siat 3.2.5__py3-none-any.whl → 3.2.15__py3-none-any.whl

siat/markowitz2.py

@@ -247,24 +247,35 @@ if __name__=='__main__':
               }
     portfolio=dict(Market,**porkbig,**porksmall)    
 
-    thedate='2024-5-30'
-    pastyears=1
-    printout=True 
-    graph=False
-    
     #测试3
-    Market={'Market':('China','000300.SS','锂电池1号')}
-    Stocks={'300750.SZ':0.4,#宁德时代
-            '002594.SZ':0.3,#比亚迪
-            '300014.SZ':0.2,#亿纬锂能
-            '300207.SZ':0.1,#欣旺达
+    Market={'Market':('China','000300.SS','股债基组合')}
+    Stocks={'600519.SS':0.3,#股票：贵州茅台
+            'sh010504':[0.5,'bond'],#05国债⑷
+            '010504.SS':('fund',0.2),#招商稳兴混合C基金
             }
     portfolio=dict(Market,**Stocks)
 
+    printout=True 
+    graph=False
+    
     indicator='Adj Close'
     adjust='qfq'; source='auto'; ticker_type='bond'
     thedate='2024-6-19'
     pastyears=2
+
+    
+    #测试3
+    Market={'Market':('China','000300.SS','股债基组合')}
+    Stocks={'600519.SS':0.3,#股票：贵州茅台
+            'sh010504':[0.5,'bond'],#05国债⑷
+            '010504.SS':('fund',0.2),#招商稳兴混合C基金
+            }
+    portfolio=dict(Market,**Stocks)
+
+    indicator='Close'
+    adjust=''; source='auto'; ticker_type='auto'
+    thedate='2024-6-19'
+    pastyears=1
     printout=True 
     graph=False
     
@@ -312,7 +323,7 @@ def portfolio_build(portfolio,thedate='default',pastyears=1, \
     
     print("\n  Searching for portfolio info, which may take time ...")
     # 解构投资组合
-    scope,_,tickerlist,sharelist0=decompose_portfolio(portfolio)
+    scope,_,tickerlist,sharelist0,ticker_type=decompose_portfolio(portfolio)
     pname=portfolio_name(portfolio)
 
     #如果持仓份额总数不为1，则将其转换为总份额为1
@@ -440,7 +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Sina/EM/stooq, ","Source: sina/eastmoney/stooq, ")
+        source_txt=text_lang("来源: 综合新浪/东方财富/stooq/雅虎等, ","Source: sina/eastmoney/stooq, ")
         
         plt.title(title_txt)
         plt.ylabel(ylabel_txt)
@@ -460,7 +471,7 @@ def portfolio_build(portfolio,thedate='default',pastyears=1, \
         
         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Sina/EM/stooq, ","Source: sina/eastmoney/stooq, ")
+        xlabeltxt1=text_lang("来源: 综合新浪/东方财富/stooq/雅虎等, ","Source: sina/eastmoney/stooq, ")
         xlabeltxt=xlabeltxt1+str(stoday)
     
     #绘制持有收益率曲线
@@ -476,22 +487,29 @@ def portfolio_build(portfolio,thedate='default',pastyears=1, \
     StockReturns['Portfolio_EW']=stock_return.mul(portfolio_weights_ew,axis=1).sum(axis=1)
     #..........................................................................
     
-    # 创建交易额加权组合：按照成交金额计算期间内交易额均值
-    tamount=prices['Close']*prices['Volume']
-    tamountlist=tamount.mean(axis=0)    #求列的均值
-    tamountlist_array = np.array(tamountlist)
-    # 计算成交金额权重
-    portfolio_weights_lw = tamountlist_array / np.sum(tamountlist_array)
-    # 计算成交金额加权的组合收益
-    StockReturns['Portfolio_LW'] = stock_return.mul(portfolio_weights_lw, axis=1).sum(axis=1)
+    # 创建交易额加权组合：按照成交金额计算期间内交易额均值。债券和基金信息中无交易量！
+    if ('bond' not in ticker_type) and ('fund' not in ticker_type):
+        tamount=prices['Close']*prices['Volume']
+        tamountlist=tamount.mean(axis=0)    #求列的均值
+        tamountlist_array = np.array(tamountlist)
+        # 计算成交金额权重
+        portfolio_weights_lw = tamountlist_array / np.sum(tamountlist_array)
+        # 计算成交金额加权的组合收益
+        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")
-    Portfolio_LW_txt=text_lang("交易额加权策略","Amount-weight")
+    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")
     
-    name_list=['Portfolio', 'Portfolio_EW', 'Portfolio_LW']
-    label_list=[pname, Portfolio_EW_txt, Portfolio_LW_txt]
+        name_list=['Portfolio', 'Portfolio_EW', 'Portfolio_LW']
+        label_list=[pname, Portfolio_EW_txt, Portfolio_LW_txt]
+    else:
+        name_list=['Portfolio', 'Portfolio_EW']
+        label_list=[pname, Portfolio_EW_txt]
+        
+        
     titletxt=title_txt
     
     #绘制各个投资组合的持有收益率曲线
@@ -501,9 +519,11 @@ def portfolio_build(portfolio,thedate='default',pastyears=1, \
     #打印各个投资组合的持股比例
     member_returns=stock_return
     if printout:
-        portfolio_expectation_universal(pname,member_returns,portfolio_weights,member_prices)
-        portfolio_expectation_universal(Portfolio_EW_txt,member_returns,portfolio_weights_ew,member_prices)
-        portfolio_expectation_universal(Portfolio_LW_txt,member_returns,portfolio_weights_lw,member_prices)
+        portfolio_expectation_universal(pname,member_returns,portfolio_weights,member_prices,ticker_type)
+        portfolio_expectation_universal(Portfolio_EW_txt,member_returns,portfolio_weights_ew,member_prices,ticker_type)
+        
+        if ('bond' not in ticker_type) and ('fund' not in ticker_type):
+            portfolio_expectation_universal(Portfolio_LW_txt,member_returns,portfolio_weights_lw,member_prices,ticker_type)
 
     #返回投资组合的综合信息
     member_returns=stock_return
@@ -516,8 +536,14 @@ def portfolio_build(portfolio,thedate='default',pastyears=1, \
     if printout:
         portfolio_ranks(portfolio_returns,pname)
     
-    return [[portfolio,thedate,member_returns,rf_df,member_prices], \
-            [portfolio_returns,portfolio_weights,portfolio_weights_ew,portfolio_weights_lw]]
+    #
+    if ('bond' not in ticker_type) and ('fund' not in ticker_type):
+        return [[portfolio,thedate,member_returns,rf_df,member_prices], \
+                [portfolio_returns,portfolio_weights,portfolio_weights_ew,portfolio_weights_lw]]
+    else:
+        return [[portfolio,thedate,member_returns,rf_df,member_prices], \
+                [portfolio_returns,portfolio_weights,portfolio_weights_ew,None]]
+        
 
 if __name__=='__main__':
     X=portfolio_build(portfolio,'2021-9-30')
@@ -656,10 +682,10 @@ if __name__=='__main__':
     portfolio=dict(Market,**Stocks1,**Stocks2)
     pf_info=portfolio_expret(portfolio,'2019-12-31')
     
-    portfolio_expectation(pf_info)
+    portfolio_expectation_original(pf_info)
 
 #==============================================================================
-def portfolio_expectation_universal(pname,member_returns,portfolio_weights,member_prices):
+def portfolio_expectation_universal(pname,member_returns,portfolio_weights,member_prices,ticker_type):
     """
     功能：计算给定成份股收益率和持股权重的投资组合年均收益率和标准差
     输入：投资组合名称，成份股历史收益率数据表，投资组合权重series
@@ -704,12 +730,12 @@ def portfolio_expectation_universal(pname,member_returns,portfolio_weights,membe
         print("  投资组合:",pname)
         print("  分析日期:",str(hend))
     # 投资组合中即使持股比例最低的股票每次交易最少也需要1手（100股）
-        print("  期末1手组合单位价值:","约"+str(round(portfolio_value_thedate/10000*100,2))+"万")
+        print("  1手组合单位价值:","约"+str(round(portfolio_value_thedate/10000*100,2))+"万")
         print("  观察期间:",hstart+'至'+hend)
         print("  年化收益率:",round(annual_return,4))
         print("  年化标准差:",round(annual_std,4))
         print("  ***投资组合持仓策略***")
-        print_tickerlist_sharelist(tickerlist,portfolio_weights,leading_blanks=4,ticker_type='bond')
+        print_tickerlist_sharelist(tickerlist,portfolio_weights,leading_blanks=4,ticker_type=ticker_type)
        
         print("  *来源：Sina/EM/stooq，"+str(stoday)+"统计")
     else:
@@ -740,7 +766,7 @@ if __name__=='__main__':
     portfolio_expectation2(pname,member_returns, portfolio_weights)
 
 #==============================================================================
-def portfolio_expectation(pname,pf_info,portfolio_weights):
+def portfolio_expectation(pname,pf_info,portfolio_weights,ticker_type):
     """
     功能：计算给定pf_info和持仓权重的投资组合年均收益率和标准差
     输入：投资组合名称，pf_info，投资组合权重series
@@ -749,7 +775,7 @@ def portfolio_expectation(pname,pf_info,portfolio_weights):
     """
     [[_,_,member_returns,_,member_prices],_]=pf_info
     
-    portfolio_expectation_universal(pname,member_returns,portfolio_weights,member_prices)
+    portfolio_expectation_universal(pname,member_returns,portfolio_weights,member_prices,ticker_type)
     
     return 
 
@@ -1080,7 +1106,7 @@ def portfolio_eset(pf_info,simulation=1000,convex_hull=False):
     """
     [[portfolio,thedate,stock_return,_,_],_]=pf_info
     pname=portfolio_name(portfolio)
-    _,_,tickerlist,_=decompose_portfolio(portfolio)
+    _,_,tickerlist,_,ticker_type=decompose_portfolio(portfolio)
     
     #取出观察期
     hstart0=stock_return.index[0]; hstart=str(hstart0.strftime("%Y-%m-%d"))
@@ -1233,7 +1259,7 @@ def portfolio_es_sharpe(pf_info,simulation=1000,RF=0):
     
     [[portfolio,thedate,stock_return0,rf_df,_],_]=pf_info
     pname=portfolio_name(portfolio)
-    scope,_,tickerlist,_=decompose_portfolio(portfolio)
+    scope,_,tickerlist,_,ticker_type=decompose_portfolio(portfolio)
     
     #取出观察期
     hstart0=stock_return0.index[0]; hstart=str(hstart0.strftime("%Y-%m-%d"))
@@ -1327,7 +1353,7 @@ def portfolio_es_sortino(pf_info,simulation=1000,RF=0):
     
     [[portfolio,thedate,stock_return0,rf_df,_],_]=pf_info
     pname=portfolio_name(portfolio)
-    scope,_,tickerlist,_=decompose_portfolio(portfolio)
+    scope,_,tickerlist,_,ticker_type=decompose_portfolio(portfolio)
     
     #取出观察期
     hstart0=stock_return0.index[0]; hstart=str(hstart0.strftime("%Y-%m-%d"))
@@ -1427,7 +1453,7 @@ def portfolio_es_alpha(pf_info,simulation=1000,RF=0):
     
     [[portfolio,thedate,stock_return0,rf_df,_],_]=pf_info
     pname=portfolio_name(portfolio)
-    scope,mktidx,tickerlist,_=decompose_portfolio(portfolio)
+    scope,mktidx,tickerlist,_,ticker_type=decompose_portfolio(portfolio)
     
     #取出观察期
     hstart0=stock_return0.index[0]; hstart=str(hstart0.strftime("%Y-%m-%d"))
@@ -1545,7 +1571,7 @@ def portfolio_es_treynor(pf_info,simulation=1000,RF=0):
     
     [[portfolio,_,stock_return0,rf_df,_],_]=pf_info
     pname=portfolio_name(portfolio)
-    scope,mktidx,tickerlist,_=decompose_portfolio(portfolio)
+    scope,mktidx,tickerlist,_,ticker_type=decompose_portfolio(portfolio)
     
     #取出观察期
     hstart0=stock_return0.index[0]; hstart=str(hstart0.strftime("%Y-%m-%d"))
@@ -2049,7 +2075,7 @@ def portfolio_optimize_rar(es_info,col_ratio,col_y,col_x,name_hiret,name_lorisk,
     """    
     #解析传入的数据
     [[[portfolio,thedate,stock_return,_,_],[StockReturns,_,_,_]],RandomPortfolios]=es_info
-    _,_,tickerlist,_=decompose_portfolio(portfolio)
+    _,_,tickerlist,_,ticker_type=decompose_portfolio(portfolio)
     numstocks=len(tickerlist)  
     pname=portfolio_name(portfolio)
     
@@ -2158,6 +2184,7 @@ def portfolio_optimize(pf_info,ratio='sharpe',simulation=10000,RF=0, \
     
     [[portfolio,_,_,_,_],_]=pf_info
     pname=portfolio_name(portfolio)
+    _,_,_,_,ticker_type=decompose_portfolio(portfolio)
     
     #观察马科维茨可行集：风险溢价-标准差，用于夏普比率优化
     func_es="portfolio_es_"+ratio
@@ -2189,10 +2216,10 @@ def portfolio_optimize(pf_info,ratio='sharpe',simulation=10000,RF=0, \
     #打印投资组合构造和业绩表现
     hi_name=modify_portfolio_name(name_hiret+zhuhe_txt)
     lo_name=modify_portfolio_name(name_lorisk+zhuhe_txt)
-    portfolio_expectation(hi_name,pf_info,hiret_weights)
+    portfolio_expectation(hi_name,pf_info,hiret_weights,ticker_type)
     
     if hirar_return:
-        scope,mktidx,tickerlist,_=decompose_portfolio(portfolio)
+        scope,mktidx,tickerlist,_,ticker_type=decompose_portfolio(portfolio)
         hwdf=pd.DataFrame(hiret_weights)
         hwdft=hwdf.T
         hwdft.columns=tickerlist
@@ -2207,7 +2234,7 @@ def portfolio_optimize(pf_info,ratio='sharpe',simulation=10000,RF=0, \
         portfolio_new=dict(Market,**stocks_new)
         
     if lorisk:
-        portfolio_expectation(lo_name,pf_info,lorisk_weights)
+        portfolio_expectation(lo_name,pf_info,lorisk_weights,ticker_type)
 
     #现有投资组合的排名
     ranks=portfolio_ranks(portfolio_returns,pname)
@@ -2594,7 +2621,7 @@ def describe_portfolio(portfolio):
     输出：市场，市场指数，股票代码列表和份额列表
     """
     
-    scope,mktidx,tickerlist,sharelist=decompose_portfolio(portfolio)
+    scope,mktidx,tickerlist,sharelist,ticker_type=decompose_portfolio(portfolio)
     pname=portfolio_name(portfolio)
     
     print("*** 投资组合信息:",pname)
@@ -2626,7 +2653,7 @@ def portfolio_drop(portfolio,last=0,droplist=[],new_name=''):
     """
     功能：删除最后几个成分股
     """
-    scope,mktidx,tickerlist,sharelist=decompose_portfolio(portfolio)  
+    scope,mktidx,tickerlist,sharelist,ticker_type=decompose_portfolio(portfolio)  
     pname=portfolio_name(portfolio)
     
     if not (last ==0):

siat/risk_adjusted_return.py

@@ -143,7 +143,7 @@ def print_rar_ratio(regdf,portfolio,ret_mean,ratio_name,ratio):
     """
 
     #从字典中提取信息
-    scope,mktidx,stocklist,portionlist=decompose_portfolio(portfolio)
+    scope,mktidx,stocklist,portionlist,ticker_type=decompose_portfolio(portfolio)
     stocklist1,_=cvt_yftickerlist(stocklist)
     
     date_start=str(regdf.index[0].year)+'-'+str(regdf.index[0].month)+ \
@@ -199,7 +199,7 @@ def treynor_ratio_portfolio(portfolio,start,end,RF=True,printout=True):
         return None,None    
     
     #从字典中提取信息
-    scope,mktidx,stocklist,portionlist=decompose_portfolio(portfolio)
+    scope,mktidx,stocklist,portionlist,ticker_type=decompose_portfolio(portfolio)
     
     #第2步：计算投资组合的日收益率序列
     #抓取日投资组合价格
@@ -280,7 +280,7 @@ def rar_ratio_portfolio(portfolio,start,end,ratio_name='treynor',RF=True,printou
         return None,None    
     
     #从字典中提取信息
-    scope,mktidx,stocklist,portionlist=decompose_portfolio(portfolio)
+    scope,mktidx,stocklist,portionlist,ticker_type=decompose_portfolio(portfolio)
     
     #第2步：计算投资组合的日收益率序列
     #抓取日投资组合价格
@@ -373,7 +373,7 @@ def rar_ratio_rolling(portfolio,start,end,ratio_name='treynor',RF=True, \
     startdate1=date_adjust(startdate, adjust=-startdate_delta)
     
     #从字典中提取信息
-    scope,mktidx,stocklist,portionlist=decompose_portfolio(portfolio)
+    scope,mktidx,stocklist,portionlist,ticker_type=decompose_portfolio(portfolio)
     
     #第2步：计算投资组合的日收益率序列
     #抓取日投资组合价格
@@ -465,7 +465,7 @@ def draw_rar_ratio(rars,portfolio,ratio_name):
     输入：滚动数据df，投资组合，指数名称
     """
     
-    scope,mktidx,stocklist,portionlist=decompose_portfolio(portfolio)
+    scope,mktidx,stocklist,portionlist,ticker_type=decompose_portfolio(portfolio)
     stocklist1,_=cvt_yftickerlist(stocklist)
     
     """
@@ -545,7 +545,7 @@ def sharpe_ratio_portfolio(portfolio,start,end,RF=True,printout=True):
         return None,None       
 
     #从字典中提取信息
-    scope,mktidx,stocklist,portionlist=decompose_portfolio(portfolio)
+    scope,mktidx,stocklist,portionlist,ticker_type=decompose_portfolio(portfolio)
     
     #检查份额配比是否合理
     """
@@ -597,7 +597,7 @@ def sharpe_ratio_portfolio(portfolio,start,end,RF=True,printout=True):
             '-'+str(reg.index[-1].day)            
         print("\n===== 风险调整收益率 =====")
         
-        _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
+        _,_,tickerlist,sharelist,ticker_type=decompose_portfolio(portfolio)
         if len(tickerlist)==1:
             product=str(ticker_name(tickerlist,'bond'))
         else:
@@ -640,7 +640,7 @@ def sortino_ratio_portfolio(portfolio,start,end,RF=True,printout=True):
         return None,None           
 
     #从字典中提取信息
-    scope,mktidx,stocklist,portionlist=decompose_portfolio(portfolio)
+    scope,mktidx,stocklist,portionlist,ticker_type=decompose_portfolio(portfolio)
     
     #检查份额配比是否合理
     """
@@ -693,7 +693,7 @@ def sortino_ratio_portfolio(portfolio,start,end,RF=True,printout=True):
             '-'+str(reg.index[-1].day)            
         print("\n===== 风险调整收益率 =====")
         
-        _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
+        _,_,tickerlist,sharelist,ticker_type=decompose_portfolio(portfolio)
         if len(tickerlist)==1:
             product=str(ticker_name(tickerlist,'bond'))
         else:
@@ -738,7 +738,7 @@ def jensen_alpha_portfolio(portfolio,start,end,RF=True,printout=True):
         return None,None          
     
     #从字典中提取信息
-    scope,mktidx,stocklist,portionlist=decompose_portfolio(portfolio)    
+    scope,mktidx,stocklist,portionlist,ticker_type=decompose_portfolio(portfolio)    
     #检查份额配比是否合理
     """
     if round(sum(portionlist),1) != 1.0:
@@ -798,7 +798,7 @@ def jensen_alpha_portfolio(portfolio,start,end,RF=True,printout=True):
             '-'+str(reg.index[-1].day)            
         print("\n===== 风险调整收益率 =====")
         
-        _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
+        _,_,tickerlist,sharelist,ticker_type=decompose_portfolio(portfolio)
         if len(tickerlist)==1:
             product=str(ticker_name(tickerlist,'bond'))
         else:
@@ -1120,14 +1120,14 @@ def compare_rar_portfolio(portfolio1,portfolio2,start,end,ratio_name='sharpe', \
     ylabeltxt=label1 
     titletxt="证券风险调整收益的滚动趋势对比"
     
-    _,_,tickers1,shares1=decompose_portfolio(portfolio1)
+    _,_,tickers1,shares1,ticker_type=decompose_portfolio(portfolio1)
     if len(tickers1) == 1:
         ticker1=tickers1[0]
         pf1str=tickers1[0]
     else:
         pf1str=ticker1+'：成分'+str(tickers1)+'，比例'+str(shares1)
     
-    _,_,tickers2,shares2=decompose_portfolio(portfolio2)
+    _,_,tickers2,shares2,ticker_type=decompose_portfolio(portfolio2)
     if len(tickers2) == 1:
         ticker2=tickers2[0]
         pf2str=tickers2[0]

siat/security_price2.py

@@ -86,8 +86,8 @@ def get_price_1ticker(ticker,fromdate,todate, \
         #print("  #Warning(get_price_1ticker): invalid date period from",fromdate,"to",todate)
         return df,found
         
-    #检查复权选项合理性
-    ak_fq_list=['','qfq','hfq','qfq-factor','hfq-factor']
+    #检查复权选项合理性：adj_only特别指最高最低价开盘收盘价全为复权价
+    ak_fq_list=['','qfq','hfq','qfq-factor','hfq-factor','adj_only']
     if adjust not in ak_fq_list:
         adjust='qfq'
     
@@ -149,11 +149,11 @@ def get_price_1ticker(ticker,fromdate,todate, \
     if source in ['auto','yahoo'] and found not in ['Found','Empty']:
         dft=None
         if test_yahoo_finance():
-            #数据源情形3：yahoo, yfinance, 需要访问yahoo
+            #数据源情形3：yahoo, yfinance, 需要访问yahoo，直接为复权价？
             dft=get_price_yf(ticker1,fromdate,todate)
             found=df_have_data(dft) 
         
-            #数据源情形4：yahoo, pandas_datareader，需要访问yahoo，近期似乎不工作！
+            #数据源情形4：yahoo, pandas_datareader，需要访问yahoo，似乎不工作！
             if found not in ['Found','Empty']:
                 dft=get_prices_yahoo(ticker1,fromdate,todate)
                 found=df_have_data(dft) 
@@ -364,13 +364,13 @@ def get_price_1portfolio(ticker,fromdate,todate, \
         return df,found
     
     #拆分投资组合为成份股列表和份额列表
-    _,_,tickerlist,sharelist=decompose_portfolio(ticker) 
+    _,_,tickerlist,sharelist,ticker_type=decompose_portfolio(ticker) 
     
     #处理份额列表，确保其和为1
     share_sum=sum(sharelist)
     sharelist1=[x / share_sum for x in sharelist]
 
-    #预处理ticker_type
+    #预处理ticker_type，是否还需要？
     ticker_type=ticker_type_preprocess_1portfolio(ticker,ticker_type)
     
     #抓取各个成份股的价格信息

siat/security_prices.py

@@ -78,9 +78,9 @@ def get_prices_all(ticker,fromdate,todate,adj=False,source='auto',ticker_type='a
 
         #投资组合            
         if isinstance(ticker_list[0],dict):
-            _,_,tickerlist,sharelist=decompose_portfolio(ticker_list[0])
+            _,_,tickerlist,sharelist,ticker_type=decompose_portfolio(ticker_list[0])
             df=get_price_portfolio(tickerlist,sharelist,fromdate,todate,adj=adj, \
-                                    source=source,ticker_type='bond')
+                                    source=source,ticker_type=ticker_type)
         return df
 
     #多个证券
@@ -95,9 +95,9 @@ def get_prices_all(ticker,fromdate,todate,adj=False,source='auto',ticker_type='a
 
         #投资组合            
         if isinstance(t,dict):
-            _,_,tickerlist,sharelist=decompose_portfolio(t)
+            _,_,tickerlist,sharelist,ticker_type=decompose_portfolio(t)
             dft=get_price_portfolio(tickerlist,sharelist,fromdate,todate,adj=adj, \
-                                    source=source,ticker_type='bond')
+                                    source=source,ticker_type=ticker_type)
             t=portfolio_name(t)
             
         columns=create_tuple_for_columns(dft,t)
@@ -755,14 +755,14 @@ def get_price_ak_cn(ticker,fromdate,todate,adjust='',ticker_type='auto'):
     end1=end.strftime('%Y%m%d')
     
     #adjustlist=['none','hfq','qfq']
-    adjustlist=['','qfq','hfq','qfq-factor','hfq-factor']
+    adjustlist=['','qfq','hfq','qfq-factor','hfq-factor','adj_only']
     if adjust not in adjustlist:
         print("  #Warning(get_price_ak_cn): adjust only supports",adjustlist)
         return None          
 
     _,prefix,suffix=split_prefix_suffix(ticker2)
-    #考虑股票复权情形：指数/基金/债券无复权
-    if adjust != '':
+    #考虑股票复权情形：仅收盘价为复权价，指数/基金/债券无复权
+    if adjust not in ['','adj_only']:
         if ticker_type in ['auto','stock'] and suffix not in ['SW']:
             try:
                 #仅用于股票的历史行情数据（考虑复权）
@@ -775,6 +775,18 @@ def get_price_ak_cn(ticker,fromdate,todate,adjust='',ticker_type='auto'):
             except:
                 df=None
             found=df_have_data(df)
+
+    #考虑股票复权情形：所有价格均为复权价，指数/基金/债券无复权
+    if adjust == 'adj_only':
+        if ticker_type in ['auto','stock'] and suffix not in ['SW']:
+            try:
+                #仅用于股票的历史行情数据（考虑复权）
+                df=ak.stock_zh_a_daily(ticker2,start1,end1,adjust='qfq')
+                df['Adj Close']=df['close']
+                df['Date']=df['date']
+            except:
+                df=None
+            found=df_have_data(df)
     
     #股票(无复权)指数/基金/债券
     if found != 'Found': 
@@ -961,6 +973,10 @@ def get_price_ak_us(symbol, fromdate, todate, adjust=""):
     try:
         if adjust=='':
             df=ak.stock_us_daily(symbol=symbol,adjust=adjust)
+        elif adjust=='Adj_only':
+            df=ak.stock_us_daily(symbol=symbol,adjust='qfq')
+            df['Adj Close']=df['close']
+
         else:
             dffqno=ak.stock_us_daily(symbol=symbol,adjust='')
             dffq=ak.stock_us_daily(symbol=symbol,adjust='qfq')
@@ -1048,6 +1064,9 @@ def get_price_ak_hk(symbol,fromdate,todate,adjust=""):
     try:
         if adjust == '':
             df=ak.stock_hk_daily(symbol=symbol3, adjust=adjust)
+        elif adjust == 'Adj_only':
+            df=ak.stock_hk_daily(symbol=symbol3, adjust='qfq')
+            df['Adj Close']=df['close']
         else:
             dffqno=ak.stock_hk_daily(symbol=symbol3, adjust='')
             dffq  =ak.stock_hk_daily(symbol=symbol3,adjust='qfq')
@@ -1503,7 +1522,7 @@ if __name__=='__main__':
     ticker_type='auto'
     
     ticker={'Market':('China','000001.SS','白酒组合'),'600519.SS':0.4,'000858.SZ':0.6}
-    _,_,tickerlist,sharelist=decompose_portfolio(ticker)
+    _,_,tickerlist,sharelist,ticker_type=decompose_portfolio(ticker)
 
     p=get_prices_portfolio(tickerlist,sharelist,fromdate,todate,source='auto')
 
@@ -2157,7 +2176,7 @@ def get_portfolio_prices(portfolio,fromdate,todate,adj=False,source='auto'):
     """
     
     #解构投资组合
-    _,mktidx,tickerlist,sharelist=decompose_portfolio(portfolio)
+    _,mktidx,tickerlist,sharelist,ticker_type=decompose_portfolio(portfolio)
     
     #检查股票列表个数与份额列表个数是否一致
     if len(tickerlist) != len(sharelist):
@@ -2405,7 +2424,7 @@ def get_price_security(security,start,end,source='auto'):
     """
     
     if isinstance(security,dict): #投资组合
-        scope,mktidx,tickerlist,sharelist=decompose_portfolio(security)
+        scope,mktidx,tickerlist,sharelist,ticker_type=decompose_portfolio(security)
         prices=get_price_portfolio(tickerlist,sharelist,start,end,source=source)  
 
         pname=portfolio_name(security)

siat/stock.py

@@ -3531,7 +3531,7 @@ def portfolio_esg2(portfolio):
     企业最新的可持续性发展数据，数据框    
     """
     #解构投资组合
-    _,_,stocklist,_=decompose_portfolio(portfolio)
+    _,_,stocklist,_,ticker_type=decompose_portfolio(portfolio)
     
     #抓取数据
     try: