siat 3.8.28__py3-none-any.whl → 3.8.35__py3-none-any.whl

siat/valuation_china.py

@@ -182,6 +182,294 @@ if __name__ =="__main__":
     df=get_valuation_market_china(start,end,measure='pe',method='lyr',value='value',statistic='median')
 
 #==============================================================================
+if __name__ =="__main__":
+    start='2024-1-1'; end='2025-3-31'
+    indicator='pe'
+    method='ttm'
+    value='value'
+    statistic='median'
+    
+    indicator=['pb','pe']
+    method=['lyr','ttm']
+    value=['value','quantile']
+    statistic=['median','equal-weighted']
+    
+    twinx=False; loc1='best'; loc2='best'
+    power=0; twinx=False; average_value=True
+    annotate=False; annotate_value=False; plus_sign=True
+    mark_top=False; mark_bottom=False; mark_end=False
+        
+    loc1='upper left'; loc2='lower right'
+    facecolor='whitesmoke'; maxticks=20
+    
+
+
+def valuation_china(start='MRY',end='today',indicator='pe', \
+                    method='lyr',value='value',statistic='median', \
+                    average_value=False,show_index=False, \
+                    power=0,twinx=False, \
+                               
+                    band_area='', \
+                    attention_value='',attention_value_area='', \
+                    attention_point='',attention_point_area='', \
+                               
+                    annotate=False,annotate_value=False,plus_sign=True, \
+                    mark_start=False,mark_top=False,mark_bottom=False,mark_end=False, \
+                               
+                    loc1='upper left',loc2='lower right', \
+                    facecolor='whitesmoke',maxticks=20):
+    """
+    ===========================================================================
+    功能：比较中国全A股市场的估值指标变化趋势
+    start: 开始日期，格式YYYY-MM-DD。
+    或者简写版，例如'MRY'近1年、'L3Y'表示近3年等。
+    end: 结束日期，默认今天。
+    
+    indicator: 估值指标市盈率'pe'或市净率'pb'，或其组合。不支持股息率
+    method: 滚动'ttm或静态取样'lyr'，或其组合
+    value: 直接采用估值指标数值'value'或分位数'quantile'，或其组合
+    statistic: 采用中位数'median'或等权均值'equal-weighted'，或其组合
+    twinx：是否使用双轴绘图法，默认否False。
+        如果同时选择了市盈率'pe'或市净率'pb'，建议打开该选项True。
+    loc1/loc2：图例1/2的位置，默认自动决定'best'。
+        如果自动位置不理想，可以手动设置位置。
+    """
+    print("  Working on valuating China stock market ... ...")
+    
+    import pandas as pd
+    #处理日期
+    start,end=start_end_preprocess(start,end)
+    
+    # 情形1：双indicator：双指标，PE+PB
+    if isinstance(indicator,list) and len(indicator) >= 2:
+        indicator=indicator[:2]
+        if isinstance(method,list): method=method[0]
+            
+        if isinstance(value,list): value=value[0]
+        if isinstance(statistic,list): statistic=statistic[0]
+        
+        df=None
+        for i in indicator:
+            if 'pb' != i.lower():
+                dftmp=get_valuation_market_china(start,end,measure=i.lower(), \
+                                                 method=method, \
+                                                 value=value,statistic=statistic)
+            else:
+                # pb不支持ttm
+                dftmp=get_valuation_market_china(start,end,measure=i.lower(), \
+                                                 method='lyr', \
+                                                 value=value,statistic=statistic)
+                
+            val_desc=dftmp['desc'].values[0]
+            method_desc=dftmp['method'].values[0]
+            """
+            if method_desc == 'lyr': val_desc=val_desc+'静态'
+            elif method_desc == 'ttm': 
+                #val_desc=val_desc+'动态'
+                val_desc=val_desc
+            if value == 'value': val_desc=val_desc+'数值'
+            elif value == 'quantile': val_desc=val_desc+'分位数'
+            """
+            dftmp[val_desc]=dftmp['field']
+            dftmp2=dftmp[[val_desc]]
+            
+            if df is None:
+                df=dftmp2
+            else:
+                df=pd.merge(df,dftmp2,left_index=True,right_index=True)
+                
+    # 情形2：单indicator+双method：ttm+lyr（仅适用于pe；pb仅适用lyr）；
+    elif isinstance(method,list) and len(method) >= 2:
+        method=method[:2]
+        if isinstance(indicator,list): indicator=indicator[0]
+            
+        if isinstance(value,list): value=value[0]
+        if isinstance(statistic,list): statistic=statistic[0]
+        
+        df=None
+        for i in method:
+            if (indicator.lower() == 'pe') or \
+                (indicator.lower() == 'pb' and i.lower() == 'lyr'):
+                dftmp=get_valuation_market_china(start,end,measure=indicator.lower(), \
+                                                 method=i.lower(), \
+                                                 value=value,statistic=statistic)
+                
+            val_desc=dftmp['desc'].values[0]
+            method_desc=dftmp['method'].values[0]
+            """
+            if method_desc == 'lyr': val_desc=val_desc+'静态'
+            elif method_desc == 'ttm': 
+                #val_desc=val_desc+'动态'
+                val_desc=val_desc
+            if value == 'value': val_desc=val_desc+'数值'
+            elif value == 'quantile': val_desc=val_desc+'分位数'
+            """
+            dftmp[val_desc]=dftmp['field']
+            dftmp2=dftmp[[val_desc]]
+            
+            if df is None:
+                df=dftmp2
+            else:
+                df=pd.merge(df,dftmp2,left_index=True,right_index=True)
+                
+    # 情形3：单indicator+单method+双value；
+    elif isinstance(value,list) and len(value) >= 2:
+        value=value[:2]
+        if isinstance(indicator,list): indicator=indicator[0]
+        if isinstance(method,list): method=method[0]
+        if indicator == 'pb': method='lyr'
+            
+        if isinstance(statistic,list): statistic=statistic[0]
+        
+        df=None
+        for i in value:
+            dftmp=get_valuation_market_china(start,end,measure=indicator.lower(), \
+                                             method=method.lower(), \
+                                             value=i.lower(),statistic=statistic)
+                
+            val_desc=dftmp['desc'].values[0]
+            method_desc=dftmp['method'].values[0]
+            """
+            if method_desc == 'lyr': val_desc=val_desc+'静态'
+            elif method_desc == 'ttm': 
+                #val_desc=val_desc+'动态'
+                val_desc=val_desc
+            if value == 'value': val_desc=val_desc+'数值'
+            elif value == 'quantile': val_desc=val_desc+'分位数'
+            """
+            dftmp[val_desc]=dftmp['field']
+            dftmp2=dftmp[[val_desc]]
+            
+            if df is None:
+                df=dftmp2
+            else:
+                df=pd.merge(df,dftmp2,left_index=True,right_index=True)
+                
+        # 数值与分位数差距较大，使用twinx=True
+        twinx=True
+                
+    # 情形4：单indicator+单method+单value+双statistic；
+    elif isinstance(statistic,list) and len(statistic) >= 2:
+        statistic=statistic[:2]
+        if isinstance(indicator,list): indicator=indicator[0]
+        if isinstance(method,list): method=method[0]
+        if indicator == 'pb': method='lyr'
+        
+        df=None
+        for i in statistic:
+            dftmp=get_valuation_market_china(start,end,measure=indicator.lower(), \
+                            method=method.lower(), \
+                            value=value.lower(),statistic=i.lower())
+                
+            val_desc=dftmp['desc'].values[0]
+            method_desc=dftmp['method'].values[0]
+            """
+            if method_desc == 'lyr': val_desc=val_desc+'静态'
+            elif method_desc == 'ttm': 
+                #val_desc=val_desc+'动态'
+                val_desc=val_desc
+            if value == 'value': val_desc=val_desc+'数值'
+            elif value == 'quantile': val_desc=val_desc+'分位数'
+            """
+            dftmp[val_desc]=dftmp['field']
+            dftmp2=dftmp[[val_desc]]
+            
+            if df is None:
+                df=dftmp2
+            else:
+                df=pd.merge(df,dftmp2,left_index=True,right_index=True)
+                
+    # 情形5：单indicator+单method+单value+单statistic；
+    else:
+        if isinstance(indicator,list): indicator=indicator[0]
+        if isinstance(method,list): method=method[0]
+        if indicator == 'pb': method='lyr'
+        
+        if isinstance(value,list): value=value[0]
+        if isinstance(statistic,list): statistic=statistic[0]
+        
+        dftmp=get_valuation_market_china(start,end,measure=indicator.lower(), \
+                                         method=method.lower(), \
+                            value=value.lower(),statistic=statistic.lower())
+            
+        val_desc=dftmp['desc'].values[0]
+        method_desc=dftmp['method'].values[0]
+        """
+        if method_desc == 'lyr': val_desc=val_desc+'静态'
+        elif method_desc == 'ttm': 
+            #val_desc=val_desc+'动态'
+            val_desc=val_desc
+        if value == 'value': val_desc=val_desc+'数值'
+        elif value == 'quantile': val_desc=val_desc+'分位数'
+        """
+        dftmp[val_desc]=dftmp['field']
+        if show_index:
+            index_desc=dftmp['index name'].values[0]
+            dftmp[index_desc]=dftmp['index']
+            df=dftmp[[val_desc,index_desc]]
+            
+            # 指数与指标差异大，设定twinx=True
+            twinx=True
+        else:
+            df=dftmp[[val_desc]]
+        
+    # 绘图
+    import datetime; todaydt = datetime.date.today()
+    sourcetxt=text_lang("数据来源：legulegu","Data source: legulegu")
+    footnote=sourcetxt+', '+str(todaydt)
+    
+    if show_index:
+        # 显示股票市场指数
+        twinx=True
+        
+    titletxt=text_lang("中国A股市场估值趋势","China A-share Market Valuation")
+    ylabeltxt=text_lang("估值指标","Valuation Indicator")
+    
+    if len(list(df)) == 1:
+        colname=collabel=list(df)[0]
+        #titletxt=titletxt+': '+colname
+        ylabeltxt=colname
+        plot_line(df,colname,collabel,ylabeltxt,titletxt,footnote, \
+                      power=power, \
+            attention_value=attention_value,attention_value_area=attention_value_area, \
+            attention_point=attention_point,attention_point_area=attention_point_area, \
+                      average_value=average_value, \
+                          
+                      loc=loc1, \
+                      mark_start=True,mark_top=True,mark_bottom=True,mark_end=mark_end, \
+                      facecolor=facecolor,maxticks=maxticks)
+    
+    #elif twinx and len(list(df)) >= 2:
+    elif twinx != False and len(list(df)) >= 2:
+        ticker1=ticker2=''
+        colname1=label1=list(df)[0]; df1=df[[colname1]]
+        colname2=label2=list(df)[1]; df2=df[[colname2]]
+        
+        plot_line2(df1,ticker1,colname1,label1, \
+                   df2,ticker2,colname2,label2, \
+                   ylabeltxt,titletxt,footnote, \
+                   power=power,datatag1=False,datatag2=False,yscalemax=5, \
+                   zeroline=False, \
+                       twinx=twinx, \
+                       yline=999,attention_value_area='', \
+                       xline=999,attention_point_area='', \
+                   resample_freq='H',loc1=loc1,loc2=loc2, \
+                   color1='red',color2='blue',facecolor='whitesmoke', \
+                       maxticks=maxticks)
+    else:
+        x_label=footnote
+        axhline_value=0; axhline_label=''
+        draw_lines(df,ylabeltxt,x_label,axhline_value,axhline_label,titletxt, \
+                   band_area=band_area,loc=loc1, \
+            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_value,plus_sign=False, \
+                   mark_top=mark_top,mark_bottom=mark_bottom,mark_end=mark_end, \
+                   facecolor=facecolor,maxticks_enable=True,maxticks=maxticks)
+
+    return df
+
+
 if __name__ =="__main__":
     start='2020-1-1'; end='2022-10-9'
     measures=['pb','pe']; methods='lyr'; values='value'; statistics='median'
@@ -261,7 +549,7 @@ def valuation_market_china(start='MRY',end='today',measures=['pe','pb'], \
     
     import datetime
     today = datetime.date.today()
-    footnote="数据来源: 乐咕乐股，"+str(today)
+    footnote="数据来源: legulegu，"+str(today)
     
     #获取指标1
     df1=get_valuation_market_china(start,end,measure=measures1,method=methods1,value=values1,statistic=statistics1)

{siat-3.8.28.dist-info → siat-3.8.35.dist-info}/METADATA

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: siat
-Version: 3.8.28
+Version: 3.8.35
 Summary: Securities Investment Analysis Tools (siat)
 Home-page: https://pypi.org/project/siat/
 Author: Prof. WANG Dehong, International Business School, Beijing Foreign Studies University
@@ -40,6 +40,14 @@ Requires-Dist: translators
 Requires-Dist: nbconvert
 Requires-Dist: ipywidgets
 Requires-Dist: playwright
+Dynamic: author
+Dynamic: author-email
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: home-page
+Dynamic: license
+Dynamic: requires-dist
+Dynamic: summary
 
 
 # What is siat?

{siat-3.8.28.dist-info → siat-3.8.35.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=1wEYdfsgTxTy6FtXXOoCfd4v6xWQYUXLDR7GJSOHwGg,75147
+siat/economy2.py,sha256=tdfbDXfv_rI4FjeQEgMwcKnoGNRL_1U2vkrnAPgRmAs,81019
 siat/economy_test.py,sha256=6vjNlPz7W125pJb7simCddobSEp3jmLIMvVkLRZ7zW8,13339
 siat/esg.py,sha256=GMhaonIKtvOK83rhpQUH5aJt2OL3HQBSVfD__Yw-0oo,19040
 siat/esg_test.py,sha256=Z9m6GUt8O7oHZSEG9aDYpGdvvrv2AiRJdHTiU6jqmZ0,2944
@@ -64,7 +64,7 @@ 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=Qw17Gq2jjh8ftWpAM0TfWP7bojGlS48hMpOUSJar5HM,117447
+siat/grafix.py,sha256=Noy_gIwVGjktPgfUIx-KZQJ-pjtwR3o7iBI030m4wzs,139126
 siat/grafix_test.py,sha256=kXvcpLgQNO7wd30g_bWljLj5UH7bIVI0_dUtXbfiKR0,3150
 siat/holding_risk.py,sha256=uWRtMMJqKr-puQn26g6Fq5N3mFB70c0B99zLQug8hAo,30774
 siat/holding_risk_test.py,sha256=FRlw_9wFG98BYcg_cSj95HX5WZ1TvkGaOUdXD7-V86s,474
@@ -140,12 +140,12 @@ siat/translate_20240606.py,sha256=63IyHWEU3Uz9mjwyuAX3fqY4nUMdwh0ICQAgmgPXP7Y,21
 siat/translate_241003_keep.py,sha256=un7Fqe1v35MXsja5exZgjmLzrZtt66NARZIGlyFuGGU,218747
 siat/universal_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
 siat/valuation.py,sha256=K7epQC_UtELjRR5cyjJp4gskSyJMxXy-jHIAS0SUEj8,51801
-siat/valuation_china.py,sha256=izg7EhnkZkHQQuVmkLTvPdOETJgQ8epAeEmQVBOEg1g,70607
+siat/valuation_china.py,sha256=eSKIDckyjG8QkENlW_OKkqbQHno8pzDcomBO9iGNJVM,83079
 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-3.8.28.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
-siat-3.8.28.dist-info/METADATA,sha256=-znpXFY93SnCc5fC9dnEraPjh_vwbitlZSkqjwkGpTo,8144
-siat-3.8.28.dist-info/WHEEL,sha256=PZUExdf71Ui_so67QXpySuHtCi3-J3wvF4ORK6k_S8U,91
-siat-3.8.28.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.8.28.dist-info/RECORD,,
+siat-3.8.35.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
+siat-3.8.35.dist-info/METADATA,sha256=3q8Ct67TlVKt9RRhekzd2I5JXTdrtUqT-4G62BkeH-I,8321
+siat-3.8.35.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
+siat-3.8.35.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.8.35.dist-info/RECORD,,

{siat-3.8.28.dist-info → siat-3.8.35.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (75.6.0)
+Generator: setuptools (75.8.0)
 Root-Is-Purelib: true
 Tag: py3-none-any