siat 3.8.10__py3-none-any.whl → 3.8.20__py3-none-any.whl

siat/risk_adjusted_return2.py

@@ -811,6 +811,7 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
                          ret_type="Annual Adj Ret%",RF=0,regression_period=365, \
                              attention_value='',attention_value_area='', \
                              attention_point='',attention_point_area='', \
+                                 band_area='', \
                          graph=True,loc1='best', \
                          axhline_value=0,axhline_label='',facecolor='whitesmoke', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
@@ -843,7 +844,7 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
         regression_period=regression_period[0]
     
     tname=ticker_name(ticker,ticker_type)
-    print("  Starting to retrieve and calculate different rar for",tname,"\b, please wait ......\n")
+    print("  Working on different rars for",tname,"\b, please wait ......\n")
 
     #预处理ticker_type
     ticker_type=ticker_type_preprocess_mticker_mixed(ticker,ticker_type)
@@ -876,7 +877,14 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
         if df1[c].max() > axhline_value and df1[c].min() < axhline_value:
             axhline_label='零线'   
         
-        df1.rename(columns={c:ectranslate(c)},inplace=True)
+        cname=ectranslate(c)
+        df1.rename(columns={c:cname},inplace=True)
+        
+        # 将band_area中的ticker替换为tname
+        if band_area != '':
+            for index, item in enumerate(band_area):
+                if item == c:
+                    band_area[index] = cname           
     
     footnote1=text_lang("评估值基于","Note: RaR based on ")+ectranslate(ret_type)
     if RF !=0:
@@ -914,6 +922,7 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
                         attention_value=attention_value,attention_value_area=attention_value_area, \
                         attention_point=attention_point,attention_point_area=attention_point_area, \
                    annotate=annotate,annotate_value=annotate, \
+                       band_area=band_area, \
                    mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
                    facecolor=facecolor,loc=loc1)
             
@@ -974,6 +983,7 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
                          ret_type="Annual Adj Ret%",RF=0,regression_period=365, \
                              attention_value='',attention_value_area='', \
                              attention_point='',attention_point_area='', \
+                                 band_area='', \
                          graph=True,loc1='best', \
                          axhline_value=0,axhline_label='', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
@@ -1006,7 +1016,7 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
         RF=RF[0]
     if isinstance(regression_period,list):
         regression_period=regression_period[0]
-    print("  Starting to retrieve and calculate",rar,"\b, please wait ......\n")
+    print("  Working on",rar,"ratio, please wait ......\n")
     
     #预处理ticker_type
     ticker_type_list=ticker_type_preprocess_mticker_mixed(ticker,ticker_type)
@@ -1027,7 +1037,14 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
             continue
         else:
             dft=df_tmp[[rar]]
-            dft.rename(columns={rar:ticker_name(t,tt)},inplace=True)
+            tname=ticker_name(t,tt)
+            dft.rename(columns={rar:tname},inplace=True)
+        
+            # 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 
@@ -1097,6 +1114,7 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
                    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=loc1)
@@ -1154,6 +1172,7 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
                          ret_type="Annual Adj Ret%",RF=0,regression_period=365, \
                             attention_value='',attention_value_area='', \
                             attention_point='',attention_point_area='', \
+                                band_area='', \
                          graph=True,loc1='best', \
                          axhline_value=0,axhline_label='', \
                          printout=True,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
@@ -1184,6 +1203,7 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
                                  ret_type=ret_type,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, \
                                  axhline_value=axhline_value,axhline_label=axhline_label, \
                                  printout=printout,sortby=sortby, \
@@ -1361,6 +1381,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
                          RF=0,regression_period=365, \
                              attention_value='',attention_value_area='', \
                              attention_point='',attention_point_area='', \
+                                 band_area='', \
                          graph=True,loc1='best', \
                          axhline_value=0,axhline_label='',facecolor='whitesmoke', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
@@ -1392,7 +1413,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
         RF=RF[0]
     if isinstance(regression_period,list):
         regression_period=regression_period[0]
-    print("  Working on",rar,"for",ticker_name(ticker,ticker_type),"in different returns, please wait ......\n")
+    print("  Working on",rar,"ratio for",ticker_name(ticker,ticker_type),"in different return types ......\n")
         
     df=pd.DataFrame() 
     for t in ret_type:
@@ -1406,8 +1427,15 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
             break
         else:
             dft=df_tmp[[rar]]
+            tname=text_lang("基于","Based on ")+ectranslate(t)
             dft.rename(columns={rar:text_lang("基于","Based on ")+ectranslate(t)},inplace=True)
             
+            # 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:
@@ -1457,6 +1485,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
                         attention_value=attention_value,attention_value_area=attention_value_area, \
                         attention_point=attention_point,attention_point_area=attention_point_area, \
                    annotate=annotate,annotate_value=annotate, \
+                       band_area=band_area, \
                    mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
                    facecolor=facecolor,loc=loc1)
             
@@ -1514,6 +1543,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
                          ret_type="Annual Adj Ret%",RF=[0,0.02,0.05],regression_period=365, \
                             attention_value='',attention_value_area='', \
                             attention_point='',attention_point_area='', \
+                                band_area='', \
                          graph=True,loc1='best', \
                          axhline_value=0,axhline_label='',facecolor='whitesmoke', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
@@ -1546,7 +1576,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
         RF=[RF]
     if isinstance(regression_period,list):
         regression_period=regression_period[0]
-    print("  Starting to retrieve and calculate",rar,"for",ticker_name(ticker,ticker_type),"on different RF, please wait ......\n")
+    print("  Working on",rar,"ratio for",ticker_name(ticker,ticker_type),"in different RF levels ......\n")
         
     df=pd.DataFrame() 
     for t in RF:
@@ -1560,7 +1590,14 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
             break
         else:
             dft=df_tmp[[rar]]
-            dft.rename(columns={rar:text_lang("基于无风险利率","Based on RF=")+str(round(t*100,4))+'%'},inplace=True)
+            tname=text_lang("RF=","RF=")+str(round(t*100,4))+'%'
+            dft.rename(columns={rar:tname},inplace=True)
+            
+            # 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 
@@ -1605,6 +1642,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
                         attention_value=attention_value,attention_value_area=attention_value_area, \
                         attention_point=attention_point,attention_point_area=attention_point_area, \
                    annotate=annotate,annotate_value=annotate, \
+                       band_area=band_area, \
                    mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
                    facecolor=facecolor,loc=loc1)
             
@@ -1679,6 +1717,7 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                          regression_period=365, \
                             attention_value='',attention_value_area='', \
                             attention_point='',attention_point_area='', \
+                                band_area='', \
                          graph=True,loc1='best', \
                          axhline_value=0,axhline_label='',facecolor='whitesmoke', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.05, \
@@ -1712,6 +1751,7 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                             ret_type=ret_type,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,loc1=loc1, \
                             axhline_value=axhline_value,axhline_label=axhline_label, \
                             printout=printout, \
@@ -1722,12 +1762,13 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                             ticker_type=ticker_type,facecolor=facecolor)
                 return df
                 
-            if rar_num >1:    #多个RAR    
+            if rar_num >1:    #多个RAR，此项的主要意图并非绘图，而是进行多指标综合推荐   
                 printout=True #否则无法运行descriptive_statistics2函数
                 df=compare_mticker_mrar(ticker=ticker,start=start,end=end,rar=rar, \
                             ret_type=ret_type,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,loc1=loc1, \
                             axhline_value=axhline_value,axhline_label=axhline_label, \
                             printout=printout, \
@@ -1753,6 +1794,7 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                             ret_type=ret_type,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,loc1=loc1, \
                             axhline_value=axhline_value,axhline_label=axhline_label, \
                             printout=printout,facecolor=facecolor, \
@@ -1776,6 +1818,7 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                             ret_type=ret_type,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,loc1=loc1, \
                             axhline_value=axhline_value,axhline_label=axhline_label, \
                             printout=printout, \
@@ -1797,6 +1840,7 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                             ret_type=ret_type,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,loc1=loc1, \
                             axhline_value=axhline_value,axhline_label=axhline_label, \
                             printout=printout,facecolor=facecolor, \

siat/security_trend2.py

@@ -546,6 +546,7 @@ def security_trend(ticker,indicator='Close',adjust='', \
                                  ret_type=ret_type,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,axhline_value=0,axhline_label='', \
                                  loc1=loc1, \
                                  printout=printout, \
@@ -586,6 +587,7 @@ def security_trend(ticker,indicator='Close',adjust='', \
                               graph=graph,facecolor=facecolor, \
                                      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_value, \
                               mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end)
         return df

siat/translate.py

@@ -817,7 +817,7 @@ def codetranslate0(code):
         ['EBAY','易贝'],['eBay','易贝'],['META','元宇宙(脸书)'],['ZM','ZOOM'],
         ['GOOG','谷歌'],['GOOGL','谷歌'],['TWTR','X(推特)'],
         ['VIPS','唯品会'],['Vipshop','唯品会'],
-        ['PDD','拼多多'],['Pinduoduo','拼多多'],        
+        ['PDD','拼多多美股'],['Pinduoduo','拼多多'],        
         ['BABA','阿里巴巴美股'],['Alibaba','阿里巴巴美股'],
         ['JD','京东美股'],['MPNGY','美团美股'],
         ['SINA','新浪网'],['BIDU','百度'],['NTES','网易'],

siat/valuation.py

@@ -944,6 +944,7 @@ def security_valuation(tickers,indicators,start,end, \
                        graph=True,facecolor='whitesmoke', \
                             attention_value='',attention_value_area='', \
                             attention_point='',attention_point_area='', \
+                                band_area='', \
                        annotate=False,annotate_value=False, \
                        mark_top=False,mark_bottom=False,mark_end=False):
     """
@@ -974,6 +975,28 @@ def security_valuation(tickers,indicators,start,end, \
     name_num=len(names1)
     indicator_num=len(indicators1)
 
+        
+    # 将band_area中的ticker替换为tname
+    if band_area != '':
+        if name_num > 1:
+            # 假定band_area里面的是ticker
+            for index, item in enumerate(band_area):
+                tname=ticker_name(item)
+                if tname in names1:
+                    band_area[index] = tname    
+                else:
+                    band_area.remove(item)
+
+        if name_num == 1 and indicator_num > 1:
+            # 假定band_area里面的是indicator
+            for index, item in enumerate(band_area):
+                if item not in indicators1:
+                    band_area.remove(item)
+                    
+        if len(band_area) != 2:
+            band_area=''
+            print("  #Warning(security_valuation): band_area does not match ticker or indicator")
+
     import datetime
     # 绘制一条线+均值/中位数虚线
     if name_num * indicator_num == 1:
@@ -1120,6 +1143,7 @@ def security_valuation(tickers,indicators,start,end, \
                    title_txt=titletxt,data_label=False, \
                    resample_freq='D',loc=loc1, \
                    annotate=annotate,annotate_value=annotate_value, \
+                       band_area=band_area, \
                    plus_sign=plus_sign, \
                    facecolor=facecolor, \
                         attention_value=attention_value,attention_value_area=attention_value_area, \
@@ -1167,6 +1191,7 @@ def security_valuation(tickers,indicators,start,end, \
                    title_txt=titletxt,data_label=False, \
                    resample_freq='D',loc=loc1,plus_sign=plus_sign, \
                    annotate=annotate,annotate_value=annotate_value, \
+                       band_area=band_area, \
                    facecolor=facecolor, \
                         attention_value=attention_value,attention_value_area=attention_value_area, \
                         attention_point=attention_point,attention_point_area=attention_point_area, \

{siat-3.8.10.dist-info → siat-3.8.20.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.8.10
+Version: 3.8.20
 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-3.8.10.dist-info → siat-3.8.20.dist-info}/RECORD

@@ -92,7 +92,7 @@ siat/option_sina_api_test.py,sha256=dn-k_wrQnAaNKHoROvWJEc7lqlU0bwiV2Aa4usWAFGM,
 siat/proxy_test.py,sha256=erQJrmGs2X46z8Gb1h-7GYQ0rTUcaR8dxHExWoBz2eM,2610
 siat/quandl_test.py,sha256=EcPoXnLuqzPl5dKyVEZi3j3PJZFpsnU_iNPhLWC9p-A,1552
 siat/risk_adjusted_return.py,sha256=6F8CpKm-HKO4wfnndri0ew-D3lDAH1fs5O9K5cphoLg,55096
-siat/risk_adjusted_return2.py,sha256=59YDzhbvr8PRRzb1Ew_8fuGqV4lEitm6itpk54xEb48,84335
+siat/risk_adjusted_return2.py,sha256=92GXCpJPVVsYpQ-X3WXaADZvCqxsuJXQN5vG5trVX9I,86296
 siat/risk_adjusted_return_test.py,sha256=m_VHL5AtT74cJv5i7taTeTfnkX48y0AFJk5phawyYWg,3416
 siat/risk_evaluation.py,sha256=HK6U2G85-AxjSoeARbmTuiCNwTVdPdB9Znfgvslo0Os,76455
 siat/risk_evaluation_test.py,sha256=YEXM96gKzTfwN4U61AS4Rr1tV7KgUvn4rRC6f3iMw9s,3731
@@ -106,7 +106,7 @@ siat/security_prices.py,sha256=HoCZ7YPrQYZHgKC-LyXFeeBCTfRc3EMMEiEg52SVv2w,10907
 siat/security_prices_test.py,sha256=OEphoJ87NPKoNow1QA8EU_5MUYrJF-qKoWKNapVfZNI,10779
 siat/security_trend.py,sha256=o0vpWdrJkmODCP94X-Bvn-w7efHhj9HpUYBHtLl55D0,17240
 siat/security_trend2-20240620.py,sha256=QVnEcb7AyVbO77jVqfFsJffGXrX8pgJ9xCfoAKmWBPk,24854
-siat/security_trend2.py,sha256=Ab4ZQzjD-xIunDAXHfcD6hVlQ2OqgsGPDKAXfrmW0E0,30576
+siat/security_trend2.py,sha256=8-Z-PWaX8fjnyAyfxEp3qXdVllgDpRISOASKEn7Zeoc,30706
 siat/setup.py,sha256=up65rQGLmTBkhtaMLowjoQXYmIsnycnm4g1SYmeQS6o,1335
 siat/shenwan index history test.py,sha256=JCVAzOSEldHalhSFa3pqD8JI_8_djPMQOxpkuYU-Esg,1418
 siat/stock.py,sha256=W3JhjfRwqb9luNydrKyGd97uRmTsZD5FvRdqJ3DynVo,159509
@@ -135,17 +135,17 @@ siat/transaction_test.py,sha256=Z8g1LJCN4-mnUByXMUMoFmN0t105cbmsz2QmvSuIkbU,1858
 siat/translate-20230125.py,sha256=NPPSXhT38s5t9fzMvl_fvi4ckSB73ThLmZetVI-xGdU,117953
 siat/translate-20230206.py,sha256=-vtI125WyaJhmPotOpDAmclt_XnYVaWU9ByLWZ6FyYE,118133
 siat/translate-20230215.py,sha256=TJgtPE3n8IjljmZ4Pefy8dmHoNdFF-1zpML6BhA9FKE,121657
-siat/translate.py,sha256=Xg5lq_rwKKrt8Ysz84LhwLu276KYl1-Nfqq84jRfl7w,262241
+siat/translate.py,sha256=t4SM4QWE7mCfY5GWPJ8SSquNRFrPAKHxJbpKsCWnneU,262247
 siat/translate_20240606.py,sha256=63IyHWEU3Uz9mjwyuAX3fqY4nUMdwh0ICQAgmgPXP7Y,215121
 siat/translate_241003_keep.py,sha256=un7Fqe1v35MXsja5exZgjmLzrZtt66NARZIGlyFuGGU,218747
 siat/universal_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
-siat/valuation.py,sha256=tSW5jyda3lChqBkdsbBGfdUeh9bCfjo6P93CjLif9eM,50825
+siat/valuation.py,sha256=K7epQC_UtELjRR5cyjJp4gskSyJMxXy-jHIAS0SUEj8,51801
 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
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