def JsonDataToFinance(data):
financeData = None
for i in range(1, 5):
if i == 1:
finance = data['finance1']
announcement = data['announcement1']
elif i == 2:
finance = data['finance2']
announcement = data['announcement2']
elif i == 3:
finance = data['finance3']
announcement = data['announcement3']
elif i == 4:
finance = data['finance4']
announcement = data['announcement4']
if not finance or not announcement or not JSComplierHelper.IsNumber(
announcement['year']) or not JSComplierHelper.IsNumber(
announcement['quarter']):
continue
date = data['date']
if financeData: # 如果存在1天公布多个报告期数据 只取最新的一个公告期数据
if financeData.Announcement['year'] < announcement['year']:
financeData = FinanceData(date,
finance=finance,
announcement=announcement)
else:
financeData = FinanceData(date,
finance=finance,
announcement=announcement)
return financeData
def CalculateDividendYield(self, cashData, marketValue):
if not marketValue:
return []
dataLen, cashLen = len(self.Data), len(cashData)
dividendYield = []
j = 0
for i in range(dataLen):
day = self.Data.Data[i]
market = marketValue.MarketValue[i]
if not day or not market:
continue
item = SingleData()
item.Date = day.Date
item.Value = 0
if (j + 1 < cashLen):
if (cashData[j].Date < day.Date
and cashData[j + 1].Date <= day.Date):
j += 1
i -= 1
if (j < cashLen):
cash = cashData[j]
endDate = cash.Date + 10000 # 1年有效
if (day.Date >= cash.Date and day.Date <= endDate
and JSComplierHelper.IsDivideNumber(market.Value)
and JSComplierHelper.IsNumber(cash.Value)):
item.Value = cash.Value / market.Value * 100
dividendYield.append(item)
return dividendYield
def GetFittingData2(self, overlayData, defaultValue):
dataLen = len(self.Data)
result = JSComplierHelper.CreateArray(dataLen)
i, j = 0, 0
while i < dataLen:
date = self.Data[i].Date
if j >= len(overlayData):
result[i] = SingleData()
result[i].Date = date
result[i].Value = defaultValue
i += 1
continue
overlayDate = overlayData[j].Date
if overlayDate == date:
item = SingleData()
item.Date = overlayData[j].Date
item.Value = overlayData[j].Value
result[i] = item
j += 1
i += 1
elif overlayDate < date:
j += 1
else:
result[i] = SingleData()
result[i].Date = date
result[i].Value = defaultValue
i += 1
return result
def GetFittingMarketValueData(self, financeData):
dataLen = len(self.Data)
financeLen = len(financeData)
result = JSComplierHelper.CreateArray(dataLen)
i, j = 0, 0
while i < dataLen:
date = self.Data[i].Date
price = self.Data[i].Close
if j + 1 < financeLen:
if financeData[j].Date < date and financeData[j +
1].Date <= date:
j += 1
continue
item = SingleData()
item.Date = date
item.Value = financeData[j].Value * price # 市值计算 收盘价*股数
item.TestDate = financeData[j].Date # 财务日期 调试用
result[i] = item
i += 1
return result
def GetFittingFinanceData(self, financeData):
dataLen = len(self.Data)
financeLen = len(financeData)
result = JSComplierHelper.CreateArray(dataLen)
i, j = 0, 0
while i < dataLen:
date = self.Data[i].Date
if j + 1 < financeLen:
if financeData[j].Date < date and financeData[j +
1].Date <= date:
j += 1
continue
item = SingleData()
item.Date = date
if j < financeLen:
item.Value = financeData[j].Value
item.TestData = financeData[j].Date # 财务日期 调试用
else:
item.Value = None
item.TestData = None
result[i] = item
i += 1
return result
def Get(self, name):
if not self.Finance:
return None
if not JSComplierHelper.IsJsonNumber(self.Finance, name):
return None
value = self.Finance[name]
return value
def GetValue(self):
dataLen = len(self.Data)
result = JSComplierHelper.CreateArray(dataLen)
for i in range(dataLen):
if self.Data[i] and self.Data[i].Value != None:
result[i] = self.Data[i].Value
return result
def RecvStockDayData(self, recvData, jobID):
stocks = recvData['stock']
if not stocks or len(stocks) != 1:
return
aryStockDay = stocks[0]['stockday']
bFinanceData = False # 是否是定期的财务数据
bMarketValue = False # 是否计算市值
aryData = []
for item in aryStockDay:
indexData = SingleData()
indexData.Date = item['date']
if jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_CAPITAL_DATA:
capitalData = item['capital']
if not capitalData or not JSComplierHelper.IsJsonNumber(
capitalData, 'a'):
continue
indexData.Value = capitalData['a'] / 100 # 流通股本（手）
bFinanceData = True
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_TOTAL_EQUITY_DATA:
capitalData = item['capital']
if not capitalData or not JSComplierHelper.IsJsonNumber(
capitalData, 'total'):
continue
indexData.Value = capitalData['total'] / 10000 #总股本（万股）
bFinanceData = True
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_FLOW_EQUITY_DATA:
capitalData = item['capital']
if not capitalData or not JSComplierHelper.IsJsonNumber(
capitalData, 'a'):
continue
indexData.Value = capitalData['a'] / 10000 # 流通股本（万股）
bFinanceData = True
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_FLOW_MARKETVALUE_DATA: #流通市值
capitalData = item['capital']
if not capitalData or not JSComplierHelper.IsJsonNumber(
capitalData, 'a'):
continue
indexData.Value = capitalData['a'] # 流通股本
bMarketValue = True
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_MARKETVALUE_DATA: # 总市值
capitalData = item['capital']
if not capitalData or not JSComplierHelper.IsJsonNumber(
capitalData, 'total'):
continue
indexData.Value = capitalData['total'] # 总股本
bMarketValue = True
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_EXCHANGE_DATA: # 换手率
capitalData = item['capital']
if not financeData or not JSComplierHelper.IsJsonNumber(
capitalData, 'a'):
continue
indexData.Value = capitalData['a'] # 流通股本
bFinanceData = True
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_PER_U_PROFIT_DATA:
if not self.GetFinanceValue(item, 'peruprofit',
indexData): # 每股未分配利润
continue
bFinanceData = True
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_PER_NETASSET_DATA:
if not self.GetFinanceValue(item, 'pernetasset',
indexData): # 每股净资产
continue
bFinanceData = True
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_PER_C_RESERVE_DATA:
if not self.GetFinanceValue(item, 'percreserve',
indexData): # 每股资本公积金
continue
bFinanceData = True
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_PER_S_EARNING_DATA:
if not self.GetFinanceValue(item, 'persearning',
indexData): # 每股收益
continue
bFinanceData = True
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_PER_S_EARNING2_DATA:
financeData = JSSymbolData.JsonDataToFinance(item)
if not financeData or not financeData.Finance or not financeData.Announcement:
continue
if not JSComplierHelper.IsJsonNumber(
financeData.Finance, 'persearning'
) or not JSComplierHelper.IsJsonDivideNumber(
financeData.Announcement, 'quarter'):
continue
indexData.Value = financeData.Finance[
'persearning'] / financeData.Announcement[
'quarter'] * 4 # 每股收益(折算为全年收益) 报告期每股收益/报告期*4
bFinanceData = True
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_N_PROFIT_DATA:
if not self.GetFinanceValue(item, 'nprofit', indexData): # 净利润
continue
bFinanceData = True
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_AL_RATIO_DATA:
if not self.GetFinanceValue(item, 'alratio',
indexData): # 资产负债率
continue
bFinanceData = True
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_PROFIT_YOY_DATA:
if not self.GetFinanceValue(item, 'profityoy',
indexData): # 净利润同比增长率
continue
bFinanceData = True
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_DIVIDEND_YIELD_DATA:
if not self.GetFinanceValue(item, 'quarter4',
indexData): # 净利润同比增长率
continue
else:
continue
aryData.append(indexData)
if bFinanceData:
aryFixedData = self.SourceData.GetFittingFinanceData(aryData)
elif bMarketValue:
aryFixedData = self.SourceData.GetFittingMarketValueData(
aryData) # 总市值用不复权的价格计算
if jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_MARKETVALUE_DATA:
self.MarketValue = aryFixedData # 总市值保存下 算其他数据可能要用
elif jobID == JS_EXECUTE_JOB_ID.JOB_DOWNLOAD_DIVIDEND_YIELD_DATA: # 股息率TTM：过去4个季度现金分红总额/总市值 * 100%
aryFixedData = self.SourceData.CalculateDividendYield(
aryData, self.MarketValue)
else:
aryFixedData = self.SourceData.GetFittingData(aryData)
bindData = ChartData(data=aryFixedData)
bindData.Period = self.Period
if bindData.Period > 0: # 周期数据
periodData = bindData.GetPeriodSingleData(bindData.Period)
bindData.Data = periodData
data = bindData.GetValue()
self.FinanceData[jobID] = data
def RunAST(self):
# 预定义的变量
for item in self.Arguments:
self.VarTable[item.Name] = item.Value
if not self.AST or not self.AST.Body:
self.ThrowError()
for item in self.AST.Body:
self.VisitNode(item)
if item.Type == Syntax.ExpressionStatement and item.Expression:
if item.Expression.Type == Syntax.AssignmentExpression and item.Expression.Operator == ':' and item.Expression.Left:
assignmentItem = item.Expression
varName = assignmentItem.Left.Name
outVar = self.VarTable[varName]
if not isinstance(outVar, list):
outVar = self.SingleDataToArrayData(outVar)
self.OutVarTable.append(
OutVariable(name=varName, data=outVar, type=0))
elif (item.Expression.Type == Syntax.CallExpression):
callItem = item.Expression
if (JSDraw.IsDrawFunction(callItem.Callee.Name)):
draw = callItem.Draw
draw.Name = callItem.Callee.Name
self.OutVarTable.append(
OutVariable(name=draw.Name, draw=draw, type=1))
elif (item.Expression.Type == Syntax.SequenceExpression):
varName = None
draw = None
color = None
lineWidth = None
colorStick = False
pointDot = False
circleDot = False
lineStick = False
stick = False
volStick = False
isShow = True
isExData = False
for itemExpression in item.Expression.Expression:
if (itemExpression.Type == Syntax.AssignmentExpression
and itemExpression.Operator == ':'
and itemExpression.Left):
varName = itemExpression.Left.Name
varValue = self.VarTable[varName]
if not JSComplierHelper.IsArray(varValue):
varValue = self.SingleDataToArrayData(varValue)
self.VarTable[
varName] = varValue # 把单数值转化成数组放到变量表里
elif (itemExpression.Type == Syntax.Identifier):
value = itemExpression.Name
if (value == 'COLORSTICK'):
colorStick = True
elif (value == 'POINTDOT'):
pointDot = True
elif (value == 'CIRCLEDOT'):
circleDot = True
elif (value == 'LINESTICK'):
lineStick = True
elif (value == 'STICK'):
stick = True
elif (value == 'VOLSTICK'):
volStick = True
elif (value.find('COLOR') == 0):
color = value
elif (value.find('LINETHICK') == 0):
lineWidth = value
elif (value.find('NODRAW') == 0):
isShow = False
elif (value.find('EXDATA') == 0):
isExData = True # 扩展数据, 不显示再图形里面
elif (itemExpression.Type == Syntax.Literal): #常量
aryValue = self.SingleDataToArrayData(
itemExpression.Value)
varName = str(itemExpression.Value)
self.VarTable[varName, aryValue] # 把常量放到变量表里
elif (itemExpression.Type == Syntax.CallExpression
and JSDraw.IsDrawFunction(
itemExpression.Callee.Name)):
draw = itemExpression.Draw
draw.Name = itemExpression.Callee.Name
if (pointDot and varName): # 圆点
outVar = self.VarTable[varName]
if (not JSComplierHelper.IsArray(outVar)):
outVar = self.SingleDataToArrayData(outVar)
value = OutVariable(name=varName, data=outVar, type=3)
value.Radius = 2
if color:
value.Color = color
if lineWidth:
value.LineWidth = lineWidth
self.OutVarTable.append(value)
elif (circleDot and varName): # 圆点
outVar = self.VarTable[varName]
if not JSComplierHelper.IsArray(outVar):
outVar = self.SingleDataToArrayData(outVar)
value = OutVariable(name=varName, data=outVar, type=3)
value.Radius = 1.3
if color:
value.Color = color
if lineWidth:
value.LineWidth = lineWidth
self.OutVarTable.append(value)
elif (lineStick and varName): # LINESTICK 同时画出柱状线和指标线
outVar = self.VarTable[varName]
value = OutVariable(name=varName, data=outVar, type=4)
if color:
value.Color = color
if lineWidth:
value.LineWidth = lineWidth
self.OutVarTable.append(value)
elif (stick and varName): # STICK 画柱状线
outVar = self.VarTable[varName]
value = OutVariable(name=varName, data=outVar, type=5)
if color:
value.Color = color
if lineWidth:
value.LineWidth = lineWidth
self.OutVarTable.append(value)
elif (volStick and varName): # VOLSTICK 画彩色柱状线
outVar = self.VarTable[varName]
value = OutVariable(name=varName, data=outVar, type=6)
if color:
value.Color = color
self.OutVarTable.append(value)
elif (varName and color):
outVar = self.VarTable[varName]
if not JSComplierHelper.IsArray(outVar):
outVar = self.SingleDataToArrayData(outVar)
value = OutVariable(name=varName, data=outVar, type=0)
value.Color = color
if (lineWidth):
value.LineWidth = lineWidth
if (isShow == False):
value.IsShow = False
if (isExData == True):
value.IsExData = True
self.OutVarTable.append(value)
elif (draw and color):
value = OutVariable(name=draw.Name, data=draw, type=1)
value.Color = color
self.OutVarTable.append(value)
elif (colorStick and varName
): # CYW: SUM(VAR4,10)/10000, COLORSTICK; 画上下柱子
outVar = self.VarTable[varName]
value = OutVariable(name=varName, data=outVar, type=2)
value.Color = color
self.OutVarTable.append(value)
elif (varName):
outVar = self.VarTable[varName]
value = OutVariable(name=varName, data=outVar, type=0)
if color:
value.Color = color
if lineWidth:
value.LineWidth = lineWidth
if isShow == False:
value.IsShow = False
if isExData == True:
value.IsExData = True
self.OutVarTable.append(value)
return self.OutVarTable
def GetTime(self):
result = JSComplierHelper.CreateArray(len(self.Data))
for i in range(len(self.Data)):
result[i] = self.Data[i].Time
return result