siat 3.9.32__py3-none-any.whl → 3.10.1__py3-none-any.whl

siat/other_indexes.py

@@ -291,6 +291,7 @@ if __name__=='__main__':
     api_key='VTRR3TA7L9O2DIX6'
     keyword='AAPL'
     keyword='Apple'
+    keyword='^TYX'
     
     search_av("microsoft")
     search_av("Apple")
@@ -308,13 +309,19 @@ def search_av(keyword,api_key='VTRR3TA7L9O2DIX6'):
     
     data = response.json()
     if "bestMatches" in data:
-        firstcode=data["bestMatches"][0]['1. symbol']
-        firstname=data["bestMatches"][0]['2. name']
+        try:
+            firstcode=data["bestMatches"][0]['1. symbol']
+            firstname=data["bestMatches"][0]['2. name']
+        except:
+            print(f"  #Warning(search_av): no contents found for {keyword} in Alpha Vantage")
+            #未找到可匹配的股票代码
+            return None,None,None
+            
     else:
         if "Information" in data:
-            print(f"  Warning(search_av): exceeded the limit of max requests per day")
+            print(f"  #Warning(search_av): exceeded limit of requests per day in Alpha Vantage")
         else:
-            print(f"  Warning(search_av): keyword {keyword} not found in Alpha Vantage")
+            print(f"  #Warning(search_av): keyword {keyword} not found in Alpha Vantage")
         #未找到可匹配的股票代码
         return None,None,None
     

siat/security_price2.py

@@ -171,9 +171,14 @@ def get_price_1ticker(ticker,fromdate,todate, \
     if source in ['auto','yahoo'] and found not in ['Found','Empty']:
         dft=None
         if test_yahoo_finance():
-            #数据源情形3：yahoo, yfinance, 需要访问yahoo，直接为复权价？
-            dft=get_price_yf(ticker1,fromdate,todate)
+            #数据源情形3a：yahoo, yahooquery, 需要访问yahoo
+            dft=get_price_yq(ticker1,fromdate,todate)
             found=df_have_data(dft) 
+            
+            #数据源情形3b：yahoo, yfinance, 需要访问yahoo，直接为复权价
+            if found not in ['Found','Empty']:
+                dft=get_price_yf(ticker1,fromdate,todate)
+                found=df_have_data(dft) 
         
             #数据源情形4：yahoo, pandas_datareader，需要访问yahoo，似乎不工作了！
             if found not in ['Found','Empty']:

siat/security_prices.py

@@ -1449,6 +1449,74 @@ if __name__=='__main__':
     df4=get_prices_yf(['0700.HK','600519.SS'],'2020-12-1','2021-1-31')
     df5=get_prices_yf(['AAPL','MSFT','0700.HK','600519.SS'],'2020-12-1','2021-1-31')
     df6=get_prices_yf(['ABCD','EFGH','0700.HK','600519.SS'],'2020-12-1','2021-1-31')
+
+#==============================================================================
+if __name__=='__main__':
+    ticker='^TYX'
+    start='2024-12-1'
+    end='2025-1-31'
+
+    get_price_yq(ticker,start,end)
+    
+def get_price_yq(ticker,start,end):
+    """
+    功能：从雅虎财经抓取股价，使用yahooquery(注意插件版本问题)
+    输入：股票代码或股票代码列表，开始日期，结束日期
+    ticker: 股票代码或股票代码列表。大陆股票代码加上后缀.SZ或.SS或.BJ，港股代码去掉前导0加后缀.HK
+    start: 样本开始日期，尽量远的日期，以便取得足够多的原始样本，yyyy-mm-dd
+    end: 样本结束日期，既可以是今天日期，也可以是一个历史日期
+    
+    输出：指定收盘价格序列，最新日期的股价排列在前
+    """
+    p=None
+
+    #支持多个证券
+    import yahooquery as yq
+    ticker1,islist=cvt_yftickerlist(ticker)
+    if not islist:
+        #下载单一股票的股价
+        stock=yq.Ticker(ticker1, asynchronous=True)
+        try:
+            p=stock.history(start=start,end=end)
+            #仅针对雅虎情况
+            if p is not None:
+                if len(p)==0: p=None
+        except:
+            p=None
+    else: 
+        #下载股票列表的股价，与但股票情况相同，但需注意MultiInex结构
+        stock=yq.Ticker(ticker1, asynchronous=True)
+        try:
+            p=stock.history(start=start,end=end)
+            #仅针对雅虎情况
+            if p is not None:
+                if len(p)==0: p=None
+        except:
+            p=None
+            
+    found=df_have_data(p)
+    if found in ['Found','Empty']:
+        p.rename(columns={'open':'Open','high':'High','low':'Low','close':'Close', \
+                          'adjclose':'Adj Close','volume':'Volume'},inplace=True)
+        
+        if 'Adj Close' not in list(p):
+            p['Adj Close']=p['Close']  
+        p['ticker']=ticker
+        p['source']=text_lang('雅虎','Yahoo')
+        
+        # 去掉一级Index
+        p=p.droplevel('symbol')
+        p['date']=p.index
+        if len(p) > 0:
+            print("  Successfully retrieved",len(p),"records for",ticker1)  
+            
+            #去掉时区
+            p=df_index_timezone_remove(p)
+    else:
+        pass
+        #print("  #Error(get_prices_yf):",ticker1,"not found or no prices in the period or inaccessible to yahoo")
+
+    return p
     
 #==============================================================================
 if __name__=='__main__':

{siat-3.9.32.dist-info → siat-3.10.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: siat
-Version: 3.9.32
+Version: 3.10.1
 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-3.9.32.dist-info → siat-3.10.1.dist-info}/RECORD

@@ -89,7 +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=i-yj2wU7mErlSCoNSOSQjY3_HNcI_8gJBs7H0PhiE5U,13353
+siat/other_indexes.py,sha256=zIUOcaytf0e2NnGU9Bkyiu3z_GaR_-T8nVGCZ4s4Bws,13615
 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
@@ -102,8 +102,8 @@ 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=35AV6zcL-u26uM1MGtyO5bj9uY6CCrdk3MTff5Q-0rc,27465
-siat/security_prices.py,sha256=HoCZ7YPrQYZHgKC-LyXFeeBCTfRc3EMMEiEg52SVv2w,109073
+siat/security_price2.py,sha256=uC-wA6w3IlA9ZOJYINqIB7LexCbrnnqTkHTPuCSCwpo,27697
+siat/security_prices.py,sha256=MD1pANBD4E_dppLHxgoc7QoceGmKO3huOr2IQpU_eiQ,111570
 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
@@ -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-3.9.32.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
-siat-3.9.32.dist-info/METADATA,sha256=nrawbbVkm08ig_snc7NU6XTo8pCuFWPU2FmgDCBhKxk,8396
-siat-3.9.32.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
-siat-3.9.32.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
-siat-3.9.32.dist-info/RECORD,,
+siat-3.10.1.dist-info/LICENSE,sha256=NTEMMROY9_4U1szoKC3N2BLHcDd_o5uTgqdVH8tbApw,1071
+siat-3.10.1.dist-info/METADATA,sha256=45hmgtcQRU3Qq-7X7UlCGRDQrV-_c-VNt8Oec76xNBQ,8396
+siat-3.10.1.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
+siat-3.10.1.dist-info/top_level.txt,sha256=r1cVyL7AIKqeAmEJjNR8FMT20OmEzufDstC2gv3NvEY,5
+siat-3.10.1.dist-info/RECORD,,