siat 3.10.25__py3-none-any.whl → 3.10.125__py3-none-any.whl

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'
@@ -223,7 +243,11 @@ def stock_VaR_normal_standard(ticker,shares,today, \
     
     VaR_ratio=abs(VaR/position)
     
+    #from rich import print as rprint
+    import pandas as pd
+    disp_df=pd.DataFrame(columns=['Item','Value'])
     if printout == True:
+        """
         print("\n=== 计算在险价值：标准正态模型 ===")
         print("持有股票    :",ticker_name(ticker))
         print("持有股数    :",format(shares,','))
@@ -236,7 +260,51 @@ def stock_VaR_normal_standard(ticker,shares,today, \
         import datetime as dt; today=dt.date.today()   
         footnote="*数据来源：新浪/stooq，"+str(today)
         print(footnote)
-    
+        """
+        titletxt="在险价值：标准正态模型"
+        import datetime as dt; todaydt=dt.date.today()   
+        footnote="数据来源：新浪/stooq，"+str(todaydt)
+        """
+        s=pd.Series({'Item':'持有股票','Value':ticker_name(ticker)}) 
+        disp_df=disp_df._append(s,ignore_index=True)
+        
+        s=pd.Series({'Item':'持有股数','Value':format(shares,',')}) 
+        disp_df=disp_df._append(s,ignore_index=True)
+        
+        s=pd.Series({'Item':'持有日期','Value':today}) 
+        disp_df=disp_df._append(s,ignore_index=True)
+        
+        s=pd.Series({'Item':'预计持有天数','Value':future_days}) 
+        disp_df=disp_df._append(s,ignore_index=True)
+        
+        s=pd.Series({'Item':'置信度','Value':str(alpha*100)+'%'}) 
+        disp_df=disp_df._append(s,ignore_index=True)
+        
+        s=pd.Series({'Item':'在险价值VaR','Value':format(round(VaR,2),',')}) 
+        disp_df=disp_df._append(s,ignore_index=True)
+        
+        s=pd.Series({'Item':'VaR比率','Value':str(round(VaR_ratio*100,2))+'%'}) 
+        disp_df=disp_df._append(s,ignore_index=True)
+        
+        df_display_CSS(disp_df,titletxt=titletxt,footnote=footnote,facecolor='papayawhip',decimals=2, \
+                           hide_columns=True,
+                           first_col_align='left',second_col_align='right', \
+                           last_col_align='right',other_col_align='right', \
+                           titile_font_size='14px',footnote_font_size='12px')
+        """
+        
+        data_dict={'持有股票：':ticker_name(ticker), \
+                   '持有股数：':format(shares,','), \
+                   '持有日期：':today, \
+                   '预计持有天数：':future_days, \
+                   '置信度：':str(alpha*100)+'%', \
+                   '在险价值VaR金额：':format(round(VaR,2),','), \
+                   '在险价值VaR比率：':str(round(VaR_ratio*100,2))+'%'}
+            
+        print2CSS(data_dict,titletxt=titletxt,footnote=footnote,
+                  #facecolor='whitesmoke',
+                  )
+                      
     return VaR,VaR_ratio
 
 if __name__ == '__main__':
@@ -280,7 +348,7 @@ def series_VaR_normal_standard(ticker,shares,datelist, \
     print(text1)    
     print(result3)
     import datetime as dt; today=dt.date.today()    
-    print("*数据来源：新浪/stooq，"+str(today))    
+    print("数据来源：新浪/stooq，"+str(today))    
     
     #绘图    
     #VaR金额绘图    
@@ -318,7 +386,7 @@ 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 +396,8 @@ 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 +448,7 @@ 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 +567,23 @@ 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'
@@ -535,6 +622,7 @@ def stock_ES_normal_standard(ticker,shares,today, \
     ratio=abs(ES/position)
     
     if printout == True:
+        """
         print("\n=== 计算预期不足ES：标准正态模型 ===")
         print("持有股票    :",ticker_name(ticker))
         print("持有股数    :",format(shares,','))
@@ -545,7 +633,22 @@ def stock_ES_normal_standard(ticker,shares,today, \
         print("ES比例     : ",round(ratio*100,2),'%',sep='')    
         
         import datetime as dt; today=dt.date.today()
-        print("*数据来源：新浪/stooq，"+str(today))
+        print("数据来源：新浪/stooq，"+str(today))
+        """
+        
+        titletxt="预期不足：标准正态模型"
+        import datetime as dt; todaydt=dt.date.today()
+        footnote="数据来源：新浪/stooq，"+str(todaydt)
+        
+        data_dict={'持有股票：':ticker_name(ticker), \
+                   '持有股数：':format(shares,','), \
+                   '持有日期：':today, \
+                   '预计持有天数：':future_days, \
+                   '置信度：':str(alpha*100)+'%', \
+                   '预期不足ES金额：':format(round(ES,2),','), \
+                   '预期不足ES比例：':str(round(ratio*100,2))+'%'}
+        
+        print2CSS(data_dict,titletxt=titletxt,footnote=footnote)
     
     return ES,ratio
 
@@ -588,7 +691,7 @@ def series_ES_normal_standard(ticker,shares,datelist, \
     print(text1)    
     print(result3)
     import datetime as dt; today=dt.date.today()    
-    print("*数据来源：新浪/stooq，"+str(today))
+    print("数据来源：新浪/stooq，"+str(today))
     
     #绘图    
     #VaR金额绘图    
@@ -618,7 +721,7 @@ 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 +731,8 @@ 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 +764,7 @@ 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)
@@ -753,7 +858,7 @@ def plot_rets_histogram(ticker,start,end,num_bins=20):
     plt.plot(bins,y,'r--',label='正态分布',lw=2)
     plt.ylabel('Frequency')
     plt.xlabel('Stock return')
-    titletxt="正态性检验："+ticker_name(ticker)+"股票收益率, "+start+"至"+end
+    titletxt="正态性检验："+ticker_name(ticker)+"收益率, "+start+"至"+end
     plt.title(titletxt)
     plt.legend(loc='best')
     
@@ -768,13 +873,15 @@ if __name__ == '__main__':
     plot_rets_histogram('JD','2019-1-1','2019-6-30')
 
 #==============================================================================
-def plot_rets_curve(ticker,start,end):
+def plot_rets_curve(ticker,start='MRY',end='today'):
     """
     功能：绘制收益率分布的曲线，并于相应的正态分布图对照
     输入：股票代码，开始/结束时间
     显示：收益率分布的直方图(实线)，相应的正态分布图(虚线)
     x轴为收益率(非百分比)，y轴为频度(Frequency)
     """
+    start,end=start_end_preprocess(start,end)
+    
     #抓取股价并计算收益率
     quotes=get_stock_quotes(ticker,start,end)
     if (quotes is None) or (len(quotes)==0):
@@ -801,7 +908,7 @@ def plot_rets_curve(ticker,start,end):
     plt.ylabel('',fontsize=ylabel_txt_size)
     #plt.xlabel('收益率')
     plt.legend(loc='best',fontsize=legend_txt_size)
-    titletxt="正态性检验: "+ticker_name(ticker)+"，股票收益率, "+start+"至"+end
+    titletxt="正态性检验: "+ticker_name(ticker)+"，收益率, "+start+"至"+end
     plt.title(titletxt,fontsize=title_txt_size)
     
     import datetime as dt; today=dt.date.today() 
@@ -817,7 +924,7 @@ if __name__ == '__main__':
 
 
 #===========================================================================
-def stock_ret_Normality_SW(ticker,start_date,end_date,siglevel=0.05):
+def stock_ret_Normality_SW(ticker,start='MRY',end='today',siglevel=0.05):
     """
     功能：测试一个日收益率序列是否符合正态分布，原假设：符合正态分布
     输入参数：股票代码，开始日期，结束日期
@@ -825,6 +932,8 @@ def stock_ret_Normality_SW(ticker,start_date,end_date,siglevel=0.05):
     start_date,end_date均为datetime类型
     【Shapiro-Wilk正态性检验】原假设：服从正态分布
     """
+    start_date,end_date=start_end_preprocess(start,end)
+    
     from scipy import stats
     
     quotes=get_stock_quotes(ticker,start_date,end_date)
@@ -834,6 +943,7 @@ def stock_ret_Normality_SW(ticker,start_date,end_date,siglevel=0.05):
     ret=get_ret_series(quotes)
     (W,p_value)=stats.shapiro(ret)
     
+    """
     print("\n= Shapiro-Wilk正态性检验: 股票收益率 =")
     print("股票  ：",ticker_name(ticker)) 
     print("期间  ：",start_date,"至",end_date)
@@ -846,6 +956,26 @@ def stock_ret_Normality_SW(ticker,start_date,end_date,siglevel=0.05):
         print("结果  ： 拒绝原假设, 不符合正态分布")
     import datetime as dt; today=dt.date.today()
     print("*数据来源：新浪/stooq，"+str(today))
+    """
+    
+    titletxt="Shapiro-Wilk检验: 收益率"
+    data_dict1={'股票：':ticker_name(ticker), \
+                '期间：':start_date+"至"+end_date, \
+                '原假设：':'符合正态分布', \
+                'W值：':round(W,4), \
+                'p值：':round(p_value,4)}
+    
+    if p_value >= siglevel:
+        result="接受原假设, 符合正态分布"
+    else:
+        result="拒绝原假设, 不符合正态分布"
+    data_dict2={'结果：':result}
+    data_dict={**data_dict1,**data_dict2}
+
+    import datetime as dt; todaydt=dt.date.today()
+    footnote="数据来源：新浪/stooq，"+str(todaydt)
+    
+    print2CSS(data_dict,titletxt=titletxt,footnote=footnote)
     
     return p_value
     
@@ -894,7 +1024,7 @@ def stock_VaR_normal_modified(ticker,shares,today, \
     start=get_start_date(today,pastyears)
     p=get_stock_quotes(ticker,start,today)  
     if (p is None) or (len(p)==0): 
-        print("#Error(stock_VaR_normal_modified): no obs retrieved.")                        
+        print("  #Error(stock_VaR_normal_modified): no observation retrieved.")                        
         return None,None
     
     r=get_ret_series(p)
@@ -907,6 +1037,7 @@ def stock_VaR_normal_modified(ticker,shares,today, \
     VaR_ratio=abs(VaR/position)
     
     if printout == True:
+        """
         print("\n=== 在险价值VaR： 修正正态模型 ===")
         print("持有股票    :",ticker_name(ticker))
         print("持有股数    :",format(shares,','))
@@ -918,7 +1049,21 @@ def stock_VaR_normal_modified(ticker,shares,today, \
         
         import datetime as dt; today=dt.date.today()
         print("*数据来源：新浪/stooq，"+str(today))
-    
+        """
+        titletxt="在险价值：修正正态模型"
+        import datetime as dt; todaydt=dt.date.today()
+        footnote="数据来源：新浪/stooq，"+str(todaydt)
+        
+        data_dict={'持有股票：':ticker_name(ticker), \
+                   '持有股数：':format(shares,','), \
+                   '持有日期：':today, \
+                   '预计持有天数：':future_days, \
+                   '置信度：':str(alpha*100)+'%', \
+                   '在险价值VaR金额：':format(round(VaR,2),','), \
+                   '在险价值VaR比例：':str(round(VaR_ratio*100,2))+'%'}
+        
+        print2CSS(data_dict,titletxt=titletxt,footnote=footnote)
+        
     return VaR,VaR_ratio    
     
 #==============================================================================
@@ -957,7 +1102,7 @@ def series_VaR_normal_modified(ticker,shares,datelist, \
     print(text1)    
     print(result3)
     import datetime as dt; today=dt.date.today()
-    print("*数据来源：新浪/stooq，"+str(today))
+    print("数据来源：新浪/stooq，"+str(today))
     
     #绘图    
     #VaR金额绘图    
@@ -1001,7 +1146,7 @@ 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)
@@ -1103,6 +1248,7 @@ def stock_VaR_historical_1d(ticker,shares,today,alpha=0.99, \
     VaR_ratio=abs(VaR_1d/position)
 
     if printout == True:
+        """
         print("\n=== 计算在险价值VaR：历史模拟方法 ===")
         print("持有股票    :",ticker_name(ticker))
         print("持有股数    :",format(shares,','))
@@ -1115,7 +1261,22 @@ def stock_VaR_historical_1d(ticker,shares,today,alpha=0.99, \
         
         import datetime as dt; today=dt.date.today()
         print("*数据来源：新浪/stooq，"+str(today))
-    
+        """
+        titletxt="在险价值：历史模拟方法"
+        import datetime as dt; todaydt=dt.date.today()
+        footnote="数据来源：新浪/stooq，"+str(todaydt)
+        
+        future_days=1
+        data_dict={'持有股票：':ticker_name(ticker), \
+                   '持有股数：':format(shares,','), \
+                   '持有日期：':today, \
+                   '预计持有天数：':future_days, \
+                   '置信度：':str(alpha*100)+'%', \
+                   '在险价值VaR金额：':format(round(VaR_1d,2),','), \
+                   '在险价值VaR比例：':str(round(VaR_ratio*100,2))+'%'}
+        
+        print2CSS(data_dict,titletxt=titletxt,footnote=footnote)
+        
     return VaR_1d,VaR_ratio 
 
 if __name__ == '__main__':
@@ -1205,11 +1366,12 @@ def stock_VaR_historical_grouping(ticker,shares,today, \
     VaR_ratio=abs(VaR_days/position)
     
     if future_days == 1:
-        modeltxt="历史排序模拟方法"
+        modeltxt="历史排序模拟法"
     else:
-        modeltxt="分组历史模拟方法"
+        modeltxt="分组历史模拟法"
     
     if printout == True:
+        """
         print("\n=== 在险价值VaR："+modeltxt+" ===")
         print("持有股票    :",ticker_name(ticker))
         print("持有股数    :",format(shares,','))
@@ -1221,7 +1383,23 @@ def stock_VaR_historical_grouping(ticker,shares,today, \
         
         import datetime as dt; today=dt.date.today()
         print("*数据来源：新浪/stooq，"+str(today))
-    
+        """
+        
+        titletxt="在险价值："+modeltxt
+        import datetime as dt; todaydt=dt.date.today()
+        footnote="数据来源：新浪/stooq，"+str(todaydt)
+        
+        data_dict={'持有股票：':ticker_name(ticker), \
+                   '持有股数：':format(shares,','), \
+                   '持有日期：':today, \
+                   '预计持有天数：':future_days, \
+                   '置信度：':str(alpha*100)+'%', \
+                   '在险价值VaR金额：':format(round(VaR_days,2),','), \
+                   '在险价值VaR比例：':str(round(VaR_ratio*100,2))+'%'}
+        
+        print2CSS(data_dict,titletxt=titletxt,footnote=footnote)
+        
+        
     return -abs(VaR_days),VaR_ratio 
   
 #==============================================================================
@@ -1284,6 +1462,7 @@ def stock_VaR_montecarlo(ticker,shares,today,future_days=1,alpha=0.99, \
     if abs(VaR_days) > position: VaR_days=-position
     
     if printout == True:
+        """
         print("\n=== 在险价值VaR：蒙特卡洛模拟法 ===")
         print("持有日期    :",today)
         print("持有股票    :",ticker_name(ticker))
@@ -1298,7 +1477,23 @@ def stock_VaR_montecarlo(ticker,shares,today,future_days=1,alpha=0.99, \
         
         import datetime as dt; today=dt.date.today()
         print("*数据来源：新浪/stooq，"+str(today))
-    
+        """
+        titletxt="在险价值：蒙特卡洛模拟法"
+        import datetime as dt; todaydt=dt.date.today()
+        footnote="数据来源：新浪/stooq，"+str(todaydt)
+        
+        data_dict={'持有股票：':ticker_name(ticker), \
+                   '持有股数：':format(shares,','), \
+                   '持有头寸：':format(round(position,2),','), \
+                   '持有日期：':today, \
+                   '预计持有天数：':future_days, \
+                   '序列生成方法：':mctype, \
+                   '置信度：':str(alpha*100)+'%', \
+                   '在险价值VaR金额：':format(round(VaR_days,2),','), \
+                   '在险价值VaR比例：':str(round(ratio*100,2))+'%'}
+        
+        print2CSS(data_dict,titletxt=titletxt,footnote=footnote)
+        
     return VaR_days,ratio
 
 
@@ -1346,6 +1541,7 @@ def calc_VaR_tlcp(ticker,today,alpha=0.99, \
             break
     if stop1==0:
         if printout == True:
+            """
             print("\n=== VaR的全损临界点TLCP ===")
             print("持有股票  :",ticker_name(ticker))
             print("持有日期  :",today)
@@ -1355,7 +1551,21 @@ def calc_VaR_tlcp(ticker,today,alpha=0.99, \
             
             print("*注：实际发生全损的概率极小")
             import datetime as dt; today=dt.date.today()
-            print("*数据来源：新浪/stooq，"+str(today))
+            print("数据来源：新浪/stooq，"+str(today))
+            """
+            titletxt="VaR全损临界点"
+            import datetime as dt; todaydt=dt.date.today()
+            ft0="*注：实际发生全损的概率极小"
+            footnote=ft0+'\n'+"数据来源：新浪/stooq，"+str(todaydt)
+            
+            data_dict={'持有股票：':ticker_name(ticker), \
+                       '持有日期：':today, \
+                       '使用的模型：':model, \
+                       '置信度：':str(alpha*100)+'%', \
+                       '全损临界点TLCP天数 >':format(max1,',')}
+            
+            print2CSS(data_dict,titletxt=titletxt,footnote=footnote)
+            
         return max1        
     
     #第2轮搜索，步长100天  
@@ -1386,13 +1596,29 @@ def calc_VaR_tlcp(ticker,today,alpha=0.99, \
             break 
     
     if printout == True:
+        """
         print("\n=== VaR的全损临界点TLCP ===")
         print("持有股票  :",ticker_name(ticker))
         print("持有日期  :",today)
         print("使用的模型:",model)
         print("置信度    : ",alpha*100,'%',sep='')
         print("TLCP天数  : >",format(stop4,','))
-
+        """
+        
+        titletxt="VaR全损临界点"
+        import datetime as dt; todaydt=dt.date.today()
+        ft0="*注：实际发生全损的概率极小"
+        footnote=ft0+'\n'+"数据来源：新浪/stooq，"+str(todaydt)
+        
+        data_dict={'持有股票：':ticker_name(ticker), \
+                   '持有日期：':today, \
+                   '使用的模型：':model, \
+                   '置信度：':str(alpha*100)+'%', \
+                   '全损临界点TLCP天数 >':format(stop4,',')}
+        
+        print2CSS(data_dict,titletxt=titletxt,footnote=footnote)
+        
+        
     return stop4
 
 if __name__ == "__main__":
@@ -1458,12 +1684,30 @@ def series_VaR_tlcp(tickerlist,today,alpha=0.99,pastyears=1,model="montecarlo"):
     import siat.grafix as g
     g.plot_barh(tlcpdf,'TLCP',titletxt,footnote)
     
+    """
     print("===== VaR全损临界点(TLCP, 天数) =====")
     print("持有日期  :",today)
     print("使用的模型:",model)
     print("置信度    :",alpha*100,'%',sep='') 
     print(tlcpdf)
-    print("*数据来源：新浪/stooq，"+str(today))
+    print("数据来源：新浪/stooq，"+str(today))
+    """
+    
+    titletxt="VaR全损临界点(TLCP, 天数)"
+    import datetime as dt; todaydt=dt.date.today()
+    footnote="数据来源：新浪/stooq，"+str(todaydt)
+    
+    data_dict={'持有日期：':today, \
+               '使用的计算模型：':model, \
+               '置信度：':str(alpha*100)+'%'}
+    
+    print2CSS(data_dict,titletxt='',footnote='')
+    df_display_CSS(tlcpdf,titletxt=titletxt,footnote=footnote,facecolor='papayawhip',decimals=2, \
+                       hide_columns=False,
+                       first_col_align='left',second_col_align='right', \
+                       last_col_align='right',other_col_align='right', \
+                       titile_font_size='14px',heading_font_size='14px', \
+                       data_font_size='14px',footnote_font_size='12px')
     
     return tlcpdf
 
@@ -1648,6 +1892,7 @@ def get_VaR_allmodels(ticker,shares,today, \
     VaR4=int(VaR_montecarlo(position,rets,future_days,alpha)+0.5)
     ratio4=abs(round(VaR4/position,4))
     
+    """
     print("\n==== 不同模型下VaR的计算结果 ====")
     print("持有日期    :",today)
     print("持有股票    :",ticker_name(ticker))
@@ -1669,7 +1914,35 @@ def get_VaR_allmodels(ticker,shares,today, \
     print("蒙特卡洛模拟法:",round(ratio4*100,2),'%',sep='')   
 
     import datetime as dt; today=dt.date.today()
-    print("\n*数据来源：新浪/stooq，"+str(today))    
+    print("\n数据来源：新浪/stooq，"+str(today))   
+    """
+    
+    import datetime as dt; todaydt=dt.date.today()
+    footnote="数据来源：新浪/stooq，"+str(todaydt)
+    
+    titletxt="持有资产的状况"
+    data_dict={'持有日期：':today, \
+               "持有股票：":ticker_name(ticker), \
+               "持有股数：":format(shares,','), \
+               "持有股数：":format(shares,','), \
+               "持有头寸：":format(round(position,2),','), \
+               "预计持有天数：":future_days, \
+               '置信度：':str(alpha*100)+'%'}
+    print2CSS(data_dict,titletxt=titletxt,footnote='')
+    
+    titletxt="各模型的VaR金额"
+    data_dict={"标准正态模型：":format(VaR1,','), \
+               "修正正态模型：":format(VaR2,','), \
+               "历史模拟模型：":format(VaR3,','), \
+               "蒙特卡洛模拟：":format(VaR4,',')}
+    print2CSS(data_dict,titletxt=titletxt,footnote='')    
+    
+    titletxt="各模型的VaR比例"
+    data_dict={"标准正态模型：":str(round(ratio1*100,2))+'%', \
+               "修正正态模型：":str(round(ratio2*100,2))+'%', \
+               "历史模拟模型：":str(round(ratio3*100,2))+'%', \
+               "蒙特卡洛模拟：":str(round(ratio4*100,2))+'%'}
+    print2CSS(data_dict,titletxt=titletxt,footnote=footnote)   
     
     VaRlist=[VaR1,VaR2,VaR3,VaR4]
     ratiolist=[ratio1,ratio2,ratio3,ratio4]