siat 3.3.1__py3-none-any.whl → 3.3.10__py3-none-any.whl

siat/capm_beta2.py

@@ -202,6 +202,79 @@ def regression_capm(ticker,start2,end, \
     
     return reg_result,dretdf3
 
+
+def regression_capm_df(marketdf,pricedf,mktidx,adjust='',RF=0,regtrddays=252):
+    """
+    功能：进行CAPM回归，R-Rf=beta*(Rm-Rf)，无截距项回归
+    x为(Rm-Rf)，y为R-Rf，均为日收益率，默认回归样本长度一年（365日历日或252交易日）
+    返回：beta系数
+    注意：回归基于传统的日收益率，而非滚动收益率
+    """
+    
+    #合并股票和大盘指数日收益率
+    dretdf1=pd.merge(marketdf,pricedf,how='inner',left_index=True,right_index=True)
+
+    #准备CAPM回归文件
+    if adjust == '':
+        dretname='Daily Ret'
+    else:
+        dretname='Daily Adj Ret'
+        
+    #计算日无风险利率
+    RF_daily=RF / 365 
+        
+    dretx=dretname+'_x' #指数日收益率
+    drety=dretname+'_y' #股票日收益率
+    dretdf2=dretdf1[[dretx,drety]]
+    dretdf2.dropna(inplace=True)
+
+    #计算股票和指数收益率的风险溢价R-RF
+    dretdfcols=list(dretdf2)    
+    for c in dretdfcols:
+        dretdf2[c]=dretdf2[c].apply(lambda x: x-RF_daily)
+    dretdf2=dretdf2.reset_index()
+    #dretdf2.rename(columns={'index':'Date'},inplace=True)
+    if 'Date' not in list(dretdf2):
+        dretdf2['Date']=dretdf2['index']
+    
+    #CAPM回归，计算贝塔系数
+    dretnum=len(dretdf2)
+    if regtrddays >= dretnum:
+        regtrddays=dretnum - 31 *2
+        
+    import statsmodels.api as sm
+    reg_result=pd.DataFrame(columns=('Date','beta'))
+    for i in range(dretnum):
+        i2=dretnum-i
+        i1=i2-regtrddays
+        if i1 < 0: break
+    
+        regdf=dretdf2[i1:i2]
+        lastdate=regdf.tail(1)['Date'].values[0]
+        
+        X=regdf[dretx] #无截距项回归
+        Y=regdf[drety]
+        model = sm.OLS(Y,X)	#定义回归模型R-Rf=beta(Rm-Rf)，X可为多元矩阵
+        results = model.fit()	#进行OLS回归
+        beta=results.params[0]	#提取回归系数
+        
+        row=pd.Series({'Date':lastdate,'beta':beta})
+        try:
+            reg_result=reg_result.append(row,ignore_index=True)        
+        except:
+            reg_result=reg_result._append(row,ignore_index=True)
+        
+    reg_result.set_index(['Date'],inplace=True) 
+    reg_result.sort_index(inplace=True) #按日期升序排列 
+    
+    dretdf3=dretdf2.set_index(['Date']) 
+    if 'index' in list(dretdf3):
+        del dretdf3['index']
+    
+    reg_result['mktidx']=mktidx
+    
+    return reg_result,dretdf3
+
 #==============================================================================
 if __name__=='__main__':
     ticker="600519.SS"
@@ -328,16 +401,19 @@ def compare_mticker_1beta(ticker,start,end, \
         #df1.rename(columns={c:ticker_name(c)},inplace=True)
     
     #共同脚注    
-    footnote1="注："
+    footnote1=text_lang("注：","Notes: ")
+    """
     if RF !=0:
-        footnote2="年化无风险利率为"+str(round(RF*100,4))+'%。'
+        footnote2=text_lang("年化无风险利率为","RF = ")+str(round(RF*100,4))+text_lang('%。','% pa. ')
     else:
         footnote2="假设年化无风险利率为零。"
-        
-    footnote3="基于"+mktidx_name+"，回归期间为"+str(regression_period)+"个自然日。"
+    """
+    footnote2=text_lang("年化无风险利率为","RF = ")+str(round(RF*100,4))+text_lang('%。','% pa. ')
+    
+    footnote3=text_lang("基于","Beta using ")+mktidx_name+text_lang("，CAPM回归期间为",", CAPM rolling ")+str(regression_period)+text_lang("个自然日"," days")
     
     import datetime; todaydt = datetime.date.today()
-    footnote4="数据来源: 综合新浪/stooq/Yahoo，"+str(todaydt)+"统计"
+    footnote4=text_lang("数据来源: 综合新浪/Stooq/Yahoo，","Data source: Sina/Stooq/Yahoo, ")+str(todaydt)+text_lang("统计",'')
     if footnote3 !='':
         footnotex=footnote1+footnote2+footnote3+'\n'+footnote4
     else:
@@ -345,8 +421,8 @@ def compare_mticker_1beta(ticker,start,end, \
 
     #绘图
     if graph:
-        title_txt="CAPM贝塔系数"
-        y_label="贝塔系数"
+        title_txt=text_lang("CAPM贝塔系数","CAPM Beta Coefficient")
+        y_label=text_lang("贝塔系数","Beta")
 
         draw_lines(df1,y_label,x_label=footnotex, \
                    axhline_value=axhline_value,axhline_label=axhline_label, \

siat/common.py

@@ -2437,15 +2437,15 @@ def descriptive_statistics2(df,titletxt,footnote,decimals=4,sortby='tpw_mean', \
         heading_font_size=data_font_size=str(int(font_size.replace('px',''))-1)+'px'
         
         dst6.rename(columns={"比较对象":text_lang("比较对象","Securities"), \
-                             "最小值":text_lang("最小值","Minimum"), \
-                             "最大值":text_lang("最大值","Maximum"), \
+                             "最小值":text_lang("最小值","Min"), \
+                             "最大值":text_lang("最大值","Max"), \
                              "中位数":text_lang("中位数","Median"), \
                              "平均值":text_lang("平均值","Mean"), \
                              "标准差":text_lang("标准差","Std Dev"), \
                              "近期优先加权平均":text_lang("近期优先加权平均","RWA"), \
-                             "期间趋势":text_lang("期间趋势","Periodic Trend"), \
+                             "期间趋势":text_lang("期间趋势","Period Trend"), \
                              "近期趋势":text_lang("近期趋势","Recent Trend"), \
-                             "推荐标记":text_lang("推荐标记","Recommendation")},inplace=True)
+                             "推荐标记":text_lang("推荐标记","Recommend")},inplace=True)
         
         df_display_CSS(dst6,titletxt=titletxt,footnote=footnote,facecolor=facecolor, \
                        titile_font_size=titile_font_size,heading_font_size=heading_font_size, \

siat/markowitz.py

@@ -159,10 +159,10 @@ def cumulative_returns_plot(retgroup,name_list="",titletxt="投资组合策略
         import datetime as dt; stoday=dt.date.today()
         if lang == 'Chinese':
             footnote1="观察期间: "+hstart+'至'+hend
-            footnote2="\n来源：Sina/EM/stooq，"+str(stoday)
+            footnote2="\n数据来源：Sina/EM/Stooq/Yahoo, "+str(stoday)
         else:
             footnote1="Period of observation: "+hstart+' to '+hend
-            footnote2="\nSource: sina/eastmoney/stooq, "+str(stoday)
+            footnote2="\nData source: Sina/EM/Stooq/Yahoo, "+str(stoday)
             
         xlabeltxt=footnote1+footnote2
     
@@ -344,11 +344,11 @@ def portfolio_cumret(portfolio,thedate,pastyears=1, \
         if lang == 'Chinese':
             title_txt="投资组合: 日收益率的变化趋势"
             ylabel_txt="日收益率"
-            source_txt="来源: Sina/EM/stooq, "
+            source_txt="数据来源: Sina/EM/Stooq/Yahoo, "
         else:
             title_txt="Investment Portfolio: Daily Return"
             ylabel_txt="Daily Return"
-            source_txt="Source: sina/eastmoney/stooq, "
+            source_txt="Data source: Sina/EM/Stooq/Yahoo, "
         
         plt.title(title_txt)
         plt.ylabel(ylabel_txt)
@@ -368,11 +368,11 @@ def portfolio_cumret(portfolio,thedate,pastyears=1, \
         if lang == 'Chinese':    
             titletxt="投资组合: 持有收益率的变化趋势"
             ylabeltxt="持有收益率"
-            xlabeltxt="来源: Sina/EM/stooq, "+str(stoday)
+            xlabeltxt="数据来源: Sina/EM/Stooq/Yahoo, "+str(stoday)
         else:
             titletxt="Investment Portfolio: Holding Return"
             ylabeltxt="Holding Return"
-            xlabeltxt="Source: sina/eastmoney/stooq, "+str(stoday)
+            xlabeltxt="Data source: Sina/EM/Stooq/Yahoo, "+str(stoday)
     
     #绘制持有收益率曲线
     if graph:
@@ -497,7 +497,7 @@ def portfolio_corr(pf_info):
     
     footnote1="观察期间: "+hstart+'至'+hend
     import datetime as dt; stoday=dt.date.today()    
-    footnote2="\n来源：Sina/EM/stooq，"+str(stoday)
+    footnote2="\n数据来源：Sina/EM/Stooq/Yahoo, "+str(stoday)
     plt.xlabel(footnote1+footnote2)
     plt.xticks(rotation=90); plt.yticks(rotation=0) 
     
@@ -541,7 +541,7 @@ def portfolio_covar(pf_info):
     
     footnote1="观察期间: "+hstart+'至'+hend
     import datetime as dt; stoday=dt.date.today()    
-    footnote2="\n来源：Sina/EM/stooq，"+str(stoday)
+    footnote2="\n数据来源：Sina/EM/Stooq/Yahoo, "+str(stoday)
     plt.xlabel(footnote1+footnote2)
     plt.xticks(rotation=90)
     plt.yticks(rotation=0) 
@@ -623,7 +623,7 @@ 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,4)
        
-        print("  *来源：Sina/EM/stooq，"+str(stoday))
+        print("  *数据来源：Sina/EM/Stooq/Yahoo, "+str(stoday))
     else:
         print("\n  ======= Investment Portfolio: Return and Risk =======")
         print("  Investment portfolio:",pname)
@@ -635,7 +635,7 @@ 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 
 
@@ -1007,7 +1007,7 @@ def portfolio_es(pf_info,simulation=50000):
         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, "+str(stoday)
+        footnote4="\n数据来源: Sina/EM/Stooq/Yahoo, "+str(stoday)
     else:
         if pname == '': pname='Investment Portfolio'
         
@@ -1017,8 +1017,8 @@ def portfolio_es(pf_info,simulation=50000):
         
         footnote1="Annualized Std -->\n\n"
         footnote2="Based on given component securities, constructed "+str(simulation)+" portfolios\n"
-        footnote3="Period of observation: "+hstart+" to "+hend
-        footnote4="\nSource: sina/eastmoney/stooq, "+str(stoday)
+        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)
     
@@ -1481,7 +1481,7 @@ def RandomPortfolios_plot(RandomPortfolios,col_x,col_y,colorbartxt,title_ext, \
         footnote1=x_axis_name+" -->\n\n"
         footnote2="基于设定的成份证券构造"+str(simulation)+"个投资组合"
         footnote3="\n观察期间："+hstart+"至"+hend
-        footnote4="\n来源: Sina/EM/stooq/FRED, "+str(stoday)
+        footnote4="\n数据来源: Sina/EM/Stooq/Yahoo, "+str(stoday)
     else:
         if pname == '': pname='Investment Portfolio'
         
@@ -1491,8 +1491,8 @@ 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 component securities, constructed "+str(simulation)+" portfolios"
-        footnote3="\nPeriod of observation: "+hstart+" to "+hend
-        footnote4="\nSource: sina/eastmoney/stooq/FRED, "+str(stoday)
+        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)
     
@@ -2267,7 +2267,7 @@ 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/risk_adjusted_return2.py

@@ -32,15 +32,15 @@ import numpy as np
 #==============================================================================
 #==============================================================================
 if __name__=='__main__':
-    ticker="600519.SS"
+    ticker="AAPL"
     ticker={'Market':('US','^SPX','中概教培组合'),'EDU':0.7,'TAL':0.3}
     
     start="2024-1-1"
-    end="2024-3-15"
+    end="2024-6-30"
     rar_name="sharpe"
-    ret_type="Monthly Ret%"
-    RF=0
-    source='auto'
+    ret_type="Annual Adj Ret%"
+    RF=0.055
+    source='auto'; ticker_type='auto'
     
     sharpe1m0=get_rolling_sharpe_sortino(ticker,start,end,rar_name="sharpe",ret_type="Monthly Ret%",RF=0)
     sharpe2w=get_rolling_sharpe_sortino(ticker,start,end,rar_name="sharpe",ret_type="Weekly Ret%",RF=0.01759)
@@ -52,7 +52,7 @@ if __name__=='__main__':
     sortino2=get_rolling_sharpe_sortino(ticker,start,end,rar_name="sortino",ret_type="Monthly Ret%",RF=0.01759)
 
 def get_rolling_sharpe_sortino(ticker,start,end,rar_name="sharpe", \
-                               ret_type="Monthly Ret%",RF=0,source='auto', \
+                               ret_type="Monthly Adj Ret%",RF=0,source='auto', \
                                ticker_type='auto'):
     """
     功能：获取一只股票的夏普比率或索替诺比率，基于给定的滚动收益率类型，在指定期间内
@@ -116,7 +116,6 @@ def get_rolling_sharpe_sortino(ticker,start,end,rar_name="sharpe", \
     #收益率减去一个常数其实不影响其标准差的数值，即std(ret-RF)=std(ret)
     rardf2[ret_type]=rardf2[ret_type] - RF_period
     rardf3=rolling_ret_volatility(rardf2, period=ret_period)
-    #收益率减去一个常数应该影响其下偏标准差的数值，即lpsd(ret-RF)!=lpsd(ret)，实际上却未影响，有点奇怪
     rardf4=rolling_ret_lpsd(rardf3, period=ret_period)   
     
     #开始日期富余一段时间，有助于绘图时显示出期望的开始日期
@@ -171,7 +170,7 @@ if __name__=='__main__':
     sortino2=get_expanding_sharpe_sortino(ticker,start,end,rar_name="sortino",RF=0.01759)
     
 def get_expanding_sharpe_sortino(ticker,start,end,rar_name="sharpe", \
-                                 ret_type="Exp Ret%",RF=0,source='auto',ticker_type='auto'):
+                                 ret_type="Exp Adj Ret%",RF=0,source='auto',ticker_type='auto'):
     """
     功能：获取一只股票的夏普比率或索替诺比率，基于扩展收益率，在指定期间内
     支持股票和投资组合
@@ -252,16 +251,16 @@ def get_expanding_sharpe_sortino(ticker,start,end,rar_name="sharpe", \
 
 #==============================================================================
 if __name__=='__main__':
-    ticker="600519.SS"
+    ticker="AAPL"
     ticker={'Market':('US','^SPX','中概教培组合'),'EDU':0.7,'TAL':0.3}
     
     start="2024-1-1"
-    end="2024-3-15"
-    rar_name="alpha"
-    ret_type="Monthly Ret%"
-    RF=0.01759
+    end="2024-6-30"
+    rar_name="treynor"
+    ret_type="Annual Adj Ret%"
+    RF=0.055
     regression_period=365
-    mktidx='auto'; source='auto'
+    mktidx='auto'; source='auto'; ticker_type='auto'
     
     alpha1m0=get_rolling_treynor_alpha(ticker,start,end,rar_name="alpha",ret_type="Monthly Ret%",RF=0)
     alpha2w=get_rolling_treynor_alpha(ticker,start,end,rar_name="alpha",ret_type="Weekly Ret%",RF=0.01759)
@@ -277,6 +276,7 @@ def get_rolling_treynor_alpha(ticker,start,end,rar_name="alpha", \
     支持股票和投资组合
     RF: 年化利率，不带百分数
     计算CAPM的期间：默认一年，252个交易日
+    ***废弃！！！指标计算有问题
     """
     
     #估计需要的日期提前量
@@ -284,19 +284,19 @@ def get_rolling_treynor_alpha(ticker,start,end,rar_name="alpha", \
     if 'weekly' in ret_type_lower:
         dateahead=7*2+7 #考虑收益率标准差和节假日
         ret_period='Weekly'
-        period_days=5
+        period_days=7
     elif 'monthly' in ret_type_lower:
         dateahead=31*2+7 #考虑收益率标准差和节假日
         ret_period='Monthly'
-        period_days=21
+        period_days=30
     elif 'quarterly' in ret_type_lower:
         dateahead=(31*3+7)*2 #考虑收益率标准差和节假日
         ret_period='Quarterly'
-        period_days=63
+        period_days=90
     else:
         dateahead=(366+7*3)*2 #考虑收益率标准差和节假日
         ret_period='Annual'
-        period_days=252
+        period_days=365
         
     #计算日历日regression_period对应的交易日数
     regtrddays=int(252 / 365 * regression_period)
@@ -321,8 +321,8 @@ def get_rolling_treynor_alpha(ticker,start,end,rar_name="alpha", \
                                        source=source,ticker_type=ticker_type)
     
     #计算股票和指数的滚动收益率
-    varx=ret_type+'_x'
-    vary=ret_type+'_y'
+    varx=ret_type+'_x' #指数收益率
+    vary=ret_type+'_y' #股票收益率
 
     pretdf=dretdf3.copy()
     pretdfcols=list(pretdf)
@@ -331,6 +331,7 @@ def get_rolling_treynor_alpha(ticker,start,end,rar_name="alpha", \
 
     #对数法计算滚动收益率
     RF_period=RF/365 * period_days
+    
     if '%' in ret_type_lower:
         pretdf[lndretx]=pretdf[pretdfcols[0]].apply(lambda x: np.log(1+x/100))
         pretdf[lndrety]=pretdf[pretdfcols[1]].apply(lambda x: np.log(1+x/100))
@@ -338,7 +339,6 @@ def get_rolling_treynor_alpha(ticker,start,end,rar_name="alpha", \
         pretdf[varx]=pretdf[lndretx].rolling(window=period_days).apply(lambda x: (np.exp(sum(x))-1)*100)
         pretdf[vary]=pretdf[lndrety].rolling(window=period_days).apply(lambda x: (np.exp(sum(x))-1)*100)
         
-        RF_period=(RF/365 * period_days)*100
     else:
         pretdf[lndretx]=pretdf[pretdfcols[0]].apply(lambda x: np.log(1+x))
         pretdf[lndrety]=pretdf[pretdfcols[1]].apply(lambda x: np.log(1+x))
@@ -366,16 +366,145 @@ def get_rolling_treynor_alpha(ticker,start,end,rar_name="alpha", \
 
     return pretdf3
 
+
+def get_rolling_treynor_alpha2(ticker,start,end,rar_name="alpha", \
+                              ret_type="Monthly Adj Ret%",RF=0, \
+                              regression_period=365,mktidx='auto',source='auto',ticker_type='auto'):
+    """
+    功能：获取一只股票的特雷诺比率或阿尔法指数，基于给定的滚动收益率类型，在指定期间内
+    支持股票和投资组合
+    RF: 年化利率，不带百分数
+    计算CAPM的期间：默认一年，252个交易日
+    """
+    
+    #估计滚动窗口日期的提前量
+    ret_type_lower=ret_type.lower()
+    if 'weekly' in ret_type_lower:
+        dateahead=7*2+7 #考虑收益率标准差和节假日
+        ret_period='Weekly'
+        period_days=5
+    elif 'monthly' in ret_type_lower:
+        dateahead=31*2+7 #考虑收益率标准差和节假日
+        ret_period='Monthly'
+        period_days=21
+    elif 'quarterly' in ret_type_lower:
+        dateahead=(31*3+7)*2 #考虑收益率标准差和节假日
+        ret_period='Quarterly'
+        period_days=63
+    else:
+        dateahead=(366+7*3)*2 #考虑收益率标准差和节假日
+        ret_period='Annual'
+        period_days=252
+
+    #计算滚动查看需要的日期提前量
+    start1=date_adjust(start,adjust=-dateahead)
+    #计算CAPM需要的日期提前量
+    start2=date_adjust(start1,adjust=-regression_period-7*2)
+    
+    #判断复权价
+    ret_type=ret_type.title()
+    if ('Adj' in ret_type):
+        adjust='qfq'
+    else:
+        adjust=''
+
+    #获取股票收益率
+    if '%' in ret_type:
+        if 'Adj' in ret_type:
+            dret_type="Daily Adj Ret%"
+        else:
+            dret_type="Daily Ret%"
+    else:
+        if 'Adj' in ret_type:
+            dret_type="Daily Adj Ret"
+        else:
+            dret_type="Daily Ret"
+    
+    #抓取股价
+    pricedfs,found=get_price_1ticker_mixed(ticker=ticker,fromdate=start2,todate=end, \
+                                          adjust=adjust, \
+                                          source=source,ticker_type=ticker_type)  
+    if found !='Found':
+        print("  #Error(get_rolling_treynor_alpha2): no records found for",ticker)
+        return None
+
+    #计算股票收益率
+    rardf1s=calc_daily_return(pricedfs)
+    rardf2s=calc_rolling_return(rardf1s,period=ret_period)   
+    
+    #抓取指数
+    if isinstance(ticker,dict):
+        _,mktidx,pftickerlist,_,ticker_type=decompose_portfolio(ticker)
+        if 'auto' in mktidx.lower():
+            mktidx=get_market_index_code(pftickerlist[0])
+    else:
+        if 'auto' in mktidx.lower():
+            mktidx=get_market_index_code(ticker)
+            
+    marketdf,found=get_price_1ticker_mixed(ticker=mktidx,fromdate=start2,todate=end, \
+                                           adjust=adjust, \
+                                           source=source,ticker_type=ticker_type)
+    if found !='Found':
+        print("  #Error(get_rolling_treynor_alpha2): no records found for",mktidx)
+        return None
+
+    #计算指数收益率
+    rardf1m=calc_daily_return(marketdf)
+    rardf2m=calc_rolling_return(rardf1m,period=ret_period)   
+    
+    
+    #计算日历日regression_period对应的交易日数
+    regtrddays=int(252 / 365 * regression_period)
+    
+    #CAPM回归，计算贝塔系数
+    reg_result,dretdf3=regression_capm_df(rardf1m,rardf1s,mktidx=mktidx,adjust=adjust,RF=RF,regtrddays=regtrddays)
+        
+    #合成滚动收益率与贝塔系数：_x为指数收益率，_y为股票收益率
+    pretdfms=pd.merge(rardf2m[[ret_type]],rardf2s[[ret_type]],how='inner',left_index=True,right_index=True)
+    pretdf1=pd.merge(pretdfms,reg_result,how='inner',left_index=True,right_index=True)
+    
+    if '%' in ret_type:
+        RF=RF*100
+    if ret_period=='Weekly':
+        RF_period=RF/52
+    elif ret_period=='Monthly':
+        RF_period=RF/12
+    elif ret_period=='Quarterly':
+        RF_period=RF/4
+    else:
+        RF_period=RF
+        
+    #计算特雷诺比率和阿尔法指标
+    if 'treynor' in rar_name.lower():
+        pretdf1[rar_name]=pretdf1.apply(lambda x: (x[ret_type+'_y']-RF_period)/x['beta'],axis=1)
+            
+    elif 'alpha' in rar_name.lower():    
+        vary_pred=ret_type+'_pred'
+        pretdf1[vary_pred]=pretdf1.apply(lambda x: RF_period+x['beta']*(x[ret_type+'_x']-RF_period),axis=1)
+        pretdf1[rar_name]=pretdf1.apply(lambda x: x[ret_type+'_y']-x[vary_pred],axis=1)
+
+    if '%' in ret_type:
+        pretdf1[rar_name]=pretdf1[rar_name]/100
+    
+    #开始日期富余一段时间，有助于绘图时显示出期望的开始日期
+    startpd=pd.to_datetime(date_adjust(start,adjust=-7))
+    endpd=pd.to_datetime(end)
+    pretdf2=pretdf1[(pretdf1.index >=startpd) & (pretdf1.index <=endpd)]
+    
+    pretdf3=pretdf2[[rar_name,'beta']]
+
+    return pretdf3
+
 #==============================================================================
 if __name__=='__main__':
-    ticker="600519.SS"
+    ticker="AAPL"
     ticker={'Market':('US','^SPX','中概教培组合'),'EDU':0.7,'TAL':0.3}
     
     start="2024-1-1"
-    end="2024-3-15"
+    end="2024-6-30"
     rar_name="alpha"
-    ret_type="Exp Ret%"
-    RF=0.01759
+    ret_type="Exp Adj Ret%"
+    RF=0.055
     regression_period=365
     mktidx='auto'; source='auto'
     
@@ -384,13 +513,14 @@ if __name__=='__main__':
 
 
 def get_expanding_treynor_alpha(ticker,start,end,rar_name="alpha", \
-                              ret_type="Exp Ret%",RF=0, \
+                              ret_type="Exp Adj Ret%",RF=0, \
                               regression_period=365,mktidx='auto',source='auto',ticker_type='auto'):
     """
     功能：获取一只股票的特雷诺比率或阿尔法指数，基于扩展收益率类型，在指定期间内
     支持股票和投资组合
     RF: 年化利率，不带百分数
     计算CAPM的期间：默认一年，252个交易日=365个日历日
+    ***废弃！！！收益率计算有问题
     """
     ret_type_lower=ret_type.lower()        
     #计算日历日regression_period对应的交易日数
@@ -479,6 +609,109 @@ def get_expanding_treynor_alpha(ticker,start,end,rar_name="alpha", \
     return pretdf3
 
 
+def get_expanding_treynor_alpha2(ticker,start,end,rar_name="alpha", \
+                              ret_type="Exp Adj Ret%",RF=0, \
+                              regression_period=365,mktidx='auto',source='auto',ticker_type='auto'):
+    """
+    功能：获取一只股票的特雷诺比率或阿尔法指数，基于扩展收益率类型，在指定期间内
+    支持股票和投资组合
+    RF: 年化利率，不带百分数
+    计算CAPM的期间：默认一年，252个交易日=365个日历日
+    """
+    ret_type_lower=ret_type.lower()        
+
+    #计算滚动查看需要的日期提前量：无滚动
+    start1=date_adjust(start,adjust=0)
+    #计算CAPM需要的日期提前量
+    start2=date_adjust(start1,adjust=-regression_period-7*2)
+    
+    #判断复权价
+    ret_type=ret_type.title()
+    if ('Adj' in ret_type):
+        adjust='qfq'
+    else:
+        adjust=''
+
+    #抓取股价
+    pricedfs,found=get_price_1ticker_mixed(ticker=ticker,fromdate=start2,todate=end, \
+                                          adjust=adjust, \
+                                          source=source,ticker_type=ticker_type)  
+    if found !='Found':
+        print("  #Error(get_expanding_treynor_alpha2): no records found for",ticker)
+        return None
+    
+    #计算股票扩展收益率
+    rardf1s=calc_daily_return(pricedfs)
+    rardf2s=calc_expanding_return(pricedfs,start)
+    
+    if '%' in ret_type:
+        RF=RF*100
+    RF_daily=RF/365
+    
+    #增加距离开始日期的天数
+    date0=pd.to_datetime(rardf2s.index[0])
+    if 'date' not in list(rardf2s):
+        if 'Date' in list(rardf2s):
+            rardf2s['date']=rardf2s['Date']
+        else:
+            rardf2s['date']=rardf2s.index
+        
+    rardf2s['days']=rardf2s['date'].apply(lambda x: days_between_dates(date0,pd.to_datetime(x)))
+    rardf2s[ret_type+'_RP']=rardf2s.apply(lambda x: x[ret_type] - RF_daily*x['days'],axis=1)
+
+    #抓取指数
+    if isinstance(ticker,dict):
+        _,mktidx,pftickerlist,_,ticker_type=decompose_portfolio(ticker)
+        if 'auto' in mktidx.lower():
+            mktidx=get_market_index_code(pftickerlist[0])
+    else:
+        if 'auto' in mktidx.lower():
+            mktidx=get_market_index_code(ticker)
+            
+    marketdf,found=get_price_1ticker_mixed(ticker=mktidx,fromdate=start2,todate=end, \
+                                           adjust=adjust, \
+                                           source=source,ticker_type=ticker_type)
+    if found !='Found':
+        print("  #Error(get_expanding_treynor_alpha2): no records found for",mktidx)
+        return None
+    
+    #计算指数扩展收益率
+    rardf1m=calc_daily_return(marketdf)
+    rardf2m=calc_expanding_return(marketdf,start)
+    #增加距离开始日期的天数
+    date0=pd.to_datetime(rardf2m.index[0])
+    if 'date' not in list(rardf2m):
+        if 'Date' in list(rardf2m):
+            rardf2m['date']=rardf2m['Date']
+        else:
+            rardf2m['date']=rardf2m.index
+        
+    rardf2m['days']=rardf2m['date'].apply(lambda x: days_between_dates(date0,pd.to_datetime(x)))
+    rardf2m[ret_type+'_RP']=rardf2m.apply(lambda x: x[ret_type] - RF_daily*x['days'],axis=1)
+
+    #计算日历日regression_period对应的交易日数
+    regtrddays=int(252 / 365 * regression_period)
+    #CAPM回归，计算贝塔系数
+    reg_result,dretdf3=regression_capm_df(rardf1m,rardf1s,mktidx=mktidx,adjust=adjust,RF=RF,regtrddays=regtrddays)
+
+    #合成扩展收益率与贝塔系数：_x为指数收益率，_y为股票收益率，_RP为股票风险溢价
+    pretdfms=pd.merge(rardf2m[[ret_type,ret_type+'_RP','days']],rardf2s[[ret_type,ret_type+'_RP']],how='inner',left_index=True,right_index=True)
+    pretdf1=pd.merge(pretdfms,reg_result,how='inner',left_index=True,right_index=True)
+    
+    #计算特雷诺比率和阿尔法指标
+    if 'treynor' in rar_name.lower():
+        pretdf1[rar_name]=pretdf1.apply(lambda x: x[ret_type+'_RP_y']/x['beta'],axis=1)
+    elif 'alpha' in rar_name.lower():    
+        vary_pred=ret_type+'_y_pred'
+        pretdf1[vary_pred]=pretdf1.apply(lambda x: RF_daily*x['days']+x['beta']*x[ret_type+'_RP_x'],axis=1)
+        pretdf1[rar_name]=pretdf1.apply(lambda x: x[ret_type+'_y']-x[vary_pred],axis=1)
+
+    if '%' in ret_type:
+        pretdf1[rar_name]=pretdf1[rar_name]/100    
+    
+    pretdf3=pretdf1[[rar_name,'beta']]
+
+    return pretdf3
 #==============================================================================
 if __name__=='__main__':
     ticker="600519.SS"
@@ -524,7 +757,7 @@ def get_rar(ticker,start,end,rar_name="sharpe",ret_type="Monthly Ret%", \
                                              ret_type=ret_type_title,RF=RF, \
                                              source=source,ticker_type=ticker_type)
         elif ('alpha' in rar_name_lower) or ('treynor' in rar_name_lower):
-            rardf=get_rolling_treynor_alpha(ticker=ticker,start=start,end=end, \
+            rardf=get_rolling_treynor_alpha2(ticker=ticker,start=start,end=end, \
                                             rar_name=rar_name_lower, \
                                             ret_type=ret_type_title,RF=RF, \
                                             regression_period=regression_period, \
@@ -537,7 +770,7 @@ def get_rar(ticker,start,end,rar_name="sharpe",ret_type="Monthly Ret%", \
                                                ret_type=ret_type_title,RF=RF, \
                                                source=source,ticker_type=ticker_type)
         elif ('alpha' in rar_name_lower) or ('treynor' in rar_name_lower):
-            rardf=get_expanding_treynor_alpha(ticker=ticker,start=start,end=end, \
+            rardf=get_expanding_treynor_alpha2(ticker=ticker,start=start,end=end, \
                                               rar_name=rar_name_lower, \
                                               ret_type=ret_type_title,RF=RF, \
                                               regression_period=regression_period, \
@@ -633,15 +866,21 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
         
         df1.rename(columns={c:ectranslate(c)},inplace=True)
     
-    footnote1="注：基于"+ectranslate(ret_type)+"，"
+    footnote1=text_lang("注：基于","Note: RaR based on ")+ectranslate(ret_type)+text_lang("。",". ")
     if RF !=0:
-        footnote2="年化无风险利率为"+str(round(RF*100,4))+text_lang('%。','%')
+        footnote2=text_lang("年化无风险利率为","RF = ")+str(round(RF*100,4))+text_lang('%。','% pa')
     else:
-        footnote2="不考虑年化无风险利率时。"
+        footnote2=text_lang("不考虑年化无风险利率时。","RF = 0 pa")
 
     footnote3=''
     if 'treynor' in rar or 'alpha' in rar:
-        footnote3="贝塔系数回归期间"+str(regression_period)+"个自然日"
+        if mktidx != 'auto':
+            mktidx_text=ticker_name(mktidx)
+            footnote3x=text_lang("，市场指数基于",", using ")+mktidx_text
+            footnote3=text_lang("\nCAPM回归期间","\nCAPM rolling ")+str(regression_period)+text_lang("个自然日"," days, ")+footnote3x
+        else:
+            footnote3=text_lang("CAPM回归期间",", CAPM rolling ")+str(regression_period)+text_lang("个自然日"," days")
+                
     
     import datetime; todaydt = datetime.date.today()
     footnote4=text_lang("数据来源: 综合新浪/Stooq/Yahoo，","Data source: Sina/Stooq/Yahoo, ")+str(todaydt)
@@ -661,7 +900,7 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
                    axhline_value=axhline_value,axhline_label=axhline_label, \
                    title_txt=title_txt,data_label=False, \
                    annotate=annotate,annotate_value=annotate, \
-                       mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                   mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
                    facecolor=facecolor,loc=loc1)
             
     #制表
@@ -679,10 +918,10 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
             sortby_txt=text_lang('按推荐标记+短期均值走势降序排列',"by Recommend + Recent Trend, Descending")
         
         #title_txt='***** 风险调整收益评估：'+tname+'，'+sortby_txt+' *****'
-        title_txt=text_lang('风险调整收益评估：基于',"Risk-adjusted Return Evaluation: Based on ")+ectranslate(rar)+text_lang('，',', ')+sortby_txt
+        title_txt=text_lang('风险调整收益评估：',"RaR Evaluation: ")+ectranslate(rar)+text_lang('，',', ')+sortby_txt
         
-        footnote6=text_lang('期间为',"Period: ")+str(start)+text_lang('至'," to ")+str(end)+text_lang("；近期指近","; Recent = ")+str(trailing)+text_lang("个交易日。趋势变化率阈值：", " days. Trend threshhold ")+str(trend_threshold)
-        footnote7=text_lang("近期优先趋势和星号为风险调整收益指标加趋势等多项因素综合研判，最多五颗星","Recommend max 5 stars. RWA = Recent Weighted Average")        
+        footnote6=text_lang('期间为',"Period: ")+str(start)+text_lang('至'," to ")+str(end)+text_lang("；近期指近","\nRecent trend: ")+str(trailing)+text_lang("个交易日。趋势变化率阈值：", " days. Trend threshhold ")+str(trend_threshold)
+        footnote7=text_lang("近期优先趋势和星号为风险调整收益指标加趋势等多项因素综合研判，最多五颗星","Recommend max 5 stars. RWA = Recent-priority Weighted Average")        
         footnotey=footnote6+footnote7+'\n'+footnotex
 
         recommenddf=descriptive_statistics2(df1,title_txt,footnotey,decimals=4, \
@@ -801,12 +1040,15 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
             #rar_text=rar_text.title()
             rar_text="Jensen Alpha"
     
-    footnote1=text_lang("注：","")+rar_text.capitalize()+text_lang("基于"," is based on ")+ectranslate(ret_type)+text_lang("。",", ")
+    footnote1=text_lang("注：","Note: ")+rar_text.capitalize()+text_lang("基于"," based on ")+ectranslate(ret_type)+text_lang("。",", ")
+    """
     if RF !=0:
-        footnote2=text_lang("年化无风险利率","annual RF = ")+str(round(RF*100,4))+text_lang('%。','%')
+        footnote2=text_lang("年化无风险利率","RF = ")+str(round(RF*100,4))+text_lang('%。','% pa')
     else:
-        footnote2=text_lang("假设年化无风险利率为零。","assuming annual RF = 0.")
-        
+        footnote2=text_lang("假设年化无风险利率为零。","assuming RF = 0 pa.")
+    """
+    footnote2=text_lang("年化无风险利率","RF = ")+str(round(RF*100,4))+text_lang('%。','% pa')
+    
     footnote3=''
     if rar.lower() in ['treynor','alpha']:
         mktidx_text=''
@@ -814,10 +1056,10 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
             mktidx_text=ticker_name(mktidx)
             
         if mktidx != 'auto':
-            footnote3=text_lang("CAPM回归期间","\nCAPM regression period ")+str(regression_period)+text_lang("个自然日，"," days, ")+ \
+            footnote3=text_lang("CAPM回归期间","\nCAPM rolling ")+str(regression_period)+text_lang("个自然日，"," days, ")+ \
                 text_lang("市场指数基于","using ")+mktidx_text
         else:
-            footnote3=text_lang("CAPM回归期间","\nCAPM regression period ")+str(regression_period)+text_lang("个自然日"," days")
+            footnote3=text_lang("CAPM回归期间","\nCAPM rolling ")+str(regression_period)+text_lang("个自然日"," days")
     
     import datetime; todaydt = datetime.date.today()
     footnote4=text_lang("数据来源: 综合新浪/Stooq/Yahoo，","Data source: Sina/Stooq/Yahoo, ")+str(todaydt)
@@ -854,10 +1096,10 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
             sortby_txt=text_lang('按推荐标记+短期均值走势降序排列',"by Recommend + Recent Trend, Descending")
         
         #title_txt='***** 风险调整收益评估：基于'+ectranslate(rar)+'，'+sortby_txt+' *****'
-        title_txt=text_lang('风险调整收益评估：基于',"Risk-adjusted Return Evaluation: Based on ")+rar_text+text_lang('，',', ')+sortby_txt
+        title_txt=text_lang('风险调整收益评估：',"RaR Evaluation: ")+rar_text+text_lang('，',', ')+sortby_txt
         
-        footnote6=text_lang('期间为',"Period: ")+str(start)+text_lang('至'," to ")+str(end)+text_lang("；近期指近","; Recent = ")+str(trailing)+text_lang("个交易日。趋势变化率阈值：", " days. Trend threshhold ")+str(trend_threshhold)
-        footnote7=text_lang("近期优先趋势和星号为风险调整收益指标加趋势等多项因素综合研判，最多五颗星","Recommend max 5 stars. RWA = Recent Weighted Average")
+        footnote6=text_lang('期间为',"Period: ")+str(start)+text_lang('至'," to ")+str(end)+text_lang("；近期指近","\nRecent trend: ")+str(trailing)+text_lang("个交易日。趋势变化率阈值：", " trading days. Trend change threshhold: ")+str(trend_threshhold)
+        footnote7=text_lang("近期优先趋势和星号为风险调整收益指标加趋势等多项因素综合研判，最多五颗星","Recommend max 5 stars. RWA = Recent-priority Weighted Average")
         footnotey=footnote6+'\n'+footnote7+'\n'+footnotex
         
         #不能简单删除含有Nan的行，否则导致清空df1，应该进行填充
@@ -1037,18 +1279,21 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
         """
         
         #脚注
-        footnote1=text_lang("风险调整收益基于","Based on ")+ectranslate(ret_type)+text_lang("，",', ')
+        footnote1=text_lang("风险调整收益基于","RaR based on ")+ectranslate(ret_type)+text_lang("，",', ')
+        """
         if RF !=0:
-            footnote2=text_lang("年化无风险利率","annual RF = ")+str(round(RF*100,4))+'%'
+            footnote2=text_lang("年化无风险利率","RF = ")+str(round(RF*100,4))+text_lang('%','% pa')
         else:
-            footnote2=text_lang("假设年化无风险利率为零","assuming annual RF = 0")
-            
+            footnote2=text_lang("假设年化无风险利率为零","assuming RF = 0 pa")
+        """
+        footnote2=text_lang("年化无风险利率","RF = ")+str(round(RF*100,4))+text_lang('%','% pa')
+        
         footnote3=''
         if 'treynor' in rar or 'alpha' in rar:
             if mktidx=='auto':
                 mktidx=get_market_index_code(ticker[0] if isinstance(ticker,list) else ticker)
             mktidx_name=ticker_name(mktidx)
-            footnote3=text_lang("CAPM基于","CAPM based on ")+mktidx_name+text_lang("，回归期间",", regression in ")+str(regression_period)+text_lang("个自然日"," days")
+            footnote3=text_lang("CAPM基于","CAPM using ")+mktidx_name+text_lang("，回归期间",", rolling ")+str(regression_period)+text_lang("个自然日"," days")
         
         import datetime; todaydt = datetime.date.today()
         footnote4=text_lang("数据来源: 综合新浪/Stooq/Yahoo，","Data source: Sina/Stooq/Yahoo, ")+str(todaydt)+text_lang("统计",'')
@@ -1060,7 +1305,7 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
         #print("\n"+footnotex)
         #print(footnotex)
         if check_language()=="English":
-            df1.rename(columns={"比较对象":"Securities","sharpe":"Sharpe Ratio","sortino":"Sortino Ratio","alpha":"Jensen Alpha","treynor":"Treynor Ratio","综合推荐":"Overall Recommendation"},inplace=True)
+            df1.rename(columns={"比较对象":"Securities","sharpe":"Sharpe Ratio","sortino":"Sortino Ratio","alpha":"Jensen Alpha","treynor":"Treynor Ratio","综合推荐":"Overall Recommend"},inplace=True)
             
         df_display_CSS(df1,titletxt=titletxt,footnote=footnotex,decimals=4, \
                        first_col_align='left',second_col_align='center', \
@@ -1154,15 +1399,18 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
         #df1.rename(columns={c:"基于"+ectranslate(c)},inplace=True)
         
     #共同脚注    
-    footnote1="注："
+    footnote1=text_lang("注：","Note: ")
+    """
     if RF !=0:
-        footnote2="年化无风险利率为"+str(round(RF*100,4))+text_lang('%。','%')
+        footnote2=text_lang("年化无风险利率为","RF = ")+str(round(RF*100,4))+text_lang('%。','% pa. ')
     else:
-        footnote2=text_lang("假设年化无风险利率为零。","Assume annual RF = 0")
-        
+        footnote2=text_lang("假设年化无风险利率为零。","Assuming RF = 0 pa")
+    """
+    footnote2=text_lang("年化无风险利率为","RF = ")+str(round(RF*100,4))+text_lang('%。','% pa. ')
+    
     footnote3=''
     if rar.lower() in ['treynor','alpha']:
-        footnote3="贝塔系数回归期间"+str(regression_period)+"个自然日"
+        footnote3=text_lang("CAPM回归期间","CAPM rolling ")+str(regression_period)+text_lang("个自然日"," days")
     
     import datetime; todaydt = datetime.date.today()
     footnote4=text_lang("数据来源: 综合新浪/Stooq/Yahoo，","Data source: Sina/Stooq/Yahoo, ")+str(todaydt)
@@ -1199,10 +1447,10 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
             sortby_txt=text_lang('按推荐标记+短期均值走势降序排列',"by Recommend + Recent Trend, Descending")
         
         #title_txt='***** 风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker,ticker_type)+'，'+sortby_txt+' *****'
-        title_txt=text_lang('风险调整收益评估：基于',"Risk-adjusted Return Evaluation: Based on ")+ectranslate(rar)+text_lang('，',', ')+sortby_txt
+        title_txt=text_lang('风险调整收益评估：',"RaR Evaluation: ")+ectranslate(rar)+text_lang('，',', ')+sortby_txt
         
-        footnote6=text_lang('期间为',"Period: ")+str(start)+text_lang('至'," to ")+str(end)+text_lang("；近期指近","; Recent = ")+str(trailing)+text_lang("个交易日。趋势变化率阈值：", " days. Trend threshhold ")+str(trend_threshhold)
-        footnote7=text_lang("近期优先趋势和星号为风险调整收益指标加趋势等多项因素综合研判，最多五颗星","Recommend max 5 stars. RWA = Recent Weighted Average")        
+        footnote6=text_lang('期间为',"Period: ")+str(start)+text_lang('至'," to ")+str(end)+text_lang("；近期指近","\nRecent trend: ")+str(trailing)+text_lang("个交易日。趋势变化率阈值：", " days. Trend threshhold ")+str(trend_threshhold)
+        footnote7=text_lang("近期优先趋势和星号为风险调整收益指标加趋势等多项因素综合研判，最多五颗星","Recommend max 5 stars. RWA = Recent-priority Weighted Average")        
         footnotey=footnote6+footnote7+'\n'+footnotex
 
         #删除含有Nan的行
@@ -1301,7 +1549,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
         #df1.rename(columns={c:"基于无风险利率"+c},inplace=True)
         
     #共同脚注    
-    footnote1=text_lang("注：","")+ectranslate(rar)+text_lang("基于"," is based on ")+ectranslate(ret_type)+'。'
+    footnote1=text_lang("注：","Note: ")+ectranslate(rar)+text_lang("基于"," based on ")+ectranslate(ret_type)+text_lang('。','')
     footnote2=""
         
     footnote3=""
@@ -1343,10 +1591,10 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
             sortby_txt=text_lang('按推荐标记+短期均值走势降序排列',"by Recommend + Recent Trend, Descending")
         
         #title_txt='***** 风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker,ticker_type)+'，'+sortby_txt+' *****'
-        title_txt=text_lang('风险调整收益评估：基于',"Risk-adjusted Return Evaluation: Based on ")+ectranslate(rar)+text_lang('，',', ')+sortby_txt
+        title_txt=text_lang('风险调整收益评估：',"RaR Evaluation: ")+ectranslate(rar)+text_lang('，',', ')+sortby_txt
         
-        footnote6=text_lang('期间为',"Period: ")+str(start)+text_lang('至'," to ")+str(end)+text_lang("；近期指近","; Recent = ")+str(trailing)+text_lang("个交易日。趋势变化率阈值：", " days. Trend threshhold ")+str(trend_threshhold)
-        footnote7=text_lang("近期优先趋势和星号为风险调整收益指标加趋势等多项因素综合研判，最多五颗星","Recommend max 5 stars. RWA = Recent Weighted Average")        
+        footnote6=text_lang('期间为',"Period: ")+str(start)+text_lang('至'," to ")+str(end)+text_lang("；近期指近","\nRecent trend: ")+str(trailing)+text_lang("个交易日。趋势变化率阈值：", " days. Trend threshhold ")+str(trend_threshhold)
+        footnote7=text_lang("近期优先趋势和星号为风险调整收益指标加趋势等多项因素综合研判，最多五颗星","Recommend max 5 stars. RWA = Recent-priority Weighted Average")        
         footnotey=footnote6+footnote7+'\n'+footnotex
 
         #删除含有Nan的行

siat/stock.py

@@ -920,30 +920,31 @@ def security_mindicators(ticker,measures,
 
     df['ticker']=ticker
 
-    # 翻译指标名称
-    for c in list(df):
-        df.rename(columns={c:ectranslate(c)},inplace=True)
-
-    y_label=text_lang('证券指标',"Indicator")
-    import datetime; todaydt = datetime.date.today()
-    x_label=text_lang("数据来源：综合新浪/东方财富/stooq/yahoo，","Data source: Sina/EM/Stooq/Yahoo, ")+str(todaydt)
-
-    axhline_value=0
-    axhline_label=''
-    for c in measures:
-        if 'Ret%' in c:
-            axhline_value=0
-            axhline_label='零线'
-            break
+    if graph:
+        # 翻译指标名称
+        for c in list(df):
+            df.rename(columns={c:ectranslate(c)},inplace=True)
+    
+        y_label=text_lang('证券指标',"Indicator")
+        import datetime; todaydt = datetime.date.today()
+        x_label=text_lang("数据来源：综合新浪/东方财富/stooq/yahoo，","Data source: Sina/EM/Stooq/Yahoo, ")+str(todaydt)
+    
+        axhline_value=0
+        axhline_label=''
+        for c in measures:
+            if 'Ret%' in c:
+                axhline_value=0
+                axhline_label='零线'
+                break
+            
+        titletxt=text_lang("证券趋势分析：","Security Trend: ")+ticker_name(ticker,ticker_type=ticker_type)       
         
-    titletxt=text_lang("证券趋势分析：","Security Trend: ")+ticker_name(ticker,ticker_type=ticker_type)       
-    
-    draw_lines2(df,y_label,x_label,axhline_value,axhline_label,titletxt, \
-               data_label=False,resample_freq='6H',smooth=smooth, \
-               date_range=date_range,date_freq=date_freq,date_fmt='%Y-%m-%d', \
-               annotate=annotate,annotate_value=annotate_value, \
-               mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end,facecolor=facecolor, \
-               band_area=band_area,loc=loc)
+        draw_lines2(df,y_label,x_label,axhline_value,axhline_label,titletxt, \
+                   data_label=False,resample_freq='6H',smooth=smooth, \
+                   date_range=date_range,date_freq=date_freq,date_fmt='%Y-%m-%d', \
+                   annotate=annotate,annotate_value=annotate_value, \
+                   mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end,facecolor=facecolor, \
+                   band_area=band_area,loc=loc)
 
     return df
 

siat/translate.py

@@ -3108,11 +3108,22 @@ def update_all_names2files():
     功能：更新股票(中港美)、基金(沪深)和债券(沪深)名称至文件中(S:/siat)
     """
     print("  Updating stock names in China, China HK and US markets ... ...")
-    df1=update_stock_names()
-    print("  Updating exchange fund names in China markets ... ...")
-    df2=update_fund_names_china()
-    print("  Updating exchange bond names in China markets ... ...")
-    df3=update_exchange_bond_name_china()
+    try:
+        df1=update_stock_names()
+    except:
+        pass
+    
+    print("\n  Updating exchange fund names in China markets ... ...")
+    try:
+        df2=update_fund_names_china()
+    except:
+        pass
+    
+    print("\n  Updating exchange bond names in China markets ... ...")
+    try:
+        df3=update_exchange_bond_name_china()
+    except:
+        pass
     
     return
 
@@ -3292,6 +3303,7 @@ def ticker1_name(ticker,ticker_type='auto'):
         ttlist=['bond','stock','fund']
     
     #循环查询，查到则跳出
+    lang=check_language()
     tname=symbol
     for tt in ttlist:
         #查找证券名称文件：优先股票
@@ -3302,7 +3314,10 @@ def ticker1_name(ticker,ticker_type='auto'):
             if '.HK' in symbol and len(symbol)==8: symbol=symbol[1:]
             
             try:
-                tname=df1[df1['SYMBOL']==symbol]['CNAME'].values[0]
+                if lang == "Chinese":
+                    tname=df1[df1['SYMBOL']==symbol]['CNAME'].values[0]
+                else:
+                    tname=df1[df1['SYMBOL']==symbol]['ENAME'].values[0]
             except: pass
             if tname != symbol: break
         

{siat-3.3.1.dist-info → siat-3.3.10.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.3.1
+Version: 3.3.10
 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-3.3.1.dist-info → siat-3.3.10.dist-info}/RECORD

@@ -15,10 +15,10 @@ siat/bond_china.py,sha256=eYv-nMoWSS5fZ4VxnuJ29QFY9GUS6meGiIc0Xjm1fQI,3038
 siat/bond_test.py,sha256=yUOFw7ddGU-kb1rJdnsjkJWziDNgUR7OLDA7F7Ub91A,5246
 siat/bond_zh_sina.py,sha256=26BohGcS120utwqg9dJvdGm5OkuNpNu5bco80uOuQpU,4423
 siat/capm_beta.py,sha256=cxXdRVBQBllhbfz1LeTJAIWvyRYhW54nhtNUXv4HwS0,29063
-siat/capm_beta2.py,sha256=d7lZ-VXVVmBkMVGDPlozL-9gAU3cYpHG23X1WSRCOgY,26907
+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=VU4AhQZGQmTCcw-lbiuG7jSz7Dsy1psOi9ayaAbBDdY,151635
+siat/common.py,sha256=Uc_BLjlp6njmGFBMSaM45fcHKgk9kjnKacFcFYljrmE,151620
 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
@@ -52,7 +52,7 @@ siat/financials_china_test2_fin_indicator.py,sha256=WkNlVW_0hGegdw1rzg4BP_dKR-sm
 siat/financials_test.py,sha256=HJ3CPo_Xckz2wXi3AEP6ZNWCF1Duc1pLi0Y10USiImc,23829
 siat/fred_test.py,sha256=KF50ssSbsfpa_kT6iuomD0vG4eXztAcOasZxg1OGX5w,1201
 siat/fund.py,sha256=wMDORsCBV8ZXfgwbtq-0bu3qqWY66dHnbqgllW0gWCo,24637
-siat/fund_china.pickle,sha256=wJIIvEjWuZylcaQ3c5kvIdKedpFF5T53cJlG-1LVoms,2410657
+siat/fund_china.pickle,sha256=x_nPPdwy7wzIhtZQOplgDyTSyyUdXy9lbNxWysq7N6k,2437771
 siat/fund_china.py,sha256=rPGnYSPkbZUqtBoJnxLZLIQ8MjD8vD3TovCMfletBP4,111839
 siat/fund_china_test.py,sha256=-Bh6m0J0GPpIbYXx-H2vpzJoNFI6pE2C2jVPa8DazgE,6649
 siat/fund_test.py,sha256=V4ADb8Gsp8gyeFTwcgRsJBpnUih_O-Q2V1ILc5oKjK8,1116
@@ -67,7 +67,7 @@ siat/holding_risk_test.py,sha256=FRlw_9wFG98BYcg_cSj95HX5WZ1TvkGaOUdXD7-V86s,474
 siat/local_debug_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
 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/markowitz.py,sha256=DsfS6vG9TAfdJP4GgN-CCArujPi84XjD23CWbxaA2o4,97627
 siat/markowitz2-20240620.py,sha256=irZAPnjaatFsKQmFRMENP-cO6bEUl2narYtkU5NKTWI,108019
 siat/markowitz2.py,sha256=oStv4V74OiqBk-rnBPo6QJTUSNe1FCyT1Yl6-Fx_mHc,113934
 siat/markowitz_ccb_test.py,sha256=xBkkoaNHdq9KSUrNuHGgKTdNYUvgi84kNYcf719eoyE,1593
@@ -88,7 +88,7 @@ siat/option_sina_api_test.py,sha256=dn-k_wrQnAaNKHoROvWJEc7lqlU0bwiV2Aa4usWAFGM,
 siat/proxy_test.py,sha256=erQJrmGs2X46z8Gb1h-7GYQ0rTUcaR8dxHExWoBz2eM,2610
 siat/quandl_test.py,sha256=EcPoXnLuqzPl5dKyVEZi3j3PJZFpsnU_iNPhLWC9p-A,1552
 siat/risk_adjusted_return.py,sha256=oRUOagpQlGB56R1xIHZoYwAi42RqcZl0R-JCVBCKVe0,55086
-siat/risk_adjusted_return2.py,sha256=_ZJvinGmURdT37vgEtpd0DJIAI23HlC02oEmv_By4mA,70523
+siat/risk_adjusted_return2.py,sha256=Gdbgn_mIeNnPnUL89pss6c9gDtrNQqWCx7HBlQdpEQo,80800
 siat/risk_adjusted_return_test.py,sha256=m_VHL5AtT74cJv5i7taTeTfnkX48y0AFJk5phawyYWg,3416
 siat/risk_evaluation.py,sha256=I6B3gty-t--AkDCO0tKF-291YfpnF-IkXcFjqNKCt9I,76286
 siat/risk_evaluation_test.py,sha256=YEXM96gKzTfwN4U61AS4Rr1tV7KgUvn4rRC6f3iMw9s,3731
@@ -105,12 +105,12 @@ siat/security_trend2-20240620.py,sha256=QVnEcb7AyVbO77jVqfFsJffGXrX8pgJ9xCfoAKmW
 siat/security_trend2.py,sha256=lUMab8HilXIUPo_z9ZkztMiZ5kf3jAbbCwPPkYbQ1TI,25288
 siat/setup.py,sha256=up65rQGLmTBkhtaMLowjoQXYmIsnycnm4g1SYmeQS6o,1335
 siat/shenwan index history test.py,sha256=JCVAzOSEldHalhSFa3pqD8JI_8_djPMQOxpkuYU-Esg,1418
-siat/stock.py,sha256=D8S2nAeDOdGv4EymfIH1rZnWGNV82sJgYA4wb88f0nI,152460
+siat/stock.py,sha256=cKtez5i9G143rSw7rRll6rRIFTWnQ3RaHF7CVnu7qk8,152571
 siat/stock_advice_linear.py,sha256=-twT7IGP-NEplkL1WPSACcNJjggRB2j4mlAQCkzOAuo,31655
 siat/stock_base.py,sha256=uISvbRyOGy8p9QREA96CVydgflBkn5L3OXOGKl8oanc,1312
 siat/stock_china.py,sha256=zyUyghIrkkkYWlHRRP7Hoblxzfp-jrck60pTJpwMahg,91553
 siat/stock_china_test.py,sha256=eO4HWsSvc6qezl0LndjtL24lViEyrBjH_sx2c2Y2Q2M,1294
-siat/stock_info.pickle,sha256=YZJmavrPmKC6DrHlE-aCTBQwnV-G2ozYiLB_p0j8gao,1310060
+siat/stock_info.pickle,sha256=XqcFwQrXoBXAzZnE6rnfpI7zETXZS2usqzsx2ff7MEg,1319005
 siat/stock_info_test.py,sha256=gfG3DbhDACbtD8wnv_R6zhj0t11XaC8NX8uLD9Qv3Fo,6122
 siat/stock_list_china_test.py,sha256=gv14UwMMvkZqtb6G7DCTSuehIwVHuVwu7w60p6gyHoo,1014
 siat/stock_prices_kneighbors.py,sha256=WfZvo5EyeBsm-T37zDj7Sl9dPSRq5Bx4JxIJ9IUum6s,36738
@@ -131,7 +131,7 @@ 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=GjuJTXsZKpmAEtljUxs1T-TT-aGZ726zWCAqQM03ElU,217888
+siat/translate.py,sha256=_3fOZozd4RsJGJaITSn7Kil4PvmQFGpKVKHbcLRiBZI,218193
 siat/translate_20240606.py,sha256=63IyHWEU3Uz9mjwyuAX3fqY4nUMdwh0ICQAgmgPXP7Y,215121
 siat/universal_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
 siat/valuation.py,sha256=NKfeZMdDJOW42oLVHob6eSVBXUqlN1OCnnzwyGAst8c,48855
@@ -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-3.3.1.dist-info/METADATA,sha256=vdhsH9jtHlGhPaJ_YFcUYY7skJN7j4b663c9NWnTQRg,7309
-siat-3.3.1.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
-siat-3.3.1.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.3.1.dist-info/RECORD,,
+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,,