siat 3.8.48__py3-none-any.whl → 3.9.10__py3-none-any.whl

siat/allin.py

@@ -93,6 +93,7 @@ from siat.valuation_china import *
 # 获取证券价格与计算
 from siat.security_prices import *
 from siat.security_price2 import *
+from siat.other_indexes import *
 
 # 股票分析
 from siat.stock import *

siat/event_study.py

@@ -44,6 +44,15 @@ if __name__=='__main__':
     event_window=[1,1] #事件发生时股市已经收盘，故检测下一个交易日的股市反应
     market_index='000001.SS' #贵州茅台在上交所上市，故使用上证综合指数
     RF=0
+
+    #测试组1b
+    ticker='600519.SS'
+    
+    event_date='2024-4-2' #贵州茅台2023年报于2024年4月2日晚披露
+    start='2024-3-1'; end='2024-4-30'
+    event_window=[0,2] #事件发生时股市已经收盘，故检测下一个交易日的股市反应
+    market_index='000001.SS' #贵州茅台在上交所上市，故使用上证综合指数
+    RF=0
     
     #测试组2
     ticker=['600519.SS','399997.SZ']
@@ -75,6 +84,7 @@ if __name__=='__main__':
     facecolor="whitesmoke"
     show_AR=True
     show_RF=True
+    show_BHAR=True
     loc='best'
     
     es=event_study("600519.SS",event_date="2024-4-2", \
@@ -111,8 +121,9 @@ def event_study(ticker,event_date, \
                 RF="market index", \
                 ret_type="Daily Adj Ret%", \
                 ticker_type='auto', \
-                facecolor="whitesmoke",show_AR='auto',show_RF=False, \
-                loc='best'):
+                show_AR='auto',show_RF=False,show_BHAR=False, \
+                draw_CAR=True,draw_BHAR=False, \
+                facecolor="whitesmoke",loc='best'):
     """
     ===========================================================================
     功能：展示事件研究法的累计异常收益率CAR。
@@ -127,13 +138,15 @@ def event_study(ticker,event_date, \
         注意：事件窗口不一定包括事件日（适用于事件日在非交易日的情形，例如周末或假日，或者在当日闭市后发生）
         如果事件日为非交易日，事件窗口需要后移至事件日后的第一个交易日。
         如果怀疑市场提前对事件发生反应，可以考虑前移事件窗口的开始日期。
+        使用CAR时，事件窗口长度一般为数日；使用BHAR时可长达数月。
     post_event_days：用于分析事件窗口后的漂移效应，取事件窗口后多少天。
         默认不分析，取0天。可以指定天数，注意是否跨过非交易日情形，过长的窗口期也可能混杂其他事件的影响。
     method：估计事件窗口以及事件后窗口收益率预期值的方法
-        默认为CAPM（主要用于ticker为股票等），即通常所说的市场模型。
+        默认为CAPM（主要用于ticker为股票等），即通常所说的市场模型法。
         如果ticker为股票等，也可直接使用指数收益率为其预期收益率，此时method为Market或Index，即常说的市场调整模型。
         如果ticker为指数，无法再借助指数，method只能使用Random Walk，即使用前一个收益率为预期收益率。
         注意：不管多个ticker时里面的不同证券类型，仅按第一个ticker的类型判断，并使用同一种证券类型。
+        使用CAR时，对每日异常收益率相加，反映短期逐日异常收益的累积；使用BHAR时则为复利累积，反映长期异常收益。
     early_response_days：默认为-2，即提前2天市场就开始有反应。
         市场很可能对事件提前发生反应（因为泄密等原因），例如中国市场规定上市公司董事会开完后两天内必须披露。
         很可能刚开完董事会，市场就得到了消息。为规避这种情况对估计窗口的影响，可以调节此参数。
@@ -145,12 +158,17 @@ def event_study(ticker,event_date, \
         默认使用市场模型"market index"自动计算，无需指定。
         可直接指定具体数值。
         也可指定特定指标替代，例如一年期中国国债收益率"1YCNY.B"或一年期美债收益率"1YUSY.B"等。
-    show_RF：在使用市场模型或指定指标时是否显示计算出的RF均值，默认为False。
     ticker_type：显式指明ticker的证券类型，当siat误判其类型（中国内地股票/债券/基金）时使用，默认'auto'。
-    facecolor：显式指定绘图背景颜色，默认"whitesmoke"。
+    show_RF：在使用市场模型或指定指标时是否显示计算出的RF均值，默认为False。
     show_AR：是否绘图时绘制异常收益率AR
         默认'auto'（单个ticker时绘制，多个时不绘制）。
         也可指定True/False强行绘制/不绘制。
+    show_BHAR；是否显示BHAR数值，适用于长期窗口，默认否False。
+    draw_CAR：是否绘制CAR曲线，默认是True。
+    draw_BHAR：是否绘制BHAR曲线，默认否False。
+        注意：对于短期窗口，CAR曲线与BHAR曲线差异微小，可能基本重合，因此建议仅绘制其中之一。
+    facecolor：显式指定绘图背景颜色，默认"whitesmoke"。
+
     
     示例：美的收购库卡事件对股价的影响
     es=event_study(["000333.SZ"],
@@ -441,10 +459,11 @@ def event_study(ticker,event_date, \
         if DEBUG2:
             print("  DEBUG: RF_type={0}, RF_text={1}, rf_dict={2}".format(RF_type,RF_text, rf_dict))
         
-    #=====计算CAR==============================================================
+    #=====计算CAR和BHAR==============================================================
     for t in ticker_name(ticker,ticker_type):
         try:
             df_ret[t+"_CAR"]=0
+            df_ret[t+"_BHAR"]=0
         except: continue
         
     event_window_startpd=pd.to_datetime(event_window_start)
@@ -452,11 +471,14 @@ def event_study(ticker,event_date, \
     post_event_endpd=pd.to_datetime(post_event_end)
     startpd=pd.to_datetime(start); endpd=pd.to_datetime(end)
     
-    #计算CAR
+    #计算CAR和BHAR
     df_ret_event=df_ret[(df_ret.index >=event_window_startpd) & (df_ret.index <=endpd)]
     for t in ticker_name(ticker,ticker_type):
         try:
-            df_ret_event[t+'_CAR'] = df_ret_event[t+'_AR'].cumsum()
+            # CAR：单利累加求和（每日异常收益相加）
+            df_ret_event[t+'_CAR'] = df_ret_event[t+'_AR'].cumsum(skipna=True)
+            # BHAR：复利累积
+            df_ret_event[t+'_BHAR'] = ((1+df_ret_event[t+'_AR']/100).cumprod()-1)*100
         except: continue
     
     #合成事件前期间
@@ -464,11 +486,12 @@ def event_study(ticker,event_date, \
     for t in ticker_name(ticker,ticker_type):
         try:
             df_ret_before_event[t+'_CAR']=np.nan
+            df_ret_before_event[t+'_BHAR']=np.nan
         except: continue
     
     df_show=pd.concat([df_ret_before_event,df_ret_event])
     
-    #是否显示AR：默认单证券显示，多证券不显示
+    #是否显示AR：默认单证券显示，多证券时不显示
     df_show_cols=[]
     for c in list(df_show):
         if show_AR=='auto':
@@ -555,6 +578,17 @@ def event_study(ticker,event_date, \
             #footnote5=footnote5+c_name+p_value_str+"，"
             #footnote5=footnote5+"{0}({1}, {2}), ".format(c_name,car_value_str,p_value_str)
             footnote5=footnote5+"{0}({1}, {2}, {3}), ".format(c_name,car_mean_str,car_median_str,p_value_str)
+            
+        if 'BHAR' in c.upper():
+            bhar_value=df_event_window[c][-1]
+            if bhar_value > 0:
+                bhar_value_str=str(round(bhar_value,4))[:6]
+            else:
+                bhar_value_str=str(round(bhar_value,4))[:7]
+                
+            if show_BHAR:
+                footnote5=footnote5+"BHAR: {0}, ".format(bhar_value_str)
+            
     footnote5=footnote5.strip(", ")
 
     #显著性检验：异于零的t检验，事件后窗口
@@ -606,6 +640,17 @@ def event_study(ticker,event_date, \
                     
                 #footnote6=footnote6+c[:-4]+str(p_value)[:6]+"，"
                 footnote6=footnote6+"{0}({1}, {2}, {3}), ".format(c_name,car_mean_str,car_median_str,p_value_str)
+                        
+            if 'BHAR' in c.upper():
+                bhar_value=df_post_event_window[c][-1]
+                if bhar_value > 0:
+                    bhar_value_str=str(round(bhar_value,4))[:6]
+                else:
+                    bhar_value_str=str(round(bhar_value,4))[:7]
+                    
+                if show_BHAR:
+                    footnote6=footnote6+"BHAR: {0}, ".format(bhar_value_str)
+
         footnote6=footnote6.strip(", ")
     
     footnote7="数据来源：Sina/EM/Yahoo/Stooq/SWHY，"+stoday
@@ -659,8 +704,16 @@ def event_study(ticker,event_date, \
     attention_point.sort(reverse=False)
     attention_point=list({}.fromkeys(attention_point).keys())    
     
+    # 是否绘制CAR或BHAR曲线：对于短期窗口，CAR曲线和BHAR曲线很可能基本重合，建议仅绘制其中之一！
+    df0draw=df0.copy()
+    for c in list(df0draw):
+        if not draw_CAR and 'CAR' in c:
+            del df0draw[c]
+        if not draw_BHAR and 'BHAR' in c:
+            del df0draw[c]
+    
     #绘图
-    draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
+    draw_lines(df0draw,y_label,x_label,axhline_value,axhline_label,title_txt, \
                data_label=False, \
                loc=loc,resample_freq='D',smooth=False, \
                annotate=True,annotate_value=False, \
@@ -668,7 +721,7 @@ def event_study(ticker,event_date, \
                attention_point_area=attention_point_area, \
                ticker_type=ticker_type,facecolor=facecolor)
     
-    #=====输出AR和/或CAR表格====================================================
+    #=====输出AR和/或CAR或BHAR表格====================================================
     df1=df0.copy()
     #df1=df1.replace([np.nan, None], np.nan).dropna()
     df1=df1.replace([np.nan, None],'-')
@@ -735,6 +788,10 @@ def event_study(ticker,event_date, \
     else:
         footnote=footnote2+footnote3+footnote4+'\n'+footnote5+'\n'+footnote6
     
+    for c in list(df1):
+        if not show_BHAR and 'BHAR' in c:
+            del df1[c]
+
     #显示结果表格
     df_display_CSS(df1,titletxt=title_txt,footnote=footnote,facecolor=facecolor,decimals=4, \
                    first_col_align='left',second_col_align='left', \

siat/grafix.py

@@ -331,7 +331,9 @@ def plot_line(df0,colname,collabel,ylabeltxt,titletxt,footnote,datatag=False, \
                     atpd=at
                     
                 if DEBUG: print(f"atpd={atpd}")
-                plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))
+                at_str=atpd.strftime('%Y-%m-%d')
+                #plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))
+                plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+at_str)
 
     if not attention_point_area=='':
         if isinstance(attention_point_area,list) and len(attention_point_area)>=2:
@@ -722,8 +724,9 @@ def plot_line2_coaxial(df01,ticker1,colname1,label1, \
 
                 if DEBUG:
                     print("atpd=",atpd)
-
-                plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))        
+                
+                at_str=atpd.strftime('%Y-%m-%d')
+                plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+at_str)        
 
     if not attention_point_area=='':
         if isinstance(attention_point_area,list) and len(attention_point_area)>=2:
@@ -992,8 +995,10 @@ def plot_line2_coaxial2(df01,ticker1,colname1,label1, \
 
                 if DEBUG:
                     print("atpd=",atpd)
-
-                plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))        
+                
+                at_str=atpd.strftime('%Y-%m-%d')
+                #plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))
+                plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+at_str)
 
     if not attention_point_area=='':
         if isinstance(attention_point_area,list) and len(attention_point_area)>=2:
@@ -1207,7 +1212,9 @@ def plot_line2_twinx(df01,ticker1,colname1,label1, \
                     atpd=pd.to_datetime(at)
                 except:
                     atpd=at
-                plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))        
+                
+                at_str=atpd.strftime('%Y-%m-%d')
+                plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+at_str)        
 
     if not attention_point_area=='':
         if isinstance(attention_point_area,list) and len(attention_point_area)>=2:
@@ -1455,7 +1462,10 @@ def plot_line2_LR(df01,ticker1,colname1,label1, \
                     atpd=pd.to_datetime(at)
                 except:
                     atpd=at
-                ax.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))        
+                    
+                at_str=atpd.strftime('%Y-%m-%d')
+                #ax.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))  
+                ax.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+at_str)        
 
     if not attention_point_area=='':
         if isinstance(attention_point_area,list) and len(attention_point_area)>=2:
@@ -1698,7 +1708,10 @@ def plot_line2_UD(df01,ticker1,colname1,label1, \
                     atpd=pd.to_datetime(at)
                 except:
                     atpd=at
-                ax.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))        
+                    
+                at_str=atpd.strftime('%Y-%m-%d')
+                #ax.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))  
+                ax.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+at_str)        
 
     if not attention_point_area=='':
         if isinstance(attention_point_area,list) and len(attention_point_area)>=2:
@@ -1938,7 +1951,10 @@ def plot_line2_twinx2(df01,ticker1,colname1,label1, \
                     atpd=pd.to_datetime(at)
                 except:
                     atpd=at
-                plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))        
+                    
+                at_str=atpd.strftime('%Y-%m-%d')
+                #plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))    
+                plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+at_str)        
 
     if not attention_point_area=='':
         if isinstance(attention_point_area,list) and len(attention_point_area)>=2:
@@ -2406,7 +2422,9 @@ def draw_lines(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
                 plt.arrow(atpd,yaxis_min,arrow_dx,arrow_dy,ls=':',lw=2,fc=color,ec=color,alpha=0.5,shape='full', \
                           width=0.05,length_includes_head=True)
                 """
-                plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))
+                at_str=atpd.strftime('%Y-%m-%d')
+                #plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))
+                plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+at_str)
 
     if not attention_point_area=='':
         if isinstance(attention_point_area,list) and len(attention_point_area)>=2:
@@ -2782,7 +2800,10 @@ def draw_lines2(df0,y_label,x_label,axhline_value,axhline_label,title_txt, \
                     atpd=pd.to_datetime(at)
                 except:
                     atpd=at
-                plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))
+                    
+                at_str=atpd.strftime('%Y-%m-%d')
+                #plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+str(at))
+                plt.axvline(x=atpd,ls=":",c=color,linewidth=1.5,label=text_lang("关注点","Attention point ")+at_str)
 
     if not attention_point_area=='':
         if isinstance(attention_point_area,list) and len(attention_point_area)>=2:

siat/other_indexes.py

@@ -0,0 +1,189 @@
+# -*- coding: utf-8 -*-
+"""
+本模块功能：另类证券市场指数
+所属工具包：证券投资分析工具SIAT 
+SIAT：Security Investment Analysis Tool
+创建日期：2025年5月8日
+最新修订日期：
+作者：王德宏 (WANG Dehong, Peter)
+作者单位：北京外国语大学国际商学院
+作者邮件：wdehong2000@163.com
+版权所有：王德宏
+用途限制：仅限研究与教学使用，不可商用！商用需要额外授权。
+特别声明：作者不对使用本工具进行证券投资导致的任何损益负责！
+"""
+#==============================================================================
+#关闭所有警告
+import warnings; warnings.filterwarnings('ignore')
+
+from siat.common import *
+#==============================================================================
+
+
+def other_index_translate(index_code):
+    """
+    ===========================================================================
+    功能：另类证券市场指数代码
+    参数：
+    index_code: 指数代码，非标准，来自东方财富和新浪。
+    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：['指数代码','指数符号','指数名称中文','指数名称英文','数据来源']
+    """
+    
+    import pandas as pd
+    trans_dict=pd.DataFrame([
+        
+        ['INDEXCF','俄罗斯MICEX指数','俄罗斯MICEX指数','MICEX Index','sina'],
+        ['RTS','俄罗斯RTS指数','俄罗斯RTS指数','RTS Index','sina'],
+        ['CASE','埃及CASE 30指数','埃及CASE30指数','CASE30 Index','sina'],
+        ['VNINDEX','越南胡志明','越南胡志明指数','Ho Chi-Ming Index','em'],
+        ['HSCEI','国企指数','港股国企指数','HK H-share Index','em'],
+        ['HSCCI','红筹指数','港股红筹指数','HK Red-share Index','em'],
+        ['CSEALL','斯里兰卡科伦坡','斯里兰卡科伦坡全指','Colombo Index','em'],
+        ['UDI','美元指数','美元指数','US Dollar Index','em'],
+        ['CRB','路透CRB商品指数','路透CRB商品指数','Reuters CRB Index','em'],
+        ['BDI','波罗的海BDI指数','波罗的海BDI指数','Baltic Dry Index','em'],
+        ['KSE100','巴基斯坦卡拉奇','巴基斯坦卡拉奇指数','KSE100 Index','em'],
+        
+        
+        ], columns=['code','symbol','name_cn','name_en','source'])
+
+    found=False; symbol=index_code
+    try:
+        dict_word=trans_dict[trans_dict['code']==index_code]
+        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
+    
+    source=''; name=''
+    if found:
+        symbol=dict_word['symbol'].values[0]
+        
+        lang=check_language()
+        if lang == 'Chinese':
+            name=dict_word['name_cn'].values[0]
+        else:
+            name=dict_word['name_en'].values[0]
+            
+        source=dict_word['source'].values[0]
+            
+    return symbol,name,source
+
+if __name__=='__main__': 
+    index_code='KSE100'
+    index_code='CASE'
+    index_code='XYZ'
+    
+    set_language('Chinese')
+    set_language('English')
+    other_index_translate(index_code)
+
+#==============================================================================
+def get_other_index_em(index_code,start,end):
+    """
+    功能：获取另类指数历史行情，东方财富
+    参数：
+    index_code：指数代码
+    start,end：开始/结束日期
+    """
+    symbol,name,source=other_index_translate(index_code)
+    if symbol == index_code:
+        return None
+    
+    import akshare as ak
+    dft = ak.index_global_hist_em(symbol=symbol)
+    dft.rename(columns={'日期':'Date','代码':'ticker','名称':'Name','今开':'Open', \
+                        '最新价':'Close','最高':'High','最低':'Low','振幅':'Change'}, \
+               inplace=True)
+    dft['Change']=dft['Change']/100.00
+    dft['Adj Close']=dft['Close']
+    dft['source']=source
+    dft['Volume']=0
+    dft['Name']=name
+    
+    import pandas as pd
+    dft['date']=dft['Date'].apply(lambda x: pd.to_datetime(x))
+    dft.set_index('date',inplace=True)
+    
+    startpd=pd.to_datetime(start); endpd=pd.to_datetime(end)
+    df=dft[(dft.index >= startpd) & (dft.index <= endpd)]
+    
+    return df
+
+if __name__=='__main__': 
+    index_code='KSE100'
+    start='2025-2-1'; end='2025-3-31'
+    get_other_index_em(index_code,start,end)
+#==============================================================================
+def get_other_index_sina(index_code,start,end):
+    """
+    功能：获取另类指数历史行情，新浪财经
+    参数：
+    index_code：指数代码
+    start,end：开始/结束日期
+    """
+    symbol,name,source=other_index_translate(index_code)
+    if symbol == index_code:
+        return None
+    
+    import akshare as ak
+    dft = ak.index_global_hist_sina(symbol=symbol)
+    dft.rename(columns={'open':'Open','high':'High','low':'Low','close':'Close', \
+                        'volume':'Volume'},inplace=True)
+    dft['ticker']=index_code; dft['Name']=name; dft['Date']=dft['date']
+    dft['Adj Close']=dft['Close']
+    dft['source']=source
+    
+    import pandas as pd
+    dft['date']=dft['Date'].apply(lambda x: pd.to_datetime(x))
+    dft.set_index('date',inplace=True)
+    
+    startpd=pd.to_datetime(start); endpd=pd.to_datetime(end)
+    df=dft[(dft.index >= startpd) & (dft.index <= endpd)]
+    
+    return df
+
+if __name__=='__main__': 
+    index_code='CASE'
+    start='2025-2-1'; end='2025-3-31'
+    get_other_index_sina(index_code,start,end)
+#==============================================================================
+def get_other_index_ak(index_code,start,end):
+    """
+    功能：获取另类指数历史行情，新浪财经或东方财富
+    参数：
+    index_code：指数代码
+    start,end：开始/结束日期
+    """
+    symbol,name,source=other_index_translate(index_code)
+    if symbol == index_code:
+        return None
+    
+    if source == 'em':
+        df=get_other_index_em(index_code,start,end)
+    elif source == 'sina':
+        df=get_other_index_sina(index_code,start,end)
+    else:
+        df=None
+        
+    return df
+
+if __name__=='__main__': 
+    index_code='CASE'
+    index_code='KSE100'
+    index_code='VNINDEX'
+    start='2025-2-1'; end='2025-3-31'
+    get_other_index(index_code,start,end)
+#==============================================================================
+#==============================================================================
+#==============================================================================
+
+

siat/security_price2.py

@@ -14,6 +14,7 @@ import warnings; warnings.filterwarnings('ignore')
 from siat.common import *
 from siat.translate import *
 from siat.security_prices import *
+from siat.other_indexes import *
 #==============================================================================
 import pandas as pd
 #==============================================================================
@@ -67,6 +68,7 @@ if __name__=='__main__':
     
     # 新测试组
     ticker="XAUUSD"
+    ticker="^NSEI"
     fromdate='2024-5-1'; todate='2024-5-20'
     ticker_type='auto';source='auto'
     adjust='';fill=False
@@ -119,7 +121,7 @@ def get_price_1ticker(ticker,fromdate,todate, \
     ticker_type=ticker_type_preprocess_1str(ticker,ticker_type)
     
     #数据源情形1：akshare
-    if source in ['auto','sina']:
+    if source in ['auto','sina','em']:
         #中国的证券
         if suffix in SUFFIX_LIST_CN:
             #含处理证券类型优先级
@@ -185,7 +187,11 @@ def get_price_1ticker(ticker,fromdate,todate, \
     if source in ['auto'] and found not in ['Found','Empty']:
         dft=get_index_fred(ticker1,fromdate,todate)
         found=df_have_data(dft)         
-
+            
+    #数据源情形6：仅用于几个另类非常用指数，例如胡志明指数/卡拉奇指数/埃及指数等，新浪/东方财富
+    if source in ['auto','sina','em'] and found not in ['Found','Empty']:
+        dft=get_other_index_ak(ticker1,fromdate,todate)
+        found=df_have_data(dft)   
     #数据源情形6：pandas_datareader，其他数据源，暂不支持
     """
     Tiingo：获取股票，共同基金和信息和交易所交易基金的信息，可以免费注册获得API_KEY

siat/translate.py

@@ -1150,7 +1150,19 @@ def codetranslate0(code):
         
         ['^XU100','伊斯坦布尔100指数'], ['10TRY.B','土耳其10年期国债收益率%'],
         
-        
+        # 另类指数
+        ['INDEXCF','俄罗斯MICEX指数'],
+        ['RTS','俄罗斯RTS指数'],
+        ['CASE','埃及CASE30指数'],
+        ['VNINDEX','越南胡志明指数'],
+        ['HSCEI','港股国企指数'],
+        ['HSCCI','港股红筹指数'],
+        ['CSEALL','斯里兰卡科伦坡全指'],
+        ['UDI','美元指数'],
+        ['CRB','路透CRB商品指数'],
+        ['BDI','波罗的海BDI指数'],
+        ['KSE100','巴基斯坦卡拉奇指数'],
+
         
         #债券==================================================================
         ['sh019521','15国债21'],['sz128086','国轩转债'],['sz123027','蓝晓转债'],
@@ -2035,6 +2047,20 @@ def codetranslate1(code):
         ['^XU100','ISE National-100 index'], ['10TRY.B','Turkey 10-year Treasurybond Yield%'],
         ['10CNY.B','10-Year China Treasurybond Yield%'],
         
+        # 另类指数
+        ['INDEXCF','Russia MICEX Index'],
+        ['RTS','Russia RTS Index'],
+        ['CASE','Egypt CASE30 Index'],
+        ['VNINDEX','Ho Chi-Ming Index'],
+        ['HSCEI','HK H-share Index'],
+        ['HSCCI','HK Red-share Index'],
+        ['CSEALL','Colombo Index'],
+        ['UDI','US Dollar Index'],
+        ['CRB','Reuters CRB Index'],
+        ['BDI','Baltic Dry Index'],
+        ['KSE100','Pakistan KSE100 Index'],
+        
+        
         #债券==================================================================
         ['sh019521','15国债21'],['sz128086','国轩转债'],['sz123027','蓝晓转债'],
         ['^IRX','13-week Treasury Yield%'],['^FVX','5-year Treasury Yield%'],

{siat-3.8.48.dist-info → siat-3.9.10.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: siat
-Version: 3.8.48
+Version: 3.9.10
 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-3.8.48.dist-info → siat-3.9.10.dist-info}/RECORD

@@ -1,7 +1,7 @@
 siat/__init__ -20240701.py,sha256=gP5uajXnJesnH5SL0ZPwq_Qhv59AG1bs4qwZv26Fo2Y,2894
 siat/__init__.py,sha256=tpSBf8BYpWOzBDF2iNQ4tlVxjx7bmkVQ3kPUu9X3iog,2227
 siat/__init__.py.backup_20250214.py,sha256=pIo4CV3lNPKIhitmhIh_6aAfZrmzQWGNDcEnvZ7GXoc,3216
-siat/allin.py,sha256=9xwa97S6KPHXGuqDtyN9b6Y4lCSM1VdBqpFBrlRvV8I,3001
+siat/allin.py,sha256=--32Bt2Mfg7l38w7X9cLJCdWtYRB3tTtVHnS9WnqKDI,3035
 siat/alpha_vantage_test.py,sha256=tKr-vmuFH3CZAqwmISz6jzjPHzV1JJl3sPfZdz8aTfM,747
 siat/assets_liquidity.py,sha256=o_UZdLs693uNWPEQB2OzxDH0mdWimOmq4qe_vx1pue0,28987
 siat/assets_liquidity_test.py,sha256=UWk6HIUlizU7LQZ890fGx8LwU1jMMrIZswg8cFUJWZ8,1285
@@ -34,7 +34,7 @@ siat/economy2.py,sha256=inmArHl43HFnSn6O4uY-xcsQY93IyMlFet3pQ7JpsjM,81089
 siat/economy_test.py,sha256=6vjNlPz7W125pJb7simCddobSEp3jmLIMvVkLRZ7zW8,13339
 siat/esg.py,sha256=GMhaonIKtvOK83rhpQUH5aJt2OL3HQBSVfD__Yw-0oo,19040
 siat/esg_test.py,sha256=Z9m6GUt8O7oHZSEG9aDYpGdvvrv2AiRJdHTiU6jqmZ0,2944
-siat/event_study.py,sha256=30ji4TP4xztNVjQdkBlwWstkCIGg6McTYe8dWlbloTg,34341
+siat/event_study.py,sha256=xhWpKMcLbXxyFWADxgEeMLp_370CsPonGlELbpOJVLA,36978
 siat/exchange_bond_china.pickle,sha256=zDqdPrFacQ0nqjP_SuF6Yy87EgijIRsFvFroW7FAYYY,1265092
 siat/fama_french.py,sha256=aUTC-67t_CEPbLk4u79woW_zfZ7OCP6Fo4z5EdWCSkQ,48051
 siat/fama_french_test.py,sha256=M4O23lBKsJxhWHRluwCb3l7HSEn3OFTjzGMpehcevRg,4678
@@ -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=X9eWpD6ndQSAkOEcbfC9b8KrY-rlYEhz63kE8JALs8E,139802
+siat/grafix.py,sha256=8aL8z5TF963T7GgW62iNL5h5P_HA_AxAVxmBJK3Os28,141240
 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
@@ -89,6 +89,7 @@ siat/option_china_test.py,sha256=UQ-YUHUjoGBQyanLcM-yzqeEIUQP_gCQIeT0W6rnUnA,163
 siat/option_pricing.py,sha256=vyQNgBsjcJi70Pa-fJTVVIGK_3jWh80tkd1ESnn3sE4,74069
 siat/option_pricing_test.py,sha256=eeorV5Ja5vjlRXnP6fWJHetGU5Vb8SnLopkC6RV3GfA,2203
 siat/option_sina_api_test.py,sha256=dn-k_wrQnAaNKHoROvWJEc7lqlU0bwiV2Aa4usWAFGM,5908
+siat/other_indexes.py,sha256=DXijuTBhXWj7xEAIGzeczbt1CcJlfxV0hQ_UIuqIdfk,6859
 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
@@ -101,7 +102,7 @@ siat/risk_free_rate_test.py,sha256=CpmhUf8aEAEZeNu4gvWP2Mz2dLoIgBX5bI41vfUBEr8,4
 siat/sector_china.py,sha256=9zjdORWx5ia_gUezidhOKWmCnVDwWcnnjjugHudelaQ,157411
 siat/sector_china_test.py,sha256=1wq7ef8Bb_L8F0h0W6FvyBrIcBTEbrTV7hljtpj49U4,5843
 siat/security_price.py,sha256=2oHskgiw41KMGfqtnA0i2YjNNV6cYgtlUK0j3YeuXWs,29185
-siat/security_price2.py,sha256=dYwvz9H-uWp-Gyc1g_MId9k8cITS6ZHmjW-Fc2ypp-0,26587
+siat/security_price2.py,sha256=2my4JgVIoQunQ-xDlHPGZRyBJ4KFuM6nVQTwqmauIK0,26966
 siat/security_prices.py,sha256=HoCZ7YPrQYZHgKC-LyXFeeBCTfRc3EMMEiEg52SVv2w,109073
 siat/security_prices_test.py,sha256=OEphoJ87NPKoNow1QA8EU_5MUYrJF-qKoWKNapVfZNI,10779
 siat/security_trend.py,sha256=o0vpWdrJkmODCP94X-Bvn-w7efHhj9HpUYBHtLl55D0,17240
@@ -135,7 +136,7 @@ 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=6kIzzzdh04J2BkR2XSnKkl4rTZWSHarW-4AdarTZJvI,262334
+siat/translate.py,sha256=m8mDVHilsw9nSIGBcvl_pS-aMy3W7UVKEZsLwhfuIEg,263300
 siat/translate_20240606.py,sha256=63IyHWEU3Uz9mjwyuAX3fqY4nUMdwh0ICQAgmgPXP7Y,215121
 siat/translate_241003_keep.py,sha256=un7Fqe1v35MXsja5exZgjmLzrZtt66NARZIGlyFuGGU,218747
 siat/universal_test.py,sha256=CDAOffW1Rvs-TcNN5giWVvHMlch1w4dp-w5SIV9jXL0,3936
@@ -144,8 +145,8 @@ 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-3.8.48.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
-siat-3.8.48.dist-info/METADATA,sha256=dvMkCPc4aEw3Msl0BeSKOOaLDHSglS26AXleOlmktTk,8335
-siat-3.8.48.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
-siat-3.8.48.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.8.48.dist-info/RECORD,,
+siat-3.9.10.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
+siat-3.9.10.dist-info/METADATA,sha256=tcyrbbCQ4PKsHAi4jCkJXdIAXyCicGRom6snzC3cqso,8335
+siat-3.9.10.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
+siat-3.9.10.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.9.10.dist-info/RECORD,,