def print_fund_ror_short(funds):
print(''.join([
'%-47s' % '',
'%-6s' % '年化收益率',
'%-40s' % '',
'%-5s' % '区间最大回撤',
]))
print(''.join([
'%-5s' % '代码',
'%-26s' % '名称',
'%-6s' % '成立日期',
' ',
'%-7s' % '1m',
'%-7s' % '3m',
'%-7s' % '6m',
'%-7s' % '8m',
'%-7s' % '9m',
'%-7s' % '10m',
'%-7s' % '12m',
' ',
'%-5s' % '当前',
'%-7s' % '2020q3',
'%-7s' % '2020q2',
'%-7s' % '2020q1',
'%-7s' % '2019h2',
'%-7s' % '2019h1',
'%-s' % '2018',
]))
print('-' * 140)
for fund in funds:
fmt = ''.join([
'%-7s',
'%-s',
'%-11s',
'',
'%-7s',
'%-7s',
'%-7s',
'%-7s',
'%-7s',
'%-7s',
'%-7s',
' ',
'%-7s',
'%-7s',
'%-7s',
'%-7s',
'%-7s',
'%-7s',
'%-7s',
])
s = fmt % (
fund['code'],
wpad(fund['name'], 28),
fund['inception_date_text'],
grace_format('% .03f', fund, 'aror.1m'),
grace_format('% .03f', fund, 'aror.3m'),
grace_format('% .03f', fund, 'aror.6m'),
grace_format('% .03f', fund, 'aror.8m'),
grace_format('% .03f', fund, 'aror.9m'),
grace_format('% .03f', fund, 'aror.10m'),
grace_format('% .03f', fund, 'aror.1y'),
grace_format('% .03f', fund, 'mdd.current'),
grace_format('% .03f', fund, 'mdd.2020q3'),
grace_format('% .03f', fund, 'mdd.2020q2'),
grace_format('% .03f', fund, 'mdd.2020q1'),
grace_format('% .03f', fund, 'mdd.2019h2'),
grace_format('% .03f', fund, 'mdd.2019h1'),
grace_format('% .03f', fund, 'mdd.2018'),
)
print(s)
def print_fund_ror_range(funds):
print(''.join([
'%-48s' % '',
'%-6s' % '区间收益率', ' ' * 45,
'%-5s' % '区间最大回撤', ' ' * 18,
'%s' % 'Sterling'
]))
print(''.join([
'%-5s' % '代码',
'%-26s' % '名称',
'%-9s' % '成立日期',
'%-8s' % '14➔',
'%-7s' % '15➔',
'%-8s' % '150612➔',
'%-9s' % '160128➔',
'%-7s' % '17➔19',
'%-8s' % '180124➔',
'%-7s' % '19➔',
' ',
'%-5s' % '15➔',
'%-5s' % '2016',
'%-8s' % '180124➔',
'%-6s' % '2019',
'%-5s' % '2020',
' ',
'%-s ' % '15➔19',
'%-s' % '17➔19',
]))
print('-' * 140)
for fund in funds:
# mdds = []
# for year in ['2020', '2019', '2018', '2017', '2016', '2015']:
# if has_key(fund, 'mdd.%s' % year):
# mdds.append(fund['mdd'][year])
# mdd_mean = mean(mdds)
fmt = ''.join([
'%-7s',
'%-s',
'%-11s',
' ',
'%-8s', # ror.2014_yet
'%-8s', # ror.2015_yet
'%-7s', # ror.20150612_yet
'%7s ', # ror.20160128_yet
'%-8s', # ror.2017_2019
'%-7s', # ror.20180124_yet
'%-8s', # ror.2019_yet
' ',
'%5s ', # mdd.2015_yet
'%5s ', # mdd.2015_yet
'%5s ', # mdd.20180124_yet
'%5s ', # mdd.2019
'%5s ', # mdd.2020
' ',
'%5s ', # sterling_ratio.2015_2019
'%-s', # sterling_ratio.2017_2019
])
s = fmt % (
fund['code'],
wpad(fund['name'], 28),
fund['inception_date_text'],
grace_format('% .02f', fund, 'ror.2014_yet'),
grace_format('% .02f', fund, 'ror.2015_yet'),
grace_format('% .02f', fund, 'ror.20150612_yet'),
grace_format('% .02f', fund, 'ror.20160128_yet'),
grace_format('% .02f', fund, 'ror.2017_2019'),
grace_format('% .02f', fund, 'ror.20180124_yet'),
grace_format('% .02f', fund, 'ror.2019_yet'),
grace_format('% .01f', fund, 'mdd.2015_yet'),
grace_format('% .01f', fund, 'mdd.2016'),
grace_format('% .01f', fund, 'mdd.20180124_yet'),
grace_format('% .01f', fund, 'mdd.2019'),
grace_format('% .01f', fund, 'mdd.2020'),
grace_format('% .02f', fund, 'sterling_ratio.2015_2019'),
grace_format('% .02f', fund, 'sterling_ratio.2017_2019'),
)
print(s)
def print_fund_ror_range2(funds):
print(''.join([
'%-48s' % '',
'%-6s' % '区间收益率',
' ' * 46,
'%-5s' % '区间最大回撤',
]))
print(''.join([
'%-5s' % '代码',
'%-26s' % '名称',
'%-9s' % '成立日期',
'%-7s' % '15➔',
'%-8s' % '1607➔18',
'%-9s' % '1607➔19',
'%-8s' % '1607➔',
'%-7s' % '17➔',
'%-9s' % '180124➔',
'%-7s' % '19➔',
' ',
'%s' % '当前 ',
'%-6s' % '2020',
'%-6s' % '2019',
'%-6s' % '2018',
'%-6s' % '2017',
'%-6s' % '2016',
'%s' % '2015',
]))
print('-' * 140)
for fund in funds:
fmt = ''.join([
'%-7s',
'%-s',
'%-10s',
' ',
'%8s', # ror.2015_yet
'%7s ', # ror.20160701_2018
'%7s ', # ror.20160701_2019
'%7s ', # ror.20160701_yet
'%7s ', # ror.2017_yet
'%7s ', # ror.20180124_yet
'%7s ', # ror.2019_yet
' ',
'%6s ', # mdd.current
'%6s', # mdd.2020
'%6s', # mdd.2019
'%6s', # mdd.2018
'%6s', # mdd.2017
'%6s',
'%6s',
])
s = fmt % (
fund['code'],
wpad(fund['name'], 28),
fund['inception_date_text'],
grace_format('% .02f', fund, 'ror.2015_yet'),
grace_format('% .02f', fund, 'ror.20160701_2018'),
grace_format('% .02f', fund, 'ror.20160701_2019'),
grace_format('% .02f', fund, 'ror.20160701_yet'),
grace_format('% .02f', fund, 'ror.2017_yet'),
grace_format('% .02f', fund, 'ror.20180124_yet'),
grace_format('% .02f', fund, 'ror.2019_yet'),
grace_format('% .02f', fund, 'mdd.current'),
grace_format('% .02f', fund, 'mdd.2020'),
grace_format('% .02f', fund, 'mdd.2019'),
grace_format('% .02f', fund, 'mdd.2018'),
grace_format('% .02f', fund, 'mdd.2017'),
grace_format('% .02f', fund, 'mdd.2016'),
grace_format('% .02f', fund, 'mdd.2015'),
)
print(s)
def print_fund_ror_half_year(funds):
print(''.join([
'%-5s' % '代码',
'%-26s' % '名称',
'%-6s' % '成立日期',
'%-2s' % '',
'%-6s' % '半年度收益率',
'%-45s' % '',
'%-5s' % '半年度最大回撤',
]))
print(''.join([
'%-47s' % '',
'%-8s' % '2020h2',
'%-8s' % '2020h1',
'%-8s' % '2019h2',
'%-8s' % '2019h1',
'%-8s' % '2018h2',
'%-8s' % '2018h1',
'%-8s' % '2017h2',
# '%-8s' % '2017h1',
' ',
'%-7s' % '2020h2',
'%-7s' % '2020h1',
'%-7s' % '2019h2',
'%-7s' % '2019h1',
'%-7s' % '2018h2',
'%-7s' % '2018h1',
]))
print('-' * 140)
for fund in funds:
fmt = ''.join([
'%-7s',
'%-s',
'%-11s',
'',
'%-8s', # ror.2020h2
'%-8s', # ror.2020h1
'%-8s', # ror.2019h2
'%-8s', # ror.2019h1
'%-8s', # ror.2018h2
'%-8s', # ror.2018h1
'%-8s', # ror.2017h2
# '%-8s', # ror.2017h1
' ',
'%-7s', # mdd.2020h2
'%-7s', # mdd.2020h1
'%-7s', # mdd.2019h2
'%-7s', # mdd.2019h1
'%-7s', # mdd.2018h2
'%-7s', # mdd.2018h1
])
s = fmt % (
fund['code'],
wpad(fund['name'], 28),
fund['inception_date_text'],
grace_format('% .03f', fund, 'ror.2020h2'),
grace_format('% .03f', fund, 'ror.2020h1'),
grace_format('% .03f', fund, 'ror.2019h2'),
grace_format('% .03f', fund, 'ror.2019h1'),
grace_format('% .03f', fund, 'ror.2018h2'),
grace_format('% .03f', fund, 'ror.2018h1'),
grace_format('% .03f', fund, 'ror.2017h2'),
# grace_format('% .03f', fund, 'ror.2017h1'),
grace_format('% .03f', fund, 'mdd.2020h2'),
grace_format('% .03f', fund, 'mdd.2020h1'),
grace_format('% .03f', fund, 'mdd.2019h2'),
grace_format('% .03f', fund, 'mdd.2019h1'),
grace_format('% .03f', fund, 'mdd.2018h2'),
grace_format('% .03f', fund, 'mdd.2018h1'),
)
print(s)
def print_fund_ror_year(funds):
print(''.join([
'%-5s' % '代码',
'%-26s' % '名称',
'%-6s' % '成立日期',
'%-2s' % '',
'%-6s' % '年度收益率',
'%-46s' % '',
'%-5s' % '年度最大回撤',
]))
print(''.join([
'%-47s' % '',
'%-8s' % '2020',
'%-8s' % '2019',
'%-8s' % '2018',
'%-8s' % '2017',
'%-8s' % '2016',
'%-8s' % '2015',
'%-8s' % '2014',
' ',
'%s' % '当前 ',
'%-6s' % '2020',
'%-6s' % '2019',
'%-6s' % '2018',
'%-6s' % '2017',
'%-6s' % '2016',
'%s' % '2015',
]))
print('-' * 140)
for fund in funds:
fmt = ''.join([
'%-7s',
'%-s',
'%-11s',
'',
'%-8s', # ror.2020
'%-8s', # ror.2019
'%-8s', # ror.2018
'%-8s', # ror.2017
'%-8s', # ror.2016
'%-8s', # ror.2015
'%-8s', # ror.2014
' ',
'%-6s',
'%-6s',
'%-6s',
'%-6s',
'%-6s',
'%-7s',
'%-7s',
])
s = fmt % (
fund['code'],
wpad(fund['name'], 28),
fund['inception_date_text'],
grace_format('% .03f', fund, 'ror.2020'),
grace_format('% .03f', fund, 'ror.2019'),
grace_format('% .03f', fund, 'ror.2018'),
grace_format('% .03f', fund, 'ror.2017'),
grace_format('% .03f', fund, 'ror.2016'),
grace_format('% .03f', fund, 'ror.2015'),
grace_format('% .03f', fund, 'ror.2014'),
grace_format('% .02f', fund, 'mdd.current'),
grace_format('% .02f', fund, 'mdd.2020'),
grace_format('% .02f', fund, 'mdd.2019'),
grace_format('% .02f', fund, 'mdd.2018'),
grace_format('% .02f', fund, 'mdd.2017'),
grace_format('% .02f', fund, 'mdd.2016'),
grace_format('% .02f', fund, 'mdd.2015'),
)
print(s)
def print_fund_ror_long2(funds):
print(''.join([
'%-5s' % '代码',
'%-26s' % '名称',
'%-6s' % '成立日期',
'%-2s' % '',
'%-6s' % '累计收益率',
'%-54s' % '',
'%-5s' % '区间最大回撤',
]))
print(''.join([
'%-47s' % '',
'%-7s' % '1年',
'%-7s' % '2年',
'%-7s' % '3年',
'%-7s' % '4年',
'%-7s' % '5年',
'%-7s' % '6年',
'%-7s' % '7年',
'%-7s' % '8年',
' ',
'%-6s' % '1年',
'%-6s' % '2年',
'%-6s' % '3年',
'%-6s' % '4年',
'%-6s' % '5年',
# '%s ' % '6年',
]))
print('-' * 140)
for fund in funds:
fmt = ''.join([
'%-7s',
'%-s',
'%-11s',
'',
'%-8s',
'%-8s',
'%-8s',
'%-8s',
'%-8s',
'%-8s',
'%-8s',
'%-8s',
' ',
'%-7s',
'%-7s',
'%-7s',
'%-7s',
'%-7s',
# '%-7s',
])
s = fmt % (
fund['code'],
wpad(fund['name'], 28),
fund['inception_date_text'],
grace_format('% .03f', fund, 'ror.1y'),
grace_format('% .03f', fund, 'ror.2y'),
grace_format('% .03f', fund, 'ror.3y'),
grace_format('% .03f', fund, 'ror.4y'),
grace_format('% .03f', fund, 'ror.5y'),
grace_format('% .03f', fund, 'ror.6y'),
grace_format('% .03f', fund, 'ror.7y'),
grace_format('% .03f', fund, 'ror.8y'),
grace_format('% .03f', fund, 'mdd.1y'),
grace_format('% .03f', fund, 'mdd.2y'),
grace_format('% .03f', fund, 'mdd.3y'),
grace_format('% .03f', fund, 'mdd.4y'),
grace_format('% .03f', fund, 'mdd.5y'),
)
print(s)
def print_fund_brief(funds, file=None):
data = []
data.append(''.join([
' ' * 90,
'基金经理',
]))
data.append(''.join([
'%-10s' % '类型',
'%-5s' % '代码',
'%-37s' % '名称',
'%-8s' % '成立日期',
'%s ' % '净值日期',
'%s ' % '运作时间',
'%s ' % '在任时间',
'%-4s' % '总资产',
'%-4s' % '仓位',
'%-5s' % '基金经理',
]))
data.append('-' * 140)
for fund in funds:
if 'inception_date_text' in fund:
fmt = ''.join([
'%-s',
'%s ',
'%-s ',
'%s ',
'%s ',
'%s ',
'%s ',
'%s ',
'%s ',
'%6s ',
'%5s ',
'%s',
])
s = fmt % (
wpad(fund['kind'], 12),
fund['code'],
wpad(fund['name'], 37),
fund['inception_date_text'],
fund.get('nav_date_text', ''),
'%5.2f年' % (fund['days'] / 365.0),
'%5.2f年' % (fund['max_manager_work_days'] / 365.0),
'%7.1f' % fund['total_asset'],
'%4.1f' % fund['asset_allocation_stock'],
grace_format('% .02f', fund, 'sterling_ratio.2017_2019'),
grace_format('% .02f', fund, 'sterling_ratio.2015_2019'),
' '.join([
i['name'] for i in fund['manager_history'][0]['managers']
]),
)
else:
fmt = ''.join([
'%-s',
'%s ',
'%-s',
])
s = fmt % (
wpad(fund['kind'], 12),
fund['code'],
wpad(fund['name'], 37),
)
s = s.rstrip()
data.append(s)
data.append('')
s = '\n'.join(data)
if file:
print(s, file=file)
else:
print(s)
def main():
parser = argparse.ArgumentParser(add_help=False)
parser.add_argument('--sort', help='按指定的指标排序')
parser.add_argument('--uniq', action='store_true', help='同一基金的不同份额只保留一个')
parser.add_argument('--short', action='store_true', help='查看较短时间的收益率')
parser.add_argument('--long', action='store_true', help='查看较长时间的收益率')
parser.add_argument('--long2', action='store_true', help='查看较长时间的收益率')
parser.add_argument('--range',
action='store_true',
help='查看区间收益率 (2015至今, 20180124至今)')
parser.add_argument('--range2',
action='store_true',
help='查看区间收益率 (2015至2019, 20180124至今)')
parser.add_argument('--year', action='store_true', help='查看年度收益率')
parser.add_argument('--hy', action='store_true', help='查看半年度收益率')
parser.add_argument('--quarter', action='store_true', help='查看季度收益率')
options, codes = parse_args(parser)
if not options:
return
# 获取基金数据
pool = multiprocessing.dummy.Pool(40)
funds = pool.map(partial(fund_detail, verbose=False), codes)
funds = [i for i in funds if i]
# 去重
if options['uniq']:
uniq = defaultdict(list)
for fund in funds:
fn = fund['fullname']
uniq[fn].append(fund)
for fn in uniq:
uniq[fn].sort(key=lambda x: (-x[
'days'], get_key(x, 'fees.sale_service') or 0, x['name']))
uniq = {i[0]['code'] for i in uniq.values()}
funds = [i for i in funds if i['code'] in uniq]
#
# ***** 计算年化收益率 ***** #
#
for fund in funds:
adjnavs = fund['adjnavs']
calc_range_ror(fund)
calc_range_aror(fund)
# last = datetime.datetime.fromtimestamp(adjnavs[-1][0] / 1000)
# ytd_days = (last - datetime.datetime(2018, 12, 31)).days
# if fund['days'] > ytd_days:
# fund['aror']['ytd'] = calc_aror(adjnavs, ytd_days) * 100
if options['short']:
if fund['days'] >= 30.42 * 2 + 30:
fund['aror']['2m'] = calc_aror(adjnavs, 30.42 * 2) * 100
if fund['days'] >= 30.42 * 8 + 30:
fund['aror']['8m'] = calc_aror(adjnavs, 30.42 * 8) * 100
if fund['days'] >= 30.42 * 9 + 30:
fund['aror']['9m'] = calc_aror(adjnavs, 30.42 * 9) * 100
if fund['days'] >= 30.42 * 10 + 30:
fund['aror']['10m'] = calc_aror(adjnavs, 30.42 * 10) * 100
if fund['days'] >= 365 * 1.0 + 30:
fund['aror']['12m'] = float(fund['raw']['syl_1n'])
if fund['days'] >= 365 * 2.0 + 30:
fund['aror']['24m'] = calc_aror(adjnavs, 365 * 2) * 100
if fund['days'] >= 365 * 3.0 + 30:
fund['aror']['36m'] = calc_aror(adjnavs, 365 * 3) * 100
if fund['days'] >= 365 * 4.0 + 30:
fund['aror']['48m'] = calc_aror(adjnavs, 365 * 4) * 100
#
# ***** 计算最大回撤 ***** #
#
for fund in funds:
adjnavs = fund['adjnavs']
fund['drawdown'] = {}
fund['drawdown']['current'] = (
1 - adjnavs[-1][1] / max([i[1] for i in adjnavs[-60:]])) * 100
fund['drawdown']['3m'] = calc_max_drawdown(adjnavs, 30.42 * 3) * 100
if options['short']:
if fund['days'] >= 30.42 * 8:
fund['drawdown']['8m'] = calc_max_drawdown(adjnavs,
30.42 * 8) * 100
# last = datetime.datetime.fromtimestamp(adjnavs[-1][0] / 1000)
# ytd_days = (last - datetime.datetime(2018, 12, 31)).days
# if fund['days'] >= ytd_days:
# fund['drawdown']['ytd'] = calc_max_drawdown(adjnavs, ytd_days) * 100
if fund['days'] >= 30.42 * 6:
fund['drawdown']['6m'] = calc_max_drawdown(adjnavs,
30.42 * 6) * 100
if fund['days'] >= 30.42 * 9:
fund['drawdown']['9m'] = calc_max_drawdown(adjnavs,
30.42 * 9) * 100
if fund['days'] >= 30.42 * 10:
fund['drawdown']['10m'] = calc_max_drawdown(adjnavs,
30.42 * 10) * 100
if fund['days'] >= 365 * 1.0:
fund['drawdown']['12m'] = calc_max_drawdown(adjnavs,
365 * 1.0) * 100
if fund['days'] >= 365 * 1.5:
fund['drawdown']['18m'] = calc_max_drawdown(adjnavs,
365 * 1.5) * 100
if fund['days'] >= 365 * 2.0:
fund['drawdown']['24m'] = calc_max_drawdown(adjnavs,
365 * 2.0) * 100
if fund['days'] >= 365 * 3.0:
fund['drawdown']['36m'] = calc_max_drawdown(adjnavs,
365 * 3.0) * 100
if fund['days'] >= 365 * 3.5:
fund['drawdown']['42m'] = calc_max_drawdown(adjnavs,
365 * 3.5) * 100
if fund['days'] >= 365 * 4.0 + 30:
fund['drawdown']['48m'] = calc_max_drawdown(adjnavs,
365 * 4.0) * 100
#
# ***** 计算短时间收益 ***** #
#
if options['short']:
for fund in funds:
calc_month_ror(fund)
calc_quarter_ror(fund)
calc_half_year_ror(fund)
calc_range_ror(fund)
calc_range_aror(fund)
calc_year_ror(fund)
#
# ***** 计算长时间年化收益 ***** #
#
if options['long']:
for fund in funds:
calc_range_ror(fund)
calc_range_aror(fund)
#
# ***** 计算长时间累计收益 ***** #
#
if options['long2']:
for fund in funds:
calc_range_ror(fund)
#
# ***** 计算区间收益 ***** #
#
if options['range'] or options['range2']:
for fund in funds:
calc_year_ror(fund)
calc_range_ror(fund)
#
# ***** 计算年度收益 ***** #
#
if options['hy']:
for fund in funds:
calc_half_year_ror(fund)
#
# ***** 计算年度收益 ***** #
#
if options['year'] or options['sort'] == 'lv':
for fund in funds:
calc_year_ror(fund)
#
# ***** 计算季度收益 ***** #
#
if options['quarter']:
for fund in funds:
calc_quarter_ror(fund)
# 排序
if options['sort']:
if options['sort'] == 'lv':
# 低波动优先排序
def rank(fund):
rors = [
fund['ror']['2019'], fund['ror']['2018'],
fund['ror']['2017']
]
if has_key(fund, 'ror.2016'):
rors.append(fund['ror']['2016'])
ror_mean = mean(rors)
ror_stdev = stdev(rors)
mdds = [
fund['mdd']['2020'], fund['mdd']['2019'],
fund['mdd']['2018'], fund['mdd']['2017']
]
if has_key(fund, 'mdd.2016'):
mdds.append(fund['mdd']['2016'])
mdd_mean = mean(mdds)
r = ror_mean - ror_stdev * 0.25 - mdd_mean * 0.25
return -r
funds.sort(key=rank)
else:
factors = []
for factor in options['sort'].split(','):
factor = factor.strip()
if not factor:
continue
if factor[0] == '-':
reverse = False
factor = factor[1:]
else:
reverse = True
samples = (get_key(i, factor) for i in funds)
samples = [i for i in samples if i]
if not samples:
continue
sample = samples[0]
if isinstance(sample, (int, float)):
padding = 0
elif isinstance(sample, str):
padding = ''
else:
padding = None
factors.append({
'factor': factor,
'reverse': reverse,
'padding': padding,
})
for factor in reversed(factors):
funds.sort(key=lambda x: get_key(x, factor['factor']) or
factor['padding'],
reverse=factor['reverse'])
#
# ***** 打印结果 ***** #
#
if options['long']:
print_fund_ror_long(funds)
elif options['long2']:
print_fund_ror_long2(funds)
elif options['short']:
print_fund_ror_short(funds)
elif options['range']:
print_fund_ror_range(funds)
elif options['range2']:
print_fund_ror_range2(funds)
elif options['year']:
print_fund_ror_year(funds)
elif options['hy']:
print_fund_ror_half_year(funds)
elif options['quarter']:
print(''.join([
'%-5s' % '代码',
'%-26s' % '名称',
'%-6s' % '成立日期',
'%-2s' % '',
'%-6s' % '季度收益率',
'%-46s' % '',
'%-5s' % '季度最大回撤',
]))
print(''.join([
'%-47s' % '',
'%-8s' % '2020q2',
'%-8s' % '2020q1',
'%-8s' % '2019q4',
'%-8s' % '2019q3',
'%-8s' % '2019q2',
'%-8s' % '2019q1',
'%-8s' % '2018q4',
' ',
'%-7s' % '2020q2',
'%-7s' % '2020q1',
'%-7s' % '2019q4',
'%-7s' % '2019q3',
'%-7s' % '2019q2',
]))
print('-' * 140)
for fund in funds:
fmt = ''.join([
'%-7s',
'%-s' + ' ' * (28 - wcswidth(fund['name'])),
'%-11s',
'',
'%-8s', # ror.2020q2
'%-8s', # ror.2020q1
'%-8s', # ror.2019q4
'%-8s', # ror.2019q3
'%-8s', # ror.2019q2
'%-8s', # ror.2019q1
'%-8s', # ror.2018q4
' ',
'%-7s', # mdd.2020q2
'%-7s', # mdd.2020q1
'%-7s', # mdd.2019q4
'%-7s', # mdd.2019q3
'%-7s', # mdd.2019q2
])
s = fmt % (
fund['code'],
fund['name'],
fund['inception_date'].strftime('%Y-%m-%d'),
grace_format('% .03f', fund, 'ror.2020q2'),
grace_format('% .03f', fund, 'ror.2020q1'),
grace_format('% .03f', fund, 'ror.2019q4'),
grace_format('% .03f', fund, 'ror.2019q3'),
grace_format('% .03f', fund, 'ror.2019q2'),
grace_format('% .03f', fund, 'ror.2019q1'),
grace_format('% .03f', fund, 'ror.2018q4'),
grace_format('% .03f', fund, 'mdd.2020q2'),
grace_format('% .03f', fund, 'mdd.2020q1'),
grace_format('% .03f', fund, 'mdd.2019q4'),
grace_format('% .03f', fund, 'mdd.2019q3'),
grace_format('% .03f', fund, 'mdd.2019q2'),
)
print(s)
else:
print(''.join([
'%-5s' % '代码',
'%-26s' % '名称',
'%-6s' % '成立日期',
'%-2s' % '',
'%-6s' % '年化收益率',
'%-51s' % '',
'%-5s' % '区间最大回撤',
]))
print(''.join([
'%-47s' % '',
'%-7s' % '1m',
'%-7s' % '3m',
'%-7s' % '6m',
'%-8s' % '10m',
'%-7s' % '1年',
'%-7s' % '2年',
'%-7s' % '3年',
'%-7s' % '4年',
' ',
'%-7s' % '6m',
'%-6s' % '1年',
'%-6s' % '2年',
'%-6s' % '3年',
'%s' % '42m',
]))
print('-' * 140)
for fund in funds:
fmt = ''.join([
'%-7s',
'%-s' + ' ' * (28 - wcswidth(fund['name'])),
'%-11s',
'',
'%-7s',
'%-7s',
'%-7s',
'%-8s',
'%-8s',
'%-8s',
'%-8s',
'%-8s',
' ',
'%-7s',
'%-7s',
'%-7s',
'%-7s',
'%-7s',
])
s = fmt % (
fund['code'],
fund['name'],
fund['inception_date'].strftime('%Y-%m-%d'),
'% .03f' % fund['aror']['1m'],
grace_format('% .03f', fund, 'aror.3m'),
grace_format('% .03f', fund, 'aror.6m'),
grace_format('% .04f', fund, 'aror.10m'),
grace_format('% .04f', fund, 'aror.12m'),
grace_format('% .04f', fund, 'aror.24m'),
grace_format('% .04f', fund, 'aror.36m'),
grace_format('% .04f', fund, 'aror.48m'),
grace_format('% .03f', fund, 'drawdown.6m'),
grace_format('% .03f', fund, 'drawdown.12m'),
grace_format('% .03f', fund, 'drawdown.24m'),
grace_format('% .03f', fund, 'drawdown.36m'),
grace_format('% .03f', fund, 'drawdown.42m'),
)
print(s)