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

siat/security_price2.py

@@ -38,6 +38,7 @@ if __name__=='__main__':
     
     ticker='801010.SW' #申万
     ticker='851242.SW' #申万
+    ticker='807110.SW'
     
     ticker='AAPL'
     

siat/security_prices.py

@@ -717,6 +717,8 @@ if __name__=='__main__':
     ticker_type='bond'
     
     ticker='801002.SW'
+    ticker='807110.SW'
+    
     ticker='sz100303'
     ticker='100303.SZ'
     ticker_type='auto'
@@ -1833,13 +1835,13 @@ def calc_rolling_return(drdf, period="Weekly"):
     retname1=period+" Ret"
     retname2=period+" Ret%"
     import numpy as np
-    drdf[retname1]=np.exp(drdf["log(Daily Ret)"].rolling(rollingnum).sum())-1.0
+    drdf[retname1]=np.exp(drdf["log(Daily Ret)"].rolling(rollingnum,min_periods=1).sum())-1.0
     drdf[retname2]=drdf[retname1]*100.0
     
     #计算滚动收益率：基于调整收盘价
     retname3=period+" Adj Ret"
     retname4=period+" Adj Ret%"
-    drdf[retname3]=np.exp(drdf["log(Daily Adj Ret)"].rolling(rollingnum).sum())-1.0
+    drdf[retname3]=np.exp(drdf["log(Daily Adj Ret)"].rolling(rollingnum,min_periods=1).sum())-1.0
     drdf[retname4]=drdf[retname3]*100.0
     
     return drdf
@@ -1932,12 +1934,12 @@ def rolling_price_volatility(df, period="Weekly"):
     retname1=period+" Price Volatility"
     import numpy as np
     #df[retname1]=df["Close"].rolling(rollingnum).apply(lambda x: np.std(x,ddof=1)/np.mean(x)*np.sqrt(len(x)))
-    df[retname1]=df["Close"].rolling(rollingnum).apply(lambda x: np.std(x,ddof=1)/np.mean(x))
+    df[retname1]=df["Close"].rolling(rollingnum,min_periods=1).apply(lambda x: np.std(x,ddof=1)/np.mean(x))
     
     #计算滚动期间的调整标准差价格风险：基于调整收盘价
     retname3=period+" Adj Price Volatility"
     #df[retname3]=df["Adj Close"].rolling(rollingnum).apply(lambda x: np.std(x,ddof=1)/np.mean(x)*np.sqrt(len(x)))
-    df[retname3]=df["Adj Close"].rolling(rollingnum).apply(lambda x: np.std(x,ddof=1)/np.mean(x))
+    df[retname3]=df["Adj Close"].rolling(rollingnum,min_periods=1).apply(lambda x: np.std(x,ddof=1)/np.mean(x))
     
     return df
 
@@ -1979,6 +1981,16 @@ if __name__ =="__main__":
 
 
 #==============================================================================
+if __name__ =="__main__":
+    ticker='301161.SZ'; 
+    ticker='600519.SS'; 
+    start='2022-1-1'; end='2024-9-30'
+    pricedf,found=get_price_1ticker_mixed(ticker=ticker,fromdate=start,todate=end)
+    rardf1=calc_daily_return(pricedf)
+    rardf2=calc_rolling_return(rardf1,period=ret_period)
+    df=rardf2
+    period="Annual"
+
 def rolling_ret_volatility(df, period="Weekly"):
     """
     功能：基于单个证券的期间收益率, 计算其滚动收益率波动风险
@@ -1990,7 +2002,7 @@ def rolling_ret_volatility(df, period="Weekly"):
     #检查period类型
     periodlist = ["Weekly","Monthly","Quarterly","Annual"]
     if not (period in periodlist):
-        print("*** 错误#1(rolling_ret_volatility)，仅支持期间类型：",periodlist)
+        print("  #Warning(rolling_ret_volatility), only support",periodlist)
         return None
 
     #换算期间对应的实际交易天数
@@ -2002,14 +2014,18 @@ def rolling_ret_volatility(df, period="Weekly"):
     retname1=period+" Ret Volatility"
     retname2=retname1+'%'
     import numpy as np
-    df[retname1]=df[periodret].rolling(rollingnum).apply(lambda x: np.std(x,ddof=1))
+    #min_periods=1: 一些股票上市期间短，可能出现数据量不足，进而导致年度波动率全为空
+    df[retname1]=df[periodret].rolling(window=rollingnum,min_periods=1).apply(lambda x: np.std(x,ddof=1))
+    if df[retname1].isnull().all():
+        print("  #Warning(rolling_ret_volatility): "+retname1+" is all nan becos of insufficient data for period "+period)
+        
     df[retname2]=df[retname1]*100.0
     
     #计算滚动标准差：基于调整收益率
     periodadjret=period+" Adj Ret"
     retname3=period+" Adj Ret Volatility"
     retname4=retname3+'%'
-    df[retname3]=df[periodadjret].rolling(rollingnum).apply(lambda x: np.std(x,ddof=1))
+    df[retname3]=df[periodadjret].rolling(window=rollingnum,min_periods=1).apply(lambda x: np.std(x,ddof=1))
     df[retname4]=df[retname3]*100.0
     
     return df
@@ -2120,14 +2136,14 @@ def rolling_ret_lpsd(df, period="Weekly"):
     retname1=period+" Ret LPSD"
     retname2=retname1+'%'
     #import numpy as np
-    df[retname1]=df[periodret].rolling(rollingnum).apply(lambda x: lpsd(x))
+    df[retname1]=df[periodret].rolling(rollingnum,min_periods=1).apply(lambda x: lpsd(x))
     df[retname2]=df[retname1]*100.0
     
     #计算滚动下偏标准差：基于调整收益率
     periodadjret=period+" Adj Ret"
     retname3=period+" Adj Ret LPSD"
     retname4=retname3+'%'
-    df[retname3]=df[periodadjret].rolling(rollingnum).apply(lambda x: lpsd(x))
+    df[retname3]=df[periodadjret].rolling(rollingnum,min_periods=1).apply(lambda x: lpsd(x))
     df[retname4]=df[retname3]*100.0
     
     return df
@@ -2839,14 +2855,31 @@ def fetch_price_swindex(ticker,start,end,info_types=['Close','Volume'],adjust=-2
     ticker6=ticker[:6]
     try:
         prices= ak.index_hist_sw(symbol=ticker6,period="day")
-    except: pass
+    except: 
+        try:
+            dft = ak.index_hist_fund_sw(symbol=ticker6,period="day")
+            dft['代码']=ticker6
+            dft['收盘']=dft['收盘指数']
+            dft['开盘']=dft['收盘指数']
+            dft['最高']=dft['收盘指数']
+            dft['最低']=dft['收盘指数']
+            dft['成交量']=0; dft['成交额']=0
+            
+            prices=dft
+        except:        
+            print("  #Error(fetch_price_swindex): failed to fetch prices for",ticker)
+            return None
 
     found=df_have_data(prices)
     if found not in ['Found','Empty']: 
         pass
         return df
 
-    prices.columns=['Code','Date','Close','Open','High','Low','Volume','Amount']
+    #强制修改列名
+    #prices.columns=['Code','Date','Close','Open','High','Low','Volume','Amount']
+    prices.rename(columns={'代码':'Code','日期':'Date','收盘':'Close','开盘':'Open', \
+                           '最高':'High','最低':'Low','成交量':'Volume','成交额':'Amount'}, inplace=True)
+    
     million=1000000
     prices['Volume']=prices['Volume']*million
     prices['Amount']=prices['Amount']*million

siat/security_trend2.py

@@ -88,11 +88,20 @@ if __name__=='__main__':
     
     #测试组6
     ticker="851242.SW"
-    indicator='Close'
+    ticker='807110.SW'
+    indicator='Close'; adjust=''
     start="2024-1-1"
-    end="2024-6-30"
+    end="2024-9-30"
     ticker_type='auto'  
     
+    #测试组6
+    ticker='301161.SZ'
+    indicator='sharpe'; adjust=''
+    start="2024-1-1"
+    end="2024-9-30"
+    ticker_type='auto' 
+    
+    
     attention_value=''; average_value=False
     kline=False; kline_demo=False; mav=[5,10,20]
     dividend=False; split=False
@@ -104,8 +113,8 @@ if __name__=='__main__':
     smooth=True; date_range=False; date_freq=False
     preprocess='none'; scaling_option='change%'
     annotate=False; annotate_value=False
-    mark_top=False; mark_bottom=False; mark_end=False
-    printout=False; source='auto'
+    mark_top=True; mark_bottom=True; mark_end=True
+    printout=True; source='auto'
     ticker_type='auto'
     facecolor='papayawhip'    
     
@@ -226,7 +235,7 @@ def security_trend(ticker,indicator='Close',adjust='', \
         #print("  #Warning(security_trend): only RAR and CAPM beta indicators support portfolio")
         #print("  All other indicators do not support portfolio")
     else:
-        print("  #Error(security_trend): unrecognizable security codes",ticker)
+        print("  #Warning(security_trend): unrecognizable security codes",ticker)
         return None
     
     # 检查日期：如有错误自动更正
@@ -292,7 +301,7 @@ def security_trend(ticker,indicator='Close',adjust='', \
         measures=indicator
         indicator_num=len(indicator)
     else:
-        print("  #Error(security_trend): invalid indicator(s) for",indicator)
+        print("  #Warning(security_trend): unrecognizeable indicator(s) for",indicator)
         return None
             
     # 检查趋势指标
@@ -462,7 +471,7 @@ def security_trend(ticker,indicator='Close',adjust='', \
         return df
 
     # 情形6：单个或多个证券，单个或多个RAR指标，支持投资组合=======================
-    # 注意：支持滚动收益率和扩展收益率，但不建议混合使用，因为难以解释结果
+    # 注意：收益率类型支持滚动收益率和扩展收益率，但不建议混合使用，因为难以解释结果
     # 复权价：使用ret_type为xx Adj Ret%即可
     if indicator_group2:
         df=compare_rar_security(ticker=tickers,start=fromdate,end=todate,rar=measures, \
@@ -491,7 +500,7 @@ def security_trend(ticker,indicator='Close',adjust='', \
         return df
     
     
-    # 情形8：估值指标PE/PB/MV/ROE，仅针对股票，无需ticker_type====================
+    # 情形8：估值指标PE/PB/MV/ROE，仅针对股票/行业指数代码，无需ticker_type========
     if indicator_group3:
         df=security_valuation(tickers=tickers,indicators=measures,start=fromdate,end=todate, \
                               preprocess=preprocess,scaling_option=scaling_option, \

siat/stock.py

@@ -474,10 +474,10 @@ def stock_price(ticker,fromdate,todate,adj=False, \
         lang=check_language()
         if lang == 'English':
             titletxt=texttranslate("Security Price Trend：")+tickername
-            footnote=texttranslate("Data source: Sina/Stooq/Yahoo/EM, ")+str(today)
+            footnote=texttranslate("Data source: Sina/EM/Stooq/Yahoo/SWHY, ")+str(today)
         else:
             titletxt=texttranslate("证券价格走势图：")+tickername
-            footnote=texttranslate("数据来源：Sina/EM/Stooq/Yahoo，")+str(today)
+            footnote=texttranslate("数据来源：Sina/EM/Stooq/Yahoo/SWHY，")+str(today)
         
         pricetype='Close'
         import pandas as pd
@@ -615,6 +615,7 @@ if __name__ =="__main__":
     
     # 测试组5
     ticker='851242.SW'
+    ticker='807110.SW'
     indicator='Close'
     fromdate='2024-5-1'; todate='2024-5-20'
     adjust=''
@@ -716,7 +717,7 @@ def security_indicator(ticker,indicator, \
     titletxt1=text_lang("证券趋势分析：","Security Trend: ")
     titletxt=titletxt1+ticker_name(ticker,ticker_type=ticker_type)
     import datetime; todaydt = datetime.date.today()
-    sourcetxt=text_lang("数据来源：Sina/EM/Stooq/Yahoo，","Data source: Sina/EM/Stooq/Yahoo, ")
+    sourcetxt=text_lang("数据来源：Sina/EM/Stooq/Yahoo/SWHY，","Data source: Sina/EM/Stooq/Yahoo/SWHY, ")
     footnote=sourcetxt+str(todaydt)
     collabel=ectranslate(indicator)
     
@@ -727,8 +728,10 @@ def security_indicator(ticker,indicator, \
             if tickersplit[1].upper() in ['M','B']:
                 ylabeltxt="stooq_MB" #特殊标志，告知绘图函数不显示某些标记
     except: pass
-        
-    if 'Ret%' in indicator:
+    
+    ind_max=erdf3[indicator].max(); ind_min=erdf3[indicator].min()
+    if ind_max * ind_min <0:
+    #if 'Ret%' in indicator:
         zeroline=True
     
     plot_line(erdf3,indicator,collabel,ylabeltxt,titletxt,footnote,datatag=datatag, \
@@ -798,7 +801,7 @@ def stock_ret(ticker,fromdate,todate, \
         return        
 
     import datetime; todaydt = datetime.date.today()
-    footnote=text_lang("数据来源：Sina/EM/Stooq/Yahoo，","Data source: Sina/EM/Stooq/Yahoo, ")+str(todaydt)
+    footnote=text_lang("数据来源：Sina/EM/Stooq/Yahoo/SWHY，","Data source: Sina/EM/Stooq/Yahoo/SWHY, ")+str(todaydt)
     collabel=ectranslate(rtype)
     ylabeltxt=ectranslate(rtype)
     titletxt=text_lang("证券趋势分析：","Security Trend: ")+ticker_name(ticker,ticker_type=ticker_type)+text_lang("，收益率",", Rate of Return")
@@ -869,6 +872,8 @@ def security_mindicators(ticker,measures,
     annotate：这里仅为预留，暂时未作处理
     smooth：样本数目超过一定数量就默认忽略
     """
+    DEBUG=False
+    
     # 提前开始日期
     #fromdate1=date_adjust(fromdate,adjust=-365*3)
     
@@ -937,15 +942,23 @@ def security_mindicators(ticker,measures,
     
         y_label=text_lang('证券指标',"Indicator")
         import datetime; todaydt = datetime.date.today()
-        x_label=text_lang("数据来源：Sina/EM/Stooq/Yahoo，","Data source: Sina/EM/Stooq/Yahoo, ")+str(todaydt)
+        x_label=text_lang("数据来源：Sina/EM/Stooq/Yahoo/SWHY，","Data source: Sina/EM/Stooq/Yahoo/SWHY, ")+str(todaydt)
     
-        axhline_value=0
-        axhline_label=''
-        for c in measures:
-            if 'Ret%' in c:
-                axhline_value=0
-                axhline_label='零线'
-                break
+        axhline_value=0; axhline_label=''
+        above_zero=0; below_zero=0
+        for c in list(df):
+            c_max=df[c].max(); c_min=df[c].min()
+            try:
+                if c_max>0 or c_min>0: above_zero+=1
+                if c_max<0 or c_min<0: below_zero+=1                
+            except: continue
+            
+        if above_zero>0 and below_zero>0: #有正有负
+            if DEBUG:
+                print("DEBUG: draw axhline=0")
+        #if 'Ret%' in c:
+            axhline_value=0
+            axhline_label='零线'
             
         titletxt=text_lang("证券趋势分析：","Security Trend: ")+ticker_name(ticker,ticker_type=ticker_type)       
         
@@ -1005,7 +1018,7 @@ def stock_price_volatility(ticker,fromdate,todate,type="Weekly Price Volatility"
 
     titletxt=texttranslate("证券价格波动风险走势图：")+ticker_name(ticker)
     import datetime; today = datetime.date.today()
-    footnote=texttranslate("数据来源：Sina/EM/Stooq/Yahoo，")+str(today)
+    footnote=texttranslate("数据来源：Sina/EM/Stooq/Yahoo/SWHY，")+str(today)
     collabel=ectranslate(type)
     ylabeltxt=ectranslate(type)
     pltdf=erdf[erdf.index >= fromdate]
@@ -1062,7 +1075,7 @@ def price_volatility2(pricedf,ticker,fromdate,todate, \
 
     titletxt=text_lang("证券趋势分析：","Security Trend: ")+ticker_name(ticker,ticker_type=ticker_type)+text_lang("，价格波动风险",", Price Volatility Risk")
     import datetime; todaydt = datetime.date.today()
-    footnote=texttranslate("数据来源：Sina/EM/Stooq/Yahoo，")+str(todaydt)
+    footnote=texttranslate("数据来源：Sina/EM/Stooq/Yahoo/SWHY，")+str(todaydt)
     collabel=ectranslate(type)
     ylabeltxt=ectranslate(type)
     pltdf=erdf[erdf.index >= fromdate]
@@ -1121,7 +1134,7 @@ def stock_ret_volatility(ticker,fromdate,todate,type="Weekly Ret Volatility%",da
 
     titletxt=texttranslate("证券收益率波动风险走势图：")+ticker_name(ticker)
     import datetime; today = datetime.date.today()
-    footnote=texttranslate("数据来源：Sina/EM/Stooq/Yahoo，")+str(today)
+    footnote=texttranslate("数据来源：Sina/EM/Stooq/Yahoo/SWHY，")+str(today)
     collabel=ectranslate(type)
     ylabeltxt=ectranslate(type)
     pltdf=erdf[erdf.index >= fromdate]
@@ -1181,7 +1194,7 @@ def ret_volatility2(retdf,ticker,fromdate,todate, \
 
     titletxt=text_lang("证券趋势分析：","Security Trend: ")+ticker_name(ticker,ticker_type=ticker_type)+text_lang("，收益率波动风险",", Return Volatility Risk")
     import datetime; todaydt = datetime.date.today()
-    footnote=text_lang("数据来源：Sina/EM/Stooq/Yahoo，","Data source: Sina/EM/Stooq/Yahoo, ")+str(todaydt)
+    footnote=text_lang("数据来源：Sina/EM/Stooq/Yahoo/SWHY，","Data source: Sina/EM/Stooq/Yahoo/SWHY, ")+str(todaydt)
     collabel=ectranslate(type)
     ylabeltxt=ectranslate(type)
     pltdf=erdf[erdf.index >= fromdate]
@@ -1240,7 +1253,7 @@ def ret_lpsd(ticker,fromdate,todate,type="Weekly Ret Volatility%",datatag=False,
 
     titletxt=texttranslate("证券收益率波动损失风险走势图：")+ticker_name(ticker)
     import datetime; today = datetime.date.today()
-    footnote=texttranslate("数据来源：Sina/EM/Stooq/Yahoo，")+str(today)
+    footnote=texttranslate("数据来源：Sina/EM/Stooq/Yahoo/SWHY，")+str(today)
     collabel=ectranslate(type)
     ylabeltxt=ectranslate(type)
     pltdf=erdf[erdf.index >= fromdate]
@@ -1298,7 +1311,7 @@ def ret_lpsd2(retdf,ticker,fromdate,todate, \
 
     titletxt=text_lang("证券趋势分析：","Security Trend: ")+ticker_name(ticker,ticker_type=ticker_type)+text_lang("波动损失风险","Volatility Loss Risk")
     import datetime; todaydt = datetime.date.today()
-    footnote=text_lang("数据来源：Sina/EM/Stooq/Yahoo，","Data source: Sina/EM/Stooq/Yahoo, ")+str(todaydt)
+    footnote=text_lang("数据来源：Sina/EM/Stooq/Yahoo/SWHY，","Data source: Sina/EM/Stooq/Yahoo/SWHY, ")+str(todaydt)
     collabel=ectranslate(rtype)
     ylabeltxt=ectranslate(rtype)
     pltdf=erdf[erdf.index >= fromdate]
@@ -1361,7 +1374,7 @@ def comp_1security_2measures(df,measure1,measure2,twinx=False, \
     titletxt=text_lang("证券趋势分析：","Security Trend: ")+tname
     
     import datetime; todaydt = datetime.date.today()
-    footnote1=text_lang("数据来源：Sina/EM/Stooq/Yahoo，","Source: Sina/EM/Stooq/Yahoo, ")
+    footnote1=text_lang("数据来源：Sina/EM/Stooq/Yahoo/SWHY，","Source: Sina/EM/Stooq/Yahoo/SWHY, ")
     footnote=footnote1+str(todaydt)
     
     #绘图
@@ -1380,8 +1393,8 @@ if __name__ =="__main__":
     df=stock_ret(ticker,fromdate,todate,graph=False)
     comp_1security_2measures(df,measure1,measure2)
 #==============================================================================
-def comp_2securities_1measure(df1,df2,measure,twinx=False,loc1='upper left', \
-                              loc2='lower left',graph=True, \
+def comp_2securities_1measure(df1,df2,measure,twinx=False, \
+                              loc1='best',loc2='best',graph=True, \
                               ticker_type=['auto','auto'],facecolor='whitesmoke'):
     """
     功能：对比绘制两只证券的相同指标折线图。
@@ -1402,7 +1415,13 @@ def comp_2securities_1measure(df1,df2,measure,twinx=False,loc1='upper left', \
     #判断是否绘制水平0线
     pricelist=['High','Low','Open','Close','Volume','Adj Close']
     if measure in pricelist: zeroline=False
-    else: zeroline=True
+    else: 
+        df_max=max([df1[measure].max(),df2[measure].max()])
+        df_min=min([df1[measure].min(),df2[measure].min()])
+        if df_max * df_min >0: #同正同负
+            zeroline=False
+        else:
+            zeroline=True
 
     #提取信息
     try:
@@ -1431,7 +1450,7 @@ def comp_2securities_1measure(df1,df2,measure,twinx=False,loc1='upper left', \
     titletxt=titletxt1+tname1+" vs "+tname2
         
     import datetime; todaydt = datetime.date.today()
-    footnote1=text_lang("数据来源：Sina/EM/Stooq/Yahoo，","Data source: Sina/EM/Stooq/Yahoo, ")
+    footnote1=text_lang("数据来源：Sina/EM/Stooq/Yahoo/SWHY，","Data source: Sina/EM/Stooq/Yahoo/SWHY, ")
     footnote=footnote1+str(todaydt)+text_lang("统计","")
 
     plot_line2(df1,ticker1,measure,label,df2,ticker2,measure,label, \
@@ -1569,7 +1588,11 @@ def compare_security(tickers,measures,fromdate,todate, \
                                   source=source, \
                                   ticker_type=ticker_type, \
                                   graph=False)
-        pltdf1= df1tmp[[measure1]]
+        if df_have_data(df1tmp)=="Found":
+            pltdf1= df1tmp[[measure1]]
+        else:
+            print("  #Error(compare_security)：no info found for",ticker1,"on",measure1)
+            return None,None
         
         print("  Searching",ticker1,"for",measure2,"info ... ...")
         #复权价判断2
@@ -1585,7 +1608,11 @@ def compare_security(tickers,measures,fromdate,todate, \
                                   ticker_type=ticker_type, \
                                   graph=False)
  
-        pltdf2= df2tmp[[measure2]]
+        if df_have_data(df2tmp)=="Found":
+            pltdf2= df2tmp[[measure2]]
+        else:
+            print("  #Error(compare_security)：no info found for",ticker1,"on",measure2)
+            return None,None
         
         pltdf=pd.merge(pltdf1,pltdf2,left_index=True,right_index=True)
         pltdf['ticker']=ticker1
@@ -1616,14 +1643,22 @@ def compare_security(tickers,measures,fromdate,todate, \
                               source=source, \
                               ticker_type=ticker_type, \
                               graph=False) 
-        pltdf1=df1tmp[['ticker',measure1]]      
+        if df_have_data(df1tmp)=="Found":
+            pltdf1=df1tmp[['ticker',measure1]] 
+        else:
+            print("  #Error(compare_security)：no info found for",ticker1,"on",measure1)
+            return None,None
         
         df2tmp=security_indicator(ticker=ticker2,indicator=measure1,adjust=adjust, \
                               fromdate=fromdate,todate=todate, \
                               source=source, \
                               ticker_type=ticker_type, \
                               graph=False) 
-        pltdf2=df2tmp[['ticker',measure1]]   
+        if df_have_data(df2tmp)=="Found":
+            pltdf2=df2tmp[['ticker',measure1]]   
+        else:
+            print("  #Error(compare_security)：no info found for",ticker2,"on",measure1)
+            return None,None
         
         #绘制双证券单指标对比图
         if graph:
@@ -1889,6 +1924,8 @@ def compare_msecurity(tickers,measure,start,end, \
         start方式的图形更接近于持有收益率(Exp Ret%)，设为默认的缩放方式。
     
     """
+    DEBUG=False
+    
     # 应对导入失灵的函数
     from siat.common import upper_ticker
     tickers=upper_ticker(tickers)
@@ -1906,7 +1943,7 @@ def compare_msecurity(tickers,measure,start,end, \
     if isinstance(measure,list):
         measure=measure[0]
     
-    print("  Searching for multiple security for",measure,"...") 
+    print("  Searching for multiple securities for",measure,"...") 
     #屏蔽函数内print信息输出的类
     import os, sys
     class HiddenPrints:
@@ -1973,8 +2010,8 @@ def compare_msecurity(tickers,measure,start,end, \
             #y_label='指标'
             y_label='指标对比'
     
-    x_label1cn="数据来源: Sina/EM/Stooq/Yahoo，"
-    x_label1en="Source: Sina/EM/Stooq/Yahoo, "
+    x_label1cn="数据来源: Sina/EM/Stooq/Yahoo/SWHY，"
+    x_label1en="Source: Sina/EM/Stooq/Yahoo/SWHY, "
     x_label1=text_lang(x_label1cn,x_label1en)   
     import datetime; todaydt = datetime.date.today()
     x_label=x_label1+str(todaydt)  
@@ -2009,10 +2046,25 @@ def compare_msecurity(tickers,measure,start,end, \
     dfs2.fillna(axis=0,method='ffill',inplace=True)
     #dfs2.fillna(axis=0,method='bfill',inplace=True)
 
-    if 'Ret%' in measure:
+    if DEBUG:
+        print("DEBUG: dfs2=",list(dfs2))
+        
+    above_zero=0; below_zero=0
+    for c in list(dfs2):
+        c_max=dfs2[c].max(); c_min=dfs2[c].min()
+        try:
+            if c_max>0 or c_min>0: above_zero+=1
+            if c_max<0 or c_min<0: below_zero+=1
+        except: continue
+
+    if DEBUG:
+        print("DEBUG: above_zero=",above_zero,'below_zero=',below_zero)
+    
+    if above_zero>0 and below_zero>0: #有正有负
+    #if 'Ret%' in measure:
         if axhline_label=='':
             axhline_label='零线'
-
+     
     #持有类指标的首行置为零
     colList=list(dfs2)
     index1=dfs2.head(1).index.values[0]
@@ -2490,7 +2542,7 @@ def candlestick_demo(stkcd,fromdate,todate, \
     titletxt0=text_lang("K线图/蜡烛图演示：","Candlestick Chart Demo: ")
     titletxt=titletxt0 + ticker_name(str(stkcd),ticker_type=ticker_type)
     price_txt=text_lang('价格','Price')
-    source_txt=text_lang("数据来源: Sina/EM/Stooq/Yahoo","Data source: Sina/Stooq/Yahoo")
+    source_txt=text_lang("数据来源: Sina/EM/Stooq/Yahoo/SWHY","Data source: Sina/Stooq/Yahoo")
 
     plt.title(titletxt,fontsize=title_txt_size,fontweight='bold')
     plt.ylabel(price_txt,fontsize=ylabel_txt_size)
@@ -3989,7 +4041,7 @@ def compare_mmeasure(ticker,measures,fromdate,todate, \
     y_label=''
     import datetime; today = datetime.date.today()
     
-    x_label=text_lang("数据来源: Sina/EM/Stooq/Yahoo，","Data source: Sina/Yahoo/Stooq/EM, ")+str(today)
+    x_label=text_lang("数据来源: Sina/EM/Stooq/Yahoo/SWHY，","Data source: Sina/Yahoo/Stooq/EM, ")+str(today)
     title_txt=text_lang("证券趋势分析：","Security Trend: ")+ticker_name(ticker)
         
     draw_lines(df3,y_label=y_label,x_label=x_label, \

siat/stock_technical.py

@@ -987,7 +987,7 @@ def stock_MACD(ticker,start='default',end='default', \
         df2=df1[['Close']+MA_cols]
         df2.rename(columns={'Close':text_lang('收盘价','Close')},inplace=True)
         
-        title_txt=text_lang("证券价格走势分析：","Security Trend: ")+ticker_name(ticker,ticker_type)+text_lang("，简单移动均线",", Simple MA Line")
+        title_txt=text_lang("证券技术分析：","Technical Analysis: ")+ticker_name(ticker,ticker_type)+text_lang("，简单移动均线",", Simple MA Line")
         
         print("  Rendering graphics ...")
         draw_lines(df2,y_label,x_label,axhline_value,axhline_label,title_txt, \
@@ -1044,7 +1044,7 @@ def stock_MACD(ticker,start='default',end='default', \
         
         df3=df1[['Close']+EMA_cols]
         df3.rename(columns={'Close':text_lang('收盘价','Close')},inplace=True)
-        title_txt=text_lang("证券价格走势分析：","Security Trend: ")+ticker_name(ticker,ticker_type)+text_lang("，指数移动平均线","Exponential MA Line")
+        title_txt=text_lang("证券技术分析：","Technical Analysis: ")+ticker_name(ticker,ticker_type)+text_lang("，指数移动平均线","Exponential MA Line")
         draw_lines(df3,y_label,x_label,axhline_value,axhline_label,title_txt, \
                    data_label=False,resample_freq=resample_freq,smooth=smooth,linewidth=linewidth*2,facecolor=facecolor)        
 
@@ -1111,7 +1111,7 @@ def stock_MACD(ticker,start='default',end='default', \
         
         df4=df1[['Close','DIF','DEA','MACD']]
         df4.rename(columns={'Close':'收盘价','DIF':'快线DIF','DEA':'慢线DEA','MACD':'柱线MACD'},inplace=True)
-        title_txt=text_lang("证券价格走势分析：","Security Trend: ")+ticker_name(ticker,ticker_type)+"，MACD"
+        title_txt=text_lang("证券技术分析：","Technical Analysis: ")+ticker_name(ticker,ticker_type)+"，MACD"
         
         import datetime as dt; today=dt.date.today()    
         source=text_lang("数据来源：Sina/Yahoo/Stooq，","Data source: Sina/Yahoo/Stooq, ")+str(today)
@@ -1370,7 +1370,7 @@ def stock_RSI(ticker,start='default',end='default', \
         # RSI绘图
         df4=df1[['Close']+RSI_cols]
         df4.rename(columns={'Close':'收盘价'},inplace=True)
-        title_txt=text_lang("证券价格走势分析：","Security Trend: ")+ticker_name(ticker,ticker_type)+text_lang("，RSI",", RSI")
+        title_txt=text_lang("证券技术分析：","Technical Analysis: ")+ticker_name(ticker,ticker_type)+text_lang("，RSI",", RSI")
         
         import datetime as dt; today=dt.date.today()    
         source=text_lang("数据来源：Sina/Yahoo/Stooq，","Data source: Sina/Yahoo/Stooq, ")+str(today)
@@ -1640,7 +1640,7 @@ def stock_KDJ(ticker,start='default',end='default', \
         # 绘图
         df4=df1[['Close']+KDJ_cols]
         df4.rename(columns={'Close':'收盘价'},inplace=True)
-        title_txt=text_lang("证券价格走势分析：","Security Trend: ")+ticker_name(ticker,ticker_type)+text_lang("，KDJ",", KDJ")
+        title_txt=text_lang("证券技术分析：","Technical Analysis: ")+ticker_name(ticker,ticker_type)+text_lang("，KDJ",", KDJ")
         
         import datetime as dt; today=dt.date.today()    
         source=text_lang("数据来源：Sina/Yahoo/Stooq，","Data source: Sina/Yahoo/Stooq, ")+str(today)
@@ -2271,7 +2271,7 @@ def security_bollinger(ticker,fromdate,todate,boll_days=20, \
 
     axhline_value=0
     axhline_label=''
-    title_txt=text_lang("证券价格趋势分析：","Security Trend: ")+ticker_name(ticker,ticker_type)+text_lang("，布林带",", Bollinger Band")         
+    title_txt=text_lang("证券技术分析：","Technical Analysis: ")+ticker_name(ticker,ticker_type)+text_lang("，布林带",", Bollinger Band")         
     
     """
         draw_lines(df1,y_label,x_label,axhline_value,axhline_label,title_txt, \