siat 3.4.6__py3-none-any.whl → 3.4.8__py3-none-any.whl

siat/common.py

@@ -1541,6 +1541,8 @@ def print_progress_percent(current,total,steps=5,leading_blanks=2):
     total：总个数
     steps：分成几个进度点显示
     leading_blanks：前置空格数
+    
+    注意：此函数起点计数应为0，放在循环体尾部。
     """
     
     #间隔区间，最小为1

siat/grafix.py

@@ -370,8 +370,9 @@ def plot2_line2(df1,ticker1,colname1,label1, \
                date_range=False,date_freq=False,date_fmt='%Y-%m-%d', \
                color1='red',color2='blue',facecolor='whitesmoke'):
     """
-    注意：可能有问题，左纵坐标轴和横坐标轴标记可能发生重叠！
+    注意：可能有bug，twinx=True时左纵坐标轴和横坐标轴标记可能发生重叠！!!暂不建议使用
     facecolor不起作用
+    目前的解决方案：改用函数plot_line2
     
     功能：绘制两个证券的折线图。如果power=0不绘制趋势图，否则绘制多项式趋势图
     假定：数据表有索引，且已经按照索引排序

siat/option_china.py

@@ -2032,7 +2032,7 @@ def fin_option_risk_sse(option,maturity,exercise,trade_date,printout=True):
     """
     
     #初始检查：期权名称
-    optionlist=["50ETF","300ETF","500ETF"]
+    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
     if not (option in optionlist):
         print("  #Error(fin_option_risk_sse): option not found in SSE for",option)
         return None
@@ -2061,13 +2061,15 @@ def fin_option_risk_sse(option,maturity,exercise,trade_date,printout=True):
         
     df['direction']=df['CONTRACT_ID'].apply(lambda x: x[6:7])
     df['underlying']=df['CONTRACT_ID'].apply(lambda x: x[:6])
-    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('ETF')+3)
-    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)
+    
+    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
+    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
+    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)    
+    
     df['exercise']=df['CONTRACT_ID'].apply(lambda x: float(x[12:]))
     
     #进一步检查：到期日
     df['maturity']=df['CONTRACT_ID'].apply(lambda x: x[7:11])
-    #进一步检查：到期日
     if not (maturity in list(df['maturity'])):
         print("  #Error(fin_option_risk_sse): maturity not found in SSE for",maturity)
         
@@ -2105,14 +2107,15 @@ def fin_option_risk_sse(option,maturity,exercise,trade_date,printout=True):
             & (df2['maturity']==maturity) & (df2['exercise']==exercise)]
     #综合检查：全部条件
     if len(df9) == 0:
-        print("  #Error(fin_option_risk_sse): options not available combining",option,maturity,exercise)
+        print("  #Warning(fin_option_risk_sse): options not available combining",option,maturity,exercise)
         df9tmp=df2[(df2['option']==option) & (df2['maturity']==maturity)]
         execlist=list(df9tmp['exercise'])
         exerciselist=[]
         for e in execlist:
             eint=int(e)
             exerciselist=exerciselist+[eint]
-        print("  Exercises available under",option,maturity,"\b:",exerciselist)
+        # 消除重复并排序
+        print("  Exercises available under",option,maturity,"\b:",sorted(list(set(exerciselist))))
         return None
 
     df9C=df9[(df9['direction']=='C')]
@@ -2132,7 +2135,7 @@ def fin_option_risk_sse(option,maturity,exercise,trade_date,printout=True):
     rhoP=df9P['rho'][0]
     impvolP=df9P['implied volatility'][0]
     
-    print("\n===== 上交所金融期权风险指标 =====\n")
+    print("\n===== 期权风险指标 =====\n")
     print("***期权:",option,"\b，交易日期：",trade_date)
     print("标的物代码:",underlying,"\b，到期时间:",maturity,"\b，行权股指点位:",exercise)
 
@@ -2155,15 +2158,17 @@ if __name__=='__main__':
 #==============================================================================
 if __name__=='__main__':     
     option='50ETF'
-    option='300ETF'
-    maturity='2306'
+    maturity='2412'
     exercise=3000
+    
+    option='300ETF'
     exercise=3500
-    trade_date='2023-5-17'
+    
+    trade_date='2024-9-10'
     printout=True
 
 def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
-                         printout=True,loc='best'):
+                         printout=True,loc='best',facecolor='whitesmoke'):
     """
     功能：显示指定上交所金融期权的风险指标
     option: 期权名称
@@ -2173,7 +2178,7 @@ def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
     """
     
     #初始检查：期权名称
-    optionlist=["50ETF","300ETF","500ETF"]
+    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
     if not (option in optionlist):
         print("  #Error(fin_option_risk_sse): option not found in SSE for",option)
         return None
@@ -2203,15 +2208,20 @@ def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
         
     df['direction']=df['CONTRACT_ID'].apply(lambda x: x[6:7])
     df['underlying']=df['CONTRACT_ID'].apply(lambda x: x[:6])
-    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('ETF')+3)
+    
+    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
+    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
     df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)
+    
     df['exercise']=df['CONTRACT_ID'].apply(lambda x: float(x[12:]))
     
+    #筛选指定的期权
+    df=df[df['option']==option]
+    
     #进一步检查：到期日
     df['maturity']=df['CONTRACT_ID'].apply(lambda x: x[7:11])
-    #进一步检查：到期日
     if not (maturity in list(df['maturity'])):
-        print("  #Error(fin_option_risk_sse): maturity not found in SSE for",maturity)
+        print("  #Warning(fin_option_risk_sse): maturity not found in SSE for",maturity)
         
         df_maturity=df[(df['option']==option) & (df['exercise']==exercise)]
         maturitylist=list(set(list(df_maturity['maturity'])))
@@ -2221,7 +2231,7 @@ def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
     
     #进一步检查：行权点位
     if not (exercise in list(df['exercise'])):
-        print("  #Error(fin_option_risk_sse): exericse point not found in SSE for",exercise)
+        print("  #Warning(fin_option_risk_sse): exericse point not found in SSE for",exercise)
         
         df_exercise=df[(df['option']==option) & (df['maturity']==maturity)]
         exerciselist=list(set(list(df_exercise['exercise'])))
@@ -2230,7 +2240,7 @@ def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
         print("  Available exercises:",exerciselist2)
         return None
     
-        
+    #整理数据项        
     df['Delta']=df['DELTA_VALUE']
     df['Gamma']=df['GAMMA_VALUE']
     df['Theta']=df['THETA_VALUE']
@@ -2272,7 +2282,7 @@ def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
     #柱状图填充图案
     hatch_par = ['/', '', '|', '-', '+', 'x', 'o', 'O', '.', '*']
     c=dfg.plot(kind='bar', y=['看涨期权','看跌期权'],width=0.8,
-               color=['green','red'],fontsize=16)
+               color=['green','red'],fontsize=16,alpha=0.5)
     
     #display the percentages above the bars as shown above 数据标签列表
     x=np.arange(len(dfg.index))
@@ -2299,6 +2309,9 @@ def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
     c.spines['bottom'].set_visible(True) #保留横坐标边框
     c.spines['left'].set_visible(True)
     
+    #绘制零线
+    plt.axhline(y=0, color='k', linestyle='--')
+    
     plt.xticks(rotation=0)
 
     #option,maturity,exercise,trade_date
@@ -2311,12 +2324,12 @@ def fin_option_risk_sse2(option,maturity,exercise,trade_date, \
     plt.ylabel('希腊值') # y轴空轴
     
     #use font size 16 for the title, and, 标题字号
-    plt.title("上交所金融期权的希腊值："+option+"期权",fontsize=18)
+    plt.title("希腊值风险全景图："+option+"期权",fontsize=18)
 
     #use font size 14 for the bar labels, percentages, and legend, 图例颜色
     plt.legend(fontsize=16,loc=loc)
     
-    plt.gca().set_facecolor('whitesmoke')
+    plt.gca().set_facecolor(facecolor)
     plt.show
     
     return df9
@@ -2331,19 +2344,27 @@ if __name__=='__main__':
 #==============================================================================
 if __name__=='__main__':     
     option='50ETF'
-    maturity='2209'
-    exercise=3000
-    date='2022-9-26'
+    maturity='2412'
+    exercise=2500
+    trade_date='2024-9-10'
+    measure='delta'
+    
     graph=True
     loc1='best'
     loc2='best'
+    
+    twinx=False
+    zeroline=False
+    loc1='best';loc2='best'
+    date_range=False;date_freq=False;date_fmt='%Y-%m'
 
 def fin_option_maturity_risk_sse(option,exercise,trade_date, \
                                  measure='delta', \
                                  graph=True, \
                                  twinx=False,zeroline=False, \
                                  loc1='best',loc2='best', \
-                                 date_range=False,date_freq=False,date_fmt='%Y-%m'):
+                                 date_range=False,date_freq=False,date_fmt='%Y-%m',
+                                 facecolor='whitesmoke'):
     """
     功能：绘制指定上交所金融期权的风险指标曲线，风险因素：到期日maturity(横轴)，各个风险指标(纵轴，看涨/看跌)
     option: 期权名称
@@ -2353,7 +2374,7 @@ def fin_option_maturity_risk_sse(option,exercise,trade_date, \
     """
     
     #初步检查：期权名称
-    optionlist=["50ETF","300ETF","500ETF"]
+    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
     if not (option in optionlist):
         print("  #Error(fin_option_maturity_risk_sse): option not found in SSE for",option)
         return None
@@ -2384,9 +2405,15 @@ def fin_option_maturity_risk_sse(option,exercise,trade_date, \
     df['underlying']=df['CONTRACT_ID'].apply(lambda x: x[:6])
     df['maturity']=df['CONTRACT_ID'].apply(lambda x: x[7:11])
     
+    #获得期权名称
+    #df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('ETF')+3)
+    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
+    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
+    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)
+    
     df['exercise']=df['CONTRACT_ID'].apply(lambda x: float(x[12:]))
     if not (exercise in list(df['exercise'])):
-        print("  #Error(fin_option_maturity_risk_sse): exericse point not found in SSE for",exercise)
+        print("  #Warning(fin_option_maturity_risk_sse): exericse point not found in SSE for",exercise)
         
         df_exercise=df[(df['option']==option)]
         exerciselist=list(set(list(df_exercise['exercise'])))
@@ -2395,10 +2422,6 @@ def fin_option_maturity_risk_sse(option,exercise,trade_date, \
         print("  Available exercises:",exerciselist2)
         return None
     
-    #获得期权名称
-    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('ETF')+3)
-    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)
-    
     #获得风险指标    
     df['delta']=df['DELTA_VALUE']
     df['theta']=df['THETA_VALUE']
@@ -2413,7 +2436,7 @@ def fin_option_maturity_risk_sse(option,exercise,trade_date, \
     
     df9=df2[(df2['option']==option) & (df2['exercise']==exercise)]
     if len(df9) == 0:
-        print("  #Error(fin_option_maturity_risk_sse): options not available fulfilling",option,exercise)
+        print("  #Warning(fin_option_maturity_risk_sse): options not available fulfilling",option,exercise)
         return None
     
     df9['Date']=df9['maturity'].apply(lambda x: '20'+x[:2]+'-'+x[2:4]+'-26')
@@ -2434,7 +2457,7 @@ def fin_option_maturity_risk_sse(option,exercise,trade_date, \
     #label2=measure
     #ylabeltxt="风险指标"
     ylabeltxt=ectranslate(measure)
-    titletxt='上交所金融期权风险：'+option+'期权，到期时间对'+ylabeltxt+"的影响"
+    titletxt='希腊值风险趋势：'+option+'期权，到期时间对'+ylabeltxt+"的影响"
     
     footnote0="到期时间（不同期权）\n"
     footnote1=option+"期权"+"，行权股指点位"+str(exercise)+"，交易日"+trade_date
@@ -2442,8 +2465,22 @@ def fin_option_maturity_risk_sse(option,exercise,trade_date, \
     footnote2="数据来源: 新浪财经/东方财富, 制图"+str(today)
     footnote=footnote0+footnote1+"\n"+footnote2
     
+    #设置zeroline
+    maxC=df9C[colname1].max(); minC=df9C[colname1].min()
+    maxP=df9P[colname2].max(); minP=df9P[colname2].min()
+    
+    aboveZero=False; belowZero=False
+    if maxC>0 or minC>0 or maxP>0 or minP>0: aboveZero=True
+    if maxC<0 or minC<0 or maxP<0 or minP<0: belowZero=True
+    if aboveZero and belowZero: 
+        zeroline=True
+    else:
+        zeroline=False
+    
     if twinx:
         zeroline=False
+    
+    """        
     plot2_line2(df9C,ticker1,colname1,'', \
                df9P,ticker2,colname2,'', \
                ylabeltxt,titletxt,footnote, \
@@ -2451,6 +2488,14 @@ def fin_option_maturity_risk_sse(option,exercise,trade_date, \
                zeroline=zeroline,yline=0, \
                loc1=loc1,loc2=loc2, \
                date_range=date_range,date_freq=date_freq,date_fmt=date_fmt)        
+    """
+    plot_line2(df9C,ticker1,colname1,'', \
+               df9P,ticker2,colname2,'', \
+               ylabeltxt=ylabeltxt,titletxt=titletxt,footnote=footnote, \
+               zeroline=zeroline,twinx=twinx, \
+               loc1=loc1,loc2=loc2, \
+               facecolor=facecolor
+              )
     
     return df9
 
@@ -2472,7 +2517,8 @@ def fin_option_exercise_risk_sse(option,maturity,trade_date, \
                                  measure='delta', \
                                  graph=True, \
                                  zeroline=False, \
-                                 loc1='best',loc2='best'):
+                                 loc1='best',loc2='best',
+                                 facecolor='whitesmoke'):
     """
     功能：绘制指定上交所金融期权的风险指标曲线，风险因素：行权点位exercise(横轴)，各个风险指标(纵轴，看涨/看跌)
     option: 期权名称
@@ -2482,7 +2528,7 @@ def fin_option_exercise_risk_sse(option,maturity,trade_date, \
     """
     
     #初步检查：期权名称
-    optionlist=["50ETF","300ETF","500ETF"]
+    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
     if not (option in optionlist):
         print("  #Error(fin_option_exercise_risk_sse): option not found in SSE for",option)
         return None
@@ -2528,8 +2574,9 @@ def fin_option_exercise_risk_sse(option,maturity,trade_date, \
     df['exercise']=df['CONTRACT_ID'].apply(lambda x: float(x[12:]))
     
     #获得期权名称
-    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('ETF')+3)
-    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)
+    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
+    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
+    df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)  
     
     #获得风险指标    
     df['delta']=df['DELTA_VALUE']
@@ -2565,7 +2612,19 @@ def fin_option_exercise_risk_sse(option,maturity,trade_date, \
     labeltxt="看跌期权"
     plt.plot(dftmp.exercise,dftmp[measure],'-',label=labeltxt, \
              linestyle='--',color='orange',linewidth=2)    
+        
+    #设置zeroline
+    maxC=df9C[measure].max(); minC=df9C[measure].min()
+    maxP=df9P[measure].max(); minP=df9P[measure].min()
     
+    aboveZero=False; belowZero=False
+    if maxC>0 or minC>0 or maxP>0 or minP>0: aboveZero=True
+    if maxC<0 or minC<0 or maxP<0 or minP<0: belowZero=True
+    if aboveZero and belowZero: 
+        zeroline=True
+    else:
+        zeroline=False
+        
     if zeroline:
         plt.axhline(y=0,label='',ls=":",c="black",linewidth=2.5)
         
@@ -2581,10 +2640,10 @@ def fin_option_exercise_risk_sse(option,maturity,trade_date, \
     footnote=footnote1+"\n"+footnote2+"\n"+footnote3    
     plt.xlabel(footnote,fontsize=xlabel_txt_size)
     
-    titletxt='上交所金融期权风险：'+option+'期权，股指点位对'+ylabeltxt+'的影响'
+    titletxt='希腊值风险趋势：'+option+'期权，股指点位对'+ylabeltxt+'的影响'
     plt.title(titletxt,fontweight='bold',fontsize=title_txt_size)
     
-    plt.gca().set_facecolor('whitesmoke')
+    plt.gca().set_facecolor(facecolor)
     plt.show()
     plt.close()
     
@@ -2595,23 +2654,36 @@ if __name__=='__main__':
 
 #==============================================================================
 if __name__=='__main__':     
-    option='50ETF'
-    maturity='2209'
+    option='300ETF'
+    maturity='2412'
     exercise=3500
-    start='2022-9-10'
-    end="2022-9-26"
+    start='2024-8-10'
+    end  ="2024-9-10"
+    measure='delta'
+    
     graph=True
+    twinx=True;zeroline=True
     loc1='best'
     loc2='best'
     date_range=False
     date_freq=False
+    facecolor='whitesmoke'
+    
+    df=fin_option_time_risk_sse(option='300ETF',
+                                maturity='2412',
+                                exercise=3500,
+                                start='2024-8-10',end='2024-9-10',
+                                measure='delta',
+                                twinx=True,
+                                zeroline=True)    
 
 def fin_option_time_risk_sse(option,maturity,exercise,start,end, \
                              measure='delta', \
                              graph=True, \
                              twinx=False, zeroline=False, \
                              loc1='best',loc2='best', \
-                             date_range=False,date_freq=False):
+                             date_range=False,date_freq=False,
+                             facecolor='whitesmoke'):
     """
     功能：绘制指定上交所金融期权的风险指标曲线，风险因素：随时间推移start/end(横轴)，各个风险指标(纵轴，看涨/看跌)
     option: 期权名称
@@ -2624,7 +2696,7 @@ def fin_option_time_risk_sse(option,maturity,exercise,start,end, \
     """
     
     #初步检查：期权名称
-    optionlist=["50ETF","300ETF","500ETF"]
+    optionlist=["50ETF","300ETF","500ETF","科创50","科创板50"]
     if not (option in optionlist):
         print("  #Error(fin_option_time_risk_sse): option not found in SSE for",option)
         return None
@@ -2649,21 +2721,25 @@ def fin_option_time_risk_sse(option,maturity,exercise,start,end, \
     #循环获取各个交易日的指标
     df=pd.DataFrame()
     curdate=start; curdatepd=startpd
-    print("Searching information on ",end='')
+    
+    num_days=calculate_days(start, end)
+    num=0
+    #print("Searching information on ",end='')
     while curdatepd <= endpd:
-        print(curdate,end=' ')
+        #print(curdate,end=' ')
         akdate=convert_date_ts(curdate)    
         try:
             dftmp = ak.option_risk_indicator_sse(date=akdate)
-        except:
-            curdate=date_adjust(curdate,adjust=1)
-            continue
-        try:
-            df=df.append(dftmp)
-        except:
             df=df._append(dftmp)
+        except:
+            pass
+
         curdate=date_adjust(curdate,adjust=1)
         curdatepd=pd.to_datetime(curdate)
+        
+        print_progress_percent(num,num_days-1,steps=5,leading_blanks=2)
+        num=num+1
+        
     print(' ')
     
     #整理数据    
@@ -2677,7 +2753,8 @@ def fin_option_time_risk_sse(option,maturity,exercise,start,end, \
     df['underlying']=df['CONTRACT_ID'].apply(lambda x: x[:6])
     
     #获得期权名称
-    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('ETF')+3)
+    df['ETF end']=df['CONTRACT_SYMBOL'].apply(lambda x: x.find('购'))
+    df['ETF end']=df.apply(lambda x: x['CONTRACT_SYMBOL'].find('沽') if x['ETF end'] < 0 else x['ETF end'],axis=1)
     df['option']=df.apply(lambda x: x['CONTRACT_SYMBOL'][:x['ETF end']],axis=1)
     
     df['maturity']=df['CONTRACT_ID'].apply(lambda x: x[7:11])
@@ -2731,7 +2808,7 @@ def fin_option_time_risk_sse(option,maturity,exercise,start,end, \
     #label2=measure
     #ylabeltxt="风险指标"
     ylabeltxt=ectranslate(measure)
-    titletxt='上交所金融期权风险：'+option+'期权，时间流逝对'+ylabeltxt+'的影响'
+    titletxt='希腊值风险趋势：'+option+'期权，时间流逝对'+ylabeltxt+'的影响'
     
     footnote0="时间流逝（同一期权）\n"
     footnote1=option+"期权"+"，行权股指点位"+str(exercise)+"，到期时间"+maturity
@@ -2750,8 +2827,21 @@ def fin_option_time_risk_sse(option,maturity,exercise,start,end, \
         elif ndays <=80:
             date_range=True; date_freq='4D'
     
+    #设置zeroline
+    maxC=df9C[colname1].max(); minC=df9C[colname1].min()
+    maxP=df9P[colname2].max(); minP=df9P[colname2].min()
+    
+    aboveZero=False; belowZero=False
+    if maxC>0 or minC>0 or maxP>0 or minP>0: aboveZero=True
+    if maxC<0 or minC<0 or maxP<0 or minP<0: belowZero=True
+    if aboveZero and belowZero: 
+        zeroline=True
+    else:
+        zeroline=False
+    
     if twinx:
         zeroline=False
+    """        
     plot2_line2(df9C,ticker1,colname1,'', \
                df9P,ticker2,colname2,'', \
                ylabeltxt,titletxt,footnote, \
@@ -2759,13 +2849,21 @@ def fin_option_time_risk_sse(option,maturity,exercise,start,end, \
                zeroline=zeroline,yline=0, \
                loc1=loc1,loc2=loc2, \
                date_range=date_range,date_freq=date_freq)        
+    """
+    plot_line2(df9C,ticker1,colname1,'', \
+               df9P,ticker2,colname2,'', \
+               ylabeltxt=ylabeltxt,titletxt=titletxt,footnote=footnote, \
+               zeroline=zeroline,twinx=twinx, \
+               loc1=loc1,loc2=loc2, \
+               facecolor=facecolor
+              )    
     
     return df9
 
 if __name__=='__main__':     
     df=fin_option_time_risk_sse(option='300ETF',maturity='2209',exercise=4500,start='2022-8-26',end='2022-9-26',measure='implied volatility')
 #==============================================================================
-#=============================================================================
+#==============================================================================
 #==============================================================================
 if __name__=='__main__':
     end_month="2303"
@@ -2801,5 +2899,108 @@ def option_expire_date(end_month,numOfWeek,numOfWeekday):
         print("  #Error(option_expire_date): invalid date --> weekday",numOfWeekday,'of week',numOfWeek,'in',end_month) 
         return None
 
-#=============================================================================
-#=============================================================================    
+#==============================================================================
+#==============================================================================
+#==============================================================================
+if __name__=='__main__':
+    options='50ETF'
+    maturity='2412'
+    exercise=3000
+    trade_date='recent'
+    period_days=30
+    risk='none'
+    twinx=False
+    zeroline=False
+    printout=True; graph=True
+    facecolor='whitesmoke'
+
+def options_greek_china(options, \
+                        exercise=0, \
+                        maturity='recent', \
+                        trade_date='recent', \
+                        period_days=30, \
+                        risk='none', \
+                        greek='delta', \
+                        twinx=False, \
+                        zeroline=False, \
+                        printout=False, graph=True, \
+                        facecolor='whitesmoke', \
+                        loc1='best',loc2='best'):
+    """
+    功能：套壳函数
+    套壳：fin_option_risk_sse, fin_option_risk_sse2, fin_option_maturity_risk_sse,
+    fin_option_exercise_risk_sse, fin_option_time_risk_sse
+    
+    套壳条件：
+    当printout==True且risk=='none'时，执行fin_option_risk_sse
+    当printout==False且graph==True且risk=='none'时，执行fin_option_risk_sse2
+    当risk=='maturity'时，执行fin_option_maturity_risk_sse
+    当risk=='exercise'时，执行fin_option_exercise_risk_sse
+    当risk=='time'时，执行fin_option_time_risk_sse
+    """
+    #处理默认日期为上一个非周末的交易日，也可手动指定交易日
+    if trade_date=='recent':
+        import datetime as dt; stoday=dt.date.today()  
+        wd=stoday.weekday() #周一为0
+        if wd==6:#周日
+            trade_date=date_adjust(str(stoday), adjust=-2)
+        elif wd==0:#周一
+            trade_date=date_adjust(str(stoday), adjust=-3)
+        else:
+            trade_date=date_adjust(str(stoday), adjust=-1)
+    
+    if risk=='none':
+        if printout:
+            df=fin_option_risk_sse(option=options,
+                                   maturity=maturity,
+                                   exercise=exercise,
+                                   trade_date=trade_date)  
+            return df
+        
+        if not printout and graph:
+            df=fin_option_risk_sse2(option=options,
+                                    maturity=maturity,
+                                    exercise=exercise,
+                                    trade_date=trade_date)            
+            return df
+        
+    if risk=='maturity':
+        df=fin_option_maturity_risk_sse(option=options,
+                                        exercise=exercise,
+                                        trade_date=trade_date,
+                                        measure=greek,
+                                        twinx=twinx,
+                                        zeroline=zeroline,
+                                        loc1=loc1,loc2=loc2)
+        return df
+
+    if risk=='exercise':
+        df=fin_option_exercise_risk_sse(option=options,
+                                        maturity=maturity,
+                                        trade_date=trade_date,
+                                        measure=greek,
+                                        zeroline=zeroline,
+                                        loc1=loc1,loc2=loc2)            
+        return df
+            
+    if risk=='time':
+        start=date_adjust(trade_date, adjust=-period_days)
+        df=fin_option_time_risk_sse(option=options,
+                                    maturity=maturity,
+                                    exercise=exercise,
+                                    start=start,end=trade_date,
+                                    measure=greek,
+                                    twinx=twinx,
+                                    zeroline=zeroline,
+                                    loc1=loc1,loc2=loc2)   
+        return df
+
+    print("Sorry, no idea on what I can do for you:-(")        
+    return None
+            
+            
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================        

siat/option_pricing.py

@@ -19,6 +19,7 @@ from siat.common import *
 from siat.translate import *
 from siat.grafix import *
 from siat.security_prices import *
+from siat.security_trend2 import *
 #==============================================================================
 import matplotlib.pyplot as plt
 
@@ -1177,9 +1178,11 @@ def option_maturity(ticker,printout=True):
     if not printout:
         return datelist
     
+    tname=get_stock_name1_en(ticker)
+    
     #显示结果
     print("\n===== 期权的时间序列 =====")
-    print("标的资产:",ticker)
+    print("标的资产:",tname)
     print("到期日期:")
     
     num=len(datelist)
@@ -1191,7 +1194,7 @@ def option_maturity(ticker,printout=True):
     print("总计:",num,"个日期")
     import datetime
     today = datetime.date.today()    
-    print("*** 数据来源: 雅虎财经,",today)
+    print("\n*** 数据来源: 雅虎财经,",today)
     
     return datelist
 
@@ -1204,12 +1207,18 @@ if __name__=='__main__':
 #================================================================
 if __name__=='__main__':
     ticker="AAPL"
-    mdate="2020-11-06"
+    maturity_date="2025-2-21"
 
-def option_chain(ticker,mdate,printout=True):
+def option_chain(ticker,maturity_date='today',printout=True):
     """
     功能：获得期权的各个到期日期，并列出某个到期日的期权合约
     """
+    mdate=maturity_date
+    
+    if mdate=='today':
+        import datetime as dt; stoday=dt.date.today()
+        mdate=str(stoday)
+    
     import yfinance as yf
     opt = yf.Ticker(ticker)
             
@@ -1257,12 +1266,11 @@ def option_chain(ticker,mdate,printout=True):
     
     if not printout:
         return  opt_call2, opt_put2
-
-    import datetime
-    today = datetime.date.today()    
+    
+    tname=get_stock_name1_en(ticker)
     
     print("\n===== 期权链的结构 =====")
-    print("标的资产:",ticker_name(ticker))
+    print("标的资产:",tname)
     print("到期日期:",mdate)
     print("看涨期权:",num_call)
     print("    实值/虚值:",num_call_ITM,'/',num_call_OTM)
@@ -1271,29 +1279,44 @@ def option_chain(ticker,mdate,printout=True):
     print("最低/最高行权价:",strike_min,'/',strike_max,currency)
     
     import datetime
-    today = datetime.date.today()    
-    print("*数据来源: 雅虎财经,",today)
+    stoday = datetime.date.today()    
+    print("\n*数据来源: 雅虎财经,",stoday)
     
-    #绘图
+    #设置绘图数据
     df1=opt_call2.copy()
     df1.sort_values(by=['strike'],axis=0,ascending=[True],inplace=True) 
     df1.set_index(['strike'],inplace=True)
+    df1['exercise']=df1.index
     colname1='lastPrice'; label1='看涨期权价格'
     
     df2=opt_put2.copy()
     df2.sort_values(by=['strike'],axis=0,ascending=[True],inplace=True) 
     df2.set_index(['strike'],inplace=True)
+    df2['exercise']=df2.index
     colname2='lastPrice'; label2='看跌期权价格'  
     
     ylabeltxt='期权价格('+currency+')'
-    titletxt="期权价格与其标的资产行权价格的关系"
-    footnote="行权价("+currency+") -->\n"+ \
-        "标的资产: "+ticker_name(ticker)+ \
+    titletxt="期权价格与标的行权价格的关系"
+    footnote="标的行权价("+currency+") -->\n"+ \
+        "标的资产: "+tname+ \
         ", "+"到期日: "+mdate+ \
-        "\n数据来源: 雅虎财经, "+str(today)
-    plot_2lines(df1,colname1,label1,df2,colname2,label2, \
-                ylabeltxt,titletxt,footnote)    
-    
+        "\n数据来源: 雅虎财经, "+str(stoday)
+        
+    #绘图        
+    import matplotlib.pyplot as plt    
+    plt.plot(df1.index,df1[colname1],color='red',linestyle='-',linewidth=1.5, \
+             label=label1)        
+
+    plt.plot(df2.index,df2[colname2],color='blue',linestyle='-',linewidth=1.5, \
+             label=label2) 
+        
+    plt.ylabel(ylabeltxt,fontsize=ylabel_txt_size)    
+    plt.xlabel(footnote,fontsize=xlabel_txt_size)        
+    plt.title(titletxt,fontsize=title_txt_size)        
+    plt.legend(fontsize=legend_txt_size)
+    plt.show()    
+
+        
     return  opt_call2, opt_put2
 
 if __name__=='__main__':
@@ -1309,24 +1332,27 @@ if __name__ =="__main__":
 #def predict_stock_trend_by_option(ticker,lastndays=7,power=4):
 def predict_stock_trend_by_option(ticker,lastndays=7):    
     """
-    功能：根据股票期权行权价及交易量预测股价，本函数已废弃！
+    功能：根据股票期权行权价及交易量预测股价
+    注意：本函数已废弃！
     """
-    
+    DEBUG=False
     try:
         datelist=option_maturity(ticker,printout=False)
     except:
-        print("#Error(predict_stock_price_by_option): option info not found for stock",ticker)
+        print("  #Error(predict_stock_price_by_option): option info not found for",ticker)
     if datelist is None:
-        print("Warning(predict_stock_price_by_option): options not found for stock",ticker)
+        print("  #Warning(predict_stock_price_by_option): options not found for",ticker)
         return None
-    print("\nFound stock options with",len(datelist),"maturity dates")
+    print("\nFound options with",len(datelist),"maturity dates for",ticker)
 
     import pandas as pd
     df=pd.DataFrame(columns=['Ticker','Date','WA Strike','Total Options', \
                              'Calls in Total%','OTM in Calls%','OTM Calls in Total%', \
                              'Puts in Total%','OTM in Puts%','OTM Puts in Total%'])    
     for d in datelist:
-        print("Processing options matured on",d)
+        print_progress_percent2(d,datelist,steps=5,leading_blanks=4)
+        
+        if DEBUG: print("Processing options matured on",d)
         opt_call,opt_put=option_chain(ticker,d,printout=False)
         
         numofcalls=len(opt_call)
@@ -1386,7 +1412,7 @@ def predict_stock_trend_by_option(ticker,lastndays=7):
     colname2='Puts in Total%'
     label2='Puts in Total%'
     ylabeltxt='Percentage'
-    titletxt="Stock Option Comparison: "+ticker+", Calls vs Puts"
+    titletxt="Option Comparison: "+ticker+", Calls vs Puts"
 
     footnote="Source: Yahoo Finance, "+str(today)
     plot_line2(df2,ticker,colname1,label1, \
@@ -1399,7 +1425,7 @@ def predict_stock_trend_by_option(ticker,lastndays=7):
     colname2='OTM in Puts%'
     label2='OTM in Puts%'
     ylabeltxt='Percentage'
-    titletxt="Stock Option Relative Proportion Comparison\n("+ticker+", OTM Calls vs OTM Puts)"
+    titletxt="Option Relative Proportion Comparison\n("+ticker+", OTM Calls vs OTM Puts)"
 
     footnote="Source: Yahoo Finance, "+str(today)
     plot_line2(df2,ticker,colname1,label1, \
@@ -1412,7 +1438,7 @@ def predict_stock_trend_by_option(ticker,lastndays=7):
     colname2='OTM Puts in Total%'
     label2='OTM Puts in Total%'
     ylabeltxt='Percentage'
-    titletxt="Stock Option Absolute Proportion Comparison\n("+ticker+", OTM Calls vs OTM Puts)"
+    titletxt="Option Absolute Proportion Comparison\n("+ticker+", OTM Calls vs OTM Puts)"
 
     footnote="Source: Yahoo Finance, "+str(today)
     plot_line2(df2,ticker,colname1,label1, \
@@ -1423,9 +1449,9 @@ def predict_stock_trend_by_option(ticker,lastndays=7):
     df2x=df2.drop(df2[df2['Total Options']<=1].index)
     """
     colname='WA Strike'
-    collabel='Predicted Stock Price'
+    collabel='Predicted Price'
     ylabeltxt=''
-    titletxt="Predicting Stock Prices via Stock Options: "+ticker
+    titletxt="Predicting Prices via Options: "+ticker
     footnote="Source: Yahoo Finance, "+str(today)
     plot_line(df2x,colname,collabel,ylabeltxt,titletxt,footnote,power=power)
     """
@@ -1445,7 +1471,8 @@ def predict_stock_trend_by_option(ticker,lastndays=7):
     df3.rename(columns={'OTM in Calls%':'OTMinCalls%','OTM in Puts%':'OTMinPuts%'}, inplace = True)
     df3.rename(columns={'OTM Calls in Total%':'OTM Calls/Total%','OTM Puts in Total%':'OTM Puts/Total%'}, inplace = True)
     
-    print("\n ======= Predicting Stock Price Trend via Stock Option Configuration: "+ticker+" =======")
+    """
+    print("\n ======= Predicting Price Trend via Option Configuration: "+ticker+" =======")
     #设置打印对齐
     pd.set_option('display.max_columns', 1000)
     pd.set_option('display.width', 1000)
@@ -1453,14 +1480,32 @@ def predict_stock_trend_by_option(ticker,lastndays=7):
     pd.set_option('display.unicode.ambiguous_as_wide', True)
     pd.set_option('display.unicode.east_asian_width', True)
     print(df3.to_string(index=False))
-    
-    lastdate,lastprice=get_last_close(ticker)
+    """
+    #lastdate,lastprice=get_last_close1(ticker)
+    prices_tmp=security_trend(ticker,graph=False)
+    lastdate=str(prices_tmp.tail(1).index.values[0].date())
+    lastprice=str(prices_tmp.tail(1).Close.values[0])
+    """
     print(" Note:")
     print("   1) Recent price:",lastprice,"\b,",lastdate,'\b.')
     print("   2) +(-) predicts higher(lower) price than recent, ++(--) for more likely, +/- for undetermined trend.")
     print("   3) Option trade period: recent "+str(lastndays)+" days. No stock splits in the period. Dates with only 1 option removed.")
     #print("   4) Removed those samples with only one option, if any.")
     print(" "+footnote+'.')
+    """
+    tname=get_stock_name1_en(ticker,short_name=True)
+    titletxt="Predicting Price Trend via Option Configuration: "+tname
+    footnote1="Note:\n"
+    footnote2="1. Recent price: "+lastprice+", "+lastdate+'\n'
+    footnote3="2. +(-) predicts higher(lower) price than recent, ++(--) for more likely, +/- for undetermined trend\n"
+    footnote4="3. Option trade period: recent "+str(lastndays)+" days. No stock splits in the period. Dates with only 1 option removed\n"
+    footnote9=footnote1+footnote2+footnote3+footnote4+footnote    
+    
+    df_display_CSS(df3,titletxt=titletxt,footnote=footnote9,facecolor='papayawhip',decimals=2, \
+           first_col_align='left',second_col_align='right', \
+           last_col_align='right',other_col_align='right', \
+           titile_font_size='16px',heading_font_size='15px', \
+           data_font_size='15px')
     
     return df2
 
@@ -1561,10 +1606,10 @@ def put_timevalue(row):
 #==============================================================================   
 
 if __name__ =="__main__":
-    ticker='JD'
+    ticker='AAPL'
     lastndays=2
 
-def stock_trend_by_option(ticker,lastndays=7,cutoff=[1.1,5.0,10.0]):    
+def price_prospect_via_option(ticker,lastdays=7,cutoff=[1.1,5.0,10.0]):    
     """
     功能：根据股票期权预测股价
     算法：
@@ -1575,39 +1620,47 @@ def stock_trend_by_option(ticker,lastndays=7,cutoff=[1.1,5.0,10.0]):
     5、否则，为不明确
     返回：股票期权明细
     """
-    DEBUG=True
-    print("\nSearching for the option chain of stock",ticker,'...',end='')
+    lastndays=lastdays
+    
+    DEBUG=False
+    print("Searching option chain for",ticker,'...',end='')
     
     try:
         datelist=option_maturity(ticker,printout=False)
     except:
-        print("\n  #Error(stock_trend_by_option): option info not found for stock",ticker)
+        print("\n  #Warning(price_prospect_via_option): option info not found for",ticker)
         return None
     if datelist is None:
-        print("\n  Warning(stock_trend_by_option): options not found for stock",ticker)
+        print("\n  #Warning(price_prospect_via_option): options not found for",ticker)
         return None
-    print("found",len(datelist),"maturity dates")
+    print("found",len(datelist),"maturity dates of options")
 
     #最新的股价
-    print("Searching for the recent close price of stock",ticker,'...',end='')
+    #print("Searching recent close price for",ticker,'...',end='')
     try:
-        lastsdate,lastsprice=get_last_close(ticker)
+        #lastsdate,lastsprice=get_last_close1(ticker)
+        prices_tmp=security_trend(ticker,graph=False)
+        lastsdate=str(prices_tmp.tail(1).index.values[0].date())
+        lastsprice=str(prices_tmp.tail(1).Close.values[0])
+
     except:
-        print("\n#Error(stock_trend_by_option): failed in retrieving close price for stock",ticker)
+        print("\n  #Error(price_prospect_via_option): failed in retrieving close price for",ticker)
         return None
     if (lastsdate is None) or (lastsprice is None):
-        print("\n#Error(stock_trend_by_option): retrieving close price failed for stock",ticker)
+        print("\n  #Error(price_prospect_via_option): retrieving close price failed for",ticker)
         return None
-    print(lastsprice,'\b,',lastsdate)
+    if DEBUG: print(lastsprice,'\b,',lastsdate)
 
     import pandas as pd
     df=pd.DataFrame(columns=['Ticker','Date','Trend','Estimated Price', \
                              'OTM Volume Call/Put','OTM Amount Call/Put','Spot Date','Spot Price'])    
     for d in datelist:
-        print("Analyzing options matured on",d,'...')
+        print_progress_percent2(d,datelist,steps=5,leading_blanks=4)
+        
+        if DEBUG: print("Analyzing options matured on",d,'...')
         opt_call,opt_put=option_chain(ticker,d,printout=False)
         if (len(opt_call) == 0) or (len(opt_put) == 0):
-            print("  #Error(stock_trend_by_option): failed in retrieving stock option matured on",d)
+            print("  #Error(price_prospect_via_option): failed in retrieving options matured on",d)
             break
             return None        
         currency=list(opt_call['currency'])[0]
@@ -1697,7 +1750,7 @@ def stock_trend_by_option(ticker,lastndays=7,cutoff=[1.1,5.0,10.0]):
         if DEBUG: print(", done!")
 
         #比较虚值看涨/看跌期权的数量和交易金额
-        if DEBUG: print("  Evaluating stock price trend ...",end='')
+        if DEBUG: print("  Evaluating price trend ...",end='')
         rateqty=round(numofotmcalls/numofotmputs,2)  
         rateamt=round(amtofotmcalls/amtofotmputs,2)
         trend='+/-'
@@ -1737,10 +1790,11 @@ def stock_trend_by_option(ticker,lastndays=7,cutoff=[1.1,5.0,10.0]):
     df['date']=df['Date'].apply(todatetime)
     df2=df.set_index(['date'])  
     
+    tname=get_stock_name1_en(ticker,short_name=True)
     
     #绘图1：虚值Calls vs Puts数量比例
     import datetime
-    today = datetime.date.today()    
+    stoday = datetime.date.today()    
     
     df2['Benchmark']=1.0
     colname1='OTM Volume Call/Put'
@@ -1748,9 +1802,9 @@ def stock_trend_by_option(ticker,lastndays=7,cutoff=[1.1,5.0,10.0]):
     colname2='Benchmark'
     label2='等比例线'
     ylabeltxt='比例'
-    titletxt="期权链结构中的合约数量: "+ticker_name(ticker)+", 虚值看涨/看跌期权比例"
+    titletxt="期权链中的合约数量: "+tname+", 虚值看涨/看跌期权比例"
 
-    footnote="数据来源：雅虎财经, "+str(today)
+    footnote="数据来源：雅虎财经, "+str(stoday)
     plot_line2(df2,ticker,colname1,label1, \
                df2,ticker,colname2,label2, \
                ylabeltxt,titletxt,footnote)
@@ -1758,9 +1812,8 @@ def stock_trend_by_option(ticker,lastndays=7,cutoff=[1.1,5.0,10.0]):
     #绘图2：OTM Calls vs OTM Puts交易金额比例
     colname1='OTM Amount Call/Put'
     label1='虚值看涨/看跌期权交易金额比例'
-    titletxt="期权链结构中的交易金额: "+ticker_name(ticker)+", 虚值看涨/看跌期权比例"
+    titletxt="期权链中的交易金额: "+tname+", 虚值看涨/看跌期权比例"
 
-    footnote="数据来源：雅虎财经, "+str(today)
     plot_line2(df2,ticker,colname1,label1, \
                df2,ticker,colname2,label2, \
                ylabeltxt,titletxt,footnote)
@@ -1772,9 +1825,8 @@ def stock_trend_by_option(ticker,lastndays=7,cutoff=[1.1,5.0,10.0]):
     colname2='Benchmark'
     label2='当前股价'
     ylabeltxt='股价('+currency+')'
-    titletxt="基于期权链结构的股价走势估计: "+ticker_name(ticker)
+    titletxt="期权链与标的价格预期: "+tname
 
-    footnote="数据来源：雅虎财经, "+str(today)
     plot_line2(df2,ticker,colname1,label1, \
                df2,ticker,colname2,label2, \
                ylabeltxt,titletxt,footnote)
@@ -1782,8 +1834,8 @@ def stock_trend_by_option(ticker,lastndays=7,cutoff=[1.1,5.0,10.0]):
     #打印预测结果
     collist=['Date','Trend','Estimated Price','OTM Volume Call/Put','OTM Amount Call/Put']
     df3=df2[collist]
-    
-    print("\n ======= 基于期权链结构的股票走势和价格预期: "+ticker_name(ticker)+" =======")
+    """
+    print("\n ======= 基于期权链结构的股票走势和价格预期: "+tname+" =======")
     #设置打印对齐
     pd.set_option('display.max_columns', 1000)
     pd.set_option('display.width', 1000)
@@ -1799,6 +1851,21 @@ def stock_trend_by_option(ticker,lastndays=7,cutoff=[1.1,5.0,10.0]):
     print(" 3) 期权交易样本期间: 最近"+str(lastndays)+"个日历日，且期间内未发生分拆.")
     print(" 4) 股价估计可能随时变化，越远期的估计可能准确度越欠佳.")
     print(" "+footnote+'.')
+    """
+    titletxt="期权链与标的价格预期: "+tname
+    footnote1="注:\n"
+    footnote2="1、当前股价: "+currency+str(lastsprice)+", "+lastsdate+'\n'
+    footnote3="2、+(-)表示股价将比当前变高(低), +/-表示趋势不明朗\n"
+    footnote4="3、期权交易样本期间: 最近"+str(lastndays)+"个日历日，且期间内未发生分拆\n"
+    footnote5="4) 股价估计可能随时变化，越远期的估计可能准确度越欠佳\n"
+    
+    footnote9=footnote1+footnote2+footnote3+footnote4+footnote5+footnote
+    
+    df_display_CSS(df3,titletxt=titletxt,footnote=footnote9,facecolor='papayawhip',decimals=2, \
+               first_col_align='left',second_col_align='right', \
+               last_col_align='right',other_col_align='right', \
+               titile_font_size='16px',heading_font_size='15px', \
+               data_font_size='15px')
     
     return df2
 

siat/security_prices.py

@@ -2386,6 +2386,7 @@ if __name__ =="__main__":
 #==============================================================================
 if __name__ =="__main__":
     ticker='AAPL'
+    get_last_close(ticker)
 
 def get_last_close(ticker):
     """
@@ -2397,22 +2398,24 @@ def get_last_close(ticker):
     """
     #获取今日日期
     import datetime
-    today = datetime.date.today()
-    fromdate = date_adjust(today,-30)
+    stoday = datetime.date.today()
+    fromdate = date_adjust(stoday,-30)
+    todate=str(stoday)
     
     #抓取新浪/stooq股票价格
-    from pandas_datareader import data
     try:
-        price=data.DataReader(ticker,start=fromdate,end=today,data_source='yahoo')
+        #price,found=get_price_1ticker_mixed(ticker,fromdate=fromdate,todate=todate,source='yahoo')
+        price,found=get_price_1ticker_mixed(ticker,fromdate=fromdate,todate=todate)
     except:
-        print("\n  #Error(get_last_close): failed in retrieving prices!")        
+        print("\n  #Error(get_last_close): failed in retrieving prices for",ticker)        
         return None,None            
     if price is None:
-        print("\n  #Error(get_last_close): retrieved none info!")
+        print("\n  #Error(get_last_close): retrieved none info for",ticker)
         return None,None  
     if len(price)==0:
-        print("\n  #Error(get_last_close): retrieved empty info!")
+        print("\n  #Error(get_last_close): retrieved empty info for",ticker)
         return None,None         
+    
     price['date']=price.index
     datecvt=lambda x:x.strftime("%Y-%m-%d")
     price['date']=price['date'].apply(datecvt)

siat/translate.py

@@ -1263,6 +1263,7 @@ def codetranslate0(code):
 
         #期货==================================================================
         ["HG=F",'COMEX铜矿石期货'],["CL=F",'NYM原油期货'],
+        ["6B=F",'CME英镑兑美元期货'],
         ["S=F",'CBT大豆期货'],["C=F",'CBT玉米期货'],
         ["ES=F",'CME标普500指数期货'],["YM=F",'CBT道指期货'],
         ["NQ=F",'CME纳指100期货'],["RTY=F",'罗素2000指数期货'],
@@ -2085,6 +2086,7 @@ def codetranslate1(code):
 
         #期货==================================================================
         ["HG=F",'COMEX铜矿石期货'],["CL=F",'NYM原油期货'],
+        ["6B=F",'CME英镑兑美元期货'],
         ["S=F",'CBT大豆期货'],["C=F",'CBT玉米期货'],
         ["ES=F",'CME标普500指数期货'],["YM=F",'CBT道指期货'],
         ["NQ=F",'CME纳指100期货'],["RTY=F",'罗素2000指数期货'],

{siat-3.4.6.dist-info → siat-3.4.8.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.4.6
+Version: 3.4.8
 Summary: Securities Investment Analysis Tools (siat)
 Home-page: https://pypi.org/project/siat/
 Author: Prof. WANG Dehong, International Business School, Beijing Foreign Studies University
@@ -35,34 +35,37 @@ Requires-Dist: itables
 Requires-Dist: py-trans
 Requires-Dist: bottleneck
 
-# Welcome to the Magic World of siat
+<center><font size=6>Welcome to SIAT
 
-# Version history
-Current version: 3.2
-
-This version unifies the architecture of stock, bond and investment fund together.
+# What is siat?
+siat is a Python plug-in for security investment analysis, specially designed for teaching and learning purposes in universities for undergraduate and postgraduate programs.
 
-The unifcation not only makes it convenient to analyze stock, bond and investment fund in same scripts, but also make it easier to construct an investment portfolio with stock, bond and investment fund as components.
+Most of the results by siat are in the form of figures and/or tables.
+# Version history
 Version structure: X.Y.Z
 
 X is the major version for architecture upgrade only.
 Y is the functional version for functional enhancement.
 Z is the minor version just for bug fixing.
-# What is siat?
-siat is a Python plug-in, which stands for security investment analysis toolkit. 
-
-It is specially designed for teaching and learning purposes on security investment in universities for undergraduate and postgraduate programs.
 # Quick examples of using siat
 
 
 ```python
+# Enable siat
 from siat import *
 ```
 
+
+```python
+# Set language to English, default is Chinese
+set_language("English")
+```
+
 ## Example 1: Apple stock price for the recent month
 
 
 ```python
+# Simple way: show Apple's stock price in recent month
 apple=security_trend("AAPL")
 ```
 You may expect to more information, such as price trend in a recent year (MRY), with the high/low point, current price and average price, like below:
@@ -96,6 +99,7 @@ comp=security_trend(['AAPL','MSFT','NVDA'],
 apple=security_technical("AAPL",
                          technical="Bollinger",
                          start="MRQ",
+                         facecolor="white",
                          loc1="upper left", loc2="lower right")
 ```
 
@@ -111,7 +115,7 @@ apple=security_technical2("AAPL",
                          loc1="upper left", loc2="lower right")
 ```
 
-# What sorts of security product does siat support?
+# What security product does siat support?
 1. Public company profile:  world-wide
 2. Stock & stock market index: world-wide
 3. Stock valuation: primarily in China (mainland and HK) and the U.S.
@@ -125,9 +129,9 @@ apple=security_technical2("AAPL",
 11. Balance sheet: in China (full function) and world-wide (basic function)
 12. Income statement: in China mainland (full function) and world-wide (basic function)
 13. Cash flow statement: in China mainland (full function) and world-wide (basic function)
-14. Du Pont Identity:  world-wide
+14. DuPont Identity: world-wide
 15. Sector trend and valuation: primarily in China
-# What sorts of analytical methodology does siat support?
+# What analytical methodology does siat support?
 1. Trend analysis
 2. Panel comparation
 3. Return analysis: rolling returns, holding period returns
@@ -184,9 +188,21 @@ upgrade_siat(alternative="tsinghua")
 
 upgrade_siat(alternative="alibaba")
 
-If the above methods do not work for you, you have to goto the traditional ways to use command-line script, such as:
+If the above methods do not work for your environment, you have to goto the traditional ways to use command-line script, such as:
 
 pip install --upgrade siat
+
+*** For users in China
+The pypi mirror websites may provide siat installing and upgrading in a much faster speed in the following commands: taking aliyun as an example
+
+pip install siat -i https://mirrors.aliyun.com/pypi/simple/
+
+pip install --upgrade siat https://mirrors.aliyun.com/pypi/simple/
+
+*** Warning
+1. The pip command itself may need upgrade as well.
+2. The pip command sometimes may have conflicts with some vpn programs.
+If in this case, try quit vpn program, and try again. 
 # Are there more detailed case studies on using siat?
 YES!
 
@@ -197,7 +213,3 @@ https://space.bilibili.com/284812153
 Welcome to follow the channel!
 # How to report a bug or look for help?
 Write to the author, Prof. WANG Dehong, wdehong2000@163.com
-
-```python
-
-```

{siat-3.4.6.dist-info → siat-3.4.8.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=MjnhlSLKXHXT6TaveSZ5_-RuPNjPuUe-GC0RpzRvnnw,151619
+siat/common.py,sha256=UBmP_PES09tiht6K_DlM08BLlXGC-_CFB4FqoCORu9c,151695
 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
@@ -60,7 +60,7 @@ siat/future_china.py,sha256=F-HsIf2Op8Z22RzTjet1g8COzldgnMjFNSXsAkeGyWo,17595
 siat/future_china_test.py,sha256=BrSzmDVaOHki6rntOtosmRn-6dkfOBuLulJNqh7MOpc,1163
 siat/global_index_test.py,sha256=hnFp3wqqzzL-kAP8mgxDZ54Bd5Ijf6ENi5YJlGBgcXw,2402
 siat/google_authenticator.py,sha256=ZUbZR8OW0IAKDbcYtlqGqIpZdERpFor9NccFELxg9yI,1637
-siat/grafix.py,sha256=W5I4IdOm9q7CdDHFSv6xFmfk9sPZXItXC4cCvp2q6mU,87137
+siat/grafix.py,sha256=dFec-2Ds76JEfvsMj2HS-gHcufv3vpsWe4LwpNX_XoM,87219
 siat/grafix_test.py,sha256=kXvcpLgQNO7wd30g_bWljLj5UH7bIVI0_dUtXbfiKR0,3150
 siat/holding_risk.py,sha256=G3wpaewAKF9CwEqRpr4khyuDu9SU2EGyQUHdk7cmHOA,30693
 siat/holding_risk_test.py,sha256=FRlw_9wFG98BYcg_cSj95HX5WZ1TvkGaOUdXD7-V86s,474
@@ -80,9 +80,9 @@ siat/markowitz_test2.py,sha256=FcVZqYU5va4567WGUVUJ7cMQdVbBGxeBAz82Y3BhCTI,2193
 siat/ml_cases.py,sha256=FYDk0O7l9hhHlbrlOVGgbH-h2DA503lhKFi9XugH1f0,86874
 siat/ml_cases_example.py,sha256=xRGb3YTQEDTOnaWNzZN_myU5umQnA2RdMNiPrxTmn9c,1673
 siat/ml_cases_example1.py,sha256=xRGb3YTQEDTOnaWNzZN_myU5umQnA2RdMNiPrxTmn9c,1673
-siat/option_china.py,sha256=6ucKhcBeWwwB_O7gg-ZtptPNmcXWKCkYK1_6xCyvzPU,112815
+siat/option_china.py,sha256=0eIWy5-0L8fECVwakVoA8EUO-_5u5jGW66dVLRi1_PY,120954
 siat/option_china_test.py,sha256=UQ-YUHUjoGBQyanLcM-yzqeEIUQP_gCQIeT0W6rnUnA,16355
-siat/option_pricing.py,sha256=KQmdJ5gyOOLTRK4PRT8O8mOOWw3kCJSXAF4YttKCT3k,70268
+siat/option_pricing.py,sha256=8uGzCNcSmLu_99w8qx99oqxvUHUNOZq5LObPffrdtxk,73177
 siat/option_pricing_test.py,sha256=eeorV5Ja5vjlRXnP6fWJHetGU5Vb8SnLopkC6RV3GfA,2203
 siat/option_sina_api_test.py,sha256=dn-k_wrQnAaNKHoROvWJEc7lqlU0bwiV2Aa4usWAFGM,5908
 siat/proxy_test.py,sha256=erQJrmGs2X46z8Gb1h-7GYQ0rTUcaR8dxHExWoBz2eM,2610
@@ -98,7 +98,7 @@ siat/sector_china.py,sha256=nP6kfYsnaQWZj8dK-zklwSDW8FDS-obZWp_zL0ec2Ig,118603
 siat/sector_china_test.py,sha256=1wq7ef8Bb_L8F0h0W6FvyBrIcBTEbrTV7hljtpj49U4,5843
 siat/security_price.py,sha256=2oHskgiw41KMGfqtnA0i2YjNNV6cYgtlUK0j3YeuXWs,29185
 siat/security_price2.py,sha256=65s64L68aRZdVVK3V8UYxdPd_JHMqgJ2FBJJX5MSW-Q,26174
-siat/security_prices.py,sha256=2aLBSyVRfcZ1-5jqF_r3N02RvlaNNqssJS9GgxGidgM,106235
+siat/security_prices.py,sha256=ZEnuKgLnkw1O41BpR44Mpq53N69mW3UdSzEnI_4LuPc,106387
 siat/security_prices_test.py,sha256=OEphoJ87NPKoNow1QA8EU_5MUYrJF-qKoWKNapVfZNI,10779
 siat/security_trend.py,sha256=o0vpWdrJkmODCP94X-Bvn-w7efHhj9HpUYBHtLl55D0,17240
 siat/security_trend2-20240620.py,sha256=QVnEcb7AyVbO77jVqfFsJffGXrX8pgJ9xCfoAKmWBPk,24854
@@ -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=_3fOZozd4RsJGJaITSn7Kil4PvmQFGpKVKHbcLRiBZI,218193
+siat/translate.py,sha256=Nspy2Ts2QTqWcqH94BXHO7OjnNvYOCqfPCcwTFoWwxc,218285
 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-3.4.6.dist-info/METADATA,sha256=Agk7WFoMV7XNYw3oVZAWg1hEo1UmDFKgavjPoVFN0z8,7309
-siat-3.4.6.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
-siat-3.4.6.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.4.6.dist-info/RECORD,,
+siat-3.4.8.dist-info/METADATA,sha256=za1tq7AU9BmJbNQUSZICpzAQvfJZc4_ThYOCqwcGN2s,7682
+siat-3.4.8.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
+siat-3.4.8.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.4.8.dist-info/RECORD,,