siat 3.7.28__py3-none-any.whl → 3.8.10__py3-none-any.whl

siat/__init__.py

@@ -19,17 +19,39 @@ current_version=pkg_resources.get_distribution("siat").version
 #==============================================================================
 # 处理stooq.py修复问题
 restart=False
+tagfile='fix_package.pkl'
+
+#判断操作系统
+import sys; czxt=sys.platform
+if czxt in ['win32','win64']:
+    os='windows'
+elif czxt in ['darwin']: #MacOSX
+    os='mac'
+elif czxt in ['linux']: #linux
+    os='linux'
+else:
+    os='windows'
+
+# 确定标记文件存放地址
+import pandas
+srcpath=pandas.__path__[0]
+if os == 'windows':
+    srcpath1=srcpath.replace("\\",'/')
+    srcfile=srcpath1+'/'+tagfile
+else:
+    srcpath1=srcpath
+    srcfile=srcpath1+'/'+file
+
 try:
-    with open('fix_package.pkl','rb') as file:
+    with open(srcfile,'rb') as file:
         siat_ver=pickle.load(file)
         if siat_ver != current_version:
             restart=True
-            with open('fix_package.pkl','wb') as file:
+            with open(srcfile,'wb') as file:
                 pickle.dump(current_version,file)
-            
 except:
     restart=True
-    with open('fix_package.pkl','wb') as file:
+    with open(srcfile,'wb') as file:
         pickle.dump(current_version,file)
 
 #屏蔽函数内print信息输出的类
@@ -48,6 +70,6 @@ if not restart:
 else:
     with HiddenPrints():
         fix_package()
-    print("Please RESTART Python kernel and run this command again after installed or upgraded siat")
+    print("Please RESTART Python kernel and run this command again")
 
 #==============================================================================

siat/allin.py

@@ -25,6 +25,8 @@ from siat.cryptocurrency import *
 
 # 宏观经济
 from siat.economy import *
+from siat.economy2 import *
+
 
 # ESG
 from siat.esg import *

siat/beta_adjustment.py

@@ -727,7 +727,7 @@ def draw_hamada_factors(stkcd,mktidx,betas):
     #计算资产负债率：由 D/E到 D/(A=D+E)
     betas['Debt/Assets%']=1/(1+1/(betas['Debt Ratio%']/100))*100
 
-    #fig=plt.figure(figsize=(8,6))
+    #fig=plt.figure(figsize=(12.8,6.4))
     fig=plt.figure()
     ax1=fig.add_subplot(111)
     ax1.plot(betas['CFLB%'],marker='o',color='green',lw=3,label='CFLB%')

siat/beta_adjustment_china.py

@@ -345,7 +345,7 @@ def draw_hamada_factors_china(stkcd,mktidx,betas):
     #计算资产负债率：由 D/E到 D/(A=D+E)
     betas['Debt/Assets%']=1/(1+1/(betas['lev ratio']/100))*100
 
-    #fig=plt.figure(figsize=(8,6))
+    #fig=plt.figure(figsize=(12.8,6.4))
     fig=plt.figure()
     ax1=fig.add_subplot(111)
     ax1.plot(betas['CFLB%'],marker='o',color='green',lw=3,label='CFLB%')

siat/bond.py

@@ -22,7 +22,8 @@ from siat.bond_base import *
 
 #==============================================================================
 import matplotlib.pyplot as plt
-plt.rcParams['figure.figsize']=(12.8,7.2)
+#plt.rcParams['figure.figsize']=(12.8,7.2)
+plt.rcParams['figure.figsize']=(12.8,6.4)
 plt.rcParams['figure.dpi']=300
 plt.rcParams['font.size'] = 13
 plt.rcParams['xtick.labelsize']=11 #横轴字体大小
@@ -2357,7 +2358,8 @@ def kpmg_rnpm1_rrd(k1,theta,i1, \
     df.reset_index(drop=True,inplace=True)
 
     #绘图
-    fig = plt.figure(figsize=(12.8,7.2),dpi=300)
+    #fig = plt.figure(figsize=(12.8,7.2),dpi=300)
+    fig = plt.figure(figsize=(12.8,6.4),dpi=300)
     #plt.rcParams['figure.dpi']=300
     
     ax = fig.add_subplot(111)

siat/bond_base.py

@@ -19,7 +19,8 @@ from siat.common import *
 from siat.translate import *
 #==============================================================================
 import matplotlib.pyplot as plt
-plt.rcParams['figure.figsize']=(12.8,7.2)
+#plt.rcParams['figure.figsize']=(12.8,7.2)
+plt.rcParams['figure.figsize']=(12.8,6.4)
 plt.rcParams['figure.dpi']=300
 plt.rcParams['font.size'] = 13
 plt.rcParams['xtick.labelsize']=11 #横轴字体大小

siat/bond_china.py

@@ -28,7 +28,8 @@ from siat.security_prices import *
 from siat.security_price2 import *
 #==============================================================================
 import matplotlib.pyplot as plt
-plt.rcParams['figure.figsize']=(12.8,7.2)
+#plt.rcParams['figure.figsize']=(12.8,7.2)
+plt.rcParams['figure.figsize']=(12.8,6.4)
 plt.rcParams['figure.dpi']=300
 plt.rcParams['font.size'] = 13
 plt.rcParams['xtick.labelsize']=11 #横轴字体大小

siat/capm_beta2.py

@@ -86,7 +86,7 @@ if __name__=='__main__':
     reg_result,dretdf3=regression_capm(ticker,start2,end,RF,regtrddays)
 
 def regression_capm(ticker,start2,end, \
-                    adjust='', \
+                    adjust='qfq', \
                     RF=0,regtrddays=252, \
                     mktidx='auto',source='auto',ticker_type='auto'):
     """
@@ -203,7 +203,7 @@ def regression_capm(ticker,start2,end, \
     return reg_result,dretdf3
 
 
-def regression_capm_df(marketdf,pricedf,mktidx,adjust='',RF=0,regtrddays=252):
+def regression_capm_df(marketdf,pricedf,mktidx,adjust='qfq',RF=0,regtrddays=252):
     """
     功能：进行CAPM回归，R-Rf=beta*(Rm-Rf)，无截距项回归
     x为(Rm-Rf)，y为R-Rf，均为日收益率，默认回归样本长度一年（365日历日或252交易日）
@@ -289,7 +289,7 @@ if __name__=='__main__':
     beta1=get_capm_beta(ticker,start,end,RF,regtrddays)
     beta1.plot()
 
-def get_capm_beta(ticker,start,end,adjust='',RF=0,regtrddays=252,mktidx='auto', \
+def get_capm_beta(ticker,start,end,adjust='qfq',RF=0,regtrddays=252,mktidx='auto', \
                   source='auto',ticker_type='auto'):
     """
     功能：套壳函数regression_capm，仅返回滚动的贝塔系数，基于日收益率
@@ -306,7 +306,11 @@ def get_capm_beta(ticker,start,end,adjust='',RF=0,regtrddays=252,mktidx='auto',
     
     startpd=pd.to_datetime(date_adjust(start,adjust=-7))
     endpd=pd.to_datetime(end)
-    reg_result2=reg_result[(reg_result.index >= startpd) & (reg_result.index <= endpd)]
+    
+    try:
+        reg_result2=reg_result[(reg_result.index >= startpd) & (reg_result.index <= endpd)]
+    except:
+        print("  #Error(get_capm_beta): none obtained from capm regression")
     
     return reg_result2
     
@@ -335,7 +339,8 @@ def compare_mticker_1beta(ticker,start,end, \
                          RF=0,regression_period=365, \
                             attention_value='',attention_value_area='', \
                             attention_point='',attention_point_area='', \
-                         axhline_value=1,axhline_label='', \
+                         axhline_value=1,axhline_label='零线', \
+                             band_area='', \
                          graph=True,facecolor='whitesmoke',loc='best', \
                          annotate=False,annotate_value=False, \
                          mark_top=False,mark_bottom=False,mark_end=False, \
@@ -361,7 +366,7 @@ def compare_mticker_1beta(ticker,start,end, \
         RF=RF[0]
     if isinstance(regression_period,list):
         regression_period=regression_period[0]
-    print("  Starting to retrieve and calculate capm beta, please wait ......")
+    print("  Working on capm beta, please wait ......")
         
     #计算日历日regression_period对应的交易日数
     regtrddays=int(252 / 365 * regression_period)
@@ -382,8 +387,17 @@ def compare_mticker_1beta(ticker,start,end, \
             break
         else:
             dft=df_tmp[['beta']]
-            dft.rename(columns={'beta':ticker_name(t,tt)},inplace=True)
+            
+            tname=ticker_name(t,tt)
+            dft.rename(columns={'beta':tname},inplace=True)
             mktidx_name=ticker_name(df_tmp['mktidx'].values[0])
+            
+            # 将band_area中的ticker替换为tname
+            if band_area != '':
+                for index, item in enumerate(band_area):
+                    if item == t:
+                        band_area[index] = tname        
+            
         if len(df)==0: #第一个
             df=dft 
         else:
@@ -432,6 +446,7 @@ def compare_mticker_1beta(ticker,start,end, \
                    title_txt=title_txt,data_label=False, \
                         attention_value=attention_value,attention_value_area=attention_value_area, \
                         attention_point=attention_point,attention_point_area=attention_point_area, \
+                            band_area=band_area, \
                    annotate=annotate,annotate_value=annotate, \
                    mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end,    
                    facecolor=facecolor,loc=loc)
@@ -463,7 +478,8 @@ def compare_1ticker_mRF(ticker,start,end, \
                         regression_period=365, \
                             attention_value='',attention_value_area='', \
                             attention_point='',attention_point_area='', \
-                        axhline_value=1,axhline_label='', \
+                        axhline_value=1,axhline_label='零线', \
+                            band_area='', \
                         graph=True,facecolor='whitesmoke',loc='best', \
                         annotate=False,annotate_value=False, \
                         mark_top=False,mark_bottom=False,mark_end=False, \
@@ -490,7 +506,7 @@ def compare_1ticker_mRF(ticker,start,end, \
         RF=[RF]
     if isinstance(regression_period,list):
         regression_period=regression_period[0]
-    print("  Starting to retrieve and calculate capm beta on different RF, please wait ......")
+    print("  Working on capm beta with different RFs, please wait ......")
         
     #计算日历日regression_period对应的交易日数
     regtrddays=int(252 / 365 * regression_period)
@@ -508,8 +524,17 @@ def compare_1ticker_mRF(ticker,start,end, \
             break
         else:
             dft=df_tmp[['beta']]
-            dft.rename(columns={'beta':"基于无风险利率"+str(round(t*100,4))+'%'},inplace=True)
+            
+            #tname="基于无风险利率"+str(round(t*100,4))+'%'
+            tname="RF="+str(round(t*100,4))+'%'
+            dft.rename(columns={'beta':tname},inplace=True)
             mktidx_name=ticker_name(df_tmp['mktidx'].values[0])
+            
+            # 将band_area中的ticker替换为tname
+            if band_area != '':
+                for index, item in enumerate(band_area):
+                    if item == t:
+                        band_area[index] = tname                
 
         if len(df)==0: #第一个
             df=dft 
@@ -558,6 +583,7 @@ def compare_1ticker_mRF(ticker,start,end, \
                    title_txt=title_txt,data_label=False, \
                         attention_value=attention_value,attention_value_area=attention_value_area, \
                         attention_point=attention_point,attention_point_area=attention_point_area, \
+                            band_area=band_area, \
                    annotate=annotate,annotate_value=annotate, \
                    mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
                    facecolor=facecolor,loc=loc)
@@ -587,7 +613,8 @@ def compare_1ticker_mregression_period(ticker,start,end, \
                          regression_period=[183,365,730], \
                             attention_value='',attention_value_area='', \
                             attention_point='',attention_point_area='', \
-                         axhline_value=1,axhline_label='', \
+                         axhline_value=1,axhline_label='零线', \
+                             band_area='', \
                          graph=True,facecolor='whitesmoke',loc='best', \
                          annotate=False,annotate_value=False, \
                          mark_top=False,mark_bottom=False,mark_end=False, \
@@ -614,7 +641,7 @@ def compare_1ticker_mregression_period(ticker,start,end, \
         RF=RF[0]
     if isinstance(regression_period,int):
         regression_period=[regression_period]
-    print("  Starting to retrieve and calculate capm beta on different regression period, please wait ......")
+    print("  Working on capm beta with different regression periods ......")
 
     #预处理ticker_type
     ticker_type=ticker_type_preprocess_mticker_mixed(ticker,ticker_type)
@@ -632,8 +659,18 @@ def compare_1ticker_mregression_period(ticker,start,end, \
             break
         else:
             dft=df_tmp[['beta']]
-            dft.rename(columns={'beta':"基于"+str(t)+"自然日回归"},inplace=True)
+            
+            #tname="基于"+str(t)+"自然日回归"
+            tname="基于"+str(t)+"自然日回归"
+            dft.rename(columns={'beta':tname},inplace=True)
             mktidx_name=ticker_name(df_tmp['mktidx'].values[0])
+            
+            # 将band_area中的ticker替换为tname
+            if band_area != '':
+                for index, item in enumerate(band_area):
+                    if item == t:
+                        band_area[index] = tname   
+            
         if len(df)==0: #第一个
             df=dft 
         else:
@@ -677,6 +714,7 @@ def compare_1ticker_mregression_period(ticker,start,end, \
                    title_txt=title_txt,data_label=False, \
                         attention_value=attention_value,attention_value_area=attention_value_area, \
                         attention_point=attention_point,attention_point_area=attention_point_area, \
+                            band_area=band_area, \
                    annotate=annotate,annotate_value=annotate, \
                    mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
                    facecolor=facecolor,loc=loc)
@@ -706,10 +744,11 @@ if __name__=='__main__':
     betas=compare_beta_security(ticker,start,end,RF)
 
 def compare_beta_security(ticker,start,end, \
-                          adjust='', \
+                          adjust='qfq', \
                           RF=0,regression_period=365, \
                             attention_value='',attention_value_area='', \
                             attention_point='',attention_point_area='', \
+                                band_area='', \
                           graph=True,facecolor='whitesmoke', \
                           annotate=False,annotate_value=False, \
                           mark_top=False,mark_bottom=False,mark_end=False, \
@@ -731,6 +770,7 @@ def compare_beta_security(ticker,start,end, \
                                      RF=RF,regression_period=regression_period, \
                                         attention_value=attention_value,attention_value_area=attention_value_area, \
                                         attention_point=attention_point,attention_point_area=attention_point_area, \
+                                            band_area=band_area, \
                                      graph=graph,facecolor=facecolor,loc=loc, \
                                      annotate=annotate,annotate_value=annotate, \
                                      mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
@@ -749,6 +789,7 @@ def compare_beta_security(ticker,start,end, \
                                    RF=RF,regression_period=regression_period, \
                                         attention_value=attention_value,attention_value_area=attention_value_area, \
                                         attention_point=attention_point,attention_point_area=attention_point_area, \
+                                            band_area=band_area, \
                                    graph=graph,facecolor=facecolor,loc=loc, \
                                    annotate=annotate,annotate_value=annotate, \
                                    mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
@@ -767,6 +808,7 @@ def compare_beta_security(ticker,start,end, \
                                      RF=RF,regression_period=regression_period, \
                                         attention_value=attention_value,attention_value_area=attention_value_area, \
                                         attention_point=attention_point,attention_point_area=attention_point_area, \
+                                            band_area=band_area, \
                                      graph=graph,facecolor=facecolor,loc=loc, \
                                      annotate=annotate,annotate_value=annotate, \
                                      mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
@@ -783,6 +825,7 @@ def compare_beta_security(ticker,start,end, \
                              RF=RF,regression_period=regression_period, \
                                 attention_value=attention_value,attention_value_area=attention_value_area, \
                                 attention_point=attention_point,attention_point_area=attention_point_area, \
+                                    band_area=band_area, \
                              graph=graph,facecolor=facecolor,loc=loc, \
                              annotate=annotate,annotate_value=annotate, \
                              mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \

siat/common.py

@@ -3125,29 +3125,29 @@ def df_preprocess(dfs,measure,axhline_label,x_label,y_label, \
                     measure_suffix='(change %)'                
         else:
             if preprocess1 == 'standardize':
-                std_notes="注意：为突出变化趋势，对数据进行了标准化处理"
+                std_notes="注意：为突出变化趋势，对数据进行了标准化处理，非原值"
                 measure_suffix='(标准化处理后)'
             if preprocess1 == 'normalize':
-                std_notes="注意：为突出变化趋势，对数据进行了归一化处理"
+                std_notes="注意：为突出变化趋势，对数据进行了归一化处理，非原值"
                 measure_suffix='(归一化处理后)'
             if preprocess1 == 'logarithm':
-                std_notes="注意：为突出变化趋势，对数据进行了对数处理"
+                std_notes="注意：为突出变化趋势，对数据进行了对数处理，非原值"
                 measure_suffix='(对数处理后)'
             if preprocess1 == 'scaling':
                 if scaling_option == 'mean':
-                    std_notes="注意：为突出变化趋势，按均值对原始数据进行了比例缩放"
-                    measure_suffix='(按均值比例缩放后，非原值)'
+                    std_notes="注意：为突出变化趋势，按均值对原始数据进行了比例缩放，非原值"
+                    measure_suffix='(按均值比例缩放后)'
                 elif scaling_option == 'min':
-                    std_notes="注意：为突出变化趋势，按最小值对原始数据进行了比例缩放"
-                    measure_suffix='(按最小值比例缩放后，非原值)'
+                    std_notes="注意：为突出变化趋势，按最小值对原始数据进行了比例缩放，非原值"
+                    measure_suffix='(按最小值比例缩放后)'
                 elif scaling_option == 'start':
-                    std_notes="注意：为突出变化趋势，按起点值对原始数据进行了比例缩放"
-                    measure_suffix='(按起点值比例缩放后，非原值)'
+                    std_notes="注意：为突出变化趋势，按起点值对原始数据进行了比例缩放，非原值"
+                    measure_suffix='(按起点值比例缩放后)'
                 elif scaling_option == 'percentage':
-                    std_notes="注释：为突出变化趋势，期间起点数值=100%，其他数值为相对百分比"
+                    std_notes="注释：为突出变化趋势，期间起点数值=100%，其他数值为相对百分比，非原值"
                     measure_suffix='(相对百分数%)'
                 elif scaling_option == 'change%':
-                    std_notes="注释：为突出变化趋势，图中数值为相对期间起点的增减百分比"
+                    std_notes="注释：为突出变化趋势，图中数值为相对期间起点的增减百分比，非原值"
                     #measure_suffix='(增/减%)'
                     measure_suffix='(涨跌幅度%)'
                     axhline_label='零线' #可以在security_trend中使用critical_value选项指定水平线位置，默认0
@@ -3371,16 +3371,34 @@ def start_end_preprocess(start,end='today'):
         fromdate=date_adjust2(todate,adjust_year=-2,to_prev_month_end=True)  
     elif start in ['l3y']:  # 近三年以来
         fromdate=date_adjust2(todate,adjust_year=-3,to_prev_month_end=True)  
+    elif start in ['l4y']:  # 近三年以来
+        fromdate=date_adjust2(todate,adjust_year=-4,to_prev_month_end=True)  
+        
     elif start in ['l5y']:  # 近五年以来
         fromdate=date_adjust2(todate,adjust_year=-5,to_prev_year_end=True)  
+    elif start in ['l6y']:  # 近五年以来
+        fromdate=date_adjust2(todate,adjust_year=-6,to_prev_year_end=True)  
+    elif start in ['l7y']:  # 近五年以来
+        fromdate=date_adjust2(todate,adjust_year=-7,to_prev_year_end=True)  
+        
     elif start in ['l8y']:  # 近八年以来
         fromdate=date_adjust2(todate,adjust_year=-8,to_prev_year_end=True)   
     elif start in ['l10y']:  # 近十年以来
         fromdate=date_adjust2(todate,adjust_year=-10,to_prev_year_end=True)  
     elif start in ['l20y']:  # 近20年以来
         fromdate=date_adjust2(todate,adjust_year=-20,to_prev_year_end=True)  
+    elif start in ['l15y']:  # 近五年以来
+        fromdate=date_adjust2(todate,adjust_year=-15,to_prev_year_end=True)  
+    elif start in ['l25y']:  # 近五年以来
+        fromdate=date_adjust2(todate,adjust_year=-25,to_prev_year_end=True)  
+        
     elif start in ['l30y']:  # 近30年以来
-        fromdate=date_adjust2(todate,adjust_year=-30,to_prev_year_end=True)           
+        fromdate=date_adjust2(todate,adjust_year=-30,to_prev_year_end=True)   
+    elif start in ['l40y']:  # 近五年以来
+        fromdate=date_adjust2(todate,adjust_year=-40,to_prev_year_end=True)  
+    elif start in ['l50y']:  # 近五年以来
+        fromdate=date_adjust2(todate,adjust_year=-50,to_prev_year_end=True)  
+        
     elif start in ['ytd']:  # 今年以来
         fromdate=str(todaydt.year-1)+'-12-31'        
     else:
@@ -4954,6 +4972,33 @@ if __name__ == '__main__':
     #await jupyter2pdf2(notebook_dir, notebook_file)
     # 注意：上面的await命令会导致编译失败，测试后要注释掉
 #==============================================================================
+if __name__ == '__main__':
+    df=security_trend("600519.SS",indicator=['Close','Open','High','Low'],graph=False)
+    col_name='持股总数'; position=3
+
+    df=shift_column_position(df,col_name='Low',position=0)
+    
+def shift_column_position(df,col_name,position=1):
+    """
+    功能：将df中的字段col_name挪动到位置position，其余字段不动。
+    注意：位置顺序从0开始。
+    """
+    # 获取所有列名
+    columns = df.columns.tolist()
+    if col_name not in columns:
+        raise ValueError(f"  #Warning: column '{col_name}' does not exist in the DataFrame.")
+        return df
+    
+    # 移除要移动的列
+    columns.remove(col_name)
+    
+    # 插入到指定位置
+    columns.insert(position, col_name)
+    
+    # 重新排列 DataFrame
+    df = df[columns]
+    
+    return df
 #==============================================================================
 #==============================================================================
 #==============================================================================

siat/cryptocurrency.py

@@ -385,7 +385,8 @@ def evalSpread_in2Markets(fsym,tsym,market1,market2,begdate,enddate):
     df12=pd.merge(df1,df2,how='inner',left_index=True,right_index=True)
     df12['spread']=df12['close_x'] - df12['close_y']
     
-    plt.figure(figsize=(12,6))
+    #plt.figure(figsize=(12,6))
+    plt.figure(figsize=(12.8,6.4))
     labeltxt=market1+"与"+market2+"的价差"
     plt.plot(df12.spread, '.-', label=labeltxt)
     #plt.plot(df2.close, '.-', label=market2)
@@ -531,7 +532,8 @@ def eval_Position(market1,market2,investment,ac1,ac2,money):
     
     
     ymax=(round(max(money)/1000)+1)*1000
-    plt.figure(figsize=(18,9))
+    #plt.figure(figsize=(18,9))
+    plt.figure(figsize=(12.8,6.4))
     # market1的账户ac1变化图
     plt.subplot(2,3,1)
     plt.plot(ac1)
@@ -564,7 +566,8 @@ def eval_Roi(fsym,tsym,market1,market2,roi,begdate,enddate):
     ymax=round(10*roi[-1])*10+10
     product=fsym+"/"+tsym+"："
     mktpair="市场配对("+market1+"，"+market2+")"
-    plt.figure(figsize=(8,5))
+    #plt.figure(figsize=(8,5))
+    plt.figure(figsize=(12.8,6.4))
     plt.plot(np.array(roi)*100, 'r')
     
     footnote1="交易序列(总计"+str(ttltrdnum)+"次)"