feat: 新增换手率显示功能，优化换手率计算逻辑并更新相关测试

Author: zengbin93

czsc/__init__.py

@@ -175,6 +175,7 @@
     show_cta_periods_classify,
     show_volatility_classify,
     show_portfolio,
+    show_turnover_rate,
 )
 
 from czsc.utils.bi_info import (

czsc/eda.py

@@ -868,20 +868,20 @@ def turnover_rate(df: pd.DataFrame, **kwargs):
 
     # 由于是 diff 计算，第一个时刻的仓位变化被忽视了，修改一下
     sdt = df["dt"].min()
-    df_turns.loc[(df_turns["dt"] == sdt), "change"] = df[df["dt"] == sdt]["weight"].sum()
+    df_turns.loc[(df_turns["dt"] == sdt), "change"] = df[df["dt"] == sdt]["weight"].abs().sum()
 
     # 按日期 resample
-    df_turns = df_turns.set_index("dt").resample("D").sum().reset_index()
+    df_daily = df_turns.set_index("dt").resample("D").sum().reset_index()
 
     if verbose:
         logger.info(f"组合换手率：{round(df_turns.change.sum() / 2, 4)}")
 
     res = {
-        "单边换手率": round(df_turns.change.sum(), 4),
-        "每日换手率": df_turns.change.mean(),
-        "最大单日换手率": df_turns.change.max(),
-        "最小单日换手率": df_turns.change.min(),
-        "换手详情": df_turns
+        "单边换手率": round(df_daily.change.sum(), 4),
+        "日均换手率": df_daily.change.mean(),
+        "最大单日换手率": df_daily.change.max(),
+        "最小单日换手率": df_daily.change.min(),
+        "日换手详情": df_daily
     }
 
     return res

czsc/utils/st_components.py

@@ -2275,3 +2275,58 @@ def show_portfolio(df: pd.DataFrame, portfolio: str, benchmark: Optional[str] =
             with tabs[3]:
                 yearly_days = cal_yearly_days(daily.index.to_list())
                 show_daily_return(daily, stat_hold_days=False, plot_cumsum=True, sub_title="", yearly_days=yearly_days)
+
+
+def show_turnover_rate(df: pd.DataFrame):
+    """显示换手率变化
+    
+    :param df: 权重数据，必须包含 dt, symbol, weight 三列, 其他列忽略
+    """
+    import plotly.express as px
+    from czsc.eda import turnover_rate
+
+    res = turnover_rate(df, verbose=True)
+    dfc = res['日换手详情']  # 两列：dt, change
+    dfc['dt'] = pd.to_datetime(dfc['dt'])
+
+    # 最近30天换手率
+    _sdt_30 = dfc['dt'].max() - pd.Timedelta(days=30)
+    _dfc = dfc[dfc['dt'] >= _sdt_30]
+
+    # 最近一年换手率
+    _sdt_year = dfc['dt'].max() - pd.Timedelta(days=365)
+    _dfy = dfc[dfc['dt'] >= _sdt_year]
+
+    m1, m2, m3, m4, m5, m6 = st.columns(6)
+    m1.metric("单边换手率", f"{res['单边换手率']:.2f}")
+    m2.metric("日均换手率", f"{res['日均换手率']:.2%}")
+    m3.metric("最大单日换手率", f"{res['最大单日换手率']:.2%}")
+    m4.metric("最小单日换手率", f"{res['最小单日换手率']:.2%}")
+    m5.metric("最近30天换手率", f"{_dfc['change'].sum():.2f}", help=f"最近30天换手率，自{_sdt_30}以来")
+    m6.metric("最近一年换手率", f"{_dfy['change'].sum():.2f}", help=f"最近一年换手率，自{_sdt_year}以来")
+
+    p1, p2, p3 = st.columns([2, 3, 1])
+    # 日换手的累计变化（X轴不显示）
+    df_daily = dfc.copy()
+    df_daily['change'] = df_daily['change'].cumsum()
+    fig = px.line(df_daily, x='dt', y='change', title='日换手累计曲线')
+    fig.update_xaxes(title_text='')
+    p1.plotly_chart(fig, use_container_width=True)
+
+    # 月换手的柱状图
+    df_monthly = dfc.copy()
+    df_monthly = df_monthly.set_index('dt').resample('M').sum().reset_index()
+    fig = px.bar(df_monthly, x='dt', y='change', title='月换手变化')
+    fig.update_xaxes(title_text='')
+    p2.plotly_chart(fig, use_container_width=True)
+
+    # 年换手的柱状图
+    df_yearly = dfc.copy()
+    df_yearly = df_yearly.set_index('dt').resample('Y').sum().reset_index()
+    df_yearly['dt'] = df_yearly['dt'].dt.strftime('%Y')
+    df_yearly['change'] = df_yearly['change'].round(0)
+    fig = px.bar(df_yearly, x='dt', y='change', title='年换手变化', hover_data=['change'])
+    fig.update_xaxes(title_text='')
+    p3.plotly_chart(fig, use_container_width=True)
+
+    st.caption("说明：以单边换手率计算")

test/test_eda.py

@@ -135,20 +135,20 @@ def test_turnover_rate_normal():
     # 验证结果
     assert isinstance(result, dict)
     assert "单边换手率" in result
-    assert "每日换手率" in result
+    assert "日均换手率" in result
     assert "最大单日换手率" in result
     assert "最小单日换手率" in result
-    assert "换手详情" in result
+    assert "日换手详情" in result
 
     # 验证换手率计算是否正确
     # 第一天：1.0 + 0.5 + 0.0 = 1.5
     # 第二天：|0.5-1.0| + |1.0-0.5| + |0.5-0.0| = 1.5
     # 第三天：|0.0-0.5| + |0.5-1.0| + |1.0-0.5| = 1.5
     assert result["单边换手率"] == 4.5  # 1.5 + 1.5 + 1.5
-    assert result["每日换手率"] == 1.5  # 4.5 / 3
+    assert result["日均换手率"] == 1.5  # 4.5 / 3
     assert result["最大单日换手率"] == 1.5
     assert result["最小单日换手率"] == 1.5
-    print(result['换手详情'])
+    print(result['日换手详情'])
 
 
 def test_turnover_rate_verbose():