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

build/lib/siat/capm_beta2.py

@@ -1,887 +0,0 @@
-# -*- coding: utf-8 -*-
-"""
-本模块功能：CAPM beta
-所属工具包：证券投资分析工具SIAT 
-SIAT：Security Investment Analysis Tool
-创建日期：2024年3月22日
-最新修订日期：2024年3月22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！
-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.translate import *
-from siat.security_prices import *
-from siat.security_price2 import *
-from siat.grafix import *
-
-import pandas as pd
-import numpy as np
-#==============================================================================
-#==============================================================================
-#==============================================================================
-if __name__=='__main__':
-    ticker="600519.SS"
-
-def get_market_index_code(ticker):
-    """
-    功能：基于股票ticker确定其所在市场的大盘指数代码
-    """
-    ticker=tickers_cvt2yahoo(ticker)
-    _,_,suffix=split_prefix_suffix(ticker)
-    
-    if suffix in ['SS']:
-        mktidx='000001.SS' #上证综合指数
-    elif suffix in ['SZ']:
-        mktidx='399001.SZ'
-    elif suffix in ['BJ']:
-        mktidx='899050.BJ' #北证50指数   
-    elif suffix in ['CN']:
-        mktidx='000300.SS' #沪深300指数          
-    elif suffix in ['HK']:
-        mktidx='^HSI'      #恒生指数
-    elif suffix in ['TW']:
-        mktidx='^TWII'     #台湾加权指数    
-    elif suffix in ['SI']:
-        mktidx='^STI'      #新加坡海峡时报指数
-    elif suffix in ['T']:
-        mktidx='^N225'     #日经225指数
-    elif suffix in ['KS']:
-        mktidx='^KS11'     #韩国综合指数
-    elif suffix in ['NS','BO']:
-        mktidx='^SNX'      #孟买敏感指数
-    elif suffix =='':
-        mktidx='^SPX'      #标普500指数
-    elif suffix in ['L','UK']:
-        mktidx='^FTSE'     #英国富时100指数
-    elif suffix in ['DE']:
-        mktidx='^DAX'      #德国DAX30指数
-    elif suffix in ['F']:
-        mktidx='^CAC'      #法国CAC40指数
-    else:
-        mktidx='^SPX'      #标普500指数
-        
-    return mktidx
-
-#==============================================================================
-if __name__=='__main__':
-    ticker="600519.SS"
-    ticker={'Market':('US','^SPX','中概教培组合'),'EDU':0.7,'TAL':0.3}
-    
-    start2='2022-10-31'
-    end='2024-3-23'
-    RF=0.01759
-    regtrddays=252
-    
-    mktidx='auto'; source='auto'
-    
-    reg_result,dretdf3=regression_capm(ticker,start2,end,RF,regtrddays)
-
-def regression_capm(ticker,start2,end, \
-                    adjust='qfq', \
-                    RF=0,regtrddays=252, \
-                    mktidx='auto',source='auto',ticker_type='auto'):
-    """
-    功能：进行CAPM回归，R-Rf=beta*(Rm-Rf)，无截距项回归
-    x为(Rm-Rf)，y为R-Rf，均为日收益率，默认回归样本长度一年（365日历日或252交易日）
-    返回：beta系数
-    注意：回归基于传统的日收益率，而非滚动收益率
-    """
-    DEBUG=False
-
-    #抓取股价，计算股票日收益率
-    if DEBUG:
-        print("*** DEBUG:",ticker,start2,end)
-    #pricedf=get_price(ticker,start2,end,source=source)
-    #pricedf=get_price_security(ticker,start2,end,source=source)
-    pricedf,found=get_price_1ticker_mixed(ticker=ticker,fromdate=start2,todate=end, \
-                                          adjust=adjust, \
-                                          source=source,ticker_type=ticker_type)
-    
-    if pricedf is None:
-        print("  #Error(regression_capm): info of security",ticker_name(ticker,ticker_type),"not found or inaccessible")
-        return None,None
-    
-    #计算股票滚动收益率
-    pricedf1=calc_daily_return(pricedf)
-    
-    #抓取大盘指数，计算指数日收益率
-    """
-    if 'auto' in mktidx.lower():
-        mktidx=get_market_index_code(ticker)
-    """
-    if isinstance(ticker,dict):
-        _,mktidx,pftickerlist,_,ticker_type=decompose_portfolio(ticker)
-        if 'auto' in mktidx.lower():
-            mktidx=get_market_index_code(pftickerlist[0])
-    else:
-        if 'auto' in mktidx.lower():
-            mktidx=get_market_index_code(ticker)
-        
-    #marketdf=get_price(mktidx,start2,end,source=source)
-    #大盘指数实际上无复权价？
-    marketdf,found=get_price_1ticker_mixed(ticker=mktidx,fromdate=start2,todate=end, \
-                                           adjust=adjust, \
-                                           source=source,ticker_type=ticker_type)
-
-    if marketdf is None:
-        print("  #Error(regression_capm): info of market index",mktidx,"not found or inaccessible")
-        return None,None
-    
-    marketdf1=calc_daily_return(marketdf)
-    
-    #合并股票和大盘指数日收益率
-    dretdf1=pd.merge(marketdf1,pricedf1,how='inner',left_index=True,right_index=True)
-
-    #准备CAPM回归文件
-    if adjust == '':
-        dretname='Daily Ret'
-    else:
-        dretname='Daily Adj Ret'
-        
-    #计算日无风险利率
-    RF_daily=RF / 365 
-        
-    dretx=dretname+'_x' #指数日收益率
-    drety=dretname+'_y' #股票日收益率
-    dretdf2=dretdf1[[dretx,drety]]
-    dretdf2.dropna(inplace=True)
-
-    #计算股票和指数收益率的风险溢价R-RF
-    dretdfcols=list(dretdf2)    
-    for c in dretdfcols:
-        dretdf2[c]=dretdf2[c].apply(lambda x: x-RF_daily)
-    dretdf2=dretdf2.reset_index()
-    #dretdf2.rename(columns={'index':'Date'},inplace=True)
-    if 'Date' not in list(dretdf2):
-        dretdf2['Date']=dretdf2['index']
-    
-    #CAPM回归，计算贝塔系数
-    dretnum=len(dretdf2)
-    if regtrddays >= dretnum:
-        regtrddays=dretnum - 31 *2
-        
-    import statsmodels.api as sm
-    reg_result=pd.DataFrame(columns=('Date','beta'))
-    for i in range(dretnum):
-        i2=dretnum-i
-        i1=i2-regtrddays
-        if i1 < 0: break
-    
-        regdf=dretdf2[i1:i2]
-        lastdate=regdf.tail(1)['Date'].values[0]
-        
-        X=regdf[dretx] #无截距项回归
-        Y=regdf[drety]
-        model = sm.OLS(Y,X)	#定义回归模型R-Rf=beta(Rm-Rf)，X可为多元矩阵
-        results = model.fit()	#进行OLS回归
-        beta=results.params[0]	#提取回归系数
-        
-        row=pd.Series({'Date':lastdate,'beta':beta})
-        try:
-            reg_result=reg_result.append(row,ignore_index=True)        
-        except:
-            reg_result=reg_result._append(row,ignore_index=True)
-        
-    reg_result.set_index(['Date'],inplace=True) 
-    reg_result.sort_index(inplace=True) #按日期升序排列 
-    
-    dretdf3=dretdf2.set_index(['Date']) 
-    if 'index' in list(dretdf3):
-        del dretdf3['index']
-    
-    reg_result['mktidx']=mktidx
-    
-    return reg_result,dretdf3
-
-
-def regression_capm_df(marketdf,pricedf,mktidx,adjust='qfq',RF=0,regtrddays=252):
-    """
-    功能：进行CAPM回归，R-Rf=beta*(Rm-Rf)，无截距项回归
-    x为(Rm-Rf)，y为R-Rf，均为日收益率，默认回归样本长度一年（365日历日或252交易日）
-    返回：beta系数
-    注意：回归基于传统的日收益率，而非滚动收益率
-    """
-    
-    #合并股票和大盘指数日收益率
-    dretdf1=pd.merge(marketdf,pricedf,how='inner',left_index=True,right_index=True)
-
-    #准备CAPM回归文件
-    if adjust == '':
-        dretname='Daily Ret'
-    else:
-        dretname='Daily Adj Ret'
-        
-    #计算日无风险利率
-    RF_daily=RF / 365 
-        
-    dretx=dretname+'_x' #指数日收益率
-    drety=dretname+'_y' #股票日收益率
-    dretdf2=dretdf1[[dretx,drety]]
-    dretdf2.dropna(inplace=True)
-
-    #计算股票和指数收益率的风险溢价R-RF
-    dretdfcols=list(dretdf2)    
-    for c in dretdfcols:
-        dretdf2[c]=dretdf2[c].apply(lambda x: x-RF_daily)
-    dretdf2=dretdf2.reset_index()
-    #dretdf2.rename(columns={'index':'Date'},inplace=True)
-    if 'Date' not in list(dretdf2):
-        dretdf2['Date']=dretdf2['index']
-    
-    #CAPM回归，计算贝塔系数
-    dretnum=len(dretdf2)
-    if regtrddays >= dretnum:
-        regtrddays=dretnum - 31 *2
-        
-    import statsmodels.api as sm
-    reg_result=pd.DataFrame(columns=('Date','beta'))
-    for i in range(dretnum):
-        i2=dretnum-i
-        i1=i2-regtrddays
-        if i1 < 0: break
-    
-        regdf=dretdf2[i1:i2]
-        lastdate=regdf.tail(1)['Date'].values[0]
-        
-        X=regdf[dretx] #无截距项回归
-        Y=regdf[drety]
-        model = sm.OLS(Y,X)	#定义回归模型R-Rf=beta(Rm-Rf)，X可为多元矩阵
-        results = model.fit()	#进行OLS回归
-        beta=results.params[0]	#提取回归系数
-        
-        row=pd.Series({'Date':lastdate,'beta':beta})
-        try:
-            reg_result=reg_result.append(row,ignore_index=True)        
-        except:
-            reg_result=reg_result._append(row,ignore_index=True)
-        
-    reg_result.set_index(['Date'],inplace=True) 
-    reg_result.sort_index(inplace=True) #按日期升序排列 
-    
-    dretdf3=dretdf2.set_index(['Date']) 
-    if 'index' in list(dretdf3):
-        del dretdf3['index']
-    
-    reg_result['mktidx']=mktidx
-    
-    return reg_result,dretdf3
-
-#==============================================================================
-if __name__=='__main__':
-    ticker="600519.SS"
-    ticker={'Market':('US','^SPX','中概教培组合'),'EDU':0.5,'TAL':0.3,'TEDU':0.2}
-    
-    start="2024-1-1"
-    end="2024-3-23"
-    RF=0.01759
-    regtrddays=252
-    mktidx='auto'; source='auto'
-    
-    beta1=get_capm_beta(ticker,start,end,RF,regtrddays)
-    beta1.plot()
-
-def get_capm_beta(ticker,start,end,adjust='qfq',RF=0,regtrddays=252,mktidx='auto', \
-                  source='auto',ticker_type='auto'):
-    """
-    功能：套壳函数regression_capm，仅返回滚动的贝塔系数，基于日收益率
-    滚动窗口长度为regtrddays，默认为一年的交易日
-    注意函数regression_capm没有向前调整日期，需要本函数内进行调整。
-    """
-    start2=date_adjust(start,adjust=-365/252 * regtrddays -31*2)
-    
-    reg_result,_=regression_capm(ticker=ticker,start2=start2,end=end, \
-                                 adjust=adjust, \
-                                 RF=RF, \
-                                 regtrddays=regtrddays,mktidx=mktidx, \
-                                 source=source,ticker_type=ticker_type)
-    
-    startpd=pd.to_datetime(date_adjust(start,adjust=-7))
-    endpd=pd.to_datetime(end)
-    
-    try:
-        reg_result2=reg_result[(reg_result.index >= startpd) & (reg_result.index <= endpd)]
-    except:
-        print("  #Error(get_capm_beta): none obtained from capm regression")
-    
-    return reg_result2
-    
-#==============================================================================
-#==============================================================================
-if __name__=='__main__':
-    ticker=["600519.SS","000858.SZ"]
-    ticker={'Market':('US','^SPX','中概教培组合'),'EDU':0.5,'TAL':0.3,'TEDU':0.2}
-    
-    start="2024-1-1"
-    end="2024-3-23"
-    RF=0.01759
-    regression_period=365
-    
-    graph=True; axhline_value=1; axhline_label=''
-    printout=False
-    annotate=False
-    mktidx='auto'
-    source='auto'
-    ticker_type='auto'
-    
-    betas=compare_mticker_1beta(ticker,start,end)
-
-def compare_mticker_1beta(ticker,start,end, \
-                         adjust='qfq', \
-                         RF=0,regression_period=365, \
-                            attention_value='',attention_value_area='', \
-                            attention_point='',attention_point_area='', \
-                         axhline_value=1,axhline_label='零线', \
-                             band_area='', \
-                         graph=True,facecolor='whitesmoke',loc='best', \
-                         annotate=False,annotate_value=False, \
-                         mark_top=False,mark_bottom=False, \
-                         mark_start=False,mark_end=False, \
-                         mktidx='auto',source='auto',ticker_type='auto'):
-    """
-    功能：多只股票，对比其贝塔系数
-    """
-    
-    import os,sys
-    class HiddenPrints:
-        def __enter__(self):
-            self._original_stdout = sys.stdout
-            sys.stdout = open(os.devnull, 'w')
-
-        def __exit__(self, exc_type, exc_val, exc_tb):
-            sys.stdout.close()
-            sys.stdout = self._original_stdout
-    
-    #转换字符串和列表，避免下面的循环出错
-    if isinstance(ticker,str) or isinstance(ticker,dict):
-        ticker=[ticker]
-    if isinstance(RF,list):
-        RF=RF[0]
-    if isinstance(regression_period,list):
-        regression_period=regression_period[0]
-    print("  Working on capm beta, please wait ......")
-        
-    #计算日历日regression_period对应的交易日数
-    regtrddays=int(252 / 365 * regression_period)
-
-    #预处理ticker_type
-    ticker_type_list=ticker_type_preprocess_mticker_mixed(ticker,ticker_type)  
-    
-    df=pd.DataFrame() 
-    for t in ticker:
-        pos=ticker.index(t)
-        tt=ticker_type_list[pos] 
-        
-        #关闭print输出
-        with HiddenPrints():
-            df_tmp=get_capm_beta(t,start,end,adjust,RF,regtrddays,mktidx,source,ticker_type=tt)
-        
-        if df_tmp is None:
-            break
-        else:
-            dft=df_tmp[['beta']]
-            
-            tname=ticker_name(t,tt)
-            dft.rename(columns={'beta':tname},inplace=True)
-            mktidx_name=ticker_name(df_tmp['mktidx'].values[0])
-            
-            # 将band_area中的ticker替换为tname
-            if band_area != '':
-                for index, item in enumerate(band_area):
-                    if item == t:
-                        band_area[index] = tname        
-            
-        if len(df)==0: #第一个
-            df=dft 
-        else:
-            df=pd.merge(df,dft,how='outer',left_index=True,right_index=True)
-
-    if len(df)==0:
-        print("  #Error(compare_mticker_1beta): beta data not available for",t,"between",start,end)        
-        return None
-    
-    #仅用于绘图和制表
-    df1=df.copy()
-    beta_list=list(df1)
-    
-    for c in beta_list:
-        #是否绘制水平线
-        if df1[c].max() > axhline_value and df1[c].min() < axhline_value:
-            axhline_label='零线'
-        #df1.rename(columns={c:ticker_name(c)},inplace=True)
-    
-    #共同脚注    
-    footnote1=text_lang("注：","Notes: ")
-    """
-    if RF !=0:
-        footnote2=text_lang("年化无风险利率为","RF = ")+str(round(RF*100,4))+text_lang('%。','% pa. ')
-    else:
-        footnote2="假设年化无风险利率为零。"
-    """
-    footnote2=text_lang("年化无风险利率为","RF = ")+str(round(RF*100,4))+text_lang('%。','% pa. ')
-    
-    footnote3=text_lang("基于","Beta using ")+mktidx_name+text_lang("，CAPM回归期间为",", CAPM rolling ")+str(regression_period)+text_lang("个自然日"," days")
-    
-    import datetime; todaydt = datetime.date.today()
-    footnote4=text_lang("数据来源: 综合新浪/Stooq/Yahoo，","Data source: Sina/Stooq/Yahoo, ")+str(todaydt)+text_lang("统计",'')
-    if footnote3 !='':
-        footnotex=footnote1+footnote2+footnote3+'\n'+footnote4
-    else:
-        footnotex=footnote1+footnote2+footnote3+footnote4
-
-    #绘图
-    if graph:
-        title_txt=text_lang("CAPM贝塔系数","CAPM Beta Coefficient")
-        y_label=text_lang("贝塔系数","Beta")
-
-        draw_lines(df1,y_label,x_label=footnotex, \
-                   axhline_value=axhline_value,axhline_label=axhline_label, \
-                   title_txt=title_txt,data_label=False, \
-                        attention_value=attention_value,attention_value_area=attention_value_area, \
-                        attention_point=attention_point,attention_point_area=attention_point_area, \
-                            band_area=band_area, \
-                   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)
- 
-    return df
-
-#==============================================================================
-if __name__=='__main__':
-    ticker="600519.SS"
-    ticker="000858.SZ"
-    ticker={'Market':('China','000300.SS','白酒组合'),'600519.SS':0.2,'000858.SZ':0.3,'600809.SS':0.5}
-    
-    start="2024-3-11"
-    end="2024-3-23"
-    RF=[0,0.01759,0.05]
-    regression_period=365
-    
-    graph=True; axhline_value=1; axhline_label=''
-    annotate=False
-    mktidx='auto'
-    source='auto'
-    ticker_type='auto'
-    
-    betas=compare_1ticker_mRF(ticker,start,end,RF)
-
-def compare_1ticker_mRF(ticker,start,end, \
-                        adjust='qfq', \
-                        RF=[0,0.02,0.05], \
-                        regression_period=365, \
-                            attention_value='',attention_value_area='', \
-                            attention_point='',attention_point_area='', \
-                        axhline_value=1,axhline_label='零线', \
-                            band_area='', \
-                        graph=True,facecolor='whitesmoke',loc='best', \
-                        annotate=False,annotate_value=False, \
-                        mark_top=False,mark_bottom=False, \
-                        mark_start=False,mark_end=False, \
-                        mktidx='auto',source='auto', \
-                        ticker_type='auto'):
-    """
-    功能：一只股票，不同的无风险收益率
-    """
-    
-    import os,sys
-    class HiddenPrints:
-        def __enter__(self):
-            self._original_stdout = sys.stdout
-            sys.stdout = open(os.devnull, 'w')
-
-        def __exit__(self, exc_type, exc_val, exc_tb):
-            sys.stdout.close()
-            sys.stdout = self._original_stdout
-    
-    #转换字符串和列表，避免下面的循环出错
-    if isinstance(ticker,list):
-        ticker=ticker[0]
-    if isinstance(RF,float):
-        RF=[RF]
-    if isinstance(regression_period,list):
-        regression_period=regression_period[0]
-    print("  Working on capm beta with different RFs, please wait ......")
-        
-    #计算日历日regression_period对应的交易日数
-    regtrddays=int(252 / 365 * regression_period)
-    
-    #预处理ticker_type
-    ticker_type=ticker_type_preprocess_mticker_mixed(ticker,ticker_type)
-        
-    df=pd.DataFrame() 
-    for t in RF:
-        #关闭print输出
-        with HiddenPrints():
-            df_tmp=get_capm_beta(ticker,start,end,adjust,t,regtrddays,mktidx,source,ticker_type=ticker_type)
-        
-        if df_tmp is None:
-            break
-        else:
-            dft=df_tmp[['beta']]
-            
-            #tname="基于无风险利率"+str(round(t*100,4))+'%'
-            tname="RF="+str(round(t*100,4))+'%'
-            dft.rename(columns={'beta':tname},inplace=True)
-            mktidx_name=ticker_name(df_tmp['mktidx'].values[0])
-            
-            # 将band_area中的ticker替换为tname
-            if band_area != '':
-                for index, item in enumerate(band_area):
-                    if item == t:
-                        band_area[index] = tname                
-
-        if len(df)==0: #第一个
-            df=dft 
-        else:
-            df=pd.merge(df,dft,how='outer',left_index=True,right_index=True)
-
-    if len(df)==0:
-        print("  #Error(compare_1ticker_mRF): data not available for",ticker,"between",start,end)        
-        return None
-    
-    #仅用于绘图和制表
-    df1=df.copy()
-    beta_list=list(df1)
-    
-    for c in beta_list:
-        #是否绘制水平线
-        if df1[c].max() > axhline_value and df1[c].min() < axhline_value:
-            axhline_label='零线'
-        #df1.rename(columns={c:"基于无风险利率"+c},inplace=True)
-    
-    #去掉提前的数据
-    start1=pd.to_datetime(date_adjust(start,adjust=-2))
-    df1=df1[df1.index >= start1]
-    
-    #共同脚注    
-    footnote1="注："
-    footnote2=""
-        
-    #footnote3="贝塔系数基于日收益率，回归期间跨度为"+str(regression_period)+"个自然日。"
-    footnote3="基于"+mktidx_name+"，回归期间为"+str(regression_period)+"个自然日。"
-    
-    import datetime; todaydt = datetime.date.today()
-    footnote4="数据来源: 综合新浪/stooq/Yahoo，"+str(todaydt)+"统计"
-    if footnote3 !='':
-        footnotex=footnote1+footnote3+'\n'+footnote4
-    else:
-        footnotex=footnote4
-
-    #绘图
-    if graph:
-        title_txt="CAPM贝塔系数："+ticker_name(ticker,ticker_type)
-        y_label="贝塔系数"
-
-        draw_lines(df1,y_label,x_label=footnotex, \
-                   axhline_value=axhline_value,axhline_label=axhline_label, \
-                   title_txt=title_txt,data_label=False, \
-                        attention_value=attention_value,attention_value_area=attention_value_area, \
-                        attention_point=attention_point,attention_point_area=attention_point_area, \
-                            band_area=band_area, \
-                   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)
-            
-    return df
-
-#==============================================================================
-if __name__=='__main__':
-    ticker="600519.SS"
-    ticker={'Market':('China','000300.SS','白酒组合'),'600519.SS':0.2,'000858.SZ':0.3,'600809.SS':0.5}
-    
-    start="2024-1-1"
-    end="2024-3-15"
-    RF=0.01759
-    regression_period=[365,183,730]
-    
-    graph=True; axhline_value=1; axhline_label=''
-    annotate=False
-    mktidx='auto'
-    source='auto'
-    
-    betas=compare_1ticker_mregression_period(ticker,start,end,RF,regression_period)
-
-def compare_1ticker_mregression_period(ticker,start,end, \
-                         adjust='qfq', \
-                         RF=0, \
-                         regression_period=[183,365,730], \
-                            attention_value='',attention_value_area='', \
-                            attention_point='',attention_point_area='', \
-                         axhline_value=1,axhline_label='零线', \
-                             band_area='', \
-                         graph=True,facecolor='whitesmoke',loc='best', \
-                         annotate=False,annotate_value=False, \
-                         mark_top=False,mark_bottom=False, \
-                         mark_start=False,mark_end=False, \
-                         mktidx='auto',source='auto', \
-                         ticker_type='auto'):
-    """
-    功能：一只股票或一个投资组合，不同的回归期间
-    """
-    
-    import os,sys
-    class HiddenPrints:
-        def __enter__(self):
-            self._original_stdout = sys.stdout
-            sys.stdout = open(os.devnull, 'w')
-
-        def __exit__(self, exc_type, exc_val, exc_tb):
-            sys.stdout.close()
-            sys.stdout = self._original_stdout
-    
-    #转换字符串和列表，避免下面的循环出错
-    if isinstance(ticker,list):
-        ticker=ticker[0]
-    if isinstance(RF,list):
-        RF=RF[0]
-    if isinstance(regression_period,int):
-        regression_period=[regression_period]
-    print("  Working on capm beta with different regression periods ......")
-
-    #预处理ticker_type
-    ticker_type=ticker_type_preprocess_mticker_mixed(ticker,ticker_type)
-        
-    df=pd.DataFrame() 
-    for t in regression_period:
-        #计算日历日regression_period对应的交易日数
-        regtrddays=int(252 / 365 * t)
-        
-        #关闭print输出
-        with HiddenPrints():
-            df_tmp=get_capm_beta(ticker,start,end,adjust,RF,regtrddays,mktidx,source,ticker_type=ticker_type)
-        
-        if df_tmp is None:
-            break
-        else:
-            dft=df_tmp[['beta']]
-            
-            #tname="基于"+str(t)+"自然日回归"
-            tname="基于"+str(t)+"自然日回归"
-            dft.rename(columns={'beta':tname},inplace=True)
-            mktidx_name=ticker_name(df_tmp['mktidx'].values[0])
-            
-            # 将band_area中的ticker替换为tname
-            if band_area != '':
-                for index, item in enumerate(band_area):
-                    if item == t:
-                        band_area[index] = tname   
-            
-        if len(df)==0: #第一个
-            df=dft 
-        else:
-            df=pd.merge(df,dft,how='outer',left_index=True,right_index=True)
-
-    if len(df)==0:
-        print("  #Error(compare_1ticker_mregression_period): data not available for",ticker,"between",start,end)        
-        return None
-    
-    #仅用于绘图和制表
-    df1=df.copy()
-    beta_list=list(df1)
-    
-    for c in beta_list:
-        #是否绘制水平线
-        if df1[c].max() > axhline_value and df1[c].min() < axhline_value:
-            axhline_label='零线'
-        #df1.rename(columns={c:"基于"+str(c)+"自然日回归"},inplace=True)
-        
-    #共同脚注    
-    footnote1="注："
-    footnote2=""
-        
-    #footnote3="贝塔系数基于日收益率，无风险利率为"+str(round(RF*100,4))+'%'
-    footnote3="基于"+mktidx_name+"，回归期间为"+str(regression_period)+"个自然日。"
-
-    import datetime; todaydt = datetime.date.today()
-    footnote4="数据来源: 综合新浪/stooq/Yahoo，"+str(todaydt)+"统计"
-    if footnote3 !='':
-        footnotex=footnote1+footnote3+'\n'+footnote4
-    else:
-        footnotex=footnote4
-
-    #绘图
-    if graph:
-        title_txt="CAPM贝塔系数："+ticker_name(ticker,ticker_type)
-        y_label="贝塔系数"
-
-        draw_lines(df1,y_label,x_label=footnotex, \
-                   axhline_value=axhline_value,axhline_label=axhline_label, \
-                   title_txt=title_txt,data_label=False, \
-                        attention_value=attention_value,attention_value_area=attention_value_area, \
-                        attention_point=attention_point,attention_point_area=attention_point_area, \
-                            band_area=band_area, \
-                   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)
-            
-    return df
-
-
-#==============================================================================
-# 合成函数
-#==============================================================================
-if __name__=='__main__':
-    ticker="600519.SS"
-    ticker=["600519.SS","000858.SZ"]
-    ticker={'Market':('US','^SPX','中概教培组合'),'EDU':0.5,'TAL':0.3,'TEDU':0.2}
-    
-    start="2024-1-1"; end="2024-3-20"
-    
-    RF=0.01759
-    RF=[0.005,0.01759,0.05]
-    
-    regression_period=365
-    
-    graph=True
-    annotate=False
-    source='auto'
-    
-    betas=compare_beta_security(ticker,start,end,RF)
-
-def compare_beta(ticker,start,end, \
-                          adjust='qfq', \
-                          RF=0,regression_period=365, \
-                            attention_value='',attention_value_area='', \
-                            attention_point='',attention_point_area='', \
-                                band_area='', \
-                          graph=True,facecolor='whitesmoke', \
-                          annotate=False,annotate_value=False, \
-                          mark_high=False,mark_low=False, \
-                          mark_start=False,mark_end=False, \
-                          mktidx='auto',source='auto', \
-                          ticker_type='auto',loc="best"):
-    """
-    功能：组合情况，可能多只股票、多个投资组合或投资组合与股票的混合，多个无风险收益率
-    
-    """
-    df=compare_beta_security(ticker=ticker,start=start,end=end, \
-                adjust=adjust, \
-                RF=RF,regression_period=regression_period, \
-                  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, \
-                annotate=annotate,annotate_value=annotate_value, \
-                mark_top=mark_high,mark_bottom=mark_low, \
-                mark_start=mark_start,mark_end=mark_end, \
-                mktidx=mktidx,source=source, \
-                ticker_type=ticker_type,loc=loc)
-    
-    
-def compare_beta_security(ticker,start,end, \
-                          adjust='qfq', \
-                          RF=0,regression_period=365, \
-                            attention_value='',attention_value_area='', \
-                            attention_point='',attention_point_area='', \
-                                band_area='', \
-                          graph=True,facecolor='whitesmoke', \
-                          annotate=False,annotate_value=False, \
-                          mark_top=False,mark_bottom=False, \
-                          mark_start=False,mark_end=False, \
-                          mktidx='auto',source='auto', \
-                          ticker_type='auto',loc="best"):
-    """
-    功能：组合情况，可能多只股票、多个投资组合或投资组合与股票的混合，多个无风险收益率
-    
-    """
-    
-    #情形1：多个证券
-    if isinstance(ticker,list):
-        if len(ticker) > 1:
-            if isinstance(RF,list):
-                RF=RF[0]  
-                
-            df=compare_mticker_1beta(ticker,start,end, \
-                                     adjust=adjust, \
-                                     RF=RF,regression_period=regression_period, \
-                                        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, \
-                                     annotate=annotate,annotate_value=annotate, \
-                                     mark_top=mark_top,mark_bottom=mark_bottom, \
-                                     mark_start=mark_start,mark_end=mark_end, \
-                                     mktidx=mktidx,source=source, \
-                                     ticker_type=ticker_type)
-            return df
-        else:
-            #实际上是单个证券
-            ticker=ticker[0]                
-    
-    #情形2：1只证券，多个RF。时间区间要尽可能短，不然难以看出差异！
-    if isinstance(RF,list):
-        if len(RF) > 1:
-            df=compare_1ticker_mRF(ticker,start,end, \
-                                   adjust=adjust, \
-                                   RF=RF,regression_period=regression_period, \
-                                        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, \
-                                   annotate=annotate,annotate_value=annotate, \
-                                   mark_top=mark_top,mark_bottom=mark_bottom, \
-                                   mark_start=mark_start,mark_end=mark_end, \
-                                   mktidx=mktidx,source=source, \
-                                   ticker_type=ticker_type)
-            return df
-        else:
-            #实际上是单个RF
-            RF=RF[0]       
-    
-    #情形3：1只证券，多个回归天数
-    if isinstance(regression_period,list):
-        if len(regression_period) > 1:
-            df=compare_1ticker_mregression_period(ticker,start,end, \
-                                     adjust=adjust, \
-                                     RF=RF,regression_period=regression_period, \
-                                        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, \
-                                     annotate=annotate,annotate_value=annotate, \
-                                     mark_top=mark_top,mark_bottom=mark_bottom, \
-                                     mark_start=mark_start,mark_end=mark_end, \
-                                     mktidx=mktidx,source=source, \
-                                     ticker_type=ticker_type)
-            return df
-        else:
-            #实际上是单个regression_period
-            regression_period=regression_period[0]  
-            
-    #情形4：1只证券，1个RF，1个回归天数?
-    df=compare_mticker_1beta(ticker,start,end, \
-                             adjust=adjust, \
-                             RF=RF,regression_period=regression_period, \
-                                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, \
-                             annotate=annotate,annotate_value=annotate, \
-                             mark_top=mark_top,mark_bottom=mark_bottom, \
-                             mark_start=mark_start,mark_end=mark_end, \
-                             mktidx=mktidx,source=source, \
-                             ticker_type=ticker_type)
-        
-    return df
-
-
-#==============================================================================
-#==============================================================================
-
-#==============================================================================
-#==============================================================================
-#==============================================================================
-#==============================================================================
-#==============================================================================