siat 3.8.10__py3-none-any.whl → 3.8.25__py3-none-any.whl

siat/economy2.py

@@ -170,25 +170,29 @@ if __name__ =="__main__":
     
     indicator_name_wb(indicator)
 
-def indicator_name_wb(indicator='NY.GDP.MKTP.KN'):
+def indicator_name_wb(indicator):
     """
     ===========================================================================
     功能：抓取World Bank网页上指标的名称
-    indicator：WB指标名称，默认'NY.GDP.MKTP.KN'
+    indicator：WB指标名称，例如'NY.GDP.MKTP.KN'
     """
+    # 优先查询本地词典
+    indicator_name=economic_translate(indicator)
     
-    # 构造 API 请求 URL
-    url = f"https://api.worldbank.org/v2/indicator/{indicator}?format=json"
-    
-    # 发送请求
-    response = requests.get(url)
-    data = response.json()
-    
-    # 提取指标名称
-    try:
-        indicator_name = data[1][0]['name']
-    except:
-        indicator_name = ''
+    # 查询WB网页
+    if indicator_name == indicator:
+        # 构造 API 请求 URL
+        url = f"https://api.worldbank.org/v2/indicator/{indicator}?format=json"
+        
+        # 发送请求
+        response = requests.get(url)
+        data = response.json()
+        
+        # 提取指标名称
+        try:
+            indicator_name = data[1][0]['name']
+        except:
+            indicator_name = indicator
     
     return indicator_name
 
@@ -291,8 +295,8 @@ def economy_indicator_wb(ticker='CN',indicator='NY.GDP.MKTP.KN', \
     """
     # 检测指标是否存在，并取得指标名称
     indicator_name=indicator_name_wb(indicator)
-    if indicator_name == '':
-        print(f"  #Error(economy_indicator_wb): no indicator found for {indicator}")
+    if indicator_name == indicator:
+        print(f"  #Error(economy_indicator_wb): indicator {indicator} not found")
         return None
     
     # 日期具体化    
@@ -302,20 +306,20 @@ def economy_indicator_wb(ticker='CN',indicator='NY.GDP.MKTP.KN', \
     try:
         pricedf=wb.download(indicator=indicator,country=ticker,start=start,end=end)
     except:
-        print(f"  #Error(economy_indicator_wb): either {indicator} deprecated or {ticker} does not exist")
+        print(f"  #Error(economy_indicator_wb): {indicator} deprecated or {ticker} not found")
         return None
 
     # 是否返回None
     if pricedf is None:
-        print(f"  #Error(economy_indicator_wb): no data found on {indicator} for {ticker}")
+        print(f"  #Error(economy_indicator_wb): no data found on {indicator} in {ticker}")
         return None
     # 是否返回空的数据表
     if len(pricedf) == 0:
-        print(f"  #Error(economy_indicator_wb): zero data found on {indicator} for {ticker}")
+        print(f"  #Error(economy_indicator_wb): zero data found on {indicator} in {ticker}")
         return None
     # 是否返回数据表但内容均为NaN
     if pricedf[indicator].isnull().all():
-        print(f"  #Error(economy_indicator_wb): all empty data found on {indicator} for {ticker}")
+        print(f"  #Error(economy_indicator_wb): empty data found on {indicator} in {ticker}")
         return None
 
     pricedf.reset_index(inplace=True)  
@@ -360,8 +364,8 @@ def economy_indicator_wb(ticker='CN',indicator='NY.GDP.MKTP.KN', \
     if ind_max * ind_min <0:
         zeroline=True
     
-    titletxt1=text_lang("经济趋势分析","Economic Trend Analysis")
-    titletxt=titletxt1+': '+country+', '+indicator_name
+    titletxt1=text_lang("经济分析","Economic Analysis")
+    titletxt=titletxt1+': '+country_translate(country)+', '+indicator_name
     if unit != '':
         titletxt=titletxt+', '+unit
     
@@ -530,7 +534,7 @@ def economy_mindicators_wb(ticker='CN',indicator=['NY.GDP.MKTP.CN','NY.GDP.MKTP.
         return None
         
     # 绘图
-    titletxt=text_lang("经济趋势分析","Economic Trend Analysis")+': '+country    
+    titletxt=text_lang("经济趋势分析","Economic Trend Analysis")+': '+country_translate(country)    
 
     y_label=text_lang('经济指标',"Economic Indicator")
     import datetime; todaydt = datetime.date.today()
@@ -573,6 +577,10 @@ def economy_mindicators_wb(ticker='CN',indicator=['NY.GDP.MKTP.CN','NY.GDP.MKTP.
     
     # 为避免绘图出错，对空值进行插值
     df.interpolate(method='linear',limit_direction='both',inplace=True)
+
+    # 翻译指标名称
+    for c in list(df):
+        df.rename(columns={c:economic_translate(c)},inplace=True)
     
     draw_lines2(df,y_label,x_label,axhline_value,axhline_label,titletxt, \
                data_label=False,resample_freq='1D',smooth=smooth, \
@@ -695,15 +703,15 @@ def economy_mtickers_wb(ticker=['CN','US','JP'],indicator='NY.GDP.MKTP.PP.CD', \
     dfs=pd.DataFrame(); have_data=False
     country_list=[]; unit_list=[]
     for t in tickers:
-        print(f"  Looking indicator info for {t} ... ...")
+        print(f"  Looking for {measure} info in {t} ... ...")
         with HiddenPrints():
             df_tmp=economy_indicator_wb(ticker=t,indicator=measure, \
                                   start=start,end=end,graph=False)
         if df_tmp is None:
-            print(f"  #Warning(economy_mticker_wb): indicator info not found for {t}")
+            print(f"  #Warning(economy_mticker_wb): {measure} info not found in {t}")
             continue
         if len(df_tmp)==0:
-            print(f"  #Warning(economy_mticker_wb): zero info found for {t} between {start} and {end}")
+            print(f"  #Warning(economy_mticker_wb): zero info found for {measure} in {t}")
             continue
 
         have_data=True
@@ -714,7 +722,10 @@ def economy_mtickers_wb(ticker=['CN','US','JP'],indicator='NY.GDP.MKTP.PP.CD', \
         unit_list=unit_list+[unit]    
         df_tmp.drop(columns=['country','unit'],inplace=True)
         indicator_name=list(df_tmp)[0]
-         
+        
+        if DEBUG:
+            print(f"DEBUG: t={t}, band_area={band_area}, df_tmp={list(df_tmp)}")
+            
         if t in band_area:
             band_area = [country if x == t else x for x in band_area]
          
@@ -724,12 +735,15 @@ def economy_mtickers_wb(ticker=['CN','US','JP'],indicator='NY.GDP.MKTP.PP.CD', \
             dfs=df_tmp
         else:
             dfs=pd.concat([dfs,df_tmp],axis=1,join='outer')
-            
+    
+    # 翻译band_area
+    band_area=[country_translate(x) for x in band_area]        
+    
     if dfs is None:
         print(f"  #Error(economy_mticker_wb): no records found for {measure}")
         return None
     if len(dfs)==0:
-        print("  #Error(economy_mticker_wb): zero records found for {measure}")
+        print(f"  #Error(economy_mticker_wb): zero records found for {measure}")
         return None
 
     # 若不绘图则返回原始数据
@@ -740,11 +754,12 @@ def economy_mtickers_wb(ticker=['CN','US','JP'],indicator='NY.GDP.MKTP.PP.CD', \
         return None
 
     # 绘图
-    titletxt=text_lang("经济趋势分析","Economic Trend Analysis")+': '+indicator_name    
-    y_label=indicator_name
+    titletxt=text_lang("经济分析","Economic Analysis")+': '+indicator_name    
+    #y_label=indicator_name
+    y_label=text_lang("经济指标","Economic Indicator")
     
     import datetime; todaydt = datetime.date.today()
-    footnote2=text_lang("数据来源：WB/IMF/FRED","Data source: World Bank")+', '+str(todaydt)
+    footnote2=text_lang("数据来源：WB/IMF/FRED","Data source: WB/IMF/FRED")+', '+str(todaydt)
 
     one_unit=False
     if len(set(unit_list)) == 1: one_unit=True
@@ -801,6 +816,10 @@ def economy_mtickers_wb(ticker=['CN','US','JP'],indicator='NY.GDP.MKTP.PP.CD', \
         if axhline_label=='':
             axhline_label='零线'
 
+    # 翻译国家名称
+    for c in list(dfs2):
+        dfs2.rename(columns={c:country_translate(c)},inplace=True)
+
     draw_lines(dfs2,y_label,x_label,axhline_value,axhline_label,titletxt, \
                data_label=False,resample_freq='D',smooth=smooth,linewidth=linewidth, \
                band_area=band_area,loc=loc, \
@@ -973,5 +992,210 @@ def economy_trend2(ticker='CN',indicator='NY.GDP.MKTP.KN', \
 #==============================================================================
 #==============================================================================
 #==============================================================================
+
+
+def economic_translate(indicator):
+    """
+    ===========================================================================
+    功能：翻译宏观经济指标术语
+    参数：
+    indicator: 指标编码，主要是世界银行编码。
+    注意：部分编码已放弃，可能无数据或无最新数据。
+    返回值：是否找到，基于语言环境为中文或英文解释。
+    语言环境判断为check_language()
+    
+    数据结构：['指标编码','中文解释','英文解释']
+    """
+    DEBUG=False
+    
+    import pandas as pd
+    trans_dict=pd.DataFrame([
+        
+        # NE.CON.PRVT:家庭及NPISH最终消费=======================================
+        ['NE.CON.PRVT.CD','家庭及NPISH最终消费(美元时价)',
+         'Household & NPISHs Final Consumption (current US$)',
+         'Households and NPISHs Final consumption expenditure (current US$)'],
+        
+        ['NE.CON.PRVT.KD','家庭及NPISH最终消费(2015美元不变价格)',
+         'Household & NPISHs Final Consumption (constant 2015 US$)',
+         'Households and NPISHs Final consumption expenditure (constant 2015 US$)'],
+        
+        ['NE.CON.PRVT.CN','家庭及NPISH最终消费(本币时价)',
+         'Household & NPISHs Final Consumption (current LCU)',
+         'Households and NPISHs Final consumption expenditure (current LCU)'],
+        
+        ['NE.CON.PRVT.KN','家庭及NPISH最终消费(本币不变价格)',
+         'Household & NPISHs Final Consumption (constant LCU)',
+         'Households and NPISHs Final consumption expenditure (constant LCU)'],
+
+        ['NE.CON.PRVT.ZS','家庭及NPISH最终消费(占GDP%)',
+         'Household & NPISHs Final Consumption (GDP%)',
+         'Households and NPISHs Final consumption expenditure (% of GDP)'],
+
+        ['NE.CON.PRVT.KD.ZG','家庭及NPISH最终消费(年增速%)',
+         'Household & NPISHs Final Consumption (annual % growth)',
+         'Households and NPISHs Final consumption expenditure (annual % growth)'],
+
+        ['NE.CON.PRVT.PP.CD','家庭及NPISH最终消费(购买力平价，国际美元时价)',
+         'Household & NPISHs Final Consumption (PPP, current intl $)',
+         'Households and NPISHs Final consumption expenditure, PPP (current international $)'],
+
+        ['NE.CON.PRVT.PP.KD','家庭及NPISH最终消费(购买力平价，2021国际美元不变价格)',
+         'Household & NPISHs Final Consumption (PPP, constant 2021 intl $)',
+         'Households and NPISHs Final consumption expenditure, PPP (constant 2021 international $)'],
+
+        ['NE.CON.PRVT.PC.KD.ZG','人均家庭及NPISH最终消费(年增速%)',
+         'Household & NPISHs Final Consumption per capita growth (annual %)',
+         'Households and NPISHs Final consumption expenditure per capita growth (annual %)'],
+
+        ['NE.CON.PRVT.PC.KD','人均家庭及NPISH最终消费(2015美元不变价格)',
+         'Household & NPISHs Final Consumption per capita (constant 2015 US$)',
+         'Households and NPISHs Final consumption expenditure per capita (constant 2015 US$)'],
+
+        ['NE.CON.PRVT.CN.AD','家庭及NPISH最终消费(统计口径调整后，本币时价)',
+         'Household & NPISHs Final Consumption (linked series, current LCU)',
+         'Households and NPISHs Final consumption expenditure: linked series (current LCU)'],
+        
+        # 币种指标：CD=current US$, KD=constant 2015 US$, CN=current LCU
+        # KN=constant LCU, ZS=% of GDP, PC=per capita, PP=PPP
+        
+        
+        
+        
+        
+        
+        ], columns=['indicator','cword','eword','original_eword'])
+
+    found=False; result=indicator
+    try:
+        dict_word=trans_dict[trans_dict['indicator']==indicator]
+        found=True
+    except:
+        #未查到翻译词汇，返回原词
+        pass
+    
+    if dict_word is None:
+        found=False    
+    elif len(dict_word) == 0:
+        found=False
+    
+    if found:
+        lang=check_language()
+        
+        if DEBUG:
+            print(f"DEBUG: indicator={indicator}, lang={lang}, dict_word={dict_word}")
+        
+        if lang == 'Chinese':
+            result=dict_word['cword'].values[0]
+        else:
+            result=dict_word['eword'].values[0]
+            
+    return result
+
+if __name__=='__main__': 
+    indicator='NE.CON.PRVT.CD'
+    indicator='NE.CON.PRVT.KD'
+
+    indicator='NE.CON.PRVT.CN'
+    indicator='NE.CON.PRVT.KN'
+    
+    result=economic_translate(indicator)
+    economic_translate(indicator)[1]
+
+#==============================================================================
+
+
+def country_translate(country):
+    """
+    ===========================================================================
+    功能：翻译国家名称
+    参数：
+    country: 国家名称英文，并非国家代码。
+    返回值：是否找到，基于语言环境为中文或英文解释。
+    语言环境判断为check_language()
+    
+    数据结构：['国家名称英文','国家名称中文','国家代码2位','国家代码3位']
+    """
+    
+    import pandas as pd
+    trans_dict=pd.DataFrame([
+        
+        ['China','中国','CN','CHN'],
+        ['United States','美国','US','USA'],
+        ['Japan','日本','JP','JPN'],
+        ['Germany','德国','DE','DEU'],
+        ['India','印度','IN','IND'],
+        ['Brazil','巴西','BR','BRA'],
+        
+        ['France','法国','FR','FRA'],
+        ['United Kingdom','英国','GB','GBR'],
+        ['Russia','俄罗斯','RU','RUS'],
+        ['Canada','加拿大','CA','CAN'],
+        ['Australia','澳大利亚','AU','AUS'],
+        ['South Korea','韩国','KR','KOR'],
+        
+        ['Italy','意大利','IT','ITA'],
+        ['Mexico','墨西哥','MX','MEX'],
+        ['South Africa','南非','ZA','ZAF'],
+        ['Saudi Arabia','沙特阿拉伯','SA','SAU'],
+        ['Indonesia','印度尼西亚','ID','IDN'],
+        ['Turkey','土耳其','TR','TUR'],
+        
+        ['Argentina','阿根廷','AR','ARG'],
+        ['Egypt','埃及','EG','EGY'],
+        ['European Union','欧盟','EU','EUU'],
+        ['Hong Kong','中国香港','HK','HKG'],
+        ['Hong Kong, China','中国香港','HK','HKG'],
+        ['Taiwan','中国台湾','TW','TWN'],
+        ['Taiwan, China','中国台湾','TW','TWN'],
+        ['World','全球','1W','WLD'],
+        
+        ['Singapore','新加坡','SG','SGP'],
+        ['Malaysia','马来西亚','MY','MYS'],
+        ['Thailand','泰国','TH','THA'],
+        ['Israel','以色列','IL','ISR'],
+        ['Vietnam','越南','VN','VNM'],
+        ['Philippines','菲律宾','PH','PHL'],
+        ['Brunei','文莱','BN','BRN'],
+        ['Cambodia','柬埔寨','KH','KHM'],
+        
+        ['Laos','老挝','LA','LAO'],
+        ['Myanmar','缅甸','MM','MMR'],
+        
+        
+        
+        
+        
+        ], columns=['ecountry','ccountry','country code2','country code3'])
+
+    found=False; result=country
+    try:
+        dict_word=trans_dict[trans_dict['ecountry']==country]
+        found=True
+    except:
+        #未查到翻译词汇，返回原词
+        pass
+    
+    if dict_word is None:
+        found=False    
+    elif len(dict_word) == 0:
+        found=False
+    
+    if found:
+        lang=check_language()
+        if lang == 'Chinese':
+            result=dict_word['ccountry'].values[0]
+        else:
+            #result=dict_word['ecountry'].values[0]
+            pass
+            
+    return result
+
+if __name__=='__main__': 
+    country='China'
+    country='United States'
+    
+    result=country_translate(country)
+
 #==============================================================================
     

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-3.8.25.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siat
-Version: 3.8.10
+Version: 3.8.25
 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-3.8.25.dist-info}/RECORD

@@ -30,7 +30,7 @@ siat/cryptocurrency_test.py,sha256=3AikTNJ7j-HwLGLIYEfyXZ3bLVuLeru9mwiwHQi2SdA,2
 siat/derivative.py,sha256=qV8n09799eqLc26ojR6vN5n_X-xd7rGwdYjgq-wBih8,41483
 siat/economy-20230125.py,sha256=vxZZlPnLkh7SpGMVEPLwxjt0yYLSVmdZrO-s2NYLyoM,73848
 siat/economy.py,sha256=BFVQDxOTbuizyumpCgpZIauH6sqnwUXebpqRMmQCzys,84198
-siat/economy2.py,sha256=FOVf5WxKnge3dVEV2CEf--CupXhFtlRUc5k5FUMTD-Q,39857
+siat/economy2.py,sha256=paLZWJFa5in5Pl_isyb-7qnT8EUkvLGvg0G3s-eUONE,48275
 siat/economy_test.py,sha256=6vjNlPz7W125pJb7simCddobSEp3jmLIMvVkLRZ7zW8,13339
 siat/esg.py,sha256=GMhaonIKtvOK83rhpQUH5aJt2OL3HQBSVfD__Yw-0oo,19040
 siat/esg_test.py,sha256=Z9m6GUt8O7oHZSEG9aDYpGdvvrv2AiRJdHTiU6jqmZ0,2944
@@ -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
-siat-3.8.10.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
-siat-3.8.10.dist-info/METADATA,sha256=BjhxGSm9JIlTCe620pBWE36mrdR_5VUznsMLRqzVgvw,8144
-siat-3.8.10.dist-info/WHEEL,sha256=PZUExdf71Ui_so67QXpySuHtCi3-J3wvF4ORK6k_S8U,91
-siat-3.8.10.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.8.10.dist-info/RECORD,,
+siat-3.8.25.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
+siat-3.8.25.dist-info/METADATA,sha256=pWsYGwjmUvMD1r3g1lU0Ijl4V_Pif_RRtuBGhrcLw3A,8144
+siat-3.8.25.dist-info/WHEEL,sha256=PZUExdf71Ui_so67QXpySuHtCi3-J3wvF4ORK6k_S8U,91
+siat-3.8.25.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.8.25.dist-info/RECORD,,