def factor_leverage(cur_date):
# 现金比率，-1列为rank,-2列为所需要的
fa_cashtoliqdebt = om.get_fa_cashtoliqdebt(cur_date)
# 流动比率，-1列为rank,-2列为所需要的
fa_current = om.get_fa_current(cur_date)
# 权益乘数，-1列为rank,-2列为所需要的
fa_assetstoequity = om.get_fa_assetstoequity(cur_date)
# 获取个股市值(带index)
index_mkvalue = om.get_index_mkvalue(cur_date)
cashration = fa_cashtoliqdebt.iloc[:, -2] # 现金比率
currentratio = fa_current.iloc[:, -2] # 流动比率
equitymultiplier = fa_assetstoequity.iloc[:, -2]
ln_capital = np.log(index_mkvalue.iloc[:, -1]) # 市值对数
# 入库
stock_list = om.get_all_stock(cur_date)
cashration_flag = fh.df_to_list(cur_date, cashration, 'cashration', stock_list)
currentratio_flag = fh.df_to_list(cur_date, currentratio, 'currentratio', stock_list)
equitymultiplier_flag = fh.df_to_list(cur_date, equitymultiplier, 'equitymultiplier', stock_list)
ln_capital_flag = fh.df_to_list(cur_date, ln_capital, 'ln_capital', stock_list)
if cashration_flag & currentratio_flag & equitymultiplier_flag & ln_capital_flag != 1:
gl.logger.error('factor_leverage insert fail')
return 0
else:
gl.logger.info('factor_leverage insert successful')
return 1
def factor_value(cur_date):
# 获取EP(TTM)，净利润/总市值(带index)，（若净利润<=0，则返回空）
inverse_ep = om.get_index_ep(cur_date)
# 获取ps,市销率(PS,TTM)
ps = om.get_ps(cur_date)
# 获取pb值 也就是需要的bp，的倒数
inverse_bp = om.get_index_val_pb_new(cur_date)
# 获取净现金流
val_pcf_ncfttm = om.get_index_val_pcf_ncfttm(cur_date)
# 获取经营性现金流(ttm)
val_pcf_ocfttm = om.get_index_val_pcf_ocfttm(cur_date)
# 获取个股市值(带index)
index_mkvalue = om.get_index_mkvalue(cur_date)
ep = 1 / inverse_ep.iloc[:, -1]
bp = 1 / inverse_bp.iloc[:, -1]
sp = 1 / ps.iloc[:, -1]
ncfp = val_pcf_ncfttm.iloc[:, -1] / index_mkvalue.iloc[:, -1]
ocfp = val_pcf_ocfttm.iloc[:, -1] / index_mkvalue.iloc[:, -1]
# 分红放在最后面了,主要是不是我写的
# 红利(近12个月股息率),首先拼接一年前的日期
struct_time = time.strptime(str(cur_date), '%Y%m%d')
y = struct_time.tm_year - 1
m = struct_time.tm_mon
d = struct_time.tm_mday
year_before = str(date(y, m, d).replace(year=y))
year_before = year_before.replace('-', '')
divdend = om.get_dps(year_before, str(cur_date))
divdend.index = divdend.iloc[:, 0]
dp = divdend.iloc[:, -1]
# 入库
stock_list = om.get_all_stock(cur_date)
ep_flag = fh.df_to_list(cur_date, ep, 'ep', stock_list)
bp_flag = fh.df_to_list(cur_date, bp, 'bp', stock_list)
sp_flag = fh.df_to_list(cur_date, sp, 'sp', stock_list)
ncfp_flag = fh.df_to_list(cur_date, ncfp, 'ncfp', stock_list)
ocfp_flag = fh.df_to_list(cur_date, ocfp, 'ocfp', stock_list)
dp_flag = fh.df_to_list(cur_date, dp, 'dp', stock_list)
if ep_flag & bp_flag & sp_flag & ncfp_flag & ocfp_flag & dp_flag != 1:
gl.logger.error('factor_value insert fail')
return 0
else:
gl.logger.info('factor_value insert successful')
return 1