siat 3.5.9__py3-none-any.whl → 3.5.11__py3-none-any.whl

siat/common.py

@@ -4320,7 +4320,6 @@ def df_annual_return(df):
 
 #==============================================================================
 
-
 if __name__ == '__main__':
     df=security_trend("600519.SS",graph=False)
     option="save"
@@ -4372,5 +4371,35 @@ def df_restore(file):
             
 
 #==============================================================================
+if __name__ == '__main__':
+    df=security_trend("600519.SS",start="L5Y",graph=False)
+    column='Close'
+    
+    annual_compound_growth(df,"Close")
+    annual_compound_growth(df,"High")
+    
+def annual_compound_growth(df,column="Close"):
+    """
+    
+    功能：计算df[column]的简单年均复合增长率，假定df按照日期顺序升序排列
+    适用于计算长期股价/指数的年均复合增长率，不适用于收益率的年均复合增长率计算
+    """
+    if not column in list(df):
+        print("  Sorry, column",column,"not found in the dataframe")
+        return
+    
+    day1=df.index[0]; day2=df.index[-1]
+    days=days_between_dates(day1, day2)
+    
+    years=days / 365
+    
+    import numpy as np  
+    growth_rate=round((np.power(df[column][-1]/df[column][0],1/years)-1)*100,2)
+    rate_str=str(growth_rate)+'%'
+    
+    day1str=day1.strftime("%Y-%m-%d"); day2str=day2.strftime("%Y-%m-%d")
+    print("Annual compound growth",rate_str,"from",day1str,"to",day2str)
+    
+    return 
 #==============================================================================
 #==============================================================================

siat/security_price2.py

@@ -42,6 +42,8 @@ if __name__=='__main__':
     
     ticker='AAPL'
     
+    ticker="006257"
+    
     
     fromdate='2024-5-1'; todate='2024-5-20'
     
@@ -55,7 +57,10 @@ if __name__=='__main__':
     source='auto'
     #source='yahoo'
     
+    adjust=''
     adjust='qfq'
+    
+    fill=False
     fill=True
     
     price,found=get_price_1ticker(ticker=ticker,fromdate=fromdate,todate=todate, \

siat/security_prices.py

@@ -708,6 +708,9 @@ if __name__=='__main__':
     ticker='159990.SZ' #ETF基金
     ticker='169201.SZ' #LOF基金
     ticker='180801.SZ' #封闭式基金
+    
+    ticker="006257"
+    
     ticker_type='auto'
     
     ticker='sh019319' #国债
@@ -821,12 +824,22 @@ def get_price_ak_cn(ticker,fromdate,todate,adjust='',ticker_type='auto'):
                     df = exchange_bond_price(ticker2,fromdate,todate,graph=False,data_crop=False)
                     df['Date']=df.index
                 except: 
-                    #print("  #Error(get_price_ak_cn): failed to find prices for",ticker)
-                    return None
+                    try:
+                        #再次尝试抓取开放式基金单位净值
+                        df =get_price_oef_china(ticker2,fromdate,todate)
+                        df['Date']=df.index
+                        
+                        df['ticker']=ticker
+                        df['Adj Close']=df['Close']
+                        df['source']='Sina'
+                    except: 
+                        df=None
+                        #print("  #Error(get_price_ak_cn): failed to find prices for",ticker)
+                        return None
                 found=df_have_data(df)
                 
-                #已找到证券信息，但在规定时段无数据
-                if found=='Empty': return df
+                #已找到证券信息，或在规定时段无数据
+                if found in ['Empty','Found']: return df
         
         #债券优先，然后查找指数、股票和基金。因部分债券代码(特别是国债)与基金代码重合，需要甄别！
         #例如；sh010504既是"05国债⑷"也是"招商稳兴混合C"基金的代码:-(

siat/translate.py

@@ -1112,15 +1112,17 @@ def codetranslate0(code):
         ['TRS5.UK','SPDR美债3-7年期ETF'],['TRSX.UK','SPDR美债7-10年期ETF'],
         ['LUTR.UK','SPDR美债10+年期ETF'],
         
+        # 除了^FTW5000，其他的貌似缺数据
         ['^FTW5000','威尔希尔5000全市场指数'],
-        
         ['^W4500','威尔希尔4500指数'],
         ['^FTW2500','威尔希尔2500指数'],
         ['^FTWUSG','威尔希尔美国巨型公司指数'],['^FTWUSL','威尔希尔美国大型公司指数'],
         ['^FTWUSD','威尔希尔美国中型公司指数'],['^FTWUSS','威尔希尔美国小型公司指数'],
         ['^FTWUSO','威尔希尔美国微型公司指数'],
         
-        ['FVTT.FGI','富时越南指数'],['^RUT','罗素2000指数'],
+        ['FVTT.FGI','富时越南指数'],['SWMCX','嘉信美国中盘股指数ETF'],
+        ['^RUT','罗素2000指数'],['^RUI','罗素1000指数'],
+        
         ['^HSI','恒生指数'],['^N225','日经225指数'],
         ['WIKOR.FGI','富时韩国指数'],['^KS11','韩国综合指数'],
         ['^KOSPI','韩国综合指数'],
@@ -1129,7 +1131,8 @@ def codetranslate0(code):
         ['^CAC','法国CAC40指数'],['^DAX','德国DAX指数'], 
         ['IMOEX.ME','俄罗斯MOEX指数'],['^MOEX','俄罗斯MOEX指数'], 
         ['^RTS','俄罗斯RTS指数（美元标价）'],
-        ['^TASI','沙特TASI指数'],['TA35.TA','以色列TA35指数'],
+        ['^TASI','沙特TASI指数'],
+        ['TA35.TA','以色列TA35指数'],['^TA125.TA','以色列TA125指数'],
         ['^BVSP','巴西BVSP指数'],['^JNX4.JO','南非40指数'],
         ['^KLSE','吉隆坡综合指数'],['^KLCI','吉隆坡综合指数'],
         ['^JCI','雅加达综合指数'],
@@ -1949,7 +1952,8 @@ def codetranslate1(code):
         ['000019.SS','SSE Governance Index'],['000048.SS','SSE CSR Index'],
         
         ['899050.BJ','BSE50 Index'],['^SPX','Standard & Poor 500 Index'],
-        ['^RUT','Russell 2000 Index'],['^NKX','Nikkei 225 Index'],
+        ['^RUT','Russell 2000 Index'],['^RUI','Russell 1000 Index'],
+        ['^NKX','Nikkei 225 Index'],
         ['^NDQ','NASDAQ Composite Index'],['^NDX','NASDAQ 100 Index'],
         ['IBM','IBM Corp'],
         
@@ -2000,7 +2004,8 @@ def codetranslate1(code):
         ['^SNX','India SENSEX 30 Index'],['^FTM','UK FTSE 250 Index'],
         ['^KLCI','Kuala Lumpur Composite Index'],['^KLSE','Kuala Lumpur Composite Index'],
         
-        ['FVTT.FGI','FTSE Viernam Index'],['^RUT','Russell 2000 Index'],
+        ['FVTT.FGI','FTSE Viernam Index'],
+        ['^RUT','Russell 2000 Index'],['^RUI','Russell 1000 Index'],
         ['^HSI','Hang Seng Index'],['^N225','Nikkei 225 Index'],
         ['WIKOR.FGI','FTSE Korea Index'],['^KS11','Korea Composite Index'],
         ['^KOSPI','Korea Composite Index'],['^BSESN','SENSEX Index'],

siat/yf_name.py

@@ -228,7 +228,9 @@ if __name__=='__main__':
     ticker='600777.ss'
     ticker='CPL.WA'
     
-    yahoo_name2(ticker)
+    ticker='SWMCX'
+    
+    yahoo_name1(ticker)
     
     #极端测试
     inamelist=[]
@@ -309,6 +311,8 @@ if __name__ == '__main__':
     stock_code='1155.KL'
     stock_code='MSFT'
     
+    stock_code='SWMCX'
+    
     yahoo_name1_direct(stock_code)
 
  
@@ -322,6 +326,7 @@ def yahoo_name1_direct(stock_code,add_suffix=True):
     stock_code1=stock_code.upper()
     
     #抓取证券名称
+    # https://finance.yahoo.com/quote/SWMCX/
     url = f"https://finance.yahoo.com/quote/{stock_code1}/"
     response = requests.get(url)
     if response.status_code == 200:
@@ -345,6 +350,7 @@ def yahoo_name1_direct(stock_code,add_suffix=True):
 if __name__=='__main__':
     original_name='Oponeo.pl SA'
     original_name='Apple Inc'
+    original_name='Schwab  US Mid-Cap Index'
     
     filter_stock_name(original_name)
     
@@ -352,6 +358,10 @@ def filter_stock_name(original_name):
     """
     功能：过滤从网站上抓取到的证券名称，去掉尾部的公司类别词汇，缩短长度，便于显示
     """
+        
+    #将字符串中的多个空格变为单个空格
+    original_name=replace_multiple_spaces(original_name)
+    
     #定义需要去掉的单词，注意顺序不要轻易颠倒！子串包含的，要长文在前！前置留空格的为避免误删
     remove_list=[' CORPORATION',' BERHAD',' BHD',' PLC',' INC',' AG ST',' NA O N', \
                  ' AKTIENGESELLSCHAFT','(PUBL)',' LLC', \
@@ -363,13 +373,11 @@ def filter_stock_name(original_name):
 
     #去掉逗号和句点
     name1=original_name.replace(',',' ')
+    name1=name1.replace('  ',' ')
     name2=name1.replace('.',' ')
     
-    #将字符串中的多个空格变为单个空格
-    name3=replace_multiple_spaces(name2)
-    
     #将字符串字母全部大写
-    name4=name3.upper()
+    name4=name2.upper()
     
     name5=name4
     for ss in remove_list:
@@ -377,7 +385,7 @@ def filter_stock_name(original_name):
 
     name6=name5.strip()
     
-    name7=original_name[:len(name6)]
+    name7=original_name[:len(name6)+1]
     
     shorter_name=name7
     return shorter_name

{siat-3.5.9.dist-info → siat-3.5.11.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.5.9
+Version: 3.5.11
 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-3.5.9.dist-info → siat-3.5.11.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=PFo30Yu2Vua1GEr02joJj-Wej-e47dAAqwCAVHjj40A,159050
+siat/common.py,sha256=MP24qZMxGN-EJTo3fevK7RIVanc-uSm0fGluKM723wc,160094
 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
@@ -97,8 +97,8 @@ siat/risk_free_rate_test.py,sha256=CpmhUf8aEAEZeNu4gvWP2Mz2dLoIgBX5bI41vfUBEr8,4
 siat/sector_china.py,sha256=MX1pzqvHvmWD9qGAe8lnUoCXSWjwnjBK8HhAbijTirI,150761
 siat/sector_china_test.py,sha256=1wq7ef8Bb_L8F0h0W6FvyBrIcBTEbrTV7hljtpj49U4,5843
 siat/security_price.py,sha256=2oHskgiw41KMGfqtnA0i2YjNNV6cYgtlUK0j3YeuXWs,29185
-siat/security_price2.py,sha256=cbskpPn0C7k0E3TTeXIFg6vrVsbJ6Xa18St6W-aR3Vk,26315
-siat/security_prices.py,sha256=M8Qflbd6cgIJAnXBn3Ifn2z8A0SWzw6Ns_VHn74v1O8,108034
+siat/security_price2.py,sha256=FkX-EeqS5Gqm2kIKnDqrqSk_nvG3BbL3Eu4eEmw1OEY,26379
+siat/security_prices.py,sha256=bzdZ5I6cLPoO9Eu5Fy0T-VHkUxa6pOeEPbLAHgi_weA,108536
 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=12-Qx2sqwANobFsh2k5qyE_idjHs0j2g5cTlh9by7co,240806
+siat/translate.py,sha256=EV2hlAB-YqBT8NYjJSjMVHsK6mn0qbLVHiJGugUcbrM,241067
 siat/translate_20240606.py,sha256=63IyHWEU3Uz9mjwyuAX3fqY4nUMdwh0ICQAgmgPXP7Y,215121
 siat/translate_241003_keep.py,sha256=un7Fqe1v35MXsja5exZgjmLzrZtt66NARZIGlyFuGGU,218747
 siat/universal_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
@@ -139,9 +139,9 @@ siat/valuation.py,sha256=WCqL5zYkZ_Y3MLeoWXTu3G1CknwGdYzhpszbT6cEoYk,49255
 siat/valuation_china.py,sha256=CVp1IwIsF3Om0J29RGkyxZLt4n9Ug-ua_RKhLwL9fUQ,69624
 siat/valuation_market_china_test.py,sha256=gbJ0ioauuo4koTPH6WKUkqcXiQPafnbhU5eKJ6lpdLA,1571
 siat/var_model_validation.py,sha256=R0caWnuZarrRg9939hxh3vJIIpIyPfvelYmzFNZtPbo,14910
-siat/yf_name.py,sha256=9U_XfEeMlS3TrCrO3Bww21nuFgghbnO-cqDJMhQWqew,16193
-siat-3.5.9.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
-siat-3.5.9.dist-info/METADATA,sha256=oEnRGAyy2ZxYebqnrDoiTgQE0OIEmVyc8kAtcOSExkA,8009
-siat-3.5.9.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siat-3.5.9.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.5.9.dist-info/RECORD,,
+siat/yf_name.py,sha256=b4nefqEEbbinCEJ60_EysDCF9JZRott3wwclosZdrH8,16404
+siat-3.5.11.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
+siat-3.5.11.dist-info/METADATA,sha256=yfWj-hdifWXYqqhdhrT1zpfyDAO3BHXcScOeuXzFFNM,8010
+siat-3.5.11.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
+siat-3.5.11.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.5.11.dist-info/RECORD,,

{siat-3.5.9.dist-info → siat-3.5.11.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.41.2)
+Generator: bdist_wheel (0.43.0)
 Root-Is-Purelib: true
 Tag: py3-none-any