siat 3.6.7__py3-none-any.whl → 3.7.1__py3-none-any.whl

siat/allin.py

@@ -117,6 +117,9 @@ from siat.compare_cross import *
 # 股票技术分析
 from siat.stock_technical import *
 
+# 事件研究法
+from siat.event_study import *
+
 # 2FA: Google Authenticator
 from siat.google_authenticator import *
 

siat/common.py

@@ -3943,6 +3943,24 @@ def df_swap_columns(df, col1, col2):
     cols[i2], cols[i1] = cols[i1], cols[i2]
     
     return df[cols]
+
+#==============================================================================
+if __name__=='__main__':
+    adate="2024-6-8"
+    week_day(adate)
+    week_day("2024-11-16")
+    week_day("2024-11-17")
+ 
+def week_day(adate):
+    import pandas as pd
+    try:
+        datepd=pd.to_datetime(adate)
+    except:
+        return 0,False
+    
+    weekday = datepd.weekday()
+    return weekday  # 周六和周日的索引值分别为5和6
+
 #==============================================================================
 if __name__=='__main__':
     adate="2024-6-8"
@@ -3956,7 +3974,7 @@ def is_weekend(adate):
         return False
     
     weekday = datepd.weekday()
-    return weekday == 5 or weekday == 6  # 周五和周六的索引值分别为5和6
+    return weekday == 5 or weekday == 6  # 周六和周日的索引值分别为5和6
 
 
 #==============================================================================
@@ -4410,3 +4428,55 @@ def annual_compound_growth(df,column="Close"):
     return 
 #==============================================================================
 #==============================================================================
+if __name__ == '__main__':
+    sample1=[1,2,3]
+    sample2=0
+    
+    ttest(sample1,sample2)
+    
+
+def ttest(sample1,sample2):
+    """
+    
+    功能：对比sample1与sample2之间是否存在显著差异，配对学生检验
+    sample1：可为数值型的列表或序列，不可为空
+    sample2：可为数值型的列表或序列或单个数值，若为列表或序列需与sample1个数相同
+    """
+    import pandas as pd
+    import numpy as np
+    from scipy import stats
+    
+    #检查与预处理
+    if not (isinstance(sample1,list) or isinstance(sample1,pd.Series)):
+        print("  #Error(ttest): sample1 must be a list or series",sample1)
+        return None
+    
+    if not (isinstance(sample2,list) or isinstance(sample2,pd.Series)):
+        if isinstance(sample2,int) or isinstance(sample2,float):
+            sample2=[sample2]
+            sample2=[item for s in sample2 for item in [s]*len(sample1)]           
+        else:
+            print("  #Error(ttest): sample2 must be a list or series or a value",sample2)
+            return None
+    
+    
+    # 转换样本数据
+    sample1 = pd.Series(sample1)
+    sample1=sample1.astype(float)
+    sample1 = np.array(sample1)
+    
+    sample2 = pd.Series(sample2)
+    sample2=sample2.astype(float)
+    sample2 = np.array(sample2)
+     
+    # 执行t检验
+    t_stat, p_value = stats.ttest_ind(sample1, sample2)
+    
+    return round(p_value,4)
+
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================

siat/event_study.py

@@ -0,0 +1,521 @@
+# -*- coding: utf-8 -*-
+"""
+本模块功能：证券事件分析法
+所属工具包：证券投资分析工具SIAT 
+SIAT：Security Investment Analysis Tool
+创建日期：2024年11月14日
+最新修订日期：
+作者：王德宏 (WANG Dehong, Peter)
+作者单位：北京外国语大学国际商学院
+作者邮件：wdehong2000@163.com
+版权所有：王德宏
+用途限制：仅限研究与教学使用！
+特别声明：作者不对使用本工具进行证券投资导致的任何损益负责！
+"""
+
+#==============================================================================
+#关闭所有警告
+import warnings; warnings.filterwarnings('ignore')
+#==============================================================================
+from siat.common import *
+from siat.translate import *
+#from siat.security_trend2 import *
+
+from siat.stock import *
+#from siat.security_prices import *
+#from siat.security_price2 import *
+#from siat.capm_beta2 import *
+#from siat.risk_adjusted_return2 import *
+#from siat.valuation import *
+
+from siat.grafix import *
+
+import pandas as pd; import numpy as np
+
+import datetime as dt; stoday=str(dt.date.today())
+#==============================================================================
+#==============================================================================
+if __name__=='__main__':
+    #测试组1
+    ticker='600519.SS'
+    
+    event_date='2024-4-2' #贵州茅台2023年报于2024年4月2日晚披露
+    start='2024-3-1'; end='2024-4-30'
+    event_window=[1,1] #事件发生时股市已经收盘，故检测下一个交易日的股市反应
+    market_index='000001.SS' #贵州茅台在上交所上市，故使用上证综合指数
+    
+    #测试组2
+    ticker=['600519.SS','399997.SZ']
+    
+    event_date='2024-3-15' #315晚会
+    start='2024-3-1'; end='2024-3-30'
+    event_window=[1,2]
+    market_index='000300.SS'
+    
+    #共同部分
+    post_event_days=7
+    method='CAPM'
+    early_response_days=-2
+    estimation_window_days=-365
+    
+    RF=0
+    ret_type="Daily Adj Ret%"
+    ticker_type='stock' #贵州茅台为股票
+    facecolor="whitesmoke"
+    show_AR='auto'
+    loc='best'
+    
+    es=event_study("600519.SS",event_date="2024-4-2", \
+                   start='2024-3-1',end='2024-4-30', \
+                   event_window=[0,0],post_event_days=7, \
+                   method='CAPM', \
+                   market_index='000001.SS',RF=0.0143)
+    
+    es=event_study("600519.SS",event_date="2024-4-2", \
+                   start='2024-3-15',end='2024-4-20', \
+                   event_window=[0,1],post_event_days=7, \
+                   method='CAPM', \
+                   market_index='000001.SS',RF=0.0143) 
+        
+    es=event_study("600519.SS",event_date="2024-4-2", \
+                   start='2024-3-1',end='2024-4-30', \
+                   event_window=[0,0],post_event_days=7, \
+                   method='market',market_index='000001.SS')
+    
+    es=event_study("600519.SS",event_date="2024-4-2", \
+                   start='2024-3-1',end='2024-4-30', \
+                   event_window=[0,0],post_event_days=7, \
+                   method='random walk')        
+        
+        
+def event_study(ticker,event_date, \
+                start='MRM',end='today', \
+                event_window=[0,0], \
+                post_event_days=7, \
+                method='CAPM', \
+                early_response_days=-2, \
+                estimation_window_days=-365, \
+                market_index='000300.SS', \
+                RF=0, \
+                ret_type="Daily Adj Ret%", \
+                ticker_type='auto', \
+                facecolor="whitesmoke",show_AR='auto',loc='best'):
+    """
+    
+    功能：展示事件研究法的累计异常收益率CAR。
+    参数：
+    ticker：证券代码，可为股票、债券、基金、指数、国债收益率等。可为单个或多个。
+    event_date：事件发生日（注意时区的影响），以此日期为基期0，该日期可能在周末或假日。
+        注意：允许标注多个事件日，但仅以第一个事件日计算相关日期。
+    start/end：展示事件影响的起止日期，至少需要将事件日、事件窗口和事件后窗口包括在内，主要用于绘图。
+        注意：如果不绘制AR仅绘制CAR，事件窗口前CAR均为空，start日期在绘图中将不起作用。
+    event_window：事件窗口的起止日期，为相对事件日的相对日期，默认[0,0]，即事件当日一天。
+        注意：事件窗口不一定包括事件日（适用于事件日在非交易日的情形，例如周末或假日）
+        如果事件日为非交易日，事件窗口需要后移至事件日后的第一个交易日。
+        如果怀疑市场提前对事件发生反应，可以考虑前移事件窗口的开始日期。
+    post_event_days：用于分析事件窗口后的漂移效应，取事件窗口后多少天，默认取7天。
+    method：估计事件窗口以及事件后窗口收益率预期值的方法，默认为CAPM（主要用于ticker为股票等）
+        如果ticker为股票等，也可以直接使用指数的收益率为其预期收益率，此时method为Market或Index。
+        如果ticker为指数，无法再借助指数，method只能使用Random Walk，即使用前一个收益率为预期收益率。
+        注意：不管多个ticker时里面的不同证券类型，仅按第一个ticker的类型判断，并使用同一种证券类型。
+    early_response_days：默认为-2，即提前2天市场就开始有反应。
+        市场很可能对事件提前发生反应（因为泄密等原因），例如中国市场规定上市公司董事会开完后两天内必须披露。
+        很可能刚开完董事会，市场就得到了消息。为规避这种情况对估计窗口的影响，可以调节此参数。
+    estimation_window_days：当method使用CAPM时，用于估计贝塔系数和截距项，以便计算预期收益率。
+        默认在事件窗口开始日期+提前反应天数前的365个自然日（约250个交易日）。
+    market_index：当method为CAPM时，用于计算市场收益率。默认中国市场采用000300.SS。
+        注意：需要根据不同市场采取不同的市场指数，例如香港市场为恒生指数，美国市场为标普500指数等。
+    ticker_type：显式指明ticker的证券类型，当siat误判其类型（中国内地股票/债券/基金）时使用，默认'auto'。
+    facecolor：显式指定绘图背景颜色，默认"whitesmoke"。
+    show_AR：是否绘图时绘制异常收益率AR，默认'auto'（单个ticker时绘制，多个时不绘制），也可指定True/False强行绘制/不绘制。
+    """
+    
+    DEBUG=False
+    
+    #=====事件研究各个日期的计算与调整===========================================
+    if isinstance(event_date,str):
+        event_date=[date_adjust(event_date,adjust=0)]
+    elif isinstance(event_date,list):
+        event_date=[date_adjust(ed,adjust=0) for ed in event_date]
+    else:
+        print("  #Warning(event_study): invalid date or list of dates {}".format(event_date))
+        return None
+    event_date.sort() #升序排序
+    
+    #事件窗口日期计算与调整
+    event_window_new=event_window.copy() #列表的普通赋值仅为指针，新列表的改动也会影响原列表
+    adjust_start=0
+    event_window_start=date_adjust(event_date[0],adjust=event_window[0])
+    if week_day(event_window_start) == 5: #周六
+        adjust_start=2
+    elif week_day(event_window_start) == 6: #周日
+        adjust_start=1
+    event_window_start=date_adjust(event_window_start,adjust=adjust_start)
+    event_window_new[0]=event_window[0]+adjust_start
+
+    adjust_end=0
+    event_window_end=date_adjust(event_window_start,adjust=event_window[1]-event_window[0])
+    if week_day(event_window_end) == 5: #周六
+        adjust_end=2
+    elif week_day(event_window_end) == 6: #周日
+        adjust_end=1
+    event_window_end=date_adjust(event_window_end,adjust=adjust_end)
+    event_window_new[1]=event_window[1]+adjust_start+adjust_end
+
+    
+    if DEBUG:
+        print("  DEBUG: event window is between {0} to {1}".format(event_window_start,event_window_end))
+
+    if event_window_new != event_window:
+        print("  #Notice: event window adjusted to {} because of crossing weekend".format(event_window_new))
+
+    #事件后窗口日期的计算与调整
+    post_event_start=date_adjust(event_window_end,adjust=0)
+    if week_day(post_event_start) == 5: #周六
+        post_event_start=date_adjust(post_event_start,adjust=2)
+    elif week_day(post_event_start) == 6: #周日
+        post_event_start=date_adjust(post_event_start,adjust=1)
+    
+    post_event_end=date_adjust(post_event_start,adjust=post_event_days)
+    if week_day(post_event_end) == 5: #周六
+        post_event_end=date_adjust(post_event_end,adjust=2)
+    elif week_day(post_event_end) == 6: #周日
+        post_event_end=date_adjust(post_event_end,adjust=1)
+    
+    if post_event_end > stoday:
+        post_event_end = stoday
+        
+    if DEBUG:
+        print("  DEBUG: post event window is between {0} to {1}".format(post_event_start,post_event_end))
+    
+
+    #事件窗口前日期计算与调整
+    event_eve_date=date_adjust(event_window_start,adjust=-1)
+    if week_day(event_eve_date) == 5: #周六
+        event_eve_date=date_adjust(event_eve_date,adjust=-1)
+    elif week_day(event_eve_date) == 6: #周日
+        event_eve_date=date_adjust(event_eve_date,adjust=-2)
+
+    if DEBUG:
+        print("  DEBUG: event eve is on {}".format(event_eve_date))
+    
+    #提前反应日期计算与调整
+    early_response_date=date_adjust(event_date[0],adjust=early_response_days)
+    if week_day(early_response_date) == 5: #周六
+        early_response_date=date_adjust(early_response_date,adjust=-1)
+    elif week_day(early_response_date) == 6: #周日
+        early_response_date=date_adjust(early_response_date,adjust=-2)
+
+    if DEBUG:
+        print("  DEBUG: early response started on {}".format(early_response_date))
+        
+    #估计窗口日期的计算
+    est_window_end=date_adjust(early_response_date,adjust=-1)
+    est_window_start=date_adjust(est_window_end,adjust=estimation_window_days)        
+    
+    #=====判断ticker是否为指数，调整预期收益率计算方法============================
+    if isinstance(ticker,str):
+        ticker=[ticker]
+    elif isinstance(ticker,list):
+        ticker=ticker
+    else:
+        print("  #Warning(event_study): unexpected type of ticker {}".format(ticker))
+        return None
+        
+    if market_index in ticker:
+        print("  #Warning(event_study): market_index {0} in ticker {1}, removed from ticker".format(market_index,ticker))
+        ticker.remove(market_index)        
+    
+    tname=ticker_name(ticker[0],ticker_type)
+    #检查ticker是否为指数或国债收益率
+    """
+    if ("指数" in tname or "index" in tname.lower()) or ("收益率" in tname or "yield" in tname.lower()):
+        if not ("random" in method.lower() or "walk" in method.lower()):
+            print("  #Notice: check the applicability of ticker {0}, method {1} with market index {2}".format(ticker[0],method,market_index))
+    """
+    #=====获取证券价格和/或相关指数数据==========================================
+    if 'capm' in method.lower() or 'market' in method.lower() or 'index' in method.lower(): 
+        df_ret=compare_msecurity(tickers=ticker+[market_index],measure=ret_type, \
+                                   start=est_window_start,end=end, \
+                                   ticker_type=ticker_type, \
+                                   graph=False)
+        """
+        for t in ticker+[market_index]:
+            df_ret.rename(columns={ticker_name(t,ticker_type):t},inplace=True)
+        """
+    if 'random' in method.lower() or 'walk' in method.lower(): 
+        df_ret=compare_msecurity(tickers=ticker,measure=ret_type, \
+                                   start=est_window_start,end=end, \
+                                   ticker_type=ticker_type, \
+                                   graph=False)
+        for t in ticker_name(ticker,ticker_type):
+            #df_ret.rename(columns={ticker_name(t,ticker_type):t},inplace=True)
+            df_ret[t+"_predicted"]=df_ret[t].shift(1)
+        
+    #=====计算异常收益率AR=====
+    df_cols=list(df_ret)
+    if 'market' in method.lower() or 'index' in method.lower(): 
+        for t in ticker_name(ticker,ticker_type):
+            df_ret[t+'_AR']=df_ret[t]-df_ret[ticker_name(market_index)]
+    elif 'random' in method.lower() or 'walk' in method.lower():
+        for t in ticker_name(ticker,ticker_type):
+            df_ret[t+'_AR']=df_ret[t]-df_ret[t+"_predicted"]
+    else: #按CAPM计算
+        #回归CAPM
+        est_window_startpd=pd.to_datetime(est_window_start)
+        est_window_endpd  =pd.to_datetime(est_window_end)
+        df_reg=df_ret[(df_ret.index >=est_window_startpd) & (df_ret.index <=est_window_endpd)].copy()
+        
+        #删除空缺值，否则回归会出错
+        df_reg=df_reg.replace([np.nan, None], np.nan).dropna()
+        
+        import statsmodels.api as sm
+        X=df_reg[ticker_name(market_index)] - RF #无截距项回归，需要RF
+        beta_dict={}
+        for t in ticker_name(ticker,ticker_type):
+            y=df_reg[t] - RF
+            model = sm.OLS(y,X)	#定义回归模型R-Rf=beta(Rm-Rf)，X可为多元矩阵
+            results = model.fit()	#进行OLS回归
+            beta=results.params[0]	#提取回归系数
+            
+            beta_dict[t] = beta
+
+        #有截距回归，无需RF
+        #from scipy import stats 
+        #(beta,alpha,r_value,p_value,std_err)=stats.linregress(df_reg[market_index],df_reg[ticker])
+
+        if DEBUG:
+            print("  DEBUG: RF={0}, beta={1}".format(RF,beta_dict))
+
+        for t in ticker_name(ticker,ticker_type):
+            df_ret[t+"_predicted"]=(df_ret[ticker_name(market_index)] - RF)*beta_dict[t] + RF   
+            df_ret[t+"_AR"]=df_ret[t]-df_ret[t+"_predicted"]
+            
+    #=====计算CAR=====
+    for t in ticker_name(ticker,ticker_type):
+        df_ret[t+"_CAR"]=0
+    event_window_startpd=pd.to_datetime(event_window_start)
+    event_window_endpd=pd.to_datetime(event_window_end)
+    post_event_endpd=pd.to_datetime(post_event_end)
+    
+    startpd=pd.to_datetime(start); endpd=pd.to_datetime(end)
+    #df_ret_event=df_ret[(df_ret.index >=event_window_startpd) & (df_ret.index <=post_event_endpd)]
+    df_ret_event=df_ret[(df_ret.index >=event_window_startpd) & (df_ret.index <=endpd)]
+    for t in ticker_name(ticker,ticker_type):
+        df_ret_event[t+'_CAR'] = df_ret_event[t+'_AR'].cumsum()
+    
+    df_ret_before_event=df_ret[(df_ret.index >=startpd) & (df_ret.index < event_window_startpd)]
+    for t in ticker_name(ticker,ticker_type):
+        df_ret_before_event[t+'_CAR']=np.nan
+    
+    #df_ret_after_event=df_ret[(df_ret.index >post_event_endpd)]
+    #df_ret_after_event['CAR']=np.nan
+    
+    #df_show=pd.concat([df_ret_before_event,df_ret_event,df_ret_after_event])
+    df_show=pd.concat([df_ret_before_event,df_ret_event])
+    df_show_cols=[]
+    for c in list(df_show):
+        if show_AR=='auto':
+            if len(ticker)==1:
+                if 'AR' in c or 'CAR' in c:
+                    df_show_cols=df_show_cols+[c]
+                    show_AR=True
+            else:
+                if 'CAR' in c:
+                    df_show_cols=df_show_cols+[c]
+                    show_AR=False
+        elif show_AR==True:
+            if 'AR' in c or 'CAR' in c:
+                df_show_cols=df_show_cols+[c]
+        else: #show_AR==False
+            if 'CAR' in c:
+                df_show_cols=df_show_cols+[c]
+            
+    df_show2=df_show[df_show_cols]
+
+    #=====绘图=================================================================
+    #设置标签   
+    df0=df_show2
+    
+    y_label="收益率%"
+    
+    
+    footnote1="首事件日{0}，事件窗口{1}，事件后窗口天数{2}，市场提前反应天数{3}".format(event_date[0],event_window_new,post_event_days,early_response_days)
+    footnote2="收益率类型："+ectranslate(ret_type)
+    
+    if "market" in method.lower() or "index" in method.lower():
+        method_name="市场指数"
+    elif "random" in method.lower() or "walk" in method.lower():
+        method_name="随机漫步"
+    else:
+        method_name="CAPM"
+        
+    footnote3="，收益率预期方法："+method_name
+    if not ('random' in method.lower() or 'walk' in method.lower()):
+        footnote4='，市场指数：'+ticker_name(market_index)
+    else:
+        footnote4=''
+    
+    #显著性检验：异于零的t检验
+    df_event_window=df0[(df0.index >=event_window_start) & (df0.index <=event_window_end)]
+    footnote5="事件窗口CAR的p值："
+    for c in list(df_event_window):
+        if 'CAR' in c.upper():
+            if len(df_event_window[c])==1:
+                if  abs(df_event_window[c].values[0]) > 0.01:
+                    p_value=0.0
+                else:
+                    p_value=1.0
+            else:
+                p_value=ttest(df_event_window[c],0)
+            footnote5=footnote5+c[:-4]+str(p_value)[:6]+"，"
+    footnote5=footnote5.strip("，")
+
+    df_post_event_window=df0[(df0.index >event_window_end) & (df0.index <=post_event_end)]
+    footnote6="事件后窗口CAR的p值："
+    for c in list(df_post_event_window):
+        if 'CAR' in c.upper():
+            if len(df_post_event_window[c])==1:
+                if  abs(df_post_event_window[c].values[0]) > 0.01:
+                    p_value=0.0
+                else:
+                    p_value=1.0
+            else:
+                p_value=ttest(df_post_event_window[c],0)
+            footnote6=footnote6+c[:-4]+str(p_value)[:6]+"，"
+    footnote6=footnote6.strip("，")
+    
+    footnote7="数据来源：Sina/EM/Yahoo/Stooq/SWHY，"+stoday
+
+    #x_label=footnote1+'\n'+footnote2+footnote3+footnote4+'\n'+footnote5+'\n'+footnote6+'\n'+footnote7
+    x_label=footnote1+'\n'+footnote2+footnote3+footnote4+'\n'+footnote7
+
+    
+    axhline_value=0
+    axhline_label="零线"
+    title_txt="事件影响分析："
+    for t in ticker_name(ticker,ticker_type):
+        title_txt=title_txt+t+'，'
+    title_txt=title_txt.strip("，")
+
+    #判断最新可获得日期
+    last_date=df0.index[-1].strftime("%Y-%m-%d")
+    if DEBUG:
+        print("  DEBUG: last_date={}".format(last_date))
+    if post_event_end > last_date:
+        post_event_end = last_date
+    
+    if event_window_new[0] != event_window_new[1]:
+        attention_point_area=[event_window_start,event_window_end]
+    else:
+        attention_point_area=[event_window_start,post_event_end]
+    
+    #去掉重复日期项标注且不改变顺序
+    event_date_new=[]
+    for d in event_date:
+        d_new=date_adjust(d,adjust=0)
+        event_date_new=event_date_new+[d_new]
+
+    attention_point=[event_eve_date,event_window_start,event_window_end,post_event_end]+event_date_new
+    if not show_AR:
+        period_days=calculate_days(event_eve_date,post_event_end)
+        if DEBUG:
+            print("  DEBUG: period_days={}".format(period_days))
+
+        if period_days< 6:
+            #绘图时横轴若少于6天会出现时间刻度，易误导需避免
+            draw_start_date=date_adjust(event_eve_date,adjust=period_days-6)
+            attention_point=[draw_start_date,event_window_start,event_window_end,post_event_end]+event_date_new
+    """
+    if show_AR:        
+        attention_point=[event_eve_date,event_window_start,event_window_end,post_event_end]+event_date_new
+    else:
+        attention_point=[event_eve_date,event_window_start,event_window_end,post_event_end]+event_date_new
+        df0=df0[(df0.index >= start) & (df0.index <=post_event_end)]
+    """    
+    attention_point.sort(reverse=False)
+    attention_point=list({}.fromkeys(attention_point).keys())    
+    
+    #绘图
+    draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
+               data_label=False, \
+               loc=loc,resample_freq='D',smooth=False, \
+               annotate=True,annotate_value=False, \
+               attention_point=attention_point, \
+               attention_point_area=attention_point_area, \
+               ticker_type=ticker_type,facecolor=facecolor)
+    
+    #=====输出AR和/或CAR表格====================================================
+    df1=df0.copy()
+    #df1=df1.replace([np.nan, None], np.nan).dropna()
+    df1=df1.replace([np.nan, None],'-')
+    df1["日期"]=df1.index
+    df1["日期"]=df1["日期"].apply(lambda x: x.strftime("%Y-%m-%d"))
+
+    df1=df1[(df1["日期"] >= event_date[0]) & (df1["日期"] <= post_event_end)]
+    df1["星期"]=df1["日期"].apply(lambda x: week_day(x)+1)
+    
+    df1["事件标记"]=''
+    for d in event_date_new:
+        if len(event_date_new)==1:
+            event_text="事件日"
+        else:
+            pos=event_date_new.index(d)
+            if pos==1:
+                event_text="首事件日"
+            else:
+                event_text="事件日"+str(pos+1)
+        df1["事件标记"]=df1.apply(lambda x: event_text if x["日期"]==d else x["事件标记"],axis=1)
+
+    event_text="，事件窗口开始日"
+    df1["事件标记"]=df1.apply(lambda x: x["事件标记"]+event_text if x["日期"]==event_window_start else x["事件标记"],axis=1)
+    event_text="，事件窗口结束日"
+    df1["事件标记"]=df1.apply(lambda x: x["事件标记"]+event_text if x["日期"]==event_window_end else x["事件标记"],axis=1)
+    event_text="事件后窗口结束日"
+    df1["事件标记"]=df1.apply(lambda x: x["事件标记"]+event_text if x["日期"]==post_event_end else x["事件标记"],axis=1)
+        
+    event_text="，事件窗口"
+    df1["事件标记"]=df1.apply(lambda x: x["事件标记"]+event_text if (x["日期"] > event_window_start) and (x["日期"] < event_window_end) else x["事件标记"],axis=1)
+        
+    event_text="，事件后窗口"
+    df1["事件标记"]=df1.apply(lambda x: x["事件标记"]+event_text if (x["日期"] > event_window_end) and (x["日期"] < post_event_end) else x["事件标记"],axis=1)
+
+    df1["事件标记"]=df1["事件标记"].apply(lambda x: x.strip('，'))
+    
+    #显示表格
+    df0_list=list(df0)
+    df1_list=["事件标记","日期","星期"]+df0_list
+    df1=df1[df1_list]
+    #title_txt=title_txt+"，窗口收益率"
+    
+    if "CAPM" in method.upper():
+        footnotex="CAPM回归期间：{0}至{1}".format(est_window_start,est_window_end)
+        footnotey="CAPM贝塔系数："
+        for k in beta_dict:
+            footnotey=footnotey+k+str(round(beta_dict[k],4))[:6]+"，"
+        footnotey=footnotey.strip("，")
+    
+        footnote=footnote2+footnote3+footnote4+'\n'+footnotex+'\n'+footnotey+'\n'+footnote5+'\n'+footnote6
+    else:
+        footnote=footnote2+footnote3+footnote4+'\n'+footnote5+'\n'+footnote6
+    
+    
+    df_display_CSS(df1,titletxt=title_txt,footnote=footnote,facecolor='papayawhip',decimals=4, \
+                   first_col_align='left',second_col_align='left', \
+                   last_col_align='center',other_col_align='center')
+
+
+    return df_show2
+    
+    
+    
+    
+    
+    
+    
+    
+    
+    
+    
+    
+    

siat/grafix.py

@@ -291,6 +291,9 @@ def plot_line(df0,colname,collabel,ylabeltxt,titletxt,footnote,datatag=False, \
             atp_list=attention_point
         else:
             atp_list=[]
+        #去重，不打乱原来的顺序
+        atp_list=list(dict.fromkeys(atp_list))
+            
         if not atp_list==[] and not atp_list==['']:
             
             for at in atp_list:
@@ -348,7 +351,7 @@ def plot_line(df0,colname,collabel,ylabeltxt,titletxt,footnote,datatag=False, \
         if haveLegend:
             plt.legend(loc=loc,fontsize=legend_txt_size)
 
-    plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gcf().autofmt_xdate(ha="center") # 优化标注（自动倾斜）
     try:
         plt.gca().set_facecolor(facecolor) #设置画布背景颜色
     except:
@@ -614,6 +617,10 @@ def plot_line2_coaxial(df01,ticker1,colname1,label1, \
             atp_list=attention_point
         else:
             atp_list=[]
+            
+        #去重，不打乱原来的顺序
+        atp_list=list(dict.fromkeys(atp_list))
+        
         if not atp_list==[] and not atp_list==['']:
             
             for at in atp_list:
@@ -710,7 +717,7 @@ def plot_line2_coaxial(df01,ticker1,colname1,label1, \
     
     # 同轴绘图时，loc1/loc2未用上！
     plt.legend(loc=loc1,fontsize=legend_txt_size)
-    plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gcf().autofmt_xdate(ha="center") # 优化标注（自动倾斜）
     try:
         plt.gca().set_facecolor(facecolor)
     except:
@@ -865,6 +872,9 @@ def plot_line2_coaxial2(df01,ticker1,colname1,label1, \
             atp_list=attention_point
         else:
             atp_list=[]
+        #去重，不打乱原来的顺序
+        atp_list=list(dict.fromkeys(atp_list))
+            
         if not atp_list==[] and not atp_list==['']:
             
             for at in atp_list:
@@ -973,7 +983,7 @@ def plot_line2_coaxial2(df01,ticker1,colname1,label1, \
     
     # 同轴绘图时，loc1/loc2未用上！
     plt.legend(loc=loc1,fontsize=legend_txt_size)
-    plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gcf().autofmt_xdate(ha="center") # 优化标注（自动倾斜）
     try:
         plt.gca().set_facecolor(facecolor)
     except:
@@ -1067,6 +1077,8 @@ def plot_line2_twinx(df01,ticker1,colname1,label1, \
             atp_list=attention_point
         else:
             atp_list=[]
+        #去重，不打乱原来的顺序
+        atp_list=list(dict.fromkeys(atp_list))
 
         if DEBUG:
             print("In plot_line2_twinx")
@@ -1182,7 +1194,7 @@ def plot_line2_twinx(df01,ticker1,colname1,label1, \
     ax2.legend(loc=loc2,fontsize=legend_txt_size)
     
     #自动优化x轴标签
-    plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gcf().autofmt_xdate(ha="center") # 优化标注（自动倾斜）
         
     plt.title(titletxt,fontweight='bold',fontsize=title_txt_size)
     plt.show()
@@ -1295,6 +1307,8 @@ def plot_line2_twinx2(df01,ticker1,colname1,label1, \
             atp_list=attention_point
         else:
             atp_list=[]
+        #去重，不打乱原来的顺序
+        atp_list=list(dict.fromkeys(atp_list))
 
         if DEBUG:
             print("In plot_line2_twinx")
@@ -1426,7 +1440,7 @@ def plot_line2_twinx2(df01,ticker1,colname1,label1, \
     #自动优化x轴标签
     #格式化时间轴标注
     #plt.gca().xaxis.set_major_formatter(mdate.DateFormatter('%y-%m-%d')) 
-    plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gcf().autofmt_xdate(ha="center") # 优化标注（自动倾斜）
         
     plt.title(titletxt,fontweight='bold',fontsize=title_txt_size)
     plt.show()
@@ -1634,9 +1648,9 @@ def draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
                          color=last_line_color)
 
     #用于关注值的颜色列表
-    atv_color_list=["lightgray","paleturquoise","wheat","khaki","lightsage"]
+    atv_color_list=["lightgray","paleturquoise","wheat","khaki","lightsage","hotpink","mediumslateblue"]
     #用于关注点的颜色列表
-    atp_color_list=["crimson","dodgerblue","magenta","lightseagreen","chocolate"]
+    atp_color_list=["crimson","dodgerblue","magenta","lightseagreen","chocolate","hotpink","mediumslateblue"]
 
     if not attention_value=='':
         if isinstance(attention_value,int) or isinstance(attention_value,float):
@@ -1663,11 +1677,21 @@ def draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
             atp_list=attention_point
         else:
             atp_list=[]
+        #去重，不打乱原来的顺序
+        atp_list=list(dict.fromkeys(atp_list))
+            
         if not atp_list==[] and not atp_list==['']:
             
             for at in atp_list:
-                pos=atp_list.index(at)
-                color=atp_color_list[pos]
+                try:
+                    pos=atp_list.index(at)
+                    color=atp_color_list[pos]
+                except:
+                    print("*** in draw_lines:")
+                    print("atp_list={0},at={1},pos={2}".format(atp_list,at,pos))
+                    print("atp_color_list={0}".format(atp_color_list))
+                    
+                    color=atp_color_list[-1]
                 
                 #判断是否日期字符串
                 try:
@@ -1725,7 +1749,7 @@ def draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
     #图示标题
     plt.title(title_txt,fontweight='bold',fontsize=title_txt_size)
     
-    plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gcf().autofmt_xdate(ha="center") # 优化标注（自动倾斜）
     try:
         plt.gca().set_facecolor(facecolor)
     except:
@@ -2006,6 +2030,9 @@ def draw_lines2(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
             atp_list=attention_point
         else:
             atp_list=[]
+        #去重，不打乱原来的顺序
+        atp_list=list(dict.fromkeys(atp_list))
+            
         if not atp_list==[] and not atp_list==['']:
             for at in atp_list:
                 pos=atp_list.index(at)
@@ -2037,7 +2064,7 @@ def draw_lines2(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
         plt.xlabel(x_label,fontweight='bold',fontsize=xlabel_txt_size,ha='center')
     #图示标题
     plt.title(title_txt,fontweight='bold',fontsize=title_txt_size)
-    plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gcf().autofmt_xdate(ha="center") # 优化标注（自动倾斜）
     try:
         plt.gca().set_facecolor(facecolor)
     except:
@@ -2280,7 +2307,7 @@ def plot_2lines(df01,colname1,label1, \
     plt.xlabel(footnote,fontsize=xlabel_txt_size,ha='center')
     plt.legend(loc='best',fontsize=legend_txt_size)
     
-    plt.gcf().autofmt_xdate() # 优化标注（自动倾斜）
+    plt.gcf().autofmt_xdate(ha="center") # 优化标注（自动倾斜）
     try:
         plt.gca().set_facecolor(facecolor)
     except:

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-3.7.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.6.7
+Version: 3.7.1
 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-3.7.1.dist-info}/RECORD

@@ -1,6 +1,6 @@
 siat/__init__ -20240701.py,sha256=gP5uajXnJesnH5SL0ZPwq_Qhv59AG1bs4qwZv26Fo2Y,2894
 siat/__init__.py,sha256=sJP_LlLfNAssg5ZCPxxkVMi2v6h5x3WcSco3KBN5CsE,2040
-siat/allin.py,sha256=mGm28SxvGGiNAsg6RleiqgyFQvrpgQZERYqpPkdDzPw,2851
+siat/allin.py,sha256=JLuxVmxtlOTDelnfulK6rPoFTIhzTNe5_GShXCiKGZY,2904
 siat/alpha_vantage_test.py,sha256=tKr-vmuFH3CZAqwmISz6jzjPHzV1JJl3sPfZdz8aTfM,747
 siat/assets_liquidity.py,sha256=o_UZdLs693uNWPEQB2OzxDH0mdWimOmq4qe_vx1pue0,28987
 siat/assets_liquidity_test.py,sha256=UWk6HIUlizU7LQZ890fGx8LwU1jMMrIZswg8cFUJWZ8,1285
@@ -18,7 +18,7 @@ siat/capm_beta.py,sha256=cxXdRVBQBllhbfz1LeTJAIWvyRYhW54nhtNUXv4HwS0,29063
 siat/capm_beta2.py,sha256=-ZYYp1HK7SkfTR3vBKZ0QVC4Q_tbST2O4MGbX_V77J0,32031
 siat/capm_beta_test.py,sha256=ImR0c5mc4hIl714XmHztdl7qg8v1E2lycKyiqnFj6qs,1745
 siat/cmat_commons.py,sha256=Nj9Kf0alywaztVoMVeVVL_EZk5jRERJy8R8kBw88_Tg,38116
-siat/common.py,sha256=dqvWnw2gyMVo7l2dMyhJeaJZJIyUCVcTMTXC1ryHQos,160442
+siat/common.py,sha256=Ed89feCX9c7i_hbd_pcDk8h7Ie-VHOVKITSH4cKA02M,162842
 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
@@ -32,6 +32,7 @@ siat/economy.py,sha256=ijMAVA5ydghbQDgNDDdz8fz9NPd2eq90RzpJSRGWz5c,78638
 siat/economy_test.py,sha256=6vjNlPz7W125pJb7simCddobSEp3jmLIMvVkLRZ7zW8,13339
 siat/esg.py,sha256=GMhaonIKtvOK83rhpQUH5aJt2OL3HQBSVfD__Yw-0oo,19040
 siat/esg_test.py,sha256=Z9m6GUt8O7oHZSEG9aDYpGdvvrv2AiRJdHTiU6jqmZ0,2944
+siat/event_study.py,sha256=GCZSMGOAxthVEcRVv9eerIX4RYT_9cnnR6PvIx2mMXE,23833
 siat/exchange_bond_china.pickle,sha256=zDqdPrFacQ0nqjP_SuF6Yy87EgijIRsFvFroW7FAYYY,1265092
 siat/fama_french.py,sha256=aUTC-67t_CEPbLk4u79woW_zfZ7OCP6Fo4z5EdWCSkQ,48051
 siat/fama_french_test.py,sha256=M4O23lBKsJxhWHRluwCb3l7HSEn3OFTjzGMpehcevRg,4678
@@ -60,7 +61,7 @@ siat/future_china.py,sha256=F-HsIf2Op8Z22RzTjet1g8COzldgnMjFNSXsAkeGyWo,17595
 siat/future_china_test.py,sha256=BrSzmDVaOHki6rntOtosmRn-6dkfOBuLulJNqh7MOpc,1163
 siat/global_index_test.py,sha256=hnFp3wqqzzL-kAP8mgxDZ54Bd5Ijf6ENi5YJlGBgcXw,2402
 siat/google_authenticator.py,sha256=ZUbZR8OW0IAKDbcYtlqGqIpZdERpFor9NccFELxg9yI,1637
-siat/grafix.py,sha256=yhWxVk0b-u5ZbP_DS32tZLudl5rwFlUBquiF4JrhXq8,107612
+siat/grafix.py,sha256=EYgRBCfUTgJ9B5rTCzhO9UoABM1amTPUVXkOeKWpgGg,108806
 siat/grafix_test.py,sha256=kXvcpLgQNO7wd30g_bWljLj5UH7bIVI0_dUtXbfiKR0,3150
 siat/holding_risk.py,sha256=G3wpaewAKF9CwEqRpr4khyuDu9SU2EGyQUHdk7cmHOA,30693
 siat/holding_risk_test.py,sha256=FRlw_9wFG98BYcg_cSj95HX5WZ1TvkGaOUdXD7-V86s,474
@@ -82,7 +83,7 @@ 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 +140,9 @@ 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-3.7.1.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
+siat-3.7.1.dist-info/METADATA,sha256=QEq7a5uvfG4GBQLwJDP2ARnKHjAG-4T_A16Bp45lBZc,8009
+siat-3.7.1.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
+siat-3.7.1.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.7.1.dist-info/RECORD,,