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

siat/capm_beta.py

@@ -128,7 +128,7 @@ def prepare_capm_data(stkcd,mktidx,start,end):
     return R
 
 #==============================================================================
-def capm_beta(ticker,mktidx,start,end):
+def capm_beta(ticker,mktidx,start,end='today'):
     """
     函数功能：计算一只股票的静态CAPM模型贝塔系数
     输入参数：
@@ -140,6 +140,7 @@ def capm_beta(ticker,mktidx,start,end):
     显示CAPM市场模型回归的alpha, beta, 以及显著性和拟合优度
     无返回数据
     """
+    start,end=start_end_preprocess(start,end)
         
     #读取股价并准备好收益率数据
     R=prepare_capm_data(ticker,mktidx,start,end)
@@ -315,22 +316,36 @@ def capm_beta_yearly(ticker,mktidx,yearlist):
             betas=betas._append(row,ignore_index=True)
         #print(year,round(beta,4),round(r_value**2,3),round(p_value,4))
     
+    betas['Significance']=betas['p-value'].apply(lambda x: '***' if x<0.01 \
+                                                 else '**' if x<0.05 else '*' if x<0.1 else '')
+    
     #设置打印标题与数据对齐
+    """
     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("\n ===== 股票的年度贝塔系数:",ticker_name(ticker),"=====")
+    print("\n ===== 分年度静态贝塔系数:",ticker_name(ticker),"=====")
     print(betas.to_string(index=False))
-    import datetime as dt; today=dt.date.today()    
-    print(" 数据来源：新浪/stooq/fred，基于"+ticker_name(mktidx)+'，'+str(today))
-    
+    import datetime as dt; todaydt=dt.date.today()    
+    print("数据来源：新浪/stooq/fred，基于"+ticker_name(mktidx)+'，'+str(dttoday))
+    print('') #空一行
+    """
+    titletxt="分年度静态贝塔系数: "+ticker_name(ticker)
+    import datetime as dt; todaydt=dt.date.today()
+    footnote="数据来源：新浪/stooq/fred，基于"+ticker_name(mktidx)+', '+str(todaydt)
+    df_display_CSS(betas,titletxt=titletxt,footnote=footnote,facecolor='papayawhip', \
+                   decimals=4, \
+                       first_col_align='center',second_col_align='center', \
+                       last_col_align='center',other_col_align='center')
+
+    #准备绘图
     betas.set_index('Year',inplace=True)
     
     #绘图：年度贝塔系数趋势
     df=pd.DataFrame(betas['Beta'])
-    title="股票的年度贝塔系数趋势: "+ticker_name(ticker)
-    foot="\n数据来源：新浪/stooq/fred，基于"+ticker_name(mktidx)+'，'+str(today)
+    title="分年度静态贝塔系数: "+ticker_name(ticker)
+    foot="\n数据来源：新浪/stooq/fred，基于"+ticker_name(mktidx)+'，'+str(todaydt)
     plot_trend(title,foot,df,power=3,axhline_value=1,axhline_label='市场风险线')
     
     return betas   
@@ -484,13 +499,24 @@ def capm_beta_portfolio_yearly(tickerlist,sharelist,mktidx,yearlist):
             betas=betas.append(row,ignore_index=True)
         except:
             betas=betas._append(row,ignore_index=True)
-        
-    print("\n",betas)
+
+    betas['Significance']=betas['p-value'].apply(lambda x: '***' if x<0.01 \
+                                                 else '**' if x<0.05 else '*' if x<0.1 else '')        
+    #print("\n",betas)
+    
+    titletxt="投资组合的静态年度贝塔系数"
+    import datetime as dt; todaydt=dt.date.today()
+    footnote="数据来源：新浪/stooq/fred，基于"+ticker_name(mktidx)+', '+str(todaydt)
+    df_display_CSS(betas,titletxt=titletxt,footnote=footnote,facecolor='papayawhip', \
+                   decimals=4, \
+                       first_col_align='center',second_col_align='center', \
+                       last_col_align='center',other_col_align='center')    
+    
     betas.set_index('Year',inplace=True)
     
     #绘图：年度贝塔系数变化
     df=pd.DataFrame(betas['Beta'])
-    title="投资组合的年度贝塔系数"+ \
+    title="投资组合的静态年度贝塔系数"+ \
             "\n成分股: "+str(ticker_name(tickerlist,'bond'))+"\n持仓权重: "+str(sharelist)
     import datetime; today = datetime.date.today()
     foot="数据来源: 新浪/stooq/fred，"+str(today)

siat/capm_beta2.py

@@ -451,7 +451,7 @@ def compare_mticker_1beta(ticker,start,end, \
                    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)
+                   facecolor=facecolor,loc=loc,precision=4)
  
     return df
 
@@ -590,7 +590,8 @@ def compare_1ticker_mRF(ticker,start,end, \
                    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)
+                   facecolor=facecolor,loc=loc, \
+                       precision=4)
             
     return df
 
@@ -723,7 +724,7 @@ def compare_1ticker_mregression_period(ticker,start,end, \
                    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)
+                   facecolor=facecolor,loc=loc,precision=4)
             
     return df
 
@@ -749,6 +750,36 @@ if __name__=='__main__':
     
     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, \

siat/common.py

@@ -21,6 +21,27 @@ import pandas as pd
 SUFFIX_LIST_CN=['SS','SZ','BJ','SW','SH']
 SUFFIX_LIST_HK=['HK']
 #==============================================================================
+
+if __name__=='__main__':
+    ticker='000858.SZ'
+    ticker='AAPL'
+    
+    security_in_China(ticker)
+    
+def security_in_China(ticker):
+    """
+    功能：判断证券代码，是否在中国市场
+    """
+    
+    tlist=ticker.split('.')
+    if len(tlist) == 1: return False
+    else:
+        if tlist[1] in SUFFIX_LIST_CN:
+            return True
+        else:
+            return False
+    
+#==============================================================================    
 #设置全局语言环境
 import pickle
 
@@ -523,7 +544,7 @@ def portfolio_name(portfolio):
         name=portfolio[keylist[0]][2]
     except:
         #name="PF1"
-        e=text_lang("投资组合","Investment Portfolio")
+        name=text_lang("投资组合","Portfolio")
 
     return name    
 
@@ -912,6 +933,10 @@ def regparms(results):
     df_pvalues=pd.DataFrame(pvalues)
     df_pvalues.columns=['p_values']            
 
+    #取rsquared_adj值：单个数值，非数组
+    rsquared=results.rsquared
+    rsquared_adj=results.rsquared_adj
+    
     #生成星星
     df_pvalues['sig']=df_pvalues['p_values'].apply(lambda x:sigstars(x))
     
@@ -920,8 +945,10 @@ def regparms(results):
                     how='inner',left_index=True,right_index=True)
     parms2=pd.merge(parms1,df_pvalues, \
                     how='inner',left_index=True,right_index=True)
-
+    
+        
     return parms2
+
 #==============================================================================
 if __name__=='__main__':
     txt='QDII-指数'
@@ -2509,7 +2536,7 @@ def list2str(alist):
 
 #==============================================================================
 # FUNCTION TO REMOVE TIMEZONE
-def remove_timezone(dt):
+def remove_timezone_dt(dt):
    
     # HERE `dt` is a python datetime
     # object that used .replace() method
@@ -2517,7 +2544,7 @@ def remove_timezone(dt):
 #==============================================================================
 def remove_df_index_timezone(df):
     df['timestamp']=df.index
-    df['timestamp'] = df['timestamp'].apply(remove_timezone)
+    df['timestamp'] = df['timestamp'].apply(remove_timezone_dt)
     df.index=df['timestamp']
     del df['timestamp']
     
@@ -3760,6 +3787,7 @@ if __name__=='__main__':
     df_display_CSS(df,titletxt,footnote,facecolor,decimals)
 
 def df_display_CSS(df,titletxt='',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='16px',heading_font_size='15px', \
@@ -3788,7 +3816,10 @@ def df_display_CSS(df,titletxt='',footnote='',facecolor='papayawhip',decimals=2,
     facecolor_default='papayawhip' 
     
     #不显示索引列，注意style1已经不是DaraFrame了
-    style1=df.style.hide() 
+    style1=df.style.hide()
+    
+    if hide_columns:
+        style1=df.style.hide(axis='index').hide(axis='columns')
     
     #设置数值字段的千分位符号，同时设置数值字段的小数点精度
     style2=style1.format(precision=decimals,thousands=',',na_rep='-') 
@@ -3966,10 +3997,21 @@ def df_index_timezone_remove(df):
     功能：去掉df索引日期中的时区信息，避免日期过滤时出错
     注意：从雅虎财经获取的数据中日期索引项很可能带有时区
     """
+    DEBUG=False
+    
+    # 检查是否因为处理时区而丢失了数据
+    if DEBUG:
+        print(f"BEFORE processing timezone, counts={len(df)}, from {df.index[0]} to {df.index[-1]}")
+    
     import pandas as pd
-    df.index = pd.to_datetime(df.index)
+    
+    #可能无法处理某些复杂的时区情况
+    df.index = pd.to_datetime(df.index,utc=True)
     df.index = df.index.tz_localize(None)
-
+    
+    if DEBUG:
+        print(f"AFTER processing timezone, counts={len(df)}, from {df.index[0]} to {df.index[-1]}")
+    
     return df
 #==============================================================================
 
@@ -4918,7 +4960,13 @@ async def jupyter2pdf2(notebook_dir, notebook_file):
     
     import os
     from nbconvert import HTMLExporter
-    from playwright.async_api import async_playwright
+    
+    try:
+        from playwright.async_api import async_playwright
+    except:
+        print("  #Warning(jupyter2pdf2): playwright seems not fully installed yet")
+        print("  [Solution] execute the command before re-run: playwright install")
+        return
     
     html_file = ""
     
@@ -5101,5 +5149,44 @@ def is_A_share(ticker):
         return False
     
     
+#==============================================================================
+
+def print2CSS(data_dict, \
+              titletxt='',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',heading_font_size='14px', \
+              data_font_size='14px',footnote_font_size='11px'):
+    """
+    功能：将字典中的数据转化为df，使用CSS形式实现整齐输出
+    """
+    import pandas as pd
+    disp_df=pd.DataFrame(columns=['Item','Value'])    
+    
+    keys=list(data_dict.keys())
+    for key in keys:
+        value=data_dict[key]
+        
+        s=pd.Series({'Item':key,'Value':value}) 
+        disp_df=disp_df._append(s,ignore_index=True)        
+
+    df_display_CSS(disp_df,titletxt=titletxt,footnote=footnote, \
+                   facecolor=facecolor,decimals=decimals, \
+                       hide_columns=hide_columns,
+                   first_col_align=first_col_align,second_col_align=second_col_align, \
+                   last_col_align=last_col_align,other_col_align=other_col_align, \
+                   titile_font_size=titile_font_size,heading_font_size=heading_font_size, \
+                   data_font_size=data_font_size,footnote_font_size=footnote_font_size)
+        
+    return
+
+#==============================================================================
 #==============================================================================
 #==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+

siat/economy.py

@@ -1435,8 +1435,8 @@ def macro_trend(ticker,indicator,start='L10Y',end='today', \
         if 'YoY PPI' in indicator:
             attention_value=0
 
-        df=compare_economy(tickers=ticker,measures=indicator, \
-                           fromdate=fromdate,todate=todate, \
+        df=compare_economy(ticker=ticker,indicator=indicator, \
+                           start=fromdate,end=todate, \
                            power=power,twinx=twinx, \
                            yline=attention_value, \
                            loc1=loc1,loc2=loc2,facecolor=facecolor)
@@ -1451,7 +1451,7 @@ def macro_trend(ticker,indicator,start='L10Y',end='today', \
         if 'YoY PPI' in indicator:
             attention_value=0
         
-        df=economy_trend(start=fromdate,end=todate,scope=ticker,factor=indicator, \
+        df=economy_trend0(start=fromdate,end=todate,ticker=ticker,indicator=indicator, \
                          datatag=datatag,power=power, \
                          zeroline=zeroline,yline=attention_value,facecolor=facecolor)    
         # 计算增长率

siat/economy2.py

@@ -1367,6 +1367,68 @@ def economic_translate(indicator):
          'GDP per capita, PPP (constant 2021 international $)',
          'GDP per capita, PPP (constant 2021 international $)'],  
         
+        # NY.GNP.MKTP：国民总收入GNI总量=======================================
+        ['NY.GNP.MKTP.CD','GNI(美元现价)',
+         'GNI (current US$)',
+         'GNI (current US$)'],
+        
+        ['NY.GNP.MKTP.CN','GNI(本币现价)',
+         'GNI (current LCU)',
+         'GNI (current LCU)'],
+         
+        ['NY.GNP.MKTP.CN.AD','GNI(统计口径调整后，本币现价)',
+         'GNI: linked series (current LCU)',
+         'GNI: linked series (current LCU)'],       
+         
+        ['NY.GNP.MKTP.KD','GNI(2015美元不变价格)',
+         'GNI (constant 2015 US$)',
+         'GNI (constant 2015 US$)'],          
+         
+        ['NY.GNP.MKTP.KD.ZG','GNI年增速%(2015美元不变价格)',
+         'GNI growth (annual %, constant 2015 US$)',
+         'GNI growth (annual %, constant 2015 US$)'],          
+         
+        ['NY.GNP.MKTP.KN','GNI(本币不变价格)',
+         'GNI (constant LCU)',
+         'GNI (constant LCU)'],            
+         
+        ['NY.GNP.MKTP.PP.CD','GNI(购买力平价，国际美元现价)',
+         'GNI(PPP, current international $)',
+         'GNI(PPP, current international $)'],   
+         
+        ['NY.GNP.MKTP.PP.KD','GNI(购买力平价，2021国际美元不变价格)',
+         'GNI(PPP, constant 2021 international $)',
+         'GNI(PPP, constant 2021 international $)'],  
+        
+        # NY.GNP.PCAP：GNI人均=======================================
+        ['NY.GNP.PCAP.CD','人均GNI(美元现价)',
+         'GNI per capita (current US$)',
+         'GNI per capita (current US$)'],
+
+        ['NY.GNP.PCAP.CN','人均GNI(本币现价)',
+         'GNI per capita (current LCU)',
+         'GNI per capita (current LCU)'],        
+
+        ['NY.GNP.PCAP.KD','人均GNI(2015美元不变价格)',
+         'GNI per capita (constant 2015 US$)',
+         'GNI per capita (constant 2015 US$)'],   
+
+        ['NY.GNP.PCAP.KD.ZG','人均GNI年增速%(2015美元不变价格)',
+         'GNI per capita growth (annual %, constant 2015 US$)',
+         'GNI per capita growth (annual %, constant 2015 US$)'],  
+
+        ['NY.GNP.PCAP.KN','人均GNI(本币不变价格)',
+         'GNI per capita (constant LCU)',
+         'GNI per capita (constant LCU)'],  
+
+        ['NY.GNP.PCAP.PP.CD','人均GNI(购买力平价，国际美元现价)',
+         'GNI per capita, PPP (current international $)',
+         'GNI per capita, PPP (current international $)'],  
+
+        ['NY.GNP.PCAP.PP.KD','人均GNI(购买力平价，2021国际美元不变价格)',
+         'GNI per capita, PPP (constant 2021 international $)',
+         'GNI per capita, PPP (constant 2021 international $)'],  
+        
         #######################################################################
         #“International $”（国际美元）是一种标准化的货币单位，用于消除汇率差异，
         #使不同国家的经济指标（如 GDP）在购买力平价（PPP）基础上更具可比性。
@@ -1387,6 +1449,10 @@ def economic_translate(indicator):
         #######################################################################
         
         # GFDD.DM：证券市场-股票、权益与债券=====================================
+        ['CM.MKT.LCAP.GD.ZS','国内上市公司市值占GDP%',
+         'Market cap of domestic listed companies to GDP (%)',
+         'Market cap of domestic listed companies to GDP (%)'],        
+        
         ['GFDD.DM.01','股票市场总市值占GDP%',
          'Stock market capitalization to GDP (%)',
          'Stock market capitalization to GDP (%)'],
@@ -1494,7 +1560,15 @@ def economic_translate(indicator):
         ['FM.LBL.BMNY.CN','广义货币(本币现价)',
          'Broad money (current LCU)',
          'Broad money (current LCU)'],
-
+        
+        ['FM.LBL.BMNY.ZG','广义货币年增速%',
+         'Broad money growth (annual %)',
+         'Broad money growth (annual %)'],
+        
+        ['FM.LBL.MQMY.XD','货币流通速度(GDP/M2)',
+         'Income velocity of money (GDP/M2)',
+         'Income velocity of money (GDP/M2)'], 
+        
         ['FM.LBL.BMNY.GD.ZS','广义货币(占GDP%)',
          'Broad money (% of GDP)',
          'Broad money (% of GDP)'],