def cash_flow_statement_to_es(force=False):
es_index_mapping('cash_flow_statement', CashFlowStatement)
for _, security_item in get_security_list().iterrows():
try:
start_date = None
if not force:
query = {
"term": {"securityId": ""}
}
query["term"]["securityId"] = security_item["id"]
latest_record = es_get_latest_record(index='cash_flow_statement', time_field='reportDate', query=query)
logger.info("latest_record:{}".format(latest_record))
if latest_record:
start_date = latest_record['reportDate']
actions = []
for json_object in get_cash_flow_statement_items(security_item, start_date=start_date):
if start_date and is_same_date(start_date, json_object['reportDate']):
continue
cash_flow_statement = CashFlowStatement(meta={'id': json_object['id']})
fill_doc_type(cash_flow_statement, json_object)
# cash_flow_statement.save()
actions.append(cash_flow_statement.to_dict(include_meta=True))
if actions:
resp = elasticsearch.helpers.bulk(es, actions)
logger.info(resp)
except Exception as e:
logger.warn("wrong CashFlowStatement:{},error:{}", security_item, e)
def cash_flow_statement_to_es(force=False):
es_index_mapping('cash_flow_statement', CashFlowStatement)
for _, security_item in get_security_list().iterrows():
try:
start_date = None
if not force:
query = {"term": {"securityId": ""}}
query["term"]["securityId"] = security_item["id"]
latest_record = es_get_latest_record(
index='cash_flow_statement',
time_field='reportDate',
query=query)
logger.info("latest_record:{}".format(latest_record))
if latest_record:
start_date = latest_record['reportDate']
for json_object in get_cash_flow_statement_items(
security_item, start_date=start_date):
if start_date and is_same_date(start_date,
json_object['reportDate']):
continue
cash_flow_statement = CashFlowStatement(
meta={'id': json_object['id']})
fill_doc_type(cash_flow_statement, json_object)
cash_flow_statement.save()
except Exception as e:
logger.warn("wrong CashFlowStatement:{},error:{}", security_item,
e)
def get_cash_flow_statement_items(security_item,
start_date=None,
report_period=None,
report_event_date=None,
return_type='json'):
"""
get cash flow statement items.
Parameters
----------
security_item : SecurityItem or str
the security item,id or code
start_date : TimeStamp str or TimeStamp
start date
report_period : TimeStamp str or TimeStamp
the finance report period,eg.'20170331'
report_event_date : TimeStamp str or TimeStamp
the finance report published date
return_type : str
{'json','doc'},default: 'json'
Returns
-------
list of CashFlowStatement
list of json
"""
security_item = to_security_item(security_item)
path = get_cash_flow_statement_path(security_item)
if not os.path.exists(path):
return []
encoding = 'GB2312'
with open(path, encoding=encoding) as fr:
lines = fr.readlines()
# for idx, line in enumerate(lines):
# yield idx, line.split()
reportDate = lines[0].split()[1:-1]
# /*一、经营活动产生的现金流量*/
# 销售商品、提供劳务收到的现金
cashFromSellingCommoditiesOrOfferingLabor = lines[3].split()[1:-1]
# 收到的税费返还
refundOfTaxAndFeeReceived = lines[4].split()[1:-1]
# 收到的其他与经营活动有关的现金
cashReceivedRelatingToOtherOperatingActivities = lines[5].split()[1:-1]
# 经营活动现金流入小计
subTotalOfCashInflowsFromOperatingActivities = lines[6].split()[1:-1]
# 购买商品、接受劳务支付的现金
cashPaidForGoodsAndServices = lines[7].split()[1:-1]
# 支付给职工以及为职工支付的现金
cashPaidToAndOnBehalfOfemployees = lines[8].split()[1:-1]
# 支付的各项税费
paymentsOfTaxesAndSurcharges = lines[9].split()[1:-1]
# 支付的其他与经营活动有关的现金
cashPaidRelatingToOtherOperatingActivities = lines[10].split()[1:-1]
# 经营活动现金流出小计
subTotalOfCashOutflowsFromOperatingActivities = lines[11].split()[1:-1]
# 经营活动产生的现金流量净额
netCashFlowsFromOperatingActivities = lines[12].split()[1:-1]
# /*二、投资活动产生的现金流量*/
# 收回投资所收到的现金
cashReceivedFromDisposalOfInvestments = lines[14].split()[1:-1]
# 取得投资收益所收到的现金
cashReceivedFromReturnsOnIvestments = lines[15].split()[1:-1]
# 处置固定资产、无形资产和其他长期资产所收回的现金净额
netCashReceivedFromDisposalAssets = lines[16].split()[1:-1]
# 处置子公司及其他营业单位收到的现金净额
netCashReceivedFromDisposalSubsidiaries = lines[17].split()[1:-1]
# 收到的其他与投资活动有关的现金
cashReceivedFromOtherInvesting = lines[18].split()[1:-1]
# 投资活动现金流入小计
subTotalOfCashInflowsFromInvesting = lines[19].split()[1:-1]
# 购建固定资产、无形资产和其他长期资产所支付的现金
cashPaidToAcquireFixedAssets = lines[20].split()[1:-1]
# 投资所支付的现金
cashPaidToAcquireInvestments = lines[21].split()[1:-1]
# 取得子公司及其他营业单位支付的现金净额
netCashPaidToAcquireSubsidiaries = lines[22].split()[1:-1]
# 支付的其他与投资活动有关的现金
cashPaidRelatingToOtherInvesting = lines[23].split()[1:-1]
# 投资活动现金流出小计
subTotalOfCashOutflowsFromInvesting = lines[24].split()[1:-1]
# 投资活动产生的现金流量净额
netCashFlowsFromInvesting = lines[25].split()[1:-1]
# /*三、筹资活动产生的现金流量*/
# 吸收投资收到的现金
cashReceivedFromCapitalContributions = lines[27].split()[1:-1]
# 其中：子公司吸收少数股东投资收到的现金
cashReceivedFromMinorityShareholdersOfSubsidiaries = lines[28].split(
)[1:-1]
# 取得借款收到的现金
cashReceivedFromBorrowings = lines[29].split()[1:-1]
# 发行债券收到的现金
cashReceivedFromIssuingBonds = lines[30].split()[1:-1]
# 收到其他与筹资活动有关的现金
cashReceivedRelatingToOtherFinancingActivities = lines[31].split(
)[1:-1]
# 筹资活动现金流入小计
subTotalOfCashInflowsFromFinancingActivities = lines[32].split()[1:-1]
# 偿还债务支付的现金
cashRepaymentsOfBorrowings = lines[33].split()[1:-1]
# 分配股利、利润或偿付利息所支付的现金
cashPaymentsForInterestExpensesAndDistributionOfDividendsOrProfits = lines[
34].split()[1:-1]
# 其中：子公司支付给少数股东的股利、利润
cashPaymentsForDividendsOrProfitToMinorityShareholders = lines[
35].split()[1:-1]
# 支付其他与筹资活动有关的现金
cashPaymentsRelatingToOtherFinancingActivities = lines[36].split(
)[1:-1]
# 筹资活动现金流出小计
subTotalOfCashOutflowsFromFinancingActivities = lines[37].split()[1:-1]
# 筹资活动产生的现金流量净额
netCashFlowsFromFinancingActivities = lines[38].split()[1:-1]
# /*四、汇率变动对现金及现金等价物的影响*/
effectOfForeignExchangeRate = lines[39].split()[1:-1]
# /*五、现金及现金等价物净增加额*/
netIncreaseInCash = lines[40].split()[1:-1]
# 加:期初现金及现金等价物余额
cashAtBeginningOfyear = lines[41].split()[1:-1]
# /*六、期末现金及现金等价物余额*/
cashAtEndOfyear = lines[42].split()[1:-1]
# /*附注*/
# 净利润
netProfit = lines[44].split()[1:-1]
# 少数股东权益
minorityBookValue = lines[45].split()[1:-1]
# 未确认的投资损失
unrealisedInvestmentLosses = lines[46].split()[1:-1]
# 资产减值准备
allowanceForAssetDevaluation = lines[47].split()[1:-1]
# 固定资产折旧、油气资产折耗、生产性物资折旧
depreciationOfFixedAssets = lines[48].split()[1:-1]
# 无形资产摊销
amorizationOfIntangibleAssets = lines[49].split()[1:-1]
# 长期待摊费用摊销
longTermDeferredExpenses = lines[50].split()[1:-1]
# 待摊费用的减少
decreaseOfDeferredExpenses = lines[51].split()[1:-1]
# 预提费用的增加
IncreaseOfwithholdingExpenses = lines[52].split()[1:-1]
# 处置固定资产、无形资产和其他长期资产的损失
lossOnDisposalOfFixedAssets = lines[53].split()[1:-1]
# 固定资产报废损失
lossOnFixedAssetsDamaged = lines[54].split()[1:-1]
# 公允价值变动损失
lossOnFairValueChange = lines[55].split()[1:-1]
# 递延收益增加（减：减少）
changeOnDeferredRevenue = lines[56].split()[1:-1]
# 预计负债
estimatedLiabilities = lines[57].split()[1:-1]
# 财务费用
financingExpenses = lines[58].split()[1:-1]
# 投资损失
investmentLoss = lines[59].split()[1:-1]
# 递延所得税资产减少
decreaseOnDeferredIncomeTaxAssets = lines[60].split()[1:-1]
# 递延所得税负债增加
increaseOnDeferredIncomeTaxLiabilities = lines[61].split()[1:-1]
# 存货的减少
decreaseInInventories = lines[62].split()[1:-1]
# 经营性应收项目的减少
decreaseInReceivablesUnderOperatingActivities = lines[63].split()[1:-1]
# 经营性应付项目的增加
increaseInReceivablesUnderOperatingActivities = lines[64].split()[1:-1]
# 已完工尚未结算款的减少(减:增加)
decreaseOnAmountDue = lines[65].split()[1:-1]
# 已结算尚未完工款的增加(减:减少)
increaseOnSettlementNotYetCompleted = lines[66].split()[1:-1]
# 其他
other = lines[67].split()[1:-1]
# 经营活动产生现金流量净额
netCashFlowFromOperatingActivities = lines[68].split()[1:-1]
# 债务转为资本
debtsTransferToCapital = lines[69].split()[1:-1]
# 一年内到期的可转换公司债券
oneYearDueConvertibleBonds = lines[70].split()[1:-1]
# 融资租入固定资产
financingRentToFixedAsset = lines[71].split()[1:-1]
# 现金的期末余额
cashAtTheEndOfPeriod = lines[72].split()[1:-1]
# 现金的期初余额
cashAtTheBeginningOfPeriod = lines[73].split()[1:-1]
# 现金等价物的期末余额
cashEquivalentsAtTheEndOfPeriod = lines[74].split()[1:-1]
# 现金等价物的期初余额
cashEquivalentsAtTheBeginningOfPeriod = lines[75].split()[1:-1]
# 现金及现金等价物的净增加额
netIncreaseInCashAndCashEquivalents = lines[76].split()[1:-1]
result_list = []
for idx, _ in enumerate(reportDate):
if start_date:
if pd.Timestamp(reportDate[idx]) < pd.Timestamp(start_date):
continue
if report_period and not is_same_date(report_period,
reportDate[idx]):
continue
reportEventDate = get_report_event_date(
security_item, report_date=reportDate[idx])
# use report_event_date to filter the reportEventDate before it for not getting future data
if report_event_date and pd.Timestamp(
report_event_date) < pd.Timestamp(reportEventDate):
continue
the_json = {
"id":
'{}_{}'.format(security_item["id"], reportDate[idx]),
"reportDate":
to_time_str(reportDate[idx]),
"reportEventDate":
reportEventDate,
"securityId":
security_item["id"],
"code":
security_item["code"],
# /*一、经营活动产生的现金流量*/
# 销售商品、提供劳务收到的现金
"cashFromSellingCommoditiesOrOfferingLabor":
to_float(cashFromSellingCommoditiesOrOfferingLabor[idx]),
# 收到的税费返还
"refundOfTaxAndFeeReceived":
to_float(refundOfTaxAndFeeReceived[idx]),
# 收到的其他与经营活动有关的现金
"cashReceivedRelatingToOtherOperatingActivities":
to_float(cashReceivedRelatingToOtherOperatingActivities[idx]),
# 经营活动现金流入小计
"subTotalOfCashInflowsFromOperatingActivities":
to_float(subTotalOfCashInflowsFromOperatingActivities[idx]),
# 购买商品、接受劳务支付的现金
"cashPaidForGoodsAndServices":
to_float(cashPaidForGoodsAndServices[idx]),
# 支付给职工以及为职工支付的现金
"cashPaidToAndOnBehalfOfemployees":
to_float(cashPaidToAndOnBehalfOfemployees[idx]),
# 支付的各项税费
"paymentsOfTaxesAndSurcharges":
to_float(paymentsOfTaxesAndSurcharges[idx]),
# 支付的其他与经营活动有关的现金
"cashPaidRelatingToOtherOperatingActivities":
to_float(cashPaidRelatingToOtherOperatingActivities[idx]),
# 经营活动现金流出小计
"subTotalOfCashOutflowsFromOperatingActivities":
to_float(subTotalOfCashOutflowsFromOperatingActivities[idx]),
# 经营活动产生的现金流量净额
"netCashFlowsFromOperatingActivities":
to_float(netCashFlowsFromOperatingActivities[idx]),
# /*二、投资活动产生的现金流量*/
# 收回投资所收到的现金
"cashReceivedFromDisposalOfInvestments":
to_float(cashReceivedFromDisposalOfInvestments[idx]),
# 取得投资收益所收到的现金
"cashReceivedFromReturnsOnIvestments":
to_float(cashReceivedFromReturnsOnIvestments[idx]),
# 处置固定资产、无形资产和其他长期资产所收回的现金净额
"netCashReceivedFromDisposalAssets":
to_float(netCashReceivedFromDisposalAssets[idx]),
# 处置子公司及其他营业单位收到的现金净额
"netCashReceivedFromDisposalSubsidiaries":
to_float(netCashReceivedFromDisposalSubsidiaries[idx]),
# 收到的其他与投资活动有关的现金
"cashReceivedFromOtherInvesting":
to_float(cashReceivedFromOtherInvesting[idx]),
# 投资活动现金流入小计
"subTotalOfCashInflowsFromInvesting":
to_float(subTotalOfCashInflowsFromInvesting[idx]),
# 购建固定资产、无形资产和其他长期资产所支付的现金
"cashPaidToAcquireFixedAssets":
to_float(cashPaidToAcquireFixedAssets[idx]),
# 投资所支付的现金
"cashPaidToAcquireInvestments":
to_float(cashPaidToAcquireInvestments[idx]),
# 取得子公司及其他营业单位支付的现金净额
"netCashPaidToAcquireSubsidiaries":
to_float(netCashPaidToAcquireSubsidiaries[idx]),
# 支付的其他与投资活动有关的现金
"cashPaidRelatingToOtherInvesting":
to_float(cashPaidRelatingToOtherInvesting[idx]),
# 投资活动现金流出小计
"subTotalOfCashOutflowsFromInvesting":
to_float(subTotalOfCashOutflowsFromInvesting[idx]),
# 投资活动产生的现金流量净额
"netCashFlowsFromInvesting":
to_float(netCashFlowsFromInvesting[idx]),
# /*三、筹资活动产生的现金流量*/
# 吸收投资收到的现金
"cashReceivedFromCapitalContributions":
to_float(cashReceivedFromCapitalContributions[idx]),
# 其中：子公司吸收少数股东投资收到的现金
"cashReceivedFromMinorityShareholdersOfSubsidiaries":
cashReceivedFromMinorityShareholdersOfSubsidiaries[idx],
# 取得借款收到的现金
"cashReceivedFromBorrowings":
to_float(cashReceivedFromBorrowings[idx]),
# 发行债券收到的现金
"cashReceivedFromIssuingBonds":
to_float(cashReceivedFromIssuingBonds[idx]),
# 收到其他与筹资活动有关的现金
"cashReceivedRelatingToOtherFinancingActivities":
to_float(cashReceivedRelatingToOtherFinancingActivities[idx]),
# 筹资活动现金流入小计
"subTotalOfCashInflowsFromFinancingActivities":
to_float(subTotalOfCashInflowsFromFinancingActivities[idx]),
# 偿还债务支付的现金
"cashRepaymentsOfBorrowings":
to_float(cashRepaymentsOfBorrowings[idx]),
# 分配股利、利润或偿付利息所支付的现金
"cashPaymentsForInterestExpensesAndDistributionOfDividendsOrProfits":
cashPaymentsForInterestExpensesAndDistributionOfDividendsOrProfits[
idx],
# 其中：子公司支付给少数股东的股利、利润
"cashPaymentsForDividendsOrProfitToMinorityShareholders":
cashPaymentsForDividendsOrProfitToMinorityShareholders[idx],
# 支付其他与筹资活动有关的现金
"cashPaymentsRelatingToOtherFinancingActivities":
to_float(cashPaymentsRelatingToOtherFinancingActivities[idx]),
# 筹资活动现金流出小计
"subTotalOfCashOutflowsFromFinancingActivities":
to_float(subTotalOfCashOutflowsFromFinancingActivities[idx]),
# 筹资活动产生的现金流量净额
"netCashFlowsFromFinancingActivities":
to_float(netCashFlowsFromFinancingActivities[idx]),
# /*四、汇率变动对现金及现金等价物的影响*/
"effectOfForeignExchangeRate":
to_float(effectOfForeignExchangeRate[idx]),
# /*五、现金及现金等价物净增加额*/
"netIncreaseInCash":
to_float(netIncreaseInCash[idx]),
# 加:期初现金及现金等价物余额
"cashAtBeginningOfyear":
to_float(cashAtBeginningOfyear[idx]),
# /*六、期末现金及现金等价物余额*/
"cashAtEndOfyear":
to_float(cashAtEndOfyear[idx]),
# /*附注*/
# 净利润
"netProfit":
to_float(netProfit[idx]),
# 少数股东权益
"minorityBookValue":
to_float(minorityBookValue[idx]),
# 未确认的投资损失
"unrealisedInvestmentLosses":
to_float(unrealisedInvestmentLosses[idx]),
# 资产减值准备
"allowanceForAssetDevaluation":
to_float(allowanceForAssetDevaluation[idx]),
# 固定资产折旧、油气资产折耗、生产性物资折旧
"depreciationOfFixedAssets":
to_float(depreciationOfFixedAssets[idx]),
# 无形资产摊销
"amorizationOfIntangibleAssets":
to_float(amorizationOfIntangibleAssets[idx]),
# 长期待摊费用摊销
"longTermDeferredExpenses":
to_float(longTermDeferredExpenses[idx]),
# 待摊费用的减少
"decreaseOfDeferredExpenses":
to_float(decreaseOfDeferredExpenses[idx]),
# 预提费用的增加
"IncreaseOfwithholdingExpenses":
to_float(IncreaseOfwithholdingExpenses[idx]),
# 处置固定资产、无形资产和其他长期资产的损失
"lossOnDisposalOfFixedAssets":
to_float(lossOnDisposalOfFixedAssets[idx]),
# 固定资产报废损失
"lossOnFixedAssetsDamaged":
to_float(lossOnFixedAssetsDamaged[idx]),
# 公允价值变动损失
"lossOnFairValueChange":
to_float(lossOnFairValueChange[idx]),
# 递延收益增加（减：减少）
"changeOnDeferredRevenue":
to_float(changeOnDeferredRevenue[idx]),
# 预计负债
"estimatedLiabilities":
to_float(estimatedLiabilities[idx]),
# 财务费用
"financingExpenses":
to_float(financingExpenses[idx]),
# 投资损失
"investmentLoss":
to_float(investmentLoss[idx]),
# 递延所得税资产减少
"decreaseOnDeferredIncomeTaxAssets":
to_float(decreaseOnDeferredIncomeTaxAssets[idx]),
# 递延所得税负债增加
"increaseOnDeferredIncomeTaxLiabilities":
to_float(increaseOnDeferredIncomeTaxLiabilities[idx]),
# 存货的减少
"decreaseInInventories":
to_float(decreaseInInventories[idx]),
# 经营性应收项目的减少
"decreaseInReceivablesUnderOperatingActivities":
to_float(decreaseInReceivablesUnderOperatingActivities[idx]),
# 经营性应付项目的增加
"increaseInReceivablesUnderOperatingActivities":
to_float(increaseInReceivablesUnderOperatingActivities[idx]),
# 已完工尚未结算款的减少(减:增加)
"decreaseOnAmountDue":
to_float(decreaseOnAmountDue[idx]),
# 已结算尚未完工款的增加(减:减少)
"increaseOnSettlementNotYetCompleted":
to_float(increaseOnSettlementNotYetCompleted[idx]),
# 其他
"other":
to_float(other[idx]),
# 经营活动产生现金流量净额
"netCashFlowFromOperatingActivities":
to_float(netCashFlowFromOperatingActivities[idx]),
# 债务转为资本
"debtsTransferToCapital":
to_float(debtsTransferToCapital[idx]),
# 一年内到期的可转换公司债券
"oneYearDueConvertibleBonds":
to_float(oneYearDueConvertibleBonds[idx]),
# 融资租入固定资产
"financingRentToFixedAsset":
to_float(financingRentToFixedAsset[idx]),
# 现金的期末余额
"cashAtTheEndOfPeriod":
to_float(cashAtTheEndOfPeriod[idx]),
# 现金的期初余额
"cashAtTheBeginningOfPeriod":
to_float(cashAtTheBeginningOfPeriod[idx]),
# 现金等价物的期末余额
"cashEquivalentsAtTheEndOfPeriod":
to_float(cashEquivalentsAtTheEndOfPeriod[idx]),
# 现金等价物的期初余额
"cashEquivalentsAtTheBeginningOfPeriod":
to_float(cashEquivalentsAtTheBeginningOfPeriod[idx]),
# 现金及现金等价物的净增加额
"netIncreaseInCashAndCashEquivalents":
to_float(netIncreaseInCashAndCashEquivalents[idx])
}
the_data = the_json
if return_type == 'doc':
the_data = CashFlowStatement(meta={'id': the_json['id']})
fill_doc_type(the_data, the_json)
if report_period and is_same_date(report_period, reportDate[idx]):
return the_data
result_list.append(the_data)
if result_list:
result_list = sorted(result_list,
key=lambda x: pd.Timestamp(x['reportDate']))
return result_list