siat 3.3.10__py3-none-any.whl → 3.3.12__py3-none-any.whl

siat/common.py

@@ -1571,7 +1571,7 @@ def print_progress_percent(current,total,steps=5,leading_blanks=2):
             
             if pct=="100%":
                 #print("100% completing")
-                print("100%, wrapping up ...")
+                print("100%, completing ...")
             else:
                 print(pct,end=' ')
     
@@ -1620,7 +1620,7 @@ def print_progress_percent2(current,total_list,steps=5,leading_blanks=4):
             pct=pct_list[pos]
             
             if pct=="100%":
-                print("100% wrapping up ...")
+                print("100%, completing ...")
             else:
                 print(pct,end=' ')
     

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
@@ -165,7 +165,7 @@ def cumulative_returns_plot(retgroup,name_list="",titletxt="投资组合策略
             footnote1="观察期间: "+hstart+'至'+hend
             footnote2="\n数据来源：Sina/EM/Stooq/Yahoo，"+str(stoday)
         else:
-            footnote1="Period of observation: "+hstart+' to '+hend
+            footnote1="Period of sample: "+hstart+' to '+hend
             footnote2="\nData source: Sina/EM/Stooq/Yahoo, "+str(stoday)
             
         xlabeltxt=footnote1+footnote2
@@ -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 
@@ -743,7 +743,7 @@ def portfolio_expectation_universal(pname,member_returns,portfolio_weights,membe
         print("  Investment portfolio:",pname)
         print("  Date of analysis:",str(hend))
         print("  Value of portfolio:","about "+str(round(portfolio_value_thedate/1000,2))+"K/portfolio unit")
-        print("  Period of observation:",hstart+' to '+hend)
+        print("  Period of sample:",hstart+' to '+hend)
         print("  Annualized return:",round(annual_return,4))
         print("  Annualized std of return:",round(annual_std,4))
         print("  ***Portfolio Constructing Strategy***")
@@ -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
     """
@@ -953,15 +953,15 @@ def portfolio_ranks_cn(portfolio_returns,pname,facecolor='whitesmoke'):
     
     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%"), \
+                         "年化收益率%":text_lang("年化收益率%","Annual 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%"), \
+                         "年化标准差%":text_lang("年化标准差%","Annual 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, \
+    df_display_CSS(prr2,titletxt=titletxt,footnote='',facecolor='papayawhip',decimals=2, \
                        first_col_align='left',second_col_align='center', \
                        last_col_align='right',other_col_align='right', \
                        titile_font_size='16px',heading_font_size='15px', \
@@ -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 +1115,14 @@ if __name__=='__main__':
     
     portfolio_eset(pf_info,simulation=50000)
 
-def portfolio_eset(pf_info,simulation=1000,convex_hull=False):
+def portfolio_feset(pf_info,simulation=50000,convex_hull=True,facecolor='papayawhip'):
+    
+    results=portfolio_eset(pf_info,simulation=simulation,convex_hull=convex_hull,facecolor=facecolor)
+    
+    return results
+
+
+def portfolio_eset(pf_info,simulation=50000,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
@@ -1138,7 +1145,7 @@ 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("  Calculating portfolio efficient set, please wait ...")    
+    print("  Calculating portfolio feasible/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)
@@ -1243,12 +1250,12 @@ 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
+        footnote3="Period of sample: "+hstart+" to "+hend
         footnote4="\nData source: Sina/EM/Stooq/Yahoo, "+str(stoday)
     
     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]
@@ -1268,7 +1275,7 @@ if __name__=='__main__':
     rate_period='1Y'
     rate_type='treasury'
 
-def portfolio_es_sharpe(pf_info,simulation=1000,RF=0):
+def portfolio_es_sharpe(pf_info,simulation=50000,RF=0):
     """
     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风险溢价及其标准差，绘制投资组合的可行集
     """
@@ -1362,7 +1369,7 @@ if __name__=='__main__':
     rate_period='1Y'
     rate_type='treasury'
 
-def portfolio_es_sortino(pf_info,simulation=1000,RF=0):
+def portfolio_es_sortino(pf_info,simulation=50000,RF=0):
     """
     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风险溢价及其下偏标准差，绘制投资组合的可行集
     """
@@ -1462,7 +1469,7 @@ if __name__=='__main__':
     rate_period='1Y'
     rate_type='treasury'
 
-def portfolio_es_alpha(pf_info,simulation=1000,RF=0):
+def portfolio_es_alpha(pf_info,simulation=50000,RF=0):
     """
     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化标准差和阿尔法指数，绘制投资组合的可行集
     """
@@ -1580,7 +1587,7 @@ if __name__=='__main__':
     rate_period='1Y'
     rate_type='treasury'
 
-def portfolio_es_treynor(pf_info,simulation=1000,RF=0):
+def portfolio_es_treynor(pf_info,simulation=50000,RF=0):
     """
     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风险溢价和贝塔系数，绘制投资组合的可行集
     """
@@ -1692,7 +1699,7 @@ 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
     """
@@ -1748,7 +1755,7 @@ def RandomPortfolios_plot(RandomPortfolios,col_x,col_y,colorbartxt,title_ext, \
         # 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-.')   
 
 
     lang = check_language()
@@ -1772,7 +1779,7 @@ def RandomPortfolios_plot(RandomPortfolios,col_x,col_y,colorbartxt,title_ext, \
         import datetime as dt; stoday=dt.date.today()
         footnote1=x_axis_name+" -->\n\n"
         footnote2="Based on given securities, constructed "+str(simulation)+" portfolios"
-        footnote3="\nPeriod of observation: "+hstart+" to "+hend
+        footnote3="\nPeriod of sample: "+hstart+" to "+hend
         footnote4="\nData source: Sina/EM/Stooq/Yahoo, "+str(stoday)
     
     plt.xlabel(footnote1+footnote2+footnote3+footnote4,fontsize=xlabel_txt_size)
@@ -1866,7 +1873,7 @@ 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 +1950,7 @@ 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 +2001,7 @@ 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 +2048,7 @@ 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 +2088,7 @@ 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
@@ -2191,9 +2198,9 @@ if __name__=='__main__':
     graph=True;hirar_return=False;lorisk=True
     convex_hull=False
 
-def portfolio_optimize(pf_info,ratio='sharpe',simulation=10000,RF=0, \
+def portfolio_optimize(pf_info,ratio='sharpe',simulation=50000,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 +2409,7 @@ 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 +2493,7 @@ 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
@@ -2508,7 +2515,7 @@ if __name__=='__main__':
 def cm2inch(x,y):
     return x/2.54,y/2.54
 
-def security_correlation(tickers,start,end,info_type='Close'):
+def security_correlation(tickers,start,end,info_type='Close',facecolor='papayawhip'):
     """
     功能：股票/指数收盘价之间的相关性
     info_type='Close': 默认Close, 还可为Open/High/Low/Volume
@@ -2567,7 +2574,8 @@ def security_correlation(tickers,start,end,info_type='Close'):
     
     im1 = sns.heatmap(df_coor,annot=True,cmap="YlGnBu"
                         , mask=mask#构造mask，去除重复数据显示
-                        ,vmax=1,vmin=-1
+                        , vmax=1,vmin=-1
+                        , cbar=False
                         , fmt='.2f',ax = ax1,annot_kws={"size": 6})
     
     ax1.tick_params(axis = 'both', length=0)
@@ -2617,21 +2625,27 @@ def security_correlation(tickers,start,end,info_type='Close'):
                     elif  pv< 0.001:
                         ax1.text(n+widthx,m+widthy,'***',ha = 'center',color = 'k',fontdict=font_dict)
     
-    plt.title("证券"+info_type_cn+"之间的相关性")
+    plt.title(text_lang("证券","Security's Correlation among ")+text_lang(info_type_cn,info_type+" Prices")+text_lang("之间的相关性",''),fontsize=10)
     plt.tick_params(labelsize=6)
     
-    footnote1="\n显著性数值：***非常显著(<0.001)，**很显著(<0.01)，*显著(<0.05)，其余为不显著"
-    footnote2="\n系数绝对值：>=0.8极强相关，0.6-0.8强相关，0.4-0.6相关，0.2-0.4弱相关，否则为极弱(不)相关"
+    footnote1=text_lang("\n显著性数值：***非常显著(<0.001)，**很显著(<0.01)，*显著(<0.05)，其余为不显著", \
+                        "\nSig level: *** Extremely sig(p<0.001), ** Very sig(<0.01), * Sig(<0.05), others unsig")
+    footnote2=text_lang("\n系数绝对值：>=0.8极强相关，0.6-0.8强相关，0.4-0.6相关，0.2-0.4弱相关，否则为极弱(不)相关", \
+                        "\nCoef. abs: >=0.8 Extreme corr, 0.6-0.8 Strong corr, 0.4-0.6 Corr, <0.4 Weak or uncorr")
 
-    footnote3="\n观察期间: "+start+'至'+end
+    footnote3=text_lang("\n观察期间: ","\nPeriod of sample: ")+start+text_lang('至',' to ')+end
     import datetime as dt; stoday=dt.date.today()    
-    footnote4="；数据来源：Sina/EM/stooq/Yahoo，"+str(stoday)
+    footnote4=text_lang("；数据来源：Sina/EM/Stooq/Yahoo，",". Data source: Sina/EM/Stooq/Yahoo, ")+str(stoday)
     
     fontxlabel={'size':6}
     plt.xlabel(footnote1+footnote2+footnote3+footnote4,fontxlabel)
     #plt.xticks(rotation=45)
     
-    plt.gca().set_facecolor('whitesmoke')
+    plt.gca().set_facecolor(facecolor)
+    
+    plt.xticks(fontsize=6, rotation=90)
+    plt.yticks(fontsize=6, rotation=0)
+    
     plt.show()
     
     return df_coor

siat/markowitz_simple.py

@@ -218,7 +218,7 @@ def markowitz_sharpe(components,start,end,risk_free=0.015,simulation=25000, \
                            {"fun":lambda x:(np.sum(x)-1),"type":"eq"}
                         ])
             if res.success:
-                frontier=frontier.append({"std":std,"ret":-res.fun},ignore_index=True)
+                frontier=frontier._append({"std":std,"ret":-res.fun},ignore_index=True)
         
         # 略微上调有效边界
         frontier2=frontier.copy()

siat/security_prices.py

@@ -163,18 +163,18 @@ def get_prices(ticker,fromdate,todate,adj=False,source='auto', \
 
     if source in ['auto']:
         #尝试AkShare+Sina+EM（新浪，对中国内地股票、港股和美股有效，但不包括国外市场指数）
-        print("  Trying to capture prices from sina/EM ... ...")
+        print("  Trying to capture prices from sina/EM for",ticker,"...")
         try:
             prices=get_prices_ak(ticker,fromdate,todate,ticker_type=ticker_type) #支持多个证券
         except:
-            print("    #Warning(get_prices): info retrieving failed from sina/EM")
+            print("    #Warning(get_prices): info retrieving failed from sina/EM for",ticker)
         else:
             if prices is None: 
-                print("    #Warning(get_prices): info not found from sina/EM")
+                print("    #Warning(get_prices): info not found from sina/EM for",ticker)
             else:
                 num=len(prices)
                 if num==0:
-                    print("    #Warning(get_prices): security may suspend trading or already expired")
+                    print("    #Warning(get_prices):",ticker,"may be suspended or delisted")
                     return prices
                 else:
                     prices2=remove_timezone(prices)
@@ -188,14 +188,14 @@ def get_prices(ticker,fromdate,todate,adj=False,source='auto', \
             prices=get_price_stooq(ticker,fromdate,todate) #仅支持单只证券
             #prices=get_prices_stooq(ticker,fromdate,todate)?
         except:
-            print("    #Warning(get_prices): info retrieving failed from stooq")
+            print("    #Warning(get_prices): info retrieving failed from stooq for",ticker)
         else:
             if prices is None: 
-                print("    #Warning(get_prices): info not found from stooq")
+                print("    #Warning(get_prices): info not found from stooq for",ticker)
             else:
                 num=len(prices)
                 if num==0:
-                    print("    #Warning(get_prices): zero record found")
+                    print("    #Warning(get_prices): zero record found for",ticker)
                 else:
                     prices2=remove_timezone(prices)
                     return prices2 #找到有效数据就返回，否则继续      

{siat-3.3.10.dist-info → siat-3.3.12.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.3.10
+Version: 3.3.12
 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-3.3.12.dist-info}/RECORD

@@ -18,7 +18,7 @@ siat/capm_beta.py,sha256=cxXdRVBQBllhbfz1LeTJAIWvyRYhW54nhtNUXv4HwS0,29063
 siat/capm_beta2.py,sha256=lUuCPVSxebkA2yye1PXu1V2Jd2UKEwD_kIA25DCIDTs,29750
 siat/capm_beta_test.py,sha256=ImR0c5mc4hIl714XmHztdl7qg8v1E2lycKyiqnFj6qs,1745
 siat/cmat_commons.py,sha256=Nj9Kf0alywaztVoMVeVVL_EZk5jRERJy8R8kBw88_Tg,38116
-siat/common.py,sha256=Uc_BLjlp6njmGFBMSaM45fcHKgk9kjnKacFcFYljrmE,151620
+siat/common.py,sha256=MjnhlSLKXHXT6TaveSZ5_-RuPNjPuUe-GC0RpzRvnnw,151619
 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
@@ -69,12 +69,12 @@ 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=y7ShcnKIaxw6LVZlwJj56PlOskiI0DRqU8PXU6f8uyM,114781
 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
 siat/markowitz_simple-20230709.py,sha256=fSzRrX_3HN3lFGJ3PntJFjfHAOc7vjEUZ6T1uQGdc64,14160
-siat/markowitz_simple.py,sha256=bckFmH3_OUctofdco4ZojZ412Aqci9vAT7WREiP4PGA,14285
+siat/markowitz_simple.py,sha256=aJVvx669ngcCsqoQtA9kvFOQVjsuipYt2fyTc4yMItE,14286
 siat/markowitz_test.py,sha256=fDXoPp6DrKeneYjd0lbb0KfYUJj-VcOvVaPlfsIOstw,5818
 siat/markowitz_test2.py,sha256=FcVZqYU5va4567WGUVUJ7cMQdVbBGxeBAz82Y3BhCTI,2193
 siat/ml_cases.py,sha256=FYDk0O7l9hhHlbrlOVGgbH-h2DA503lhKFi9XugH1f0,86874
@@ -98,7 +98,7 @@ siat/sector_china.py,sha256=nP6kfYsnaQWZj8dK-zklwSDW8FDS-obZWp_zL0ec2Ig,118603
 siat/sector_china_test.py,sha256=1wq7ef8Bb_L8F0h0W6FvyBrIcBTEbrTV7hljtpj49U4,5843
 siat/security_price.py,sha256=2oHskgiw41KMGfqtnA0i2YjNNV6cYgtlUK0j3YeuXWs,29185
 siat/security_price2.py,sha256=4xvc9AzRhLKJMu6AxVzIqcn1-NrHoeCF2Ao2p9nwYjU,25978
-siat/security_prices.py,sha256=9T4RVZNDlxAGursIb4hZqGeekjYgjBgo3uALhzhWWLw,106181
+siat/security_prices.py,sha256=2aLBSyVRfcZ1-5jqF_r3N02RvlaNNqssJS9GgxGidgM,106235
 siat/security_prices_test.py,sha256=OEphoJ87NPKoNow1QA8EU_5MUYrJF-qKoWKNapVfZNI,10779
 siat/security_trend.py,sha256=o0vpWdrJkmODCP94X-Bvn-w7efHhj9HpUYBHtLl55D0,17240
 siat/security_trend2-20240620.py,sha256=QVnEcb7AyVbO77jVqfFsJffGXrX8pgJ9xCfoAKmWBPk,24854
@@ -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-3.3.12.dist-info/METADATA,sha256=EtLtE-RtRKITuvSR_Lx-VPuRx_GVICFYFtDe0pjtZHM,7310
+siat-3.3.12.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
+siat-3.3.12.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.3.12.dist-info/RECORD,,