siat 3.4.32__py3-none-any.whl → 3.4.37__py3-none-any.whl

siat/common.py

@@ -3799,8 +3799,9 @@ def df_display_CSS(df,titletxt='',footnote='',facecolor='papayawhip',decimals=2,
     from IPython.display import display
     display(style6)    
 
-    print(footnote)
-    print('') #空一行
+    if not footnote=='':
+        print(footnote)
+    #print('') #空一行
 
     return
 
@@ -3811,7 +3812,7 @@ if __name__=='__main__':
 def upgrade_siat(module_list=['siat','akshare','pandas','pandas_datareader', \
                  'yfinance','yahooquery','urllib3','tabulate','twine', \
                  'mplfinance','openpyxl','pip','bottleneck','ipywidgets'], \
-                 pipcmd="pip install --upgrade",alternative=""):
+                 pipcmd="python -m pip install --upgrade --user",alternative=""):
     """
     功能：一次性升级siat及其相关插件
     

siat/sector_china.py

@@ -198,6 +198,7 @@ def sector_code_china(sector_name):
             
             #if found > 0: print(" ")
             if indicator == "行业": indicator = "证监会行业"
+            if indicator == "概念": indicator = "新浪概念"
             
             if len(sector_code)>0:
                 """
@@ -575,13 +576,19 @@ if __name__=='__main__':
     sector="new_dlhy"
     sector="yysw"
     sector="xyz"
+    
+    ticker='000661.SZ'; sector="gn_swym"
 
-def sector_position_sina(ticker,sector="new_dlhy"):
+def sector_position_sina(ticker,sector="new_dlhy",return_result=False):
     """
     功能：套壳sector_position_china
     """
     df=sector_position_china(ticker=ticker,sector=sector)
-    return df
+    
+    if return_result:
+        return df
+    else:
+        return
 
 def sector_position_china(ticker,sector="new_dlhy"):
     """
@@ -614,19 +621,21 @@ def sector_position_china(ticker,sector="new_dlhy"):
             break
         except:
             continue
+        
     #未找到板块代码
     if sector_name == '':
-        print("  #Error(sector_position_china): unsupported sector code",sector)
+        print("  #Warning(sector_position_china): unsupported sector code",sector)
         return None
     
     #板块成份股
     try:
-        #启明星行业分类没有成份股明细
+        #注意：启明星行业分类没有成份股明细
         df = ak.stock_sector_detail(sector=sector)
     except:
-        print("  #Error(sector_position_china): sector detail not available for",sector,'by',indicator)
-        print("  Possible reason: data source is self-updating.")
-        print("  Solution: have a breath of fresh air and try later.")
+        print("  #Warning(sector_position_china): sector detail not available for",sector,'by',indicator)
+        if indicator !="启明星行业":
+            print("  Possible reason: data source is self-updating.")
+            print("  Solution: have a breath of fresh air and try later.")
         return None
 
     #清洗原始数据: #可能同时含有数值和字符串，强制转换成数值
@@ -641,32 +650,40 @@ def sector_position_china(ticker,sector="new_dlhy"):
     #检查股票代码是否存在
     sdf=df[df['code']==ticker1]
     if len(sdf) == 0:
-        print("  #Error(sector_position_china): retrieving",ticker,"failed in sector",sector,sector_name)
-        print("  Try later if network responses slowly.")
+        print("  #Warning(sector_position_china): retrieving",ticker,"failed in sector",sector,sector_name)
+        print("  Solution: make sure stock code correct, try later if network is slow")
         return None       
     sname=list(sdf['name'])[0]
     
     #确定比较范围
     complist=['changepercent','turnoverratio','settlement','per','pb','nmc','mktcap']
+    vminlist=['settlement','per','pb','nmc','mktcap'] #板块最小值若为零需要标记的列
     compnames=['涨跌幅%','换手率%','收盘价(元)','市盈率','市净率','流通市值(亿元)','总市值(亿元)']
-    compdf=pd.DataFrame(columns=['指标名称','指标数值','板块分位数%','板块中位数','板块最小值','板块最大值'])
+    compdf=pd.DataFrame(columns=['指标名称','指标数值','板块排名','板块分位数%','板块中位数','板块最小值','板块最大值'])
     
     from scipy.stats import percentileofscore
     
     for c in complist:
         v=list(sdf[c])[0]
-        vlist=list(set(list(df[c])))
-        vlist.sort()
+        #vlist=list(set(list(df[c])))
+        vlist=list(df[c])
+        vlist.sort() #升序
         vmin=round(min(vlist),2)
+        if vmin==0.00 and c in vminlist:
+            vmin='--'
+        
         vmax=round(max(vlist),2)
         vmedian=round(np.median(vlist),2)
         
         pos=vlist.index(v)
         #pct=round((pos+1)/len(vlist)*100,2)
+        #sector_rank=str(len(vlist)-pos)+'/'+str(len(vlist))
+        sector_rank=str(len(vlist)-pos)
+        
         pct=percentileofscore(vlist,v)
         
         s=pd.Series({'指标名称':compnames[complist.index(c)], \
-                     '指标数值':v,'板块分位数%':pct,'板块中位数':vmedian, \
+                     '指标数值':v,'板块排名':sector_rank,'板块分位数%':pct,'板块中位数':vmedian, \
                     '板块最小值':vmin,'板块最大值':vmax})
         try:
             compdf=compdf.append(s,ignore_index=True)
@@ -695,13 +712,13 @@ def sector_position_china(ticker,sector="new_dlhy"):
     """
     if indicator=="行业": indicator="证监会行业"
     
-    titletxt="上市公司地位分析："+sname+"，"+sector_name+"行业/板块（"+indicator+"分类）"
+    titletxt="\n上市公司地位分析："+sname+"，"+sector_name+"行业/板块（"+indicator+"分类）"
     import datetime; stoday = datetime.date.today()
     footnote1=""
     footnote2="成分股总数："+str(len(df))+"，数据来源：新浪财经，"+str(stoday)+"(截至昨日)"
     footnote=footnote1+footnote2
     
-    print("") #空一行
+    #print("") #空一行
     df_display_CSS(compdf,titletxt=titletxt,footnote=footnote,facecolor='papayawhip',decimals=2, \
                    first_col_align='left',second_col_align='right', \
                        last_col_align='right',other_col_align='right', \
@@ -932,7 +949,7 @@ if __name__=='__main__':
     
     print_industry_component_sw(iname,numberPerLine=5,colalign='right')
 
-def print_industry_component_sw(iname,numberPerLine=5,colalign='left'):
+def print_industry_component_sw(iname,numberPerLine=5,colalign='left',return_result=False):
     """
     打印申万行业的成分股，名称(代码)
     """
@@ -955,12 +972,15 @@ def print_industry_component_sw(iname,numberPerLine=5,colalign='left'):
     import datetime as dt; stoday=dt.date.today()    
     ilist=list(cdf['name_code'])
 
-    titletxt="行业板块"+iname+"("+icode+")成分股：计"+str(len(ilist))+'只，按行业指数权重降序排列，'+str(stoday)
+    titletxt=iname+"("+icode+")行业/板块成分股：计"+str(len(ilist))+'只，按行业指数权重降序排列，'+str(stoday)
     print("\n"+titletxt,end='')
     #表格
     printInLine_md(ilist,numberPerLine=numberPerLine,colalign=colalign)
     
-    return
+    if return_result:
+        return ilist
+    else:
+        return
 
 #==============================================================================
 if __name__=='__main__':
@@ -981,8 +1001,10 @@ def print_industry_component_sw2(icode,numberPerLine=5,colalign='left'):
     
     clist,cdf=industry_stock_sw(icode,top=1000)   
     if cdf is None:
-        print("  Error(print_industry_component_sw2): Shenwan industry component info tentatively inaccessible")
-        print("  Try later, or change to another computer and try again")
+        print("  #Error(print_industry_component_sw2): failed to retrieve industry for",icode)
+        print("  Solution: make sure the industry code correct")
+        print("  If the code is correct, upgrade akshare, restart jupyter and try again")
+
         return
 
     #cdf['icode']=cdf['证券代码'].apply(lambda x: x+'.SS' if x[:1] in ['6'] else (x+'.SZ' if x[:1] in ['0','3'] else x+'.BJ' ))
@@ -1289,7 +1311,7 @@ if __name__=='__main__':
     period="day"
     industry_list='all'    
     
-def get_industry_sw(itype='1',period="day",industry_list='all',max_sleep=8):
+def get_industry_sw(itype='1',period="day",industry_list='all',max_sleep=15):
     """
     功能：遍历某类申万指数，下载数据
     itype: F表征指数，n=1/2/3行业指数，S风格指数，B大类风格，C金创类
@@ -1333,7 +1355,7 @@ def get_industry_sw(itype='1',period="day",industry_list='all',max_sleep=8):
     total=len(ilist)
     fail_list=[]
     for i in ilist:
-        print_progress_percent2(i,ilist,steps=5,leading_blanks=4)
+        #print_progress_percent2(i,ilist,steps=5,leading_blanks=4)
         #print("  Retrieving information for industry",i)
         
         #抓取指数价格
@@ -1365,6 +1387,7 @@ def get_industry_sw(itype='1',period="day",industry_list='all',max_sleep=8):
         current=ilist.index(i)
         #print_progress_percent(current,total,steps=steps,leading_blanks=2)
         
+        print_progress_percent2(i,ilist,steps=steps,leading_blanks=4)
         #生成随机数睡眠，试图防止被反爬虫，不知是否管用！
         random_int=random.randint(1,max_sleep)
         time.sleep(random_int)        
@@ -1398,7 +1421,7 @@ if __name__=='__main__':
     industry_list=['850831.SW','801785.SW','801737.SW','801194.SW',
                    '801784.SW','801783.SW','801782.SW']    
     
-def get_industry_sw2(industry_list,period="day",max_sleep=8):
+def get_industry_sw2(industry_list,period="day",max_sleep=15):
     """
     功能：遍历指定的申万指数列表，下载数据
     period="day"; choice of {"day", "week", "month"}
@@ -2234,8 +2257,8 @@ def industry_stock_sw(industry='801270.SW',top=5,printout=False):
     try:
         cdf = ak.index_component_sw(industry)
     except:
-        print("  #Warning(industry_stock_sw): internal failure on component stocks for Shenwan industry",industry)
-        print("  Possible solution: upgrade akshare and then try again (good luck but no guarantee)")
+        print("  #Warning(industry_stock_sw): failed to retrieve component info for",industry)
+        print("  Solution: upgrade akshare, restart jupyter and try again")
         return None,None
 
     # 删除'证券名称'为None的行
@@ -2956,6 +2979,7 @@ if __name__ =="__main__":
 
 
 def industry_scan_china(sw_level='F', \
+                        indicator='Exp Ret%', \
                         start='MRY',end='default', \
                         RF=0, \
                         printout='smart', \
@@ -2969,7 +2993,7 @@ def industry_scan_china(sw_level='F', \
     筛选方式printout：smart--收益前10名与后10名（默认），winner--仅限收益为正的行业，
     loser--仅限收益为负的行业，50--收益前50名，-10--收益后10名，all--所有行业
     """
-    indicator='Exp Ret%'
+    #indicator='Exp Ret%'
     
     print("  Collecting industry info, it may take very long time ... ...")
     
@@ -3125,7 +3149,7 @@ def industry_scan_china(sw_level='F', \
     if printout=='all':
         printout_txt='所有指数'
     elif printout=='smart':
-        printout_txt='收益最高最低者各十名'
+        printout_txt='前/后十个行业'
         if len(df2) <=20:
             printout_txt='所有指数'
     elif printout=='winner':
@@ -3146,7 +3170,8 @@ def industry_scan_china(sw_level='F', \
             printout_txt='未知筛选方式'
         
     #titletxt="申万行业业绩排行榜："+sw_level_txt+'，共'+str(len(df_prt))+"个指数符合条件"
-    titletxt="行业业绩排行榜："+sw_level_txt+'，筛选方式：'+printout_txt
+    #titletxt="行业业绩排行榜："+sw_level_txt+'，'+ectranslate(indicator)+'，筛选方式：'+printout_txt
+    titletxt="中国股市板块表现排行榜："+sw_level_txt+'，'+printout_txt
     #print("\n***",titletxt,'\n')
     """
     alignlist=['center']+['left']*(len(list(df_prt))-1)
@@ -3154,7 +3179,7 @@ def industry_scan_china(sw_level='F', \
     """
     #print("\n *** 数据来源：综合申万宏源/东方财富/新浪财经,",todaydt,"\b；分析期间:",fromdate+'至'+todate)
     #footnote1="筛选方式：all-所有，smart-收益最高最低各10个，winner-收益为正，loser-收益为负"
-    footnote2="数据来源：综合申万宏源/东方财富/新浪财经，"+str(fromdate)+'至'+str(todate)+"。"+str(todaydt)+"统计"
+    footnote2="数据来源：申万宏源，统计期间："+str(fromdate)+'至'+str(todate)+"(截至昨日)。"+str(todaydt)+"制表"
     #footnote=footnote1+'\n'+footnote2
     footnote=footnote2
     
@@ -3162,10 +3187,25 @@ def industry_scan_china(sw_level='F', \
     titile_font_size=font_size
     heading_font_size=data_font_size=str(int(font_size.replace('px',''))-1)+'px'
     
+    df_prt['序号']=df_prt.index
+    if indicator=='Exp Ret%':
+        df_prt=df_prt[['序号','行业名称','行业代码','投资收益率%','投资收益波动率%','投资收益损失风险%','夏普比率','索替诺比率']]
+    elif indicator=='Exp Ret Volatility%':
+        df_prt=df_prt[['序号','行业名称','行业代码','投资收益波动率%','投资收益率%','投资收益损失风险%','夏普比率','索替诺比率']]  
+    elif indicator=='Exp Ret LPSD%':
+        df_prt=df_prt[['序号','行业名称','行业代码','投资收益损失风险%','投资收益波动率%','投资收益率%','夏普比率','索替诺比率']]  
+    elif indicator=='sharpe':
+        df_prt=df_prt[['序号','行业名称','行业代码','夏普比率','索替诺比率','投资收益率%','投资收益波动率%','投资收益损失风险%']]  
+    elif indicator=='sortino':
+        df_prt=df_prt[['序号','行业名称','行业代码','索替诺比率','夏普比率','投资收益率%','投资收益波动率%','投资收益损失风险%']]  
+        
+        
+        
     df_display_CSS(df_prt,titletxt=titletxt,footnote=footnote,facecolor=facecolor, \
-                   first_col_align='left',second_col_align='left', \
+                   first_col_align='center',second_col_align='left', \
+                   last_col_align='center',other_col_align='center', \
                    titile_font_size=titile_font_size,heading_font_size=heading_font_size, \
-                       data_font_size=data_font_size)
+                   data_font_size=data_font_size)
     
     return df2   
     
@@ -3653,7 +3693,7 @@ def get_stock_industry_sw(ticker):
         
         return industry
     else:
-        return ticker
+        return ''
 
 #==============================================================================
 if __name__ == '__main__':
@@ -3670,28 +3710,49 @@ def stock_peers_sw(ticker):
     try:
         hangye=get_stock_industry_sw(ticker)
     except:
-        print("  #Warning(stock_peers_sw): stock not found for",ticker)
+        print("  #Warning(stock_peers_sw): industry info not found for",ticker)
         return
     
+    if hangye=='':
+        print("  #Warning(stock_peers_sw): found empty industry for",ticker)
+        return
+    
+    ilist=[]; hangye_final=''
     #三级行业优先
     hangye3=hangye+'Ⅲ'   
     try:
-        print_industry_component_sw(iname=hangye3)
+        ilist=print_industry_component_sw(iname=hangye3,return_result=True)
+        hangye_final=hangye3
     except:
         #二级行业次优先
         hangye2=hangye+'Ⅱ'
         try:
-            print_industry_component_sw(iname=hangye2)
+            ilist=print_industry_component_sw(iname=hangye2,return_result=True)
+            hangye_final=hangye2
         except:
             try:
-                print_industry_component_sw(iname=hangye)
+                ilist=print_industry_component_sw(iname=hangye,return_result=True)
+                hangye_final=hangye
             except:
                 print("\n #Warning(stock_peers_sw): failed to search peers for",ticker)
                 print("  Possible solutions:")
-                print("  1. If siat is outdated, uninstall and then reinstall")
-                print("  2. Try upgrade pandas and akshare if outdated")
-                print("  3. If anaconda is outdated, uninstall and install a newer one")
-
+                print("  Try first: upgrade akshare, restart Jupyter and try again")
+                print("  If not working, uninstall anaconda and reinstall a newer version")
+
+    #查找股票在行业板块中的位置
+    if not ilist=='':
+        ticker6=ticker[:6]
+        for i in ilist:
+            if ticker6 in i:
+                ticker_item=i
+                ticker_pos=ilist.index(i)+1
+                break
+        
+        footnote0="注："
+        footnote1=ticker_item+"在申万行业"+hangye_final+"指数中的权重排名为"+str(ticker_pos)+'/'+str(len(ilist))
+        footnote2="该指数的权重排名依据主要包括公司的市值规模、流动性以及市场代表性"
+        footnote=footnote0+'\n'+footnote1+'\n'+footnote2
+        print(footnote)
     return
         
     

{siat-3.4.32.dist-info → siat-3.4.37.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.4.32
+Version: 3.4.37
 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-3.4.32.dist-info → siat-3.4.37.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=O9-IYeP7z1KHO2YFr-auc_HzBf78nPb-1LY3byb5Avo,151723
+siat/common.py,sha256=OQ1Bh2hHVvdraOLBeUAhPC3Wlx38p7n2COknmtJALZQ,151771
 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
@@ -94,7 +94,7 @@ siat/risk_evaluation.py,sha256=I6B3gty-t--AkDCO0tKF-291YfpnF-IkXcFjqNKCt9I,76286
 siat/risk_evaluation_test.py,sha256=YEXM96gKzTfwN4U61AS4Rr1tV7KgUvn4rRC6f3iMw9s,3731
 siat/risk_free_rate.py,sha256=ZMr4cHikPvXvywr54gGqiI3Nvb69am6tq3zj2hwzANE,12384
 siat/risk_free_rate_test.py,sha256=CpmhUf8aEAEZeNu4gvWP2Mz2dLoIgBX5bI41vfUBEr8,4285
-siat/sector_china.py,sha256=A2252BymgpV1LEdZ4DU6SJue7ZMrW4GU8fBfhuqp09w,137485
+siat/sector_china.py,sha256=SV1YVue8Z5U-fkCok1U3VCIqUvmULfCOw0ao9IqjfQE,140528
 siat/sector_china_test.py,sha256=1wq7ef8Bb_L8F0h0W6FvyBrIcBTEbrTV7hljtpj49U4,5843
 siat/security_price.py,sha256=2oHskgiw41KMGfqtnA0i2YjNNV6cYgtlUK0j3YeuXWs,29185
 siat/security_price2.py,sha256=Y4suVC-4koUSI_n8kY0l0y4lo_CTcoeM_kwTHiIFzyM,26291
@@ -139,8 +139,8 @@ 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=9U_XfEeMlS3TrCrO3Bww21nuFgghbnO-cqDJMhQWqew,16193
-siat-3.4.32.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
-siat-3.4.32.dist-info/METADATA,sha256=-WEvTLN8wDtXLa77mhBGt9tMIXvoxwAfku48zsdom0s,8010
-siat-3.4.32.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
-siat-3.4.32.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.4.32.dist-info/RECORD,,
+siat-3.4.37.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
+siat-3.4.37.dist-info/METADATA,sha256=pLBbjRdg6Rh44OSiG0qTvjJkpPtp-3MraR6Yy77FPPk,8010
+siat-3.4.37.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
+siat-3.4.37.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.4.37.dist-info/RECORD,,

{siat-3.4.32.dist-info → siat-3.4.37.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.43.0)
+Generator: bdist_wheel (0.38.4)
 Root-Is-Purelib: true
 Tag: py3-none-any