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

siat/holding_risk.py

@@ -562,28 +562,29 @@ def get_VaR_portfolio(portfolio,today,future_days=1,alpha=0.99, \
     if not printout: return VaRlist,ratiolist
     
     #输出VaR金额和比率
-    print("\n===== 投资组合的在险价值VaR =====")
-    _,_,tickerlist,sharelist,ticker_type=decompose_portfolio(portfolio)
-    print("成分股列表  :",tickerlist)
-    print("成分股的配置:",sharelist)
-    print("当前日期    :",today)
-    print("当前头寸    :",format(position,','))
-    print("预计持有天数:",future_days)
-    print("置信度水平  :",str(int(alpha*100))+'%')
-    print("历史样本年数:",pastyears)
-    print("样本数量    :",num)
+    print("\n===== 在险价值VaR：投资组合 =====")
+    #_,_,tickerlist,sharelist,ticker_type=decompose_portfolio(portfolio)
+    #print("成分股列表  :",tickerlist)
+    #print("成分股的配置:",sharelist)
+    print("投资组合：",portfolio_name(portfolio))
+    print("当前日期：",today)
+    print("当前头寸(1份投资组合)：",format(position,','))
+    print("预计持有天数：",future_days)
+    print("置信度水平：",str(int(alpha*100))+'%')
+    print("历史样本年数：",pastyears)
+    print("样本数量：",num)
     
     import datetime as dt; today=dt.date.today()
-    footnote="*数据来源：新浪/stooq，"+str(today)
+    footnote="\n数据来源：新浪/stooq，"+str(today)
     if not (modeltyp == 'all'):
-        print("使用的模型  :",model)
-        print("VaR金额/比率:",format(VaR,','), \
+        print("使用的模型：",model)
+        print("VaR金额/比率：",format(VaR,','), \
               '\b，',str(round(VaR_ratio*100,2))+'%')
         
         print(footnote)
         return VaR,VaR_ratio
     
-    print("\nVaR金额/比率：")
+    print("\n*** VaR金额/比率 ***")
     modellist.pop()
     for m in modellist:
         pos=modellist.index(m)
@@ -687,27 +688,28 @@ def get_ES_portfolio(portfolio,today,future_days=1,alpha=0.99, \
     
     #输出ES金额和比率
     print("\n===== 投资组合的预期不足ES =====")
-    _,_,tickerlist,sharelist,ticker_type=decompose_portfolio(portfolio)
-    print("成分股列表  :",tickerlist)
-    print("成分股配置  :",sharelist)
-    print("当前日期    :",today)
-    print("当前头寸    :",format(position,','))
-    print("预计持有天数:",future_days)
-    print("置信度水平  :",str(int(alpha*100))+'%')
-    print("历史样本年数:",pastyears)
-    print("样本个数    :",num)
+    #_,_,tickerlist,sharelist,ticker_type=decompose_portfolio(portfolio)
+    #print("成分股列表  :",tickerlist)
+    #print("成分股配置  :",sharelist)
+    print("投资组合：",portfolio_name(portfolio))
+    print("当前日期：",today)
+    print("当前头寸(1份投资组合)：",format(position,','))
+    print("预计持有天数：",future_days)
+    print("置信度水平：",str(int(alpha*100))+'%')
+    print("历史样本年数：",pastyears)
+    print("样本个数：",num)
 
     import datetime as dt; today=dt.date.today()
-    footnote="*数据来源：新浪/stooq，"+str(today)
+    footnote="\n数据来源：新浪/stooq，"+str(today)
     
     if not (modeltyp == 'all'):
-        print("使用的模型  :",model)
-        print("ES金额/比率 ：",format(ES,','), \
+        print("使用的模型：",model)
+        print("ES金额/比率：",format(ES,','), \
               '\b,',str(round(ES_ratio*100,2))+'%')
         print(footnote)
         return ES,ES_ratio
     
-    print("ES金额/比率 ：")
+    print("ES金额/比率：")
     modellist.pop()
     for m in modellist:
         pos=modellist.index(m)
@@ -799,13 +801,15 @@ if __name__ == '__main__':
     fromdate='2022-1-1'
     todate='2022-4-18'
 
-def portfolio_rets_curve(portfolio,fromdate,todate):
+def portfolio_rets_curve(portfolio,start='MRY',end='today'):
     """
     功能：绘制投资组合portfolio在给定期间（fromdate,todate）收益率分布的曲线，
     并于相应的正态分布图对照
     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)
     """
+    fromdate,todate=start_end_preprocess(start,end)
+    
     #抓取投资组合股价和收益率
     prices=get_portfolio_prices0(portfolio,fromdate,todate)
     if prices is None: return None,None
@@ -833,22 +837,25 @@ def portfolio_rets_curve(portfolio,fromdate,todate):
     #plt.ylabel('Frequency')
     
     footnote1='日收益率%'
-    footnote2='\nShapiro-Wilk检验：W值'+str(W)+'，p值'+str(p_value)
-    footnote3="\n偏度"+str(S)+"，峰度"+str(K)
+    footnote2='\n【注】Shapiro-Wilk检验：W值'+str(W)+'，p值'+str(p_value)
+    footnote3="。偏度"+str(S)+"，峰度"+str(K)
     
     import datetime as dt; today=dt.date.today()
-    footnote4="\n*数据来源：新浪/stooq，"+str(today)
+    footnote4="。数据来源：新浪/stooq，"+str(today)
     
     footnote=footnote1+footnote2+footnote3+footnote4
     plt.xlabel(footnote)
     
     plt.legend(loc='best')
+    """
     titletxt1="投资组合收益率的正态分布检验"
     titletxt2="\n成分股"+str(tickerlist)
     titletxt3="\n持仓配置"+str(sharelist)
     titletxt4="\n样本期间："+str(fromdate)+'至'+str(todate)+ \
                 '，样本数量'+str(num)+'个'
     titletxt=titletxt1+titletxt2+titletxt3+titletxt4
+    """
+    titletxt="投资组合收益率的正态分布检验："+portfolio_name(portfolio)
     plt.title(titletxt)
     
     plt.gca().set_facecolor('whitesmoke')

siat/market_china.py

@@ -123,11 +123,13 @@ def market_profile_china(market='SSE'):
                     if lang == 'Chinese':
                         i2=itemlist2[pos]
                         blanknum=maxlen-hzlen(i2)
-                        print('   ',i2+' '*blanknum+'：',end='')
+                        #print('   ',i2+' '*blanknum+'：',end='')
+                        print('   ',i2+'：',end='')
                     else:
                         i2e=itemlist2e[pos]
                         blanknum=maxlen-hzlen(i2e)
-                        print('   ',i2e+' '*blanknum+'：',end='')
+                        #print('   ',i2e+' '*blanknum+'：',end='')
+                        print('   ',i2e+'：',end='')
                 except:
                     pos=itemlist.index(i)
                     i2=itemlist2[pos]
@@ -136,10 +138,12 @@ def market_profile_china(market='SSE'):
                     
                     if lang == 'Chinese':
                         blanknum=maxlen-hzlen(i2)
-                        print('   ',i2+' '*blanknum+'：',end='')
+                        #print('   ',i2+' '*blanknum+'：',end='')
+                        print('   ',i2+'：',end='')
                     else:
                         blanknum=maxlen-hzlen(i2e)
-                        print('   ',i2e+' '*blanknum+'：',end='')
+                        #print('   ',i2e+' '*blanknum+'：',end='')
+                        print('   ',i2e+'：',end='')
                 
                 if i in ["上市股票",'上市公司']: #若是字符则转换成数字
                     value2=int(value)
@@ -176,7 +180,8 @@ def market_profile_china(market='SSE'):
             
         info1t=info.T
         info1t['全貌']=info1t['股票']
-        info1t['主板']=info1t['主板A股']+info1t['主板B股']+info1t['中小板']
+        #info1t['主板']=info1t['主板A股']+info1t['主板B股']+info1t['中小板']
+        info1t['主板']=info1t['主板A股']+info1t['主板B股']
         info1t['创业板']=info1t['创业板A股']
         
         infot2=info1t.T
@@ -230,11 +235,13 @@ def market_profile_china(market='SSE'):
                     if lang == 'Chinese':
                         i2=itemlist2[pos]
                         blanknum=maxlen-hzlen(i2)
-                        print('   ',i2+' '*blanknum+'：',end='')
+                        #print('   ',i2+' '*blanknum+'：',end='')
+                        print('   ',i2+'：',end='')
                     else:
                         i2e=itemlist2e[pos]
                         blanknum=maxlen-hzlen(i2e)
-                        print('   ',i2e+' '*blanknum+'：',end='')
+                        #print('   ',i2e+' '*blanknum+'：',end='')
+                        print('   ',i2e+'：',end='')
                 except:
                     pos=itemlist.index(i)
                     i2=itemlist2[pos]
@@ -243,10 +250,12 @@ def market_profile_china(market='SSE'):
                     
                     if lang == 'Chinese':
                         blanknum=maxlen-hzlen(i2)
-                        print('   ',i2+' '*blanknum+'：',end='')
+                        #print('   ',i2+' '*blanknum+'：',end='')
+                        print('   ',i2+'：',end='')
                     else:
                         blanknum=maxlen-hzlen(i2e)
-                        print('   ',i2e+' '*blanknum+'：',end='')
+                        #print('   ',i2e+' '*blanknum+'：',end='')
+                        print('   ',i2e+'：',end='')
                 
                 if i in ['数量']: #若是字符则转换成数字
                     value2=int(value)
@@ -353,11 +362,13 @@ def market_profile_china_tmp(market='SSE'):
                 value=list(subdf[subdf['item']==i]['number'])[0]
                 
                 if lang == 'Chinese':
-                    print('   ',i+' '*blanknum+'：',end='')
+                    #print('   ',i+' '*blanknum+'：',end='')
+                    print('   ',i+'：',end='')
                 else:
                     pos=itemlist.index(i)
                     ie=itemliste[pos]
-                    print('   ',ie+' '*blanknum+'：',end='')
+                    #print('   ',ie+' '*blanknum+'：',end='')
+                    print('   ',ie+'：',end='')
                     
                 print("{:,}".format(value))
         

siat/markowitz2.py

@@ -288,17 +288,23 @@ def portfolio_cumret(portfolio,thedate,pastyears=1, \
                      RF=0, \
                      printout=True,graph=True):
 """
-def portfolio_build(portfolio,thedate='default',pastyears=1, \
+def portfolio_build(portfolio,thedate='default',pastyears=3, \
                     indicator='Adj Close', \
                     adjust='qfq',source='auto',ticker_type='auto', \
                     printout=False,graph=False,facecolor='papayawhip'):    
     """
     功能：收集投资组合成份股数据，绘制收益率趋势图，并与等权和期间内交易额加权策略组合比较
-    注意：此处无需RF，待到优化策略时再指定
-    printout=True控制获取股价时是否逐个显示
-    
-    特别注意：若ticker_type='fund'可能导致无法处理股票的复权价！
-    若要指定特定的证券为债券，则需要使用列表逐一指定证券的类型（股票，债券，基金）
+    注意：
+    1. 此处无需RF，待到优化策略时再指定
+    2. printout=True控制下列内容是否显示：
+        获取股价时的信息
+        是否显示原始组合、等权重组合和交易金额加权组合的成分股构成
+        是否显示原始组合、等权重组合和交易金额加权组合的收益风险排名
+    3. pastyears=3更有可能生成斜向上的椭圆形可行集，需要与不同行业的证券搭配。
+        同行业证券相关性较强，不易生成斜向上的椭圆形可行集。
+    4. 若ticker_type='fund'可能导致无法处理股票的复权价！
+    5. 若要指定特定的证券为债券，则需要使用列表逐一指定证券的类型（股票，债券，基金）
+    6. 默认采用前复权计算收益率，更加平稳
     """
     #判断复权标志
     indicator_list=['Close','Adj Close']
@@ -1145,7 +1151,27 @@ if __name__=='__main__':
     portfolio_eset(pf_info,simulation=50000)
 
 def portfolio_feset(pf_info,simulation=50000,convex_hull=True,frontier="both",facecolor='papayawhip'):
-    
+    """
+    功能：套壳函数portfolio_eset
+    当frontier不在列表['efficient','inefficient','both']中时，绘制可行集
+    当frontier == 'efficient'时绘制有效边界
+    当frontier == 'inefficient'时绘制无效边界
+    当frontier == 'both'时同时绘制有效边界和无效边界
+    当绘制有效/无效边界时，默认使用凸包绘制（convex_hull=True）
+    """
+    if frontier is None:
+        convex_hull=False
+    elif isinstance(frontier,str):
+        frontier=frontier.lower()
+    
+        frontier_list=['efficient','inefficient','both']
+        if not any(element in frontier for element in frontier_list):
+            convex_hull=False
+        else:
+            convex_hull=True
+    else:
+        convex_hull=False
+        
     results=portfolio_eset(pf_info,simulation=simulation,convex_hull=convex_hull,frontier=frontier,facecolor=facecolor)
     
     return results
@@ -1158,6 +1184,15 @@ def portfolio_eset(pf_info,simulation=50000,convex_hull=False,frontier="both",fa
     """
     DEBUG=True; MORE_DETAIL=False
     
+    frontier_list=['efficient','inefficient','both']
+    if isinstance(frontier,str):
+        if any(element in frontier for element in frontier_list):
+            efficient_set=True
+        else:
+            efficient_set=False
+    else:
+        efficient_set=False
+    
     [[portfolio,thedate,stock_return,_,_],_]=pf_info
     pname=portfolio_name(portfolio)
     _,_,tickerlist,_,ticker_type=decompose_portfolio(portfolio)
@@ -1322,7 +1357,20 @@ def portfolio_eset(pf_info,simulation=50000,convex_hull=False,frontier="both",fa
         if pname == '': pname='投资组合'
         
         plt.colorbar(label='收益率/标准差')
-        plt.title(pname+": 马科维茨可行(有效)集",fontsize=title_txt_size)
+        
+        if efficient_set:
+            if frontier == 'efficient':
+                titletxt0=": 马科维茨有效集(有效边界)"
+            elif frontier == 'inefficient':
+                titletxt0=": 马科维茨无效集(无效边界)"
+            elif frontier == 'both':
+                titletxt0=": 马科维茨有效边界与无效边界"
+            else:
+                titletxt0=": 马科维茨可行集"
+        else:
+            titletxt0=": 马科维茨可行集"
+            
+        plt.title(pname+titletxt0,fontsize=title_txt_size)
         plt.ylabel("年化收益率",fontsize=ylabel_txt_size)
         
         footnote1="年化收益率标准差-->"
@@ -1332,6 +1380,18 @@ def portfolio_eset(pf_info,simulation=50000,convex_hull=False,frontier="both",fa
     else:
         if pname == '': pname='Investment Portfolio'
         
+        if efficient_set:
+            if frontier == 'efficient':
+                titletxt0=": Markowitz Efficient Set (Efficient Frontier)"
+            elif frontier == 'inefficient':
+                titletxt0=": Markowitz Inefficient Set (Inefficient Frontier)"
+            elif frontier == 'both':
+                titletxt0=": Markowitz Efficient & Inefficient Frontier"
+            else:
+                titletxt0=": Markowitz Feasible Set"
+        else:
+            titletxt0=": Markowitz Feasible Set"
+            
         plt.colorbar(label='Return/Std')
         plt.title(pname+": Feasible/Efficient Set",fontsize=title_txt_size)
         plt.ylabel("Annualized Return",fontsize=ylabel_txt_size)
@@ -1344,7 +1404,8 @@ def portfolio_eset(pf_info,simulation=50000,convex_hull=False,frontier="both",fa
     plt.xlabel(footnote1+footnote2+footnote3+footnote4,fontsize=xlabel_txt_size)
     
     plt.gca().set_facecolor(facecolor)
-    plt.legend(loc='best')
+    if efficient_set:
+        plt.legend(loc='best')
     plt.show()
 
     return [pf_info,RandomPortfolios]
@@ -1905,7 +1966,7 @@ def RandomPortfolios_plot(RandomPortfolios,col_x,col_y,colorbartxt,title_ext, \
     if lang == 'Chinese':
         if pname == '': pname='投资组合'
         
-        plt.title(pname+": 马科维茨可行/有效集，基于"+title_ext,fontsize=title_txt_size)
+        plt.title(pname+": 投资组合优化策略，基于"+title_ext,fontsize=title_txt_size)
         plt.ylabel(ylabeltxt,fontsize=ylabel_txt_size)
         
         import datetime as dt; stoday=dt.date.today()
@@ -2350,6 +2411,7 @@ def portfolio_optimize(pf_info,ratio='sharpe',simulation=50000,RF=0, \
     注意：实验发现RF较小时对于结果的影响极其微小难以观察，默认设为不使用无风险利率调整收益
     但RF较大时对于结果的影响明显变大，已经不能忽略！
     """   
+    ratio=ratio.lower()
     
     ratio_list=['treynor','sharpe','sortino','alpha']
     if not (ratio in ratio_list):

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"
@@ -402,18 +414,32 @@ if __name__=='__main__':
     detail=False
     
 # 定义中国当前金融期权的所有品种  
-option_fin_list_sse=["华夏上证50ETF期权","华夏科创50ETF期权","易方达科创50ETF期权", \
-                     "华泰柏瑞沪深300ETF期权","南方中证500ETF期权"]
-underlying_fin_list_sse=["510050.SS","588000.SS","588080.SS", \
-                         "510300.SS","510500.SS"]
-    
-option_fin_list_szse=["易方达深证100ETF期权","易方达创业板ETF期权","嘉实沪深300ETF期权", \
+option_fin_list_sse=["华夏上证50ETF期权", \
+                     "华夏科创50ETF期权", \
+                     "易方达科创50ETF期权", \
+                     "华泰柏瑞沪深300ETF期权", \
+                     "南方中证500ETF期权"]
+underlying_fin_list_sse=["510050.SS", \
+                         "588000.SS", \
+                         "588080.SS", \
+                         "510300.SS", \
+                         "510500.SS"]
+    
+option_fin_list_szse=["易方达深证100ETF期权", \
+                      "易方达创业板ETF期权", \
+                      "嘉实沪深300ETF期权", \
                       "嘉实中证500ETF期权"]
-underlying_fin_list_szse=["159901.SZ","159915.SZ","159919.SZ", \
+underlying_fin_list_szse=["159901.SZ", \
+                          "159915.SZ", \
+                          "159919.SZ", \
                           "159922.SZ"]
     
-option_fin_list_cffe=["上证50股指期权","沪深300股指期权","中证1000股指期权"]
-underlying_fin_list_cffe=["000016.SS","000300.SS","000852.SS"]
+option_fin_list_cffe=["上证50股指期权", \
+                      "沪深300股指期权", \
+                      "中证1000股指期权"]
+underlying_fin_list_cffe=["000016.SS", \
+                          "000300.SS", \
+                          "000852.SS"]
 
 option_fin_list=option_fin_list_sse + option_fin_list_szse + option_fin_list_cffe
 underlying_fin_list=underlying_fin_list_sse + underlying_fin_list_szse + underlying_fin_list_cffe
@@ -988,15 +1014,22 @@ 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    
         
@@ -1148,21 +1181,33 @@ if __name__=='__main__':
 #=============================================================================
 if __name__=='__main__': 
     option="华泰柏瑞沪深300ETF期权"
-    end_month='2206'
-    contract='510300C2206M04500'
+    end_month='2512'
+    contract='510300C2512M04000'
     direction='call'
     
-    today='2021-11-19'
-    sample_days=360
+    today='2025-6-18'
+    sample_days=183
     
-    rate_type='shibor'
+    rate_type='treasury'
     rate_period='1Y'
     daysahead=183
 
 def option_fin_pricing_china(option,end_month,contract,today,direction='call', \
-                             sample_days=183,rate_type='shibor',rate_period='1Y',printout=True):
+                             sample_days=183, \
+                             rate_type='treasury',rate_period='1Y',RF=0, \
+                                 printout=True):
     """
     功能：将中国金融期权定价的过程整合在一起，提供默认选项，改善小白的使用体验
+    参数：
+    option：金融期权品种
+    end_month：期权到期YYMM
+    contract：期权合约编号
+    today：计算日，可选任意日期，最新日期建议选上一个交易日，便于获取数据
+    direction：期权方向，默认认购/看涨'call'
+    sample_days：计算(标的物)历史波动率的取样日历天数，默认183
+    rate_type：获取无风险利率的方式，默认自动获取'treasury'，也可直接指定数值'value'
+    RF：当rate_type为'value'时，直接给出无风险利率的数值
+    
     注：波动率使用历史波动率
     """
     
@@ -1186,6 +1231,8 @@ def option_fin_pricing_china(option,end_month,contract,today,direction='call', \
         rf=shibor_rate(today,rate_period) 
     elif rate_type=='TREASURY':
         rf=treasury_yield_china(today,rate_period)
+    elif rate_type=='VALUE':
+        rf=RF
     else:
         print("  #Error(option_fin_pricing_china): invalid rate type",rate_type.lower())
         return None
@@ -1852,12 +1899,14 @@ 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 +1919,23 @@ 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__': 
@@ -2292,17 +2350,21 @@ def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
     
     import numpy as np
     textupper=0.01
-    textlower=0.065
+    #textlower=0.065
+    textlower=0.01
+    
     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)