade_date)
-        return None
-    akdate=convert_date_ts(trade_date)
-    
-    #初步检查：风险指标
-    measurelist=['delta','theta','gamma','vega','rho','implied volatility']
-    if not (measure in measurelist):
-        print("  #Error(fin_option_exercise_risk_sse): invalid measure",measure)
-        print("  Valid measure:",measurelist)
-        return None
-    
-    print("\nStarting to search information necessary, please wait ...")
-    import pandas as pd
-    import akshare as ak
-    try:
-        #print("akdate =",akdate)
-        df = ak.option_risk_indicator_sse(date=akdate)
-    except:
-        print("  #Warning(fin_option_exercise_risk_sse): no data available on",trade_date)
-        return None
-    
-    df['tdate']=df['TRADE_DATE']
-    df['direction']=df['CONTRACT_ID'].apply(lambda x: x[6:7])
-    df['underlying']=df['CONTRACT_ID'].apply(lambda x: x[:6])
-    
-    #进一步检查：到期日
-    df['maturity']=df['CONTRACT_ID'].apply(lambda x: x[7:11])
-    if not (maturity in list(df['maturity'])):
-        print("  #Error(fin_option_exercise_risk_sse): maturity not found in SSE for",maturity)
-        
-        df_maturity=df[(df['option']==option)]
-        maturitylist=list(set(list(df_maturity['maturity'])))
-        maturitylist.sort()
-        print("  On "+trade_date+", available maturities:",maturitylist)
-        return None
-    
-    df['exercise']=df['CONTRACT_ID'].apply(lambda x: float(x[12:]))
-    
-    #获得期权名称
-    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
-    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
-    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)  
-    
-    #获得风险指标    
-    df['delta']=df['DELTA_VALUE']
-    df['theta']=df['THETA_VALUE']
-    df['gamma']=df['GAMMA_VALUE']
-    df['vega']=df['VEGA_VALUE']
-    df['rho']=df['RHO_VALUE']
-    df['implied volatility']=df['IMPLC_VOLATLTY']
-    
-    itemlist=["tdate",'option','underlying','direction','maturity','exercise', \
-              'delta','theta','gamma','vega','rho','implied volatility']
-    df2=df[itemlist]
-    
-    df9=df2[(df2['option']==option) & (df2['maturity']==maturity)]
-    if len(df9) == 0:
-        print("  #Error(fin_option_exercise_risk_sse): options not available fulfilling",option,maturity)
-        return None
-    df9.sort_values(by=['direction','exercise'],ascending=True,inplace=True)
-    
-    df9C=df9[df9['direction']=='C']
-    df9P=df9[df9['direction']=='P']
-    underlying=list(set(list(df9C['underlying'])))[0]+'.SS'
-
-    #绘图：看涨+看跌
-    import matplotlib.pyplot as plt
-    
-    dftmp=df9C
-    labeltxt="看涨期权"
-    plt.plot(dftmp.exercise,dftmp[measure],'-',label=labeltxt, \
-             linestyle='-',color='blue',linewidth=2)    
-
-    dftmp=df9P
-    labeltxt="看跌期权"
-    plt.plot(dftmp.exercise,dftmp[measure],'-',label=labeltxt, \
-             linestyle='--',color='orange',linewidth=2)    
-        
-    #设置zeroline
-    maxC=df9C[measure].max(); minC=df9C[measure].min()
-    maxP=df9P[measure].max(); minP=df9P[measure].min()
-    
-    aboveZero=False; belowZero=False
-    if maxC>0 or minC>0 or maxP>0 or minP>0: aboveZero=True
-    if maxC<0 or minC<0 or maxP<0 or minP<0: belowZero=True
-    if aboveZero and belowZero: 
-        zeroline=True
-    else:
-        zeroline=False
-        
-    if zeroline:
-        plt.axhline(y=0,label='',ls=":",c="black",linewidth=2.5)
-        
-    plt.legend(loc=loc1,fontsize=legend_txt_size)
-    ylabeltxt=ectranslate(measure)
-    plt.ylabel(ylabeltxt,fontsize=ylabel_txt_size)
-    
-    footnote1="行权股指点位"
-    footnote2=option+"期权"+"，到期时间"+maturity+"，交易日"+trade_date
-    
-    import datetime; today = datetime.date.today()
-    footnote3="数据来源: 新浪财经/东方财富, 制图"+str(today)
-    footnote=footnote1+"\n"+footnote2+"\n"+footnote3    
-    plt.xlabel(footnote,fontsize=xlabel_txt_size)
-    
-    titletxt='希腊值风险趋势：'+option+'期权，股指点位对'+ylabeltxt+'的影响'
-    plt.title(titletxt,fontweight='bold',fontsize=title_txt_size)
-    
-    plt.gca().set_facecolor(facecolor)
-    plt.show()
-    plt.close()
-    
-    return df9
-
-if __name__=='__main__':     
-    df=fin_option_exercise_risk_sse(option='300ETF',maturity='2209',trade_date='2022-9-26',measure='implied volatility')
-
-#==============================================================================
-if __name__=='__main__':     
-    option='300ETF'
-    maturity='2412'
-    exercise=3500
-    start='2024-8-10'
-    end  ="2024-9-10"
-    measure='delta'
-    
-    graph=True
-    twinx=True;zeroline=True
-    loc1='best'
-    loc2='best'
-    date_range=False
-    date_freq=False
-    facecolor='whitesmoke'
-    
-    df=fin_option_time_risk_sse(option='300ETF',
-                                maturity='2412',
-                                exercise=3500,
-                                start='2024-8-10',end='2024-9-10',
-                                measure='delta',
-                                twinx=True,
-                                zeroline=True)    
-
-def fin_option_time_risk_sse(option,maturity,exercise,start,end, \
-                             measure='delta', \
-                             graph=True, \
-                             twinx=False, zeroline=False, \
-                             loc1='best',loc2='best', \
-                             date_range=False,date_freq=False,
-                             facecolor='whitesmoke'):
-    """
-    功能：绘制指定上交所金融期权的风险指标曲线，风险因素：随时间推移start/end(横轴)，各个风险指标(纵轴，看涨/看跌)
-    option: 期权名称
-    maturity: 到期年月YYMM
-    exercise: 行权点位
-    start: 开始日期
-    end: 结束日期
-    date_range: True标注每个日期，False为系统自动
-    date_freq: 日期标注频率，仅在date_range为True时起作用，例如'2D'为每隔2天，'2M'为每隔2个月，'1Y'为每年，False为每天
-    """
-    
-    #初步检查：期权名称
-    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
-    if not (option in optionlist):
-        print("  #Error(fin_option_time_risk_sse): option not found in SSE for",option)
-        return None
-    
-    #初步检查：交易日期
-    flag,startpd,endpd=check_period(start,end)
-    if not flag:
-        print("  #Error(fin_option_time_risk_sse): invalid date or period",start,end)
-        return None
-    
-    #初步检查：风险指标
-    measurelist=['delta','theta','gamma','vega','rho','implied volatility']
-    if not (measure in measurelist):
-        print("  #Error(fin_option_time_risk_sse): invalid measure",measure)
-        print("  Valid measure:",measurelist)
-        return None
-
-    print("\nStarting to search information necessary, please wait ...")
-    import pandas as pd
-    import akshare as ak
-    
-    #循环获取各个交易日的指标
-    df=pd.DataFrame()
-    curdate=start; curdatepd=startpd
-    
-    num_days=calculate_days(start, end)
-    num=0
-    #print("Searching information on ",end='')
-    while curdatepd <= endpd:
-        #print(curdate,end=' ')
-        akdate=convert_date_ts(curdate)    
-        try:
-            dftmp = ak.option_risk_indicator_sse(date=akdate)
-            df=df._append(dftmp)
-        except:
-            pass
-
-        curdate=date_adjust(curdate,adjust=1)
-        curdatepd=pd.to_datetime(curdate)
-        
-        print_progress_percent(num,num_days-1,steps=5,leading_blanks=2)
-        num=num+1
-        
-    print(' ')
-    
-    #整理数据    
-    df['Date']=df['TRADE_DATE']
-    df['date']=df['TRADE_DATE']
-    df['Date']=pd.to_datetime(df['Date'])
-    df.set_index('Date',inplace=True)
-    df.sort_index(ascending=True,inplace=True) 
-        
-    df['direction']=df['CONTRACT_ID'].apply(lambda x: x[6:7])
-    df['underlying']=df['CONTRACT_ID'].apply(lambda x: x[:6])
-    
-    #获得期权名称
-    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
-    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
-    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)
-    
-    df['maturity']=df['CONTRACT_ID'].apply(lambda x: x[7:11])
-    df['exercise']=df['CONTRACT_ID'].apply(lambda x: float(x[12:]))
-    #进一步检查：到期日
-    if not (maturity in list(df['maturity'])):
-        print("  #Error(fin_option_time_risk_sse): maturity not found in SSE for",maturity)
-        
-        df_maturity=df[(df['option']==option) & (df['exercise']==exercise)]
-        maturitylist=list(set(list(df_maturity['maturity'])))
-        maturitylist.sort()
-        print("  Available maturities:",maturitylist)
-        return None
-    #进一步检查：行权点位
-    if not (exercise in list(df['exercise'])):
-        print("  #Error(fin_option_time_risk_sse): exericse point not found in SSE for",exercise)
-        
-        df_exercise=df[(df['option']==option) & (df['maturity']==maturity)]
-        exerciselist=list(set(list(df_exercise['exercise'])))
-        exerciselist.sort()
-        exerciselist2=list(map(int,exerciselist))
-        print("  Available exercises:",exerciselist2)
-        return None
-    
-    #获得风险指标    
-    df['delta']=df['DELTA_VALUE']
-    df['theta']=df['THETA_VALUE']
-    df['gamma']=df['GAMMA_VALUE']
-    df['vega']=df['VEGA_VALUE']
-    df['rho']=df['RHO_VALUE']
-    df['implied volatility']=df['IMPLC_VOLATLTY']
-    
-    itemlist=["date",'option','underlying','direction','maturity','exercise', \
-              'delta','theta','gamma','vega','rho','implied volatility']
-    df2=df[itemlist]
-    
-    df9=df2[(df2['option']==option) & (df2['maturity']==maturity) & (df2['exercise']==exercise)]
-    if len(df9) == 0:
-        print("  #Error(fin_option_time_risk_sse): options not available fulfilling",option,maturity,exercise)
-        return None
-    df9.sort_values(by=['date','direction','maturity'],ascending=True,inplace=True)
-    
-    df9C=df9[df9['direction']=='C']
-    df9P=df9[df9['direction']=='P']
-    underlying=list(set(list(df9C['underlying'])))[0]+'.SS'
-
-    #绘图：看涨+看跌
-    ticker1="看涨期权"; colname1=measure
-    #label1=measure
-    ticker2="看跌期权"; colname2=measure
-    #label2=measure
-    #ylabeltxt="风险指标"
-    ylabeltxt=ectranslate(measure)
-    titletxt='希腊值风险趋势：'+option+'期权，时间流逝对'+ylabeltxt+'的影响'
-    
-    footnote0="时间流逝（同一期权）\n"
-    footnote1=option+"期权"+"，行权股指点位"+str(exercise)+"，到期时间"+maturity
-    import datetime; today = datetime.date.today()
-    footnote2="数据来源: 新浪财经/东方财富, 制图"+str(today)
-    footnote=footnote0+footnote1+"\n"+footnote2
-    
-    if not date_range:
-        ndays=date_delta(start,end)
-        if ndays <= 20: 
-            date_range=True
-        elif ndays <= 40:
-            date_range=True; date_freq='2D'
-        elif ndays <=60:
-            date_range=True; date_freq='3D'
-        elif ndays <=80:
-            date_range=True; date_freq='4D'
-    
-    #设置zeroline
-    maxC=df9C[colname1].max(); minC=df9C[colname1].min()
-    maxP=df9P[colname2].max(); minP=df9P[colname2].min()
-    
-    aboveZero=False; belowZero=False
-    if maxC>0 or minC>0 or maxP>0 or minP>0: aboveZero=True
-    if maxC<0 or minC<0 or maxP<0 or minP<0: belowZero=True
-    if aboveZero and belowZero: 
-        zeroline=True
-    else:
-        zeroline=False
-    
-    if twinx:
-        zeroline=False
-    """        
-    plot2_line2(df9C,ticker1,colname1,'', \
-               df9P,ticker2,colname2,'', \
-               ylabeltxt,titletxt,footnote, \
-               twinx=twinx, \
-               zeroline=zeroline,yline=0, \
-               loc1=loc1,loc2=loc2, \
-               date_range=date_range,date_freq=date_freq)        
-    """
-    plot_line2(df9C,ticker1,colname1,'', \
-               df9P,ticker2,colname2,'', \
-               ylabeltxt=ylabeltxt,titletxt=titletxt,footnote=footnote, \
-               zeroline=zeroline,twinx=twinx, \
-               loc1=loc1,loc2=loc2, \
-               facecolor=facecolor
-              )    
-    
-    return df9
-
-if __name__=='__main__':     
-    df=fin_option_time_risk_sse(option='300ETF',maturity='2209',exercise=4500,start='2022-8-26',end='2022-9-26',measure='implied volatility')
-#==============================================================================
-#==============================================================================
-#==============================================================================
-if __name__=='__main__':
-    end_month="2303"
-    numOfWeek=3
-    numOfWeekday=5
-
-    # 期权到期月份2303的第3个星期5
-    option_expire_date('2303',3,5)
-
-def option_expire_date(end_month,numOfWeek,numOfWeekday):
-    """
-    功能：给出期权的到期时间YYMM，第numOfWeek个星期的星期几nameOfWeekday
-    end_month：期权的到期月份YYMM
-    numOfWeek：第几个星期，整数
-    nameOfWeekday：星期几，整数
-    """
-    year=int("20"+end_month[:2])
-    month=int(end_month[2:4])
-    
-    import calendar
-    c = calendar.Calendar(firstweekday=calendar.SUNDAY)
-    monthcal = c.monthdatescalendar(year, month)
-    
-    try:
-        wanted_date = [day for week in monthcal for day in week if
-                        day.weekday() == numOfWeekday-1 and day.month == month][numOfWeek-1]
-        
-        import datetime
-        strdate=datetime.datetime.strftime(wanted_date,'%Y-%m-%d')
-        return strdate
-    
-    except IndexError:
-        print("  #Error(option_expire_date): invalid date --> weekday",numOfWeekday,'of week',numOfWeek,'in',end_month) 
-        return None
-
-#==============================================================================
-#==============================================================================
-#==============================================================================
-if __name__=='__main__':
-    options='50ETF'
-    maturity='2412'
-    exercise=3000
-    trade_date='recent'
-    period_days=30
-    risk='none'
-    twinx=False
-    zeroline=False
-    printout=True; graph=True
-    facecolor='whitesmoke'
-
-def options_greek_china(options, \
-                        exercise=0, \
-                        maturity='recent', \
-                        trade_date='recent', \
-                        period_days=30, \
-                        risk='none', \
-                        greek='delta', \
-                        twinx=False, \
-                        zeroline=False, \
-                        printout=False, graph=True, \
-                        facecolor='whitesmoke', \
-                        loc1='best',loc2='best'):
-    """
-    功能：套壳函数
-    套壳：fin_option_risk_sse, fin_option_risk_sse2, fin_option_maturity_risk_sse,
-    fin_option_exercise_risk_sse, fin_option_time_risk_sse
-    
-    套壳条件：
-    当printout==True且risk=='none'时，执行fin_option_risk_sse
-    当printout==False且graph==True且risk=='none'时，执行fin_option_risk_sse2
-    当risk=='maturity'时，执行fin_option_maturity_risk_sse
-    当risk=='exercise'时，执行fin_option_exercise_risk_sse
-    当risk=='time'时，执行fin_option_time_risk_sse
-    """
-    #处理默认日期为上一个非周末的交易日，也可手动指定交易日
-    if trade_date=='recent':
-        import datetime as dt; stoday=dt.date.today()  
-        wd=stoday.weekday() #周一为0
-        if wd==6:#周日
-            trade_date=date_adjust(str(stoday), adjust=-2)
-        elif wd==0:#周一
-            trade_date=date_adjust(str(stoday), adjust=-3)
-        else:
-            trade_date=date_adjust(str(stoday), adjust=-1)
-    
-    if risk=='none':
-        if printout:
-            df=fin_option_risk_sse(option=options,
-                                   maturity=maturity,
-                                   exercise=exercise,
-                                   trade_date=trade_date)  
-            return df
-        
-        if not printout and graph:
-            df=fin_option_risk_sse2(option=options,
-                                    maturity=maturity,
-                                    exercise=exercise,
-                                    trade_date=trade_date)            
-            return df
-        
-    if risk=='maturity':
-        df=fin_option_maturity_risk_sse(option=options,
-                                        exercise=exercise,
-                                        trade_date=trade_date,
-                                        measure=greek,
-                                        twinx=twinx,
-                                        zeroline=zeroline,
-                                        loc1=loc1,loc2=loc2)
-        return df
-
-    if risk=='exercise':
-        df=fin_option_exercise_risk_sse(option=options,
-                                        maturity=maturity,
-                                        trade_date=trade_date,
-                                        measure=greek,
-                                        zeroline=zeroline,
-                                        loc1=loc1,loc2=loc2)            
-        return df
-            
-    if risk=='time':
-        start=date_adjust(trade_date, adjust=-period_days)
-        df=fin_option_time_risk_sse(option=options,
-                                    maturity=maturity,
-                                    exercise=exercise,
-                                    start=start,end=trade_date,
-                                    measure=greek,
-                                    twinx=twinx,
-                                    zeroline=zeroline,
-                                    loc1=loc1,loc2=loc2)   
-        return df
-
-    print("Sorry, no idea on what I can do for you:-(")        
-    return None
-            
-            
-#==============================================================================
-#==============================================================================
-#==============================================================================
-#==============================================================================
-#==============================================================================