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stock.py
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stock.py
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import tushare as ts
import pandas as pd
from datetime import datetime
import sendMail
class stock():
def __init__(self):
self.__yearRange = 5 #5年 从2012到2016
self.__yearBegin = datetime.now().year-self.__yearRange
#self.__getYearReportOnline()
self.__flagUpdateReport = False
flag = input('Update report now(Y/N):')
if flag == 'Y' or flag == 'y':
self.__flagUpdateReport = True
self.getThingsEveryday()
#print(yearbegin)
self.__pdYearReport = [pd.read_excel('./' + \
str(self.__yearBegin+i) + 'y.xls','Report',na_values=['NA']) \
for i in range(self.__yearRange)]
self.__pdYearProfit = [pd.read_excel('./' + \
str(self.__yearBegin+i) + 'Profit.xls', sheet_name='Profit',na_values=['NA'])\
for i in range(self.__yearRange)]
self.__pdYearGrowth = [pd.read_excel('./' + \
str(self.__yearBegin+i) + 'Growth.xls','Growth',na_values=['NA']) \
for i in range(self.__yearRange)]
self.__stocksL = set(self.__pdYearGrowth[3].code.values)
self.__stocksNow = set(self.__pdYearGrowth[4].code.values) # 出了年报的股票
self.__stocksNotNow = set(self.__stocksL - self.__stocksNow)
#self.__stockNotNew = self.__stockBasics[(self.__stockBasics.timeToMarket < 20160101) &
# (self.__stockBasics.timeToMarket != 0)].index.values.astype(int)
#self.__stockNotNew
#print(self.__stockNotNew.index.values.astype(int)) #每天更新一次
pdYPL = self.__pdYearProfit[3]
pdYRL = self.__pdYearReport[3]
self.__pdYearReportNear = self.__pdYearReport[4].append(pdYRL[pdYRL.code.isin(self.__stocksNotNow)])
self.__pdYearProfitNear = self.__pdYearProfit[4].append(pdYPL[pdYPL.code.isin(self.__stocksNotNow)])
self.__minute_update = -1
self.__forecastLastYear = ts.forecast_data(datetime.now().year-1, 4)
self.__forecastLastYear['code'] = self.__forecastLastYear['code'].astype(int)
#print(self.__pdYearReportNear[self.__pdYearReportNear.code==600522])
#print(self.__pdYearReportNear[self.__pdYearReportNear.code == 600067])
#pdtest.to_excel('D:/zzz/joinquant/data4stock/' + str('test') + 'Profit.xls', sheet_name='Profit')
print('\n')
for i in range(self.__yearRange):
self.__pdYearReport[i].rename(columns={'profits_yoy': 'yoy'+str(i)}, inplace = True)
self.pdYear4Report = self.__pdYearReport[0].copy()
for i in range(1, self.__yearRange-1):
self.pdYear4Report = self.pdYear4Report.merge(self.__pdYearReport[i],on='code')
# 4年成长能力
for i in range(self.__yearRange): #5年 从2012到2016 0-4
self.__pdYearGrowth[i].rename(columns={'nprg': 'yoy'+str(i)}, inplace = True)
self.pdYear4Growth = self.__pdYearGrowth[0].copy()
for i in range(1, self.__yearRange-1):
self.pdYear4Growth = self.pdYear4Growth.merge(self.__pdYearGrowth[i],on='code')
def stockNotNow(self):
return self.__stocksNotNow
def getThingsEveryday(self):
yearEnd = datetime.now().year-1
if self.__flagUpdateReport:
pdGrowthLastYear = ts.get_growth_data(yearEnd, 4)
pdGrowthLastYear.to_excel('./' + \
str(yearEnd) + 'Growth.xls', sheet_name='Growth')
pdProfitLastYear = ts.get_profit_data(yearEnd, 4)
pdProfitLastYear.to_excel('./' + \
str(yearEnd) + 'Profit.xls', sheet_name='Profit')
pdReportLastYear = ts.get_report_data(yearEnd, 4)
pdReportLastYear.to_excel('./' + \
str(yearEnd) + 'y.xls', sheet_name='Report')
self.__stockBasics = ts.get_stock_basics() #获得昨天pe
self.__stockBasics['code']=self.__stockBasics.index.astype(int)
self.__stockBasics.sort_index(inplace=True)
self.__stockTodayAll = ts.get_today_all() #获得昨收
self.__stockTodayAll['code'] = self.__stockTodayAll['code'].astype(int)
self.__pdForwardEps = pd.merge(self.__stockBasics, self.__stockTodayAll, on='code')
self.__pdForwardEps['feps'] = self.__pdForwardEps['settlement']/self.__pdForwardEps['pe']
print('\n')
#print(self.__pdForwardEps[self.__pdForwardEps.code == 601200])
def peg_stock(self):
self.per = 20
#YP4 = self.pdYear4Report #年报
YP4 = self.pdYear4Growth
czg = YP4[ (YP4.yoy1 > self.per) & #todo 3年增长
(YP4.yoy2 > self.per) & (YP4.yoy3 > self.per)]
#stockHaveReportLastYear = set(self.__pdYearGrowth[4].code.values)
stockSet = set(czg['code'].values)
stocksCZG = []
stocksGD = []
dy = ts.get_area_classified()
for stock in stockSet:
if self.__pdForwardEps[self.__pdForwardEps.code == stock].empty:
continue
pe = self.peNow(stock)
if stock not in self.__stocksNow:
inc = YP4[YP4.code == stock].yoy3.values[0]
peg = pe/inc
if dy[dy.code == ('%06d' % stock)]['area'].values[0] == '广东':
if pe < 50 and peg > 0 and peg < 2:
stocksGD.append(['%06d' % stock, YP4[YP4.code == stock].name_x.values[0][0], \
round(pe, 2), round(inc, 2), round(peg, 2),
dy[dy.code == ('%06d' % stock)]['area'].values[0]])
else: #去年年报已出
inc = self.__pdYearGrowth[4][self.__pdYearGrowth[4].code == stock].yoy4.values[0]
peg = pe/inc
if pe < 30 and peg > 0 and peg < 0.8:
#print('%06d %s pe %.2f, inc %.2f%%,peg %.2f' %(stock, YP4[YP4.code == stock].name_x.values[0][0], pe, inc, peg))
stocksCZG.append(['%06d' % stock, YP4[YP4.code == stock].name_x.values[0][0], \
round(pe, 2), round(inc, 2), round(peg, 2), dy[dy.code == ('%06d' % stock)]['area'].values[0] ])
#print(stocksCZG)
columns = ['code', 'name', 'pe', 'inc', 'peg', 'area']
pdCZG = pd.DataFrame(data = stocksCZG, columns=columns)
pdCZG.sort_values(by=['peg'], inplace=True)
print(pdCZG)
forecastSet = set(self.__forecastLastYear['code'].values)
#print('002841')
#print(YP4[YP4.code == 2841])
#print(forecastSet & stockSet)
stocksFCZG = []
#print(dy[dy.code.isin(fpegStock)])
for stock in stockSet:
if stock in self.__stocksNow:
continue
if self.__pdForwardEps[self.__pdForwardEps.code == stock].empty:
continue
if stock in forecastSet:
if not isinstance(self.__forecastLastYear[self.__forecastLastYear.code == stock]['range'].values[0], float):
continue #todo is not float
#print('%06d, range %.2f' % (stock, self.__forecastLastYear[self.__forecastLastYear.code == stock]['range'].values[0]))
pe = self.peNow(stock)
inc = float(self.__forecastLastYear[self.__forecastLastYear.code == stock]['range'].values[0])
peg = pe / inc
if pe < 50 and peg > 0 and peg < 0.8:
#print('%06d %s pe %.2f, inc %.2f%%,peg %.2f' %(stock, YP4[YP4.code == stock].name_x.values[0][0], pe, inc, peg))
stocksFCZG.append(['%06d' % stock, YP4[YP4.code == stock].name_x.values[0][0], \
round(pe, 2), round(inc, 2), round(peg, 2), dy[dy.code == ('%06d' % stock)]['area'].values[0] ])
if dy[dy.code == ('%06d' % stock)]['area'].values[0] == '广东':
stocksGD.append(['%06d' % stock, YP4[YP4.code == stock].name_x.values[0][0], \
round(pe, 2), round(inc, 2), round(peg, 2), dy[dy.code == ('%06d' % stock)]['area'].values[0] ])
#print(stocksFCZG)
pdFCZG = pd.DataFrame(data=stocksFCZG, columns=columns)
pdFCZG.sort_values(by=['peg'], inplace=True)
pdGD = pd.DataFrame(data=stocksGD, columns=columns)
pdFCZG.sort_values(by=['peg'], inplace=True)
print(pdFCZG)
print('GD')
print(pdGD)
#pd.merge()
#print(self.__pdYearReport)
print(pdCZG['code'].values)
print(pdFCZG['code'].values)
def analyse(self, stockList):
YP4 = self.pdYear4Growth
czg = YP4[ (YP4.yoy1 > self.per) & #todo 3年增长
(YP4.yoy2 > self.per) & (YP4.yoy3 > self.per)]
#print(YP4)
for stockStr in stockList:
stock = int(stockStr)
result = []
result.append(stockStr)
stockYP4 = YP4[YP4.code == stock]
result.append(round(stockYP4.yoy1.values[0], 2))
result.append(round(stockYP4.yoy2.values[0], 2))
result.append(round(stockYP4.yoy3.values[0], 2))
pe = self.peNow(stock)
if stock not in self.__stocksNow:
inc = YP4[YP4.code == stock].yoy3.values[0]
result.append(' ')
else: #去年年报已出
inc = self.__pdYearGrowth[4][self.__pdYearGrowth[4].code == stock].yoy4.values[0]
result.append(round(inc,2))
peg = pe/inc
result.append(peg)
print(result)
def __getYearReportOnline(self):
yearbegin = datetime.now().year-self.__yearRange
pdYearProfit = [ts.get_profit_data(yearbegin+i,4) \
for i in range(self.__yearRange)]
for i in range(self.__yearRange):
pdYearProfit[i].to_excel('./' + \
str(yearbegin+i) + 'Profit.xls', sheet_name='Profit')
pdReportLastYear = [ts.get_report_data(yearbegin+i,4) \
for i in range(self.__yearRange)]
for i in range(self.__yearRange):
pdReportLastYear[i].to_excel('./' + \
str(yearbegin+i) + 'y.xls', sheet_name='Report')
pdYearGrowth = [ts.get_growth_data(yearbegin+i,4) \
for i in range(self.__yearRange)]
for i in range(self.__yearRange):
pdYearGrowth[i].to_excel('./' + \
str(yearbegin+i) + 'Growth.xls', sheet_name='Growth')
def pickHHCG(self):
#gross_profit_rate 毛利率
pdHHCG1 = self.__pdYearProfitNear[(self.__pdYearProfitNear.gross_profit_rate > 50) & \
(self.__pdYearProfitNear.roe > 10) &
(self.__pdYearProfitNear.code.isin(self.__stockNotNew))]
setStageOne = set(pdHHCG1.code)
pdYRN = self.__pdYearReportNear
pdHHCG2 = pdYRN[(pdYRN.code.isin(setStageOne)) &
(pdYRN.net_profits/pdYRN.eps < 10000) ]
self.__stockHHCG = set(pdHHCG2.code.values)
#print(self.__stockBasic[self.__stockBasic.code == 600522])
#print(self.__stockBasics[self.__stockBasics.code.isin(self.__stockHHCG)])
return self.__stockHHCG
def get_today_all(self):
minuteNow = datetime.now().minute
if self.__minute_update != minuteNow:
self.__minute_update = minuteNow
self.__today_all = ts.get_today_all()
print('\n')
return self.__today_all
def peNow(self, stock):
# 周一到周五
if datetime.now().weekday() < 5:
stockPdNow = self.get_today_all()
stockPdNow['code'] = stockPdNow['code'].astype(int)
#print(stockPdNow)
#print(stockPdNow[stockPdNow.code == stock])
if stockPdNow[stockPdNow.code == stock].empty:
return self.__stockBasics[self.__stockBasics.code == stock]['pe'].values[0]
priceNow = stockPdNow[stockPdNow.code == stock]['trade'].values[0]
if priceNow == 0:
return self.__stockBasics[self.__stockBasics.code == stock]['pe'].values[0]
forwardEps = self.__pdForwardEps[self.__pdForwardEps.code == stock]['feps'].values[0]
return round(priceNow/forwardEps,2)
else:
return self.__stockBasics[self.__stockBasics.code == stock]['pe'].values[0]
def ai_gzscx(self): #分配预案的次新股
df = ts.profit_data(top=1000, year=datetime.now().year-1)
#df = df[df.shares >= 1]
df.sort_values(by='shares', ascending=False)
df['code'] = df['code'].astype(int)
dfCX = set(df['code'].values)
pd = ts.get_industry_classified()
pd['code'] = pd['code'].astype(int)
# print(pd[pd.c_name == '次新股'])
# print(set(pd['c_name'].values))
setCX = set(pd[pd.c_name == '次新股']['code'].values)
print('\n')
print(df[df.code.isin(setCX)])
#pd2014y = ts.get_report_data(2014,4)
#pd2014y.to_excel('D:/zzz/joinquant/data4stock/2014y.xls', sheet_name='Report')
#pd2014y = pd.read_excel('D:/zzz/joinquant/data4stock/2014y.xls','Report',na_values=['NA'])
#print(pd2014y)
#os.path.exists('D:/zzz/joinquant/data4stock/2014y.xls')
#pd2016y = pd.read_excel('D:/zzz/joinquant/data4stock/2016y.xls','Report',na_values=['NA'])
#print(pd2016y.code.values)
s = stock()
s.peg_stock()
watchlist = ['600522', '002078']
watchlist = ['002078', '600522']
s.analyse(watchlist)
#pdF = ts.forecast_data(2016, 4)
#stockList = set(pdF['code'].values.astype(int))
'''
nullSet = stockNotNow - stockList
print('\n stockList')
print(stockList)
print('\n stockNotNow')
print(stockNotNow)
print('\n nullSet')
print(nullSet)
pdF = pdF[pdF.range > 1000]
#print(pdF)
'''
'''
s = stock()
print(s.peNow(600522))
s = stock()
stockHHCG = s.pickHHCG()
# [300496, 300427, 300470, 300394, 300491, 2718, 300488, 600593]
#print(stockHHCG)
#print(ts.get_today_all())
stockNow = ts.get_today_all()
stockNow['code'] = stockNow['code'].astype(int)
#print(stockNow)
#stockNow.drop(labels=['volume', 'turnoverratio', 'amount', 'open', 'high', 'low', 'settlement'], inplace=True)
#stockNow.drop(labels=['volume', 'turnoverratio', 'amount', 'open', 'high', 'low', 'settlement'], axis=1, inplace=True)
#stockNow.drop([stockNow.columns[[2, 4, 5, 6, 7, 8]]], axis=1, inplace=True)
del stockNow['volume']
del stockNow['turnoverratio']
del stockNow['amount']
del stockNow['changepercent']
stockNow.sort_values(["code"], inplace=True)
#print(stockNow.columns[[2, 4, 5, 6, 7, 8]])
print(stockNow[stockNow.code.isin(stockHHCG)])
'''