def run_annual_pbr_per_combo(year, month=6, portfolio_num=30):
# 거래일
business_day = stock.get_business_days(year, month)
start = business_day[0]
business_day = stock.get_business_days(year + 1, month - 1)
end = business_day[-1]
# 2.5 <= PER <= 10
df = stock.get_market_fundamental_by_ticker(date=start, market="KOSPI")
cond = (df["PER"] >= 2.5) & (df["PER"] <= 10) # 괄호 주의
df = df[cond]
# PBR이 낮은 30 종목
low_per = df["PBR"].nsmallest(n=portfolio_num)
# 등락률
fluctuation = stock.get_market_price_change_by_ticker(start, end)
df = fluctuation.loc[low_per.index]
# 수익률
ror = 1 + (df['등락률'].mean() * 0.01)
return ror
def marketStartEndTime():
now = datetime.now()
# now = datetime.date(datetime.utcnow() + relativedelta(months=1))
print(now)
print(now.year)
print(now.month)
days = stock.get_business_days(now.year, now.month)
print(days)
day = None
for d in days:
if (d > now):
day = d
break
print(day)
return days
def run_monthly_low_per(year, month, portfolio_num=5):
# 거래일
business_day = stock.get_business_days(year, month)
start = business_day[0]
end = business_day[-1]
# PER 0인 종목 필터링
df = stock.get_market_fundamental_by_ticker(date=start, market="KOSPI")
cond = df["PER"] != 0
df = df[cond]
# PER이 낮은 n개 종목 선정
low_per = df["PER"].nsmallest(n=portfolio_num)
# 등락률
fluctuation = stock.get_market_price_change_by_ticker(start, end)
df = fluctuation.loc[low_per.index]
# 수익률
ror = 1 + (df['등락률'].mean() * 0.01)
return ror
})
df = df.set_index('티커')
소형주 = df.index.isin(tickers)
PER_N0 = df['PER'] != 0
정렬 = df[소형주 & PER_N0].sort_values(["PER"])
투자종목 = 정렬.iloc[:투자종목수]
return 투자종목.index.tolist()
#tickers = stock.get_index_portfolio_deposit_file("20181228", "의료정밀")
누적투자월 = 0
누적수익률 = 1
for year in range(2000, 2019):
for month in range(1, 13):
business_days = stock.get_business_days(year, month)
tickers = stock.get_index_portfolio_deposit_file(
business_days[0], "의료정밀")
if tickers is None or len(tickers) == 0:
print(business_days[0], "인덱스 X")
continue
name = "{}{:02d}".format(year, month)
종목 = 종목선정("data/PERPBR_{}.xlsx".format(name), 20, tickers)
수익률 = 월간수익률("data/PRICEC_{}.xlsx".format(name), 종목)
누적수익률 *= 수익률
print(name, "투자 {}".format(len(종목)), "{:2.2f}".format(수익률), "/ 누적수익 :",
"{:2.2f}".format(누적수익률))
누적투자월 += 1
time.sleep(1)
from pykrx import stock business_day = stock.get_business_days(2010, 1) print(business_day[0]) print(business_day[-1])