def sell(context, date):
result = []
read = read_conn()
l_pos_symbols = list(
map(lambda x: x['symbol'],
context.account().positions(side=PositionSide_Long)))
for symbol in l_pos_symbols:
if not fin(read, symbol, date):
result.append({'symbol': symbol, 'policy': 'sf'})
read.close()
return result
def increment_build():
count = 0
read = read_conn()
write = write_conn()
cursor = write.cursor()
dates = todo_dates_buy(read)
symbols = industry_constituents.symbols(read)
for i, date in enumerate(dates):
for j, symbol in enumerate(symbols):
print('\rBuilding power.buy: %.2f%%' % ((i * len(symbols) + j) * 100 / (len(dates) * len(symbols))), end='')
if symbol not in positions(read, date):
if p250(read, symbol, date):
cursor.execute('INSERT INTO power(bob, eob, symbol, bpol, spol) VALUES (%s,%s,%s,%s,%s)',
(date, None, symbol, 'p250', None))
elif p120(read, symbol, date):
cursor.execute('INSERT INTO power(bob, eob, symbol, bpol, spol) VALUES (%s,%s,%s,%s,%s)',
(date, None, symbol, 'p120', None))
elif p60(read, symbol, date):
cursor.execute('INSERT INTO power(bob, eob, symbol, bpol, spol) VALUES (%s,%s,%s,%s,%s)',
(date, None, symbol, 'p60', None))
elif p20(read, symbol, date):
cursor.execute('INSERT INTO power(bob, eob, symbol, bpol, spol) VALUES (%s,%s,%s,%s,%s)',
(date, None, symbol, 'p20', None))
elif p10(read, symbol, date):
cursor.execute('INSERT INTO power(bob, eob, symbol, bpol, spol) VALUES (%s,%s,%s,%s,%s)',
(date, None, symbol, 'p10', None))
elif p5(read, symbol, date):
cursor.execute('INSERT INTO power(bob, eob, symbol, bpol, spol) VALUES (%s,%s,%s,%s,%s)',
(date, None, symbol, 'p5', None))
dicts = sellables(read, date)
for j, dict in enumerate(dicts):
if s250(read, dict['symbol'], date):
cursor.execute('UPDATE power SET eob = %s, spol = %s WHERE bob=%s AND symbol=%s',
(date, 's250', dict['bob'], dict['symbol']))
elif s120(read, dict['symbol'], date):
cursor.execute('UPDATE power SET eob = %s, spol = %s WHERE bob=%s AND symbol=%s',
(date, 's120', dict['bob'], dict['symbol']))
elif s60(read, dict['symbol'], date):
cursor.execute('UPDATE power SET eob = %s, spol = %s WHERE bob=%s AND symbol=%s',
(date, 's60', dict['bob'], dict['symbol']))
elif s20(read, dict['symbol'], date):
cursor.execute('UPDATE power SET eob = %s, spol = %s WHERE bob=%s AND symbol=%s',
(date, 's20', dict['bob'], dict['symbol']))
elif s10(read, dict['symbol'], date):
cursor.execute('UPDATE power SET eob = %s, spol = %s WHERE bob=%s AND symbol=%s',
(date, 's10', dict['bob'], dict['symbol']))
elif s5(read, dict['symbol'], date):
cursor.execute('UPDATE power SET eob = %s, spol = %s WHERE bob=%s AND symbol=%s',
(date, 's5', dict['bob'], dict['symbol']))
cursor.close()
write.close()
read.close()
print('\rBuilding power: Finish')
return count
def increment_build():
count = 0
read = read_conn()
write = write_conn()
cursor = write.cursor()
infos = instrumentinfos.infos(read)
for i, info in enumerate(infos):
print('\rBuilding trading_derivative_indicator: %.2f%%' %
(i * 100 / len(infos)),
end='')
last_eob = max_end(read, info['symbol'])
start = info[
'listed_date'] if last_eob is None else last_eob + timedelta(
days=1)
while True:
end = start + timedelta(days=1000)
fundamentals = get_fundamentals(
table='trading_derivative_indicator',
symbols=info['symbol'],
start_date=start,
end_date=end,
fields=
'DY,EV,EVEBITDA,EVPS,LYDY,NEGOTIABLEMV,PB,PCLFY,PCTTM,PELFY,PELFYNPAAEI,PEMRQ,PEMRQNPAAEI,PETTM,PETTMNPAAEI,PSLFY,PSMRQ,PSTTM,TCLOSE,TOTMKTCAP,TURNRATE,TOTAL_SHARE,FLOW_SHARE'
)
fundamentals.sort(key=lambda x: x['end_date'])
for fundamental in fundamentals:
if fundamental['symbol'] == info['symbol']:
cursor.execute(
'INSERT INTO trading_derivative_indicator (symbol, pub, "end", dy, ev, evebitda, evps, lydy, negotiablemv, pb, pclfy, pcttm, pelfy, pelfynpaaei, pemrq, pemrqnpaaei, pettm, pettmnpaaei, pslfy, psmrq, psttm, tclose, totmktcap, turnrate, total_share, flow_share) VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)',
(fundamental['symbol'], fundamental['pub_date'],
fundamental['end_date'], fundamental['DY'],
fundamental['EV'], fundamental['EVEBITDA'],
fundamental['EVPS'], fundamental['LYDY'],
fundamental['NEGOTIABLEMV'], fundamental['PB'],
fundamental['PCLFY'], fundamental['PCTTM'],
fundamental['PELFY'], fundamental['PELFYNPAAEI'],
fundamental['PEMRQ'], fundamental['PEMRQNPAAEI'],
fundamental['PETTM'], fundamental['PETTMNPAAEI'],
fundamental['PSLFY'], fundamental['PSMRQ'],
fundamental['PSTTM'], fundamental['TCLOSE'],
fundamental['TOTMKTCAP'], fundamental['TURNRATE'],
fundamental['TOTAL_SHARE'],
fundamental['FLOW_SHARE']))
count += 1
if end < min(info['delisted_date'], today().date()):
start = end + timedelta(days=1)
else:
break
cursor.close()
write.close()
read.close()
print('\rBuilding trading_derivative_indicator: Finish')
return count
def sell(context, date):
result = []
read = read_conn()
yesterday = history_1d.yesterday(read, date)
l_pos_symbols = list(map(lambda x: x['symbol'], context.account().positions(side=PositionSide_Long)))
pow250 = power.pow(read, date, 'p250')
pow250r1 = power.pow(read, yesterday, 'p250')
pow120 = power.pow(read, date, 'p120')
pow120r1 = power.pow(read, yesterday, 'p120')
pow60 = power.pow(read, date, 'p60')
pow60r1 = power.pow(read, yesterday, 'p60')
pow20 = power.pow(read, date, 'p20')
pow20r1 = power.pow(read, yesterday, 'p20')
pow10 = power.pow(read, date, 'p10')
pow10r1 = power.pow(read, yesterday, 'p10')
pow5 = power.pow(read, date, 'p5')
pow5r1 = power.pow(read, yesterday, 'p5')
d5 = pow5 < pow5r1
d10 = pow5 <= pow5r1 and pow10 < pow10r1
d20 = pow5 <= pow5r1 and pow10 <= pow10r1 and pow20 < pow20r1
d60 = pow5 <= pow5r1 and pow10 <= pow10r1 and pow20 <= pow20r1 and pow60 < pow60r1
d120 = pow5 <= pow5r1 and pow10 <= pow10r1 and pow20 <= pow20r1 and pow60 <= pow60r1 and pow120 < pow120r1
d250 = pow5 <= pow5r1 and pow10 <= pow10r1 and pow20 <= pow20r1 and pow60 <= pow60r1 and pow120 <= pow120r1 and pow250 < pow250r1
if d5:
for symbol in filter(lambda x: x not in result, l_pos_symbols):
if symbol not in list(map(lambda x: x['symbol'], result)) and s5(read, symbol, date):
result.append({'symbol': symbol, 'policy': 's5'})
if d10:
for symbol in filter(lambda x: x not in result, l_pos_symbols):
if symbol not in list(map(lambda x: x['symbol'], result)) and s10(read, symbol, date):
result.append({'symbol': symbol, 'policy': 's10'})
if d20:
for symbol in filter(lambda x: x not in result, l_pos_symbols):
if symbol not in list(map(lambda x: x['symbol'], result)) and s20(read, symbol, date):
result.append({'symbol': symbol, 'policy': 's20'})
if d60:
for symbol in filter(lambda x: x not in result, l_pos_symbols):
if symbol not in list(map(lambda x: x['symbol'], result)) and s60(read, symbol, date):
result.append({'symbol': symbol, 'policy': 's60'})
if d120:
for symbol in filter(lambda x: x not in result, l_pos_symbols):
if symbol not in list(map(lambda x: x['symbol'], result)) and s120(read, symbol, date):
result.append({'symbol': symbol, 'policy': 's120'})
if d250:
for symbol in filter(lambda x: x not in result, l_pos_symbols):
if symbol not in list(map(lambda x: x['symbol'], result)) and s250(read, symbol, date):
result.append({'symbol': symbol, 'policy': 's250'})
result.sort(key=lambda x: rate(read, x['symbol'], date), reverse=True)
result = result[:ceil(len(result) / 4)]
read.close()
return result
def keep(context, date):
# 构建result数组
result = []
read = read_conn()
l_pos_symbols = list(
map(lambda x: x['symbol'],
context.account().positions(side=PositionSide_Long)))
for symbol in l_pos_symbols:
result.append({'symbol': symbol, 'score': score(read, symbol, date)})
read.close()
# 排序
result.sort(key=lambda x: x['score'], reverse=True)
return result
def increment_build():
count = 0
read = read_conn()
write = write_conn()
cursor = write.cursor()
infos = instrumentinfos.infos(read)
for i, info in enumerate(infos):
print('\rBuilding history_instruments: %.2f%%' %
(i * 100 / len(infos)),
end='')
last_eob = max_date(read, info['symbol'])
start = info[
'listed_date'] if last_eob is None else last_eob + timedelta(
days=1)
while True:
end = start + timedelta(days=1000)
instruments = get_history_instruments(
symbols=info['symbol'],
fields=
'symbol,trade_date,sec_level,is_suspended,multiplier,margin_ratio,settle_price,pre_settle,position,pre_close,upper_limit,lower_limit,adj_factor',
start_date=start,
end_date=end)
instruments.sort(key=lambda x: x['trade_date'])
for instrument in instruments:
cursor.execute(
'INSERT INTO history_instruments (symbol, trade_date, sec_level, is_suspended, multiplier, margin_ratio, settle_price, pre_settle, position, pre_close, upper_limit, lower_limit, adj_factor) VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)',
(instrument['symbol'], instrument['trade_date'],
instrument['sec_level'], instrument['is_suspended'],
instrument['multiplier'], instrument['margin_ratio'],
instrument['settle_price'], instrument['pre_settle'],
instrument['position'], instrument['pre_close'],
instrument['upper_limit'], instrument['lower_limit'],
instrument['adj_factor']))
count += 1
if end < min(info['delisted_date'], today().date()):
start = end + timedelta(days=1)
else:
break
cursor.close()
write.close()
read.close()
print('\rBuilding history_instruments: Finish')
return count
def increment_build():
count = 0
read = read_conn()
write = write_conn()
cursor = write.cursor()
infos = instrumentinfos.infos(read)
for i, info in enumerate(infos):
print('\rBuilding history_1d: %.2f%%' % (i * 100 / len(infos)), end='')
last_eob = max_eob(read, info['symbol'])
start = info[
'listed_date'] if last_eob is None else last_eob + timedelta(
days=1)
while True:
end = start + timedelta(days=1000)
bars = history(symbol=info['symbol'],
frequency='1d',
start_time=start,
end_time=end,
fields='bob,eob,open,close,high,low,amount,volume',
skip_suspended=False,
fill_missing='Last',
adjust=ADJUST_NONE)
bars.sort(key=lambda x: x['eob'])
for bar in bars:
cursor.execute(
'INSERT INTO history_1d (symbol, bob, eob, open, close, high, low, amount, volume) VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s)',
(info['symbol'], bar['bob'], bar['eob'], bar['open'],
bar['close'], bar['high'], bar['low'], bar['amount'],
bar['volume']))
count += 1
if end < min(info['delisted_date'], today().date()):
start = end + timedelta(days=1)
else:
break
cursor.close()
write.close()
read.close()
print('\rBuilding history_1d: Finish')
return count
def full_build():
count = 0
read = read_conn()
write = write_conn()
cursor = write.cursor()
cursor.execute('DELETE FROM instrumentinfos')
infos = get_instrumentinfos(
exchanges=['SHSE', 'SZSE'],
sec_types=[1],
fields='symbol,sec_name,sec_abbr,price_tick,listed_date,delisted_date')
for i, info in enumerate(infos):
print('\rBuilding instrumentinfos: %.2f%%' % (i * 100 / len(infos)),
end='')
cursor.execute(
'INSERT INTO instrumentinfos (symbol, sec_name, sec_abbr, price_tick, listed_date, delisted_date) VALUES (%s,%s,%s,%s,%s,%s)',
(info['symbol'], info['sec_name'], info['sec_abbr'],
info['price_tick'], info['listed_date'], info['delisted_date']))
cursor.close()
write.close()
read.close()
print('\rBuilding instrumentinfos: Finish')
return count
def full_build():
count = 0
read = read_conn()
write = write_conn()
cursor = write.cursor()
cursor.execute('DELETE FROM industry_constituents')
codes = industries.codes(read)
for i, code in enumerate(codes):
print('\rBuilding industry_constituents: %.2f%%' %
(i * 100 / len(codes)),
end='')
symbols = get_industry(code)
for symbol in symbols:
if not exists(read, code, symbol):
cursor.execute(
'INSERT INTO industry_constituents (code, symbol) VALUES (%s,%s)',
(code, symbol))
count += 1
cursor.close()
write.close()
read.close()
print('\rBuilding industry_constituents: Finish')
return count
def increment_build():
count = 0
read = read_conn()
write = write_conn()
cursor = write.cursor()
dates = todo_dates(read)
symbols = industry_constituents.symbols(read)
for i, date in enumerate(dates):
for j, symbol in enumerate(symbols):
print('\rBuilding finance: %.2f%%' %
((i * len(symbols) + j) * 100 / (len(dates) * len(symbols))),
end='')
if symbol not in list(
map(lambda x: x['symbol'], candicates(
read, date))) and fin(read, symbol, date):
cursor.execute(
'INSERT INTO finance(symbol, date) VALUES (%s,%s)',
(symbol, date))
count += 1
cursor.close()
write.close()
read.close()
print('\rBuilding finance: Finish')
return count
from env import read_conn
def codes(read):
cursor = read.cursor()
cursor.execute('SELECT code,name FROM industries')
rows = cursor.fetchall()
cursor.close()
return list(map(lambda x: x[0], rows))
if __name__ == '__main__':
codes(read_conn())
def increment_build():
count = 0
read = read_conn()
write = write_conn()
cursor = write.cursor()
infos = instrumentinfos.infos(read)
for i, info in enumerate(infos):
print('\rBuilding income_statement: %.2f%%' % (i * 100 / len(infos)),
end='')
last_eob = max_end(read, info['symbol'])
start = info[
'listed_date'] if last_eob is None else last_eob + timedelta(
days=1)
while True:
end = start + timedelta(days=100000)
fundamentals = get_fundamentals(
table='income_statement',
symbols=info['symbol'],
start_date=start,
end_date=end,
fields=
'NETPROFIT,TOTPROFIT,PERPROFIT,BIZTOTINCO,BIZINCO,INTEINCO,EARNPREM,POUNINCO,REALSALE,OTHERBIZINCO,BIZTOTCOST,BIZCOST,INTEEXPE,POUNEXPE,REALSALECOST,DEVEEXPE,SURRGOLD,COMPNETEXPE,CONTRESS,POLIDIVIEXPE,REINEXPE,OTHERBIZCOST,BIZTAX,SALESEXPE,MANAEXPE,FINEXPE,ASSEIMPALOSS,VALUECHGLOSS,INVEINCO,ASSOINVEPROF,EXCHGGAIN,FUTULOSS,CUSTINCO,SUBSIDYINCOME,OTHERBIZPROF,NONOREVE,NONOEXPE,NONCASSETSDISL,INCOTAXEXPE,UNREINVELOSS,PARENETP,MERGEFORMNETPROF,MINYSHARRIGH,BASICEPS,DILUTEDEPS,AVAIDISTPROF,AVAIDISTSHAREPROF,CINAFORSFV,CINALIBOFRBP,COMDIVPAYBABLE,COMPINCOAMT,CPLTOHINCO,EARLYUNDIPROF,EPOCFHGL,EQUMCPOTHINCO,EUQMICOLOTHINCO,EXTRARBIRESE,EXTSTAFFFUND,HTMCCINAFORSFV,LEGALSURP,MAINBIZCOST,MAINBIZINCO,MINYSHARINCO,MINYSHARINCOAMT,NCPOTHINCO,NONCASSETSDISI,OTHERCOMPINCO,OTHERCPLTOHINCO,OTHERREASADJU,PARECOMPINCO,PARECOMPINCOAMT,PEXTCCAPIFD,PEXTCDEVEFD,PPROFRETUINVE,PREFSTOCKDIVI,PSUPPFLOWCAPI,RUNDISPROBYRREGCAP,STATEXTRUNDI,TDIFFFORCUR,TRUSTLOSS,TURNCAPSDIVI,UNDIPROF'
)
fundamentals.sort(key=lambda x: x['end_date'])
for fundamental in fundamentals:
if fundamental['symbol'] == info['symbol']:
cursor.execute(
'INSERT INTO income_statement (symbol, pub, "end", netprofit, totprofit, perprofit, biztotinco, bizinco, inteinco, earnprem, pouninco, realsale, otherbizinco, biztotcost, bizcost, inteexpe, pounexpe, realsalecost, deveexpe, surrgold, compnetexpe, contress, polidiviexpe, reinexpe, otherbizcost, biztax, salesexpe, manaexpe, finexpe, asseimpaloss, valuechgloss, inveinco, assoinveprof, exchggain, futuloss, custinco, subsidyincome, otherbizprof, nonoreve, nonoexpe, noncassetsdisl, incotaxexpe, unreinveloss, parenetp, mergeformnetprof, minysharrigh, basiceps, dilutedeps, avaidistprof, avaidistshareprof, cinaforsfv, cinalibofrbp, comdivpaybable, compincoamt, cpltohinco, earlyundiprof, epocfhgl, equmcpothinco, euqmicolothinco, extrarbirese, extstafffund, htmccinaforsfv, legalsurp, mainbizcost, mainbizinco, minysharinco, minysharincoamt, ncpothinco, noncassetsdisi, othercompinco, othercpltohinco, otherreasadju, parecompinco, parecompincoamt, pextccapifd, pextcdevefd, pprofretuinve, prefstockdivi, psuppflowcapi, rundisprobyrregcap, statextrundi, tdiffforcur, trustloss, turncapsdivi, undiprof) VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)',
(fundamental['symbol'], fundamental['pub_date'],
fundamental['end_date'], fundamental['NETPROFIT'],
fundamental['TOTPROFIT'], fundamental['PERPROFIT'],
fundamental['BIZTOTINCO'], fundamental['BIZINCO'],
fundamental['INTEINCO'], fundamental['EARNPREM'],
fundamental['POUNINCO'], fundamental['REALSALE'],
fundamental['OTHERBIZINCO'],
fundamental['BIZTOTCOST'], fundamental['BIZCOST'],
fundamental['INTEEXPE'], fundamental['POUNEXPE'],
fundamental['REALSALECOST'], fundamental['DEVEEXPE'],
fundamental['SURRGOLD'], fundamental['COMPNETEXPE'],
fundamental['CONTRESS'], fundamental['POLIDIVIEXPE'],
fundamental['REINEXPE'], fundamental['OTHERBIZCOST'],
fundamental['BIZTAX'], fundamental['SALESEXPE'],
fundamental['MANAEXPE'], fundamental['FINEXPE'],
fundamental['ASSEIMPALOSS'],
fundamental['VALUECHGLOSS'], fundamental['INVEINCO'],
fundamental['ASSOINVEPROF'], fundamental['EXCHGGAIN'],
fundamental['FUTULOSS'], fundamental['CUSTINCO'],
fundamental['SUBSIDYINCOME'],
fundamental['OTHERBIZPROF'], fundamental['NONOREVE'],
fundamental['NONOEXPE'],
fundamental['NONCASSETSDISL'],
fundamental['INCOTAXEXPE'],
fundamental['UNREINVELOSS'], fundamental['PARENETP'],
fundamental['MERGEFORMNETPROF'],
fundamental['MINYSHARRIGH'], fundamental['BASICEPS'],
fundamental['DILUTEDEPS'],
fundamental['AVAIDISTPROF'],
fundamental['AVAIDISTSHAREPROF'],
fundamental['CINAFORSFV'],
fundamental['CINALIBOFRBP'],
fundamental['COMDIVPAYBABLE'],
fundamental['COMPINCOAMT'], fundamental['CPLTOHINCO'],
fundamental['EARLYUNDIPROF'], fundamental['EPOCFHGL'],
fundamental['EQUMCPOTHINCO'],
fundamental['EUQMICOLOTHINCO'],
fundamental['EXTRARBIRESE'],
fundamental['EXTSTAFFFUND'],
fundamental['HTMCCINAFORSFV'],
fundamental['LEGALSURP'], fundamental['MAINBIZCOST'],
fundamental['MAINBIZINCO'],
fundamental['MINYSHARINCO'],
fundamental['MINYSHARINCOAMT'],
fundamental['NCPOTHINCO'],
fundamental['NONCASSETSDISI'],
fundamental['OTHERCOMPINCO'],
fundamental['OTHERCPLTOHINCO'],
fundamental['OTHERREASADJU'],
fundamental['PARECOMPINCO'],
fundamental['PARECOMPINCOAMT'],
fundamental['PEXTCCAPIFD'],
fundamental['PEXTCDEVEFD'],
fundamental['PPROFRETUINVE'],
fundamental['PREFSTOCKDIVI'],
fundamental['PSUPPFLOWCAPI'],
fundamental['RUNDISPROBYRREGCAP'],
fundamental['STATEXTRUNDI'],
fundamental['TDIFFFORCUR'], fundamental['TRUSTLOSS'],
fundamental['TURNCAPSDIVI'], fundamental['UNDIPROF']))
count += 1
if end < min(info['delisted_date'], today().date()):
start = end + timedelta(days=1)
else:
break
cursor.close()
write.close()
read.close()
print('\rBuilding income_statement: Finish')
return count
def increment_build():
count = 0
read = read_conn()
write = write_conn()
cursor = write.cursor()
infos = instrumentinfos.infos(read)
for i, info in enumerate(infos):
print('\rBuilding balance_sheet: %.2f%%' % (i * 100 / len(infos)), end='')
last_eob = max_end(read, info['symbol'])
start = info['listed_date'] if last_eob is None else last_eob + timedelta(days=1)
while True:
end = start + timedelta(days=100000)
fundamentals = get_fundamentals(
table='balance_sheet',
symbols=info['symbol'],
start_date=start,
end_date=end,
fields='TOTASSET,TOTCURRASSET,CURFDS,SETTRESEDEPO,PLAC,TRADFINASSET,DERIFINAASSET,NOTESRECE,ACCORECE,PREP,PREMRECE,REINRECE,REINCONTRESE,INTERECE,DIVIDRECE,OTHERRECE,EXPOTAXREBARECE,SUBSRECE,MARGRECE,INTELRECE,PURCRESAASSET,INVE,PREPEXPE,UNSEG,ACCHELDFORS,EXPINONCURRASSET,OTHERCURRASSE,TOTALNONCASSETS,LENDANDLOAN,AVAISELLASSE,HOLDINVEDUE,LONGRECE,EQUIINVE,OTHERLONGINVE,INVEPROP,FIXEDASSEIMMO,ACCUDEPR,FIXEDASSENETW,FIXEDASSEIMPA,FIXEDASSENET,CONSPROG,ENGIMATE,FIXEDASSECLEA,PRODASSE,COMASSE,HYDRASSET,INTAASSET,DEVEEXPE,GOODWILL,LOGPREPEXPE,TRADSHARTRAD,DEFETAXASSET,OTHERNONCASSE,TOTLIABSHAREQUI,TOTLIAB,TOTALCURRLIAB,SHORTTERMBORR,CENBANKBORR,DEPOSIT,FDSBORR,TRADFINLIAB,DERILIAB,NOTESPAYA,ACCOPAYA,ADVAPAYM,SELLREPASSE,COPEPOUN,COPEWORKERSAL,TAXESPAYA,INTEPAYA,DIVIPAYA,OTHERFEEPAYA,MARGREQU,INTELPAY,OTHERPAY,ACCREXPE,EXPECURRLIAB,COPEWITHREINRECE,INSUCONTRESE,WARLIABRESE,ACTITRADSECU,ACTIUNDESECU,INTETICKSETT,DOMETICKSETT,DEFEREVE,SHORTTERMBDSPAYA,LIABHELDFORS,DUENONCLIAB,OTHERCURRELIABI,TOTALNONCLIAB,LONGBORR,BDSPAYA,BDSPAYAPERBOND,BDSPAYAPREST,LONGPAYA,LCOPEWORKERSAL,SPECPAYA,EXPENONCLIAB,LONGDEFEINCO,DEFEINCOTAXLIAB,OTHERNONCLIABI,RIGHAGGR,PAIDINCAPI,OTHEQUIN,PREST,PERBOND,CAPISURP,TREASTK,OCL,SPECRESE,RESE,GENERISKRESE,UNREINVELOSS,UNDIPROF,TOPAYCASHDIVI,CURTRANDIFF,PARESHARRIGH,MINYSHARRIGH')
fundamentals.sort(key=lambda x: x['end_date'])
for fundamental in fundamentals:
if fundamental['symbol'] == info['symbol']:
cursor.execute(
'INSERT INTO balance_sheet (symbol, pub, "end", totasset, totcurrasset, curfds, settresedepo, plac, tradfinasset, derifinaasset, notesrece, accorece, prep, premrece, reinrece, reincontrese, interece, dividrece, otherrece, expotaxrebarece, subsrece, margrece, intelrece, purcresaasset, inve, prepexpe, unseg, accheldfors, expinoncurrasset, othercurrasse, totalnoncassets, lendandloan, avaisellasse, holdinvedue, longrece, equiinve, otherlonginve, inveprop, fixedasseimmo, accudepr, fixedassenetw, fixedasseimpa, fixedassenet, consprog, engimate, fixedasseclea, prodasse, comasse, hydrasset, intaasset, deveexpe, goodwill, logprepexpe, tradshartrad, defetaxasset, othernoncasse, totliabsharequi, totliab, totalcurrliab, shorttermborr, cenbankborr, deposit, fdsborr, tradfinliab, deriliab, notespaya, accopaya, advapaym, sellrepasse, copepoun, copeworkersal, taxespaya, intepaya, divipaya, otherfeepaya, margrequ, intelpay, otherpay, accrexpe, expecurrliab, copewithreinrece, insucontrese, warliabrese, actitradsecu, actiundesecu, inteticksett, dometicksett, defereve, shorttermbdspaya, liabheldfors, duenoncliab, othercurreliabi, totalnoncliab, longborr, bdspaya, bdspayaperbond, bdspayaprest, longpaya, lcopeworkersal, specpaya, expenoncliab, longdefeinco, defeincotaxliab, othernoncliabi, righaggr, paidincapi, othequin, prest, perbond, capisurp, treastk, ocl, specrese, rese, generiskrese, unreinveloss, undiprof, topaycashdivi, curtrandiff, paresharrigh, minysharrigh) VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)',
(fundamental['symbol'],
fundamental['pub_date'],
fundamental['end_date'],
fundamental['TOTASSET'],
fundamental['TOTCURRASSET'],
fundamental['CURFDS'],
fundamental['SETTRESEDEPO'],
fundamental['PLAC'],
fundamental['TRADFINASSET'],
fundamental['DERIFINAASSET'],
fundamental['NOTESRECE'],
fundamental['ACCORECE'],
fundamental['PREP'],
fundamental['PREMRECE'],
fundamental['REINRECE'],
fundamental['REINCONTRESE'],
fundamental['INTERECE'],
fundamental['DIVIDRECE'],
fundamental['OTHERRECE'],
fundamental['EXPOTAXREBARECE'],
fundamental['SUBSRECE'],
fundamental['MARGRECE'],
fundamental['INTELRECE'],
fundamental['PURCRESAASSET'],
fundamental['INVE'],
fundamental['PREPEXPE'],
fundamental['UNSEG'],
fundamental['ACCHELDFORS'],
fundamental['EXPINONCURRASSET'],
fundamental['OTHERCURRASSE'],
fundamental['TOTALNONCASSETS'],
fundamental['LENDANDLOAN'],
fundamental['AVAISELLASSE'],
fundamental['HOLDINVEDUE'],
fundamental['LONGRECE'],
fundamental['EQUIINVE'],
fundamental['OTHERLONGINVE'],
fundamental['INVEPROP'],
fundamental['FIXEDASSEIMMO'],
fundamental['ACCUDEPR'],
fundamental['FIXEDASSENETW'],
fundamental['FIXEDASSEIMPA'],
fundamental['FIXEDASSENET'],
fundamental['CONSPROG'],
fundamental['ENGIMATE'],
fundamental['FIXEDASSECLEA'],
fundamental['PRODASSE'],
fundamental['COMASSE'],
fundamental['HYDRASSET'],
fundamental['INTAASSET'],
fundamental['DEVEEXPE'],
fundamental['GOODWILL'],
fundamental['LOGPREPEXPE'],
fundamental['TRADSHARTRAD'],
fundamental['DEFETAXASSET'],
fundamental['OTHERNONCASSE'],
fundamental['TOTLIABSHAREQUI'],
fundamental['TOTLIAB'],
fundamental['TOTALCURRLIAB'],
fundamental['SHORTTERMBORR'],
fundamental['CENBANKBORR'],
fundamental['DEPOSIT'],
fundamental['FDSBORR'],
fundamental['TRADFINLIAB'],
fundamental['DERILIAB'],
fundamental['NOTESPAYA'],
fundamental['ACCOPAYA'],
fundamental['ADVAPAYM'],
fundamental['SELLREPASSE'],
fundamental['COPEPOUN'],
fundamental['COPEWORKERSAL'],
fundamental['TAXESPAYA'],
fundamental['INTEPAYA'],
fundamental['DIVIPAYA'],
fundamental['OTHERFEEPAYA'],
fundamental['MARGREQU'],
fundamental['INTELPAY'],
fundamental['OTHERPAY'],
fundamental['ACCREXPE'],
fundamental['EXPECURRLIAB'],
fundamental['COPEWITHREINRECE'],
fundamental['INSUCONTRESE'],
fundamental['WARLIABRESE'],
fundamental['ACTITRADSECU'],
fundamental['ACTIUNDESECU'],
fundamental['INTETICKSETT'],
fundamental['DOMETICKSETT'],
fundamental['DEFEREVE'],
fundamental['SHORTTERMBDSPAYA'],
fundamental['LIABHELDFORS'],
fundamental['DUENONCLIAB'],
fundamental['OTHERCURRELIABI'],
fundamental['TOTALNONCLIAB'],
fundamental['LONGBORR'],
fundamental['BDSPAYA'],
fundamental['BDSPAYAPERBOND'],
fundamental['BDSPAYAPREST'],
fundamental['LONGPAYA'],
fundamental['LCOPEWORKERSAL'],
fundamental['SPECPAYA'],
fundamental['EXPENONCLIAB'],
fundamental['LONGDEFEINCO'],
fundamental['DEFEINCOTAXLIAB'],
fundamental['OTHERNONCLIABI'],
fundamental['RIGHAGGR'],
fundamental['PAIDINCAPI'],
fundamental['OTHEQUIN'],
fundamental['PREST'],
fundamental['PERBOND'],
fundamental['CAPISURP'],
fundamental['TREASTK'],
fundamental['OCL'],
fundamental['SPECRESE'],
fundamental['RESE'],
fundamental['GENERISKRESE'],
fundamental['UNREINVELOSS'],
fundamental['UNDIPROF'],
fundamental['TOPAYCASHDIVI'],
fundamental['CURTRANDIFF'],
fundamental['PARESHARRIGH'],
fundamental['MINYSHARRIGH']))
count += 1
if end < min(info['delisted_date'], today().date()):
start = end + timedelta(days=1)
else:
break
cursor.close()
write.close()
read.close()
print('\rBuilding balance_sheet: Finish')
return count
def increment_build():
count = 0
read = read_conn()
write = write_conn()
cursor = write.cursor()
infos = instrumentinfos.infos(read)
for i, info in enumerate(infos):
print('\rBuilding cashflow_statement: %.2f%%' % (i * 100 / len(infos)),
end='')
last_eob = max_end(read, info['symbol'])
start = info[
'listed_date'] if last_eob is None else last_eob + timedelta(
days=1)
while True:
end = start + timedelta(days=100000)
fundamentals = get_fundamentals(
table='cashflow_statement',
symbols=info['symbol'],
start_date=start,
end_date=end,
fields=
'CASHNETR,MANANETR,BIZCASHINFL,LABORGETCASH,DEPONETR,BANKLOANNETINCR,FININSTNETR,INSPREMCASH,INSNETC,SAVINETR,DISPTRADNETINCR,CHARINTECASH,FDSBORRNETR,REPNETINCR,TAXREFD,RECEOTHERBIZCASH,BIZCASHOUTF,LABOPAYC,LOANSNETR,TRADEPAYMNETR,PAYCOMPGOLD,PAYINTECASH,PAYDIVICASH,PAYWORKCASH,PAYTAX,PAYACTICASH,INVNETCASHFLOW,INVCASHINFL,WITHINVGETCASH,INVERETUGETCASH,FIXEDASSETNETC,SUBSNETC,RECEINVCASH,REDUCASHPLED,INVCASHOUTF,ACQUASSETCASH,INVPAYC,LOANNETR,SUBSPAYNETCASH,PAYINVECASH,INCRCASHPLED,FINNETCFLOW,FINCASHINFL,INVRECECASH,SUBSRECECASH,RECEFROMLOAN,ISSBDRECECASH,RECEFINCASH,FINCASHOUTF,DEBTPAYCASH,DIVIPROFPAYCASH,SUBSPAYDIVID,FINRELACASH,CHGEXCHGCHGS,INICASHBALA,FINALCASHBALA,NETPROFIT,MINYSHARRIGH,UNREINVELOSS,ASSEIMPA,ASSEDEPR,INTAASSEAMOR,LONGDEFEEXPENAMOR,PREPEXPEDECR,ACCREXPEINCR,DISPFIXEDASSETLOSS,FIXEDASSESCRALOSS,VALUECHGLOSS,DEFEINCOINCR,ESTIDEBTS,FINEXPE,INVELOSS,DEFETAXASSETDECR,DEFETAXLIABINCR,INVEREDU,RECEREDU,PAYAINCR,UNSEPARACHG,UNFIPARACHG,OTHER,BIZNETCFLOW,DEBTINTOCAPI,EXPICONVBD,FINFIXEDASSET,CASHFINALBALA,CASHOPENBALA,EQUFINALBALA,EQUOPENBALA,CASHNETI,REALESTADEP'
)
fundamentals.sort(key=lambda x: x['end_date'])
for fundamental in fundamentals:
if fundamental['symbol'] == info['symbol']:
cursor.execute(
'INSERT INTO cashflow_statement (symbol, pub, "end", cashnetr, mananetr, bizcashinfl, laborgetcash, deponetr, bankloannetincr, fininstnetr, inspremcash, insnetc, savinetr, disptradnetincr, charintecash, fdsborrnetr, repnetincr, taxrefd, receotherbizcash, bizcashoutf, labopayc, loansnetr, tradepaymnetr, paycompgold, payintecash, paydivicash, payworkcash, paytax, payacticash, invnetcashflow, invcashinfl, withinvgetcash, inveretugetcash, fixedassetnetc, subsnetc, receinvcash, reducashpled, invcashoutf, acquassetcash, invpayc, loannetr, subspaynetcash, payinvecash, incrcashpled, finnetcflow, fincashinfl, invrececash, subsrececash, recefromloan, issbdrececash, recefincash, fincashoutf, debtpaycash, diviprofpaycash, subspaydivid, finrelacash, chgexchgchgs, inicashbala, finalcashbala, netprofit, minysharrigh, unreinveloss, asseimpa, assedepr, intaasseamor, longdefeexpenamor, prepexpedecr, accrexpeincr, dispfixedassetloss, fixedassescraloss, valuechgloss, defeincoincr, estidebts, finexpe, inveloss, defetaxassetdecr, defetaxliabincr, inveredu, receredu, payaincr, unseparachg, unfiparachg, other, biznetcflow, debtintocapi, expiconvbd, finfixedasset, cashfinalbala, cashopenbala, equfinalbala, equopenbala, cashneti, realestadep) VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)',
(fundamental['symbol'], fundamental['pub_date'],
fundamental['end_date'], fundamental['CASHNETR'],
fundamental['MANANETR'], fundamental['BIZCASHINFL'],
fundamental['LABORGETCASH'], fundamental['DEPONETR'],
fundamental['BANKLOANNETINCR'],
fundamental['FININSTNETR'],
fundamental['INSPREMCASH'], fundamental['INSNETC'],
fundamental['SAVINETR'],
fundamental['DISPTRADNETINCR'],
fundamental['CHARINTECASH'],
fundamental['FDSBORRNETR'], fundamental['REPNETINCR'],
fundamental['TAXREFD'],
fundamental['RECEOTHERBIZCASH'],
fundamental['BIZCASHOUTF'], fundamental['LABOPAYC'],
fundamental['LOANSNETR'],
fundamental['TRADEPAYMNETR'],
fundamental['PAYCOMPGOLD'],
fundamental['PAYINTECASH'],
fundamental['PAYDIVICASH'],
fundamental['PAYWORKCASH'], fundamental['PAYTAX'],
fundamental['PAYACTICASH'],
fundamental['INVNETCASHFLOW'],
fundamental['INVCASHINFL'],
fundamental['WITHINVGETCASH'],
fundamental['INVERETUGETCASH'],
fundamental['FIXEDASSETNETC'],
fundamental['SUBSNETC'], fundamental['RECEINVCASH'],
fundamental['REDUCASHPLED'],
fundamental['INVCASHOUTF'],
fundamental['ACQUASSETCASH'], fundamental['INVPAYC'],
fundamental['LOANNETR'],
fundamental['SUBSPAYNETCASH'],
fundamental['PAYINVECASH'],
fundamental['INCRCASHPLED'],
fundamental['FINNETCFLOW'],
fundamental['FINCASHINFL'],
fundamental['INVRECECASH'],
fundamental['SUBSRECECASH'],
fundamental['RECEFROMLOAN'],
fundamental['ISSBDRECECASH'],
fundamental['RECEFINCASH'],
fundamental['FINCASHOUTF'],
fundamental['DEBTPAYCASH'],
fundamental['DIVIPROFPAYCASH'],
fundamental['SUBSPAYDIVID'],
fundamental['FINRELACASH'],
fundamental['CHGEXCHGCHGS'],
fundamental['INICASHBALA'],
fundamental['FINALCASHBALA'],
fundamental['NETPROFIT'], fundamental['MINYSHARRIGH'],
fundamental['UNREINVELOSS'], fundamental['ASSEIMPA'],
fundamental['ASSEDEPR'], fundamental['INTAASSEAMOR'],
fundamental['LONGDEFEEXPENAMOR'],
fundamental['PREPEXPEDECR'],
fundamental['ACCREXPEINCR'],
fundamental['DISPFIXEDASSETLOSS'],
fundamental['FIXEDASSESCRALOSS'],
fundamental['VALUECHGLOSS'],
fundamental['DEFEINCOINCR'], fundamental['ESTIDEBTS'],
fundamental['FINEXPE'], fundamental['INVELOSS'],
fundamental['DEFETAXASSETDECR'],
fundamental['DEFETAXLIABINCR'],
fundamental['INVEREDU'], fundamental['RECEREDU'],
fundamental['PAYAINCR'], fundamental['UNSEPARACHG'],
fundamental['UNFIPARACHG'], fundamental['OTHER'],
fundamental['BIZNETCFLOW'],
fundamental['DEBTINTOCAPI'],
fundamental['EXPICONVBD'],
fundamental['FINFIXEDASSET'],
fundamental['CASHFINALBALA'],
fundamental['CASHOPENBALA'],
fundamental['EQUFINALBALA'],
fundamental['EQUOPENBALA'], fundamental['CASHNETI'],
fundamental['REALESTADEP']))
count += 1
if end < min(info['delisted_date'], today().date()):
start = end + timedelta(days=1)
else:
break
cursor.close()
write.close()
read.close()
print('\rBuilding cashflow_statement: Finish')
return count
def buy(context, date):
read = read_conn()
result_today = []
result_history = []
yesterday = history_1d.yesterday(read, date)
pow250 = power.pow(read, date, 'p250')
pow250r1 = power.pow(read, yesterday, 'p250')
pow120 = power.pow(read, date, 'p120')
pow120r1 = power.pow(read, yesterday, 'p120')
pow60 = power.pow(read, date, 'p60')
pow60r1 = power.pow(read, yesterday, 'p60')
pow20 = power.pow(read, date, 'p20')
pow20r1 = power.pow(read, yesterday, 'p20')
pow10 = power.pow(read, date, 'p10')
pow10r1 = power.pow(read, yesterday, 'p10')
pow5 = power.pow(read, date, 'p5')
pow5r1 = power.pow(read, yesterday, 'p5')
i250 = pow250 > pow250r1
i120 = pow250 >= pow250r1 and pow120 > pow120r1
i60 = pow250 >= pow250r1 and pow120 >= pow120r1 and pow60 > pow60r1
i20 = pow250 >= pow250r1 and pow120 >= pow120r1 and pow60 >= pow60r1 and pow20 > pow20r1
i10 = pow250 >= pow250r1 and pow120 >= pow120r1 and pow60 >= pow60r1 and pow20 >= pow20r1 and pow10 > pow10r1
i5 = pow250 >= pow250r1 and pow120 >= pow120r1 and pow60 >= pow60r1 and pow20 >= pow20r1 and pow10 >= pow10r1 and pow5 > pow5r1
dicts_today = alive_today(read, date)
dicts_history = alive_history(read, date)
if i250:
for dict in list(filter(lambda x: x['bpol'] == 'p250', dicts_today)):
if dict['symbol'] not in list(
map(lambda x: x['symbol'], context.account().positions(side=PositionSide_Long))) \
and finance(read, dict['symbol'], date):
result_today.append((dict['symbol'], dict['bpol']))
for dict in list(filter(lambda x: x['bpol'] == 'p250', dicts_history)):
if dict['symbol'] not in list(
map(lambda x: x['symbol'], context.account().positions(side=PositionSide_Long))) \
and finance(read, dict['symbol'], date):
result_history.append((dict['symbol'], dict['bpol']))
if i120:
for dict in list(filter(lambda x: x['bpol'] == 'p120', dicts_today)):
if dict['symbol'] not in list(
map(lambda x: x['symbol'], context.account().positions(side=PositionSide_Long))) \
and finance(read, dict['symbol'], date):
result_today.append((dict['symbol'], dict['bpol']))
for dict in list(filter(lambda x: x['bpol'] == 'p120', dicts_history)):
if dict['symbol'] not in list(
map(lambda x: x['symbol'], context.account().positions(side=PositionSide_Long))) \
and finance(read, dict['symbol'], date):
result_history.append((dict['symbol'], dict['bpol']))
if i60:
for dict in list(filter(lambda x: x['bpol'] == 'p60', dicts_today)):
if dict['symbol'] not in list(
map(lambda x: x['symbol'], context.account().positions(side=PositionSide_Long))) \
and finance(read, dict['symbol'], date):
result_today.append((dict['symbol'], dict['bpol']))
for dict in list(filter(lambda x: x['bpol'] == 'p60', dicts_history)):
if dict['symbol'] not in list(
map(lambda x: x['symbol'], context.account().positions(side=PositionSide_Long))) \
and finance(read, dict['symbol'], date):
result_history.append((dict['symbol'], dict['bpol']))
if i20:
for dict in list(filter(lambda x: x['bpol'] == 'p20', dicts_today)):
if dict['symbol'] not in list(
map(lambda x: x['symbol'], context.account().positions(side=PositionSide_Long))) \
and finance(read, dict['symbol'], date):
result_today.append((dict['symbol'], dict['bpol']))
for dict in list(filter(lambda x: x['bpol'] == 'p20', dicts_history)):
if dict['symbol'] not in list(
map(lambda x: x['symbol'], context.account().positions(side=PositionSide_Long))) \
and finance(read, dict['symbol'], date):
result_history.append((dict['symbol'], dict['bpol']))
if i10:
for dict in list(filter(lambda x: x['bpol'] == 'p10', dicts_today)):
if dict['symbol'] not in list(
map(lambda x: x['symbol'], context.account().positions(side=PositionSide_Long))) \
and finance(read, dict['symbol'], date):
result_today.append((dict['symbol'], dict['bpol']))
for dict in list(filter(lambda x: x['bpol'] == 'p10', dicts_history)):
if dict['symbol'] not in list(
map(lambda x: x['symbol'], context.account().positions(side=PositionSide_Long))) \
and finance(read, dict['symbol'], date):
result_history.append((dict['symbol'], dict['bpol']))
if i5:
for dict in list(filter(lambda x: x['bpol'] == 'p5', dicts_today)):
if dict['symbol'] not in list(
map(lambda x: x['symbol'], context.account().positions(side=PositionSide_Long))) \
and finance(read, dict['symbol'], date):
result_today.append((dict['symbol'], dict['bpol']))
for dict in list(filter(lambda x: x['bpol'] == 'p5', dicts_history)):
if dict['symbol'] not in list(
map(lambda x: x['symbol'], context.account().positions(side=PositionSide_Long))) \
and finance(read, dict['symbol'], date):
result_history.append((dict['symbol'], dict['bpol']))
result_today.sort(key=lambda x: rpa(read, x[0], date, 'pe'))
result_history.sort(key=lambda x: rpa(read, x[0], date, 'pe'))
read.close()
return result_today + result_history
def buy(context, date):
read = read_conn()
# 计算i5至i250（市场大局风向标）
yesterday = history_1d.yesterday(read, date)
pow250 = power.pow(read, date, 'p250')
pow250r1 = power.pow(read, yesterday, 'p250')
pow120 = power.pow(read, date, 'p120')
pow120r1 = power.pow(read, yesterday, 'p120')
pow60 = power.pow(read, date, 'p60')
pow60r1 = power.pow(read, yesterday, 'p60')
pow20 = power.pow(read, date, 'p20')
pow20r1 = power.pow(read, yesterday, 'p20')
pow10 = power.pow(read, date, 'p10')
pow10r1 = power.pow(read, yesterday, 'p10')
pow5 = power.pow(read, date, 'p5')
pow5r1 = power.pow(read, yesterday, 'p5')
i250 = pow250 > pow250r1
i120 = pow250 >= pow250r1 and pow120 > pow120r1
i60 = pow250 >= pow250r1 and pow120 >= pow120r1 and pow60 > pow60r1
i20 = pow250 >= pow250r1 and pow120 >= pow120r1 and pow60 >= pow60r1 and pow20 > pow20r1
i10 = pow250 >= pow250r1 and pow120 >= pow120r1 and pow60 >= pow60r1 and pow20 >= pow20r1 and pow10 > pow10r1
i5 = pow250 >= pow250r1 and pow120 >= pow120r1 and pow60 >= pow60r1 and pow20 >= pow20r1 and pow10 >= pow10r1 and pow5 > pow5r1
# 从dict构建result数组
dicts_today = alive_today(read, date)
dicts_history = alive_history(read, date)
result_today = []
result_history = []
if i250:
for dict in list(filter(lambda x: x['bpol'] == 'p250', dicts_today)):
result_today.append({
'symbol':
dict['symbol'],
'policy':
dict['bpol'],
'price':
price(read, dict['symbol'], dict['bob'], date),
'score':
score(read, dict['symbol'], date)
})
for dict in list(filter(lambda x: x['bpol'] == 'p250', dicts_history)):
result_history.append({
'symbol':
dict['symbol'],
'policy':
dict['bpol'],
'price':
price(read, dict['symbol'], dict['bob'], date),
'score':
score(read, dict['symbol'], date)
})
if i120:
for dict in list(filter(lambda x: x['bpol'] == 'p120', dicts_today)):
result_today.append({
'symbol':
dict['symbol'],
'policy':
dict['bpol'],
'price':
price(read, dict['symbol'], dict['bob'], date),
'score':
score(read, dict['symbol'], date)
})
for dict in list(filter(lambda x: x['bpol'] == 'p120', dicts_history)):
result_history.append({
'symbol':
dict['symbol'],
'policy':
dict['bpol'],
'price':
price(read, dict['symbol'], dict['bob'], date),
'score':
score(read, dict['symbol'], date)
})
if i60:
for dict in list(filter(lambda x: x['bpol'] == 'p60', dicts_today)):
result_today.append({
'symbol':
dict['symbol'],
'policy':
dict['bpol'],
'price':
price(read, dict['symbol'], dict['bob'], date),
'score':
score(read, dict['symbol'], date)
})
for dict in list(filter(lambda x: x['bpol'] == 'p60', dicts_history)):
result_history.append({
'symbol':
dict['symbol'],
'policy':
dict['bpol'],
'price':
price(read, dict['symbol'], dict['bob'], date),
'score':
score(read, dict['symbol'], date)
})
if i20:
for dict in list(filter(lambda x: x['bpol'] == 'p20', dicts_today)):
result_today.append({
'symbol':
dict['symbol'],
'policy':
dict['bpol'],
'price':
price(read, dict['symbol'], dict['bob'], date),
'score':
score(read, dict['symbol'], date)
})
for dict in list(filter(lambda x: x['bpol'] == 'p20', dicts_history)):
result_history.append({
'symbol':
dict['symbol'],
'policy':
dict['bpol'],
'price':
price(read, dict['symbol'], dict['bob'], date),
'score':
score(read, dict['symbol'], date)
})
if i10:
for dict in list(filter(lambda x: x['bpol'] == 'p10', dicts_today)):
result_today.append({
'symbol':
dict['symbol'],
'policy':
dict['bpol'],
'price':
price(read, dict['symbol'], dict['bob'], date),
'score':
score(read, dict['symbol'], date)
})
for dict in list(filter(lambda x: x['bpol'] == 'p10', dicts_history)):
result_history.append({
'symbol':
dict['symbol'],
'policy':
dict['bpol'],
'price':
price(read, dict['symbol'], dict['bob'], date),
'score':
score(read, dict['symbol'], date)
})
if i5:
for dict in list(filter(lambda x: x['bpol'] == 'p5', dicts_today)):
result_today.append({
'symbol':
dict['symbol'],
'policy':
dict['bpol'],
'price':
price(read, dict['symbol'], dict['bob'], date),
'score':
score(read, dict['symbol'], date)
})
for dict in list(filter(lambda x: x['bpol'] == 'p5', dicts_history)):
result_history.append({
'symbol':
dict['symbol'],
'policy':
dict['bpol'],
'price':
price(read, dict['symbol'], dict['bob'], date),
'score':
score(read, dict['symbol'], date)
})
# 排序
result_today.sort(key=lambda x: x['score'], reverse=True)
result_history.sort(key=lambda x: x['score'], reverse=True)
result = result_today + result_history
# 按finance过滤
# finance = list(map(lambda x: x['symbol'], finance_today(read, date)))
result = list(filter(lambda x: fin(read, x['symbol'], date), result))
# result = list(filter(lambda x: rate(read, x['symbol'], date) > 1, result))
result = list(filter(lambda x: grow(read, x['symbol'], date) > 1, result))
result = list(
filter(lambda x: rpa(read, x['symbol'], date, 'pe') < 0.5, result))
result = list(
filter(
lambda x: not x['symbol'].startswith('SHSE.9') and not x['symbol'].
startswith('SZSE.2'), result))
read.close()
return result
