siat 3.9.10__py3-none-any.whl → 3.9.11__py3-none-any.whl

siat/event_study.py

@@ -538,7 +538,7 @@ def event_study(ticker,event_date, \
     #显著性检验：异于零的t检验，事件窗口
     df_event_window=df0[(df0.index >=event_window_start) & (df0.index <=event_window_end)]
     #footnote5="事件窗口CAR(终值，p值)："
-    footnote5="事件窗口CAR(均值，中位数，p值)："
+    footnote5="事件窗口CAR(终值，均值，中位数，p值)："
     for c in list(df_event_window):
         if 'CAR' in c.upper():
             c_name=c[:-4]
@@ -577,7 +577,8 @@ def event_study(ticker,event_date, \
                 p_value_str=str(round(p_value,4))[:7]
             #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)
+            footnote5=footnote5+"{0}({1}, {2}, {3}, {4}), ".format(c_name,car_value_str,car_mean_str, \
+                                                              car_median_str,p_value_str)
             
         if 'BHAR' in c.upper():
             bhar_value=df_event_window[c][-1]
@@ -587,9 +588,9 @@ def event_study(ticker,event_date, \
                 bhar_value_str=str(round(bhar_value,4))[:7]
                 
             if show_BHAR:
-                footnote5=footnote5+"BHAR: {0}, ".format(bhar_value_str)
+                footnote5=footnote5+"BHAR终值: {0}; ".format(bhar_value_str)
             
-    footnote5=footnote5.strip(", ")
+    footnote5=footnote5.strip(", "); footnote5=footnote5.strip("; ")
 
     #显著性检验：异于零的t检验，事件后窗口
     df_post_event_window=df0[(df0.index >event_window_end) & (df0.index <=post_event_end)]
@@ -599,7 +600,7 @@ def event_study(ticker,event_date, \
         footnote6=''
     else:
         #footnote6="事件后窗口CAR(终值，p值)："
-        footnote6="事件后窗口CAR(均值，中位数，p值)："
+        footnote6="事件后窗口CAR(终值，均值，中位数，p值)："
         for c in list(df_post_event_window):
             if 'CAR' in c.upper():
                 c_name=c[:-4]
@@ -639,7 +640,7 @@ def event_study(ticker,event_date, \
                     p_value_str=str(round(p_value,4))[:7]
                     
                 #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)
+                footnote6=footnote6+"{0}({1}, {2}, {3}, {4}), ".format(c_name,car_value_str,car_mean_str,car_median_str,p_value_str)
                         
             if 'BHAR' in c.upper():
                 bhar_value=df_post_event_window[c][-1]
@@ -649,9 +650,9 @@ def event_study(ticker,event_date, \
                     bhar_value_str=str(round(bhar_value,4))[:7]
                     
                 if show_BHAR:
-                    footnote6=footnote6+"BHAR: {0}, ".format(bhar_value_str)
+                    footnote6=footnote6+"BHAR终值: {0}; ".format(bhar_value_str)
 
-        footnote6=footnote6.strip(", ")
+        footnote6=footnote6.strip(", "); footnote6=footnote6.strip("; ")
     
     footnote7="数据来源：Sina/EM/Yahoo/Stooq/SWHY，"+stoday
 

{siat-3.9.10.dist-info → siat-3.9.11.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: siat
-Version: 3.9.10
+Version: 3.9.11
 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-3.9.10.dist-info → siat-3.9.11.dist-info}/RECORD

@@ -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=xhWpKMcLbXxyFWADxgEeMLp_370CsPonGlELbpOJVLA,36978
+siat/event_study.py,sha256=uQojKR5Mg3AC1PCSpx_CBHfUjJr0B4E-iCWxNF0Vif8,37178
 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
@@ -145,8 +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-3.9.10.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,,
+siat-3.9.11.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
+siat-3.9.11.dist-info/METADATA,sha256=qWH6uFB65v5Tt0vrvTH9GXJ2Zzl3Ub2rBuFmAAFS1T8,8335
+siat-3.9.11.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
+siat-3.9.11.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.9.11.dist-info/RECORD,,