siat 3.2.5__py3-none-any.whl → 3.2.15__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- siat/__init__.py +14 -8
- siat/assets_liquidity.py +8 -8
- siat/capm_beta2.py +1 -1
- siat/common.py +116 -20
- siat/esg.py +2 -2
- siat/holding_risk.py +5 -5
- siat/markowitz.py +10 -10
- siat/markowitz2.py +73 -46
- siat/risk_adjusted_return.py +13 -13
- siat/security_price2.py +6 -6
- siat/security_prices.py +29 -10
- siat/stock.py +1 -1
- siat/stock_technical.py +569 -372
- siat/translate.py +1 -1
- siat/var_model_validation.py +1 -1
- {siat-3.2.5.dist-info → siat-3.2.15.dist-info}/METADATA +2 -1
- {siat-3.2.5.dist-info → siat-3.2.15.dist-info}/RECORD +19 -19
- {siat-3.2.5.dist-info → siat-3.2.15.dist-info}/WHEEL +0 -0
- {siat-3.2.5.dist-info → siat-3.2.15.dist-info}/top_level.txt +0 -0
siat/translate.py
CHANGED
@@ -2988,7 +2988,7 @@ if __name__=='__main__':
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#==============================================================================
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if __name__=='__main__':
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-
_,_,tickerlist,sharelist=decompose_portfolio(portfolio)
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+
_,_,tickerlist,sharelist,ticker_type=decompose_portfolio(portfolio)
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leading_blanks=2
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def print_tickerlist_sharelist(tickerlist,sharelist,leading_blanks=2,ticker_type='auto'):
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siat/var_model_validation.py
CHANGED
@@ -313,7 +313,7 @@ def backtest_VaR_portfolio(portfolio,today,future_days=1, \
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if not check_date(today): return
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#解构投资组合
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_,_,tickerlist,sharelist=decompose_portfolio(portfolio)
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_,_,tickerlist,sharelist,ticker_type=decompose_portfolio(portfolio)
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#计算开始日期
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startdate=get_start_date(today,pastyears)
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@@ -1,6 +1,6 @@
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Metadata-Version: 2.1
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Name: siat
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Version: 3.2.
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Version: 3.2.15
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Summary: Securities Investment Analysis Tools (siat)
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Home-page: https://pypi.org/project/siat/
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Author: Prof. WANG Dehong, International Business School, Beijing Foreign Studies University
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@@ -8,6 +8,7 @@ Author-email: wdehong2000@163.com
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License: Copyright (C) WANG Dehong, 2024. For educational purpose only!
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Requires-Dist: pandas-datareader
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Requires-Dist: yfinance
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Requires-Dist: tqdm
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Requires-Dist: plotly-express
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Requires-Dist: akshare
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Requires-Dist: urllib3
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@@ -1,7 +1,7 @@
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-
siat/__init__.py,sha256=
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siat/__init__.py,sha256=gP5uajXnJesnH5SL0ZPwq_Qhv59AG1bs4qwZv26Fo2Y,2894
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siat/allin.py,sha256=f1VWxZLvPLR57ilk9GOziZMWjyAYOYLXbvQI4z38r50,2708
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siat/alpha_vantage_test.py,sha256=tKr-vmuFH3CZAqwmISz6jzjPHzV1JJl3sPfZdz8aTfM,747
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siat/assets_liquidity.py,sha256=
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+
siat/assets_liquidity.py,sha256=o_UZdLs693uNWPEQB2OzxDH0mdWimOmq4qe_vx1pue0,28987
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siat/assets_liquidity_test.py,sha256=UWk6HIUlizU7LQZ890fGx8LwU1jMMrIZswg8cFUJWZ8,1285
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siat/barrons_scraping_test.py,sha256=jSRVPxyYylcgG3fAsuqE-9WH3sDfJ3CdZUcU8VBVdoU,10110
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siat/beta_adjustment.py,sha256=LZWrEWP-yw7spQjeSldLXpmZu7pFqF5jR3EHym7wNys,37286
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@@ -14,10 +14,10 @@ siat/bond_china.py,sha256=eYv-nMoWSS5fZ4VxnuJ29QFY9GUS6meGiIc0Xjm1fQI,3038
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siat/bond_test.py,sha256=yUOFw7ddGU-kb1rJdnsjkJWziDNgUR7OLDA7F7Ub91A,5246
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siat/bond_zh_sina.py,sha256=26BohGcS120utwqg9dJvdGm5OkuNpNu5bco80uOuQpU,4423
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siat/capm_beta.py,sha256=cxXdRVBQBllhbfz1LeTJAIWvyRYhW54nhtNUXv4HwS0,29063
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siat/capm_beta2.py,sha256=
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+
siat/capm_beta2.py,sha256=07y3q4nJdkM-anpZepj4gK0gvTKj-BB0ppDDI5-TCcY,26904
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siat/capm_beta_test.py,sha256=ImR0c5mc4hIl714XmHztdl7qg8v1E2lycKyiqnFj6qs,1745
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siat/cmat_commons.py,sha256=Nj9Kf0alywaztVoMVeVVL_EZk5jRERJy8R8kBw88_Tg,38116
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siat/common.py,sha256=
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siat/common.py,sha256=bybxwy6m7KHvObW_tqmNIIFO_hqu-DQ1KJYYh9E1tm0,144843
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siat/compare_cross.py,sha256=3iP9TH2h3w27F2ARZc7FjKcErYCzWRc-TPiymOyoVtw,24171
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siat/compare_cross_test.py,sha256=xra5XYmQGEtfIZL2h-GssdH2hLdFIhG3eoCrkDrL3gY,3473
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siat/concepts_iwencai.py,sha256=m1YEDtECRT6FqtzlKm91pt2I9d3Z_XoP59BtWdRdu8I,3061
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@@ -29,7 +29,7 @@ siat/derivative.py,sha256=qV8n09799eqLc26ojR6vN5n_X-xd7rGwdYjgq-wBih8,41483
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siat/economy-20230125.py,sha256=vxZZlPnLkh7SpGMVEPLwxjt0yYLSVmdZrO-s2NYLyoM,73848
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siat/economy.py,sha256=J0-xBtp6gg6CNP9N-UvpKLJ-0Tw5O_DKaDvEq1R35Fw,73853
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siat/economy_test.py,sha256=6vjNlPz7W125pJb7simCddobSEp3jmLIMvVkLRZ7zW8,13339
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-
siat/esg.py,sha256=
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+
siat/esg.py,sha256=GMhaonIKtvOK83rhpQUH5aJt2OL3HQBSVfD__Yw-0oo,19040
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siat/esg_test.py,sha256=Z9m6GUt8O7oHZSEG9aDYpGdvvrv2AiRJdHTiU6jqmZ0,2944
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siat/exchange_bond_china.pickle,sha256=zDqdPrFacQ0nqjP_SuF6Yy87EgijIRsFvFroW7FAYYY,1265092
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siat/fama_french.py,sha256=aUTC-67t_CEPbLk4u79woW_zfZ7OCP6Fo4z5EdWCSkQ,48051
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@@ -61,13 +61,13 @@ siat/global_index_test.py,sha256=hnFp3wqqzzL-kAP8mgxDZ54Bd5Ijf6ENi5YJlGBgcXw,240
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siat/google_authenticator.py,sha256=ZUbZR8OW0IAKDbcYtlqGqIpZdERpFor9NccFELxg9yI,1637
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siat/grafix.py,sha256=r-tQUxxBW-O53oPUFFHO7-lnDPO0TlK78d6nsEtxSDI,85008
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siat/grafix_test.py,sha256=kXvcpLgQNO7wd30g_bWljLj5UH7bIVI0_dUtXbfiKR0,3150
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siat/holding_risk.py,sha256=
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siat/holding_risk.py,sha256=G3wpaewAKF9CwEqRpr4khyuDu9SU2EGyQUHdk7cmHOA,30693
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siat/holding_risk_test.py,sha256=FRlw_9wFG98BYcg_cSj95HX5WZ1TvkGaOUdXD7-V86s,474
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siat/local_debug_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
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siat/market_china.py,sha256=nabx24qm7N51OafTrwUw542pNeFJ3JaQ1wqyv-nLN5I,37883
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siat/markowitz.py,sha256=
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siat/markowitz.py,sha256=glHikhabFAF6Hb6df1pYfhkxid2IZXBYAVQng5wd9Wk,97526
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siat/markowitz2-20240620.py,sha256=irZAPnjaatFsKQmFRMENP-cO6bEUl2narYtkU5NKTWI,108019
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siat/markowitz2.py,sha256=
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siat/markowitz2.py,sha256=csHIjqTbIsHMYQ_LEur9K0Jg8pOm8deEVdQfAGCOG5o,111461
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siat/markowitz_ccb_test.py,sha256=xBkkoaNHdq9KSUrNuHGgKTdNYUvgi84kNYcf719eoyE,1593
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siat/markowitz_ef_test.py,sha256=wjNlICkgRIqnonPeSIHo4Mu2GRtb9dr21wDt2kMNEcI,4032
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siat/markowitz_old.py,sha256=Lf7O_4QWT8RsdkHiUyc_7kKY3eZjKDtFR89Fz3pwYnY,33046
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@@ -85,7 +85,7 @@ siat/option_pricing_test.py,sha256=eeorV5Ja5vjlRXnP6fWJHetGU5Vb8SnLopkC6RV3GfA,2
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siat/option_sina_api_test.py,sha256=dn-k_wrQnAaNKHoROvWJEc7lqlU0bwiV2Aa4usWAFGM,5908
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siat/proxy_test.py,sha256=erQJrmGs2X46z8Gb1h-7GYQ0rTUcaR8dxHExWoBz2eM,2610
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siat/quandl_test.py,sha256=EcPoXnLuqzPl5dKyVEZi3j3PJZFpsnU_iNPhLWC9p-A,1552
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siat/risk_adjusted_return.py,sha256=
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siat/risk_adjusted_return.py,sha256=dWVrCDnoxvMmI6cVtrL_FC18QZFrGb6-k9lOoyy5JGE,55085
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siat/risk_adjusted_return2.py,sha256=mI2ynVICzSIHV4_-jZyZ4vbwI1-zen7Byug31lzViS4,65957
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siat/risk_adjusted_return_test.py,sha256=m_VHL5AtT74cJv5i7taTeTfnkX48y0AFJk5phawyYWg,3416
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siat/risk_evaluation.py,sha256=I6B3gty-t--AkDCO0tKF-291YfpnF-IkXcFjqNKCt9I,76286
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@@ -95,15 +95,15 @@ siat/risk_free_rate_test.py,sha256=CpmhUf8aEAEZeNu4gvWP2Mz2dLoIgBX5bI41vfUBEr8,4
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siat/sector_china.py,sha256=nP6kfYsnaQWZj8dK-zklwSDW8FDS-obZWp_zL0ec2Ig,118603
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siat/sector_china_test.py,sha256=1wq7ef8Bb_L8F0h0W6FvyBrIcBTEbrTV7hljtpj49U4,5843
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siat/security_price.py,sha256=2oHskgiw41KMGfqtnA0i2YjNNV6cYgtlUK0j3YeuXWs,29185
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siat/security_price2.py,sha256=
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siat/security_prices.py,sha256=
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siat/security_price2.py,sha256=NKlk5VRA-WeSK8dU960PRfWUOzj4BQ4HbUw3t4j9cv8,25955
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siat/security_prices.py,sha256=ChiVcubRiPzUvYm8a5X5qjxWtawRQdYHFQXLIevGFC4,105328
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siat/security_prices_test.py,sha256=OEphoJ87NPKoNow1QA8EU_5MUYrJF-qKoWKNapVfZNI,10779
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siat/security_trend.py,sha256=o0vpWdrJkmODCP94X-Bvn-w7efHhj9HpUYBHtLl55D0,17240
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siat/security_trend2-20240620.py,sha256=QVnEcb7AyVbO77jVqfFsJffGXrX8pgJ9xCfoAKmWBPk,24854
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siat/security_trend2.py,sha256=kCFi8NW4uOkSnl4MkWZB5_rfvDqUiQlVH8tGsvUluEY,25219
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siat/setup.py,sha256=up65rQGLmTBkhtaMLowjoQXYmIsnycnm4g1SYmeQS6o,1335
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siat/shenwan index history test.py,sha256=JCVAzOSEldHalhSFa3pqD8JI_8_djPMQOxpkuYU-Esg,1418
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siat/stock.py,sha256=
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siat/stock.py,sha256=tHGEI4yuceM6ZcfQ52y500KU8Bauy70-932nfWhM5Ko,142353
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siat/stock_advice_linear.py,sha256=-twT7IGP-NEplkL1WPSACcNJjggRB2j4mlAQCkzOAuo,31655
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siat/stock_base.py,sha256=uISvbRyOGy8p9QREA96CVydgflBkn5L3OXOGKl8oanc,1312
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siat/stock_china.py,sha256=zyUyghIrkkkYWlHRRP7Hoblxzfp-jrck60pTJpwMahg,91553
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@@ -115,7 +115,7 @@ siat/stock_prices_kneighbors.py,sha256=WfZvo5EyeBsm-T37zDj7Sl9dPSRq5Bx4JxIJ9IUum
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siat/stock_prices_linear.py,sha256=-OUKRr27L2aStQgJSlJOrJ4gay_G7P-m-7t7cU2Yoqk,13991
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siat/stock_profile.py,sha256=B3eIwzEmiCqiCaxIlhfdEPsQBoW1PFOe1hkiY3mVF6Y,26038
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siat/stock_technical-20240620.py,sha256=A4x18mZgYSA8SSiDz4u_O3gd5oVRgbI6JIiBfFY0tVw,116013
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siat/stock_technical.py,sha256=
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siat/stock_technical.py,sha256=6Tx6-Ab7Ko-4F83FdxYGPz_drAaolHyneCYQgyKFfQA,129187
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siat/stock_test.py,sha256=E9YJAvOw1VEGJSDI4IZuEjl0tGoisOIlN-g9UqA_IZE,19475
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siat/stooq.py,sha256=dOc_S5HLrYg48YAKTCs1eX8UTJOOkPM8qLL2KupqlLY,2470
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siat/temp.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
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@@ -129,14 +129,14 @@ siat/transaction_test.py,sha256=Z8g1LJCN4-mnUByXMUMoFmN0t105cbmsz2QmvSuIkbU,1858
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siat/translate-20230125.py,sha256=NPPSXhT38s5t9fzMvl_fvi4ckSB73ThLmZetVI-xGdU,117953
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siat/translate-20230206.py,sha256=-vtI125WyaJhmPotOpDAmclt_XnYVaWU9ByLWZ6FyYE,118133
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siat/translate-20230215.py,sha256=TJgtPE3n8IjljmZ4Pefy8dmHoNdFF-1zpML6BhA9FKE,121657
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siat/translate.py,sha256=
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siat/translate.py,sha256=d-qS-LsOmeeweaJKgc52EpApGxeym9ax9KjvItWslh8,215292
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siat/translate_20240606.py,sha256=63IyHWEU3Uz9mjwyuAX3fqY4nUMdwh0ICQAgmgPXP7Y,215121
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siat/universal_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
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siat/valuation.py,sha256=NKfeZMdDJOW42oLVHob6eSVBXUqlN1OCnnzwyGAst8c,48855
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siat/valuation_china.py,sha256=EkZQaVkoBjM0c4MCNbaX-bMnlG0e3FXeaWczZDnkptU,67784
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siat/valuation_market_china_test.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
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siat/var_model_validation.py,sha256=
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siat-3.2.
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siat-3.2.
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siat-3.2.
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siat/var_model_validation.py,sha256=R0caWnuZarrRg9939hxh3vJIIpIyPfvelYmzFNZtPbo,14910
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siat-3.2.15.dist-info/METADATA,sha256=Lg5ljKUff8t8KMtyF1O8I5qyW9rIkehKAsdq1xTQkzg,1469
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siat-3.2.15.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
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siat-3.2.15.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
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siat-3.2.15.dist-info/RECORD,,
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