siat 3.3.10__py3-none-any.whl → 3.3.11__py3-none-any.whl

siat/markowitz2.py

@@ -46,7 +46,7 @@ plt.rcParams['axes.grid']=True
 #plt.rcParams['grid.color']='steelblue'
 #plt.rcParams['grid.linestyle']='dashed'
 #plt.rcParams['grid.linewidth']=0.5
-#plt.rcParams['axes.facecolor']='whitesmoke'
+#plt.rcParams['axes.facecolor']='papayawhip'
 
 #处理绘图汉字乱码问题
 import sys; czxt=sys.platform
@@ -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,facecolor='papayawhip'):    
+                    printout=False,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
@@ -611,7 +611,7 @@ def portfolio_correlate(pf_info):
     plt.xlabel(footnote1+footnote2)
     plt.xticks(rotation=90); plt.yticks(rotation=0) 
     
-    plt.gca().set_facecolor('whitesmoke')
+    plt.gca().set_facecolor('papayawhip')
     plt.show()
 
     return    
@@ -656,7 +656,7 @@ def portfolio_covar(pf_info):
     plt.xticks(rotation=90)
     plt.yticks(rotation=0) 
     
-    plt.gca().set_facecolor('whitesmoke')
+    plt.gca().set_facecolor('papayawhip')
     plt.show()
 
     return 
@@ -795,7 +795,7 @@ if __name__=='__main__':
 #==============================================================================
 
     
-def portfolio_ranks(portfolio_returns,pname,facecolor='whitesmoke'):
+def portfolio_ranks(portfolio_returns,pname,facecolor='papayawhip'):
     """
     功能：区分中英文
     """
@@ -812,7 +812,7 @@ def portfolio_ranks(portfolio_returns,pname,facecolor='whitesmoke'):
 
 #==============================================================================
 
-def portfolio_ranks_cn(portfolio_returns,pname,facecolor='whitesmoke'):
+def portfolio_ranks_cn(portfolio_returns,pname,facecolor='papayawhip'):
     """
     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
     """
@@ -986,7 +986,7 @@ def portfolio_ranks_cn(portfolio_returns,pname,facecolor='whitesmoke'):
         dispf2=dispf.set_properties(**{'background-color':facecolor,'color':'black'})
     except:
         print("  #Warning(portfolio_ranks_cn): color",facecolor,"is unsupported, changed to default setting")
-        dispf2=dispf.set_properties(**{'background-color':'whitesmoke','color':'black'})
+        dispf2=dispf.set_properties(**{'background-color':'papayawhip','color':'black'})
 
     from IPython.display import display
     display(dispf2)
@@ -1115,7 +1115,7 @@ if __name__=='__main__':
     
     portfolio_eset(pf_info,simulation=50000)
 
-def portfolio_eset(pf_info,simulation=1000,convex_hull=False):
+def portfolio_eset(pf_info,simulation=1000,convex_hull=False,facecolor='papayawhip'):
     """
     功能：基于随机数，生成大量可能的投资组合，计算各个投资组合的年均收益率和标准差，绘制投资组合的可行集
     默认绘制散点图凸包：convex_hull=True
@@ -1248,7 +1248,7 @@ def portfolio_eset(pf_info,simulation=1000,convex_hull=False):
     
     plt.xlabel(footnote1+footnote2+footnote3+footnote4,fontsize=xlabel_txt_size)
     
-    plt.gca().set_facecolor('whitesmoke')
+    plt.gca().set_facecolor(facecolor)
     plt.show()
 
     return [pf_info,RandomPortfolios]
@@ -1692,7 +1692,7 @@ 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, \
-                          facecolor="whitesmoke"):
+                          facecolor="papayawhip"):
     """
     功能：将生成的马科维茨可行集RandomPortfolios绘制成彩色散点图
     """
@@ -1866,7 +1866,7 @@ def cvt_portfolio_name(pname,portfolio_returns):
 
 #==============================================================================
 
-def portfolio_optimize_sharpe(es_info,graph=True,convex_hull=False,facecolor='whitesmoke'):
+def portfolio_optimize_sharpe(es_info,graph=True,convex_hull=False,facecolor='papayawhip'):
     """
     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
@@ -1943,7 +1943,7 @@ if __name__=='__main__':
 
 #==============================================================================
 
-def portfolio_optimize_sortino(es_info,graph=True,convex_hull=False,facecolor="whitesmoke"):
+def portfolio_optimize_sortino(es_info,graph=True,convex_hull=False,facecolor="papayawhip"):
     """
     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
@@ -1994,7 +1994,7 @@ if __name__=='__main__':
 if __name__=='__main__':
     graph=True; convex_hull=False
     
-def portfolio_optimize_alpha(es_info,graph=True,convex_hull=False,facecolor='whitesmoke'):
+def portfolio_optimize_alpha(es_info,graph=True,convex_hull=False,facecolor='papayawhip'):
     """
     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
@@ -2041,7 +2041,7 @@ if __name__=='__main__':
     
 #==============================================================================
 
-def portfolio_optimize_treynor(es_info,graph=True,convex_hull=False,facecolor='whitesmoke'):
+def portfolio_optimize_treynor(es_info,graph=True,convex_hull=False,facecolor='papayawhip'):
     """
     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
@@ -2081,7 +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,facecolor='whitesmoke'):
+                           convex_hull=False,facecolor='papayawhip'):
     """
     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
@@ -2193,7 +2193,7 @@ if __name__=='__main__':
 
 def portfolio_optimize(pf_info,ratio='sharpe',simulation=10000,RF=0, \
                        graph=True,hirar_return=False,lorisk=True, \
-                       convex_hull=False,facecolor='whitesmoke'):
+                       convex_hull=False,facecolor='papayawhip'):
     """
     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
@@ -2402,7 +2402,7 @@ def portfolio_ef_0(stocks,fromdate,todate):
     plt.figtext(x_left,y_left-0.1,'观察期间：'+str(fromdate)+'至'+str(todate))
     plt.plot(out_std,out_mean,color='r',ls=':',lw=4)
     
-    plt.gca().set_facecolor('whitesmoke')
+    plt.gca().set_facecolor('papayawhip')
     plt.show()    
     
     return
@@ -2486,7 +2486,7 @@ def portfolio_ef(stocks,fromdate,todate):
     plt.plot(out_std_min,out_mean_min,'g*-',markersize=16,label='风险最低点')
     
     plt.legend(loc='best')
-    plt.gca().set_facecolor('whitesmoke')
+    plt.gca().set_facecolor('papayawhip')
     plt.show()    
     
     return
@@ -2631,7 +2631,7 @@ def security_correlation(tickers,start,end,info_type='Close'):
     plt.xlabel(footnote1+footnote2+footnote3+footnote4,fontxlabel)
     #plt.xticks(rotation=45)
     
-    plt.gca().set_facecolor('whitesmoke')
+    plt.gca().set_facecolor('papayawhip')
     plt.show()
     
     return df_coor

{siat-3.3.10.dist-info → siat-3.3.11.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.3.10
+Version: 3.3.11
 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-3.3.10.dist-info → siat-3.3.11.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=DsfS6vG9TAfdJP4GgN-CCArujPi84XjD23CWbxaA2o4,97627
 siat/markowitz2-20240620.py,sha256=irZAPnjaatFsKQmFRMENP-cO6bEUl2narYtkU5NKTWI,108019
-siat/markowitz2.py,sha256=oStv4V74OiqBk-rnBPo6QJTUSNe1FCyT1Yl6-Fx_mHc,113934
+siat/markowitz2.py,sha256=IJloAP3sAotlVs1tWMUXbIu-9tX4D_Dx12pIkfFDRx4,113955
 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
@@ -139,7 +139,7 @@ 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/yf_name.py,sha256=H1EM8YYXA8nQHIqsJlso0I3HKPiJLT3QujO4gRVQXWs,13945
-siat-3.3.10.dist-info/METADATA,sha256=P7aiODOfU2l5p8yo_YUAiCS6vm5qQAGiM_iZdCRs79Y,7310
-siat-3.3.10.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
-siat-3.3.10.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.3.10.dist-info/RECORD,,
+siat-3.3.11.dist-info/METADATA,sha256=r7Y7j2sf7516iGiB-pbSzLRC_a0VuYCLWJ2k6zHJOrE,7310
+siat-3.3.11.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+siat-3.3.11.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.3.11.dist-info/RECORD,,

{siat-3.3.10.dist-info → siat-3.3.11.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.38.4)
+Generator: bdist_wheel (0.41.2)
 Root-Is-Purelib: true
 Tag: py3-none-any