def factor_financial_quality(cur_date):
# 获取经营性现金流(ttm)
val_pcf_ocfttm = om.get_index_val_pcf_ocfttm(cur_date)
# 单季度.净资产收益率，-1列为rank,-2列为所需要的
qfa_roe = om.get_qfa_roe(cur_date)
# 净资产收益率(ttm)，-1列为rank,-2列为所需要的
fa_roe = om.get_fa_roe(cur_date)
# 单季度.总资产净利润，-1列为rank,-2列为所需要的
qfa_roa = om.get_qfa_roa(cur_date)
# 总资产净利润(ttm)，-1列为rank,-2列为所需要的
fa_roa = om.get_fa_roa(cur_date)
# 单季度.销售毛利率，-1列为rank,-2列为所需要的
qfa_grossprofitmargin = om.get_qfa_grossprofitmargin(cur_date)
# 销售毛利率(ttm)，-1列为rank,-2列为所需要的
fa_grossprofitmargin = om.get_fa_grossprofitmargin(cur_date)
# 扣除非经常损益后的净利润/净利润，-1列为rank,-2列为所需要的
deductedprofittoprofit = om.get_deductedprofittoprofit(cur_date)
# 总资产周转率(ttm)，-1列为rank,-2列为所需要的
fa_assetsturn = om.get_fa_assetsturn(cur_date)
# 获取经营性现金流(lyr)
val_pcf_ocf = om.get_index_val_pcf_ocf(cur_date)
roe_q = qfa_roe.iloc[:, -2]
roe_ttm = fa_roe.iloc[:, -2]
roa_q = qfa_roa.iloc[:, -2]
roa_ttm = fa_roa.iloc[:, -2]
grossprofitmargin_q = qfa_grossprofitmargin.iloc[:, -2]
grossprofitmargin_ttm = fa_grossprofitmargin.iloc[:, -2]
profitmargin_ttm = deductedprofittoprofit.iloc[:, -2]
assetturnover_ttm = fa_assetsturn.iloc[:, -2]
operationcashflowratio_q = val_pcf_ocf.iloc[:, -1] / qfa_roa.iloc[:, -2]
operationcashflowratio_ttm = val_pcf_ocfttm.iloc[:, -1] / fa_roa.iloc[:, -2]
# 入库
stock_list = om.get_all_stock(cur_date)
roe_q_flag = fh.df_to_list(cur_date, roe_q, 'roe_q', stock_list)
roe_ttm_flag = fh.df_to_list(cur_date, roe_ttm, 'roe_ttm', stock_list)
roa_q_flag = fh.df_to_list(cur_date, roa_q, 'roa_q', stock_list)
roa_ttm_flag = fh.df_to_list(cur_date, roa_ttm, 'roa_ttm', stock_list)
grossprofitmargin_q_flag = fh.df_to_list(cur_date, grossprofitmargin_q, 'grossprofitmargin_q', stock_list)
grossprofitmargin_ttm_flag = fh.df_to_list(cur_date, grossprofitmargin_ttm, 'grossprofitmargin_ttm', stock_list)
profitmargin_ttm_flag = fh.df_to_list(cur_date, profitmargin_ttm, 'profitmargin_ttm', stock_list)
assetturnover_ttm_flag = fh.df_to_list(cur_date, assetturnover_ttm, 'assetturnover_ttm', stock_list)
operationcashflowratio_q_flag = fh.df_to_list(cur_date, operationcashflowratio_q, 'operationcashflowratio_q', stock_list)
operationcashflowratio_ttm_flag = fh.df_to_list(cur_date, operationcashflowratio_ttm, 'operationcashflowratio_ttm', stock_list)
if roe_q_flag & roe_ttm_flag & roa_q_flag & roa_ttm_flag & grossprofitmargin_q_flag & grossprofitmargin_ttm_flag \
& profitmargin_ttm_flag & assetturnover_ttm_flag & operationcashflowratio_q_flag & operationcashflowratio_ttm_flag != 1:
gl.logger.error('factor_financial_quality insert fail')
return 0
else:
gl.logger.info('factor_financial_quality 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