'001538': '上投摩根科技前沿',
'161903': '万家行业优选',
'000336': '农银汇理研究精选'
}
tm_calculator = TMCalculater()
basic_calculator = ShowCalculater()
Result = namedtuple('Result', [
'code', 'name', 'start', 'year', 'alpha', 'beta2', 'profit', 'aagr',
'withdraw'
])
import logging
logger = logging.getLogger(__name__)
init_logger()
def format(results):
logger.debug(
"====================================================================================================================="
)
logger.debug(
"| {1:^8} | {2:{0}^15} | {3:^8} | {4:^4} | {5:^6} | {6:^6} | {7:^4} | {8:^4} | {9:^4} |"
.format(chr(12288), "Code", "名称", "开始", "年限", "α", "β2", "总收益", "年化收益",
"最大回撤"))
for r in results:
# print(r.code,
# r.name,
default=None,
help="字类型：基金有两种(info：基本信息|trade：交易数据| manager:基金经理）")
parser.add_argument('--force',
'-f',
action='store_true',
dest="force",
default=False,
help="是否再次强制爬取，覆盖已有的")
parser.add_argument('--num',
'-n',
type=int,
default=999999999,
help="爬取条数")
parser.add_argument('--period', '-p', type=str, default='1d')
args = parser.parse_args()
utils.init_logger()
crawler = None
if args.type == const.FUND and args.sub_type == const.CRAWLER_INFO:
crawler = JQDataFundCrawler()
elif args.type == const.FUND and args.sub_type == const.CRAWLER_TRADE:
crawler = EastmoneyCrawler()
elif args.type == const.FUND and args.sub_type == const.CRAWLER_MANAGER:
logger.info("爬取基金经理信息")
crawler = EastmoneyFundManagerCrawler()
elif args.type == const.STOCK:
crawler = JQDataStockCrawler()
else:
logger.error("--data 参数必须是'info|trade'")
exit()
sp500_index_data = data_utils.load_index_data_by_name('标普500')
# 计算他们之间的相关系数
cov_calculator.calculate(fund_data_list)
# 计算和标普500之间的相关系数
for fund_data, fund in zip(fund_data_list, fund_list):
merge_dataframe = data_utils.merge_by_date(
[fund_data, sp500_index_data], [COL_ACCUMULATIVE_NET, 'sp500'])
coef_value = merge_dataframe.corr().iloc[0, 1]
logger.info("基金[%s](%s)和标普500的相关系数：%.2f", fund.code, fund.name,
coef_value)
def main(args):
codes = args.codes.split(",")
fund_list = [data_utils.load_fund(code) for code in codes]
fund_data_list = [data_utils.load_fund_data(code) for code in codes]
calculate(fund_data_list, fund_list)
# python -m fund_analysis.projects.etf_sp500_compare --codes 003718,050025
if __name__ == '__main__':
utils.init_logger(logging.DEBUG)
parser = argparse.ArgumentParser()
parser.add_argument('--codes', '-c', type=str, default=None)
args = parser.parse_args()
main(args)