def cal_yoy_mom(result_list: list, store: MqQuarterStore):
for i in result_list: # type: MqQuarterMetric
lm = store.find_period_latest(i.ts_code, i.name,
date_utils.period_delta(i.period, -1))
i.mom = cal_inc_rate(i, lm)
ly = store.find_period_latest(i.ts_code, i.name,
date_utils.period_delta(i.period, -4))
i.yoy = cal_inc_rate(i, ly)
def earn_in_period(quarter_store: mq_quarter_store.MqQuarterStore,
ts_code: str, report_period: str, update_date: str,
quarter_num: int) -> bool:
period = period_delta(report_period, 1)
for i in range(quarter_num):
period = period_delta(period, -1)
dprofit_quarter = quarter_store.find_period_latest(
ts_code, mq_quarter_metric_enum.dprofit_quarter.name, period,
update_date)
if calculate.lt(dprofit_quarter, zero, 'value', True):
return False
return True
def cal_quarter_ltm(result_list: list, store: MqQuarterStore,
period_o: PeriodObj, ts_code: str, update_date: str):
period = period_o.end_date
quarter_num = date_utils.get_quarter_num(period)
report_type = period_o.report_type
call_find_now = partial(store.find_period_exact,
ts_code=ts_code,
update_date=update_date)
call_find_pre = partial(store.find_period_latest,
ts_code=ts_code,
update_date=update_date)
call_add = partial(common_add, result_list=result_list, store=store)
for k in mq_quarter_metric_enum.cal_quarter_list:
name = k.name
from_name = k.from_name
i1 = call_find_now(period=period, name=from_name)
i2 = call_find_pre(period=date_utils.period_delta(period, -1),
name=from_name)
quarter = quarter_cal_utils.cal_quarter(name, i1, i2)
if quarter is None:
common_log_err(ts_code, period, report_type, update_date, name)
else:
call_add(to_add=quarter)
for k in mq_quarter_metric_enum.cal_ltm_list:
name = k.name
from_name = k.from_name
i1 = call_find_now(period=period, name=from_name)
i2 = call_find_pre(period=date_utils.period_delta(period, -1),
name=from_name)
i3 = call_find_pre(period=date_utils.period_delta(period, -2),
name=from_name)
i4 = call_find_pre(period=date_utils.period_delta(period, -3),
name=from_name)
ltm: MqQuarterMetric = quarter_cal_utils.cal_ltm_with_quarter(
name, i1, i2, i3, i4)
if ltm is None and quarter_num == 4:
q_m: MqQuarterMetricEnum = mq_quarter_metric_enum.find_by_name(
from_name)
ltm = quarter_cal_utils.add_up(
name, [call_find_now(period=period, name=q_m.from_name)])
if ltm is None:
common_log_err(ts_code, period, report_type, update_date, name)
else:
call_add(to_add=ltm)
def extract_from_cash_flow(result_list: list, store: MqQuarterStore,
period_dict: dict, cf: TsCashFlow):
update_date = date_utils.format_delta(cf.mq_ann_date, -1)
ts_code = cf.ts_code
period = cf.end_date
call_find = partial(store.find_period_exact,
ts_code=ts_code,
period=period,
update_date=update_date)
call_add_nx = partial(add_nx,
ts_code=ts_code,
period=period,
update_date=update_date,
report_type=mq_report_type.report if cf.report_type
== '1' else mq_report_type.report_adjust,
store=store,
result_list=result_list,
period_dict=period_dict)
for i in mq_quarter_metric_enum.extract_from_cf_list:
if i.is_cf_h and date_utils.get_quarter_num(cf.end_date) == 3:
q2: MqManualMetric = store.find_period_latest(
ts_code=cf.ts_code,
name=i.name,
period=date_utils.period_delta(cf.end_date, -1),
update_date=update_date)
if q2 is None:
log.error('Cant find q2 in cash flow %s %s %s' %
(cf.ts_code, cf.end_date, cf.mq_ann_date))
call_add_nx(name=i.name, value=getattr(cf, i.from_name))
else:
call_add_nx(name=i.name, value=q2.value)
else:
call_add_nx(name=i.name, value=getattr(cf, i.from_name))
def fetch_from_period():
s: Session = db_client.get_session()
result = s.query(func.max(TsCashFlow.end_date)) \
.all()
s.close()
from_date = fetch_data_start_period
if len(result) > 0 and not result[0][0] is None:
from_date = date_utils.period_delta(result[0][0], -4)
return from_date
def fetch_by_period(to_date: str = date_utils.get_current_dt()):
to_period = date_utils.period_delta(date_utils.next_period(to_date),
1) # 年报和一季度的预报可能同时出
from_period = fetch_from_period()
return fetch.common_fetch_report_by_period(TsForecast,
'fetch_forecast',
TsForecast.end_date,
from_period=from_period,
to_period=to_period)
def cal_complex_quarter_ltm(result_list: list, store: MqQuarterStore,
period_o: PeriodObj, ts_code: str,
update_date: str):
'''
计算复杂指标的单季和ltm, 在所有复杂指标计算后
暂无
'''
period = period_o.end_date
report_type = period_o.report_type
call_find_now = partial(store.find_period_exact,
ts_code=ts_code,
update_date=update_date)
call_find_pre = partial(store.find_period_latest,
ts_code=ts_code,
update_date=update_date)
call_add = partial(common_add, result_list=result_list, store=store)
for k in mq_quarter_metric_enum.complex_quarter_list:
name = k.name
from_name = k.from_name
current = call_find_now(period=period, name=from_name)
lp = call_find_pre(period=date_utils.period_delta(period, -1),
name=from_name)
quarter = quarter_cal_utils.cal_quarter(name, current, lp)
if quarter is None:
common_log_err(ts_code, period, report_type, update_date, name)
else:
call_add(to_add=quarter)
for k in mq_quarter_metric_enum.complex_ltm_list:
name = k.name
from_name = k.from_name
current = call_find_now(period=period, name=from_name)
last_year_q4 = call_find_pre(period=date_utils.q4_last_year(period),
name=from_name)
last_year = call_find_pre(period=date_utils.period_delta(period, -4),
name=from_name)
ltm = quarter_cal_utils.cal_ltm_with_period(name, current,
last_year_q4, last_year)
if ltm is None:
common_log_err(ts_code, period, report_type, update_date, name)
else:
call_add(to_add=ltm)
def earn_and_dividend_in_year(quarter_store: mq_quarter_store.MqQuarterStore,
ts_code: str, report_period: str,
update_date: str, year: int) -> bool:
quarter_num = get_quarter_num(report_period)
period = report_period if quarter_num == 4 else period_delta(
report_period, -quarter_num)
period = period_delta(period, 4)
for i in range(year):
period = period_delta(period, -4)
dprofit_ltm = quarter_store.find_period_latest(
ts_code, mq_quarter_metric_enum.dprofit_ltm.name, period,
update_date)
dividend_ltm = quarter_store.find_period_latest(
ts_code, mq_quarter_metric_enum.dividend_ltm.name, period,
update_date)
if calculate.lt(dprofit_ltm, zero, 'value', True):
return False
if calculate.lt(dividend_ltm, zero, 'value', True):
return False
return True
def history_dividend_yoy_score(quarter_store: mq_quarter_store.MqQuarterStore,
ts_code: str, report_period: str,
update_date: str, year: int) -> bool:
quarter_num = get_quarter_num(report_period)
period = report_period if quarter_num == 4 else period_delta(
report_period, -quarter_num)
period = period_delta(period, 4)
yoy_list = []
for i in range(year):
period = period_delta(period, -4)
dividend_ltm = quarter_store.find_period_latest(
ts_code, mq_quarter_metric_enum.dividend_ltm.name, period,
update_date)
yoy_list.append(calculate.get_val(dividend_ltm, 'yoy', zero))
result = 0
score_per_one = 100 / year
for yoy in yoy_list:
if yoy > 0:
result += score_per_one
elif yoy < 0:
result -= score_per_one / 2
return decimal_utils.valid_score(result)
def cal_avg(result_list: list, store: MqQuarterStore, period_o: PeriodObj,
ts_code: str, update_date: str):
period = period_o.end_date
report_type = period_o.report_type
call_find_now = partial(store.find_period_exact,
ts_code=ts_code,
update_date=update_date)
call_find_pre = partial(store.find_period_latest, ts_code=ts_code)
call_add = partial(common_add, result_list=result_list, store=store)
for k in mq_quarter_metric_enum.cal_avg_list:
from_name = k.from_name
i1 = call_find_now(period=period, name=from_name)
i2 = call_find_pre(period=date_utils.period_delta(period, -1),
name=from_name)
i3 = call_find_pre(period=date_utils.period_delta(period, -2),
name=from_name)
i4 = call_find_pre(period=date_utils.period_delta(period, -3),
name=from_name)
avg = quarter_cal_utils.cal_ltm_avg(k.name, i1, i2, i3, i4)
if avg is None:
common_log_err(ts_code, period, report_type, update_date, k.name)
else:
call_add(to_add=avg)
def cal(daily_store: mq_daily_store.MqDailyStore,
quarter_store: mq_quarter_store.MqQuarterStore,
ts_code: str, update_date: str) -> MqDailyMetric:
score = 0
peg = 0
report_type = 0
period = '00000000'
pe: MqDailyMetric = daily_store.find_date_exact(ts_code, mq_daily_metric_enum.pe.name, update_date)
dprofit_quarter = quarter_store.find_latest(ts_code, mq_quarter_metric_enum.dprofit_quarter.name, update_date)
dprofit_quarter_ly = quarter_store.find_period_latest(
ts_code, mq_quarter_metric_enum.dprofit_quarter.name,
period=date_utils.period_delta(dprofit_quarter.period, -1),
update_date=update_date) if dprofit_quarter is not None else None
dprofit_ltm = quarter_store.find_latest(ts_code, mq_quarter_metric_enum.dprofit_ltm.name, update_date)
if pe is None or dprofit_quarter is None or dprofit_quarter_ly is None or dprofit_ltm is None:
score = -1
elif calculate.gt(pe, max_pe, field='value') or calculate.lt(pe, zero, field='value'):
score = -1
elif calculate.lt(dprofit_quarter, zero, field='value') or calculate.lt(dprofit_quarter, min_yoy, field='yoy'):
score = -1
elif calculate.lt(dprofit_quarter_ly, min_dprofit, field='value'):
score = -1
elif calculate.lt(dprofit_ltm, zero, field='value') or \
calculate.lt(decimal_utils.div(dprofit_quarter.value, dprofit_ltm.value), min_dprofit_percent):
score = -1
else:
peg = decimal_utils.div(decimal_utils.div(pe.value, dprofit_quarter.yoy), 100)
report_type = pe.report_type | dprofit_quarter.report_type
period = max(pe.period, dprofit_quarter.period)
if peg > max_peg:
score = -1
else:
score = (1 - peg / max_peg) * 100
peg_metric = MqDailyMetric(ts_code=ts_code, report_type=report_type,
period=period, update_date=update_date,
name=mq_daily_metric_enum.peg.name,
value=peg)
grow_score_metric = MqDailyMetric(ts_code=ts_code, report_type=report_type,
period=period, update_date=update_date,
name=mq_daily_metric_enum.grow_score.name,
value=valid_score(score))
return [peg_metric, grow_score_metric]
def generate_report_message_by_code(
ts_code: str, share_name: str, to_date: str = date_utils.get_current_dt()):
result_list = []
from_date = mq_calculate_start_date
session = db_client.get_session()
last_one: MqMessage = session.query(MqMessage) \
.filter(MqMessage.ts_code == ts_code, MqMessage.msg_type <= 3) \
.order_by(MqMessage.pub_date.desc()).limit(1).all()
if len(last_one) > 0:
from_date = date_utils.format_delta(last_one[0].pub_date, 1)
quarter_store = mq_quarter_store.init_quarter_store_by_date(
ts_code, from_date)
session.close()
while from_date <= to_date: # type: MqQuarterBasic
latest = quarter_store.find_latest(ts_code,
mq_quarter_metric_enum.dprofit.name,
from_date)
if latest is None:
from_date = date_utils.format_delta(from_date, 1)
continue
for i in range(5):
period = date_utils.period_delta(latest.period, -i)
dprofit = quarter_store.find_period_exact(
ts_code, mq_quarter_metric_enum.dprofit.name, period,
from_date)
if dprofit is None:
continue
# 只保留官方财报
if not ((dprofit.report_type & (1 << mq_report_type.report)) > 0 or \
(dprofit.report_type & (1 << mq_report_type.forecast)) > 0 or \
(dprofit.report_type & (1 << mq_report_type.express)) > 0):
continue
result_list.append(
MqMessage(ts_code=ts_code,
msg_type=mq_message_type.report,
message=get_report_message_content(
dprofit, share_name),
pub_date=date_utils.format_delta(from_date, 1)))
from_date = date_utils.format_delta(from_date, 1)
return result_list
def cal_fcf(result_list: list, store: MqQuarterStore, period_o: PeriodObj,
ts_code: str, update_date: str):
'''
计算自由现金流，依赖于 cal_rev_pay, cal_quarter_ltm
'''
period = period_o.end_date
report_type = period_o.report_type
call_find = partial(store.find_period_exact,
ts_code=ts_code,
period=period,
update_date=update_date)
call_find_ly = partial(store.find_period_latest,
ts_code=ts_code,
period=date_utils.q4_last_year(period))
call_find_lp = partial(store.find_period_latest,
ts_code=ts_code,
period=date_utils.period_delta(period, -1))
call_add = partial(common_add, result_list=result_list, store=store)
call_log = partial(common_log_err,
ts_code=ts_code,
period=period,
update_date=update_date,
report_type=report_type)
if mq_report_type.is_report(report_type):
total_receivable_delta = common_cal_delta(call_find, call_find_ly,
'total_receivable')
prepayment_delta = common_cal_delta(call_find, call_find_ly,
'prepayment')
# 经营性应收项目增加 = 应收账款增加 + 预付账款增加 + 应收票据增加
op_recv_delta = quarter_cal_utils.add_up(
'op_recv_delta', [total_receivable_delta, prepayment_delta])
total_payable_delta = common_cal_delta(call_find, call_find_ly,
'total_payable')
adv_receipts_delta = common_cal_delta(call_find, call_find_ly,
'adv_receipts')
# 经营性应付项目增加 = 应付账款增加 + 预收账款增加 + 应付票据增加
op_pay_delta = quarter_cal_utils.add_up(
'op_pay_delta', [total_payable_delta, adv_receipts_delta])
inventories_delta = common_cal_delta(call_find, call_find_ly,
'inventories')
lt_amor_exp_delta = common_cal_delta(call_find, call_find_ly,
'lt_amor_exp')
# 营运资本增加 = 存货增加 + 经营性应收项目增加 + 长期待摊费用增加 - 经营性应付项目增加 - 预提费用增加 (已经取消)
op_cap_delta = quarter_cal_utils.sub_from('op_cap_delta', [
quarter_cal_utils.add_up(
'_', [inventories_delta, op_recv_delta, lt_amor_exp_delta]),
op_pay_delta
])
prov_depr_assets = call_find(name='prov_depr_assets')
depr_fa_coga_dpba = call_find(name='depr_fa_coga_dpba')
amort_intang_assets = call_find(name='amort_intang_assets')
lt_amort_deferred_exp = call_find(name='lt_amort_deferred_exp')
loss_scr_fa = call_find(name='loss_scr_fa')
# 折旧与摊销 = 资产减值准备 + 固定资产折旧 + 无形资产摊销 + 长期待摊费用摊销 + 固定资产报废损失
daa = quarter_cal_utils.add_up('daa', [
prov_depr_assets, depr_fa_coga_dpba, amort_intang_assets,
lt_amort_deferred_exp, loss_scr_fa
])
# 资本支出 = 非流动性资产增加 - 可供出售金融资产增加
total_nca_delta = common_cal_delta(call_find, call_find_ly,
'total_nca')
fa_avail_for_sale_delta = common_cal_delta(call_find, call_find_ly,
'fa_avail_for_sale')
fa_avail_for_sale_delta = None # 取消了
cap_cost = quarter_cal_utils.sub_from(
'cap_cost', [total_nca_delta, fa_avail_for_sale_delta])
dprofit = call_find(name='dprofit')
# 自由现金流 = 归母扣非净利 + 折旧与摊销 - 营运资本增加 - 资本支出
fcf = quarter_cal_utils.sub_from('fcf', [
quarter_cal_utils.add_up('_', [dprofit, daa]), op_cap_delta,
cap_cost
])
else:
dprofit_ltm_lp = call_find_lp(name='dprofit_ltm')
fcf_ltm_lp = call_find_lp(name='fcf_ltm')
dprofit = call_find(name='dprofit')
fcf = quarter_cal_utils.multiply(
dprofit, quarter_cal_utils.dividend(fcf_ltm_lp, dprofit_ltm_lp,
'_'), 'fcf')
if fcf is None or fcf.period != period:
call_log(name='fcf')
else:
call_add(to_add=fcf)
