siat 3.4.7__py3-none-any.whl → 3.4.9__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/market_china.py

@@ -268,10 +268,6 @@ def market_profile_china(market='SSE'):
 
 
 
-
-
-
-
 def market_profile_china_tmp(market='SSE'):
     """
     功能：沪深市场概况，废弃！
@@ -921,7 +917,7 @@ if __name__=='__main__':
 def market_detail_china2(category='price',
                          facecolor='papayawhip',
                          decimals=2,
-                         font_size='22px'):
+                         font_size='20px'):
     """
     功能：给出中国当前最新的三大股票交易所的更多细节，合成
     输出：构造表格型数据框df，利用CSS格式输出

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__':
@@ -1307,26 +1330,31 @@ if __name__ =="__main__":
     lastndays=7
 
 #def predict_stock_trend_by_option(ticker,lastndays=7,power=4):
-def predict_stock_trend_by_option(ticker,lastndays=7):    
+def market_prospect_via_option(ticker,lastdays=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：本函数与price_prospect_via_option内容基本一致，图示方式略有不同
     """
+    lastndays=lastdays
     
+    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 +1414,7 @@ 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 +1427,7 @@ 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 +1440,7 @@ 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 +1451,9 @@ 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 +1473,8 @@ 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 +1482,32 @@ 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, ++(--) more likely, +/- undetermined\n"
+    footnote4="3. Period: recent "+str(lastndays)+" days. No stock splits in the period. Removed dates with 1 option only\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='15px',heading_font_size='13px', \
+           data_font_size='13px')
     
     return df2
 
@@ -1561,10 +1608,10 @@ 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 +1622,47 @@ 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 +1752,7 @@ 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 +1792,11 @@ 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 +1804,9 @@ 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 +1814,8 @@ 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 +1827,8 @@ 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 +1836,8 @@ 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 +1853,21 @@ 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='15px',heading_font_size='13px', \
+               data_font_size='13px')
     
     return df2
 

siat/sector_china.py

@@ -3065,7 +3065,7 @@ if __name__=='__main__':
     
     find_industry_sw(ticker)
     
-def find_industry_sw(ticker,level='1',ticker_order=True,max_sleep=8):
+def find_industry_sw(ticker,level='1',ticker_order=True,max_sleep=10):
     """
     功能：寻找一只或一组股票所属的申万行业，支持股票代码和股票名称。
     level='1'：默认只查找申万1级行业,以便节省时间
@@ -3188,8 +3188,115 @@ def find_industry_sw(ticker,level='1',ticker_order=True,max_sleep=8):
     return result
 
 #==============================================================================
+#东方财富板块分类：查找股票所属行业与主要同行
 #==============================================================================
-#==============================================================================
+if __name__=='__main__':
+    ticker='600519.SS'
+    indicator="市盈率"
+    rank=40
+    
+    font_size="16px"; facecolor="papayawhip"
+    
+    peers=stock_peer_em(ticker,indicator="市盈率",rank=10)
+
+def stock_peer_em(ticker,indicator="市盈率",rank=10, \
+                  font_size="16px",facecolor="papayawhip"):
+    """
+    功能：基于东方财富行业分类，查找股票所属的行业板块以及主要同行
+    特点：行业板块分类较粗糙，略胜于无
+    """
+    if indicator in ["股价","股票价格","价格","收盘价","价位"]:
+        indicator="最新价"
+    if indicator in ["流动性","热门","活跃"]:
+        indicator="换手率"   
+
+    if rank==0:
+        rank=5  
+        
+    import akshare as ak
+    
+    #股票基本信息
+    try:
+        info=ak.stock_individual_info_em(symbol=ticker[:6])
+    except:
+        print("  #Warning(stock_peer_em): stock info not found for",ticker,"\n")
+        df_em=ak.stock_board_industry_name_em()
+        #df_em.sort_values(by="板块名称",ascending=True,inplace=True)
+        #industry_names_em=sorted(list(df_em["板块名称"]),reverse=True)
+        industry_names_em=list(df_em["板块名称"])
+        print("  List of sectors/industries in East Money:",len(df_em))
+        printlist(industry_names_em,numperline=7,beforehand='  ')
+        
+        return None        
+    
+    #东方财富板块名称
+    hangye=info[info['item']=='行业']['value'].values[0]
+    
+    #东方财富板块成分股
+    cfg=ak.stock_board_industry_cons_em(symbol=hangye)
+    
+    cfg_col_list=list(cfg)
+    indicator_col=''
+    for i in cfg_col_list:
+        if indicator in i:
+            indicator_col=i
+    if indicator_col=='':
+        print("  #Warning(stock_peer_em): unsupported indicator",indicator)
+        
+        remove_list=["序号","代码","名称"]
+        cfg_col_list_tmp = [x for x in cfg_col_list if x not in remove_list]
+        print("  Supported indicators:",)
+        print_list(cfg_col_list_tmp,leading_blanks=2)
+        return None        
+    
+    collist=['序号','名称','代码','市盈率-动态','市净率','最新价','涨跌幅','换手率']
+    if not indicator_col in collist:
+        collist=collist+[indicator_col]
+        
+    #重新排序
+    cfg.sort_values(by=indicator_col,ascending=False,inplace=True)
+    cfg.reset_index(drop=True,inplace=True)
+    cfg['序号']=cfg.index+1
+        
+    #行业均值与中位数
+    indicator_mean=cfg[indicator_col].mean()
+    indicator_median=cfg[indicator_col].median()
+    indicator_total=cfg["代码"].count()
+    
+    indicator_value=cfg[cfg['代码']==ticker[:6]][indicator_col].values[0]
+    indicator_seq=cfg[cfg['代码']==ticker[:6]]["序号"].values[0]
+    from scipy.stats import percentileofscore
+    indicator_pct=percentileofscore(cfg[indicator_col],indicator_value)
+    
+    #筛选
+    if rank > 0:
+        rank_flag="前"
+        df_disp=cfg[collist].head(rank)
+    else:
+        rank_flag="后"
+        df_disp=cfg[collist].tail(abs(rank))
+    
+    #制表
+    tname=ticker_name(ticker)
+    titletxt="行业板块及其上市公司排名："+hangye+"，"+indicator_col+"("+rank_flag+str(abs(rank))+"名)"
+    
+    footnote1="全行业的"+indicator_col+"状况：均值"+str(round(indicator_mean,2))+"，中位数"+str(round(indicator_median,2))+"\n"
+    footnote2=tname+"的"+indicator_col+"："+str(round(indicator_value,2))+"，行业排名"+str(indicator_seq)+"/"+str(indicator_total)+"，分位数"+str(round(indicator_pct,2))+"%\n"
+    import datetime; stoday = datetime.date.today()
+    footnote3="*** 信息来源：东方财富，"+str(stoday) 
+    footnote=footnote1+footnote2+footnote3
+    
+    #确定表格字体大小
+    titile_font_size=font_size
+    heading_font_size=data_font_size=str(int(font_size.replace('px',''))-1)+'px'
+    
+    df_display_CSS(df_disp,titletxt=titletxt,footnote=footnote,facecolor=facecolor, \
+                   first_col_align='center',second_col_align='left', \
+                   titile_font_size=titile_font_size,heading_font_size=heading_font_size, \
+                   data_font_size=data_font_size)
+    
+    return cfg
+    
 
 
 

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-3.4.7.dist-info → siat-3.4.9.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.4.7
+Version: 3.4.9
 Summary: Securities Investment Analysis Tools (siat)
 Home-page: https://pypi.org/project/siat/
 Author: Prof. WANG Dehong, International Business School, Beijing Foreign Studies University

{siat-3.4.7.dist-info → siat-3.4.9.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
@@ -60,13 +60,13 @@ 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
 siat/local_debug_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
 siat/luchy_draw.py,sha256=8Ue-NKnvSVqINPY1eXat0NJat5MR-gex_K62aOYFdmA,20486
-siat/market_china.py,sha256=W39wwOG9qr0-NQuOXH8gIKEyA6OiThiju8KHOV-G73o,50732
+siat/market_china.py,sha256=fQjAFyu4JAqtVA8I1QYfzv0fmYhLP3zoNe5Ftk63qgM,50724
 siat/markowitz.py,sha256=DsfS6vG9TAfdJP4GgN-CCArujPi84XjD23CWbxaA2o4,97627
 siat/markowitz2-20240620.py,sha256=irZAPnjaatFsKQmFRMENP-cO6bEUl2narYtkU5NKTWI,108019
 siat/markowitz2.py,sha256=LK2pDEtE5PUmBtCHmCcRs8FlPqZKmhFXiuLIL4JeQa8,121991
@@ -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=VEqe7VbPkdWX8lS7fJaL1GF9cQx2HRe3UBI2XZJouBQ,73237
 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
@@ -94,11 +94,11 @@ siat/risk_evaluation.py,sha256=I6B3gty-t--AkDCO0tKF-291YfpnF-IkXcFjqNKCt9I,76286
 siat/risk_evaluation_test.py,sha256=YEXM96gKzTfwN4U61AS4Rr1tV7KgUvn4rRC6f3iMw9s,3731
 siat/risk_free_rate.py,sha256=ZMr4cHikPvXvywr54gGqiI3Nvb69am6tq3zj2hwzANE,12384
 siat/risk_free_rate_test.py,sha256=CpmhUf8aEAEZeNu4gvWP2Mz2dLoIgBX5bI41vfUBEr8,4285
-siat/sector_china.py,sha256=nP6kfYsnaQWZj8dK-zklwSDW8FDS-obZWp_zL0ec2Ig,118603
+siat/sector_china.py,sha256=y07Yh8t_LKc7MPOeOw6sTNgzmJR6vgYyLVUY9XB3rCU,122864
 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
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