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

build/lib/siat/stooq.py

@@ -1,74 +0,0 @@
-from pandas_datareader.base import _DailyBaseReader
-
-
-class StooqDailyReader(_DailyBaseReader):
-
-    """
-    Returns DataFrame/dict of Dataframes of historical stock prices from
-    symbols, over date range, start to end.
-
-    Parameters
-    ----------
-    symbols : string, array-like object (list, tuple, Series), or DataFrame
-        Single stock symbol (ticker), array-like object of symbols or
-        DataFrame with index containing stock symbols.
-    start : string, int, date, datetime, Timestamp
-        Starting date. Parses many different kind of date
-        representations (e.g., 'JAN-01-2010', '1/1/10', 'Jan, 1, 1980'). Defaults to
-        20 years before current date.
-    end : string, int, date, datetime, Timestamp
-        Ending date
-    retry_count : int, default 3
-        Number of times to retry query request.
-    pause : int, default 0.1
-        Time, in seconds, to pause between consecutive queries of chunks. If
-        single value given for symbol, represents the pause between retries.
-    chunksize : int, default 25
-        Number of symbols to download consecutively before initiating pause.
-    session : Session, default None
-        requests.sessions.Session instance to be used
-    freq: string, d, w, m ,q, y for daily, weekly, monthly, quarterly, yearly
-
-    Notes
-    -----
-    See `Stooq <https://stooq.com>`__
-    """
-
-    @property
-    def url(self):
-        """API URL"""
-        return "https://stooq.com/q/d/l/"
-
-    def _get_params(self, symbol, country="US"):
-        symbol_parts = symbol.split(".")
-        if not symbol.startswith("^"):
-            if len(symbol_parts) == 1: #若symbol中不含后缀，不再自动加后缀.US
-                pass
-                #symbol = ".".join([symbol, country])
-            elif symbol_parts[1].lower() == "pl": #后缀为波兰
-                #pass
-                symbol = symbol_parts[0]
-            else:
-                #pass
-                if symbol_parts[1].lower() not in [
-                    "de",
-                    "hk",
-                    "hu",
-                    "jp",
-                    "uk",
-                    "us",
-                    "f",
-                    "b",
-                    "m",
-                    "cn",
-                ]:
-                    symbol = ".".join([symbol, "US"])
-
-        params = {
-            "s": symbol,
-            "i": self.freq or "d",
-            "d1": self.start.strftime("%Y%m%d"),
-            "d2": self.end.strftime("%Y%m%d"),
-        }
-
-        return params

build/lib/siat/transaction.py

@@ -1,347 +0,0 @@
-# -*- coding: utf-8 -*-
-"""
-本模块功能：为维持兼容性，套壳stock的模块
-所属工具包：证券投资分析工具SIAT 
-SIAT：Security Investment Analysis Tool
-创建日期：2021年5月16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！
-"""
-#==============================================================================
-#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 *
-from siat.security_prices import *
-from siat.security_price2 import *
-
-# 复制股票分析函数
-from siat.stock import *
-#==============================================================================
-#==============================================================================
-#==============================================================================
-# 功能：灵活比较证券指标：先获取收盘价，再行计算、比较和绘图
-# 特点1：比compare_security更灵活，可处理债券指数与股票指数的比较
-# 特点2：可处理短期国债与长期国债的收益率，模拟短期和长期无风险收益率
-#==============================================================================
-if __name__=='__main__':
-    df1=get_prices('000300.SS','2018-1-1','2020-12-31')
-
-    from siat.bond import *
-    df2=bond_prices_china('中债-综合指数','2018-1-1','2020-12-31',graph=False)    
-    
-    indicator='Annual Ret%'
-    fromdate='2019-7-1'
-    todate='2020-6-30'
-    graph=True
-    power=0
-    zeroline=True
-    twinx=False
-
-def compare_indicator(df1,df2,indicator,fromdate,todate, \
-                      graph=True,power=0,zeroline=True, \
-                      twinx=False,loc1='upper left',loc2='lower left'):
-    """
-    功能：基于两个数据表df1/df2中的列Close/Adj Close计算指标indicator，绘图比较
-    输入要求：数据表df1/df2中需要，索引为datetime，Close， Adj Close，ticker，source和footnote
-    当footnote为空时不需要显示
-    """
-    #检查日期期间
-    result,start,end=check_period(fromdate,todate)
-    if not result:
-        print("  #Error(compare_indicator): invalid date period from",fromdate,'to',todate)
-        if graph: return      
-        else: return None
-    
-    #检查是否支持该indicator
-    indlist=['Close','Adj Close','Daily Ret','Daily Ret%','Daily Adj Ret','Daily Adj Ret%',
-             'log(Daily Ret)','log(Daily Adj Ret)','Weekly Ret','Weekly Ret%',
-             'Weekly Adj Ret','Weekly Adj Ret%','Monthly Ret','Monthly Ret%',
-             'Monthly Adj Ret','Monthly Adj Ret%','Quarterly Ret','Quarterly Ret%',
-             'Quarterly Adj Ret','Quarterly Adj Ret%','Annual Ret','Annual Ret%',
-             'Annual Adj Ret','Annual Adj Ret%','Exp Ret','Exp Ret%','Exp Adj Ret',
-             'Exp Adj Ret%','Weekly Price Volatility','Weekly Adj Price Volatility',
-             'Monthly Price Volatility','Monthly Adj Price Volatility',
-             'Quarterly Price Volatility','Quarterly Adj Price Volatility',
-             'Annual Price Volatility','Annual Adj Price Volatility',
-             'Exp Price Volatility','Exp Adj Price Volatility',
-             'Weekly Ret Volatility','Weekly Ret Volatility%',
-             'Weekly Adj Ret Volatility','Weekly Adj Ret Volatility%',
-             'Monthly Ret Volatility', 'Monthly Ret Volatility%',
-             'Monthly Adj Ret Volatility', 'Monthly Adj Ret Volatility%',
-             'Quarterly Ret Volatility', 'Quarterly Ret Volatility%',
-             'Quarterly Adj Ret Volatility', 'Quarterly Adj Ret Volatility%',
-             'Annual Ret Volatility', 'Annual Ret Volatility%',
-             'Annual Adj Ret Volatility', 'Annual Adj Ret Volatility%',
-             'Exp Ret Volatility', 'Exp Ret Volatility%', 'Exp Adj Ret Volatility',
-             'Exp Adj Ret Volatility%', 'Weekly Ret LPSD', 'Weekly Ret LPSD%',
-             'Weekly Adj Ret LPSD', 'Weekly Adj Ret LPSD%', 'Monthly Ret LPSD',
-             'Monthly Ret LPSD%', 'Monthly Adj Ret LPSD', 'Monthly Adj Ret LPSD%',
-             'Quarterly Ret LPSD', 'Quarterly Ret LPSD%', 'Quarterly Adj Ret LPSD',
-             'Quarterly Adj Ret LPSD%', 'Annual Ret LPSD', 'Annual Ret LPSD%',
-             'Annual Adj Ret LPSD', 'Annual Adj Ret LPSD%', 'Exp Ret LPSD',
-             'Exp Ret LPSD%', 'Exp Adj Ret LPSD', 'Exp Adj Ret LPSD%']
-    if indicator not in indlist:
-        print("  #Error(compare_indicator): unsupported indicator",indicator)
-        print("  Supported indicators:",indlist)
-        if graph: return      
-        else: return None   
-    
-    print("  Calculating indicators ......")
-    #计算df1中的indicator
-    df1i=calc_indicators(df1,indicator)   
-    df1i1=df1i[df1i.index >=start]
-    df1i2=df1i1[df1i1.index <= end]
-    
-    #计算df2中的indicator
-    df2i=calc_indicators(df2,indicator)
-    df2i1=df2i[df2i.index >=start]
-    df2i2=df2i1[df2i1.index <= end]    
-    
-    #绘图
-    ticker1=ticker_name(df1i2['ticker'][0])
-    colname1=indicator
-    label1=ectranslate(indicator)
-
-    ticker2=ticker_name(df2i2['ticker'][0])
-    colname2=indicator
-    label2=ectranslate(indicator)
-    
-    ylabeltxt=label1
-    titletxt="证券指标走势比较"
-    
-    note=''
-    note1=df1i2['footnote'][0]
-    if note1 != '':
-        #note="证券1："+note1
-        note=note1
-    note2=df2i2['footnote'][0]
-    if note2 != '':
-        #note=note+"，证券2："+note2
-        note=note+"；"+note2
-    if note != '':
-        note=note+'\n'
-    
-    source1=df1i2['source'][0]
-    source2=df2i2['source'][0]
-    if source1 == source2:
-        source=source1
-    else:
-        source=source1+'，'+source2
-    
-    import datetime
-    today = datetime.date.today().strftime("%Y-%m-%d")
-    source="数据来源："+source+'，'+today    
-    
-    footnote=''
-    if note != '':
-        footnote=note+source
-    else:
-        footnote=source
-    
-    plot_line2(df1i2,ticker1,colname1,label1, \
-               df2i2,ticker2,colname2,label2, \
-               ylabeltxt,titletxt,footnote, \
-               power=power,zeroline=zeroline, \
-               twinx=twinx,loc1=loc1,loc2=loc2)
-
-    if graph: return      
-    else: return df1i2,df2i2  
-
-if __name__=='__main__':
-    compare_indicator(df1,df2,'Annual Ret%','2019-7-1','2020-6-30')
-    compare_indicator(df1,df2,'Annual Ret Volatility%','2019-7-1','2020-6-30')
-    
-    from siat.bond import *
-    search_bond_index_china(keystr='国债',printout=True)
-    df1=bond_index_china('中债-0-1年国债指数','2018-1-1','2020-12-31',graph=False)
-    df2=bond_index_china('中债-10年期国债指数','2018-1-1','2020-12-31',graph=False)
-    compare_indicator(df1,df2,'Annual Ret%','2019-7-1','2020-6-30')
-    compare_indicator(df1,df2,'Annual Ret Volatility%','2019-7-1','2020-6-30')
-    compare_indicator(df1,df2,'Exp Ret%','2019-7-1','2020-6-30')
-    
-    
-#==============================================================================
-if __name__=='__main__':
-    from siat.bond import *
-    search_bond_index_china(keystr='国债',printout=True)
-    df1=bond_index_china('中债-10年期国债指数','2018-1-1','2020-12-31',graph=False)
-    
-    indicator='Annual Ret%'
-    fromdate='2019-7-1'
-    todate='2020-6-30'
-    graph=True
-    power=0
-    zeroline=True
-    twinx=False
-
-def draw_indicator(df1,indicator,fromdate,todate, \
-                      graph=True,power=0,zeroline=True):
-    """
-    功能：基于单个数据表df1中的列Close/Adj Close计算指标indicator，绘图
-    输入要求：数据表df1中需要，索引为datetime，Close， Adj Close，ticker和footnote
-    当footnote为空时不需要显示
-    """
-    #检查日期期间
-    result,start,end=check_period(fromdate,todate)
-    if not result:
-        print("  #Error(calc_indicator): invalid date period from",fromdate,'to',todate)
-        if graph: return      
-        else: return None
-    
-    #检查是否支持该indicator
-    indlist=['Close','Adj Close','Daily Ret','Daily Ret%','Daily Adj Ret','Daily Adj Ret%',
-             'log(Daily Ret)','log(Daily Adj Ret)','Weekly Ret','Weekly Ret%',
-             'Weekly Adj Ret','Weekly Adj Ret%','Monthly Ret','Monthly Ret%',
-             'Monthly Adj Ret','Monthly Adj Ret%','Quarterly Ret','Quarterly Ret%',
-             'Quarterly Adj Ret','Quarterly Adj Ret%','Annual Ret','Annual Ret%',
-             'Annual Adj Ret','Annual Adj Ret%','Exp Ret','Exp Ret%','Exp Adj Ret',
-             'Exp Adj Ret%','Weekly Price Volatility','Weekly Adj Price Volatility',
-             'Monthly Price Volatility','Monthly Adj Price Volatility',
-             'Quarterly Price Volatility','Quarterly Adj Price Volatility',
-             'Annual Price Volatility','Annual Adj Price Volatility',
-             'Exp Price Volatility','Exp Adj Price Volatility',
-             'Weekly Ret Volatility','Weekly Ret Volatility%',
-             'Weekly Adj Ret Volatility','Weekly Adj Ret Volatility%',
-             'Monthly Ret Volatility', 'Monthly Ret Volatility%',
-             'Monthly Adj Ret Volatility', 'Monthly Adj Ret Volatility%',
-             'Quarterly Ret Volatility', 'Quarterly Ret Volatility%',
-             'Quarterly Adj Ret Volatility', 'Quarterly Adj Ret Volatility%',
-             'Annual Ret Volatility', 'Annual Ret Volatility%',
-             'Annual Adj Ret Volatility', 'Annual Adj Ret Volatility%',
-             'Exp Ret Volatility', 'Exp Ret Volatility%', 'Exp Adj Ret Volatility',
-             'Exp Adj Ret Volatility%', 'Weekly Ret LPSD', 'Weekly Ret LPSD%',
-             'Weekly Adj Ret LPSD', 'Weekly Adj Ret LPSD%', 'Monthly Ret LPSD',
-             'Monthly Ret LPSD%', 'Monthly Adj Ret LPSD', 'Monthly Adj Ret LPSD%',
-             'Quarterly Ret LPSD', 'Quarterly Ret LPSD%', 'Quarterly Adj Ret LPSD',
-             'Quarterly Adj Ret LPSD%', 'Annual Ret LPSD', 'Annual Ret LPSD%',
-             'Annual Adj Ret LPSD', 'Annual Adj Ret LPSD%', 'Exp Ret LPSD',
-             'Exp Ret LPSD%', 'Exp Adj Ret LPSD', 'Exp Adj Ret LPSD%']
-    if indicator not in indlist:
-        print("  #Error(calc_indicator): unsupported indicator",indicator)
-        print("  Supported indicators:",indlist)
-        if graph: return      
-        else: return None   
-    
-    print("  Calculating indicators ......")
-    #计算df1中的indicator
-    df1i=calc_indicators(df1,indicator)   
-    df1i1=df1i[df1i.index >=start]
-    df1i2=df1i1[df1i1.index <= end]
-    
-    
-    #绘图
-    ticker1=ticker_name(df1i2['ticker'][0])
-    colname1=indicator
-    label1=ectranslate(indicator)
-
-    ylabeltxt=label1
-    titletxt="证券指标走势："+ticker1
-    
-    note=''
-    note1=df1i2['footnote'][0]
-    if note1 != '':
-        note="证券1："+note1
-    if note != '':
-        note=note+'\n'
-    
-    source1=df1i2['source'][0]
-    source=source1
-    
-    import datetime
-    today = datetime.date.today().strftime("%Y-%m-%d")
-    source="数据来源："+source+'，'+today    
-    
-    footnote=''
-    if note != '':
-        footnote=note+source
-    else:
-        footnote=source
-    
-    plot_line(df1i2,colname1,label1,ylabeltxt,titletxt,footnote, \
-              power=power,zeroline=zeroline)
-    #print("power=",power,"zeroline=",zeroline)
-
-    if graph: return      
-    else: return df1i2
-
-if __name__=='__main__':
-    draw_indicator(df1,'Annual Ret%','2019-7-1','2020-6-30')
-#==============================================================================
-if __name__=='__main__':
-    indicator=''
-    df=df1
-
-def calc_indicators(df,indicator):
-    """
-    功能：基于df中的列Close/Adj Close计算indicator，生成新的列indicator
-    """
-    
-    #计算indicator
-    #import siat.stock as sst
-    import siat.security_prices as sst
-    #加入日收益率
-    df1=sst.calc_daily_return(df)
-    df1.dropna(subset=['Daily Ret'],inplace=True)
-    fromdate=df1.index[0].strftime("%Y-%m-%d")
-    
-    #加入滚动收益率
-    df1a=sst.calc_rolling_return(df1, "Weekly") 
-    df1b=sst.calc_rolling_return(df1a, "Monthly")
-    df1c=sst.calc_rolling_return(df1b, "Quarterly")
-    df1d=sst.calc_rolling_return(df1c, "Annual")         
-    #加入扩展收益率
-    df2=sst.calc_expanding_return(df1d,fromdate)    
-    collist=list(df2)
-    if indicator in collist:
-        return df2
-    
-    #加入滚动价格波动风险
-    df2a=sst.rolling_price_volatility(df2, "Weekly") 
-    df2b=sst.rolling_price_volatility(df2a, "Monthly")
-    df2c=sst.rolling_price_volatility(df2b, "Quarterly")
-    df2d=sst.rolling_price_volatility(df2c, "Annual") 
-    #加入累计价格波动风险
-    df3=sst.expanding_price_volatility(df2d,fromdate)    
-    collist=list(df3)
-    if indicator in collist:
-        return df3
-    
-    #加入滚动收益率波动风险
-    df3a=sst.rolling_ret_volatility(df3, "Weekly") 
-    df3b=sst.rolling_ret_volatility(df3a, "Monthly")
-    df3c=sst.rolling_ret_volatility(df3b, "Quarterly")
-    df3d=sst.rolling_ret_volatility(df3c, "Annual") 
-    #加入累计收益率波动风险
-    df4=sst.expanding_ret_volatility(df3d,fromdate)    
-    collist=list(df4)
-    if indicator in collist:
-        return df4
-    
-    #加入滚动收益率下偏标准差
-    df4a=sst.rolling_ret_lpsd(df4, "Weekly") 
-    df4b=sst.rolling_ret_lpsd(df4a, "Monthly")
-    df4c=sst.rolling_ret_lpsd(df4b, "Quarterly")
-    df4d=sst.rolling_ret_lpsd(df4c, "Annual") 
-    #加入扩展收益率下偏标准差
-    df5=sst.expanding_ret_lpsd(df4d,fromdate)    
-
-    return df5
-
-if __name__=='__main__':
-    df1i=calc_indicators(df1,'')
-
-#==============================================================================
-#==============================================================================
-#==============================================================================
-
-#==============================================================================
-
-