def update_data():
ticker = fund_text.value
bond_df = bond_fund.get_bond_fund()
bond_df.index = bond_df['wind_code']
stock_df = stock_fund.get_stock_fund()
stock_df.index = stock_df['wind_code']
mixed_df = mixed_fund.get_mixed_fund()
mixed_df.index = mixed_df['wind_code']
if ticker in bond_df.index:
fund_name = bond_df.loc[ticker, 'sec_name']
elif ticker in stock_df.index:
fund_name = stock_df.loc[ticker, 'sec_name']
elif ticker in mixed_df.index:
fund_name = mixed_df.loc[ticker, 'sec_name']
else:
plot_nav.title.text = u'基金不存在'
plot_return.title.text = u'基金不存在'
return
fname = '%s/history/%s.xlsx' % (const.DATA_DIR, ticker)
df = pd.read_excel(fname, index_col=0)
temp = df['nav_adj'].dropna()
# temp = temp[temp.index >= temp.index[-min(time_days[time_select.value], temp.shape[0]-1)]]
source_nav.data['date'] = temp.index.values
source_nav.data['nav'] = temp.values
plot_nav.title.text = fund_name + u'净值'
def select_fund():
nav_title = plot_nav.title.text
ret_title = plot_return.title.text
plot_nav.title.text = u'查询中...'
plot_return.title.text = u'查询中...'
time_value = time_dict[time_select.value]
if invtype1_select.value == u'债券型基金':
bond_df = bond_fund.get_bond_fund()
# pnl = pd.read_pickle('%s/bond.pkl'%(const.FOF_DIR))
ret_df = pd.read_pickle('%s/bond_%s.pkl' % (const.FOF_DIR, time_value))
df = bond_fund.filter_bond(bond_df)
if invtype1_select.value == u'股票型基金':
stock_df = stock_fund.get_stock_fund()
# pnl = pd.read_pickle('%s/stock.pkl'%(const.FOF_DIR))
ret_df = pd.read_pickle('%s/stock_%s.pkl' %
(const.FOF_DIR, time_value))
df = stock_fund.filter_stock(stock_df)
if invtype1_select.value == u'混合型基金':
mixed_df = mixed_fund.get_mixed_fund()
# pnl = pd.read_pickle('%s/mixed.pkl'%(const.FOF_DIR))
ret_df = pd.read_pickle('%s/mixed_%s.pkl' %
(const.FOF_DIR, time_value))
df = mixed_fund.filter_mixed(mixed_df)
df = type_filter(df)
df = scale_filter(df)
# ret_df = pnl[df['wind_code']].minor_xs(time_dict[time_select.value])
df = get_rank(df, ret_df)
update_table_data(df)
plot_nav.title.text = nav_title
plot_return.title.text = ret_title
def select_fund():
nav_title = plot_nav.title.text
# ret_title = plot_return.title.text
plot_nav.title.text = u'查询中...'
# plot_return.title.text = u'查询中...'
time_value = time_dict[time_select.value]
if invtype1_select.value == u'债券型基金':
bond_df = bond_fund.get_bond_fund()
# pnl = pd.read_pickle('%s/bond.pkl'%(const.FOF_DIR))
ret_df = pd.read_pickle('%s/bond_%s.pkl' % (const.FOF_DIR, time_value))
empyrical_df = pd.read_excel('%s/bond_empyrical.xlsx' %
(const.FOF_DIR))
df = bond_fund.filter_bond(bond_df)
if invtype1_select.value == u'股票型基金':
stock_df = stock_fund.get_stock_fund()
# pnl = pd.read_pickle('%s/stock.pkl'%(const.FOF_DIR))
ret_df = pd.read_pickle('%s/stock_%s.pkl' %
(const.FOF_DIR, time_value))
empyrical_df = pd.read_excel('%s/stock_empyrical.xlsx' %
(const.FOF_DIR))
df = stock_fund.filter_stock(stock_df)
if invtype1_select.value == u'混合型基金':
mixed_df = mixed_fund.get_mixed_fund()
# pnl = pd.read_pickle('%s/mixed.pkl'%(const.FOF_DIR))
ret_df = pd.read_pickle('%s/mixed_%s.pkl' %
(const.FOF_DIR, time_value))
empyrical_df = pd.read_excel('%s/mixed_empyrical.xlsx' %
(const.FOF_DIR))
df = mixed_fund.filter_mixed(mixed_df)
# df.to_excel('./temp1.xlsx')
print('type filter')
df = type_filter(df)
# df.to_excel('./temp2.xlsx')
print('scale filter')
df = scale_filter(df)
# df.to_excel('./temp3.xlsx')
# ret_df = pnl[df['wind_code']].minor_xs(time_dict[time_select.value])
print('calc rank')
df = get_rank(df, ret_df, empyrical_df)
# df.to_excel('./temp4.xlsx')
print('update table')
update_table_data(df)
print('done')
# print df
plot_nav.title.text = nav_title