siat 3.6.1__py3-none-any.whl → 3.6.7__py3-none-any.whl

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siat/capm_beta2.py CHANGED
@@ -331,12 +331,12 @@ if __name__=='__main__':
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  betas=compare_mticker_1beta(ticker,start,end)
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  def compare_mticker_1beta(ticker,start,end, \
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- adjust='', \
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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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+ attention_value='',attention_value_area='', \
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+ attention_point='',attention_point_area='', \
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  axhline_value=1,axhline_label='', \
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- graph=True,facecolor='whitesmoke',loc='best', \
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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'):
@@ -430,8 +430,8 @@ def compare_mticker_1beta(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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+ attention_value=attention_value,attention_value_area=attention_value_area, \
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+ attention_point=attention_point,attention_point_area=attention_point_area, \
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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,loc=loc)
@@ -459,16 +459,16 @@ if __name__=='__main__':
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  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, \
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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', \
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- ticker_type='auto'):
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+ RF=[0,0.02,0.05], \
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+ regression_period=365, \
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+ attention_value='',attention_value_area='', \
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+ attention_point='',attention_point_area='', \
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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', \
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+ ticker_type='auto'):
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  """
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  功能:一只股票,不同的无风险收益率
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  """
@@ -556,8 +556,8 @@ 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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+ attention_value=attention_value,attention_value_area=attention_value_area, \
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+ attention_point=attention_point,attention_point_area=attention_point_area, \
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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,loc=loc)
@@ -582,13 +582,13 @@ if __name__=='__main__':
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  betas=compare_1ticker_mregression_period(ticker,start,end,RF,regression_period)
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  def compare_1ticker_mregression_period(ticker,start,end, \
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- adjust='', \
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+ adjust='', \
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  RF=0, \
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  regression_period=[183,365,730], \
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- attention_value='', \
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- attention_point='', \
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+ attention_value='',attention_value_area='', \
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+ attention_point='',attention_point_area='', \
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  axhline_value=1,axhline_label='', \
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- graph=True,facecolor='whitesmoke',loc='best', \
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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', \
@@ -675,8 +675,8 @@ 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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+ attention_value=attention_value,attention_value_area=attention_value_area, \
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+ attention_point=attention_point,attention_point_area=attention_point_area, \
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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,loc=loc)
@@ -708,8 +708,8 @@ 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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+ attention_value='',attention_value_area='', \
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+ attention_point='',attention_point_area='', \
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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, \
@@ -729,8 +729,8 @@ 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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- attention_value=attention_value, \
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- attention_point=attention_point, \
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+ attention_value=attention_value,attention_value_area=attention_value_area, \
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+ attention_point=attention_point,attention_point_area=attention_point_area, \
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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, \
@@ -747,14 +747,13 @@ 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, \
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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, \
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- ticker_type=ticker_type)
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+ attention_value=attention_value,attention_value_area=attention_value_area, \
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+ attention_point=attention_point,attention_point_area=attention_point_area, \
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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, \
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+ ticker_type=ticker_type)
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  return df
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  else:
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  #实际上是单个RF
@@ -764,11 +763,10 @@ def compare_beta_security(ticker,start,end, \
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  if isinstance(regression_period,list):
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  if len(regression_period) > 1:
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  df=compare_1ticker_mregression_period(ticker,start,end, \
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- adjust=adjust, \
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+ adjust=adjust, \
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  RF=RF,regression_period=regression_period, \
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- attention_value=attention_value, \
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- attention_point=attention_point, \
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-
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+ attention_value=attention_value,attention_value_area=attention_value_area, \
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+ attention_point=attention_point,attention_point_area=attention_point_area, \
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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, \
@@ -783,9 +781,8 @@ 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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- attention_value=attention_value, \
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- attention_point=attention_point, \
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-
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+ attention_value=attention_value,attention_value_area=attention_value_area, \
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+ attention_point=attention_point,attention_point_area=attention_point_area, \
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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, \