siat 3.2.58__py3-none-any.whl → 3.2.59__py3-none-any.whl

siat/common.py

@@ -3985,8 +3985,6 @@ def show_df(data,search_mode=False):
     """
     
     import pandas as pd
-    # 设置列对齐方式为靠左
-    pd.set_option('display.align', 'left')
     
     if not isinstance(data,pd.DataFrame):
         print("#Warning: the first parameter must be a dataframe")

siat/markowitz2.py

@@ -737,7 +737,7 @@ def portfolio_expectation_universal(pname,member_returns,portfolio_weights,membe
         print("  ***投资组合持仓策略***")
         print_tickerlist_sharelist(tickerlist,portfolio_weights,leading_blanks=4,ticker_type=ticker_type)
        
-        print("  *来源：Sina/EM/stooq，"+str(stoday)+"统计")
+        print("  *数据来源：Sina/EM/Stooq/Yahoo，"+str(stoday)+"统计")
     else:
         print("\n  ======= Investment Portfolio: Return and Risk =======")
         print("  Investment portfolio:",pname)
@@ -749,7 +749,7 @@ def portfolio_expectation_universal(pname,member_returns,portfolio_weights,membe
         print("  ***Portfolio Constructing Strategy***")
         print_tickerlist_sharelist(tickerlist,portfolio_weights,4)
        
-        print("  *Source: sina/eastmoney/stooq，"+str(stoday))
+        print("  *Data source: Sina/EM/Stooq/Yahoo, "+str(stoday))
 
     return 
 
@@ -1233,7 +1233,7 @@ 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/Yahoo, "+str(stoday)
+        footnote4="\n数据来源: Sina/EM/Stooq/Yahoo, "+str(stoday)
     else:
         if pname == '': pname='Investment Portfolio'
         
@@ -1244,7 +1244,7 @@ def portfolio_eset(pf_info,simulation=1000,convex_hull=False):
         footnote1="Annualized Std -->\n\n"
         footnote2="Based on given securities, constructed "+str(simulation)+" portfolios\n"
         footnote3="Period of observation: "+hstart+" to "+hend
-        footnote4="\nSource: Sina/EM/Stooq/Yahoo, "+str(stoday)
+        footnote4="\nData source: Sina/EM/Stooq/Yahoo, "+str(stoday)
     
     plt.xlabel(footnote1+footnote2+footnote3+footnote4,fontsize=xlabel_txt_size)
     
@@ -2625,7 +2625,7 @@ def security_correlation(tickers,start,end,info_type='Close'):
 
     footnote3="\n观察期间: "+start+'至'+end
     import datetime as dt; stoday=dt.date.today()    
-    footnote4="；来源：Sina/EM/stooq/Yahoo，"+str(stoday)
+    footnote4="；数据来源：Sina/EM/stooq/Yahoo，"+str(stoday)
     
     fontxlabel={'size':6}
     plt.xlabel(footnote1+footnote2+footnote3+footnote4,fontxlabel)

siat/translate.py

@@ -17,6 +17,7 @@ SIAT：Security Investment Analysis Tool
 #关闭所有警告
 import warnings; warnings.filterwarnings('ignore')
 from siat.common import *
+from siat.yf_name import *
 #==============================================================================
 def ectranslate(eword):
     """
@@ -1951,13 +1952,16 @@ def codetranslate1(code):
         ['^NDQ','NASDAQ Composite Index'],['^NDX','NASDAQ 100 Index'],
         ['IBM','IBM Corp'],
         
-        ['1155.KL','Maybank'],['5347.KL','Tenaga Nasional Berhad'],
-        ['1295.KL','Public Bank Berhad'],['1066.KL','RHB Bank'],
-        ['5819.KL','Hong Leong Bank'],['5183.KL','Petronas Chemical'],
-        ['7113.KL','Top Glove Bhd'],['3182.KL','Genting Berhad'],
-        ['6888.KL','Axiata Berhad'],['1015.KL','AmBank'],
+        ['1155.KL','Maybank(KL)'],['5347.KL','Tenaga Nasional(KL)'],
+        ['1295.KL','Public Bank(KL)'],['1066.KL','RHB Bank(KL)'],
+        ['5819.KL','Hong Leong Bank(KL)'],['5183.KL','Petronas Chemical(KL)'],
+        ['7113.KL','Top Glove(KL)'],['3182.KL','Genting(KL)'],
+        ['6888.KL','Axiata(KL)'],['1015.KL','AmBank(KL)'],
         
-        ['D05.SI','DBS Bank(SG)'],['U11.SI','UOB Bank(SG)'],['O39.SI','OCBC Bank(SG)'],
+        ['D05.SI','DBS Bank(SG)'],['DBSDY','DBS Bank(US)'],
+        ['U11.SI','UOB Bank(SG)'],['UOVEY','UOB Bank(US)'],
+        ['O39.SI','OCBC Bank(SG)'],['OVCHY','OCBC Bank(US)'],
+        ['S41.SI','Hong Leong Finance(SG)'],
         
         ['000002.SS','SSE A Index'],['000003.SS','SSE B Index'],
         ['399107.SZ','SZE A Index'],['399108.SZ','SZE B Index'],
@@ -3263,10 +3267,9 @@ def ticker1_name(ticker,ticker_type='auto'):
             return tname
     """
     tname=codetranslate(ticker)
-    if tname != ticker: #翻译成功
+    if tname != ticker: #翻译成功，注意证券代码与其名称相同的情形，例如IBM
         return tname
     
-    
     symbol=ticker1_cvt2yahoo(ticker)
     
     #申万行业指数
@@ -3325,19 +3328,28 @@ def ticker1_name(ticker,ticker_type='auto'):
                 if '基金' not in tname: tname=tname + '基金'
                 break
     
+    #如未查到，尝试雅虎名称
+    if tname==symbol:
+        #不包括中国大陆和香港证券，这些都应在前面查到?新上市的可能查不到
+        #if ('.SS' not in symbol) and ('.SH' not in symbol) and ('.SZ' not in symbol) and ('.BJ' not in symbol) and ('.HK' not in symbol):
+        tname=yahoo_name2(symbol)
+        if tname==symbol:
+            return tname
+    
     #加港股标记
-    if ('.HK' in ticker) and not ("港股" in tname):
-        tname=tname+"港股"
+    if ('.HK' in ticker) and not (text_lang("港股","(HK)") in tname):
+        tname=tname+text_lang("港股","(HK)")
         #加港股人民币柜台标志
         HKcode=ticker.split('.')[0]
-        if len(HKcode)==5 and HKcode[0]=='8' and not ("人民币" in tname):
-            tname=tname+"(人民币)"
+        if len(HKcode)==5 and HKcode[0]=='8' and not (text_lang("人民币","(RMB)") in tname):
+            tname=tname+text_lang("人民币","(RMB)")
         
-    #加美股标记
+    #加美股标记：绝大多数中概股在前面已经查完，真正美股没必要标注美股
     """
-    if len(ticker.split('.'))==1 and not ("美股" in tname):
-        tname=tname+"美股" 
-    """  
+    if len(ticker.split('.'))==1 and not (text_lang("美股","(US)") in tname):
+        tname=tname+text_lang("美股","(US)")
+    """
+    
     return tname
 
 #==============================================================================

siat/yf_name.py

@@ -0,0 +1,325 @@
+# -*- coding: utf-8 -*-
+"""
+本模块功能：SIAT公共转换函数，获取雅虎证券代码英文名称
+所属工具包：证券投资分析工具SIAT 
+SIAT：Security Investment Analysis Tool
+创建日期：2024年7月12日
+最新修订日期：
+作者：王德宏 (WANG Dehong, Peter)
+作者单位：北京外国语大学国际商学院
+作者邮件：wdehong2000@163.com
+版权所有：王德宏
+用途限制：仅限研究与教学使用，不可商用！商用需要额外授权。
+特别声明：作者不对使用本工具进行证券投资导致的任何损益负责！
+"""
+#==============================================================================
+#关闭所有警告
+import warnings; warnings.filterwarnings('ignore')
+
+#==============================================================================
+if __name__=='__main__':
+    test_yahoo_access()
+    
+def test_yahoo_access():
+    """
+    功能：测试雅虎财经是否可达
+    """
+    url="https://finance.yahoo.com"
+    result=test_website(url)
+    
+    return result    
+
+if __name__=='__main__':
+    url="https://finance.yahoo.com"
+    test_website(url)
+    
+def test_website(url):
+    import requests
+    try:
+        response = requests.get(url)
+        if response.status_code == 200:
+            #print(f"Website {url} is accessible")
+            return True
+        else:
+            #print(f"Website {url} access failed，Code：{response.status_code}")
+            return False
+    except requests.exceptions.RequestException:
+        print(f"Website {url} is inaccessible")
+        return False
+ 
+if __name__=='__main__':
+    s = "Hello, world. Python is fun!"
+    split_string(s)
+ 
+def split_string(s):
+    import re
+    # 使用正则表达式匹配空格、逗号或句点
+    return re.split(r'[ ,.]', s)
+
+if __name__=='__main__':
+    s = "Hello, world. Python is fun!"
+    filter_string(s)
+    
+def filter_string(s):
+    #排除证券名称中的多余空格、逗号和句号
+    slist=split_string(s)
+    s1=''
+    for sl in slist:
+        if sl != '':
+            if s1=='':
+                s1=sl
+            else:
+                s1=s1+' '+sl
+            
+    return s1
+#==============================================================================
+if __name__=='__main__':
+    ticker='1155.KL'
+    ticker='MSFT'
+    ticker='G13.SI'
+    ticker='S63.SI'
+    ticker='SUS.ST'
+    ticker='600519.SS'
+    ticker='U11.SI'
+    ticker='1295.KL'
+    ticker='BMW.DE'
+    ticker='MBG.DE'
+    ticker='005930.KS'
+    ticker='LI'
+    ticker='600599.SS'
+    ticker='600123.SS'
+    ticker='600123.ss'
+    ticker='600999.ss'
+    ticker='600111.ss'
+    ticker='600333.ss'
+    ticker='600444.ss'
+    ticker='600777.ss'
+    
+    yahoo_name1(ticker)
+    
+    #极端测试
+    inamelist=[]
+    for i in range(100,150+1):
+        icode=str(600000+i)+'.SS'
+        iname=yahoo_name1(icode)
+        print(icode+':',iname)
+        inamelist=inamelist+[iname]
+    
+    #发现问题后单独测试
+    ticker='600087.SS'
+    yahoo_name1(ticker)
+    
+    yahoo_name1(ticker,short_name=True)
+    
+    ticker_name(ticker)
+    
+def yahoo_name1(ticker,short_name=False,add_suffix=True,maxlen=80):
+    """
+    功能：从雅虎财经取得全球证券名称，仅限英文。需要去掉常用词，如Corporation
+    优点：对未定义的证券代码也可给出英文名称，即使在中文语言环境中
+    现存问题：需要访问雅虎，且耗时稍长
+    """
+    #测试雅虎
+    if not test_yahoo_access():
+        return ticker
+    
+    #需要去掉的单词，注意顺序不要轻易颠倒！子串包含的，要长文在前！
+    remove_list=['Corporation','Berhad','Bhd','PLC','plc','Plc', \
+                 ', Inc.','Inc.', \
+                 'AG ST','AG','NA O.N.', \
+                 'Aktiengesellschaft','(publ)', \
+                 ', LLC','LLC', \
+                 'Co., Ltd.','Co., Ltd','Co.,Ltd.','Co.,Ltd','Co,.Ltd','co.,ltd', \
+                 'Co. LTD','CO.,LTD','Co., Limited', \
+                 'Ltd.','Ltd', \
+                 'Company', \
+                 'Incorporated', \
+                 'Corp., Ltd.','Corp.','Corp','AB', \
+                'Limited', \
+                
+                #强行缩短名称长度，去掉不影响名称的花哨词语
+                '(Group)','Group', \
+                'Science & Technology','High-Tech','High Technology', \
+                
+                #扫尾漏网之逗号句点
+                 '.',',']
+        
+    """
+    remove_list=['Corporation','Berhad','Bhd','PLC','plc','Limited', \
+                 'Inc', \
+                 'AG ST','AG','NA O.N.', \
+                 'Aktiengesellschaft','(publ)', \
+                 'LLC', \
+                 'Co., Ltd.','Ltd.','Ltd', \
+                 'Company', \
+                 'Incorporated','Corp.','AB']
+    """
+    #去掉ticker中的.US后缀
+    ticker=ticker.upper()
+    ticker1=ticker.replace('.US', "")
+    
+    import yfinance as yf
+    ticker_info = yf.Ticker(ticker1)
+    
+    try:
+        t_info=ticker_info.info
+    except:
+        pass
+        return ticker
+    
+    try:
+        if short_name:
+            t_name0=t_info['shortName']
+        else:
+            t_name0=t_info['longName']
+            if len(t_name0) > maxlen:
+                t_name0=t_info['shortName']
+    except:
+        pass
+        return ticker #未找到ticker
+    
+    #过滤逗号句点?过滤也可能带来更多复杂性！
+    #t_name1=filter_string(t_name0)
+    t_name1=t_name0
+    
+    for r in remove_list:
+        t_name1=t_name1.replace(r, "")
+
+    #排除前后空格        
+    t_name=t_name1.strip()
+    
+    #增加交易所后缀
+    if add_suffix:
+        tlist=ticker.split('.')
+        if len(tlist)==2:
+            sid=tlist[1]
+            if sid not in ['SS','SZ','BJ']:
+                t_name=t_name+'('+sid+')'
+    
+    return t_name
+
+#==============================================================================
+if __name__=='__main__':
+    ticker='1155.KL'
+    ticker='MSFT'
+    ticker='G13.SI'
+    ticker='S63.SI'
+    ticker='SUS.ST'
+    ticker='600519.SS'
+    ticker='U11.SI'
+    ticker='1295.KL'
+    ticker='BMW.DE'
+    ticker='MBG.DE'
+    ticker='005930.KS'
+    ticker='LI'
+    ticker='600599.SS'
+    ticker='600123.SS'
+    ticker='600123.ss'
+    ticker='600999.ss'
+    ticker='600111.ss'
+    ticker='600333.ss'
+    ticker='600444.ss'
+    ticker='600777.ss'
+    
+    yahoo_name2(ticker)
+    
+    #极端测试
+    inamelist=[]
+    for i in range(0,50+1):
+        icode=str(600000+i)+'.SS'
+        iname=yahoo_name2(icode)
+        print(icode+':',iname)
+        inamelist=inamelist+[iname]
+    
+    #发现问题后单独测试
+    ticker='600088.SS'
+    yahoo_name1(ticker)
+    yahoo_name2(ticker)
+    
+    yahoo_name2(ticker,short_name=True)
+    
+    ticker_name(ticker)
+    
+def yahoo_name2(ticker,short_name=False,add_suffix=True,maxlen=80):
+    """
+    功能：从雅虎财经取得全球证券名称，仅限英文。需要去掉常用词，如Corporation
+    优点：对未定义的证券代码也可给出英文名称，即使在中文语言环境中
+    现存问题：需要访问雅虎，且耗时稍长
+    """
+    #定义需要去掉的单词，注意顺序不要轻易颠倒！子串包含的，要长文在前！前置留空格的为避免误删
+    remove_list=[' CORPORATION',' BERHAD',' BHD',' PLC',' INC',' AG ST',' NA O N', \
+                 ' AKTIENGESELLSCHAFT','(PUBL)',' LLC', \
+                 ' CO LTD',' CO LIMITED',' LTD',' LIMITED',' COMPANY',' INCORPORATED', \
+                 ' CORP LTD',' CORP',' AB', \
+                 '(GROUP)',' GROUP', \
+                     
+                 ' SCIENCE & TECHNOLOGY',' HIGH-TECH',' HIGH TECHNOLOGY']
+    
+    
+    #测试雅虎
+    if not test_yahoo_access():
+        return ticker
+        
+    #去掉ticker中的.US后缀
+    ticker=ticker.upper()
+    ticker1=ticker.replace('.US', "")
+    
+    import yfinance as yf
+    ticker_info = yf.Ticker(ticker1)
+    
+    try:
+        t_info=ticker_info.info
+    except:
+        pass
+        return ticker
+    
+    try:
+        if short_name:
+            t_name0=t_info['shortName']
+        else:
+            t_name0=t_info['longName']
+            if len(t_name0) > maxlen:
+                t_name0=t_info['shortName']
+    except:
+        pass
+        return ticker #未找到ticker
+    
+    #去掉逗号和句点
+    name1=t_name0.replace(',',' ')
+    name2=name1.replace('.',' ')
+    
+    #将字符串中的多个空格变为单个空格
+    name3=replace_multiple_spaces(name2)
+    
+    #将字符串字母全部大写
+    name4=name3.upper()
+    
+    name5=name4
+    for ss in remove_list:
+        name5=name5.replace(ss,'')
+
+    name6=name5.strip()
+    
+    name7=t_name0[:len(name6)]
+
+    #增加交易所后缀
+    t_name=name7
+    if add_suffix:
+        tlist=ticker.split('.')
+        if len(tlist)==2:
+            sid=tlist[1]
+            if sid not in ['SS','SZ','BJ']:
+                t_name=t_name+'('+sid+')'
+    
+    return t_name
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================

{siat-3.2.58.dist-info → siat-3.2.59.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.2.58
+Version: 3.2.59
 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-3.2.58.dist-info → siat-3.2.59.dist-info}/RECORD

@@ -18,7 +18,7 @@ siat/capm_beta.py,sha256=cxXdRVBQBllhbfz1LeTJAIWvyRYhW54nhtNUXv4HwS0,29063
 siat/capm_beta2.py,sha256=d7lZ-VXVVmBkMVGDPlozL-9gAU3cYpHG23X1WSRCOgY,26907
 siat/capm_beta_test.py,sha256=ImR0c5mc4hIl714XmHztdl7qg8v1E2lycKyiqnFj6qs,1745
 siat/cmat_commons.py,sha256=Nj9Kf0alywaztVoMVeVVL_EZk5jRERJy8R8kBw88_Tg,38116
-siat/common.py,sha256=voALy4D-hTj7VOmibBH-1P0QUJf6PU-aS7hjjbFP7Zo,151717
+siat/common.py,sha256=VU4AhQZGQmTCcw-lbiuG7jSz7Dsy1psOi9ayaAbBDdY,151635
 siat/compare_cross.py,sha256=3iP9TH2h3w27F2ARZc7FjKcErYCzWRc-TPiymOyoVtw,24171
 siat/compare_cross_test.py,sha256=xra5XYmQGEtfIZL2h-GssdH2hLdFIhG3eoCrkDrL3gY,3473
 siat/concepts_iwencai.py,sha256=m1YEDtECRT6FqtzlKm91pt2I9d3Z_XoP59BtWdRdu8I,3061
@@ -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=rrnUbHG2ErJRWBeaq297Mr5qjF_-gRjCZqwKSl6pr2E,113902
+siat/markowitz2.py,sha256=oStv4V74OiqBk-rnBPo6QJTUSNe1FCyT1Yl6-Fx_mHc,113934
 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 +131,15 @@ 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=6C3oWihKQPd0Lfv-lIMiGdMIYKJ7n6N88jiWnp6cWb8,217029
+siat/translate.py,sha256=v4__NZBhC7cVevl_lKxwhcKQa_UFuyVK1pdB6_KEflI,217855
 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
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