siat 3.10.24__py3-none-any.whl → 3.10.75__py3-none-any.whl

siat/option_china.py

@@ -40,7 +40,7 @@ def option_comm_dict_china(symbol="玉米期权"):
     try:
         #optiondict=ak.option_sina_commodity_dict(symbol=symbol)
         optiondict=ak.option_commodity_contract_sina(symbol=symbol)
-        print("\n中国"+symbol+"的可用合约：")
+        print("\n中国"+symbol+"的当前可用合约：")
         #contractlist=optiondict[symbol]
         contractlist=list(optiondict['合约'])
         contractlist.sort(reverse=False)
@@ -61,11 +61,16 @@ if __name__=='__main__':
 #==============================================================================
 if __name__=='__main__':
     symbol='黄金期权'
-    contract='au2212'
+    contract='au2508'
     printout=True
     graph=True
     
-def option_comm_china(symbol='',contract='',printout=True,graph=True):
+    df=option_comm_china(symbol='黄金期权',contract='au2508')
+    
+def option_comm_china(symbol='',contract='', \
+                      twinx=True,
+                      loc1='upper left',loc2='upper right', \
+                          printout=True,graph=True):
     """
     获取中国商品期权大类
     若symbol=''或错误且contract=''时显示中国商品期权大类
@@ -129,14 +134,21 @@ def option_comm_china(symbol='',contract='',printout=True,graph=True):
         print("  \n中国"+symbol+contract+"的看跌期权合约：")  
         printlist(df2plist,numperline=6,beforehand=' '*4,separator=' ')
 
-    if printout & graph:
-        footnote="行权价-->\n\n"+"数据来源：新浪财经，"+str(today)
+    if graph:
+        if not (twinx in ['UD','LR']):
+            footnote="行权价-->\n\n"+"数据来源：新浪财经，"+str(today)
+        else:
+            footnote="行权价-->\n"+"数据来源：新浪财经，"+str(today)
     
-        print("\nRendering graphics for the relationships btw contract and strike prices...")
-        titletxt="当前期权价格与行权价的关系："+symbol+contract
+        print("\nRendering graphics btw contract and strike prices...")
+        titletxt="期权价格与行权价的关系："+symbol+contract
+        # maxticks为bool类型时表示横轴不能按照日期处理，否则会丢失数据成空图！！！
         plot_line2(df2,"看涨期权",'最新价C','价格', \
                    df2,"看跌期权",'最新价P','价格', \
-                   '价格',titletxt,footnote,power=0,twinx=False)
+                   '价格',titletxt,footnote,power=0, \
+                   twinx=twinx, \
+                   loc1=loc1,loc2=loc2, \
+                       maxticks=False)
     """
     print("Rendering graphics for the relationships btw call price and open interest ...")
     titletxt="当前期权价格与持仓量的关系："+symbol+contract+'的'+"看涨期权"
@@ -988,15 +1000,22 @@ def option_fin_contracts(symbol,end_month,direction='call',printout=True):
         printdf=contracts[collist].copy()
         printdf.columns=collistcn
         
+        printdf.reset_index(drop=True,inplace=True)
+        
         #打印对齐
         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**)
         
-        print(printdf.to_string(index=False))        
+        #print(printdf.to_string(index=False))        
+        
+        import datetime as dt; todaydt=str(dt.date.today())
+        #print("\n来源：新浪/上交所/深交所/中金所,",today)
+        footnote="数据来源：新浪/上交所/深交所/中金所, "+str(todaydt)
+        df_display_CSS(printdf,titletxt='',footnote=footnote,facecolor='papayawhip', \
+                           first_col_align='center',second_col_align='center', \
+                           last_col_align='center',other_col_align='center')
         
-        import datetime as dt; today=str(dt.date.today())
-        print("\n来源：新浪/上交所/深交所/中金所,",today)
 
     return contracts    
         
@@ -1852,12 +1871,14 @@ def hs300option_compare(option1,option2,loc1='best',loc2='best',twinx=False):
         ticker1="期权1："+option_description(option1)
     else:
         ticker1="期权1"
+        #ticker1="期权1："+option_description(option1)
     colname1='SO Close_x'
 
     if not twinx:
         ticker2="期权2："+option_description(option2)
     else:
         ticker2="期权2"
+        #ticker2="期权2："+option_description(option2)
     colname2='SO Close_y'
     
     ylabeltxt="期权价格"
@@ -1870,14 +1891,23 @@ def hs300option_compare(option1,option2,loc1='best',loc2='best',twinx=False):
     import datetime; today = datetime.date.today()
     footnote2="数据来源: 新浪财经/东方财富, "+str(today)
     footnote=footnote1+footnote2
-    
+    """
     plot2_line2(df12,ticker1,colname1,'', \
                df12,ticker2,colname2,'', \
                ylabeltxt,titletxt,footnote, \
                twinx=twinx, \
                loc1=loc1,loc2=loc2, \
                date_range=False,date_freq=False)        
-        
+    """
+    plot_line2(df12,ticker1,colname1,'', \
+               df12,ticker2,colname2,'', \
+               ylabeltxt,titletxt,footnote, \
+               twinx=twinx, \
+               loc1=loc1,loc2=loc2, \
+               #date_range=False,date_freq=False
+               )        
+
+    
     return df12  
     
 if __name__=='__main__': 
@@ -2293,16 +2323,20 @@ def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
     import numpy as np
     textupper=0.01
     textlower=0.065
+    #textlower=0.2
+    
     for a,b in zip(x,yv): ##控制标签位置：横坐标，纵坐标
         if b >= 0:
             plt.text(a-0.2,b+textupper,'%.3f'%b,ha = 'center',va = 'bottom',fontsize=14)
         else:
-            plt.text(a-0.2,b-textlower,'%.3f'%b,ha = 'center',va = 'bottom',fontsize=14)
+            #plt.text(a-0.2,b-textlower,'%.3f'%b,ha = 'center',va = 'bottom',fontsize=14)
+            plt.text(a-0.2,b-textlower,'%.3f'%b,ha = 'center',va = 'top',fontsize=14)
     for a,b in zip(x,ys):
         if b >= 0:
             plt.text(a+0.2,b+textupper,'%.3f'%b,ha = 'center',va = 'bottom',fontsize=14)
         else:
-            plt.text(a+0.2,b-textlower,'%.3f'%b,ha = 'center',va = 'bottom',fontsize=14)
+            #plt.text(a+0.2,b-textlower,'%.3f'%b,ha = 'center',va = 'bottom',fontsize=14)
+            plt.text(a+0.2,b-textlower,'%.3f'%b,ha = 'center',va = 'top',fontsize=14)
    
     #绘制图片边框
     c.spines['top'].set_visible(True)

siat/option_pricing.py

@@ -77,7 +77,9 @@ def bs_call(S0,X,Days,r0,sigma,printout=True):
     r0：年化无风险利率（需要转化为连续计算的无风险利率）
     Days：距离到期日的天数，需要转换为距离到期日的年数=距离到期日的天数/365
     """
-    from scipy import log,exp,sqrt,stats
+    from scipy import stats
+    from numpy import log,exp,sqrt
+    
     #Days为距离到期日的日历日天数
     T=Days/365.
     r=log(r0+1)
@@ -119,7 +121,7 @@ def bsm_call(S0,X,Days,r0,sigma,Days1=0,div1=0,printout=True):
     Days1：红利发放时距离到期日的天数，需要转换为年数
     div1：红利金额
     """
-    from scipy import log,exp
+    from numpy import log,exp
     #Days1为距离到期日的日历日天数
     T=Days/365.
     T1=Days1/365.
@@ -164,7 +166,9 @@ def bs_put(S0,X,Days,r0,sigma,printout=True):
     r0：年化无风险利率（需要转化为连续计算的无风险利率）
     Days：距离到期日的天数，需要转换为距离到期日的年数=距离到期日的天数/365
     """
-    from scipy import log,exp,sqrt,stats
+    from scipy import stats
+    from numpy import log,exp,sqrt
+    
     #Days为距离到期日的日历日天数
     T=Days/365.
     r=log(r0+1)
@@ -206,7 +210,8 @@ def bsm_put(S0,X,Days,r0,sigma,Days1=0,div1=0,printout=True):
     Days1：红利发放时距离到期日的天数，需要转换为年数
     div1：红利金额
     """
-    from scipy import log,exp,sqrt
+    from numpy import log,exp,sqrt
+    
     #Days为距离到期日的日历日天数
     T=Days/365.
     T1=Days1/365.
@@ -1058,7 +1063,8 @@ def binomial_american_call(S0,X,Days,r0,sigma,q0=0,steps=200,printout=True):
     q0：年化红利收益率，由于美式期权可能提前行权，故不考虑发放日期
     steps：二叉树的步骤
     """
-    from scipy import log,exp
+    from numpy import log,exp
+    
     #Days1为距离到期日的日历日天数
     t=Days/365.
     r=log(r0+1)  
@@ -1113,7 +1119,8 @@ def binomial_american_put(S0,X,Days,r0,sigma,q0=0,steps=200,printout=True):
     q0：年化红利收益率，由于美式期权可能提前行权，故不考虑发放日期
     steps：二叉树的步骤
     """
-    from scipy import log,exp
+    from numpy import log,exp
+    
     #Days1为距离到期日的日历日天数
     t=Days/365.
     r=log(r0+1)  

siat/risk_adjusted_return.py

@@ -150,11 +150,11 @@ def print_rar_ratio(regdf,portfolio,ret_mean,ratio_name,ratio):
             '-'+str(regdf.index[0].day)
     date_end=str(regdf.index[-1].year)+'-'+str(regdf.index[-1].month)+ \
             '-'+str(regdf.index[-1].day)            
-    print("\n===== 风险调整收益率 =====")
+    print("\n======== 风险调整收益率 ========")
     print("市场指数:",ectranslate(scope),'\b,',ticker_name(mktidx))
     #print("成分股  :",ticker_name(stocklist))
     #print("持仓权重:",portionlist)
-    print("计算期间:",date_start,"至",date_end)
+    print("样本期间:",date_start,"至",date_end)
     """
     print("日均收益率:",round(ret_mean,4),'\b%')
     """
@@ -168,7 +168,7 @@ def print_rar_ratio(regdf,portfolio,ret_mean,ratio_name,ratio):
 
     
     import datetime as dt; today=dt.date.today()
-    print("*来源：新浪/stooq/FRED, "+str(today))    
+    print("数据来源：新浪/stooq/FRED, "+str(today))    
     
     return 
 #==============================================================================
@@ -250,24 +250,28 @@ if __name__=='__main__':
 
 #==============================================================================
 if __name__=='__main__':
-    portfolio={'Market':('US','^GSPC'),'EDU':0.4,'TAL':0.3,'TEDU':0.2,'RYB':0.1}
-    start='2019-06-01'
-    end  ='2019-06-30'
-    scope='US'
+    portfolio={'Market':('US','^GSPC'),'EDU':0.6,'TAL':0.4}
+    start='2025-1-01'
+    end  ='2025-5-30'
+    RF=0.04; printout=True
+    indicator='sharpe'
+    indicator='alpha'
 
 
-def rar_ratio_portfolio(portfolio,start,end,ratio_name='treynor',RF=True,printout=True):
+def rar_ratio_portfolio(portfolio,start,end,indicator='sharpe',RF=0,printout=True):
     """
     功能：按天计算一个投资组合的风险调整后的收益率指数
     投资组合的结构：{'Market':('US','^GSPC'),'AAPL':0.5,'MSFT':0.3,'IBM':0.2}
     输入：投资组合，开始日期，结束日期
     输出：风险调整后的收益率指数
     """
+    ratio_name=indicator
     
     #第1步：各种准备和检查工作
     #设定错误信息的函数名
     func_name='rar_ratio_portfolio'
     
+    ratio_name=ratio_name.lower()
     ratio_list=['treynor','sharpe','sortino','alpha']
     if ratio_name not in ratio_list:
         message="  #Error("+func_name+"): "+"unsupported rar ratio type"
@@ -281,31 +285,54 @@ def rar_ratio_portfolio(portfolio,start,end,ratio_name='treynor',RF=True,printou
     
     #从字典中提取信息
     scope,mktidx,stocklist,portionlist,ticker_type=decompose_portfolio(portfolio)
+
+    #第2步：获得无风险收益率/市场收益率序列
+    #获得期间的日无风险收益率(抓取的RF为百分比) 
+    rf_value_flag=True #RF以数值形式给出
+    if isinstance(RF,bool):
+        rf_value_flag=False
+        if RF:
+            print("  Searching for risk-free interest rate ...")
+            if scope=='China':
+                rf_df=get_mkt_rf_daily_china(mktidx,start,end,rate_period='1Y',rate_type='shibor',RF=RF)
+            else:
+                rf_df=get_rf(start,end,scope=scope,freq='daily')  
+                if rf_df is None:
+                    message="  #Error("+func_name+"): "+"no data available for rf in"
+                    print(message,scope,start,end)
+                    return None,None 
+            RF=rf_df['RF'].mean()
+        else:
+            RF=0
+            rf_value_flag=True
     
-    #第2步：计算投资组合的日收益率序列
+    #第3步：计算投资组合的日收益率序列
     #抓取日投资组合价格
-    sp=get_portfolio_prices(portfolio,startdate,enddate)
+    sp=get_portfolio_prices(portfolio,startdate,enddate,RF=RF)
+    if sp is None:
+        print("  #Error(rar_ratio_portfolio): failed to retrieve portfolio information")
+        return None,None
+    if len(sp) == 0:
+        print("  #Error(rar_ratio_portfolio): no portfolio information found during the period")
+        return None,None
+    """    
     #计算日收益率，表示为百分比
     import pandas as pd
     ret_pf=pd.DataFrame(sp['Close'].pct_change())*100.0
     ret_pf=ret_pf.dropna()
-
-    #第3步：获得无风险收益率/市场收益率序列
-    #获得期间的日无风险收益率(抓取的RF为百分比) 
-    print("  Searching for risk-free interest rate ...")
-    if scope=='China':
-        rf_df=get_mkt_rf_daily_china(mktidx,start,end,rate_period='1Y',rate_type='shibor',RF=RF)
-    else:
-        rf_df=get_rf(start,end,scope=scope,freq='daily')  
-        if rf_df is None:
-            message="  #Error("+func_name+"): "+"no data available for rf in"
-            print(message,scope,start,end)
-            return None,None 
     
     #第4步：合并投资组合日收益率与无风险利率/市场收益率序列
-    #合并rf_df与ret_pf
-    reg=pd.merge(ret_pf,rf_df,how='inner',left_index=True,right_index=True)
+    if not rf_value_flag:
+        #合并rf_df与ret_pf
+        reg=pd.merge(ret_pf,rf_df,how='inner',left_index=True,right_index=True)
+
+    else:
+        ret_pf['RF']=RF
+        reg=ret_pf
+        
     reg['Ret-RF']=reg['Close']-reg['RF']
+    """
+    reg=sp
     reg=reg.dropna()
     if len(reg) == 0:
         message="  #Error("+func_name+"): "+"empty data for ratio calculation"
@@ -339,7 +366,7 @@ if __name__=='__main__':
     window=30
     graph=True    
     
-def rar_ratio_rolling(portfolio,start,end,ratio_name='treynor',RF=True, \
+def rar_ratio_rolling(portfolio,start,end,indicator='sharpe',RF=0, \
                       window=21,graph=True,source='auto'):
     """
     功能：滚动计算一个投资组合的风险调整后的收益率指数
@@ -351,6 +378,7 @@ def rar_ratio_rolling(portfolio,start,end,ratio_name='treynor',RF=True, \
     
     注意：当RF=False时有bug
     """
+    ratio_name=indicator
     
     #第1步：各种准备和检查工作
     print("  Start to calculate rar ratios, please wait ...")
@@ -369,46 +397,67 @@ def rar_ratio_rolling(portfolio,start,end,ratio_name='treynor',RF=True, \
         print(message,start,end)
         return None    
     #估算数据提前量，重设开始日历日期
-    startdate_delta=int(window/2*3)+30
+    #startdate_delta=int(window/20*30)+30
+    startdate_delta=int(window/20*31)
     startdate1=date_adjust(startdate, adjust=-startdate_delta)
     
     #从字典中提取信息
     scope,mktidx,stocklist,portionlist,ticker_type=decompose_portfolio(portfolio)
-    
-    #第2步：计算投资组合的日收益率序列
+    pname=portfolio_name(portfolio)
+    if pname == '': pname="投资组合"
+
+    #第2步：获得无风险收益率/市场收益率序列
+    #获得期间的日无风险收益率(抓取的RF为百分比) 
+    rf_value_flag=True #RF以数值形式给出
+    if isinstance(RF,bool):
+        rf_value_flag=False
+        if RF:
+            print("  Searching for risk-free interest rate ...")
+            if scope=='China':
+                rf_df=get_mkt_rf_daily_china(mktidx,start,end,rate_period='1Y',rate_type='shibor',RF=RF)
+            else:
+                rf_df=get_rf(start,end,scope=scope,freq='daily')  
+                if rf_df is None:
+                    message="  #Error("+func_name+"): "+"no data available for rf in"
+                    print(message,scope,start,end)
+                    return None,None 
+            RF=rf_df['RF'].mean()
+        else:
+            RF=0
+            rf_value_flag=True  
+            
+    #第3步：计算投资组合的日收益率序列
     #抓取日投资组合价格
-    sp=get_portfolio_prices(portfolio,startdate1,enddate,source=source)
-    if sp is None: 
-        message="  #Error("+func_name+"): "+"failed to retrieve portfolio info, pls try later"
-        print(message)        
-        return None
+    sp=get_portfolio_prices(portfolio,startdate1,enddate,RF=RF)
+    if sp is None:
+        print("  #Error(rar_ratio_portfolio): failed to retrieve portfolio information")
+        return None,None
+    if len(sp) == 0:
+        print("  #Error(rar_ratio_portfolio): no portfolio information found during the period")
+        return None,None
+    """    
     #计算日收益率，表示为百分比
     import pandas as pd
     ret_pf=pd.DataFrame(sp['Close'].pct_change())*100.0
     ret_pf=ret_pf.dropna()
-
-    #第3步：获得无风险收益率/市场收益率序列
-    #获得期间的日无风险收益率(抓取的RF为百分比) 
-    #print("  Searching for risk-free interest rate ...")
-    if scope=='China':
-        rf_df=get_mkt_rf_daily_china(mktidx,start,end,rate_period='1Y',rate_type='shibor',RF=RF)
-    else:
-        rf_df=get_rf(start,end,scope=scope,freq='daily')  
-        if rf_df is None:
-            message="  #Error("+func_name+"): "+"no data available for rf in"
-            print(message,scope,start,end)
-            return None,None 
     
     #第4步：合并投资组合日收益率与无风险利率/市场收益率序列
-    #合并rf_df与ret_pf
-    reg=pd.merge(ret_pf,rf_df,how='inner',left_index=True,right_index=True)
-    if len(reg) == 0:
-        message="  #Error("+func_name+"): "+"empty data for ratio calculation"
-        print(message)
-        return None     
+    if not rf_value_flag:
+        #合并rf_df与ret_pf
+        reg=pd.merge(ret_pf,rf_df,how='inner',left_index=True,right_index=True)
+
+    else:
+        ret_pf['RF']=RF
+        reg=ret_pf
         
     reg['Ret-RF']=reg['Close']-reg['RF']
+    """
+    reg=sp
     reg=reg.dropna()
+    if len(reg) == 0:
+        message="  #Error("+func_name+"): "+"empty data for ratio calculation"
+        print(message)
+        return None,None 
     
     #第5步：滚动计算风险调整后的收益率
     ##########风险调整后的收益率，计算开始##########
@@ -450,7 +499,7 @@ def rar_ratio_rolling(portfolio,start,end,ratio_name='treynor',RF=True, \
     #第6步：绘图
     if graph == True:
         print("  Rendering graphics ...")
-        draw_rar_ratio(rars,portfolio,ratio_name)
+        draw_rar_ratio(rars,portfolio,ratio_name,pname)
     
     return rars
 
@@ -459,7 +508,7 @@ if __name__=='__main__':
     pf1={'Market':('US','^GSPC'),'AAPL':0.5,'MSFT':0.3,'IBM':0.2}
     rars1=rar_ratio_rolling(pf1,'2020-1-1','2020-12-31',ratio_name='sharpe')
 #==============================================================================
-def draw_rar_ratio(rars,portfolio,ratio_name):
+def draw_rar_ratio(rars,portfolio,ratio_name,pname):
     """
     功能：绘制滚动窗口曲线
     输入：滚动数据df，投资组合，指数名称
@@ -482,11 +531,13 @@ def draw_rar_ratio(rars,portfolio,ratio_name):
     plt.plot(rars['RAR'],label=labeltxt,color='red',lw=1)
     #plt.plot(rars['Mean(Ret)'],label='Stock(s) return(%)',color='blue',lw=1)
     plt.axhline(y=0.0,color='black',linestyle=':')
-    
+    """
     titletxt='风险调整收益的滚动趋势'+'\n'+str(ticker_name(stocklist))
     if len(stocklist) > 1:
         titletxt=titletxt+'\n持仓比例: '+str(portionlist)   
     """
+    titletxt='风险调整收益的滚动趋势：'+pname
+    """
     if len(stocklist) == 1:
         titletxt='风险调整收益的滚动趋势'+'\n（'+ticker_name(stocklist)+'）'   
     """

siat/risk_adjusted_return2.py

@@ -1721,7 +1721,7 @@ if __name__=='__main__':
                               printout=True)
     
 
-def compare_rar_security(ticker,start,end,rar='sharpe', \
+def compare_rar_security(ticker,start,end='today',indicator='sharpe', \
                          ret_type="Annual Adj Ret%", \
                          RF=0, \
                          regression_period=365, \
@@ -1741,6 +1741,8 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
     
     注意：trailing=7,trend_threshhold=0.05，更加贴合视觉效果
     """
+    start,end=start_end_preprocess(start,end)
+    rar=indicator
     
     #情形1：多个证券
     if isinstance(ticker,list):

siat/risk_evaluation.py

@@ -186,7 +186,27 @@ def stock_VaR(ticker,shares,today,future_days=1,alpha=0.99, \
         get_VaR_allmodels(ticker=ticker,shares=shares,today=today, \
                           future_days=future_days,alpha=alpha,pastyears=pastyears)
             
+    return
             
+#==============================================================================
+def security_VaR(ticker,shares,today,future_days=1,alpha=0.99, \
+              pastyears=1,printout=True,random=10000,mctype='random', \
+              model="normal_standard"):
+    """
+    功能：持有证券的VaR，支持选择四种模型
+    输入参数：证券代码，持有股数，当前日期，未来持有时间(天)，置信度，
+    使用历史数据的年数，是否打印结果，模型方法
+    模型方法：标准正态法normal_standard，修正正态法normal_modified，
+    蒙特卡洛模拟法montecarlo，历史排序模拟法historical
+    输出：VaR(负数金额，单位与股价的金额单位相同)，VaR比率
+    说明：套壳函数stock_VaR
+    """     
+    stock_VaR(ticker=ticker,shares=shares,today=today,future_days=future_days,alpha=alpha, \
+              pastyears=pastyears,printout=printout,random=random,mctype=mctype, \
+                  model=model)
+        
+    return
+    
 #==============================================================================
 if __name__ == '__main__':
     ticker='BABA'
@@ -318,7 +338,7 @@ if __name__ == '__main__':
 
 
 #==============================================================================
-def compare_VaR(tickerlist,shares,datelist, \
+def compare_VaR(ticker,shares,datelist, \
                 future_days=1,alpha=0.99,pastyears=1,model='normal_standard'):
     """
     功能：比较多个日期持有一定天数股票资产的VaR高低
@@ -328,6 +348,8 @@ def compare_VaR(tickerlist,shares,datelist, \
     输出：无
     显示：折线图，各个资产的VaR金额和比率对比
     """
+    tickerlist=ticker
+    
     modellist=['normal_standard','normal_modified']
     if not (model in modellist):
         print("  #Error(compare_VaR): unsupported model",model)
@@ -378,7 +400,7 @@ def compare_VaR_normal_standard(tickerlist,shares,datelist, \
             sys.stdout.close()
             sys.stdout = self._original_stdout    
     
-    print("... The comparison may take time, please wait ...")
+    print("  The comparison may take time, please wait ...")
     markerlist=['.','o','s','*','+','x','1','2']
     for t in tickerlist:
         pos=tickerlist.index(t)
@@ -497,6 +519,23 @@ def stock_ES(ticker,shares,today,future_days=1,alpha=0.99, \
                       pastyears=pastyears,printout=printout)
         return ES,ratio
 
+#==============================================================================
+def security_ES(ticker,shares,today,future_days=1,alpha=0.99, \
+              pastyears=1,printout=True,random=10000,mctype='random', \
+              model="normal_standard"):
+    """
+    功能：持有证券的预期不足ES，支持选择模型
+    输入参数：证券代码，持有股数，当前日期，未来持有时间(天)，置信度，
+    使用历史数据的年数，是否打印结果，模型方法
+    模型方法：默认标准正态法normal_standard
+    说明：套壳函数stock_ES
+    """
+    ES,ESratio=stock_ES(ticker=ticker,shares=shares,today=today,future_days=future_days,alpha=alpha, \
+                  pastyears=pastyears,printout=printout,random=random,mctype=mctype, \
+                  model=model)
+        
+    return
+
 #==============================================================================
 if __name__ == '__main__':
     ticker='JD'
@@ -618,7 +657,7 @@ if __name__ == '__main__':
     result=series_ES_normal_standard('BABA',10000,datelist,1,0.99)
 
 #==============================================================================
-def compare_ES(tickerlist,shares,datelist, \
+def compare_ES(ticker,shares,datelist, \
                 future_days=1,alpha=0.99,pastyears=1,model='normal_standard'):
     """
     功能：比较多个日期持有一定天数股票资产的ES高低
@@ -628,6 +667,8 @@ def compare_ES(tickerlist,shares,datelist, \
     输出：无
     显示：折线图，各个资产的ES金额和比率对比
     """
+    tickerlist=ticker
+    
     modellist=['normal_standard']
     if not (model in modellist):
         print("  #Error(compare_ES): unsupported model",model)
@@ -659,7 +700,7 @@ def compare_ES_normal_standard(tickerlist,shares,datelist, \
             sys.stdout.close()
             sys.stdout = self._original_stdout
     
-    print("... The comparison may take time, please wait ...")
+    print("  The comparison may take time, please wait ...")
     markerlist=['.','o','s','*','+','x','1','2']
     for t in tickerlist:
         pos=tickerlist.index(t)
@@ -1001,7 +1042,7 @@ def compare_VaR_normal_modified(tickerlist,shares,datelist, \
             sys.stdout.close()
             sys.stdout = self._original_stdout
     
-    print("... The comparison may take time, please wait ...")
+    print("  The comparison may take time, please wait ...")
     markerlist=['.','o','s','*','+','x','1','2']
     for t in tickerlist:
         pos=tickerlist.index(t)

siat/sector_china.py

@@ -260,7 +260,8 @@ def sector_rank_sina(indicator="涨跌幅",category="新浪行业",rank=5):
     df=sector_rank_china(comp=indicator,indicator=category,num=rank)
     return df
 
-def sector_rank_china(comp="涨跌幅",indicator="新浪行业",num=10):
+#def sector_rank_china(comp="涨跌幅",indicator="新浪行业",num=10):
+def sector_rank_china(ticker="新浪行业",indicator="涨跌幅",rank=10):    
     """
     功能：按照比较指标降序排列
     comp="涨跌幅",平均价格，公司家数
@@ -269,6 +270,10 @@ def sector_rank_china(comp="涨跌幅",indicator="新浪行业",num=10):
     
     注意：公司家数字段最大值为100，是bug？
     """
+    comp=indicator
+    indicator=ticker
+    num=rank
+    
     #检查选项是否支持
     #complist=["涨跌幅","成交量","平均价格","公司家数"]
     complist=["涨跌幅","平均价格","公司家数"]
@@ -421,12 +426,17 @@ def sector_detail_sina(sector="new_dlhy",indicator="涨跌幅",rank=5):
     return df
     
 
-def sector_detail_china(sector="new_dlhy",comp="涨跌幅",num=10):
+#def sector_detail_china(sector="new_dlhy",comp="涨跌幅",num=10):
+def sector_detail_china(ticker="new_dlhy",indicator="涨跌幅",rank=10):
     """
     功能：按照板块内部股票的比较指标降序排列
     sector：板块代码
     num：为正数时列出最高的前几名，为负数时列出最后几名
     """
+    sector=ticker
+    comp=indicator
+    num=rank
+    
     debug=False
 
     #检查选项是否支持