コード例 #1
0
#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-05-22 15:17
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from fundamental_template import ttm_factory

dd = DataDescription(ttm_factory('NPParentCompanyOwners', 'IS'),
                     trans_date('2018-05-22'),
                     DataType.PANEL_NUMERIC,
                     dep=['UNIVERSE', 'LIST_STATE'],
                     desc='归属上市公司股东的净利润TTM')
コード例 #2
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#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-05-25 15:46
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from index_template import get_index_weights

dd = DataDescription(get_index_weights('000852'),
                     trans_date('2018-05-25'),
                     DataType.PANEL_NUMERIC,
                     dep=['UNIVERSE'],
                     desc='中证1000指数成分权重,数值表示权重((0, 100)),其他(NA)表示非指数成分')
コード例 #3
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#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-05-25 16:27
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription, pitcache_getter
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from derivate_template import divide_data_factory

dd = DataDescription(
    divide_data_factory(
        pitcache_getter('EQUITY', 10).get_tsdata,
        pitcache_getter('TOTAL_CMKV', 10).get_tsdata),
    trans_date('2018-05-25'), DataType.PANEL_NUMERIC,
    ['EQUITY', 'TOTAL_CMKV', 'LIST_STATE'], '归属母公司的权益TTM/总市值')
コード例 #4
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ファイル: TOTAL_LNCMKV.py プロジェクト: lunvs/DataDescription
#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-05-22 13:48
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from quotes_template import lnmkv_factory

dd = DataDescription(lnmkv_factory('TOTAL_CMKV'),
                     trans_date('2018-05-22'),
                     DataType.PANEL_NUMERIC,
                     dep=['TOTAL_CMKV', 'LIST_STATE'],
                     desc='对数总市值')
コード例 #5
0
#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-05-24 11:00
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from fundamental_template import shift_factory

dd = DataDescription(shift_factory('ISY', 'NPParentCompanyOwners', 4, 4),
                     trans_date('2018-05-24'),
                     DataType.PANEL_NUMERIC,
                     dep=['UNIVERSE', 'LIST_STATE'],
                     desc='往前推4个财年的归属母公司净利润')
コード例 #6
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ファイル: OPR_MARGIN.py プロジェクト: lunvs/DataDescription
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-07-30 16:51
"""
from sys import path as sys_path
from os.path import dirname

import numpy as np

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription, pitcache_getter
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from derivate_template import divide_data_factory, abs_wrapper

def numerator(start_time, end_time):
    # 营业利润=营业收入-营业成本-销售费用-管理费用-财务费用
    opr_ttm = pitcache_getter('OPR_TTM', 10).get_tsdata(start_time, end_time)
    opcost_ttm = pitcache_getter('OPCOST_TTM', 10).get_tsdata(start_time, end_time)
    opexp_ttm = pitcache_getter('OPEXP_TTM', 10).get_tsdata(start_time, end_time)
    adminexp_ttm = pitcache_getter('ADMINEXP_TTM', 10).get_tsdata(start_time, end_time)
    fiexp_ttm = pitcache_getter('FIEXP_TTM', 10).get_tsdata(start_time, end_time)
    return opr_ttm - opcost_ttm - opexp_ttm - adminexp_ttm - fiexp_ttm

dd = DataDescription(divide_data_factory(numerator,
                                         abs_wrapper(pitcache_getter('OPR_TTM', 10).get_tsdata)),
                     trans_date('2018-07-30'), DataType.PANEL_NUMERIC, 
                     ['OPR_TTM', 'OPCOST_TTM', 'OPEXP_TTM', 'ADMINEXP_TTM', 'FIEXP_TTM'],
                     '总营业利润率 = (营业收入-营业成本-销售费用-管理费用-财务费用) / abs(营业收入)')
コード例 #7
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#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-08-21 16:54
"""

from sys import path as sys_path
from os.path import dirname

import numpy as np

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription, pitcache_getter
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from derivate_template import momentum_factory

dd = DataDescription(momentum_factory(66, 22), trans_date('2018-08-21'),
                     DataType.PANEL_NUMERIC,
                     ['UNIVERSE', 'CLOSE_ADJ', 'LIST_STATE'], '3月动量,剔除最近一个月',
                     True)
コード例 #8
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ファイル: TA5S.py プロジェクト: lunvs/DataDescription
#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-07-30 14:02
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from fundamental_template import shift_factory

dd = DataDescription(shift_factory('BS', 'TotalAssets', 5, 1),
                     trans_date('2018-07-30'),
                     DataType.PANEL_NUMERIC,
                     dep=['UNIVERSE', 'LIST_STATE'],
                     desc='往前推5个报告期的总资产')
コード例 #9
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ファイル: PRESTOCK.py プロジェクト: lunvs/DataDescription
#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-05-23 16:40
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from fundamental_template import shift_factory 

dd = DataDescription(shift_factory('BS', 'EPreferStock', 1, 1), trans_date('2018-05-22'),
                     DataType.PANEL_NUMERIC, dep=['UNIVERSE', 'LIST_STATE'], 
                     desc='最近一个报告期的优先股')

コード例 #10
0
#!/usr/bin/env python
# -*- coding: utf-8 -*-
# @Date    : 2018-05-14 16:43:54
# @Author  : Hao Li ([email protected])
# @Link    : https://github.com/SAmmer0
# @Version : $Id$

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from quotes_template import mkv_factory

dd = DataDescription(mkv_factory('FLOAT_SHARES', 'CLOSE'),
                     trans_date('2018-05-14'),
                     DataType.PANEL_NUMERIC,
                     dep=['CLOSE', 'FLOAT_SHARES', 'LIST_STATE'],
                     desc='流通市值(由收盘价计算)')
コード例 #11
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ファイル: SALE2EV.py プロジェクト: lunvs/DataDescription
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-05-25 16:49
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription, pitcache_getter
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from derivate_template import divide_data_factory


def get_ev(start_time, end_time):
    mkv_data = pitcache_getter('TOTAL_CMKV',
                               10).get_tsdata(start_time, end_time)
    ncl_data = pitcache_getter('TNCL', 10).get_tsdata(start_time,
                                                      end_time).fillna(0)
    cash_data = pitcache_getter('CASH', 10).get_tsdata(start_time,
                                                       end_time).fillna(0)
    return mkv_data + ncl_data - cash_data


dd = DataDescription(
    divide_data_factory(pitcache_getter('OPR_TTM', 10).get_tsdata, get_ev),
    trans_date('2018-05-25'), DataType.PANEL_NUMERIC,
    ['CASH', 'TNCL', 'OPR_TTM', 'TOTAL_CMKV', 'LIST_STATE'],
    '营业收入TTM/(总市值+非流动性负债合计-现金)')
コード例 #12
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#!/usr/bin/env python
# -*- coding: utf-8 -*-
# @Date    : 2018-05-09 10:34:02
# @Author  : Hao Li ([email protected])
# @Link    : https://github.com/SAmmer0
# @Version : $Id$

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from index_template import get_index_weights

dd = DataDescription(
    get_index_weights('000016'),
    trans_date('2018-05-09'),
    DataType.PANEL_NUMERIC,
    dep=['UNIVERSE'],
    desc='上证50指数成分权重,数值表示权重((0, 100)),其他(NA)表示非指数成分;数据库中该数据起始时间为2011-03-27')
コード例 #13
0
#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-05-24 09:53
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from fundamental_template import shift_factory

dd = DataDescription(shift_factory('BS', 'TotalAssets', 2, 4),
                     trans_date('2018-05-24'),
                     DataType.PANEL_NUMERIC,
                     dep=['UNIVERSE', 'LIST_STATE'],
                     desc='次近财年的总资产')
コード例 #14
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ファイル: TOTAL_SHARES.py プロジェクト: lunvs/DataDescription
#!/usr/bin/env python
# -*- coding: utf-8 -*-
# @Date    : 2018-05-10 14:52:51
# @Author  : Hao Li ([email protected])
# @Link    : https://github.com/SAmmer0
# @Version : $Id$

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from stock_share_template import get_shares

dd = DataDescription(get_shares('TotalShares'), trans_date('2018-05-10'),
                     DataType.PANEL_NUMERIC, dep=['UNIVERSE', 'LIST_STATE'], desc='总股本')
コード例 #15
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#!/usr/bin/env python
# -*- coding: utf-8 -*-
# @Date    : 2018-05-10 11:00:30
# @Author  : Hao Li ([email protected])
# @Link    : https://github.com/SAmmer0
# @Version : $Id$

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from index_template import get_index_quote

dd = DataDescription(get_index_quote('000016', 'LowPrice'),
                     trans_date('2018-05-10'),
                     DataType.TS_NUMERIC,
                     desc='上证50最低价')
コード例 #16
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#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-05-23 16:25
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from fundamental_template import shift_factory

dd = DataDescription(shift_factory('BS', 'TotalCurrentAssets', 1, 1),
                     trans_date('2018-05-23'),
                     DataType.PANEL_NUMERIC,
                     dep=['UNIVERSE', 'LIST_STATE'],
                     desc='最近一个报告期的流动性资产')
コード例 #17
0
ファイル: TO_DEALS.py プロジェクト: lunvs/DataDescription
#!/usr/bin/env python
# -*- coding: utf-8 -*-
# @Date    : 2018-05-02 16:49:05
# @Author  : Hao Li ([email protected])
# @Link    : https://github.com/SAmmer0
# @Version : $Id$

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from quotes_template import quotes_factory

dd = DataDescription(quotes_factory('TurnoverDeals'),
                     trans_date('2018-05-02'),
                     DataType.PANEL_NUMERIC,
                     dep=['UNIVERSE'],
                     desc='成交笔数')
コード例 #18
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#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-05-22 16:07
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from fundamental_template import ttm_factory

dd = DataDescription(ttm_factory('OperatingProfit', 'IS'),
                     trans_date('2018-05-22'),
                     DataType.PANEL_NUMERIC,
                     dep=['UNIVERSE', 'LIST_STATE'],
                     desc='营业利润TTM')
コード例 #19
0
#!/usr/bin/env python
# -*- coding: utf-8 -*-
# @Date    : 2018-05-02 16:50:12
# @Author  : Hao Li ([email protected])
# @Link    : https://github.com/SAmmer0
# @Version : $Id$

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from quotes_template import quotes_factory

dd = DataDescription(quotes_factory('PrevClosePrice'),
                     trans_date('2018-05-02'),
                     DataType.PANEL_NUMERIC,
                     dep=['UNIVERSE'],
                     desc='未复权前收盘价')
コード例 #20
0
#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-05-22 13:13
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from quotes_template import sto_factory

dd = DataDescription(sto_factory(1, 21), trans_date('2018-05-22'),
                     DataType.PANEL_NUMERIC, ['TO_RATE', 'LIST_STATE'],
                     '月换手率因子')
コード例 #21
0
ファイル: EPS_TTM.py プロジェクト: lunvs/DataDescription
#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-06-07 15:06
"""

from sys import path as sys_path
from os.path import dirname

import numpy as np

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription, pitcache_getter
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from derivate_template import divide_data_factory

dd = DataDescription(
    divide_data_factory(
        pitcache_getter('NI_TTM', 10).get_tsdata,
        pitcache_getter('TOTAL_SHARES', 10).get_tsdata),
    trans_date('2018-06-07'), DataType.PANEL_NUMERIC,
    ['NI_TTM', 'TOTAL_SHARES'], 'Earnings per share TTM')
コード例 #22
0
Github: https://github.com/SAmmer0
Created: 2018-07-27 17:08
"""

from sys import path as sys_path
from os.path import dirname

import numpy as np

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription, pitcache_getter
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from derivate_template import divide_data_factory


def equity_dropped_negetive(start_time, end_time):
    '''
    将归属母公司权益为负的公司权益设置为NA
    '''
    data = pitcache_getter('EQUITY5S', 10).get_tsdata(start_time, end_time)
    data = data.where(data > 0, np.nan)
    return data


dd = DataDescription(
    divide_data_factory(
        pitcache_getter('NI_TTM', 10).get_tsdata, equity_dropped_negetive),
    trans_date('2018-07-27'), DataType.PANEL_NUMERIC, ['NI_TTM', 'EQUITY5S'],
    'ROE TTM等于NI_TTM/EQUITY5S')
コード例 #23
0
ファイル: EPS2Y.py プロジェクト: lunvs/DataDescription
#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-07-17 13:34
"""
from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from fundamental_template import xps_shift_factory

dd = DataDescription(xps_shift_factory('ISY', 'NPParentCompanyOwners', 2, 4),
                     trans_date('2018-07-17'),
                     DataType.PANEL_NUMERIC,
                     dep=['UNIVERSE', 'LIST_STATE'],
                     desc='上一个财年的EPS=上一个财年归属母公司的净利润/总股本')
コード例 #24
0
#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-08-07 16:44
"""
from sys import path as sys_path
from os.path import dirname

import numpy as np

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription, pitcache_getter
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from derivate_template import divide_data_factory

dd = DataDescription(
    divide_data_factory(
        pitcache_getter('OPNCF_TTM', 10).get_tsdata,
        pitcache_getter('OPP_TTM', 10).get_tsdata), trans_date('2018-08-07'),
    DataType.PANEL_NUMERIC, ['OPNCF_TTM', 'OPP_TTM'],
    '经营活动中的现金流量净额TTM/营业利润TTM')
コード例 #25
0
#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-05-23 16:47
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from fundamental_template import shift_factory 

dd = DataDescription(shift_factory('ISY', 'TotalOperatingRevenue', 1, 1), trans_date('2018-05-23'),
                     DataType.PANEL_NUMERIC, dep=['UNIVERSE', 'LIST_STATE'], 
                     desc='最近一个季度的营业收入')

コード例 #26
0
#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-05-22 14:06
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from quotes_template import nl_lnmkv_factory

dd = DataDescription(nl_lnmkv_factory('TOTAL_LNCMKV', 3),
                     trans_date('2018-05-22'),
                     DataType.PANEL_NUMERIC,
                     dep=['TOTAL_LNCMKV'],
                     desc='对数总市值的3次方')
コード例 #27
0
ファイル: EPS5YG.py プロジェクト: lunvs/DataDescription
#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-07-18 11:08
"""

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription, pitcache_getter
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from derivate_template import growth_rate_factory

dd = DataDescription(growth_rate_factory('EPS{i:d}Y', 5), trans_date('2018-07-18'),
                     DataType.PANEL_NUMERIC, ['EPS{i:d}Y'.format(i=i) for i in range(1, 6)],
                     desc='过去5年EPS增长率')
コード例 #28
0
#!/usr/bin/env python
# -*- coding:utf-8
"""
Author:  Hao Li
Email: [email protected]
Github: https://github.com/SAmmer0
Created: 2018-07-17 13:41
"""
from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from fundamental_template import xps_shift_factory

dd = DataDescription(xps_shift_factory('ISY', 'TotalOperatingRevenue', 4, 4),
                     trans_date('2018-07-17'),
                     DataType.PANEL_NUMERIC,
                     dep=['UNIVERSE', 'LIST_STATE'],
                     desc='往前推4个年度的SPS=往前推4个财年的总营业收入/总股本')
コード例 #29
0
#!/usr/bin/env python
# -*- coding: utf-8 -*-
# @Date    : 2018-05-10 15:22:15
# @Author  : Hao Li ([email protected])
# @Link    : https://github.com/SAmmer0
# @Version : $Id$

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from stock_share_template import get_shares

dd = DataDescription(get_shares('NonResiSharesJY'),
                     trans_date('2018-05-10'),
                     DataType.PANEL_NUMERIC,
                     dep=['UNIVERSE', 'LIST_STATE'],
                     desc='流通股本')
コード例 #30
0
ファイル: CLOSE_ADJ.py プロジェクト: lunvs/DataDescription
#!/usr/bin/env python
# -*- coding: utf-8 -*-
# @Date    : 2018-05-11 16:02:12
# @Author  : Hao Li ([email protected])
# @Link    : https://github.com/SAmmer0
# @Version : $Id$

from sys import path as sys_path
from os.path import dirname

from tdtools import trans_date
from pitdata.const import CALCULATION_FOLDER_PATH, DataType
from pitdata import DataDescription
if CALCULATION_FOLDER_PATH not in sys_path:
    sys_path.append(dirname(CALCULATION_FOLDER_PATH))
from stock_adjprice_template import get_adjprice

dd = DataDescription(get_adjprice('CLOSE', 'PADJ_FACTOR'),
                     trans_date('2018-05-11'),
                     DataType.PANEL_NUMERIC,
                     dep=['CLOSE', 'PADJ_FACTOR', 'UNIVERSE'],
                     desc='后复权收盘价')