siat 3.6.7__py3-none-any.whl → 3.6.8__py3-none-any.whl

siat/option_pricing.py

@@ -20,6 +20,7 @@ from siat.translate import *
 from siat.grafix import *
 from siat.security_prices import *
 from siat.security_trend2 import *
+from siat.yf_name import *
 #==============================================================================
 import matplotlib.pyplot as plt
 
@@ -1160,11 +1161,17 @@ def binomial_american_put(S0,X,Days,r0,sigma,q0=0,steps=200,printout=True):
 #==============================================================================
 if __name__=='__main__':
     ticker="AAPL"
+    ticker="SPY"
 
 def option_maturity(ticker,printout=True):
     """
     功能：获得期权的各个到期日期
     """
+    """
+    if not test_yahoo_access():
+        print("  #Warning(option_maturity): failed to access data source Yahoo Finance")
+        return None
+    """
     import yfinance as yf
     opt = yf.Ticker(ticker)
     
@@ -1172,8 +1179,10 @@ def option_maturity(ticker,printout=True):
     try:
         exp_dates=opt.options
     except:
-        print("#Error(option_maturity): failed to get maturity dates for option",ticker)
+        print("  #Error(option_maturity): failed to get option maturity dates for underlying",ticker)
+        print("  Reasons: either",ticker,"does not exist or Yahoo Finance is currently inaccessible")
         return None
+    
     datelist=list(exp_dates)
     if not printout:
         return datelist
@@ -1231,7 +1240,8 @@ def option_chain(ticker,maturity_date='today',printout=True):
     try:
         optlist = opt.option_chain(mdate3)
     except:
-        print("#Error(option_chain): failed to get option chain for",ticker,'\b@',mdate)
+        if printout:
+            print("  #Error(option_chain): failed to get option chain for",ticker,'\b@',mdate)
         return None,None    
     
     opt_call=optlist.calls
@@ -1332,7 +1342,7 @@ if __name__ =="__main__":
 #def predict_stock_trend_by_option(ticker,lastndays=7,power=4):
 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
+    功能：根据期权行权价及交易量预测标的物价格
     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
@@ -1423,7 +1433,7 @@ def market_prospect_via_option(ticker,lastdays=7):
     
     #绘图2：OTM Calls vs OTM Puts相对比例
     colname1='OTM in Calls%'
-    label1='OTM in Calls%%'
+    label1='OTM in Calls%'
     colname2='OTM in Puts%'
     label2='OTM in Puts%'
     ylabeltxt='Percentage'
@@ -1436,7 +1446,7 @@ def market_prospect_via_option(ticker,lastdays=7):
     
     #绘图3：OTM Calls vs OTM Puts绝对比例
     colname1='OTM Calls in Total%'
-    label1='OTM Calls in Total%%'
+    label1='OTM Calls in Total%'
     colname2='OTM Puts in Total%'
     label2='OTM Puts in Total%'
     ylabeltxt='Percentage'
@@ -1447,7 +1457,7 @@ def market_prospect_via_option(ticker,lastdays=7):
                df2,ticker,colname2,label2, \
                ylabeltxt,titletxt,footnote)
 
-    #绘图4：股价预测
+    #绘图4：标的物价格预测
     df2x=df2.drop(df2[df2['Total Options']<=1].index)
     """
     colname='WA Strike'
@@ -1613,14 +1623,14 @@ if __name__ =="__main__":
 
 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
+    功能：根据股票期权预测标的物价格
     算法：
     1、计算虚值看涨/看跌期权数量比例
     2、计算虚值看涨/看跌期权交易金额比例
-    3、若虚值看涨期权占优，为看涨，并据此估计未来股价；
-    4、若虚值看跌期权占优，为看跌，并据此估计未来股价；
+    3、若虚值看涨期权占优，为看涨，并据此估计未来标的物价格；
+    4、若虚值看跌期权占优，为看跌，并据此估计未来标的物价格；
     5、否则，为不明确
-    返回：股票期权明细
+    返回：期权明细
     """
     lastndays=lastdays
     
@@ -1637,7 +1647,7 @@ def price_prospect_via_option(ticker,lastdays=7,cutoff=[1.1,5.0,10.0]):
         return None
     print("found",len(datelist),"maturity dates of options")
 
-    #最新的股价
+    #最新的标的物价格
     #print("Searching recent close price for",ticker,'...',end='')
     try:
         #lastsdate,lastsprice=get_last_close1(ticker)
@@ -1661,10 +1671,25 @@ def price_prospect_via_option(ticker,lastdays=7,cutoff=[1.1,5.0,10.0]):
         
         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(price_prospect_via_option): failed in retrieving options matured on",d)
+        
+        if (opt_call is None) or (opt_put is None):
+            if DEBUG:
+                print("  #Warning(price_prospect_via_option): failed in retrieving options matured on",d)
+            """
             break
             return None        
+            """
+            continue
+        
+        if (len(opt_call) == 0) or (len(opt_put) == 0):
+            if DEBUG:
+                print("  #Warning(price_prospect_via_option): retrieved zero options matured on",d)
+            """
+            break
+            return None     
+            """
+            continue
+            
         currency=list(opt_call['currency'])[0]
         
         ##########处理看涨期权##########
@@ -1820,13 +1845,13 @@ def price_prospect_via_option(ticker,lastdays=7,cutoff=[1.1,5.0,10.0]):
                df2,ticker,colname2,label2, \
                ylabeltxt,titletxt,footnote)
     
-    #绘图3：预测的股价
+    #绘图3：预测的标的物价格
     df2['Benchmark']=lastsprice
     colname1='Estimated Price'
-    label1='预期股价'
+    label1='预期价格'
     colname2='Benchmark'
-    label2='当前股价'
-    ylabeltxt='股价('+currency+')'
+    label2='当前价格'
+    ylabeltxt='价格('+currency+')'
     titletxt="期权链与标的价格预期: "+tname
 
     plot_line2(df2,ticker,colname1,label1, \
@@ -1844,22 +1869,22 @@ def price_prospect_via_option(ticker,lastdays=7,cutoff=[1.1,5.0,10.0]):
     pd.set_option('display.max_colwidth', 1000)
     pd.set_option('display.unicode.ambiguous_as_wide', True)
     pd.set_option('display.unicode.east_asian_width', True)
-    df3.columns=['日期','股价走势','股价预期','虚值看涨/看跌合约数量比例','虚值看涨/看跌交易金额比例']
+    df3.columns=['日期','标的物价格走势','标的物价格预期','虚值看涨/看跌合约数量比例','虚值看涨/看跌交易金额比例']
     print(df3.to_string(index=False))
     
     print(" 注:")
-    print(" 1) 当前股价: "+currency+str(lastsprice),"\b,",lastsdate,'\b.')
-    print(" 2) +(-)表示股价将比当前变高(低), +/-表示趋势不明朗.")
+    print(" 1) 当前价格: "+currency+str(lastsprice),"\b,",lastsdate,'\b.')
+    print(" 2) +(-)表示价格将比当前变高(低), +/-表示趋势不明朗.")
     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(" 4) 价格估计可能随时变化，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"
+    footnote2="1、当前价格: "+currency+str(lastsprice)+", "+lastsdate+'\n'
+    footnote3="2、+(-)表示价格将比当前变高(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"
+    footnote5="4) 价格价格估计可能随时变化，越远期的估计可能准确度越欠佳\n"
     
     footnote9=footnote1+footnote2+footnote3+footnote4+footnote5+footnote
     

siat/yf_name.py

@@ -44,7 +44,7 @@ def test_website(url):
             #print(f"Website {url} access failed，Code：{response.status_code}")
             return False
     except requests.exceptions.RequestException:
-        print(f"Website {url} is inaccessible")
+        print(f"  #Warning: website {url} is inaccessible")
         return False
  
 if __name__=='__main__':

{siat-3.6.7.dist-info → siat-3.6.8.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.6.7
+Version: 3.6.8
 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-3.6.7.dist-info → siat-3.6.8.dist-info}/RECORD

@@ -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=vPALLZDN_oIOmwpaLdB5V6dH4OuA4Q4rSy1K0ADkqYI,120954
 siat/option_china_test.py,sha256=UQ-YUHUjoGBQyanLcM-yzqeEIUQP_gCQIeT0W6rnUnA,16355
-siat/option_pricing.py,sha256=VEqe7VbPkdWX8lS7fJaL1GF9cQx2HRe3UBI2XZJouBQ,73237
+siat/option_pricing.py,sha256=vyQNgBsjcJi70Pa-fJTVVIGK_3jWh80tkd1ESnn3sE4,74069
 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
@@ -139,9 +139,9 @@ siat/valuation.py,sha256=o5FsEBkYGCgyEg2m9oF3_KdTzUxPIsEeJCYtsTDZ8OE,50514
 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=7uLAcOc8XwfYDjuLqWDiUZHfdMpEbytW7E2ayNNT3f4,20069
-siat-3.6.7.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
-siat-3.6.7.dist-info/METADATA,sha256=vhM0Z4lhSt8gGEQbaP8AvVOSR-k63r5nc-5YnBXjts8,8009
-siat-3.6.7.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
-siat-3.6.7.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.6.7.dist-info/RECORD,,
+siat/yf_name.py,sha256=r0Q67cSMMlfebEkI9h9pdGlJCooEq7hw_3M5IUs4cSI,20081
+siat-3.6.8.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
+siat-3.6.8.dist-info/METADATA,sha256=cdP7kLCCwd-OeNJEGGyCsdPWIQW1xXZ2OQrhcrW2N1g,8009
+siat-3.6.8.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
+siat-3.6.8.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.6.8.dist-info/RECORD,,