siat 3.7.26__py3-none-any.whl → 3.7.27__py3-none-any.whl

siat/__init__.py

@@ -14,7 +14,25 @@ from siat.allin import *
 
 import pkg_resources
 current_version=pkg_resources.get_distribution("siat").version
-current_list=current_version.split('.')
-print("Successfully enabled siat v{}".format(current_version))
+#current_list=current_version.split('.')
+
+#==============================================================================
+# 处理stooq.py修复问题
+restart=False
+try:
+    with open('fix_package.pkl','rb') as file:
+        siat_ver=pickle.load(file)
+        if siat_ver != current_version:
+            restart=True
+except:
+    restart=True
+    with open('fix_package.pkl','wb') as file:
+        pickle.dump(current_version,file)
+
+if not restart:
+    print("Successfully enabled siat v{}".format(current_version))
+else:
+    fix_package()
+    #print("Please RESTART Python kernel since siat is newly installed or upgraded")
 
 #==============================================================================

siat/common.py

@@ -60,6 +60,8 @@ def text_lang(txtcn,txten):
     else: txt=txten
     
     return txt
+
+
 #==============================================================================
 """
 def today():
@@ -2928,6 +2930,9 @@ def fix_package(file='stooq.py',package='pandas_datareader'):
     
     return    
 
+    
+
+
 #==============================================================================
 if __name__=='__main__':
     file='stock_info.pickle'

siat/markowitz.py

@@ -2150,11 +2150,19 @@ if __name__=='__main__':
 def cm2inch(x,y):
     return x/2.54,y/2.54
 
-def security_correlation(tickers,start,end,info_type='Close'):
+def security_correlation(tickers,start='L5Y',end='today',info_type='Close'):
     """
+    ===========================================================================
     功能：股票/指数收盘价之间的相关性
-    info_type='Close': 默认Close, 还可为Open/High/Low/Volume
+    参数：
+    tickers：指标列表，至少两个
+    start：起始日期，格式YYYY-MM-DD，支持简易格式
+    end：截止日期
+    info_type：指标的数值类型，默认'Close', 还可为Open/High/Low/Volume
     """
+    
+    start,end=start_end_preprocess(start,end)
+    
     info_types=['Close','Open','High','Low','Volume']
     info_types_cn=['收盘价','开盘价','最高价','最低价','成交量']
     if not(info_type in info_types):
@@ -2197,7 +2205,8 @@ def security_correlation(tickers,start,end,info_type='Close'):
 
 
     #fig = plt.figure(figsize=(cm2inch(16,12)))
-    fig = plt.figure(figsize=(cm2inch(12,8)))
+    #fig = plt.figure(figsize=(cm2inch(12,6)))
+    fig = plt.figure(figsize=(12.8,7.2))
     ax1 = plt.gca()
     
     #构造mask，去除重复数据显示
@@ -2210,7 +2219,7 @@ def security_correlation(tickers,start,end,info_type='Close'):
     im1 = sns.heatmap(df_coor,annot=True,cmap="YlGnBu"
                         , mask=mask#构造mask，去除重复数据显示
                         ,vmax=1,vmin=-1
-                        , fmt='.2f',ax = ax1,annot_kws={"size": 6})
+                        , fmt='.2f',ax = ax1,annot_kws={"size": 5})
     
     ax1.tick_params(axis = 'both', length=0)
     
@@ -2259,8 +2268,8 @@ def security_correlation(tickers,start,end,info_type='Close'):
                     elif  pv< 0.001:
                         ax1.text(n+widthx,m+widthy,'***',ha = 'center',color = 'k',fontdict=font_dict)
     
-    plt.title("证券"+info_type_cn+"之间的相关性")
-    plt.tick_params(labelsize=6)
+    plt.title("序列相关性分析："+info_type_cn)
+    plt.tick_params(labelsize=5)
     
     footnote1="\n显著性数值：***非常显著(<0.001)，**很显著(<0.01)，*显著(<0.05)，其余为不显著"
     footnote2="\n系数绝对值：>=0.8极强相关，0.6-0.8强相关，0.4-0.6相关，0.2-0.4弱相关，否则为极弱(不)相关"
@@ -2269,7 +2278,7 @@ def security_correlation(tickers,start,end,info_type='Close'):
     import datetime as dt; stoday=dt.date.today()    
     footnote4="；数据来源：Sina/EM/Stooq/Yahoo，"+str(stoday)
     
-    fontxlabel={'size':6}
+    fontxlabel={'size':5}
     plt.xlabel(footnote1+footnote2+footnote3+footnote4,fontxlabel)
     #plt.xticks(rotation=45)
     

{siat-3.7.26.dist-info → siat-3.7.27.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: siat
-Version: 3.7.26
+Version: 3.7.27
 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-3.7.26.dist-info → siat-3.7.27.dist-info}/RECORD

@@ -1,5 +1,5 @@
 siat/__init__ -20240701.py,sha256=gP5uajXnJesnH5SL0ZPwq_Qhv59AG1bs4qwZv26Fo2Y,2894
-siat/__init__.py,sha256=GalodR1ABKiirPw_VNH_jX1ZxapuiNkFBMTOQhoFBxw,786
+siat/__init__.py,sha256=dJlkoRbcOHt295ND-oiRIPHcV37ZY0dap3wUNRgkm5g,1325
 siat/__init__.py.backup_20250214.py,sha256=pIo4CV3lNPKIhitmhIh_6aAfZrmzQWGNDcEnvZ7GXoc,3216
 siat/allin.py,sha256=x1QC29PUBUYiA6IAbQKbRvtxIEUOBx8dy5k7zh1ABT4,2970
 siat/alpha_vantage_test.py,sha256=tKr-vmuFH3CZAqwmISz6jzjPHzV1JJl3sPfZdz8aTfM,747
@@ -19,7 +19,7 @@ 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=yjSLtpivbjSF_z3mD2j8VDxzl4g9SVeZPZHhcvM9onQ,179343
+siat/common.py,sha256=IkeZU6i-F0cv7pnrMtZjYUegk1B2jaD_ULmLD_SJZv0,179357
 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
@@ -70,7 +70,7 @@ siat/holding_risk_test.py,sha256=FRlw_9wFG98BYcg_cSj95HX5WZ1TvkGaOUdXD7-V86s,474
 siat/local_debug_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
 siat/luchy_draw.py,sha256=8Ue-NKnvSVqINPY1eXat0NJat5MR-gex_K62aOYFdmA,20486
 siat/market_china.py,sha256=fQjAFyu4JAqtVA8I1QYfzv0fmYhLP3zoNe5Ftk63qgM,50724
-siat/markowitz.py,sha256=DsfS6vG9TAfdJP4GgN-CCArujPi84XjD23CWbxaA2o4,97627
+siat/markowitz.py,sha256=dpfBK7myua83wQVqebP8Z1Qv0A5U_7nmocnQDFR5dJY,97988
 siat/markowitz2-20240620.py,sha256=irZAPnjaatFsKQmFRMENP-cO6bEUl2narYtkU5NKTWI,108019
 siat/markowitz2.py,sha256=s7-E43VskzSsPpZXQVBe3VTR1AM81EDIn_uVZn3mLpw,122525
 siat/markowitz_ccb_test.py,sha256=xBkkoaNHdq9KSUrNuHGgKTdNYUvgi84kNYcf719eoyE,1593
@@ -143,8 +143,8 @@ 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=laNKMTZ9hdenGX3IZ7G0a2RLBKEWtUQJFY9CWuk_fp8,24058
-siat-3.7.26.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
-siat-3.7.26.dist-info/METADATA,sha256=xbct8I9KkKExfnZGXQmDiN21ihgMpJVHJLylUYFRQyc,8321
-siat-3.7.26.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
-siat-3.7.26.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.7.26.dist-info/RECORD,,
+siat-3.7.27.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
+siat-3.7.27.dist-info/METADATA,sha256=BDILw2YFXymfHmWlCydzSOFqu2QwznLKRsKqW-eLK58,8321
+siat-3.7.27.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
+siat-3.7.27.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.7.27.dist-info/RECORD,,