siat 3.10.25__py3-none-any.whl → 3.10.125__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- siat/assets_liquidity.py +168 -30
- siat/bond.py +91 -30
- siat/capm_beta.py +36 -10
- siat/capm_beta2.py +34 -3
- siat/common.py +95 -8
- siat/economy.py +3 -3
- siat/economy2.py +75 -1
- siat/exchange_bond_china.pickle +0 -0
- siat/fama_french.py +292 -12
- siat/financial_statements.py +26 -85
- siat/financials.py +156 -20
- siat/financials_china.py +1 -1
- siat/fund_china.py +52 -22
- siat/future_china.py +53 -59
- siat/grafix.py +218 -155
- siat/holding_risk.py +38 -31
- siat/market_china.py +22 -11
- siat/markowitz2.py +72 -10
- siat/option_china.py +93 -31
- siat/option_pricing.py +16 -6
- siat/other_indexes.py +16 -3
- siat/risk_adjusted_return.py +283 -164
- siat/risk_adjusted_return2.py +3 -1
- siat/risk_evaluation.py +298 -25
- siat/sector_china.py +24 -11
- siat/security_price2.py +19 -4
- siat/security_prices.py +228 -28
- siat/security_trend2.py +14 -14
- siat/stock.py +38 -3
- siat/translate.py +20 -10
- siat/var_model_validation.py +59 -0
- {siat-3.10.25.dist-info → siat-3.10.125.dist-info}/METADATA +1 -1
- {siat-3.10.25.dist-info → siat-3.10.125.dist-info}/RECORD +36 -36
- {siat-3.10.25.dist-info → siat-3.10.125.dist-info}/LICENSE +0 -0
- {siat-3.10.25.dist-info → siat-3.10.125.dist-info}/WHEEL +0 -0
- {siat-3.10.25.dist-info → siat-3.10.125.dist-info}/top_level.txt +0 -0
siat/stock.py
CHANGED
@@ -638,6 +638,17 @@ if __name__ =="__main__":
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ticker='XAUUSD'
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indicator='Close'
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fromdate='2024-5-1'; todate='2024-5-20'
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+
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# 测试组7
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ticker='BMW.DE'
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indicator='Close'
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fromdate='2025-6-1'; todate='2025-6-15'
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# 测试组8
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ticker='GEM25.CME'
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indicator='Close'
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fromdate='2025-1-1'; todate='2025-6-15'
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zeroline=False
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attention_value='';attention_value_area=''
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attention_point='';attention_point_area=''
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@@ -1968,6 +1979,27 @@ if __name__ =="__main__":
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start="2020-1-1"
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end="2020-6-30"
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# 测试组3
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tickers=["MBG.DE", "BMW.DE"]
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measure='Close'
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start="2025-6-1"
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end="2025-6-15"
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attention_value='';attention_value_area=''
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attention_point='';attention_point_area=''
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adjust=''
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axhline_value=0;axhline_label=''
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preprocess='none';linewidth=1.5
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scaling_option='start'
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plus_sign=False
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band_area=''
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graph=True;loc='best';facecolor='whitesmoke'
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annotate=False;annotate_value=False
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smooth=True
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source='auto'
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mark_top=True;mark_bottom=True
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mark_start=False;mark_end=False
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ticker_type='auto'
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def compare_msecurity(tickers,measure,start,end, \
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attention_value='',attention_value_area='', \
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def candlestick(stkcd,
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def candlestick(stkcd,start,end,volume=True,style='China',mav=[5,10], \
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ticker_type='auto',facecolor='whitesmoke',loc='best'):
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"""
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功能:绘制证券价格K线图。
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输出:绘制证券价格蜡烛图线图
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返回:证券价格数据表
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"""
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fromdate=start; todate=end
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#找出mav的最长天数
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mav_max=0
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price=candlestick("000002.SZ","2020-2-1","2020-2-29")
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#==============================================================================
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def candlestick_pro(stkcd,
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def candlestick_pro(stkcd,start,end, \
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colorup='#00ff00',colordown='#ff00ff',style='nightclouds', \
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ticker_type='auto'):
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"""
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@@ -2482,6 +2515,7 @@ def candlestick_pro(stkcd,fromdate,todate, \
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返回:证券价格数据表
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注意:可能导致其后的matplotlib绘图汉字乱码
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"""
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fromdate=start; todate=end
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#抓取证券价格
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from siat.security_price2 import get_price_1ticker_mixed
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colorup='red';colordown='green';width=0.7
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def candlestick_demo(stkcd,
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def candlestick_demo(stkcd,start,end, \
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colorup='red',colordown='green',width=0.7, \
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ticker_type='auto',facecolor='whitesmoke'):
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"""
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输出:绘制证券价格蜡烛图线图
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返回:证券价格数据表
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"""
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fromdate=start; todate=end
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#抓取证券价格
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from siat.security_price2 import get_price_1ticker_mixed
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siat/translate.py
CHANGED
@@ -1243,7 +1243,9 @@ def codetranslate0(code):
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["VOO",'Vanguard标普500ETF'],['VOOG','Vanguard标普500成长优先ETF'],
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["VOOV",'Vanguard标普500价值优先ETF'],['IVV','iShares标普500ETF'],
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["DGT",'SPDR Global Dow ETF'],['ICF','iShares C&S REIT ETF'],
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["FRI",'FT S&P REIT Index Fund'],
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#["FRI",'FT S&P REIT Index Fund'],
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["FRI",'FT标普REIT指数基金'],
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['IEMG','iShares核心MSCI新兴市场ETF'],
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['245710.KS','KINDEX越南VN30指数ETF'],['02801.HK','iShares核心MSCI中国指数ETF'],
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#基金REITs
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['T82U.SI','Suntec REIT'],['HMN.SI','雅诗阁公寓REIT'],
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#期货==================================================================
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["HG=F",'COMEX铜矿石期货'],
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["HG=F",'COMEX铜矿石期货'],
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["CL=F",'NYM原油期货'],["BZ=F",'NYM布伦特原油期货'],
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["NG=F",'NYM天然气期货'],["MTF=F",'NYM煤炭期货'],
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["GC=F",'COMEX黄金期货'],["MGC=F",'COMEX微型黄金期货'],
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["SGC=F",'上海黄金期货'],
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@@ -1291,7 +1294,7 @@ def codetranslate0(code):
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["S=F",'CBT大豆期货'],["C=F",'CBT玉米期货'],
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["ES=F",'CME标普500指数期货'],["YM=F",'CBT道指期货'],
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["NQ=F",'CME纳指100期货'],["RTY=F",'罗素2000指数期货'],
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["ZB=F",'
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["ZB=F",'30年期美债期货'],["ZT=F",'2年期美债期货'],
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["ZF=F",'5年期美债期货'],["ZN=F",'10年期美债期货'],
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#======================================================================
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["S=F",'CBT大豆期货'],["C=F",'CBT玉米期货'],
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["ES=F",'CME标普500指数期货'],["YM=F",'CBT道指期货'],
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["NQ=F",'CME纳指100期货'],["RTY=F",'罗素2000指数期货'],
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["ZB=F",'
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["ZB=F",'30年期美债期货'],["ZT=F",'2年期美债期货'],
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["ZF=F",'5年期美债期货'],["ZN=F",'10年期美债期货'],
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#======================================================================
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fund='sh510170'
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fund='018021.SS'
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fund='320019.SS'
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fund='510580'
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get_fund_name_china2('sh510170')
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get_fund_name_china2(fund)
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if __name__=='__main__':
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bond="185851.SS"
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bond="102229.SZ"
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bond='sh111015'
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get_exchange_bond_name_china(
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get_exchange_bond_name_china(bond)
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def get_exchange_bond_name_china(bond):
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"""
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bond2=bond1[:6]
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bond3='sh'+bond2
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elif '.sz' in bond1:
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bond2=bond1[:6]
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bond3='sz'+bond2
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else:
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bond3=bond1
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import akshare as ak
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df=ak.bond_zh_hs_spot()
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try:
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if __name__=='__main__':
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bond="185851.SS"
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bond="102229.SZ"
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bond="sh111015"
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get_exchange_bond_name_china2(
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get_exchange_bond_name_china2(bond)
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def get_exchange_bond_name_china2(bond):
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"""
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bond2=bond1[:6]
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bond3='sh'+bond2
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elif '.sz' in bond1:
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bond2=bond1[:6]
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bond3='sz'+bond2
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else:
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bond3=bond1
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import akshare as ak
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import pandas as pd
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siat/var_model_validation.py
CHANGED
@@ -262,6 +262,7 @@ def backtest_VaR(tickerlist,sharelist,today,future_days=1, \
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result="高估"
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#打印结果
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"""
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print("\n======= VaR模型:回溯测试 =======")
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#print("投资组合 :",ticker_name(tickerlist))
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print("投资组合 :",end='')
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print("损失超过VaR的实际天数 :",threshhold_actual,'天')
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print("实际的置信度水平 : ",round(alpha_actual*100,2),"%",sep='')
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print("模型验证的回溯测试结果 :",result)
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"""
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titletxt="VaR模型:回溯测试"
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import datetime as dt; todaydt=dt.date.today()
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footnote="数据来源:新浪/stooq,"+str(todaydt)
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ticker_name_list=list2str(ticker_name(tickerlist,'bond'))
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shares=sharelist
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if len(sharelist)==1: shares=sharelist[0]
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data_dict={'持有资产:':ticker_name_list, \
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'资产配置:':shares, \
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'持有日期:':today, \
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'预计持有天数:':str(future_days)+'天', \
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'置信度:':str(alpha*100)+'%', \
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"使用的历史样本数据:":str(pastyears)+"年", \
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"使用的VaR模型:":type, \
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"*** 在险价值 ***":'', \
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"VaR金额:":format(round(VaR,2),','), \
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"VaR比率:":str(round(ratio*100,2))+"%", \
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"*** 回溯测试 ***":'', \
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"期望的置信度水平:":str(alpha*100)+"%", \
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"损失超过VaR的预期天数:":str(threshhold_expected)+'天', \
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"损失超过VaR的实际天数:":str(threshhold_actual)+'天', \
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"实际的置信度水平:":str(round(alpha_actual*100,2))+"%", \
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"模型验证的回溯测试结果:":result}
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print2CSS(data_dict,titletxt=titletxt,footnote=footnote)
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return
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@@ -347,6 +378,7 @@ def backtest_VaR_portfolio(portfolio,today,future_days=1, \
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result="高估"
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#打印结果
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"""
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print("\n======= VaR模型:回溯测试 =======")
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print("投资组合 :",tickerlist)
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print("成分股票配置 :",sharelist)
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@@ -367,6 +399,33 @@ def backtest_VaR_portfolio(portfolio,today,future_days=1, \
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print("损失超过VaR的实际天数 :",threshhold_actual,'天')
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print("实际的置信度水平 : ",round(alpha_actual*100,2),"%",sep='')
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print("模型验证的回溯测试结果 :",result)
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"""
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titletxt="VaR模型:回溯测试"
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import datetime as dt; todaydt=dt.date.today()
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footnote="数据来源:新浪/stooq,"+str(todaydt)
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data_dict={'投资组合:':portfolio_name(portfolio), \
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'持有日期:':today, \
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"当前头寸:":format(round(position,2),','), \
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'预计持有天数:':str(future_days)+'天', \
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'置信度水平:':str(alpha*100)+'%', \
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"使用的历史样本数据:":str(pastyears)+"年", \
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"使用的VaR模型:":type, \
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"*** 在险价值 ***":'', \
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"VaR金额:":format(round(VaR,2),','), \
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"VaR比率:":str(round(ratio*100,2))+"%", \
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"*** 回溯测试 ***":'', \
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"期望的置信度水平:":str(alpha*100)+"%", \
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"损失超过VaR的预期天数:":str(threshhold_expected)+'天', \
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"损失超过VaR的实际天数:":str(threshhold_actual)+'天', \
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"实际的置信度水平:":str(round(alpha_actual*100,2))+"%", \
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143
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siat/valuation.py,sha256=xGizcKJZ3ADLWWHm2TFQub18FxiDv2doQwBwbEqyqz0,51980
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144
144
|
siat/valuation_china.py,sha256=eSKIDckyjG8QkENlW_OKkqbQHno8pzDcomBO9iGNJVM,83079
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145
145
|
siat/valuation_market_china_test.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
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146
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-
siat/var_model_validation.py,sha256=
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146
|
+
siat/var_model_validation.py,sha256=loqziBYO2p0xkeWm3Rb1rJsDhbcgAZ5aR9rBLRwLU5E,17624
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147
147
|
siat/yf_name.py,sha256=laNKMTZ9hdenGX3IZ7G0a2RLBKEWtUQJFY9CWuk_fp8,24058
|
148
|
-
siat-3.10.
|
149
|
-
siat-3.10.
|
150
|
-
siat-3.10.
|
151
|
-
siat-3.10.
|
152
|
-
siat-3.10.
|
148
|
+
siat-3.10.125.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
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149
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siat-3.10.125.dist-info/METADATA,sha256=DYqsyVNP5_SSTu5Y42HZXGMbTmQXxi_P1n68SvvoRtA,8223
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150
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siat-3.10.125.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
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151
|
+
siat-3.10.125.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
|
152
|
+
siat-3.10.125.dist-info/RECORD,,
|
File without changes
|
File without changes
|
File without changes
|