}
financial_growth_ability_map2 = {
"op_profit_growth_yoy": "op_yoy",
"net_profit_growth_yoy": "ni_yoy",
"total_profit_growth_yoy": "ebt_yoy",
"inc_net_profit_shareholders_deducted_yoy":
"deducted_net_profit_growth_yoy",
"net_op_cash_flows_yoy": "cfo_yoy",
"net_operate_cash_flow_ps_yoy": "cfo_ps_yoy",
"total_assets_relative_of_year": "asset_relative",
"bps_relativeof_year": "bps_relative",
"equity_relative_of_year": "equity_relative",
}
add_func_to_value(financial_growth_ability_map, first_item_to_float)
class ChinaStockFinanceGrowthAbilityRecorder(EmBaseChinaStockFinanceRecorder2):
"""
财务指标-成长能力
"""
data_schema = FinanceGrowthAbility
finance_report_type = 'FinanceGrowthAbility'
data_type = 5
def get_data_map(self):
return financial_growth_ability_map
# 券商相关
# 拆入资金净增加额
"fi_borrowing_increase": "Niborrowfund",
# 代理买卖证券收到的现金净额
"fi_cash_from_trading_agent": "Agenttradesecurityrec",
# 回购业务资金净增加额
"fi_cash_from_repurchase_increase": "Nibuybackfund",
# 处置交易性金融资产的净减少额
"fi_disposal_trade_asset_decrease": "Nddisptradefasset",
# 回购业务资金净减少额
"fi_repurchase_decrease": "Ndbuybackfund",
# 代理买卖证券支付的现金净额（净减少额）
"fi_cash_to_agent_trade": "Agenttradesecuritypay",
}
add_func_to_value(cash_flow_map, first_item_to_float)
cash_flow_map["report_period"] = ("ReportDate", to_report_period_type)
cash_flow_map["report_date"] = ("ReportDate", to_pd_timestamp)
class ChinaStockCashFlowRecorder(BaseChinaStockFinanceRecorder):
data_schema = CashFlowStatement
url = 'https://emh5.eastmoney.com/api/CaiWuFenXi/GetXianJinLiuLiangBiaoList'
finance_report_type = 'XianJinLiuLiangBiaoList'
data_type = 4
def get_data_map(self):
return cash_flow_map
from zvt.utils.utils import add_func_to_value, first_item_to_float
capital_structure_map = {
'debt_asset_ratio': 'LIBILITYTOASSET', # 资产负债率
'em': 'ASSETSTOEQUITY', # 权益乘数
'ca_to_asset': 'CATOASSET', # 流动资产/总资产
'nc_to_asset': 'NCATOASSET', # 非流动资产/总资产
'tangible_assets_to_asset': 'TANGIBLEASSETSTOASSET', # 有形资产/总资产
'equity_to_total_capital': 'EQUITYTOTOTALCAPITAL', # 归属母公司股东的权益/全部投入资本
'interest_liblity_to_total_capital':
'INTERESTLIBILITYTOTOTALCAPITAL', # 带息负债/全部投入资本
'cl_to_libility': 'CLTOLIBILITY', # 流动负债/负债合计
'cnl_to_libility': 'NCLTOLIBILITY', # 非流动负债/负债合计
'interest_liblity_to_libility': 'INTERESLIBILITYTOLIBILITY', # 有息负债率
}
add_func_to_value(capital_structure_map, first_item_to_float)
class ChinaStockFinanceCapitalStructure(EmBaseChinaStockFinanceRecorder):
"""
财务指标-资本结构
"""
data_schema = FinanceCapitalStructure
finance_report_type = 'FinanceCapitalStructure'
data_type = 16
def get_data_map(self):
return capital_structure_map
from zvt.utils.utils import add_func_to_value, first_item_to_float
financial_operational_capability_map = {
'fixed_assets_turnover_rate': 'FATURNRATIO', # 固定资产周转率
'current_asset_turnover_rate': 'CATURNRATIO', # 流动资产周转率
'total_assets_turnover': 'ASSETTURNRATIO', # 总资产周转率
'inventory_turnover': 'INVTURNRATIO', # 存货周转率
'inventory_turnover_days': 'INVTURNDAYS', # 存货周转天数
'receivables_turnover': 'ARTURNRATIO', # 应收账款周转率(含应收票据)
'receivables_turnover_days': 'ARTURNDAYS', # 应收账款周转天数(含应收票据)
'operating_cycle': 'TURNDAYS', # 营业周期
# 'accounts_payable_turnover_rate': 'ACCOUNTSTURNOVERRATIO', # 应付账款周转率
'accounts_payable_turnover_days': 'APTURNDAYS', # 应付账款周转天数(含应付票据)
}
add_func_to_value(financial_operational_capability_map, first_item_to_float)
class ChinaStockFinanceOperationalCapabilityRecorder(
EmBaseChinaStockFinanceRecorder):
"""
财务指标-盈利能力
"""
data_schema = FinanceOperationalCapability
finance_report_type = 'FinanceOperationalCapability'
data_type = 6
def get_data_map(self):
return financial_operational_capability_map
'fi_operate_income': 'OPERATEINCOME', # 经营活动净收益
'fi_investment_income': 'INVESTINCOME', # 价值变动净收益
'fi_ebit': 'EBIT', # 息税前利润
'fi_ebitda': 'EBITDA', # 息税折旧摊销前利润
'fi_extraordinary_item': 'EXTRAORDINARY', # 非经常性损益
'fi_deducted_income': 'DEDUCTEDINCOME', # 扣除非经常性损益后的归属于上市公司股东的净利润
'fi_free_cash_flow_firm': 'FCFF', # 企业自由现金流量
'fi_free_cash_flow_equity': 'FCFE', # 股权自由现金流量
'fi_depreciation_amortization': 'DA', # 折旧与摊销
# 'EBIAT':'',#息前税后利润
# 'N_INT_EXP':'',#净利息费用
# 'INT_CL':'',#带息流动负债
# 'IC':'',#投入资本
}
add_func_to_value(finance_derivative_map, first_item_to_float)
class ChinaStockFinanceDerivativeRecorder(EmBaseChinaStockFinanceRecorder):
"""
财务衍生数据
"""
data_schema = FinanceDerivative
finance_report_type = 'FinanceDerivative'
data_type = 4
def get_data_map(self):
return finance_derivative_map
"non_op_profit_to_ebt": "NONOPERATEPROFITTOEBT",
# 所得税/利润总额
"tax_to_ebt": "TAXTOEBT",
# 扣除非经常性损益的净利润/净利润
"deducted_profit_to_ebt": "DEDUCTEDPROFITTOEBT",
# 经营活动净收益/利润总额
"op_income_to_ebt": "OPERATEINCOMETOEBT",
# 经营活动净收益/利润总额(TTM)
"op_income_to_ebt_ttm": "OPERATEINCOMETOEBTTTM",
# 价值变动净收益/利润总额(TTM)
"invest_income_to_ebt_ttm": "INVESTINCOMETOEBTTTM",
# 营业外收支净额/利润总额(TTM)
"non_op_profit_to_ebt_ttm": "NONOPERATEPROFITTOEBTTTM",
}
add_func_to_value(finance_qualityofearnings_map, first_item_to_float)
class ChinaStockFinanceRevenueQualityRecorder(
EmBaseChinaStockFinanceIndexRecorder):
"""
财务指标-收益质量
"""
data_schema = FinanceRevenueQuality
finance_report_type = 'FinanceRevenueQuality'
data_type = 8
def get_data_map(self):
return finance_qualityofearnings_map
# -*- coding: utf-8 -*-
from zvt.domain import FinanceSinglEquarterDerivative
from zvt.recorders.emquantapi.finance.base_china_stock_finance_recorder import EmBaseChinaStockFinanceRecorder
from zvt.utils.utils import add_func_to_value, first_item_to_float
finance_singlequarterderivative_map = {
# 更新时间
'fi_investment_income': 'INVESTINCOME', # 价值变动净收益
'fi_gross_margin': 'GROSSMARGIN', # 毛利
'deducted_net_profit': 'DEDUCTEDINCOME', # 扣除非经常性损益后的净利润
'fi_extraordinary_item': 'EXTRAORDINARY', # 非经常性损益
'fi_operate_income': 'OPERATEINCOME', # 经营活动净收益
}
add_func_to_value(finance_singlequarterderivative_map, first_item_to_float)
class ChinaStockFinanceSinglEquarterDerivativeRecorder(
EmBaseChinaStockFinanceRecorder):
"""
财务指标-单季财务衍生数据
"""
data_schema = FinanceSinglEquarterDerivative
finance_report_type = 'FinanceSinglEquarterDerivative'
data_type = 11
def get_data_map(self):
return finance_singlequarterderivative_map
'total_operating_revenue_ps': 'GRPS', # 每股营业总收入
'operating_revenue_pee': 'ORPS', # 每股营业收入
# 'operating_profit_ps': '', # 每股营业利润
'earnings_bf_interest_taxes_ps': 'EBITPS', # 每股息税前利润
'capital_reserve_ps': 'CAPITALRESERVEPS', # 每股资本公积
'surplus_reserve_fund_ps': 'SURPLUSRESERVEPS', # 每股盈余公积
'undistributed_profit_ps': 'UNDISTRIBUTEDPS', # 每股未分配利润
'retained_earnings_ps': 'RETAINEDPS', # 每股留存收益
'net_operate_cash_flow_ps': 'CFOPS', # 每股经营活动产生的现金流量净额
'net_cash_flow_ps': 'CFPS', # 每股现金流量净额
'free_cash_flow_firm_ps': 'FCFFPS', # 每股企业自由现金流量
'free_cash_flow_equity_ps': 'FCFEPS', # 每股股东自由现金流量
# 'RESER_PS': '', # 每股公积金
}
add_func_to_value(finance_per_share_map, first_item_to_float)
class ChinaStockFinancePerShareRecorder(EmBaseChinaStockFinanceRecorder):
data_schema = FinancePerShare
finance_report_type = 'FinancePerShare'
data_type = 7
def get_data_map(self):
return finance_per_share_map
__all__ = ['ChinaStockFinancePerShareRecorder']
# 'REVENUE': '', # 营业收入
# 'ROA': '', # 总资产收益率(平均)
# 'SELL_EXP': '', # 销售费用
# 'T_ASSETS': '', # 总资产
# 'T_ASSETS_A': '', # 平均总资产
# 'T_ASSETS_BGN': '', # 年初总资产
# 'T_CA': '', # 流动资产
# 'T_COGS': '', # 营业总成本
# 'T_LIAB': '', # 总负债
# 'T_LIAB_A': '', # 平均总负债
# 'T_LIAB_BGN': '', # 年初总负债
# 'T_NCA': '', # 非流动资产
# 'T_REVENUE': '', # 营业总收入
# 'VAL_CHG_PROFIT': '', # 价值变动净收益
}
add_func_to_value(finance_dupont_map, first_item_to_float)
class ChinaStockFinanceDuPontRecorder(EmBaseChinaStockFinanceRecorder):
"""
财务指标-杜邦分析
"""
data_schema = FinanceDuPont
finance_report_type = 'FinanceDuPont'
data_type = 11
def get_data_map(self):
return finance_dupont_map
financial_debtpayingability_map = {
'cfo_to_gr': 'CFOTOGR', #经营活动产生的现金流量净额/营业总收入
'sales_cash_intoor': 'SALESCASHINTOOR', # 销售商品提供劳务收到的现金/营业收入
'qcfi_to_cf': 'QCFITOCF', # 投资活动产生的现金流量净额占比
'qcfo_to_cfo': 'QCFOTCFO', # 经营活动产生的现金流量净额占比
'qcfo_to_or': 'QCFOTOOR', # 经营活动产生的现金流量净额/营业收入
'qcfo_to_operate_income': 'QCFOTOOPERATEINCOME', # 经营活动产生的现金流量净额/经营活动净收益
'qcff_to_cf': 'QCFFTOCF', # 筹资活动产生的现金流量净额占比
# 'ADV_R_R': '', # 预收款项/营业收入
# 'AR_R': '', # 应收账款/营业收入
# 'P_FIXA_O_DA': '', # 投资支出/折旧和摊销
# 'C_RCVRY_A': '', # 全部资产现金回收率
# 'N_CF_OPA_OP': '', # 经营活动产生的现金流量净额/营业利润
}
add_func_to_value(financial_debtpayingability_map, first_item_to_float)
class ChinaStockFinanceReceivingAbilityRecorder(EmBaseChinaStockFinanceRecorder
):
"""
财务指标-收现能力
"""
data_schema = FinanceReceivingAbility
finance_report_type = 'FinanceReceivingAbility'
data_type = 9
def get_data_map(self):
return financial_debtpayingability_map
# 应付手续费及佣金
"fi_fees_and_commissions_payable": "commission_payable",
# 应付分保账款
"fi_dividend_payable_for_reinsurance": "reinsurance_payables",
# 应付赔付款
# "fi_claims_payable": "compensation_payable",
# 应付保单红利
# "fi_policy_holder_dividend_payable": "interest_insurance_payable",
# 保户储金及投资款
# "fi_policy_holder_deposits_and_investment_funds": "investment_money",
# 保险合同准备金
"fi_contract_reserve": "insurance_contract_reserves",
}
add_func_to_value(balance_sheet_map, first_item_to_float)
balance_sheet_map["report_period"] = ("ReportDate", to_report_period_type)
balance_sheet_map["report_date"] = ("ReportDate", to_pd_timestamp)
class JqStockBalanceSheetRecorder(BaseJqStockFinanceRecorder):
data_schema = BalanceSheet
# 合并资产负债表
# STK_BALANCE_SHEET
finance_report_type = 'BALANCE_SHEET'
data_type = 3
def get_data_map(self):
return balance_sheet_map
financial_balancesheetstructureanalysis_map = {
'cfo_to_gr': 'CFOTOGR', #经营活动产生的现金流量净额/营业总收入
'sales_cash_intoor': 'SALESCASHINTOOR', # 销售商品提供劳务收到的现金/营业收入
'qcfi_to_cf': 'QCFITOCF', # 投资活动产生的现金流量净额占比
'qcfo_to_cfo': 'QCFOTCFO', # 经营活动产生的现金流量净额占比
'qcfo_to_or': 'QCFOTOOR', # 经营活动产生的现金流量净额/营业收入
'qcfo_to_operate_income': 'QCFOTOOPERATEINCOME', # 经营活动产生的现金流量净额/经营活动净收益
'qcff_to_cf': 'QCFFTOCF', # 筹资活动产生的现金流量净额占比
# 'ADV_R_R': '', # 预收款项/营业收入
# 'AR_R': '', # 应收账款/营业收入
# 'P_FIXA_O_DA': '', # 投资支出/折旧和摊销
# 'C_RCVRY_A': '', # 全部资产现金回收率
# 'N_CF_OPA_OP': '', # 经营活动产生的现金流量净额/营业利润
}
add_func_to_value(financial_balancesheetstructureanalysis_map,
first_item_to_float)
class ChinaStockFinanceBalanceSheetStructureAnalysisRecorder(
EmBaseChinaStockFinanceRecorder):
"""
财务指标-资产负债表结构分析
"""
data_schema = FinanceBalanceSheetStructureAnalysis
finance_report_type = 'FinanceBalanceSheetStructureAnalysis'
data_type = 10
def get_data_map(self):
return financial_balancesheetstructureanalysis_map
"preview_type": "type",
# 预告净利润（下限）
"profit_min": "profit_min",
# 预告净利润（上限）
"profit_max": "profit_max",
# 去年同期净利润（上限）
"profit_last": "profit_last",
# 预告净利润变动幅度(下限)单位：%
"profit_ratio_min": "profit_ratio_min",
# 预告净利润变动幅度(上限)单位：%
"profit_ratio_max": "profit_ratio_max",
# 预告内容
"content": "content",
}
add_func_to_value(performance_forecast_map, first_item_to_float)
performance_forecast_map["report_period"] = ("ReportDate", to_report_period_type)
performance_forecast_map["report_date"] = ("ReportDate", to_pd_timestamp)
class JqStockPerformanceForecastRecorder(BaseJqStockFinanceRecorder):
data_schema = StockPerformanceForecast
# 业绩预告
# STK_FIN_FORCAST
finance_report_type = 'FIN_FORCAST'
data_type = 4
def get_data_map(self):
return performance_forecast_map
__all__ = ['JqStockPerformanceForecastRecorder']
# -*- coding: utf-8 -*-
from zvt.domain import FinanceIncomeStatementStructureAnalysis
from zvt.recorders.emquantapi.finance.base_china_stock_finance_recorder import EmBaseChinaStockFinanceRecorder
from zvt.utils.utils import add_func_to_value, first_item_to_float
finance_incomestatementstructureanalysis_map = {
'financial_expense_rate': 'QFINAEXPENSETOGR', # 财务费用与营业总收入之比
'operating_profit_to_total_profit':
'QOPERATEINCOMETOEBT', # 经营活动净收益与利润总额之比
'net_profit_to_total_operate_revenue': 'QNITOGR', # 净利润与营业总收入之比
'admin_expense_rate': 'QADMINEXPENSETOGR', # 管理费用与营业总收入之比
'operating_profit_to_operating_revenue': 'QOPTOGR', # 营业利润与营业总收入之比
'total_operating_cost_to_total_operating_income':
'QGCTOGR', # 营业总成本与营业总收入之比
}
add_func_to_value(finance_incomestatementstructureanalysis_map,
first_item_to_float)
class ChinaStockFinanceIncomeStatementStructureAnalysisRecorder(
EmBaseChinaStockFinanceRecorder):
"""
财务指标-利润表结构分析
"""
data_schema = FinanceIncomeStatementStructureAnalysis
finance_report_type = 'FinanceIncomeStatementStructureAnalysis'
data_type = 10
def get_data_map(self):
return finance_incomestatementstructureanalysis_map
# 其他业务收入
"fi_other_income": "other_income",
# 保险相关
# 已赚保费
"fi_net_income_from_premium": "premiums_earned",
# 退保金
"fi_insurance_surrender_costs": "refunded_premiums",
# 保单红利支出
"fi_dividend_expenses_to_insured": "policy_dividend_payout",
# 分保费用
"fi_reinsurance_expenses": "reinsurance_cost",
}
add_func_to_value(income_statement_qtr_map, first_item_to_float)
class ChinaStockIncomeStatementQtrRecorder(BaseChinaStockFinanceQtrRecorder):
data_schema = IncomeStatementQtr
finance_report_type = 'IncomeStatementQSHSZ'
data_type = 2
def get_data_map(self):
return income_statement_qtr_map
__all__ = ['ChinaStockIncomeStatementQtrRecorder']
if __name__ == '__main__':
#
# 净资本
"broker_net_capital":
"Netcapital",
# 净资产
"broker_net_assets":
"Netassets",
# 净资本/净资产
"broker_net_capital_assets_ratio":
"Captialrate",
# 自营固定收益类证券规模/净资本
"broker_self_operated_fixed_income_securities_net_capital_ratio":
"Incomesizerate",
}
add_func_to_value(finance_factor_map, to_float)
finance_factor_map["report_period"] = ("ReportDate", to_report_period_type)
finance_factor_map["report_date"] = ("ReportDate", to_pd_timestamp)
class JqStockFinanceFactorRecorder(BaseJqStockFinanceRecorder):
finance_report_type = 'ZhuYaoZhiBiaoList'
data_schema = FinanceFactor
data_type = 1
def get_data_map(self):
return finance_factor_map
__all__ = ['JqStockFinanceFactorRecorder']
financial_profitability_map = {
'gross_income_ratio': 'GPMARGIN', # 销售毛利率
'net_profit_ratio': 'NPMARGIN', # 销售净利率
'roe_diluted': 'ROEDILUTED', # 净资产收益率ROE(摊薄)
'roe_avg': 'ROEAVG', # 净资产收益率ROE(平均)
'roe_wa': 'ROEWA', # 净资产收益率ROE(加权)
'roe_ex_diluted': 'ROEEXDILUTED', # 净资产收益率ROE(扣除/摊薄)
'roe_ex_wa': 'ROEEXWA', # 净资产收益率ROE(扣除/加权)
'net_roa': 'NROA', # 总资产净利率ROA
'roa': 'ROA', # 总资产报酬率ROA
'roic': 'ROIC' # 投入资本回报率ROIC
}
add_func_to_value(financial_profitability_map, first_item_to_float)
class ChinaStockFinanceProfitAbilityRecorder(EmBaseChinaStockFinanceRecorder):
"""
财务指标-盈利能力
"""
data_schema = FinanceProfitAbility
finance_report_type = 'FinanceProfitAbility'
data_type = 8
def get_data_map(self):
return financial_profitability_map
# 审计单位
"audit_unit": "AGENCY",
# 审计单位薪酬
"audit_unit_pay": "AUDITPAY",
# 审计年限(境内）
"audit_year": "AUDITYEAR",
# 非标意见说明
# "non_standard_opinion_description": "INTERPRETATION",
# 审计意见类别
"audit_opinion_category": "CATEGORY",
# 签字注册会计师
"CPA": "CPA",
}
add_func_to_value(audit_opinions_map, first_item_to_float)
class ChinaStockAuditOpinionsRecorder(EmBaseChinaStockFinanceRecorder):
data_schema = AuditOpinions
finance_report_type = 'AuditOpinions'
data_type = 17
def get_data_map(self):
return audit_opinions_map
__all__ = ['ChinaStockAuditOpinionsRecorder']
