siat 3.4.37__py3-none-any.whl → 3.5.2__py3-none-any.whl

siat/common.py

@@ -4126,6 +4126,236 @@ def firstLetterUpper(text):
     return utext
 
 #==============================================================================
+if __name__ == '__main__':
+    string = "Hello, Welcome to this New World!"
+    words = ["Hello", "World"]
+
+    contains_any(string, words)
+
+def contains_any(string, words):
+    # 定义一个函数，检查字符串string是否包含列表words中的任何元素
+    return any(word in string for word in words)    
+
+#==============================================================================
+if __name__ == '__main__':
+    swcy = ['宁德时代(300750.SZ)',
+            '东方财富(300059.SZ)',
+            '阳光电源(300274.SZ)',
+            '迈瑞医疗(300760.SZ)',
+            '中际旭创(300308.SZ)',
+            '汇川技术(300124.SZ)',
+            '温氏股份(300498.SZ)',
+            '新易盛(300502.SZ)',
+            '爱尔眼科(300015.SZ)',
+            '亿纬锂能(300014.SZ)',
+            '三环集团(300408.SZ)',
+            '智飞生物(300122.SZ)',
+            '同花顺(300033.SZ)',]
+    sw50 = ['贵州茅台(600519.SS)',
+            '宁德时代(300750.SZ)',
+            '中国平安(601318.SS)',
+            '美的集团(000333.SZ)',
+            '招商银行(600036.SS)',
+            '五粮液(000858.SZ)',
+            '紫金矿业(601899.SS)',
+            '比亚迪(002594.SZ)',
+            '中信证券(600030.SS)',
+            '东方财富(300059.SZ)',]
+    lists=[swcy,sw50]
+
+    list2_intersection(swcy,sw50)
+    
+def list2_intersection(list1,list2):
+    #寻找两个列表的共同元素
+    result=[]
+    for i in list1:
+        if i in list2:
+            result=result+[i]
+            
+    return result
+
+if __name__ == '__main__':
+    list1 = [1,2,3,4,5,6,7,8,9,10]
+    list2 = [4,5,6,7,8,9,10,11,12]
+    list3 = [5,6,7,8,9,10,11,12,13]
+    
+    lists = [list1,list2,list3]
+    numberPerLine=5; printout=True; return_result=False
+    
+    list_intersection(lists) 
+    
+    list_intersection([swcy,sw50])
+
+def list_intersection(lists=[],numberPerLine=5,printout=True,return_result=False):
+    # 求多个列表的共同元素，即其交集，通过转化为集合求得。注意集合是无序的，谨慎使用！
+    
+    if len(lists)==0:
+        print("  #Warning(list_intersection): no list found for intersection")
+        if return_result: return []
+        else: return
+    
+    if len(lists)==1:
+        if return_result: return lists[0]
+        else: return 
+        
+    list1=lists[0]; list2=lists[1]
+    result=list2_intersection(list1,list2)
+    
+    for l in lists[2:]:
+        result=list2_intersection(result,l)
+        
+    """
+    #貌似也没问题
+    result=[]
+    for l in lists:
+        if result==[]:
+            result=l
+        else:
+            result=list2_intersection(result,l)
+    """
+
+    if len(result) == 0:
+        if printout:
+            print("  #Warning(list_intersection): intersection result is empty")
+        if return_result: return result
+        else: return
+    else:
+        if printout:
+            prompt_text=text_lang("\n*** 交集成份：","\n*** Intersection result: ")
+
+            if len(result) < numberPerLine:
+                print(prompt_text,end='')
+                for e in result:
+                    print(e,end=' ')
+                print('')
+            else:
+                print(prompt_text+str(len(result)),end='')
+                printInLine_md(result,numberPerLine=numberPerLine,colalign="center")
+            
+    if return_result: return result
+    else: return
+                        
+#==============================================================================
+if __name__ == '__main__':
+    hpr=3.17
+    years=20
+    
+    annual_return1(hpr,years)
+    
+def annual_return1(hpr,years):
+    """
+    功能：计算年均复合增长率，1个
+    """
+    #text1="Holding period return for "+str(years)+" years: "+str(hpr*100)+'%'
+    text1=str(years)+"年的持有期收益率："+str(round(hpr*100,3))+'%'
+    print(text1,end='，')
+    
+    #text2="Annualized compound return:"
+    text2="年均复合收益率："+str(round((pow(1+hpr,1/years)-1)*100,3))+'%'
+    print(text2)
     
+    return
+
+if __name__ == '__main__':
+    hpr=3.17
+    hpr=[3.17,2.5]
+    years=20
+    
+    annual_return(hpr,years)
+
+def annual_return(hpr,years):
+    """
+    功能：hpr可为多个
+    """
+    if isinstance(hpr,float) or isinstance(hpr,int):
+        hpr=[hpr]
+        
+    for h in hpr:
+        annual_return1(h,years)
+        
+    return
+
+if __name__ == '__main__':
+    df=security_trend(['801811.SW','801813.SW'],
+                      indicator='Exp Adj Ret%',
+                      start='L5Y',
+                      annotate=True,annotate_value=True)
+    
+    df_annual_return(df)
+    
+def df_annual_return(df):
+    """
+    功能：计算df1中每列的年复合收益率
+    """
+    
+    #计算年数
+    date1=df.index[0]
+    date2=df.index[-1]
+    delta=date2-date1
+    years=round(delta.days/365,2)
+    months=int(delta.days/30)
+
+    #计算每列的年均复合增长率   
+    collist=list(df)
+    for c in collist:
+        hpr=df[c][-1]
+        hpr1=hpr/100
+        annual_rate=str(round((pow(1+hpr1,1/years)-1)*100,3))+'%'
+        
+        if years >=1:
+            text=c+": "+str(years)+"年持有期收益率"+str(round(hpr,3))+'%，年均复合收益率'+annual_rate
+        else:
+            text=c+": "+str(months)+"个月持有期收益率"+str(round(hpr,3))+'%，年均复合收益率'+annual_rate
+        print(text)
+        
+    return
+
+#==============================================================================
+
+
+if __name__ == '__main__':
+    df=security_trend("600519.SS",graph=False)
+    option="save"
+    
+    df_save(df,file="moutai")
+    mt=df_restore(file="moutai")
+    
+def df_save(df,file="df"):
+    """
+    功能：保存df数据，适用于那些需要大量时间获取的df，以便使用时可以恢复
+    """
+    
+    if ".pkl" in file:
+        file_name=file
+    else:
+        file_name=file+'.pkl'
+        
+    df.to_pickle(file_name)
+    print("  Data is saved in",file_name)
+        
+    return
+        
+def df_restore(file):
+    """
+    功能：从文件保存df数据，适用于那些需要大量时间获取的df
+    """
+    
+    import pandas as pd
+    
+    if ".pkl" in file:
+        file_name=file
+    else:
+        file_name=file+'.pkl'
+    
+    try:
+        df=pd.read_pickle(file_name)
+        print("  Data is restored from",file_name)
+    except:
+        print("  #Warning(df_dump): file not found for",file_name)
+        df=None
+    return df
+            
+
+#==============================================================================
 #==============================================================================
 #==============================================================================

siat/fund_china.py

@@ -762,7 +762,7 @@ def get_oef_rank_china():
     df3['基金类型']=df3['基金类型'].astype(str)
     df3['净值日期']=nvdate
 
-    print("Successfully retrieved",len(df3),"Chinese OEF products disclosing performance on",nvdate)
+    print("Successfully retrieved",len(df3),"OEF products on",nvdate)
 
     return df3
 
@@ -864,7 +864,10 @@ def oef_rank_china2(df,fund_type='全部类型',rank=5,indicator='单位净值')
         titletxt="中国开放式基金排名：累计净值"
     
     if indicator == '手续费':
-        df.sort_values(by=['手续费'],ascending=False,inplace=True)
+        try:
+            df['手续费'] = df['手续费'].astype(str)
+            df.sort_values(by=['手续费'],ascending=False,inplace=True)
+        except: pass
         #dfprint=df[['基金简称','基金代码','基金类型','手续费','申购状态','赎回状态']]
         dfprint=df[['基金简称','基金代码','基金类型','手续费','单位净值']]
         #print(texttranslate("\n===== 中国开放式基金排名：手续费 =====")) 

siat/grafix.py

@@ -293,7 +293,7 @@ def plot_line(df0,colname,collabel,ylabeltxt,titletxt,footnote,datatag=False, \
         print("  #Warning(plot_line): color",facecolor,"is unsupported, changed to default setting")
         plt.gca().set_facecolor("whitesmoke")
     
-    if '基金' in titletxt and '收盘价' in ylabeltxt:
+    if '基金' in titletxt and '收盘价' in ylabeltxt and not ('基金指数' in titletxt):
         ylabeltxt=ylabeltxt.replace('收盘价','单位净值')
         
     plt.ylabel(ylabeltxt,fontsize=ylabel_txt_size)
@@ -476,7 +476,15 @@ def plot_line2_coaxial(df01,ticker1,colname1,label1, \
             plt.text(x,y+0.1,'%.2f' % y,ha='center',va='bottom',color='black')        
 
     #是否绘制水平0线
-    if zeroline and ((min(df1[colname1]) < 0) or (min(df2[colname2]) < 0)):
+    df_max=max([df1[colname1].max(),df2[colname2].max()])
+    df_min=min([df1[colname1].min(),df2[colname2].min()])
+    if df_max * df_min >=0: #同正同负
+        zeroline=False
+    else:
+        zeroline=True
+
+    #if zeroline and ((min(df1[colname1]) < 0) or (min(df2[colname2]) < 0)):
+    if zeroline:
         plt.axhline(y=0,ls=":",c="black",linewidth=2)
 
     #是否绘制水平线
@@ -1367,6 +1375,8 @@ def draw_lines2(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
     
     band_area=''：默认为空，否则为列表，第1个值为带状区域上边沿字段，第2个值为带状区域下边沿字段
     """
+    DEBUG=False
+    
     #空值判断
     if len(df0) ==0:
         print ("  #Warning(draw_lines): no data to plot.")
@@ -1534,6 +1544,9 @@ def draw_lines2(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
             
     #绘制水平辅助线
     if axhline_label !="":
+        if DEBUG:
+            print("DEBUG: draw axhline_label=",axhline_label)
+        
         if "零线" in axhline_label:
             plt.axhline(y=axhline_value,color='black',linestyle='--',linewidth=2)  
         else:

siat/risk_adjusted_return2.py

@@ -32,11 +32,11 @@ import numpy as np
 #==============================================================================
 #==============================================================================
 if __name__=='__main__':
+    ticker='301161.SZ'
     ticker="AAPL"
     ticker={'Market':('US','^SPX','中概教培组合'),'EDU':0.7,'TAL':0.3}
     
-    start="2024-1-1"
-    end="2024-6-30"
+    start="2024-1-1"; end="2024-9-30"
     rar_name="sharpe"
     ret_type="Annual Adj Ret%"
     RF=0.055
@@ -75,7 +75,7 @@ def get_rolling_sharpe_sortino(ticker,start,end,rar_name="sharpe", \
         ret_period='Quarterly'
         period_days=63
     else:
-        dateahead=(366+7*3)*2 #考虑收益率标准差和节假日
+        dateahead=(366+7*3)*2 #考虑收益率滚动+标准差滚动和节假日
         ret_period='Annual'
         period_days=252
 
@@ -714,26 +714,27 @@ def get_expanding_treynor_alpha2(ticker,start,end,rar_name="alpha", \
     return pretdf3
 #==============================================================================
 if __name__=='__main__':
+    ticker='301161.SZ'
     ticker="600519.SS"
     ticker={'Market':('US','^SPX','中概教培组合'),'EDU':0.7,'TAL':0.3}
     
     rar_name="sharpe"
     rar_name="alpha"
     
-    ret_type="Monthly Ret%"
+    ret_type="Annual Adj Ret%"
+    ret_type="Monthly Adj Ret%"
     ret_type="Exp Ret%"
     
-    start="2024-1-1"
-    end="2024-3-15"
+    start="2024-1-1"; end="2024-9-30"
     RF=0.01759
     regression_period=365
-    mktidx='auto'; source='auto'
+    mktidx='auto'; source='auto'; ticker_type='auto'
     
     alpha1=get_rar(ticker,start,end,rar_name="alpha",ret_type="Exp Ret%",RF=0)
     alpha2=get_rar(ticker,start,end,rar_name="alpha",ret_type="Exp Ret%",RF=0.01759)
 
 
-def get_rar(ticker,start,end,rar_name="sharpe",ret_type="Monthly Ret%", \
+def get_rar(ticker,start,end,rar_name="sharpe",ret_type="Monthly Adj Ret%", \
             RF=0,regression_period=365,mktidx='auto',source='auto',ticker_type='auto'):
     """
     功能：获取一只股票的收益-风险性价比指标，在指定期间内，支持股票和投资组合
@@ -749,6 +750,7 @@ def get_rar(ticker,start,end,rar_name="sharpe",ret_type="Monthly Ret%", \
     ret_type_title=ret_type.title() #字符串每个单词首字母大写
     rar_name_lower=rar_name.lower()
     
+    rardf=None
     #判断是否扩展收益率
     if 'exp' not in ret_type_lower:
         if ('sharpe' in rar_name_lower) or ('sortino' in rar_name_lower):
@@ -780,25 +782,28 @@ def get_rar(ticker,start,end,rar_name="sharpe",ret_type="Monthly Ret%", \
 
 #==============================================================================
 if __name__=='__main__':
+    ticker="301161.SZ"
     ticker="600519.SS"
     ticker={'Market':('US','^SPX','中概教培组合'),'EDU':0.7,'TAL':0.3}
     
-    start="2024-1-1"
-    end="2024-3-15"
+    start="2024-1-1"; end="2024-9-30"
+    rar='sharpe'
     rar=['sharpe','sortino','treynor','alpha']
-    ret_type="Monthly Ret%"
+    
+    ret_type="Annual Adj Ret%"
+    ret_type="Monthly Adj Ret%"
     RF=0.01759
     regression_period=365
     
     graph=True; axhline_value=0; axhline_label=''
     printout=False; sortby='tpw_mean'; trailing=20; trend_threshhold=0.001
     annotate=False
-    mktidx='auto'; source='auto'
+    mktidx='auto'; source='auto'; ticker_type='auto'
     
-    rars=compare_1ticker_mrar(ticker="600519.SS",start="2024-1-1",end="2024-3-19",rar=['sharpe','alpha'],printout=True)
+    rars=compare_1ticker_mrar(ticker=ticker,start=start,end=end,rar=rar,printout=True)
 
 def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alpha'], \
-                         ret_type="Annual Ret%",RF=0,regression_period=365, \
+                         ret_type="Annual Adj Ret%",RF=0,regression_period=365, \
                          graph=True,loc1='best', \
                          axhline_value=0,axhline_label='',facecolor='whitesmoke', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
@@ -866,11 +871,11 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
         
         df1.rename(columns={c:ectranslate(c)},inplace=True)
     
-    footnote1=text_lang("注：基于","Note: RaR based on ")+ectranslate(ret_type)+text_lang("。",". ")
+    footnote1=text_lang("评估值基于","Note: RaR based on ")+ectranslate(ret_type)
     if RF !=0:
-        footnote2=text_lang("年化无风险利率为","RF = ")+str(round(RF*100,4))+text_lang('%。','% pa')
+        footnote2=text_lang("，年化无风险利率为",", RF = ")+str(round(RF*100,4))+text_lang('%','% pa')
     else:
-        footnote2=text_lang("不考虑年化无风险利率时。","RF = 0 pa")
+        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:
@@ -879,11 +884,11 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
             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")
+            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)
+    footnote4=text_lang("数据来源: 综合新浪/EM/Stooq/Yahoo/SWHY，","Data source: Sina/Stooq/Yahoo, ")+str(todaydt)
     if footnote3 !='':
         footnotex=footnote1+footnote2+footnote3+'\n'+footnote4
     else:
@@ -893,7 +898,7 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
     if graph:
         y_label=''
         import datetime; todaydt = datetime.date.today()
-        x_label=text_lang("数据来源: 综合新浪/Stooq/Yahoo，","Data source: Sina/Stooq/Yahoo, ")+str(todaydt)
+        x_label=text_lang("数据来源: 综合新浪/EM/Stooq/Yahoo/SWHY，","Data source: Sina/Stooq/Yahoo, ")+str(todaydt)
         title_txt=text_lang("风险调整收益：","Risk-adjusted Return: ")+tname
 
         draw_lines(df1,y_label,x_label=footnotex, \
@@ -918,11 +923,13 @@ 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：',"RaR Evaluation: ")+ectranslate(rar)+text_lang('，',', ')+sortby_txt
+        if isinstance(rar,list) and len(rar)==1:
+            rar=rar[0]
+        title_txt=text_lang('风险调整收益评估：',"RaR Evaluation: ")+str(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","\nRecent trend: ")+str(trailing)+text_lang("个交易日。趋势变化率阈值：", " days. Trend threshhold ")+str(trend_threshold)
+        footnote6=text_lang('期间：',"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
+        footnotey=footnote6+'\n'+footnote7+'\n'+footnotex
 
         recommenddf=descriptive_statistics2(df1,title_txt,footnotey,decimals=4, \
                                sortby=sortby,recommend_only=True,trailing=trailing, \
@@ -1062,7 +1069,7 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
             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)
+    footnote4=text_lang("数据来源: 综合新浪/EM/Stooq/Yahoo/SWHY，","Data source: Sina/Stooq/Yahoo, ")+str(todaydt)
     if footnote3 !='':
         footnotex=footnote1+footnote2+footnote3+'\n'+footnote4
     else:
@@ -1098,7 +1105,7 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
         #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：',"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","\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)
+        footnote6=text_lang('期间：',"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
         
@@ -1296,7 +1303,7 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
             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",'')
+        footnote4=text_lang("数据来源: 综合新浪/EM/Stooq/Yahoo/SWHY，","Data source: Sina/Stooq/Yahoo, ")+str(todaydt)+text_lang("统计",'')
         if footnote3 !='':
             footnotex=footnote1+footnote2+'\n'+footnote3+'\n'+footnote4
         else:
@@ -1413,7 +1420,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
         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)
+    footnote4=text_lang("数据来源: 综合新浪/EM/Stooq/Yahoo/SWHY，","Data source: Sina/Stooq/Yahoo, ")+str(todaydt)
     if footnote3 !='':
         footnotex=footnote1+footnote2+footnote3+'\n'+footnote4
     else:
@@ -1449,9 +1456,9 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
         #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：',"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","\nRecent trend: ")+str(trailing)+text_lang("个交易日。趋势变化率阈值：", " days. Trend threshhold ")+str(trend_threshhold)
+        footnote6=text_lang('期间：',"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
+        footnotey=footnote6+'\n'+footnote7+'\n'+footnotex
 
         #删除含有Nan的行
         df1.dropna(inplace=True)    
@@ -1557,7 +1564,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
         footnote3="贝塔系数回归期间"+str(regression_period)+"个自然日"
     
     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)
+    footnote4=text_lang("数据来源: 综合新浪/EM/Stooq/Yahoo/SWHY，","Data source: Sina/Stooq/Yahoo, ")+str(todaydt)
     if footnote3 !='':
         footnotex=footnote1+footnote3+'\n'+footnote4
     else:
@@ -1593,7 +1600,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
         #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：',"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","\nRecent trend: ")+str(trailing)+text_lang("个交易日。趋势变化率阈值：", " days. Trend threshhold ")+str(trend_threshhold)
+        footnote6=text_lang('期间：',"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
 
@@ -1610,18 +1617,20 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
 # 合成函数
 #==============================================================================
 if __name__=='__main__':
+    ticker="301161.SZ"
     ticker="600519.SS"
     ticker=["600519.SS","000858.SZ"]
     ticker={'Market':('US','^SPX','中概教培组合'),'EDU':0.7,'TAL':0.3}
     
-    start="2024-1-1"
-    end="2024-3-22"
+    start="2024-1-1"; end="2024-9-30"
     
+    rar='sharpe'
     rar='alpha'
     rar=['sharpe','alpha']
     
-    ret_type="Annual Ret%"
-    ret_type=["Monthly Ret%","Annual Ret%"]
+    ret_type="Monthly Adj Ret%"
+    ret_type="Annual Adj Ret%"
+    ret_type=["Monthly Adj Ret%","Annual Adj Ret%"]
     
     RF=0.01759
     RF=[0.005,0.01759,0.05]
@@ -1631,13 +1640,13 @@ if __name__=='__main__':
     graph=True; axhline_value=0; axhline_label=''
     printout=False; sortby='tpw_mean'; trailing=5; trend_threshhold=0.001
     annotate=False
-    mktidx='auto'; source='auto'
-    
-    rars=compare_rar_security(ticker,start,end,rar,ret_type,RF,printout=True)
-    
+    mark_top=True; mark_bottom=True; mark_end=True
+    mktidx='auto'; source='auto'; ticker_type='auto'
     
+    rars=compare_rar_security(ticker,start,end,rar,ret_type,RF,
+                              mark_top=True,mark_bottom=True,mark_end=True,
+                              printout=True)
     
-    rars=compare_rar_security(ticker,start,end,rar,ret_type,RF,printout=True)
 
 def compare_rar_security(ticker,start,end,rar='sharpe', \
                          ret_type="Annual Adj Ret%", \
@@ -1772,6 +1781,7 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                              printout=printout,sortby=sortby, \
                              trailing=trailing,trend_threshhold=trend_threshhold, \
                              annotate=annotate,annotate_value=annotate, \
+                             mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
                              mktidx=mktidx,source=source, \
                              ticker_type=ticker_type,facecolor=facecolor)