siat 3.4.8__py3-none-any.whl → 3.4.10__py3-none-any.whl

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_pricing.py

@@ -1330,11 +1330,13 @@ 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
-    注意：本函数已废弃！
+    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)
@@ -1497,15 +1499,15 @@ def predict_stock_trend_by_option(ticker,lastndays=7):
     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"
+    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='16px',heading_font_size='15px', \
-           data_font_size='15px')
+           titile_font_size='15px',heading_font_size='13px', \
+           data_font_size='13px')
     
     return df2
 
@@ -1864,8 +1866,8 @@ def price_prospect_via_option(ticker,lastdays=7,cutoff=[1.1,5.0,10.0]):
     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')
+               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 +3188,275 @@ 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_industry_peer_em(ticker,indicator="市盈率",rank=10)
+
+def stock_peers_em(ticker,indicator="市盈率",rank=10, \
+                  font_size="16px",facecolor="papayawhip", \
+                  numberPerLine=7):
+    """
+    功能：基于东方财富行业分类，查找股票所属的行业以及主要同行
+    特点：行业分类较粗糙，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:
+        if not ticker=='':
+            print("  #Warning(stock_peer_em): stock info not found for",ticker)
+            
+        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 stock industries in East Money:",len(df_em),end='')
+        #printlist(industry_names_em,numperline=7,beforehand='  ')
+        printInLine_md(industry_names_em,numberPerLine=numberPerLine,colalign="center")
+        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
+            break
+        
+    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.sort_values(by=[indicator_col]+["代码"],ascending=[False,True],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"+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
+    
 #==============================================================================
+if __name__=='__main__':
+    concept='酒'
+    concept='股'
+    concept='白酒'
+    
+    ticker="600519.SS"
+    indicator="市盈率"
+    rank=40
+    
+    font_size="16px"; facecolor="papayawhip"; numberPerLine=7
+    
+
+def concept_stocks_em(concept='',ticker='',indicator="市盈率",rank=10, \
+                      font_size="16px",facecolor="papayawhip",numberPerLine=7):
+    """
+    功能：基于东方财富概念板块，查找关键字相关概念以及股票业绩
+    特点：概念板块划分细致，同一股票可能分属多个板块，与行业分类不同
+    """
+    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
+    
+    #获取所有板块信息
+    try:
+        concept_df = ak.stock_board_concept_name_em()
+    except:
+        print("  #Warning(concept_stocks_em): data source is unaccessible, check network")
+        return None
+   
+    concept_list=list(concept_df["板块名称"])
+    concept_list2 = [x for x in concept_list if "昨日" not in x]
+    concept_list_tmp = [x for x in concept_list2 if concept in x]
+    
+    #未找到
+    if len(concept_list_tmp)==0 or concept=='':
+        if concept!='':
+            print("  #Warning(concept_stocks_em): concept not found with",concept)
+        print("  Available concepts in East Money:",len(concept_list2),end='')
+        printInLine_md(concept_list2,numberPerLine=numberPerLine,colalign="center")
+        #print("  Tips: you can use one of the concepts above to re-run the command")
+        
+        return None    
+        
+    #找到多个概念板块
+    if len(concept_list_tmp)>1 and len(concept_list_tmp)<numberPerLine:
+        print("  Concepts found in East Money:",end='')
+        print_list(concept_list_tmp,leading_blanks=2)
+        #print("  Tips: you can use one of the concepts above to re-run the command")
+        
+        return None    
+
+    if len(concept_list_tmp)>numberPerLine and concept!='':
+        print("  Concepts found in East Money:",len(concept_list_tmp),end='')
+        printInLine_md(concept_list_tmp,numberPerLine=numberPerLine,colalign="center")
+        #print("  Tips: you can use one of the concepts above to re-run the command")
+        
+        return None    
+
+    #找到一个概念板块，详细处理
+    #if len(concept_list_tmp)==1:
+    concept=concept_list_tmp[0]
+    
+    #东方财富概念板块成分股
+    cfg=ak.stock_board_concept_cons_em(concept)
+    
+    cfg_col_list=list(cfg)
+    indicator_col=''
+    for i in cfg_col_list:
+        if indicator in i:
+            indicator_col=i
+            break
+        
+    if indicator_col=='':
+        print("  #Warning(concept_stocks_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]+["代码"],ascending=[False,True],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()
+    
+    found_stock=False
+    stock_list=list(cfg['代码'])
+    if ticker[:6] in stock_list:
+        found_stock=True
+    else:
+        if not ticker=='':
+            print("  #Warning(concept_stocks_em): stock not found for",ticker)
+    
+    if found_stock:
+        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
+    titletxt="概念板块及其上市公司排名："+concept+"，"+indicator_col+"("+rank_flag+str(abs(rank))+"名)"
+
+    footnote1="概念板块的"+indicator_col+"整体状况：均值"+str(round(indicator_mean,2))+"，中位数"+str(round(indicator_median,2))+"\n"
+    footnote2=''
+    if found_stock:
+        tname=ticker_name(ticker)
+        footnote2=tname+"的"+indicator_col+"："+str(round(indicator_value,2))+"，板块排名"+str(indicator_seq)+"/"+str(indicator_total)+"，分位"+str(round(indicator_pct,2))+"%\n"
+    else:
+        footnote2="概念板块："+concept+"，成分股数量"+str(len(cfg))+'\n'
+        
+    import datetime; stoday = datetime.date.today()
+    footnote3="*** 信息来源：东方财富，"+str(stoday) 
+    if found_stock:
+        footnote=footnote1+footnote2+footnote3
+    else:
+        footnote=footnote2+footnote1+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-3.4.8.dist-info → siat-3.4.10.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.4.8
+Version: 3.4.10
 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-3.4.8.dist-info → siat-3.4.10.dist-info}/RECORD

@@ -66,7 +66,7 @@ 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
@@ -82,7 +82,7 @@ siat/ml_cases_example.py,sha256=xRGb3YTQEDTOnaWNzZN_myU5umQnA2RdMNiPrxTmn9c,1673
 siat/ml_cases_example1.py,sha256=xRGb3YTQEDTOnaWNzZN_myU5umQnA2RdMNiPrxTmn9c,1673
 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=8uGzCNcSmLu_99w8qx99oqxvUHUNOZq5LObPffrdtxk,73177
+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
@@ -94,7 +94,7 @@ siat/risk_evaluation.py,sha256=I6B3gty-t--AkDCO0tKF-291YfpnF-IkXcFjqNKCt9I,76286
 siat/risk_evaluation_test.py,sha256=YEXM96gKzTfwN4U61AS4Rr1tV7KgUvn4rRC6f3iMw9s,3731
 siat/risk_free_rate.py,sha256=ZMr4cHikPvXvywr54gGqiI3Nvb69am6tq3zj2hwzANE,12384
 siat/risk_free_rate_test.py,sha256=CpmhUf8aEAEZeNu4gvWP2Mz2dLoIgBX5bI41vfUBEr8,4285
-siat/sector_china.py,sha256=nP6kfYsnaQWZj8dK-zklwSDW8FDS-obZWp_zL0ec2Ig,118603
+siat/sector_china.py,sha256=ASAIwlysX9HbS4C30gd6Uh7d1dWAQdRGQvUgJhtexm0,129147
 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
@@ -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-3.4.8.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,,
+siat-3.4.10.dist-info/METADATA,sha256=gTlCZesag1aR19iTEb2e5ORaiOiAO2uJku9vpyRI7z8,7683
+siat-3.4.10.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
+siat-3.4.10.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.4.10.dist-info/RECORD,,

{siat-3.4.8.dist-info → siat-3.4.10.dist-info}/WHEEL

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