siat 3.2.57__py3-none-any.whl → 3.2.58__py3-none-any.whl

siat/markowitz2.py

@@ -139,7 +139,7 @@ if __name__=='__main__':
 
 def cumulative_returns_plot(retgroup,name_list="",titletxt="投资组合策略：业绩比较", \
                             ylabeltxt="持有收益率",xlabeltxt="", \
-                            label_list=[]):
+                            label_list=[],facecolor='papayawhip'):
     """
     功能：基于传入的name_list绘制多条持有收益率曲线，并从label_list中取出曲线标记
     注意：最多绘制四条曲线，否则在黑白印刷时无法区分曲线，以此标记为实线、点虚线、划虚线和点划虚线四种
@@ -163,10 +163,10 @@ def cumulative_returns_plot(retgroup,name_list="",titletxt="投资组合策略
         import datetime as dt; stoday=dt.date.today()
         if lang == 'Chinese':
             footnote1="观察期间: "+hstart+'至'+hend
-            footnote2="\n来源：Sina/EM/stooq，"+str(stoday)
+            footnote2="\n数据来源：Sina/EM/Stooq/Yahoo，"+str(stoday)
         else:
             footnote1="Period of observation: "+hstart+' to '+hend
-            footnote2="\nSource: sina/eastmoney/stooq, "+str(stoday)
+            footnote2="\nData source: Sina/EM/Stooq/Yahoo, "+str(stoday)
             
         xlabeltxt=footnote1+footnote2
     
@@ -193,7 +193,7 @@ def cumulative_returns_plot(retgroup,name_list="",titletxt="投资组合策略
     plt.legend(loc='best')
     plt.title(titletxt); plt.ylabel(ylabeltxt); plt.xlabel(xlabeltxt)
     
-    plt.gca().set_facecolor('whitesmoke')
+    plt.gca().set_facecolor(facecolor)
     plt.show()
     
     return
@@ -290,7 +290,7 @@ def portfolio_cumret(portfolio,thedate,pastyears=1, \
 def portfolio_build(portfolio,thedate='default',pastyears=1, \
                     indicator='Adj Close', \
                     adjust='qfq',source='auto',ticker_type='auto', \
-                    printout=True,graph=False):    
+                    printout=True,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
@@ -321,7 +321,7 @@ def portfolio_build(portfolio,thedate='default',pastyears=1, \
             print("  #Warning(portfolio_build): invalid date",thedate)
             return None
     
-    print("\n  Searching for portfolio info, which may take time ...")
+    print("  Searching for portfolio info, which may take time ...")
     # 解构投资组合
     scope,_,tickerlist,sharelist0,ticker_type=decompose_portfolio(portfolio)
     pname=portfolio_name(portfolio)
@@ -451,7 +451,7 @@ def portfolio_build(portfolio,thedate='default',pastyears=1, \
         
         title_txt=text_lang("投资组合: 日收益率的变化趋势","Investment Portfolio: Daily Return")
         ylabel_txt=text_lang("日收益率","Daily Return")
-        source_txt=text_lang("来源: 综合新浪/东方财富/stooq/雅虎等, ","Source: sina/eastmoney/stooq, ")
+        source_txt=text_lang("来源: 综合新浪/东方财富/Stooq/雅虎等, ","Data source: Sina/EM/Stooq/Yahoo, ")
         
         plt.title(title_txt)
         plt.ylabel(ylabel_txt)
@@ -459,7 +459,7 @@ def portfolio_build(portfolio,thedate='default',pastyears=1, \
         stoday = datetime.date.today()
         plt.xlabel(source_txt+str(stoday))
         
-        plt.gca().set_facecolor('whitesmoke')
+        plt.gca().set_facecolor(facecolor)
         
         plt.legend(); plt.show(); plt.close()
         #..........................................................................
@@ -469,14 +469,14 @@ def portfolio_build(portfolio,thedate='default',pastyears=1, \
         label_list=[pname]
         
         
-        titletxt=text_lang("投资组合: 持有收益率的变化趋势","Investment Portfolio: Holding Return")
-        ylabeltxt=text_lang("持有收益率","Holding Return")
-        xlabeltxt1=text_lang("来源: 综合新浪/东方财富/stooq/雅虎等, ","Source: sina/eastmoney/stooq, ")
+        titletxt=text_lang("投资组合: 持有收益率的变化趋势","Investment Portfolio: Holding Period Return%")
+        ylabeltxt=text_lang("持有收益率","Holding Period Return%")
+        xlabeltxt1=text_lang("数据来源: 综合新浪/东方财富/Stooq/雅虎等, ","Data source: Sina/EM/Stooq/Yahoo, ")
         xlabeltxt=xlabeltxt1+str(stoday)
     
     #绘制持有收益率曲线
     if graph:
-        cumulative_returns_plot(StockReturns,name_list,titletxt,ylabeltxt,xlabeltxt,label_list)
+        cumulative_returns_plot(StockReturns,name_list,titletxt,ylabeltxt,xlabeltxt,label_list,facecolor=facecolor)
     #..........................................................................
     
     # 构造等权重组合Portfolio_EW的持有收益率
@@ -498,10 +498,10 @@ def portfolio_build(portfolio,thedate='default',pastyears=1, \
         StockReturns['Portfolio_LW'] = stock_return.mul(portfolio_weights_lw, axis=1).sum(axis=1)
 
     #绘制累计收益率对比曲线
-    title_txt=text_lang("投资组合策略：业绩对比","Portfolio Strategies: Performance Comparison")
-    Portfolio_EW_txt=text_lang("等权重策略","Equal-weight")
+    title_txt=text_lang("投资组合策略：业绩对比","Portfolio Strategies: Performance")
+    Portfolio_EW_txt=text_lang("等权重策略","Equal-weighted")
     if ('bond' not in ticker_type) and ('fund' not in ticker_type):
-        Portfolio_LW_txt=text_lang("交易额加权策略","Amount-weight")
+        Portfolio_LW_txt=text_lang("交易额加权策略","Amount-weighted")
     
         name_list=['Portfolio', 'Portfolio_EW', 'Portfolio_LW']
         label_list=[pname, Portfolio_EW_txt, Portfolio_LW_txt]
@@ -793,23 +793,28 @@ if __name__=='__main__':
 
 
 #==============================================================================
+
+    
 def portfolio_ranks(portfolio_returns,pname,facecolor='whitesmoke'):
     """
     功能：区分中英文
     """
+    """
     lang = check_language()
     if lang == 'Chinese':
-        df=portfolio_ranks_cn(portfolio_returns=portfolio_returns,pname=pname,facecolor='whitesmoke')
+        df=portfolio_ranks_cn(portfolio_returns=portfolio_returns,pname=pname,facecolor=facecolor)
     else:
         df=portfolio_ranks_en(portfolio_returns=portfolio_returns,pname=pname)
-
+    """
+    df=portfolio_ranks_cn(portfolio_returns=portfolio_returns,pname=pname,facecolor=facecolor)
+    
     return df
 
 #==============================================================================
 
 def portfolio_ranks_cn(portfolio_returns,pname,facecolor='whitesmoke'):
     """
-    功能：打印现有投资组合的收益率、标准差排名，收益率降序，标准差升序，中文
+    功能：打印现有投资组合的收益率、标准差排名，收益率降序，标准差升序，中文/英文
     """
     #临时保存，避免影响原值
     pr=portfolio_returns.copy()
@@ -847,7 +852,7 @@ def portfolio_ranks_cn(portfolio_returns,pname,facecolor='whitesmoke'):
         
         #收益率变化    
         if return_chg==0:
-            return_chg_str="基准"
+            return_chg_str=text_lang("基准","Benchmark")
         elif return_chg > 0:
             if pct_style:
                 return_chg_str='+'+str(return_chg)+'%'
@@ -873,7 +878,7 @@ def portfolio_ranks_cn(portfolio_returns,pname,facecolor='whitesmoke'):
         
         #标准差变化
         if std_chg==0:
-            std_chg_str="基准"
+            std_chg_str=text_lang("基准","Benchmark")
         elif std_chg > 0:
             if pct_style:
                 std_chg_str='+'+str(std_chg)+'%'
@@ -935,7 +940,7 @@ def portfolio_ranks_cn(portfolio_returns,pname,facecolor='whitesmoke'):
             prr2[c]=prr2[c].apply(lambda x: str(round(x,4)) if isinstance(x,float) else str(x))
         except: pass
     
-    titletxt='投资组合策略排名：平衡收益与风险'
+    titletxt=text_lang('投资组合策略排名：平衡收益与风险','Investment Portfolio Strategies: Performance, Balancing Return and Risk')
     """
     dispt=prr2.style.set_caption(titletxt).set_table_styles(
         [{'selector':'caption',
@@ -946,6 +951,16 @@ def portfolio_ranks_cn(portfolio_returns,pname,facecolor='whitesmoke'):
     display(dispf)
     """
     
+    prr2.rename(columns={"投资组合名称/策略":text_lang("投资组合名称/策略","Strategy"), \
+                         "收益排名":text_lang("收益排名","Return#"), \
+                         "年化收益率%":text_lang("年化收益率%","Annualized Return%"), \
+                         "收益率变化":text_lang("收益率变化","Return%+/-"), \
+                         "风险排名":text_lang("风险排名","Risk#"), \
+                         "年化标准差%":text_lang("年化标准差%","Annualized Std%"), \
+                         "标准差变化":text_lang("标准差变化","Std%+/-"), \
+                         "收益率/标准差":text_lang("收益率/标准差","Return/Std")}, \
+                inplace=True)
+    
     df_display_CSS(prr2,titletxt=titletxt,footnote='',facecolor='papayawhip',decimals=4, \
                        first_col_align='left',second_col_align='center', \
                        last_col_align='right',other_col_align='right', \
@@ -988,6 +1003,7 @@ if __name__=='__main__':
 def portfolio_ranks_en(portfolio_returns,pname):
     """
     功能：打印现有投资组合的收益率、标准差排名，收益率降序，标准差升序，英文
+    废弃！！！
     """
     #临时保存，避免影响原值
     pr=portfolio_returns.copy()
@@ -1122,7 +1138,7 @@ def portfolio_eset(pf_info,simulation=1000,convex_hull=False):
     np.random.seed(RANDOM_SEED)
 
     # 循环模拟n次随机的投资组合
-    print("\n  Calculating portfolio efficient set, please wait ...")    
+    print("  Calculating portfolio efficient set, please wait ...")    
     for i in range(simulation):
         # 生成numstocks个随机数，并归一化，得到一组随机的权重数据
         random9 = np.random.random(numstocks)
@@ -1153,6 +1169,7 @@ def portfolio_eset(pf_info,simulation=1000,convex_hull=False):
                          + ['Returns', 'Volatility']
 
     # 绘制散点图
+    print('')
     """
     RandomPortfolios.plot('Volatility','Returns',kind='scatter',color='y',edgecolors='k')
     """
@@ -1185,7 +1202,7 @@ def portfolio_eset(pf_info,simulation=1000,convex_hull=False):
         # 绘制外轮廓线
         for simplex in hull.simplices:
             plt.plot([points[simplex[0]][0], points[simplex[1]][0]],
-                     [points[simplex[0]][1], points[simplex[1]][1]], 'k-')   
+                     [points[simplex[0]][1], points[simplex[1]][1]], 'k-.')   
     
     """
     #滚动法寻找上边沿
@@ -1216,18 +1233,18 @@ def portfolio_eset(pf_info,simulation=1000,convex_hull=False):
         footnote1="年化收益率标准差-->"
         footnote2="\n\n基于给定的成份证券构造"+str(simulation)+"个投资组合"
         footnote3="\n观察期间："+hstart+"至"+hend
-        footnote4="\n来源: Sina/EM/stooq, "+str(stoday)
+        footnote4="\n来源: Sina/EM/Stooq/Yahoo, "+str(stoday)
     else:
         if pname == '': pname='Investment Portfolio'
         
         plt.colorbar(label='Return/Std')
-        plt.title(pname+": Efficient Set",fontsize=title_txt_size)
+        plt.title(pname+": Feasible/Efficient Set",fontsize=title_txt_size)
         plt.ylabel("Annualized Return",fontsize=ylabel_txt_size)
         
         footnote1="Annualized Std -->\n\n"
-        footnote2="Based on given component securities, constructed "+str(simulation)+" portfolios\n"
+        footnote2="Based on given securities, constructed "+str(simulation)+" portfolios\n"
         footnote3="Period of observation: "+hstart+" to "+hend
-        footnote4="\nSource: sina/eastmoney/stooq, "+str(stoday)
+        footnote4="\nSource: Sina/EM/Stooq/Yahoo, "+str(stoday)
     
     plt.xlabel(footnote1+footnote2+footnote3+footnote4,fontsize=xlabel_txt_size)
     
@@ -1674,7 +1691,8 @@ if __name__=='__main__':
 #==============================================================================
 def RandomPortfolios_plot(RandomPortfolios,col_x,col_y,colorbartxt,title_ext, \
                           ylabeltxt,x_axis_name,pname,simulation,hstart,hend, \
-                          hiret_point,lorisk_point,convex_hull=True):
+                          hiret_point,lorisk_point,convex_hull=True, \
+                          facecolor="whitesmoke"):
     """
     功能：将生成的马科维茨可行集RandomPortfolios绘制成彩色散点图
     """
@@ -1701,7 +1719,7 @@ def RandomPortfolios_plot(RandomPortfolios,col_x,col_y,colorbartxt,title_ext, \
     plt.xlabel(footnote1+footnote2+footnote3+footnote4)
     plt.show()
     """    
-    
+    print('')
     #RandomPortfolios.plot(col_x,col_y,kind='scatter',color='y',edgecolors='k')
     
     pf_ratio = np.array(RandomPortfolios[col_y] / RandomPortfolios[col_x])
@@ -1737,25 +1755,25 @@ def RandomPortfolios_plot(RandomPortfolios,col_x,col_y,colorbartxt,title_ext, \
     if lang == 'Chinese':
         if pname == '': pname='投资组合'
         
-        plt.title(pname+": 马科维茨有效(可行)集，基于"+title_ext,fontsize=title_txt_size)
+        plt.title(pname+": 马科维茨可行/有效集，基于"+title_ext,fontsize=title_txt_size)
         plt.ylabel(ylabeltxt,fontsize=ylabel_txt_size)
         
         import datetime as dt; stoday=dt.date.today()
         footnote1=x_axis_name+" -->\n\n"
-        footnote2="基于给定的成份证券构造"+str(simulation)+"个投资组合"
+        footnote2="基于给定证券构造"+str(simulation)+"个投资组合"
         footnote3="\n观察期间："+hstart+"至"+hend
-        footnote4="\n来源: Sina/EM/stooq/FRED, "+str(stoday)
+        footnote4="\n数据来源: Sina/EM/Stooq/Yahoo, "+str(stoday)
     else:
         if pname == '': pname='Investment Portfolio'
         
-        plt.title(pname+": Efficient Set, Based on "+title_ext,fontsize=title_txt_size)
+        plt.title(pname+": Portfolio Optimization, Based on "+title_ext,fontsize=title_txt_size)
         plt.ylabel(ylabeltxt,fontsize=ylabel_txt_size)
         
         import datetime as dt; stoday=dt.date.today()
         footnote1=x_axis_name+" -->\n\n"
-        footnote2="Based on given component securities, constructed "+str(simulation)+" portfolios"
+        footnote2="Based on given securities, constructed "+str(simulation)+" portfolios"
         footnote3="\nPeriod of observation: "+hstart+" to "+hend
-        footnote4="\nSource: sina/eastmoney/stooq/FRED, "+str(stoday)
+        footnote4="\nData source: Sina/EM/Stooq/Yahoo, "+str(stoday)
     
     plt.xlabel(footnote1+footnote2+footnote3+footnote4,fontsize=xlabel_txt_size)
     
@@ -1770,7 +1788,7 @@ def RandomPortfolios_plot(RandomPortfolios,col_x,col_y,colorbartxt,title_ext, \
     
     plt.legend(loc='best')
     
-    plt.gca().set_facecolor('whitesmoke')
+    plt.gca().set_facecolor(facecolor)
     plt.show()
     
     return
@@ -1824,8 +1842,15 @@ def cvt_portfolio_name(pname,portfolio_returns):
                 '最佳特雷诺比率组合(MTR)','特雷诺比率最小风险组合(GMBT)']
         
     else:
-        pclist=[pname,'Equal-weight','Amount-weight','MSR','GMVS','MSO','GML', \
+        #"""
+        pclist=[pname,'Equal-weighted','Amount-weighted','MSR','GMVS','MSO','GML', \
                 'MAR','GMBA', 'MTR','GMBT']
+        """
+        pclist=[pname,'Equal-weighted','Amount-weighted','Max Sharpe Ratio(MSR)', \
+                'Min Risk in Sharpe Ratio(GMVS)','Max Sortino Ratio(MSO)', \
+                'Min Risk in Sortino Ratio(GML)','Max Alpha(MAR)','Min Risk in Alpha(GMBA)', \
+                'Max Treynor Ratio(MTR)','Min Risk in Treynor Ratio(GMBT)']
+        """
         
     pecols=list(portfolio_returns)
     for p in pecols:
@@ -1841,7 +1866,7 @@ def cvt_portfolio_name(pname,portfolio_returns):
 
 #==============================================================================
 
-def portfolio_optimize_sharpe(es_info,graph=True,convex_hull=False):
+def portfolio_optimize_sharpe(es_info,graph=True,convex_hull=False,facecolor='whitesmoke'):
     """
     功能：计算投资组合的最高夏普比率组合，并绘图
     MSR: Maximium Sharpe Rate, 最高夏普指数方案
@@ -1895,11 +1920,11 @@ def portfolio_optimize_sharpe(es_info,graph=True,convex_hull=False):
     hiret_weights,lorisk_weights,portfolio_returns = \
         portfolio_optimize_rar(es_info,col_ratio,col_y,col_x,name_hiret,name_lorisk, \
                            colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=graph, \
-                           convex_hull=convex_hull)
+                           convex_hull=convex_hull,facecolor=facecolor)
 
-    print("【注释】")
-    print("★MSR ： Maximized Sharpe Ratio，最大夏普比率点")
-    print("◍GMVS： Global Minimized Volatility by Sharpe，全局最小夏普比率波动点")
+    print(text_lang("【注释】","[Notes]"))
+    print("★MSR ：Maximized Sharpe Ratio"+text_lang("，最大夏普比率点",''))
+    print("◍GMVS：Global Minimized Volatility by Sharpe Ratio"+text_lang("，全局最小夏普比率波动点",''))
     
     return name_hiret,hiret_weights,name_lorisk,lorisk_weights,portfolio_returns
     
@@ -1918,7 +1943,7 @@ if __name__=='__main__':
 
 #==============================================================================
 
-def portfolio_optimize_sortino(es_info,graph=True,convex_hull=False):
+def portfolio_optimize_sortino(es_info,graph=True,convex_hull=False,facecolor="whitesmoke"):
     """
     功能：计算投资组合的最高索替诺比率组合，并绘图
     MSO: Maximium Sortino ratio, 最高索替诺比率方案
@@ -1933,10 +1958,10 @@ def portfolio_optimize_sortino(es_info,graph=True,convex_hull=False):
     name_hiret='MSO' #Maximum SOrtino ratio，指数最高点
     name_lorisk='GML' #Global Minimum LPSD，风险最低点
 
-    title_ext="索替诺比率"   #用于标题区别
-    colorbartxt='索替诺比率' #用于彩色棒标签
-    ylabeltxt="年化风险溢价" #用于纵轴名称
-    x_axis_name="年化风险溢价之下偏标准差"   #用于横轴名称 
+    title_ext=text_lang("索替诺比率","Sortino Ratio")   #用于标题区别
+    colorbartxt=text_lang("索替诺比率","Sortino Ratio") #用于彩色棒标签
+    ylabeltxt=text_lang("年化风险溢价","Annualized Risk Premium") #用于纵轴名称
+    x_axis_name=text_lang("年化风险溢价之下偏标准差","Annualized Std of Risk Premium")   #用于横轴名称 
 
     #定制部分结束...............................................................
     
@@ -1944,11 +1969,11 @@ def portfolio_optimize_sortino(es_info,graph=True,convex_hull=False):
     hiret_weights,lorisk_weights,portfolio_returns = \
         portfolio_optimize_rar(es_info,col_ratio,col_y,col_x,name_hiret,name_lorisk, \
                            colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=graph, \
-                           convex_hull=convex_hull)
+                           convex_hull=convex_hull,facecolor=facecolor)
 
-    print("【注释】")
-    print("★MSO ： Maximum SOrtino ratio，最大索替诺比率点")
-    print("◍GML： Global Minimum LPSD，全局最小LPSD点")
+    print(text_lang("【注释】","[Notes]"))
+    print("★MSO：Maximum SOrtino ratio"+text_lang("，最大索替诺比率点",''))
+    print("◍GML：Global Minimum LPSD"+text_lang("，全局最小LPSD点",''))
 
     return name_hiret,hiret_weights,name_lorisk,lorisk_weights,portfolio_returns
 
@@ -1969,7 +1994,7 @@ if __name__=='__main__':
 if __name__=='__main__':
     graph=True; convex_hull=False
     
-def portfolio_optimize_alpha(es_info,graph=True,convex_hull=False):
+def portfolio_optimize_alpha(es_info,graph=True,convex_hull=False,facecolor='whitesmoke'):
     """
     功能：计算投资组合的最高詹森阿尔法组合，并绘图
     MAR: Maximium Alpha Ratio, 最高阿尔法指数方案
@@ -1984,21 +2009,21 @@ def portfolio_optimize_alpha(es_info,graph=True,convex_hull=False):
     name_hiret='MAR' #Maximum Alpha Ratio，指数最高点
     name_lorisk='GMBA' #Global Minimum Beta by Alpha，风险最低点
 
-    title_ext="阿尔法指数"   #用于标题区别
-    colorbartxt='阿尔法指数' #用于彩色棒标签
-    ylabeltxt="阿尔法指数" #用于纵轴名称
-    x_axis_name="贝塔系数"   #用于横轴名称 
+    title_ext=text_lang("阿尔法指数","Jensen Alpha")   #用于标题区别
+    colorbartxt=text_lang("阿尔法指数","Jensen Alpha") #用于彩色棒标签
+    ylabeltxt=text_lang("阿尔法指数","Jensen Alpha") #用于纵轴名称
+    x_axis_name=text_lang("贝塔系数","Beta")   #用于横轴名称 
     #定制部分结束...............................................................
     
     #计算指数，寻找最大指数点和风险最低点，并绘图标注两个点
     hiret_weights,lorisk_weights,portfolio_returns = \
         portfolio_optimize_rar(es_info,col_ratio,col_y,col_x,name_hiret,name_lorisk, \
                            colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=graph, \
-                           convex_hull=convex_hull)
+                           convex_hull=convex_hull,facecolor=facecolor)
 
-    print("【注释】")
-    print("★MAR ： Maximum Alpha Ratio，最大阿尔法点")
-    print("◍GMBA： Global Minimum Beta by Alpha，全局最小阿尔法-贝塔点")
+    print(text_lang("【注释】","[Notes]"))
+    print("★MAR ：Maximum Alpha Ratio"+text_lang("，最大阿尔法点",''))
+    print("◍GMBA：Global Minimum Beta by Alpha"+text_lang("，全局最小阿尔法-贝塔点",''))
 
     return name_hiret,hiret_weights,name_lorisk,lorisk_weights,portfolio_returns
 
@@ -2016,7 +2041,7 @@ if __name__=='__main__':
     
 #==============================================================================
 
-def portfolio_optimize_treynor(es_info,graph=True,convex_hull=False):
+def portfolio_optimize_treynor(es_info,graph=True,convex_hull=False,facecolor='whitesmoke'):
     """
     功能：计算投资组合的最高特雷诺比率组合，并绘图
     MTR: Maximium Treynor Ratio, 最高特雷诺指数方案
@@ -2031,21 +2056,21 @@ def portfolio_optimize_treynor(es_info,graph=True,convex_hull=False):
     name_hiret='MTR' #Maximum Treynor Ratio，指数最高点
     name_lorisk='GMBT' #Global Minimum Beta in Treynor，风险最低点
 
-    title_ext="特雷诺比率"   #用于标题区别
-    colorbartxt='特雷诺比率' #用于彩色棒标签
-    ylabeltxt="年化风险溢价" #用于纵轴名称
-    x_axis_name="贝塔系数"   #用于横轴名称 
+    title_ext=text_lang("特雷诺比率","Treynor Ratio")   #用于标题区别
+    colorbartxt=text_lang("特雷诺比率","Treynor Ratio") #用于彩色棒标签
+    ylabeltxt=text_lang("年化风险溢价","Annualized Risk Premium") #用于纵轴名称
+    x_axis_name=text_lang("贝塔系数","Beta")   #用于横轴名称 
     #定制部分结束...............................................................
     
     #计算指数，寻找最大指数点和风险最低点，并绘图标注两个点
     hiret_weights,lorisk_weights,portfolio_returns = \
         portfolio_optimize_rar(es_info,col_ratio,col_y,col_x,name_hiret,name_lorisk, \
                            colorbartxt,title_ext,ylabeltxt,x_axis_name,graph=graph, \
-                           convex_hull=convex_hull)
+                           convex_hull=convex_hull,facecolor=facecolor)
 
-    print("【注释】")
-    print("★MTR ： Maximum Treynor Ratio，最大特雷诺比率点")
-    print("◍GMBT： #Global Minimum Beta in Treynor，全局最小特雷诺-贝塔点")
+    print(text_lang("【注释】","[Notes]"))
+    print("★MTR ：Maximum Treynor Ratio"+text_lang("，最大特雷诺比率点",''))
+    print("◍GMBT：Global Minimum Beta in Treynor"+text_lang("，全局最小特雷诺-贝塔点",''))
 
     return name_hiret,hiret_weights,name_lorisk,lorisk_weights,portfolio_returns
 
@@ -2056,7 +2081,7 @@ if __name__=='__main__':
     
 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, \
-                           convex_hull=False):
+                           convex_hull=False,facecolor='whitesmoke'):
     """
     功能：提供rar比率优化的共同处理部分
     基于RandomPortfolios中的随机投资组合，计算相应的指数，寻找最大指数点和风险最小点，并绘图标注两个点
@@ -2131,7 +2156,7 @@ def portfolio_optimize_rar(es_info,col_ratio,col_y,col_x,name_hiret,name_lorisk,
     if graph:
         RandomPortfolios_plot(RandomPortfolios,col_x,col_y,colorbartxt,title_ext, \
                               ylabeltxt,x_axis_name,pname,simulation,hstart,hend, \
-                              hiret_point,lorisk_point,convex_hull=convex_hull)    
+                              hiret_point,lorisk_point,convex_hull=convex_hull,facecolor=facecolor)    
 
     #返回数据，供进一步分析
     portfolio_returns=StockReturns.copy()
@@ -2167,7 +2192,8 @@ if __name__=='__main__':
     convex_hull=False
 
 def portfolio_optimize(pf_info,ratio='sharpe',simulation=10000,RF=0, \
-                       graph=True,hirar_return=False,lorisk=True,convex_hull=False):
+                       graph=True,hirar_return=False,lorisk=True, \
+                       convex_hull=False,facecolor='whitesmoke'):
     """
     功能：集成式投资组合优化策略
     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
@@ -2198,7 +2224,7 @@ def portfolio_optimize(pf_info,ratio='sharpe',simulation=10000,RF=0, \
         eval(func_optimize)(es_info=es_info,RF=RF,graph=graph)
     """
     name_hiret,hiret_weights,name_lorisk,lorisk_weights,portfolio_returns= \
-        eval(func_optimize)(es_info=es_info,graph=graph,convex_hull=convex_hull)
+        eval(func_optimize)(es_info=es_info,graph=graph,convex_hull=convex_hull,facecolor=facecolor)
     
     
     lang = check_language()
@@ -2209,7 +2235,7 @@ def portfolio_optimize(pf_info,ratio='sharpe',simulation=10000,RF=0, \
         ylabeltxt="持有收益率"
     else:
         zhuhe_txt=''
-        mingcheng_txt='Portfolio'
+        mingcheng_txt='Strategy'
         titletxt="Investment Portfolio Strategy: Performance Comparison"
         ylabeltxt="Holding Return"
     

siat/translate.py

@@ -1762,19 +1762,19 @@ def codetranslate1(code):
         ['000799.SZ','Jiuguijiu'],['603589.SS','Kouzijiao'],['600809.SS','Shanxi Fenjiu'],
         
         #股票：银行
-        ['601398.SS','ICBC(A)'],['601939.SS','CCB(A)'],
-        ['601288.SS','ABC(A)'],['601988.SS','BOC(A)'],
-        ['600000.SS','浦发银行'],['601328.SS','交通银行'],
-        ['600036.SS','招商银行'],['000776.SZ','广发银行'],
-        ['601166.SS','兴业银行'],['601169.SS','北京银行'],
-        ['600015.SS','华夏银行'],['601916.SS','浙商银行'],
-        ['600016.SS','民生银行'],['000001.SZ','平安银行'],
-        ['601818.SS','光大银行'],['601998.SS','中信银行'],
-        ['601229.SS','上海银行'],['601658.SS','邮储银行'],
+        ['601398.SS','ICBC Bank(A)'],['601939.SS','CCB Bank(A)'],
+        ['601288.SS','ABC Bank(A)'],['601988.SS','Bank of China(A)'],
+        ['600000.SS','SPDB Bank'],['601328.SS','Bank of Communications'],
+        ['600036.SS','CMB Bank'],['000776.SZ','GDB Bank'],
+        ['601166.SS','Industrial Bank'],['601169.SS','Bank of Beijing'],
+        ['600015.SS','Huaxia Bank'],['601916.SS','CZBank'],
+        ['600016.SS','Minsheng Bank'],['000001.SZ','Pingan Bank'],
+        ['601818.SS','Everbright Bank'],['601998.SS','Citic Bank'],
+        ['601229.SS','Bank of Shanghai'],['601658.SS','PSBC Bank'],
         
         ['01398.HK','ICBC(HK)'],['00939.HK','CCB(HK)'],
         ['01288.HK','ABC(HK)'],['00857.HK','Petro China(HK)'],
-        ['00005.HK','HSBC(HK)'],['HSBA.L','汇丰控股(英)'],
+        ['00005.HK','HSBC(HK)'],['HSBA.L','HSBC(UK)'],
         ['02888.HK','Standard Chartered(HK)'],
         ['03988.HK','BOC(HK)'],['BANK OF CHINA','中国银行'],
         
@@ -3234,6 +3234,7 @@ if __name__=='__main__':
     ticker='sh018001' #金融债
     ticker='PDD'
     ticker='IBM'
+    ticker='600000.SS'
     
     ticker_type='auto'
     ticker_type='bond'

{siat-3.2.57.dist-info → siat-3.2.58.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.2.57
+Version: 3.2.58
 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-3.2.57.dist-info → siat-3.2.58.dist-info}/RECORD

@@ -69,7 +69,7 @@ siat/luchy_draw.py,sha256=8Ue-NKnvSVqINPY1eXat0NJat5MR-gex_K62aOYFdmA,20486
 siat/market_china.py,sha256=EOO-RvdnzJThTrgNHWW3TlWhx4k4rfdjbooOnQsYdQU,50299
 siat/markowitz.py,sha256=glHikhabFAF6Hb6df1pYfhkxid2IZXBYAVQng5wd9Wk,97526
 siat/markowitz2-20240620.py,sha256=irZAPnjaatFsKQmFRMENP-cO6bEUl2narYtkU5NKTWI,108019
-siat/markowitz2.py,sha256=csHIjqTbIsHMYQ_LEur9K0Jg8pOm8deEVdQfAGCOG5o,111461
+siat/markowitz2.py,sha256=rrnUbHG2ErJRWBeaq297Mr5qjF_-gRjCZqwKSl6pr2E,113902
 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
@@ -131,14 +131,14 @@ siat/transaction_test.py,sha256=Z8g1LJCN4-mnUByXMUMoFmN0t105cbmsz2QmvSuIkbU,1858
 siat/translate-20230125.py,sha256=NPPSXhT38s5t9fzMvl_fvi4ckSB73ThLmZetVI-xGdU,117953
 siat/translate-20230206.py,sha256=-vtI125WyaJhmPotOpDAmclt_XnYVaWU9ByLWZ6FyYE,118133
 siat/translate-20230215.py,sha256=TJgtPE3n8IjljmZ4Pefy8dmHoNdFF-1zpML6BhA9FKE,121657
-siat/translate.py,sha256=VeOmlFEOUGFzLGCvkHs6MLHcwPChxaCtOlH3l4Lycmk,216989
+siat/translate.py,sha256=6C3oWihKQPd0Lfv-lIMiGdMIYKJ7n6N88jiWnp6cWb8,217029
 siat/translate_20240606.py,sha256=63IyHWEU3Uz9mjwyuAX3fqY4nUMdwh0ICQAgmgPXP7Y,215121
 siat/universal_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
 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=R0caWnuZarrRg9939hxh3vJIIpIyPfvelYmzFNZtPbo,14910
-siat-3.2.57.dist-info/METADATA,sha256=s71iq16m6Vre5twfLLE1TvjanbaUZQaj43J6v-Sn4t4,7310
-siat-3.2.57.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
-siat-3.2.57.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.2.57.dist-info/RECORD,,
+siat-3.2.58.dist-info/METADATA,sha256=n-vzBXNpfzQFJw505Um6b29cG9J_IDzpjycmx4Nl01A,7310
+siat-3.2.58.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
+siat-3.2.58.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.2.58.dist-info/RECORD,,