siat 3.2.2__py3-none-any.whl → 3.2.4__py3-none-any.whl

siat/__init__.py

@@ -20,12 +20,24 @@ InteractiveShell.ast_node_interactivity='all'
 try:
     import pkg_resources
     current_version=pkg_resources.get_distribution("siat").version
+    current_list=current_version.split('.')
     print("Successfully imported siat version",current_version)
 
     import luddite
     latest_version=luddite.get_version_pypi("siat")
+    latest_list=latest_version.split('.')
     
-    if latest_version != current_version:
+    newest=True
+    if current_list[0] < latest_list[0]:
+        newest=False
+    elif current_list[1] < latest_list[1]:
+        newest=False
+    elif current_list[2] < latest_list[2]:
+        newest=False  
+    else:
+        pass
+    
+    if not newest:
         print("The latest version of siat is",latest_version,'\n')
         print("*** If you expect to upgrade siat in Anaconda Prompt, use the instruction below:")
         print("    pip install siat --upgrade")
@@ -35,7 +47,7 @@ try:
         print("    pip uninstall siat")
         print("    pip install siat",'\n')
         
-        print("*** If you have a slow internet connection, use an option after the instruction above:")
+        print("*** If you have a slow internet connection, use an option trailing the instruction above:")
         print("    -i https://mirrors.aliyun.com/pypi/simple/",'\n')
     
         print("If you have done any of the above, restart the Python (eg. restarting the kernel)")

siat/markowitz2.py

@@ -1442,6 +1442,9 @@ def portfolio_es_alpha(pf_info,simulation=1000,RF=0):
     mkt1=pd.DataFrame(mkt['Mkt'])
 
     stock_return0m=pd.merge(stock_return0,mkt1,how='left',left_index=True,right_index=True)
+    #必须舍弃空值，否则下面的回归将得不到系数!!!
+    stock_return0m.dropna(inplace=True)
+    
     #处理期间内无风险利率
     """
     if RF:
@@ -1492,8 +1495,7 @@ def portfolio_es_alpha(pf_info,simulation=1000,RF=0):
         stock_return['pReta']=(1+stock_return['pRet'])**252 - 1
         stock_return['Mkta']=(1+stock_return['Mkt'])**252 - 1
         """
-        #回归求截距项作为阿尔法指数
-     
+        #回归求截距项作为阿尔法指数：参与回归的变量不能有空值，否则回归系数将为空值！！！
         (beta,alpha,_,_,_)=stats.linregress(stock_return['Mkt'],stock_return['pRet'])        
         """
         mean_return=stock_return[tickerlist].mul(random_weight,axis=1).sum(axis=1).mean(axis=0)
@@ -1938,7 +1940,9 @@ if __name__=='__main__':
     
     
 #==============================================================================
-
+if __name__=='__main__':
+    graph=True; convex_hull=False
+    
 def portfolio_optimize_alpha(es_info,graph=True,convex_hull=False):
     """
     功能：计算投资组合的最高詹森阿尔法组合，并绘图
@@ -2020,7 +2024,9 @@ def portfolio_optimize_treynor(es_info,graph=True,convex_hull=False):
     return name_hiret,hiret_weights,name_lorisk,lorisk_weights,portfolio_returns
 
 #==============================================================================
-    
+if __name__=='__main__':
+    col_ratio,col_y,col_x,name_hiret,name_lorisk,colorbartxt,title_ext,ylabeltxt,x_axis_name= \
+        ('Sharpe', 'alpha', 'beta', 'MAR', 'GMBA', '阿尔法指数', '阿尔法指数', '阿尔法指数', '贝塔系数')
     
 def portfolio_optimize_rar(es_info,col_ratio,col_y,col_x,name_hiret,name_lorisk, \
                            colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=True, \
@@ -2132,6 +2138,7 @@ if __name__=='__main__':
     
     RF=0
     graph=True;hirar_return=False;lorisk=True
+    convex_hull=False
 
 def portfolio_optimize(pf_info,ratio='sharpe',simulation=10000,RF=0, \
                        graph=True,hirar_return=False,lorisk=True,convex_hull=False):

siat/stock_technical.py

@@ -2505,18 +2505,18 @@ def security_technical2(ticker,start='default',end='default', \
                         #price_line_style=(0,(1,1)), \
                         price_line_style='dotted', \
                         price_line_color=['red','green'], \
-                        price_line_width=5,price_line_marker='o', \
+                        price_line_width=1,price_line_marker='o', \
                         marker_sizes=[30,120,250], \
                         ):
     """
     功能：计算和绘制证券技术分析指标的简易图，仅供进一步探索使用，仅用于单个证券(股债基)
     
-    支持的探索指标：仅供探索使用
+    支持的探索指标：
     OBV、SAR、VOL、PSY、ARBR、CR、EMV、TRIX、DMA、BIAS、CCI、W%R、ROC、DMI
     支持的其他指标：不如单独的指令功能强
     MACD、RSI、KDJ、BOLL
     
-    关注的阈值：默认[0,30,50,80]，attention_values=[0,30,50,80], 可以自定义，但0线一般建议保留。
+    关注的阈值：默认[0,25,50,75,100]，attention_values=[0,25,50,75,100], 可以自定义。
     收盘价折线：默认红色虚线，price_line_color='red'
     """
     #检查证券代码
@@ -2615,6 +2615,13 @@ def security_technical2(ticker,start='default',end='default', \
                        
                        indicator=indicator, \
                        more_details=more_details)
+    #未安装talib
+    if df is None:
+        return None
+    
+    if len(df) == 0:
+        print("  #Warning(security_technical2): zero records calculated for",technical,"using indicator",indicator)
+        return None
 
     #技术指标的绘图线
     tech_line_default={'RSI':['rsi'],

{siat-3.2.2.dist-info → siat-3.2.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.2.2
+Version: 3.2.4
 Summary: Securities Investment Analysis Tools (siat)
 Home-page: https://pypi.org/project/siat/
 Author: Prof. WANG Dehong, International Business School, Beijing Foreign Studies University

{siat-3.2.2.dist-info → siat-3.2.4.dist-info}/RECORD

@@ -1,4 +1,4 @@
-siat/__init__.py,sha256=2c0GKq4KaxA0vfdvMeyCPiNR6wODmH6CGj8n5UDOywY,2182
+siat/__init__.py,sha256=0N9ER3IIQkOVCLiX2nvfOmYfaYpt4OMd-r0Hbh2DSJc,2496
 siat/allin.py,sha256=f1VWxZLvPLR57ilk9GOziZMWjyAYOYLXbvQI4z38r50,2708
 siat/alpha_vantage_test.py,sha256=tKr-vmuFH3CZAqwmISz6jzjPHzV1JJl3sPfZdz8aTfM,747
 siat/assets_liquidity.py,sha256=deAJ60YcqMUgrXY7jy7BfzLutoy4uOEtfXqqMSujCRo,28889
@@ -67,7 +67,7 @@ siat/local_debug_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
 siat/market_china.py,sha256=nabx24qm7N51OafTrwUw542pNeFJ3JaQ1wqyv-nLN5I,37883
 siat/markowitz.py,sha256=c06gCRhMABnrb30F-npJsKVv8nFfEoNNR3bzrkMCyGg,97406
 siat/markowitz2-20240620.py,sha256=irZAPnjaatFsKQmFRMENP-cO6bEUl2narYtkU5NKTWI,108019
-siat/markowitz2.py,sha256=0FfGv8JzBWTjq3mjCDmT5K-lqpW6RvIggFD4h4SAGzM,109539
+siat/markowitz2.py,sha256=yu3I90RQUxk8k8D7kCa7b0wNfckOjKWHQZNTUq8512o,110060
 siat/markowitz_ccb_test.py,sha256=xBkkoaNHdq9KSUrNuHGgKTdNYUvgi84kNYcf719eoyE,1593
 siat/markowitz_ef_test.py,sha256=wjNlICkgRIqnonPeSIHo4Mu2GRtb9dr21wDt2kMNEcI,4032
 siat/markowitz_old.py,sha256=Lf7O_4QWT8RsdkHiUyc_7kKY3eZjKDtFR89Fz3pwYnY,33046
@@ -115,7 +115,7 @@ siat/stock_prices_kneighbors.py,sha256=WfZvo5EyeBsm-T37zDj7Sl9dPSRq5Bx4JxIJ9IUum
 siat/stock_prices_linear.py,sha256=-OUKRr27L2aStQgJSlJOrJ4gay_G7P-m-7t7cU2Yoqk,13991
 siat/stock_profile.py,sha256=B3eIwzEmiCqiCaxIlhfdEPsQBoW1PFOe1hkiY3mVF6Y,26038
 siat/stock_technical-20240620.py,sha256=A4x18mZgYSA8SSiDz4u_O3gd5oVRgbI6JIiBfFY0tVw,116013
-siat/stock_technical.py,sha256=I7AeesRFKAK_8MZcqtV1ppvnqsTZfQYgxU3iTAUzMiQ,122806
+siat/stock_technical.py,sha256=BYvPqwROBek24AgeOLQIAn0X1nc0CKM_6JGWfmOzyoc,122996
 siat/stock_test.py,sha256=E9YJAvOw1VEGJSDI4IZuEjl0tGoisOIlN-g9UqA_IZE,19475
 siat/stooq.py,sha256=dOc_S5HLrYg48YAKTCs1eX8UTJOOkPM8qLL2KupqlLY,2470
 siat/temp.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
@@ -136,7 +136,7 @@ siat/valuation.py,sha256=NKfeZMdDJOW42oLVHob6eSVBXUqlN1OCnnzwyGAst8c,48855
 siat/valuation_china.py,sha256=EkZQaVkoBjM0c4MCNbaX-bMnlG0e3FXeaWczZDnkptU,67784
 siat/valuation_market_china_test.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
 siat/var_model_validation.py,sha256=f-oDewg7bPzyNanz_Y_jLH68NowAA3gXFehW_weKGG0,14898
-siat-3.2.2.dist-info/METADATA,sha256=kYXGiGAqJnm-hrtVardCgjNQ1A7SvjHoNTEudqWWV1Q,1447
-siat-3.2.2.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
-siat-3.2.2.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.2.2.dist-info/RECORD,,
+siat-3.2.4.dist-info/METADATA,sha256=ZYOQXEN6fDtTEw8LfrqXyElewAO9OuxEax03JzawUas,1447
+siat-3.2.4.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
+siat-3.2.4.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.2.4.dist-info/RECORD,,