siat 3.10.132__py3-none-any.whl → 3.11.1__py3-none-any.whl

siat/allin.py

@@ -135,3 +135,11 @@ from siat.luchy_draw import *
 # 搜索全球上市公司的英文名称，需要访问雅虎
 from siat.yf_name import *
 
+# Save to PDF：实验中
+from siat.save2pdf import *
+
+# Save to docx：实验中
+from siat.save2docx import *
+
+
+

siat/capm_beta2.py

@@ -341,7 +341,7 @@ def compare_mticker_1beta(ticker,start,end, \
                             attention_point='',attention_point_area='', \
                          axhline_value=1,axhline_label='零线', \
                              band_area='', \
-                         graph=True,facecolor='whitesmoke',loc='best', \
+                         graph=True,facecolor='whitesmoke',loc='best',power=0, \
                          annotate=False,annotate_value=False, \
                          mark_top=False,mark_bottom=False, \
                          mark_start=False,mark_end=False, \
@@ -451,7 +451,7 @@ def compare_mticker_1beta(ticker,start,end, \
                    annotate=annotate,annotate_value=annotate, \
                    mark_top=mark_top,mark_bottom=mark_bottom, \
                    mark_start=mark_start,mark_end=mark_end, \
-                   facecolor=facecolor,loc=loc,precision=4)
+                   facecolor=facecolor,loc=loc,precision=4,power=power)
  
     return df
 
@@ -786,7 +786,7 @@ def compare_beta_security(ticker,start,end, \
                             attention_value='',attention_value_area='', \
                             attention_point='',attention_point_area='', \
                                 band_area='', \
-                          graph=True,facecolor='whitesmoke', \
+                          graph=True,power=0,facecolor='whitesmoke', \
                           annotate=False,annotate_value=False, \
                           mark_top=False,mark_bottom=False, \
                           mark_start=False,mark_end=False, \
@@ -867,7 +867,7 @@ def compare_beta_security(ticker,start,end, \
                                 attention_value=attention_value,attention_value_area=attention_value_area, \
                                 attention_point=attention_point,attention_point_area=attention_point_area, \
                                     band_area=band_area, \
-                             graph=graph,facecolor=facecolor,loc=loc, \
+                             graph=graph,power=power,facecolor=facecolor,loc=loc, \
                              annotate=annotate,annotate_value=annotate, \
                              mark_top=mark_top,mark_bottom=mark_bottom, \
                              mark_start=mark_start,mark_end=mark_end, \

siat/common.py

@@ -5105,7 +5105,8 @@ async def jupyter2pdf3(notebook_path):
     
     # pdf文件的完整路径        
     output_pdf_path1=notebook_dir+sep+notebook_file1+' A4.pdf'
-    output_pdf_path2=notebook_dir+sep+notebook_file1+' A3.pdf'
+    #output_pdf_path2=notebook_dir+sep+notebook_file1+' A3.pdf'
+    output_pdf_path2=notebook_dir+sep+notebook_file1+'.pdf'
     
     from nbconvert import HTMLExporter
     
@@ -5118,7 +5119,7 @@ async def jupyter2pdf3(notebook_path):
         from playwright.async_api import async_playwright
         #from playwright.sync_api import sync_playwright
     except:
-        print("  #Warning(jupyter2pdf2): playwright seems not fully installed yet")
+        print("  #Warning(jupyter2pdf3): playwright seems not fully installed yet")
         print("  [Solution] execute the command before re-run: playwright install")
         return
     
@@ -5129,10 +5130,11 @@ async def jupyter2pdf3(notebook_path):
         html_exporter = HTMLExporter()
         try:
             html_content, _ = html_exporter.from_filename(notebook_path)
-            print(f"Converting {notebook_file} to pdf ...")
+            #print(f"Converting {notebook_file} to pdf ...")
+            print(f"Converting from {notebook_file} ...")
 
         except:
-            print("File not found for {}".format(notebook_path))
+            print("Source file not found from {}".format(notebook_path))
             return
         
         # 创建临时 HTML 文件
@@ -5150,7 +5152,7 @@ async def jupyter2pdf3(notebook_path):
             if not sys.platform.startswith('win'):
                 page.wait_for_selector(".jp-Notebook", state="visible", timeout=60000)  # 等待笔记本主体出现
             
-            await page.pdf(path=output_pdf_path1, format='A4')
+            #await page.pdf(path=output_pdf_path1, format='A4')
             await page.pdf(path=output_pdf_path2, format='A3')
             
             await browser.close()
@@ -5170,7 +5172,8 @@ async def jupyter2pdf3(notebook_path):
             browser.close()
         """
         
-        print(f"2 PDFs created in {notebook_dir}")
+        #print(f"2 PDFs created in {notebook_dir}")
+        print(f"PDF created in {notebook_dir}")
 
     except Exception as e:
         if str(e)=='':

siat/grafix.py

@@ -276,7 +276,7 @@ def plot_line(df0,colname,collabel,ylabeltxt,titletxt,footnote,datatag=False, \
             plt.axhline(y=hline,ls=":",c="black",linewidth=2,label='')
             haveLegend=False
     else:
-        #不在必要，被attention_value的逻辑替代
+        #不再必要，被attention_value的逻辑替代
         if isinstance(zeroline,float) or isinstance(zeroline,int):
             hline=zeroline
             plt.axhline(y=hline,ls=":",c="darkorange",linewidth=3,label=text_lang("关注值","Attention"))
@@ -373,7 +373,7 @@ def plot_line(df0,colname,collabel,ylabeltxt,titletxt,footnote,datatag=False, \
     #print("--Debug(plot_line): power=",power)
     if power > 0:
         trend_txt=text_lang('趋势线','Trend line')
-        
+        if power > 100: power=100
         try:
             #生成行号，借此将横轴的日期数量化，以便拟合
             df['id']=range(len(df))
@@ -383,6 +383,9 @@ def plot_line(df0,colname,collabel,ylabeltxt,titletxt,footnote,datatag=False, \
             parameter = np.polyfit(df.id, df[colname], power)
             f = np.poly1d(parameter)
             plt.plot(df.index, f(df.id),"r--", label=trend_txt,linewidth=1)
+            
+            
+            
             haveLegend=True
         except: 
             print("  #Warning(plot_line): failed to converge trend line, try a smaller power.")
@@ -484,6 +487,8 @@ def plot_line2(df1,ticker1,colname1,label1, \
         print("Going to plot_line2_coaxial")
         print("yline=",yline,"; xline=",xline)
     
+    if power > 100: power=100
+    
     #if not twinx:
     if twinx == True: # 双轴会图
         plot_line2_twinx(df1,ticker1,colname1,label1, \
@@ -579,6 +584,8 @@ def plot2_line2(df1,ticker1,colname1,label1, \
     if (len(df1) ==0) and (len(df2) ==0):
         return
     
+    if power > 100: power=100
+    
     if not twinx:            
         plot_line2_coaxial2(df1,ticker1,colname1,label1, \
                             df2,ticker2,colname2,label2, \
@@ -2176,7 +2183,7 @@ def draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
                ticker_type='auto',facecolor='whitesmoke', \
                    maxticks_enable=True,maxticks=15, \
                translate=False, \
-                   precision=2):
+                   precision=2,power=0):
     """
     函数功能：根据df的内容绘制折线图
     输入参数：
@@ -2308,8 +2315,22 @@ def draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
             mark_end=False
             df_end=dfg.tail(1)
             # df_end[c]必须为数值类型，否则可能出错
+            if DEBUG:
+                print(f"=== c: {type(c)}, {c}")
+                print(f"=== df_end[c]: {type(df_end[c])}, {df_end[c]}")
+            
             y_end = df_end[c].min()    # 末端的y坐标
+            if not isinstance(y_end,float):
+                # 需要强制提取数值，因其可能为Series类型
+                print(f"=== y_end: {type(y_end)}, {y_end}")
+                y_end = y_end.iloc[0]
+                
             x_end = df_end[c].idxmin() # 末端值的x坐标 
+            import pandas as pd
+            if not isinstance(x_end,pd.Timestamp):
+                # 需要强制提取数值，因其可能为Series类型
+                print(f"=== x_end: {type(x_end)}, {x_end}")
+                x_end = x_end.iloc[0]
             
             if annotate_value: #在标记曲线名称的同时标记其末端数值
                 #y1=str(int(y_end)) if y_end >= 100 else str(round(y_end,2))
@@ -2386,7 +2407,37 @@ def draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
                          xy=(x_end, y_end),
                          xytext=(x_end, y_end*0.998),fontsize=annotate_size,
                          color=last_line_color,ha='left',va='center')
-
+            
+        #绘制趋势线
+        if (power > 0) and (len(list(dfg)) == 1):
+            trend_txt=text_lang('趋势线','Trend line')
+            if power > 100: power=100
+            
+            try:
+                #生成行号，借此将横轴的日期数量化，以便拟合
+                dfg['id']=range(len(dfg))
+            
+                #设定多项式拟合，power为多项式次数
+                """
+                import numpy as np
+                parameter = np.polyfit(dfg.id, dfg[list(dfg)[0]], power)
+                f = np.poly1d(parameter)
+                plt.plot(dfg.index, f(dfg.id),"r--", label=trend_txt,linewidth=1)
+                """
+                from numpy.polynomial import Polynomial
+                x = dfg['id']
+                y = dfg[list(dfg)[0]]
+                p = Polynomial.fit(x, y, deg=power)
+                plt.plot(dfg.index, p(x), "r--", label=trend_txt, linewidth=1)
+
+            except Exception as e:
+                print(f"  #Warning(draw_lines): Polynomial.fit failed — {e}")
+
+            """
+            except: 
+                print(f"  #Warning(draw_lines): failed to converge trend line, try a smaller power.")        
+            """
+            
     #用于关注值的颜色列表
     atv_color_list=["lightgray","paleturquoise","wheat","khaki","lightsage","hotpink","mediumslateblue"]
     #用于关注点的颜色列表

siat/markowitz2.py

@@ -21,6 +21,7 @@ from siat.common import *
 from siat.translate import *
 from siat.security_prices import *
 from siat.security_price2 import *
+from siat.stock import *
 from siat.grafix import *
 #from siat.fama_french import *
 

siat/risk_adjusted_return2.py

@@ -813,7 +813,7 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
                              attention_point='',attention_point_area='', \
                                  band_area='', \
                          graph=True,loc1='best', \
-                         axhline_value=0,axhline_label='',facecolor='whitesmoke', \
+                         axhline_value=0,axhline_label='',power=0,facecolor='whitesmoke', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
                          annotate=False,annotate_value=False, \
                          mark_top=False,mark_bottom=False, \
@@ -917,6 +917,10 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
         x_label=text_lang("数据来源: 综合新浪/EM/Stooq/Yahoo/SWHY，","Data source: Sina/Stooq/Yahoo, ")+str(todaydt)
         title_txt=text_lang("风险调整收益：","Risk-adjusted Return: ")+tname
 
+        # 英文环境下将label首字母大写
+        for c in list(df1):
+            df1.rename(columns={c:c.title()},inplace=True)
+            
         draw_lines(df1,y_label,x_label=footnotex, \
                    axhline_value=axhline_value,axhline_label=axhline_label, \
                    title_txt=title_txt,data_label=False, \
@@ -926,7 +930,7 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
                        band_area=band_area, \
                    mark_top=mark_top,mark_bottom=mark_bottom, \
                    mark_start=mark_start,mark_end=mark_end, \
-                   facecolor=facecolor,loc=loc1)
+                   facecolor=facecolor,loc=loc1,power=power)
             
     #制表
     recommenddf=pd.DataFrame()
@@ -1729,7 +1733,7 @@ def compare_rar_security(ticker,start,end='today',indicator='sharpe', \
                             attention_point='',attention_point_area='', \
                                 band_area='', \
                          graph=True,loc1='best', \
-                         axhline_value=0,axhline_label='',facecolor='whitesmoke', \
+                         axhline_value=0,axhline_label='',power=0,facecolor='whitesmoke', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.05, \
                          annotate=False,annotate_value=False, \
                          mark_top=False,mark_bottom=False, \
@@ -1878,7 +1882,7 @@ def compare_rar_security(ticker,start,end='today',indicator='sharpe', \
                                 attention_value=attention_value,attention_value_area=attention_value_area, \
                                 attention_point=attention_point,attention_point_area=attention_point_area, \
                              graph=graph,loc1=loc1, \
-                             axhline_value=axhline_value,axhline_label=axhline_label, \
+                             axhline_value=axhline_value,axhline_label=axhline_label,power=power, \
                              printout=printout,sortby=sortby, \
                              trailing=trailing,trend_threshhold=trend_threshhold, \
                              annotate=annotate,annotate_value=annotate, \