siat 3.5.11__py3-none-any.whl → 3.6.1__py3-none-any.whl

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Files changed (17) hide show
  1. siat/capm_beta2.py +39 -11
  2. siat/common.py +14 -7
  3. siat/grafix.py +285 -29
  4. siat/option_china.py +1 -1
  5. siat/risk_adjusted_return2.py +55 -7
  6. siat/security_prices.py +2 -0
  7. siat/security_trend2.py +70 -14
  8. siat/stock.py +94 -18
  9. siat/stooq.py +2 -1
  10. siat/translate.py +5 -3
  11. siat/valuation.py +29 -12
  12. siat/yf_name.py +127 -3
  13. {siat-3.5.11.dist-info → siat-3.6.1.dist-info}/METADATA +1 -1
  14. {siat-3.5.11.dist-info → siat-3.6.1.dist-info}/RECORD +17 -17
  15. {siat-3.5.11.dist-info → siat-3.6.1.dist-info}/LICENSE +0 -0
  16. {siat-3.5.11.dist-info → siat-3.6.1.dist-info}/WHEEL +0 -0
  17. {siat-3.5.11.dist-info → siat-3.6.1.dist-info}/top_level.txt +0 -0
siat/capm_beta2.py CHANGED
@@ -333,7 +333,10 @@ if __name__=='__main__':
333
333
  def compare_mticker_1beta(ticker,start,end, \
334
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  adjust='', \
335
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  RF=0,regression_period=365, \
336
- graph=True,axhline_value=1,axhline_label='',facecolor='whitesmoke', \
336
+ attention_value='', \
337
+ attention_point='', \
338
+ axhline_value=1,axhline_label='', \
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+ graph=True,facecolor='whitesmoke',loc='best', \
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  annotate=False,annotate_value=False, \
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  mark_top=False,mark_bottom=False,mark_end=False, \
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  mktidx='auto',source='auto',ticker_type='auto'):
@@ -427,9 +430,11 @@ def compare_mticker_1beta(ticker,start,end, \
427
430
  draw_lines(df1,y_label,x_label=footnotex, \
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  axhline_value=axhline_value,axhline_label=axhline_label, \
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  title_txt=title_txt,data_label=False, \
433
+ attention_value=attention_value, \
434
+ attention_point=attention_point, \
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  annotate=annotate,annotate_value=annotate, \
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  mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end,
432
- facecolor=facecolor)
437
+ facecolor=facecolor,loc=loc)
433
438
 
434
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  return df
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440
 
@@ -456,7 +461,10 @@ def compare_1ticker_mRF(ticker,start,end, \
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  adjust='', \
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  RF=[0,0.02,0.05], \
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  regression_period=365, \
459
- graph=True,axhline_value=1,axhline_label='',facecolor='whitesmoke', \
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+ attention_value='', \
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+ attention_point='', \
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+ axhline_value=1,axhline_label='', \
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+ graph=True,facecolor='whitesmoke',loc='best', \
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  annotate=False,annotate_value=False, \
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  mark_top=False,mark_bottom=False,mark_end=False, \
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  mktidx='auto',source='auto', \
@@ -548,9 +556,11 @@ def compare_1ticker_mRF(ticker,start,end, \
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  draw_lines(df1,y_label,x_label=footnotex, \
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  axhline_value=axhline_value,axhline_label=axhline_label, \
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  title_txt=title_txt,data_label=False, \
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+ attention_value=attention_value, \
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+ attention_point=attention_point, \
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  annotate=annotate,annotate_value=annotate, \
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  mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
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- facecolor=facecolor)
563
+ facecolor=facecolor,loc=loc)
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564
 
555
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  return df
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566
 
@@ -575,7 +585,10 @@ def compare_1ticker_mregression_period(ticker,start,end, \
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  adjust='', \
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  RF=0, \
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  regression_period=[183,365,730], \
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- graph=True,axhline_value=1,axhline_label='',facecolor='whitesmoke', \
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+ attention_value='', \
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+ attention_point='', \
590
+ axhline_value=1,axhline_label='', \
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+ graph=True,facecolor='whitesmoke',loc='best', \
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  annotate=False,annotate_value=False, \
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  mark_top=False,mark_bottom=False,mark_end=False, \
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  mktidx='auto',source='auto', \
@@ -662,9 +675,11 @@ def compare_1ticker_mregression_period(ticker,start,end, \
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  draw_lines(df1,y_label,x_label=footnotex, \
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  axhline_value=axhline_value,axhline_label=axhline_label, \
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  title_txt=title_txt,data_label=False, \
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+ attention_value=attention_value, \
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+ attention_point=attention_point, \
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  annotate=annotate,annotate_value=annotate, \
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  mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
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- facecolor=facecolor)
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+ facecolor=facecolor,loc=loc)
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669
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  return df
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685
 
@@ -693,11 +708,13 @@ if __name__=='__main__':
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  def compare_beta_security(ticker,start,end, \
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  adjust='', \
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  RF=0,regression_period=365, \
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+ attention_value='', \
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+ attention_point='', \
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  graph=True,facecolor='whitesmoke', \
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  annotate=False,annotate_value=False, \
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  mark_top=False,mark_bottom=False,mark_end=False, \
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  mktidx='auto',source='auto', \
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- ticker_type='auto'):
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+ ticker_type='auto',loc="best"):
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  """
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  功能：组合情况，可能多只股票、多个投资组合或投资组合与股票的混合，多个无风险收益率
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@@ -712,7 +729,9 @@ def compare_beta_security(ticker,start,end, \
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  df=compare_mticker_1beta(ticker,start,end, \
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  adjust=adjust, \
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  RF=RF,regression_period=regression_period, \
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- graph=graph,facecolor=facecolor, \
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+ attention_value=attention_value, \
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+ attention_point=attention_point, \
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+ graph=graph,facecolor=facecolor,loc=loc, \
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  annotate=annotate,annotate_value=annotate, \
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  mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
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  mktidx=mktidx,source=source, \
@@ -728,7 +747,10 @@ def compare_beta_security(ticker,start,end, \
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  df=compare_1ticker_mRF(ticker,start,end, \
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  adjust=adjust, \
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  RF=RF,regression_period=regression_period, \
731
- graph=graph,facecolor=facecolor, \
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+ attention_value=attention_value, \
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+ attention_point=attention_point, \
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+
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+ graph=graph,facecolor=facecolor,loc=loc, \
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  annotate=annotate,annotate_value=annotate, \
733
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  mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
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  mktidx=mktidx,source=source, \
@@ -744,7 +766,10 @@ def compare_beta_security(ticker,start,end, \
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  df=compare_1ticker_mregression_period(ticker,start,end, \
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  adjust=adjust, \
746
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  RF=RF,regression_period=regression_period, \
747
- graph=graph,facecolor=facecolor, \
769
+ attention_value=attention_value, \
770
+ attention_point=attention_point, \
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+
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+ graph=graph,facecolor=facecolor,loc=loc, \
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  annotate=annotate,annotate_value=annotate, \
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  mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
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  mktidx=mktidx,source=source, \
@@ -758,7 +783,10 @@ def compare_beta_security(ticker,start,end, \
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  df=compare_mticker_1beta(ticker,start,end, \
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  adjust=adjust, \
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  RF=RF,regression_period=regression_period, \
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- graph=graph,facecolor=facecolor, \
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+ attention_value=attention_value, \
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+ attention_point=attention_point, \
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+
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+ graph=graph,facecolor=facecolor,loc=loc, \
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  annotate=annotate,annotate_value=annotate, \
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  mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
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  mktidx=mktidx,source=source, \
siat/common.py CHANGED
@@ -2916,15 +2916,15 @@ def fix_package(file='stooq.py',package='pandas_datareader'):
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  result=copyfile(srcfile,objfile)
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  except IOError as e:
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  print(" #Error(fix_package): Unable to copy file. %s" % e)
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- print(" Program failed most likely becos of incorrect source/target directories.")
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+ print(" Program failed, most likely becos of incorrect source/target directories.")
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  print(" Solution: manually copy the file",srcfile,"to the folder",objpath1)
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  #exit(1)
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  except:
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  print(" #Error(fix_package): Unexpected error:", sys.exc_info())
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  #exit(1)
2925
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  else:
2926
- print(" Successfuly overrided",file,"of package",package)
2927
- print(" Please RESTART your Python kernel before continue to use siat")
2926
+ print(" Overrided",file,"in",package)
2927
+ print(" Please RESTART Python kernel before using siat")
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  return
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@@ -3737,7 +3737,7 @@ def df_display_CSS(df,titletxt='',footnote='',facecolor='papayawhip',decimals=2,
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  first_col_align='left',second_col_align='right', \
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  last_col_align='right',other_col_align='right', \
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  titile_font_size='16px',heading_font_size='15px', \
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- data_font_size='15px'):
3740
+ data_font_size='14px',footnote_font_size='13px'):
3741
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  """
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  功能：采样CSS式样显示df，适用于Jupyter环境，整齐紧凑，不挑浏览器
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  注意：若facecolor不被支持，则自动改为papayawhip
@@ -3808,7 +3808,14 @@ def df_display_CSS(df,titletxt='',footnote='',facecolor='papayawhip',decimals=2,
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  display(style6)
3809
3809
 
3810
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  if not footnote=='':
3811
- print(footnote)
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+ #print(footnote)
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+
3813
+ from IPython.display import display, HTML
3814
+ ft_list=footnote.split('\n') #分行显示，因下列显示方式无法识别换行
3815
+ for ft in ft_list:
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+ # 使用HTML和CSS设置字体大小
3817
+ html_code = f'<p style="font-size:{footnote_font_size};">{ft}</p>'
3818
+ display(HTML(html_code))
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  #print('') #空一行
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3820
 
3814
3821
  return
@@ -4394,11 +4401,11 @@ def annual_compound_growth(df,column="Close"):
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  years=days / 365
4395
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4396
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  import numpy as np
4397
- growth_rate=round((np.power(df[column][-1]/df[column][0],1/years)-1)*100,2)
4404
+ growth_rate=round((np.power(df[column][-1]/df[column][0],1/years)-1)*100,3)
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  rate_str=str(growth_rate)+'%'
4399
4406
 
4400
4407
  day1str=day1.strftime("%Y-%m-%d"); day2str=day2.strftime("%Y-%m-%d")
4401
- print("Annual compound growth",rate_str,"from",day1str,"to",day2str)
4408
+ print("Annualized compound growth",rate_str,"from",day1str,"to",day2str)
4402
4409
 
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  return
4404
4411
  #==============================================================================