def __init__(self):
self.wsetData = [
"000001.SH", "399300.SZ", "000016.SH", "000905.SH", "000906.SH"
] # 要获取数据的证券代码
self.indexFieldName = [
"open", "high", "low", "close", "volume", "amt", "chg", "pct_chg",
"turn"
] # 要获取的数据字段
self.fundFieldName = ["nav", "NAV_acc", "sec_name"]
self.monetaryFund = [
"mmf_annualizedyield", "mmf_unityield", "sec_name"
]
self.stockFieldName = [
"open", "high", "low", "close", "volume", "amt", "turn",
"mkt_cap_ard", "pe_ttm", "ps_ttm", "pb_lf"
]
self.engine = MysqlCon().getMysqlCon(flag='engine')
self.conn = MysqlCon().getMysqlCon(flag='connect')
self.GetDataToMysqlDemo = GetDataToMysql()
self.logger = mylog.set_log()
# w.start()
log_state = THS_iFinDLogin('zszq5072', '754628')
if log_state == 0:
self.logger.info("同花顺账号登录成功！")
else:
self.logger.error("同花顺账号登录异常，请检查！")
return
def __init__(self, startDate='2015-09-01',file_path=''):
self.startDate = startDate #历史数据开始日期
self.endDate = (datetime.today() - timedelta(days=0)).strftime('%Y-%m-%d')
if not file_path:
self.PathFolder = r'C:\\Users\\zouhao\\Desktop\\资产配置研究\\'
else:
self.PathFolder = r'C:\\Users\\zouhao\\Desktop\\资产配置研究\\' + file_path + '\\'
self.logger = mylog.set_log()
def __init__(self, method, param_file_name=''):
self.logger = mylog.set_log(method)
# self.logger = logdemo.set_logger(method+'.log')
self.method = method
if not param_file_name:
self.param_file_name = self.method
else:
self.param_file_name = param_file_name
self.save_dic = {}
def __init__(self, data_resource='ifind'):
self.logger = mylog.set_log()
self.dic_init = {}
self.dic_init['data_resource'] = data_resource
self.dic_init['data_init_flag'] = self.log_init(data_resource)
mysql_con_demo = MysqlCon()
self.engine = mysql_con_demo.getMysqlCon(flag='engine')
self.conn = mysql_con_demo.getMysqlCon(flag='connect')
self.GetDataToMysqlDemo = GetDataToMysql()
def __init__(self):
calcDate = {}
calcDate['OneMonth'] = (u'近一月', 21)
calcDate['ThreeMonths'] = (u'近三月', 21 * 3)
calcDate['SixMonths'] = (u'近六月', 21 * 6)
calcDate['OneYear'] = (u'近一年', 21 * 12)
calcDate['TwoYear'] = (u'近两年', 21 * 12 * 2)
calcDate['TotalPeriod'] = (u'成立以来', np.inf)
calcDate['ThisYear'] = (u'今年以来', np.inf)
self.calcDate = calcDate
self.logger = mylog.set_log()
def get_industry_recyle(self):
'''
行业轮动、主题轮动
:return:
'''
# fund_type = 'OTC'
fund_type = 'ETF'
# style_flag = '主题'
# style_flag = '行业'
style_flag = '行业主题'
# style_flag = '策略'
method = 'industry_recyle'
# method ="industry_recyle_equ"
# method = 'industry_recyle_stock'
# method = 'industry_recyle_mean_var_stock'
# method = 'mean_var'
IndustryRecyleDemo = IndustryRecyle()
industry_index_name_dic, product_name_dic = IndustryRecyleDemo.get_fund_index(
fund_type=fund_type, style_flag=style_flag)
portfolio_str = '%s轮动组合99%s+%s' % (style_flag, fund_type, method
) # 1到14
if method == 'industry_recyle':
asset_index = {
'stock': industry_index_name_dic,
'bond': {
'H00140.SH': u'上证五年期国债指数'
}
}
if 'H00140.SH' not in product_name_dic:
if fund_type == 'ETF':
product_name_dic['H00140.SH'] = {'511010.SH': "国债ETF "}
else:
product_name_dic['H00140.SH'] = {
'000088.OF': "嘉实中期国债ETF联接C "
}
else:
asset_index = {
'stock': industry_index_name_dic,
}
FindBestParamDemo = FindBestParam(method,
param_file_name=portfolio_str)
target = 'maxreturn'
# self.logger = mylogdemo.set_log(portfolio_str + '行业短周期有风控')
self.logger = mylogdemo.set_log(portfolio_str + method)
FindBestParamDemo.try_find_param(asset_index,
control_method={},
product_name_dic=product_name_dic,
target=target)
def __init__(self):
self.start_date = '2020-07-01'
self.end_date = '2020-07-31'
self.file_path = r"D:\\工作文件\\指数基金月报\\培训PPT\\0821\\"
MysqlConDemo = MysqlCon()
self.engine = MysqlConDemo.getMysqlCon('engine')
self.name_dic = {
'fund_code': '基金代码',
'fund_type': '基金类型',
'product_type': '产品类型',
'fund_name': '基金名称',
'establish_date': '基金成立日',
'indx_sname': '跟踪指数',
'class_classify': '跟踪指数类型',
'index_code': '跟踪指数代码'
}
self.logger = mylog.set_log()
def __init__(self):
self.target_path = "D:\\工作文件\\主题基金\\"
self.mysql_name_dic = {
"证券代码": 'fund_code',
'证券名称': "fund_name",
"基金简称": "fund_simple_name",
"是否指数基金": "is_index_fund",
"基金管理人": "fund_company",
"管理费率百分": "manage_fee",
"托管费率百分": "tg_fee",
"跟踪指数同花顺代码": "ths_bench_code",
'基金成立日': "establish_date",
"上市日期": 'etf_pub_date',
"基金经理（现任）": 'manager_name',
"是否分级基金": "is_graded_fund",
"主题名称": 'topic_name'
}
self.logger = mylog.set_log()
def get_pre_data(self, target='maxreturn'):
total_df = pd.read_excel("组合明细.xlsx", index_col=0)
portfolio_str = '组合34号'
portfolio_total_str = portfolio_str # 1到14
self.logger = mylogdemo.set_log(portfolio_total_str + '长周期')
asset_index = eval(total_df.loc[portfolio_str]['模型参数'])
control_method = {}
# control_method = total_df.loc[portfolio_str]['风控参数']
# if np.isnan(control_method):
# control_method = {}
# else:
# control_method = eval(total_df.loc[portfolio_str]['风控参数'])
# control_method = eval(total_df.loc[portfolio_str]['风控参数'])
method = total_df.loc[portfolio_str]['配置模型']
# method='industry_recyle'
FindBestParamDemo = FindBestParam(method,
param_file_name=portfolio_total_str)
FindBestParamDemo.try_find_param(asset_index,
control_method,
target=target)
def __init__(self):
self.logger = mylog.set_log()
self.GetDataToMysqlDemo = GetDataToMysql()
def __init__(self):
self.logger = mylog.set_log()
mysql_con_demo = MysqlCon()
self.engine = mysql_con_demo.getMysqlCon(flag='engine')
w.start()
def __init__(self):
self.plotFlag = False # 是否绘图
self.logger = mylog.set_log()
def __init__(self):
self.logger = mylog.set_log()
self.GetIndexAndProductDemo = GetIndexAndProduct()
def __init__(self, assetIndex={}, ):
self.assetIndex = assetIndex # 大类资产指数
self.logger = mylog.set_log()
def __init__(self):
self.logger = mylog_demo.set_log('logfile')
self.logger.info("calc_main init finish!")
self.get_fund_data_demo = GetFundData(self.logger)
self.fund_poc_optimize_demo = FundPocOptimize(self.logger)
def __init__(self):
self.logger = mylog.set_log()
def __init__(self):
self.logger = mylog.set_log()
self.AssetAllocationOptimizationDemo = AssetAllocationOptimization()
def __init__(self):
self.logger = mylog_demo.set_log('result_analy_logfile')
self.get_fund_data_demo = GetFundData(self.logger)
def __init__(self):
self.logger = mylogdemo.set_log()
self.last_date_str = datetime.today().strftime("%Y-%m-%d")
self.target_code = '159995.SZ'
def __init__(self):
self.conn = MysqlCon().getMysqlCon(flag='connect')
self.logger = mylog.set_log()
