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

build/lib/siat/other_indexes.py

@@ -1,409 +0,0 @@
-# -*- coding: utf-8 -*-
-"""
-本模块功能：另类证券市场指数
-所属工具包：证券投资分析工具SIAT 
-SIAT：Security Investment Analysis Tool
-创建日期：2025年5月8日
-最新修订日期：
-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 *
-#==============================================================================
-
-
-def other_index_translate(index_code):
-    """
-    ===========================================================================
-    功能：另类证券市场指数代码
-    参数：
-    index_code: 指数代码，非标准，来自东方财富和新浪。
-    返回值：是否找到，基于语言环境为中文或英文解释。
-    语言环境判断为check_language()
-    
-    数据结构：['指数代码','指数符号','指数名称中文','指数名称英文','数据来源']
-    """
-    
-    import pandas as pd
-    trans_dict=pd.DataFrame([
-        
-        ['INDEXCF','俄罗斯MICEX指数','俄罗斯MICEX指数','MICEX Index','sina'],
-        ['RTS','俄罗斯RTS指数','俄罗斯RTS指数','RTS Index','em'],
-        ['CASE','埃及CASE 30指数','埃及CASE30指数','CASE30 Index','sina'],
-        ['VNINDEX','越南胡志明','越南胡志明指数','Ho Chi-Ming Index','em'],
-        ['HSCEI','国企指数','港股国企指数','HK H-share Index','em'],
-        ['HSCCI','红筹指数','港股红筹指数','HK Red-share Index','em'],
-        ['CSEALL','斯里兰卡科伦坡','斯里兰卡科伦坡全指','Colombo Index','em'],
-        ['UDI','美元指数','美元指数','US Dollar Index','em'],
-        ['CRB','路透CRB商品指数','路透CRB商品指数','Reuters CRB Index','em'],
-        ['BDI','波罗的海BDI指数','波罗的海BDI指数','Baltic Dry Index','em'],
-        ['KSE100','巴基斯坦卡拉奇','巴基斯坦卡拉奇指数','KSE100 Index','em'],
-        
-        
-        ], columns=['code','symbol','name_cn','name_en','source'])
-
-    found=False; symbol=index_code
-    try:
-        dict_word=trans_dict[trans_dict['code']==index_code]
-        found=True
-    except:
-        #未查到翻译词汇，返回原词
-        pass
-    
-    if dict_word is None:
-        found=False    
-    elif len(dict_word) == 0:
-        found=False
-    
-    source=''; name=''
-    if found:
-        symbol=dict_word['symbol'].values[0]
-        
-        lang=check_language()
-        if lang == 'Chinese':
-            name=dict_word['name_cn'].values[0]
-        else:
-            name=dict_word['name_en'].values[0]
-            
-        source=dict_word['source'].values[0]
-            
-    return symbol,name,source
-
-if __name__=='__main__': 
-    index_code='KSE100'
-    index_code='CASE'
-    index_code='XYZ'
-    
-    set_language('Chinese')
-    set_language('English')
-    other_index_translate(index_code)
-
-#==============================================================================
-def get_other_index_em(index_code,start,end):
-    """
-    功能：获取另类指数历史行情，东方财富
-    参数：
-    index_code：指数代码
-    start,end：开始/结束日期
-    """
-    symbol,name,source=other_index_translate(index_code)
-    if symbol == index_code:
-        return None
-    
-    import akshare as ak
-    try:
-        dft = ak.index_global_hist_em(symbol=symbol)
-    except:
-        return None
-    
-    dft.rename(columns={'日期':'Date','代码':'ticker','名称':'Name','今开':'Open', \
-                        '最新价':'Close','最高':'High','最低':'Low','振幅':'Change'}, \
-               inplace=True)
-    dft['Change']=dft['Change']/100.00
-    dft['Adj Close']=dft['Close']
-    dft['source']=source
-    dft['Volume']=0
-    dft['Name']=name
-    
-    import pandas as pd
-    dft['date']=dft['Date'].apply(lambda x: pd.to_datetime(x))
-    dft.set_index('date',inplace=True)
-    
-    startpd=pd.to_datetime(start); endpd=pd.to_datetime(end)
-    df=dft[(dft.index >= startpd) & (dft.index <= endpd)]
-    
-    return df
-
-if __name__=='__main__': 
-    index_code='KSE100'
-    start='2025-2-1'; end='2025-3-31'
-    get_other_index_em(index_code,start,end)
-#==============================================================================
-if __name__=='__main__': 
-    index_code='RTS'
-    start='2025-2-1'; end='2025-3-31'
-    get_other_index_em(index_code,start,end)
-
-def get_other_index_sina(index_code,start,end):
-    """
-    功能：获取另类指数历史行情，新浪财经
-    参数：
-    index_code：指数代码
-    start,end：开始/结束日期
-    """
-    symbol,name,source=other_index_translate(index_code)
-    if symbol == index_code:
-        return None
-    
-    import akshare as ak
-    try:
-        dft = ak.index_global_hist_sina(symbol=symbol)
-    except:
-        return None
-    
-    dft.rename(columns={'open':'Open','high':'High','low':'Low','close':'Close', \
-                        'volume':'Volume'},inplace=True)
-    dft['ticker']=index_code; dft['Name']=name; dft['Date']=dft['date']
-    dft['Adj Close']=dft['Close']
-    dft['source']=source
-    
-    import pandas as pd
-    dft['date']=dft['Date'].apply(lambda x: pd.to_datetime(x))
-    dft.set_index('date',inplace=True)
-    
-    startpd=pd.to_datetime(start); endpd=pd.to_datetime(end)
-    df=dft[(dft.index >= startpd) & (dft.index <= endpd)]
-    
-    return df
-
-if __name__=='__main__': 
-    index_code='CASE'
-    start='2025-2-1'; end='2025-3-31'
-    get_other_index_sina(index_code,start,end)
-#==============================================================================
-def get_other_index_ak(index_code,start,end):
-    """
-    功能：获取另类指数历史行情，新浪财经或东方财富
-    参数：
-    index_code：指数代码
-    start,end：开始/结束日期
-    """
-    symbol,name,source=other_index_translate(index_code)
-    if symbol == index_code:
-        return None
-    
-    if source == 'em':
-        df=get_other_index_em(index_code,start,end)
-    elif source == 'sina':
-        df=get_other_index_sina(index_code,start,end)
-    else:
-        df=None
-        
-    return df
-
-if __name__=='__main__': 
-    index_code='CASE'
-    index_code='KSE100'
-    index_code='VNINDEX'
-    start='2025-2-1'; end='2025-3-31'
-    get_other_index(index_code,start,end)
-#==============================================================================
-if __name__=='__main__': 
-    ticker='AAPL'
-    ticker='^TVX'
-    ticker='Apple'
-    start='2025-4-1'; end='2025-4-30'
-    
-    get_prices_av(ticker,start,end)
-    
-def get_prices_av(ticker,start,end):
-    """
-    功能：从Alpha Vantage获取美股股价历史行情，使用Alpha Vantage
-    参数：
-    ticker：AV股票代码（假设与雅虎财经的股票代码相同），如不同可通过search_av获得准确代码
-    start：起始日期
-    end：结束日期
-    """
-    # 免费注册：wangdehong@bfsu.edu.cn，每日25次。
-    api_key='VTRR3TA7L9O2DIX6'  
-    
-    from alpha_vantage.timeseries import TimeSeries
-    ts = TimeSeries(key=api_key, output_format="pandas")
-    try:
-        dft, _ = ts.get_daily(symbol=ticker, outputsize="full")   
-    except:
-        pass
-        return None
-    
-    dft.sort_index(ascending=True,inplace=True)
-    dft.rename(columns={'1. open':'Open','2. high':'High','3. low':'Low', \
-                        '4. close':'Close','5. volume':'Volume'},inplace=True)
-    dft['Adj Close']=dft['Close']
-    dft['source']='Alpha Vantage'
-    dft['ticker']=ticker
-    dft['Name']=ticker
-
-    import pandas as pd
-    startpd=pd.to_datetime(start); endpd=pd.to_datetime(end)
-    df=dft[(dft.index >= startpd) & (dft.index <= endpd)]
-    
-    return df
-
-    
-#==============================================================================
-if __name__=='__main__': 
-    ticker='AAPL'
-    ticker='Apple'
-    start='2025-4-1'; end='2025-4-30'
-    
-    get_prices_av_pdr(ticker,start,end)
-    
-def get_prices_av_pdr(ticker,start,end):
-    """
-    功能：从Alpha Vantage获取美股股价历史行情，使用pandas_datareader
-    参数：
-    ticker：AV股票代码（可能与雅虎财经的股票代码不同），可以通过search_av获得准确代码
-    start：起始日期
-    end：结束日期
-    """
-    # 免费注册：wangdehong@bfsu.edu.cn，限每日25次。
-    api_key='VTRR3TA7L9O2DIX6' 
-    
-    import pandas_datareader.data as pdr
-    try:
-        dft = pdr.DataReader(ticker, "av-daily", api_key=api_key,start=start,end=end)
-        dft['ticker']=ticker
-        dft['Name']=ticker
-    except: # 拯救一次，查找字符串匹配的股票代码
-        firstcode,firstname,_=search_av(ticker,api_key)
-        if firstcode is None:
-            pass
-            return None
-        print(f"  Notice: matching keyword {ticker} to stock code {firstcode}({firstname})")
-        try:
-            dft = pdr.DataReader(firstcode, "av-daily", api_key=api_key,start=start,end=end)
-            dft['ticker']=firstcode
-            dft['Name']=firstname
-        except:
-            pass
-            return None
-    
-    if dft is None:
-        pass
-        return None
-    if len(dft) == 0:
-        pass
-        return None
-    
-    dft.rename(columns={'open':'Open','high':'High','low':'Low','close':'Close', \
-                        'volume':'Volume'},inplace=True)
-    dft['Adj Close']=dft['Close']
-    dft['source']='Alpha Vantage'
-    
-    import pandas as pd
-    dft['Date']=dft['date']=dft.index
-    dft['date']=dft['date'].apply(lambda x: pd.to_datetime(x))
-    dft.set_index('date',inplace=True)
-    
-    #startpd=pd.to_datetime(start); endpd=pd.to_datetime(end)
-    #df=dft[(dft.index >= startpd) & (dft.index <= endpd)]
-    df=dft
-    
-    return df
-    
-    
-#==============================================================================
-if __name__=='__main__': 
-    api_key='VTRR3TA7L9O2DIX6'
-    keyword='AAPL'
-    keyword='Apple'
-    keyword='^TYX'
-    
-    search_av("microsoft")
-    search_av("Apple")
-
-def search_av(keyword,api_key='VTRR3TA7L9O2DIX6'):
-    """
-    过程：给定上市公司关键名称或不带后缀的股票代码，找出Alpha Vantage的股票代码。
-    """
-    DEBUG=False
-    
-    import requests
-    url = f"https://www.alphavantage.co/query?function=SYMBOL_SEARCH&keywords={keyword}&apikey={api_key}"
-    response = requests.get(url)
-    if response.status_code != 200:
-        pass
-        return None,None,None
-    
-    data = response.json()
-    if "bestMatches" in data:
-        try:
-            firstcode=data["bestMatches"][0]['1. symbol']
-            firstname=data["bestMatches"][0]['2. name']
-        except:
-            if DEBUG:
-                print(f"  #Warning(search_av): no contents found for {keyword} in Alpha Vantage")
-            #未找到可匹配的股票代码
-            return None,None,None
-            
-    else:
-        if DEBUG:
-            if "Information" in data:
-                print(f"  #Warning(search_av): exceeded limit of requests per day in Alpha Vantage")
-            else:
-                print(f"  #Warning(search_av): keyword {keyword} not found in Alpha Vantage")
-        #未找到可匹配的股票代码
-        return None,None,None
-    
-    return firstcode,firstname,data
-
-#==============================================================================
-if __name__=='__main__': 
-    ticker='AAPL'
-    ticker='^TVX'
-    start='2025-4-1'; end='2025-4-30'
-    
-    get_price_tiingo(ticker,start,end)
-    
-def get_price_tiingo(ticker,start,end):
-    """
-    功能：获取美股历史行情信息，基于TIINGO
-    """
-    DEBUG=False
-    
-    # 每日限1000次调用，基于wdehong2000@163.com
-    api_token='0892bdb0533f8114535f354db596e6c244f5618d'
-    
-    from tiingo import TiingoClient
-    # 通过配置字典
-    config = {
-        'api_key': api_token,  # 替换为实际密钥
-        'session': True  # 启用HTTP会话复用，提升性能
-    }
-    client = TiingoClient(config)    
-
-
-    # 获取历史行情（默认返回DataFrame）
-    try:
-        dft = client.get_dataframe(
-                                    ticker,
-                                    startDate=start,
-                                    endDate=end,   
-                                    frequency='daily'
-                                   )
-    except Exception as e:
-        if DEBUG:
-            print(f"  #Error(get_price_tiingo): {e}")    
-            print(f"  #Error(get_price_tiingo): {ticker} not found or exceeded max requests per day")
-        return None
-        
-    # 去掉时区
-    dft.index = dft.index.tz_localize(None)
-    
-    # 整理数据项
-    dft.rename(columns={'open':'Open','high':'High','low':'Low','close':'Close', \
-                        'volume':'Volume'},inplace=True)
-    
-    dft.rename(columns={'adjOpen':'Adj Open','adjHigh':'Adj High','adjLow':'Adj Low', \
-                        'adjClose':'Adj Close', \
-                        'adjVolume':'Adj Volume'},inplace=True)
-        
-    dft['source']='Tiingo'
-    dft['ticker']=ticker; dft['name']=ticker
-        
-    return dft
-        
-        
-#==============================================================================
-#==============================================================================
-#==============================================================================
-
-