def __init__(self, policylist, namelist=None, date=today()):
self.warn = []
self.message = []
self.policylist = policylist
if namelist is None:
self.namelist = [i for i in range(len(policylist))]
else:
self.namelist = namelist
assert len(self.policylist) == len(self.namelist)
for i, policy in enumerate(policylist):
row = policy.status[policy.status["date"] == date]
if len(row) == 1:
warn = (
policy.aim.name,
policy.aim.code,
row.iloc[0].loc[policy.aim.code],
self.namelist[i],
)
self.warn.append(warn)
if warn[2] > 0:
sug = "买入%s元" % warn[2]
elif warn[2] < 0:
ratio = -warn[2] / 0.005 * 100
share = (trade(fundinfo(warn[1]),
policy.status).briefdailyreport().get(
"currentshare", 0))
share = -warn[2] / 0.005 * share
sug = "卖出%s%%的份额，也即%s份额" % (ratio, share)
self.message.append("根据%s计划，建议%s，%s(%s)" %
(warn[3], sug, warn[0], warn[1]))
self.content = "\n".join(map(str, self.message))
def get_fund(code):
if code[0] == "F":
df = fundinfo(code[1:]).price
elif code[0] == "M":
df = mfundinfo(code[1:]).price
df["close"] = df["netvalue"]
return df[["date", "close"]]
def rfundinfo(code, label=1, fetch=False, save=False, path='', form='csv'):
'''
give a fundinfo object with todays estimate netvalue at running time
:param code: string of six digitals for funds
:param fetch: boolean, when open the fetch option, info class will try fetching from local files first in the init
:param save: boolean, when open the save option, info classes automatically save the class to files
:param path: string, the file path prefix of IO
:param form: string, the format of IO, options including: 'csv'
:returns: the fundinfo object
'''
fundobj = fundinfo(code,
label=label,
fetch=fetch,
save=save,
path=path,
form=form)
rt = rtdata(code)
rtdate = dt.datetime.combine(rt.time, dt.time.min)
rtvalue = rt.rtvalue
if (rtdate - fundobj.price.iloc[-1].date).days > 0:
fundobj.price = fundobj.price.append(pd.DataFrame(
[[rtdate, rtvalue, fundobj.price.iloc[-1].totvalue, 0]],
columns=['date', 'netvalue', 'totvalue', 'comment']),
ignore_index=True)
return fundobj
def __init__(self,
*fundtradeobj,
status=None,
fetch=False,
save=False,
path="",
form="csv"):
if not fundtradeobj:
# warning: not a very good way to automatic generate these fund obj
# because there might be some funds use round_down for share calculation, ie, label=2 must be given
# unless you are sure corresponding funds are added to the droplist
fundtradeobj = []
for code in status.columns[1:]:
try:
fundtradeobj.append(
trade(
fundinfo(code,
fetch=fetch,
save=save,
path=path,
form=form),
status,
))
except FundTypeError:
fundtradeobj.append(
trade(
mfundinfo(code,
fetch=fetch,
save=save,
path=path,
form=form),
status,
))
self.fundtradeobj = tuple(fundtradeobj)
self.totcftable = self._mergecftb()
def get_industry(self, date=yesterdayobj()):
"""
获取基金组合持仓的行业占比信息，底层为非 A 股持仓的暂不支持
:param date:
:return: Dict
"""
# TODO: hard coded 一个字典来合并一些二级行业
d = {}
date = convert_date(date)
rd = date - pd.Timedelta(days=120)
year = rd.year
season = int((rd.month - 0.1) / 3) + 1
for f in self.fundtradeobj:
value = f.briefdailyreport(date).get("currentvalue", 0)
if value > 0:
if isinstance(f, itrade):
if f.get_type() == "股票":
industry = get_industry_fromxq(f.code).get(
"industryname", "")
if industry.strip():
d[industry] = d.get(industry, 0) + value
continue
elif f.get_type() in ["可转债", "债券", "货币基金"]:
# 现在简化实现可转债暂时不按正股记行业
continue
elif f.get_type() == "场内基金":
code = f.code[2:]
else:
continue
else:
code = f.code
if code == "mf":
continue
if get_fund_type(code) == "货币基金":
continue
## 以下为持有股票的基金处理
## fundinfo 有点浪费，不过简化实现暂时如此
fobj = fundinfo(code)
industry_dict = fobj.get_industry_holdings(year=year,
season=season)
if industry_dict is None:
continue
## 这里行业占比需要做个 scaling
sv = sum([v for _, v in industry_dict.items()])
if sv < 1.0:
# 只有极少数持仓存在行业信息
continue
stock_ratio = fobj.get_portfolio_holdings(
date.strftime("%Y%m%d"))["stock_ratio"]
scale = stock_ratio / sv
print(scale)
for k, v in industry_dict.items():
if k.strip():
d[k] = d.get(k, 0) + value * v / 100 * scale
return d
def __init__(self,
*fundtradeobj,
status=None,
property=None,
fetch=False,
save=False,
path="",
form="csv"):
if isinstance(status, record):
if not property:
property = getattr(status, "property", {})
status = status.status
elif not property:
property = {}
if not fundtradeobj:
# warning: not a very good way to automatic generate these fund obj
# because there might be some funds use round_down for share calculation, ie, label=2 must be given
# unless you are sure corresponding funds are added to the droplist
fundtradeobj = []
for code in status.columns[1:]:
# r1, d2, v4 p = r+d+v
p = property.get(code, 0)
round_label = p % 2
dividend_label = ((p - round_label) / 2) % 2
value_label = ((p - round_label - dividend_label) / 4) % 2
try:
fundtradeobj.append(
trade(
fundinfo(
code,
round_label=round_label,
dividend_label=dividend_label,
fetch=fetch,
save=save,
path=path,
form=form,
),
status,
))
except FundTypeError:
fundtradeobj.append(
trade(
mfundinfo(
code,
round_label=round_label,
value_label=value_label,
fetch=fetch,
save=save,
path=path,
form=form,
),
status,
))
self.fundtradeobj = tuple(fundtradeobj)
self.totcftable = self._mergecftb()
def get_info(self, code):
"""
get the correct new info object based on Fcode
:param code:
:return:
"""
if code in self.infos:
return self.infos[code]
if code.startswith("F"):
try:
return fundinfo(code[1:])
except FundTypeError:
return mfundinfo(code[1:])
elif code.startswith("M"):
return mfundinfo(code[1:])
else:
return vinfo(
code, start=(self.start - pd.Timedelta(days=180)).strftime("%Y-%m-%d")
)
def __init__(self,
*fundtradeobj,
status=None,
istatus=None,
property=None,
fetch=False,
save=False,
path="",
form="csv"):
if isinstance(status, record):
if not property:
property = getattr(status, "property", {})
status = status.status
elif not property:
property = {}
self.is_in = False
if fundtradeobj:
for t in fundtradeobj:
if isinstance(t, itrade):
self.is_in = True
break
else:
fundtradeobj = []
# warning: not a very good way to automatic generate these fund obj
# because there might be some funds use round_down for share calculation, ie, label=2 must be given
# unless you are sure corresponding funds are added to the droplist
fundcodelist = [f.code for f in fundtradeobj]
if status is not None:
for code in status.columns:
if code == "date":
continue
# r1, d2, v4 p = r+d+v
if code in fundcodelist:
continue
p = property.get(code, 0)
round_label = p % 2
dividend_label = ((p - round_label) / 2) % 2
value_label = ((p - round_label - dividend_label) / 4) % 2
try:
fundtradeobj.append(
trade(
fundinfo(
code,
round_label=round_label,
dividend_label=dividend_label,
fetch=fetch,
save=save,
path=path,
form=form,
),
status,
))
except FundTypeError:
fundtradeobj.append(
trade(
mfundinfo(
code,
round_label=round_label,
value_label=value_label,
fetch=fetch,
save=save,
path=path,
form=form,
),
status,
))
if istatus is not None:
self.is_in = True
if isinstance(istatus, irecord):
istatus = istatus.status
for code in istatus.code.unique():
if code not in fundcodelist and not code.startswith("#"):
fundtradeobj.append(itrade(code, istatus))
self.fundtradeobj = tuple(fundtradeobj)
self.totcftable = self._mergecftb()
