def other_indicator(request):
"""
离线计算其他指标
:param request:
: indicatorId: 指标Id
:return:
"""
req = request.data
try:
bun = Bunch(req)
indicatorId = bun.indicatorId
except:
raise Error("indicatorId 不能为空")
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.qitazhibiao, offline_value_service.other_indicator, request, uuid,
extVal=indicatorId)
ThreadTool.pool.submit(logic_processor.doLogic, (model,))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def indicator_score_rank(request, format=None):
"""
指标打分
:param request:
indicatorId ： 指标id
{"indicatorId": "1"}
:return:
"""
req = request.data
logger.info("req:", req)
try:
m = Bunch(req)
indicatorId = m.indicatorId
except Exception as ae:
raise Error("参数验证异常", ae)
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.zhibiaodafen,
offline_score_service.indicator_score_rank,
request, uuid, indicatorId, "1")
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def maximum_drawdown(request):
"""
离线计算最大回撤
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.zuidahuiche, offline_value_service.maximum_drawdown, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model,))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def risk_single(request):
"""
风险因子业绩归因模块 fof_single_attr_riskmodel
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.stockRiskSingle,
offline_index_service.risk_single, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def calmar_ratio(request):
"""
离线计算卡玛比率
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.kamabilv, offline_value_service.calmar_ratio, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model,))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def volatility(request):
"""
离线计算年化波动率
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.nianhuabodonglv, offline_value_service.volatility, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model,))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def stockexpousre(request):
"""
导入因子库
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.stockexpousre,
offline_index_service.stockexpousre, request,
uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def intervalYield(request):
"""
离线计算区间收益率
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.qujianshouyilv, offline_value_service.interval_yield, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, model)
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def net_value(request):
"""
基金净值风格划分 fof_fundnav_style
考虑到服务器的承载能力，该程序前期可每周更新，后续服务器运载能力加大，可改为每日更新
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jinglifengge_profit_style,
manager_service.net_value, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def return_his(request):
"""
基金经理股票筛选能力
table: fof_fund_main_stock_return_his
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jingliShaixuanNengli_return_his,
manager_service.return_his, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def compute_manager_product(request, format=None):
"""
计算基金经理管理的产品信息
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jinglichanpin,
manager_service.compute_manager_product, request,
uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def holding_style_all(request):
"""
风格分析 - 持仓风格
fof_fund_stock_style
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jinglifengge_holding_stype_all,
manager_service.holding_style_all, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def holding_style_main(request):
"""
风格分析-持仓风格 fof_fund_tentop_stock_style
重仓股数风格暴露数据，请于每季结束后的第一个月的15日开始运行本程序，按日更新，运行至该月末
全部持仓数据，请于每年的8月21日~8月31日，以及3月21日~3月31日运行
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jinglifengge_holding_stype_main,
manager_service.holding_style_main, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def equ_timing(request):
"""
基金经理股票择时能力评价模型
请于每季结束后的第一个月的15日开始运行本程序(即基金季报发布)，按日更新，运行至该月末
如1季度结束后，于4月15日~4月30日每日更新该数据
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jingliNengli,
manager_service.equ_timing, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def industry_config_score(request):
"""
离线计算基金经理行业配置能力
:keyword 表 fof_fund_industry_score
请于每季结束后的第一个月的15日开始运行本程序(即基金季报发布)，按日更新，运行至该月末
如1季度结束后，于4月15日~4月30日每日更新该数据
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jingliPeizhiNengli_score,
manager_service.industry_config_score, request,
uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def hand_turn_over(request):
"""
能力分析-持股集中度、换手率 fof_fund_stock_porfolio
该程序于每半年进行一次更新
请于每年的3月20日~3月31日以及8月20日~8月31日更新
由于程序运行量不大，若更新时间配置麻烦，可设定为每日更新
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jinglifengge_hand_change_rate,
manager_service.hand_turn_over, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def comprehensive(request):
"""
实时计算综合评分
:param request:
{
"fundBeans": [
{
"fundId": "1",
"indicatorValue": [
"0",
"1",
"2",
"3",
"4"
]
},
{
"fundId": "2",
"indicatorValue": [
"0",
"1",
"2",
"3",
"4"
]
},
{
"fundId": "3",
"indicatorValue": [
"0",
"1",
"2",
"3",
"4"
]
},
{
"fundId": "4",
"indicatorValue": [
"0",
"1",
"2",
"3",
"4"
]
},
{
"fundId": "5",
"indicatorValue": [
"0",
"1",
"2",
"3",
"4"
]
}
],
"weightList": [
"1",
"3",
"5",
"7",
"9"
]
}
:return
{
"code": "000",
"msg": "ok",
"score": [
{
"fundId": "1",
"score": "1.0"
},
{
"fundId": "2",
"score": "2.0"
},
{
"fundId": "3",
"score": "3.0"
},
{
"fundId": "4",
"score": "4.0"
},
{
"fundId": "5",
"score": "5.0"
}
]
}
:return:
"""
try:
req = request.data
# 计算综合打分
sb = req['fundBeans']
ws = req['weightList']
except Exception as e:
raise Error("请求参数格式错误，请确认 fundBeans,weightList")
rr = [{
"fundId":
i['fundId'],
"score":
str(
round(
compScore({
'factorScores': i['indicatorValue'],
'factorWeights': ws
}), 2))
} for i in sb]
view = ComposeScoreView(rr)
return JsonResponse(convert_to_dict(view))
