def v_category_positions(self, date=yesterdayobj(), rendered=True):
"""
资产分类扇形图，按大类资产求和绘制
:param date:
:param rendered: bool. default true for notebook, for plain pyechart obj to return, set rendered=False
:return:
"""
d = {}
for f in self.fundtradeobj:
if isinstance(f, itrade):
t = f.get_type()
if t == "场内基金":
t = get_fund_type(f.code[2:])
elif f.code == "mf":
t = "货币基金"
else:
t = get_fund_type(f.code)
if t == "其他":
logger.warning(
"%s has category others which should be double checked" % f.code
)
d[t] = d.get(t, 0) + f.briefdailyreport(date).get("currentvalue", 0)
sdata = sorted([(k, round(v, 2)) for k, v in d.items()])
pie = Pie()
pie.add(
series_name="总值占比",
data_pair=sdata,
label_opts=opts.LabelOpts(is_show=False, position="center"),
).set_global_opts(
legend_opts=opts.LegendOpts(
pos_left="left", type_="scroll", orient="vertical"
)
).set_series_opts(
tooltip_opts=opts.TooltipOpts(
trigger="item", formatter="{a} <br/>{b}: {c} ({d}%)"
),
)
if rendered:
return pie.render_notebook()
else:
return pie
def get_industry(self, date=yesterdayobj()):
"""
获取基金组合持仓的行业占比信息，底层为非 A 股持仓的暂不支持
:param date:
:return: Dict
"""
# TODO: hard coded 一个字典来合并一些二级行业
d = {}
date = convert_date(date)
rd = date - pd.Timedelta(days=120)
year = rd.year
season = int((rd.month - 0.1) / 3) + 1
for f in self.fundtradeobj:
value = f.briefdailyreport(date).get("currentvalue", 0)
if value > 0:
if isinstance(f, itrade):
if f.get_type() == "股票":
industry = get_industry_fromxq(f.code).get(
"industryname", "")
if industry.strip():
d[industry] = d.get(industry, 0) + value
continue
elif f.get_type() in ["可转债", "债券", "货币基金"]:
# 现在简化实现可转债暂时不按正股记行业
continue
elif f.get_type() == "场内基金":
code = f.code[2:]
else:
continue
else:
code = f.code
if code == "mf":
continue
if get_fund_type(code) == "货币基金":
continue
## 以下为持有股票的基金处理
## fundinfo 有点浪费，不过简化实现暂时如此
fobj = fundinfo(code)
industry_dict = fobj.get_industry_holdings(year=year,
season=season)
if industry_dict is None:
continue
## 这里行业占比需要做个 scaling
sv = sum([v for _, v in industry_dict.items()])
if sv < 1.0:
# 只有极少数持仓存在行业信息
continue
stock_ratio = fobj.get_portfolio_holdings(
date.strftime("%Y%m%d"))["stock_ratio"]
scale = stock_ratio / sv
print(scale)
for k, v in industry_dict.items():
if k.strip():
d[k] = d.get(k, 0) + value * v / 100 * scale
return d
def get_portfolio(self, date=yesterdayobj()):
"""
获取基金组合底层资产大类配置的具体值
:param date:
:return: Dict[str, float]. stock，bond，cash 对应总值的字典
"""
d = {"stock": 0, "bond": 0, "cash": 0}
date = convert_date(date)
for f in self.fundtradeobj:
value = f.briefdailyreport(date).get("currentvalue", 0)
if value > 0:
if isinstance(f, itrade):
if f.get_type() == "股票":
d["stock"] += value
continue
elif f.get_type() in ["可转债", "债券"]:
d["bond"] += value
continue
elif f.get_type() == "货币基金":
d["cash"] += value
continue
elif f.get_type() == "场内基金":
code = f.code[2:]
else:
continue
else:
code = f.code
if code == "mf":
d["cash"] += value
continue
if get_fund_type(code) == "货币基金":
d["cash"] += value
continue
df = xu.get_daily("pt-F" + code, end=date.strftime("%Y%m%d"))
if df is None or len(df) == 0:
logger.warning("empty portfolio info for %s" % code)
row = df.iloc[-1]
if row["bond_ratio"] + row["stock_ratio"] < 10: # 联接基金
d["stock"] += (
(100 - row["bond_ratio"] - row["cash_ratio"]) * value / 100
)
d["bond"] += row["bond_ratio"] * value / 100
d["cash"] += row["cash_ratio"] * value / 100
else:
d["stock"] += row["stock_ratio"] * value / 100
d["bond"] += row["bond_ratio"] * value / 100
d["cash"] += row["cash_ratio"] * value / 100
return d
