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

build/lib/siat/esg.py

@@ -1,536 +0,0 @@
-# -*- coding: utf-8 -*-
-"""
-本模块功能：提供全球股票ESG信息
-所属工具包：证券投资分析工具SIAT 
-SIAT：Security Investment Analysis Tool
-创建日期：2019年8月18日
-最新修订日期：2020年7月25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
-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！
-"""
-#==============================================================================
-#屏蔽所有警告性信息
-import warnings; warnings.filterwarnings('ignore')
-from siat.common import *
-from siat.translate import *
-from siat.grafix import *
-#==============================================================================
-#==============================================================================
-#以下使用yfinance数据源
-#==============================================================================
-def get_esg(stocklist):
-    """
-    功能：根据股票代码列表，抓取企业最新的可持续性发展ESG数据
-    输入参数：
-    stocklist：股票代码列表，例如单个股票["AAPL"], 多只股票["AAPL","MSFT","GOOG"]
-    输出参数：    
-    企业最新的可持续性发展ESG数据，数据框
-    """
-        
-    #引用插件
-    try:
-        import yfinance as yf
-    except:
-        print("#Error(get_esg), need plugin: yfinance")
-        print("   Solution: open Anaconda Prompt, type in command \"pip install yfinance\", Enter!")
-        return None
-    tickerlist=stocklist.copy()
-    
-    #测试数据，使用后请注释掉
-    """
-    tickerlist=["PDD","MSFT","BABA","JD","GOOG"]
-    """
-
-    #处理股票列表中的第一只股票，跳过无数据的项目
-    skiplist=[]
-    for t in tickerlist:
-        tp=yf.Ticker(t)        
-        try:
-            print("...正在搜索ESG信息:",t,"...",end='')
-            sst=tp.sustainability
-            sst.rename(columns={'Value':t},inplace=True)
-            sstt=sst.T            
-        except: #本项目无数据，进入下一次循环
-            print("未找到:-(")
-            skiplist=skiplist+[t]
-            continue
-        skiplist=skiplist+[t]
-        print("完成!")
-        break
-
-    #仅保留尚未处理的项目
-    for t in skiplist: tickerlist.remove(t)
-    
-    #处理股票列表中的其他股票    
-    for t in tickerlist:
-        #print("---stock:",t)
-        tp=yf.Ticker(t)        
-        try: 
-            print("...正在搜索ESG信息:",t,"...",end='')
-            sst1=tp.sustainability
-            sst1.rename(columns={'Value':t},inplace=True)
-        except: 
-            print("未找到:-(")
-            continue #未抓取到数据
-        sst1t=sst1.T
-        try:
-            sstt=sstt.append([sst1t])
-        except:
-            sstt=sstt._append([sst1t])
-        print("完成!")
-    
-    try:
-        if len(sstt)==0: return None
-    except:
-        return None
-    
-    #只保留需要的列
-    sust=sstt[['totalEsg','percentile','esgPerformance','environmentScore', \
-               'environmentPercentile','socialScore','socialPercentile', \
-               'governanceScore','governancePercentile','peerGroup','peerCount']].copy()
-    sust.rename(columns={'totalEsg':'ESGscore','percentile':'ESGpercentile', \
-            'esgPerformance':'ESGperformance','environmentScore':'EPscore', \
-               'environmentPercentile':'EPpercentile','socialScore':'CSRscore', \
-               'socialPercentile':'CSRpercentile','governanceScore':'CGscore', \
-               'governancePercentile':'CGpercentile', \
-               'peerGroup':'Peer Group','peerCount':'Count'},inplace=True)
-    
-    return sust
-
-if __name__ =="__main__":
-    stocklist=["VIPS","BABA","JD","MSFT","WMT"]
-    sust=get_esg(stocklist)
-
-
-#==============================================================================
-def print_esg(sustainability,option="ESG"):
-    """
-    功能：显示企业的可持续性发展数据
-    输入参数：
-    sustainability：抓取到的企业可持续性数据框
-    输出参数：无    
-    """
-    
-    if not (option in ['ESG','EP','CSR','CG']):
-        print("...Error 01(print_sustainability): only ESG/EP/CSR/CG are valid")
-        return
-    
-    import datetime as dt
-    today=dt.date.today()
-    s=sustainability.copy()
-    
-    #修改评级为中文
-    s['ESGperformance']=s['ESGperformance'].apply(lambda x: "高" if x=='OUT_PERF' else x)
-    s['ESGperformance']=s['ESGperformance'].apply(lambda x: "中" if x=='AVG_PERF' else x)
-    
-    #列改中文名，并删除含0的无效列
-    colnames=list(s)
-    for c in colnames:
-        if len(s[s[c]==0]) >= 1:
-            del s[c]; continue
-        s.rename(columns={c:ectranslate(c)},inplace=True)
-    
-    #打印输出对齐
-    import pandas as pd
-    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**)
-    
-    #显示分数和分位数
-    colnames=list(s)
-    printnames=[]
-    if option=="ESG":
-        s=s.sort_values([ectranslate('ESGscore')],ascending=False)
-        esgnames=[ectranslate('ESGscore'),ectranslate('ESGperformance'), \
-                  ectranslate('ESGpercentile'),ectranslate('Peer Group')]
-        for i in esgnames:
-            if i in colnames: printnames=printnames+[i]
-        print("\n=== 企业发展可持续性：ESG综合风险 ===\n")
-        print(s[printnames])
-        print("来源: 雅虎财经,",str(today))
-
-    if option=="EP":
-        s=s.sort_values([ectranslate('EPscore')],ascending=False)
-        esgnames=[ectranslate('EPscore'), \
-                  ectranslate('EPpercentile'),ectranslate('Peer Group')]
-        for i in esgnames:
-            if i in colnames: printnames=printnames+[i]
-        print("\n=== 企业发展可持续性：环保风险指数 ===\n")
-        print(s[printnames])
-        print("来源: 雅虎财经,",str(today))
-
-    if option=="CSR":
-        s=s.sort_values([ectranslate('CSRscore')],ascending=False)
-        esgnames=[ectranslate('CSRscore'), \
-                  ectranslate('CSRpercentile'),ectranslate('Peer Group')]
-        for i in esgnames:
-            if i in colnames: printnames=printnames+[i]
-        print("\n=== 企业发展可持续性：社会责任风险指数 ===\n")
-        print(s[printnames])
-        print("来源: 雅虎财经,",str(today))
-
-    if option=="CG":
-        s=s.sort_values([ectranslate('CGscore')],ascending=False)
-        esgnames=[ectranslate('CGscore'), \
-                  ectranslate('CGpercentile'),ectranslate('Peer Group')]
-        for i in esgnames:
-            if i in colnames: printnames=printnames+[i]
-        print("\n=== 企业发展可持续性：公司治理风险指数 ===\n")
-        print(s[printnames])
-        print("来源: 雅虎财经,",str(today))
-    
-    return
-
-if __name__ =="__main__":
-    print_esg(sust,option="ESG")
-    print_esg(sust,option="EP")
-    print_esg(sust,option="CSR")
-    print_esg(sust,option="CG")
-    print_esg(sust,option="ABC")
-
-
-    
-#==============================================================================
-def ploth_esg(sustainability,option="ESG"):
-    """
-    功能：绘制ESG水平直方图
-    输入参数：抓取到的企业可持续性数据框sustainability；选项option。
-    输出参数：无    
-    """
-        
-    if not (option in ['ESG','EP','CSR','CG']):
-        print("...Error 01(ploth_esg): only ESG/EP/CSR/CG are valid")
-        return
-        
-    s=sustainability.copy()
-    import datetime as dt; today=dt.date.today()
-    footnote="注：数值越小，风险越低。来源：雅虎财经，"+str(today)
-
-    #绘制分数和分位数图     
-    if option=="ESG":
-        #排序
-        s=s.sort_values(['ESGscore'],ascending=True)    
-        titletxt1="企业发展可持续性：ESG综合风险指数"
-        plot_barh(s,'ESGscore',titletxt1,footnote)
-        titletxt2="企业发展可持续性：ESG综合风险行业分位数%"
-        plot_barh(s,'ESGpercentile',titletxt2,footnote)
-
-    if option=="EP":
-        s=s.sort_values(['EPscore'],ascending=True)        
-        titletxt="企业发展可持续性：环保风险指数"
-        plot_barh(s,'EPscore',titletxt,footnote)
-
-    if option=="CSR":
-        s=s.sort_values(['CSRscore'],ascending=True)        
-        titletxt="企业发展可持续性：社会责任风险指数"
-        plot_barh(s,'CSRscore',titletxt,footnote) 
-
-    if option=="CG":
-        s=s.sort_values(['CGscore'],ascending=True)        
-        titletxt="企业发展可持续性：公司治理风险指数"
-        plot_barh(s,'CGscore',titletxt,footnote)  
-        
-    return 
-
-if __name__ =="__main__":
-    ploth_esg(sust,option="ESG")
-    ploth_esg(sust,option="EP")
-    ploth_esg(sust,option="CSR")
-    ploth_esg(sust,option="CG")
-
-#==============================================================================
-def esg(stocklist):
-    """
-    功能：抓取、打印和绘图企业的可持续性发展数据，演示用
-    输入参数：
-    stocklist：股票代码列表，例如单个股票["AAPL"], 多只股票["AAPL","MSFT","GOOG"]
-    输出参数：    
-    企业最新的可持续性发展数据，数据框    
-    """
-        
-    #抓取数据
-    try:
-        sust=get_esg(stocklist)
-    except:
-        print("#Error(esg), fail to get ESG data for",stocklist)
-        return None
-    if sust is None:
-        print("#Error(esg), fail to get ESG data for",stocklist)
-        return None
-        
-    #处理小数点
-    from pandas.api.types import is_numeric_dtype
-    cols=list(sust)    
-    for c in cols:
-        if is_numeric_dtype(sust[c]):
-            sust[c]=round(sust[c],2)        
-    
-    #打印和绘图ESG
-    ploth_esg(sust,option="ESG")
-    print_esg(sust,option="ESG")
-    #打印和绘图EP
-    ploth_esg(sust,option="EP")
-    print_esg(sust,option="EP")
-    #打印和绘图CSR
-    ploth_esg(sust,option="CSR")
-    print_esg(sust,option="CSR")
-    #打印和绘图CG
-    ploth_esg(sust,option="CG")
-    print_esg(sust,option="CG")
-
-    return sust
-
-if __name__ =="__main__":
-    stocklist1=["AMZN","EBAY","BABA"]
-    sust1=esg(stocklist1)
-    stocklist2=["AMZN","EBAY","BABA","JD","VIPS","WMT"]
-    sust2=esg(stocklist2)    
-
-#==============================================================================
-def portfolio_esg(portfolio):
-    """
-    功能：抓取、打印和绘图投资组合portfolio的可持续性发展数据，演示用
-    输入参数：
-    企业最新的可持续性发展数据，数据框    
-    """
-    #解构投资组合
-    _,_,stocklist,_,ticker_type=decompose_portfolio(portfolio)
-    
-    #抓取数据
-    try:
-        sust=get_esg(stocklist)
-    except:
-        print("#Error(portfolio_esg), fail to get ESG data for",stocklist)
-        return None
-    if sust is None:
-        #print("#Error(portfolio_esg), fail to get ESG data for",stocklist)
-        return None
-        
-    #处理小数点
-    from pandas.api.types import is_numeric_dtype
-    cols=list(sust)    
-    for c in cols:
-        if is_numeric_dtype(sust[c]):
-            sust[c]=round(sust[c],2)        
-            
-    #显示结果
-    print("\n***** Portfolio ESG Risk *****")
-    print("Portfolio:",stocklist)
-    #显示各个成分股的ESG分数
-    sust['Stock']=sust.index
-    esgdf=sust[['Stock','ESGscore','EPscore','CSRscore','CGscore']]
-    print(esgdf.to_string(index=False))
-    
-    print("\nPortfolio ESG Evaluation:")
-    #木桶短板：EPScore
-    esg_ep=esgdf.sort_values(['EPscore'], ascending = True)
-    p_ep=esg_ep['EPscore'][-1]
-    p_ep_stock=esg_ep.index[-1]   
-    str_ep="   EP score (from "+str(p_ep_stock)+")"
-    len_ep=len(str_ep)
-
-    #木桶短板：CSRScore
-    esg_csr=esgdf.sort_values(['CSRscore'], ascending = True)
-    p_csr=esg_csr['CSRscore'][-1]
-    p_csr_stock=esg_csr.index[-1] 
-    str_csr="   CSR score (from "+str(p_csr_stock)+")"
-    len_csr=len(str_csr)
-    
-    #木桶短板：CGScore
-    esg_cg=esgdf.sort_values(['CGscore'], ascending = True)
-    p_cg=esg_cg['CGscore'][-1]
-    p_cg_stock=esg_cg.index[-1]     
-    str_cg="   CG score (from "+str(p_cg_stock)+")"
-    len_cg=len(str_cg)
-
-    str_esg="   Overall ESG score"
-    len_esg=len(str_esg)
-    
-    #计算对齐冒号中间需要的空格数目
-    len_max=max(len_ep,len_csr,len_cg,len_esg)
-    str_ep=str_ep+' '*(len_max-len_ep+1)+':'
-    str_csr=str_csr+' '*(len_max-len_csr+1)+':'
-    str_cg=str_cg+' '*(len_max-len_cg+1)+':'
-    str_esg=str_esg+' '*(len_max-len_esg+1)+':'
-    
-    #对齐打印
-    print(str_ep,p_ep)
-    print(str_csr,p_csr)    
-    print(str_cg,p_cg)      
-    #计算投资组合的ESG综合风险
-    p_esg=round(p_ep+p_csr+p_cg,2)
-    print(str_esg,p_esg)
-
-    import datetime as dt; today=dt.date.today()
-    footnote="The higher the score, the higher the risk. \
-        \nSource: Yahoo Finance, "+str(today)
-    print(footnote)
-    
-    return p_esg
-
-if __name__ =="__main__":
-    #market={'Market':('China','^HSI')}
-    market={'Market':('US','^GSPC')}
-    #stocks={'0939.HK':2,'1398.HK':1,'3988.HK':3}
-    stocks={'VIPS':3,'JD':2,'BABA':1}
-    portfolio=dict(market,**stocks)
-    esg=portfolio_esg(portfolio)
-#==============================================================================
-#==============================================================================
-#==============================================================================
-#==============================================================================
-#====以下使用yahooquery数据源===================================================
-if __name__ =="__main__":
-    stocklist=["BAC", "TD","PNC"]
-    
-def get_esg2(stocklist):
-    """
-    功能：根据股票代码列表，抓取企业最新的可持续性发展ESG数据
-    输入参数：
-    stocklist：股票代码列表，例如单个股票["AAPL"], 多只股票["AAPL","MSFT","GOOG"]
-    输出参数：    
-    企业最新的可持续性发展ESG数据，数据框
-    """
-    
-    import pandas as pd
-    collist=['symbol','totalEsg','environmentScore','socialScore','governanceScore']
-    sust=pd.DataFrame(columns=collist)
-    for t in stocklist:
-        try:
-            info=stock_info(t).T
-        except:
-            print("#Error(get_esg2): esg info not available for",t)
-            continue
-        if (info is None) or (len(info)==0):
-            print("#Error(get_esg2): failed to get esg info for",t)
-            continue
-        sub=info[collist]
-        sust=pd.concat([sust,sub])
-    
-    newcols=['Stock','ESGscore','EPscore','CSRscore','CGscore']
-    sust.columns=newcols
-    """
-    sust=sust.rename(columns={'symbol':'Stock','totalEsg':'ESGscore', \
-                         'environmentScore':'EPscore', \
-                             'socialScore':'CSRscore', \
-                                 'governanceScore':'CGscore'})
-    """
-    sust.set_index('Stock',inplace=True)
-    
-    return sust
-
-if __name__ =="__main__":
-    stocklist=["VIPS","BABA","JD","MSFT","WMT"]
-    sust=get_esg(stocklist)
-
-#==============================================================================
-if __name__ =="__main__":
-    market={'Market':('China','^HSI')}
-    stocks={'0700.HK':3,'9618.HK':2,'9988.HK':1}
-    portfolio=dict(market,**stocks)
-
-def portfolio_esg2(portfolio):
-    """
-    功能：抓取、打印和绘图投资组合portfolio的可持续性发展数据，演示用
-    输入参数：
-    企业最新的可持续性发展数据，数据框    
-    """
-    #解构投资组合
-    _,_,stocklist,_,ticker_type=decompose_portfolio(portfolio)
-    
-    #抓取数据
-    try:
-        sust=get_esg2(stocklist)
-    except:
-        print("#Error(portfolio_esg), fail to get ESG data for",stocklist)
-        return None
-    if sust is None:
-        #print("#Error(portfolio_esg), fail to get ESG data for",stocklist)
-        return None
-        
-    #处理小数点
-    from pandas.api.types import is_numeric_dtype
-    cols=list(sust)    
-    for c in cols:
-        if is_numeric_dtype(sust[c]):
-            sust[c]=round(sust[c],2)        
-            
-    #显示结果
-    print("\n***** Portfolio ESG Risk *****")
-    print("Portfolio:",stocklist)
-    #显示各个成分股的ESG分数
-    sust['Stock']=sust.index
-    esgdf=sust[['Stock','ESGscore','EPscore','CSRscore','CGscore']]
-    print(esgdf.to_string(index=False))
-    
-    print("\nPortfolio ESG Evaluation:")
-    #木桶短板：EPScore
-    esg_ep=esgdf.sort_values(['EPscore'], ascending = True)
-    p_ep=esg_ep['EPscore'][-1]
-    p_ep_stock=esg_ep.index[-1]   
-    str_ep="   EP score (from "+str(p_ep_stock)+")"
-    len_ep=len(str_ep)
-
-    #木桶短板：CSRScore
-    esg_csr=esgdf.sort_values(['CSRscore'], ascending = True)
-    p_csr=esg_csr['CSRscore'][-1]
-    p_csr_stock=esg_csr.index[-1] 
-    str_csr="   CSR score (from "+str(p_csr_stock)+")"
-    len_csr=len(str_csr)
-    
-    #木桶短板：CGScore
-    esg_cg=esgdf.sort_values(['CGscore'], ascending = True)
-    p_cg=esg_cg['CGscore'][-1]
-    p_cg_stock=esg_cg.index[-1]     
-    str_cg="   CG score (from "+str(p_cg_stock)+")"
-    len_cg=len(str_cg)
-
-    str_esg="   Overall ESG score"
-    len_esg=len(str_esg)
-    
-    #计算对齐冒号中间需要的空格数目
-    len_max=max(len_ep,len_csr,len_cg,len_esg)
-    str_ep=str_ep+' '*(len_max-len_ep+1)+':'
-    str_csr=str_csr+' '*(len_max-len_csr+1)+':'
-    str_cg=str_cg+' '*(len_max-len_cg+1)+':'
-    str_esg=str_esg+' '*(len_max-len_esg+1)+':'
-    
-    #对齐打印
-    print(str_ep,p_ep)
-    print(str_csr,p_csr)    
-    print(str_cg,p_cg)      
-    #计算投资组合的ESG综合风险
-    p_esg=round(p_ep+p_csr+p_cg,2)
-    print(str_esg,p_esg)
-
-    import datetime as dt; today=dt.date.today()
-    footnote="The higher the score, the higher the risk. \
-        \nSource: Yahoo Finance, "+str(today)
-    print(footnote)
-    
-    return p_esg
-
-if __name__ =="__main__":
-    #market={'Market':('China','^HSI')}
-    market={'Market':('US','^GSPC')}
-    #stocks={'0939.HK':2,'1398.HK':1,'3988.HK':3}
-    stocks={'VIPS':3,'JD':2,'BABA':1}
-    portfolio=dict(market,**stocks)
-    esg=portfolio_esg(portfolio)
-#==============================================================================
-
-#==============================================================================
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