예제 #1
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def update_single_basic_ele(ele_name, retry_times):
    for year in range(2001, int(year_now) + 1):
        for quarter in range(1, 5):
            table_name = ele_name + str(year) + '0' + str(quarter)

            if not is_table_exist(conn=conn_profit,
                                  database_name=stk_profit_data_db_name,
                                  table_name=table_name):
                """失败达到一定次数便不再尝试"""
                failure_time = 0
                go_on_flag = True
                while go_on_flag & (failure_time < retry_times):
                    try:
                        if ele_name == "profit":
                            ts.get_profit_data(year=year,quarter=quarter)\
                                .to_sql(con=engine_profit,
                                        name=table_name,
                                        if_exists='append',
                                        schema=stk_profit_data_db_name,
                                        index=False)

                        elif ele_name == "growth":
                            ts.get_growth_data(year=year, quarter=quarter) \
                                .to_sql(con=engine_growth,
                                        name=table_name,
                                        if_exists='append',
                                        schema=stk_growth_data_db_name,
                                        index=False,)

                        elif ele_name == "operation":
                            ts.get_operation_data(year=year, quarter=quarter) \
                                .to_sql(con=engine_operation,
                                        name=table_name,
                                        if_exists='append',
                                        schema=stk_operation_data_db_name,
                                        index=False)

                        elif ele_name == "debtpaying":
                            ts.get_debtpaying_data(year=year, quarter=quarter) \
                                .to_sql(con=engine_debtpaying,
                                        name=table_name,
                                        if_exists='append',
                                        schema=stk_debtpaying_data_db_name,
                                        index=False)

                        elif ele_name == "cashflow":
                            ts.get_cashflow_data(year=year, quarter=quarter) \
                                .to_sql(con=engine_cashflow,
                                        name=table_name,
                                        if_exists='append',
                                        schema=stk_cashflow_data_db_name,
                                        index=False)

                        go_on_flag = False
                    except:
                        print(table_name + "下载失败!重试!\n")
                        failure_time = failure_time + 1
            else:
                print(table_name + "已经存在!\n")
예제 #2
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 def get_debt_data(self, year, loops):
     for i in range(1,loops):
         print(i)
         for j in year:
             print(year)
             try:
                 ts.get_debtpaying_data(j, 4).to_csv('debt_data_%d.csv'%j, encoding='utf-8')
                 print(j)
                 year.remove(j)
             except: pass
예제 #3
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def basic_information():
    ts.get_cashflow_data(2017, 1).to_sql('cash_flow',
                                         engine,
                                         if_exists='append')
    ts.get_debtpaying_data(2017, 1).to_sql('debtpaying',
                                           engine,
                                           if_exists='append')
    ts.get_growth_data(2017, 1).to_sql('growth', engine, if_exists='append')
    ts.get_operation_data(2017, 1).to_sql('operation',
                                          engine,
                                          if_exists='append')
    ts.get_profit_data(2017, 1).to_sql('profit', engine, if_exists='append')
    ts.get_report_data(2017, 2).to_sql('report', engine, if_exists='append')
    print('basic information over ....')
예제 #4
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파일: stockFetch.py 프로젝트: smqhrb/Stock
    def debtpaying_data(self, year, quarter):  #偿债能力
        df = ts.get_debtpaying_data(year, quarter)
        for indexs in df.index:
            code = str(df.loc[indexs, ["code"]].values[0])
            name = str(df.loc[indexs, ["name"]].values[0])
            currentratio = str(df.loc[indexs, ["currentratio"]].values[0])
            currentratio = '0' if currentratio in ('nan',
                                                   '--') else currentratio
            quickratio = str(df.loc[indexs, ["quickratio"]].values[0])
            quickratio = '0' if quickratio in ('nan', '--') else quickratio
            cashratio = str(df.loc[indexs, ["cashratio"]].values[0])
            cashratio = '0' if cashratio in ('nan', '--') else cashratio
            icratio = str(df.loc[indexs, ["icratio"]].values[0])
            icratio = '0' if icratio in ('nan', '--') else icratio
            sheqratio = str(df.loc[indexs, ["sheqratio"]].values[0])
            sheqratio = '0' if sheqratio in ('nan', '--') else sheqratio
            adratio = str(df.loc[indexs, ["adratio"]].values[0])
            adratio = '0' if adratio in ('nan', '--') else adratio

            insert = (
                "insert into  debtpaying_data(code,name,currentratio,quickratio,cashratio,icratio,sheqratio,adratio,year,quarter)\
                                values('" + code + "','" + name + "'," +
                currentratio + "," + quickratio + "," + cashratio + "," +
                icratio + "," + sheqratio + "," + adratio + ",'" + str(year) +
                "','" + str(quarter) + "')")
            self.dbA.updateInsertDelete(insert)
        self.dbA.commit()
예제 #5
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파일: run.py 프로젝트: tzxfl/Triton
def export(exportType, datePicker):
    sb = None
    [year, quarter] = getYearQuarter(datePicker)
    if exportType == "report":
        name = "业绩报表"
        sb = ts.get_report_data(year, quarter)
    elif exportType == "profit":
        name = "盈利能力报表"
        sb = ts.get_profit_data(year, quarter)
    elif exportType == "operation":
        name = "营运能力报表"
        sb = ts.get_operation_data(year, quarter)
    elif exportType == "growth":
        name = "成长能力报表"
        sb = ts.get_growth_data(year, quarter)
    elif exportType == "debtpaying":
        name = "偿债能力报表"
        sb = ts.get_debtpaying_data(year, quarter)
    elif exportType == "cashflow":
        name = "现金流量报表"
        sb = ts.get_cashflow_data(year, quarter)

    filename = quote(name + str(year) + "Q" + str(quarter) + ".xlsx")
    filepath = os.path.join(basedir, app.config['UPLOAD_FOLDER'], filename)

    sb.to_excel(filepath)

    rtn = send_file(filepath, as_attachment=True)
    rtn.headers['Content-Disposition'] += "; filename*=utf-8''%s" % (filename)
    return rtn
예제 #6
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파일: data.py 프로젝트: zhoubug/stock
def update_basics():
    basics = ts.get_stock_basics()
    f = os.path.join(DATA_DIR, 'basics.h5')
    basics.to_hdf(f, 'basics')

    length = 4 * 5
    year, season = last_report_season()
    for i in range(length):
        f = os.path.join(DATA_DIR, 'basics-{0}-{1}.h5'.format(year, season))
        if os.path.exists(f):
            continue
        report = ts.get_report_data(year, season)
        report.to_hdf(f, 'report')

        profit = ts.get_profit_data(year, season)
        profit.to_hdf(f, 'profit')

        operation = ts.get_operation_data(year, season)
        operation.to_hdf(f, 'operation')

        growth = ts.get_growth_data(year, season)
        growth.to_hdf(f, 'growth')

        debtpaying = ts.get_debtpaying_data(year, season)
        debtpaying.to_hdf(f, 'debtpaying')

        cashflow = ts.get_cashflow_data(year, season)
        cashflow.to_hdf(f, 'cashflow')

        season -= 1
        if season == 0:
            season = 4
            year -= 1
예제 #7
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def get_basic_datas(
        data_kind):  #datakind 为debtpaying,growth,operation,profit,report
    client = pymongo.MongoClient('localhost', 27017)
    table_stock = client['stock']
    sheet = table_stock[data_kind]
    for year in range(STARTYEAR, ENDYEAR + 1):
        try:
            for season in range(1, 5):
                print('getting ' + datakind + ' data at year:' + str(year) +
                      " season:" + str(season))
                if data_kind == 'debtpaying':
                    tf = ts.get_debtpaying_data(year, season)
                elif data_kind == 'growth':
                    tf = ts.get_growth_data(year, season)
                elif data_kind == 'operation':
                    tf = ts.get_operation_data(year, season)
                elif data_kind == 'profit':
                    tf = ts.get_profit_data(year, season)
                elif data_kind == 'report':
                    tf = ts.get_report_data(year, season)
                else:
                    print('Not available data type of data_kind!')
                    return
                jsonres = json.loads(tf.to_json(orient='records'))
                for j in jsonres:
                    sheet.insert_one(j)
        except:  #数据缺失,tushare接口会报网络错误
            print('the year: ' + str(year) + ' lost data will begin next year')
            continue
예제 #8
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파일: factors.py 프로젝트: sharonaire/Quant
def valuation_factor(year):
    report = ts.get_report_data(year,4)
    report = report.sort_values(by = 'code',axis = 0,ascending = True)
    report = report.reset_index(drop = True)
    report.to_csv("/home/yirui/Desktop/Quant/Report/%s.csv"%year, mode="w")

    profit = ts.get_profit_data(year, 4)
    profit = profit.sort_values(by='code', axis=0, ascending=True)
    profit = profit.reset_index(drop=True)
    profit.to_csv("/home/yirui/Desktop/Quant/Profit/%s.csv"%year,mode= "w")

    operation = ts.get_operation_data(year,4)
    operation = operation.sort_values(by='code', axis=0, ascending=True)
    operation = operation.reset_index(drop=True)
    operation.to_csv("/home/yirui/Desktop/Quant/Operation/%s.csv" % year, mode="w")

    growth = ts.get_growth_data(year,4)
    growth = growth.sort_values(by='code', axis=0, ascending=True)
    growth = growth.reset_index(drop=True)
    growth.to_csv("/home/yirui/Desktop/Quant/Growth/%s.csv" % year, mode="w")

    debtpaying = ts.get_debtpaying_data(year,4)
    debtpaying = debtpaying.sort_values(by='code', axis=0, ascending=True)
    debtpaying = debtpaying.reset_index(drop=True)
    debtpaying.to_csv("/home/yirui/Desktop/Quant/Debtpaying/%s.csv" % year, mode="w")

    cashflow = ts.get_cashflow_data(year,4)
    cashflow = cashflow.sort_values(by='code', axis=0, ascending=True)
    cashflow = cashflow.reset_index(drop=True)
    cashflow.to_csv("/home/yirui/Desktop/Quant/Cashflow/%s.csv" % year, mode="w")
예제 #9
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파일: opdata.py 프로젝트: BWZX/opdata
def _fetch_finance():
    for year in range(2004, 2018):
        set_year = lambda x: str(year) + '-' + x
        for quarter in range(1, 5):
            print(year, ' year ', 'quarter ', quarter)
            rep = ts.get_report_data(
                year, quarter)[['code', 'eps', 'bvps', 'epcf', 'report_date']]
            pro = ts.get_profit_data(year, quarter)[[
                'code', 'roe', 'net_profit_ratio', 'gross_profit_rate',
                'net_profits', 'business_income', 'bips'
            ]]
            ope = ts.get_operation_data(year, quarter)[[
                'code', 'arturnover', 'arturndays', 'inventory_turnover',
                'currentasset_turnover', 'currentasset_days'
            ]]
            gro = ts.get_growth_data(
                year, quarter)[['code', 'mbrg', 'nprg', 'nav', 'epsg', 'seg']]
            deb = ts.get_debtpaying_data(year, quarter)[[
                'code', 'currentratio', 'quickratio', 'cashratio', 'icratio',
                'sheqratio', 'adratio'
            ]]
            cas = ts.get_cashflow_data(year, quarter)[[
                'code', 'cf_sales', 'rateofreturn', 'cf_nm', 'cf_liabilities',
                'cashflowratio'
            ]]

            rep.rename(columns={'report_date': 'date'}, inplace=True)
            rep['date'] = rep['date'].apply(set_year)
            rep = rep.merge(pro, on='code', how='left')
            rep = rep.merge(ope, on='code', how='left')
            rep = rep.merge(gro, on='code', how='left')
            rep = rep.merge(deb, on='code', how='left')
            rep = rep.merge(cas, on='code', how='left')
            finance.insert(rep.to_dict('record'))
            print(year, quarter)
예제 #10
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 def get_temp_data(year, quarter):
     df1 = ts.get_report_data(year, quarter)
     #print (1)
     df1 = df1.merge(ts.get_profit_data(year, quarter),
                     how='inner',
                     on=['code', 'name'])
     #print (2)
     df1 = df1.merge(ts.get_operation_data(year, quarter),
                     how='inner',
                     on=['code', 'name'])
     #print (3, "n", df1)
     df1 = df1.merge(ts.get_growth_data(year, quarter),
                     how='inner',
                     on=['code', 'name'])
     #print (4)
     print(df1)
     df1 = df1.merge(ts.get_debtpaying_data(year, quarter),
                     how='inner',
                     on=['code', 'name'])
     #print (5)
     print(df1)
     df1 = df1.merge(ts.get_cashflow_data(year, quarter),
                     how='inner',
                     on=['code', 'name'])
     #print (6)
     (row, col) = df1.shape
     for i in range(0, row):
         df1.iloc[i, 0] = str(df1.iloc[i, 0])
     return df1
예제 #11
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def get_report_data(year, season):
    if not available(year, season):
        return None

    print("get_report_data")
    save(ts.get_report_data(year, season), "basics/report_data", year, season)

    print("get_profit_data")
    save(ts.get_profit_data(year, season), "basics/profit_data", year, season)

    filename = "operation_data"
    print("get_operation_data")
    save(ts.get_operation_data(year, season), "basics/operation_data", year,
         season)

    filename = "growth_data"
    print("get_growth_data")
    save(ts.get_growth_data(year, season), "basics/growth_data", year, season)

    filename = "get_debtpaying_data"
    print("get_debtpaying_data")
    save(ts.get_debtpaying_data(year, season), "basics/debtpaying_data", year,
         season)

    filename = "get_debtpaying_data"
    print("get_cashflow_data")
    save(ts.get_cashflow_data(year, season), "basics/cashflow_data", year,
         season)
예제 #12
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 def get_debtpaying_data(self, year, quarter):
     tsdata = ts.get_debtpaying_data(
         year=year,
         quarter=quarter,
     )
     jsdata = To_Json(tsdata)
     return jsdata
def store_fund_data(quarter_list):
    stock2year_path = os.path.join(LastFilePath, "stock_fundm_info")
    for fun_year, fun_quarter in quarter_list:

        #every dataframe you craw down all needs remove the duplicated row. Only need keep the first row of duplicates.

        # stock2year_report is tushare:get_report_data  (fundamental data).
        stock2year_report = ts.get_report_data(
            fun_year, fun_quarter).drop_duplicates(keep='first')
        # stock2year_prof is tushare.get_profit_data  (fundamental data).
        stock2year_prof = ts.get_profit_data(
            fun_year, fun_quarter).drop_duplicates(keep='first')
        # stock2year_opera is tushare.get_operation_data (fundamental data).
        stock2year_opera = ts.get_operation_data(
            fun_year, fun_quarter).drop_duplicates(keep='first')
        #stock2year_grow is tushare.get_growth_data (fundamental data).
        stock2year_grow = ts.get_growth_data(
            fun_year, fun_quarter).drop_duplicates(keep='first')
        #stock2year_debt is tushare.get_debtpaying_data (fundamental data).
        stock2year_debt = ts.get_debtpaying_data(
            fun_year, fun_quarter).drop_duplicates(keep='first')
        #stock2year_cash is tushare.get_cashflow_data (fundamental data).
        stock2year_cash = ts.get_cashflow_data(
            fun_year, fun_quarter).drop_duplicates(keep='first')
        #stock2year_comb is to combine all the stock2year data of same year and quarter in a same stock code.
        stock2year_list = [stock2year_report,stock2year_prof,stock2year_opera,stock2year_grow, \
                           stock2year_debt,stock2year_cash]
        for every_fund_element in stock2year_list:
            every_fund_element = every_fund_element.set_index('code')
        #use pandas concat to combine all the dataframe along columns.
        total_fund = pd.concat(stock2year_list, axis=1)
        HeadName = fun_year + "/" + fun_quarter + "_" + "fundamt_info"
        CsvName = os.path.join(stock2year_path, "{}.csv".format(HeadName))
        total_fund.to_csv(CsvName)
예제 #14
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def stat_all(tmp_datetime):
    # 返回 31 天前的数据,做上个季度数据统计。
    tmp_datetime_1month = tmp_datetime + datetime.timedelta(days=-31)
    year = int((tmp_datetime_1month).strftime("%Y"))
    quarter = int(pd.Timestamp(tmp_datetime_1month).quarter)  # 获得上个季度的数据。
    print("############ year %d, quarter %d", year, quarter)
    # 业绩报告(主表)
    data = ts.get_report_data(year, quarter)
    # 增加季度字段。
    data = concat_quarter(year, quarter, data)
    # 处理重复数据,保存最新一条数据。最后一步处理,否则concat有问题。
    data = data.drop_duplicates(subset="code", keep="last")
    global db
    # 插入数据库。
    db.insert_db(data, "ts_report_data", True, "`quarter`,`code`")

    # 盈利能力
    data = ts.get_profit_data(year, quarter)
    # 增加季度字段。
    data = concat_quarter(year, quarter, data)
    # 处理重复数据,保存最新一条数据。
    data = data.drop_duplicates(subset="code", keep="last")
    # 插入数据库。
    db.insert_db(data, "ts_profit_data", True, "`quarter`,`code`")

    # 营运能力
    data = ts.get_operation_data(year, quarter)
    # 增加季度字段。
    data = concat_quarter(year, quarter, data)
    # 处理重复数据,保存最新一条数据。最后一步处理,否则concat有问题。
    data = data.drop_duplicates(subset="code", keep="last")
    # 插入数据库。
    db.insert_db(data, "ts_operation_data", True, "`quarter`,`code`")

    # 成长能力
    data = ts.get_growth_data(year, quarter)
    # 增加季度字段。
    data = concat_quarter(year, quarter, data)
    # 处理重复数据,保存最新一条数据。最后一步处理,否则concat有问题。
    data = data.drop_duplicates(subset="code", keep="last")
    # 插入数据库。
    db.insert_db(data, "ts_growth_data", True, "`quarter`,`code`")

    # 偿债能力
    data = ts.get_debtpaying_data(year, quarter)
    # 增加季度字段。
    data = concat_quarter(year, quarter, data)
    # 处理重复数据,保存最新一条数据。最后一步处理,否则concat有问题。
    data = data.drop_duplicates(subset="code", keep="last")
    # 插入数据库。
    db.insert_db(data, "ts_debtpaying_data", True, "`quarter`,`code`")

    # 现金流量
    data = ts.get_cashflow_data(year, quarter)
    # 增加季度字段。
    data = concat_quarter(year, quarter, data)
    # 处理重复数据,保存最新一条数据。最后一步处理,否则concat有问题。
    data = data.drop_duplicates(subset="code", keep="last")
    # 插入数据库。
    db.insert_db(data, "ts_cashflow_data", True, "`quarter`,`code`")
예제 #15
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def get_stock_debtpaying(year, season, engine):
	frame = ts.get_debtpaying_data(year, season)
	table_name = 'stock_debtpaying_' + str(year) + 's' + str(season)
	if useDB == True:
		frame.to_sql(table_name, engine)
	else:
		frame.to_csv(table_name + '.csv')
예제 #16
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 def fetchByYearQuarter(self, mongo, type):
     years = range(self.begin_year, self.end_year_notinclude)
     quarters = range(1, 5)
     for year in years:
         for quarter in quarters:
             print(str(type) + '_' + str(year) + '_' + str(quarter))
             if (type == 'report_data'):
                 df = fd.get_report_data(year, quarter)
             elif (type == 'profit_data'):
                 df = ts.get_profit_data(year, quarter)
             elif (type == 'operation_data'):
                 df = ts.get_operation_data(year, quarter)
             elif (type == 'growth_data'):
                 df = ts.get_growth_data(year, quarter)
             elif (type == 'debtpaying_data'):
                 df = ts.get_debtpaying_data(year, quarter)
             elif (type == 'cashflow_data'):
                 df = ts.get_cashflow_data(year, quarter)
             else:
                 df = {}
             tmpJson = json.loads(df.to_json(orient='records'))
             for i in range(len(tmpJson)):
                 tmpJson[i][u'year'] = int(year)
                 tmpJson[i][u'quarter'] = int(quarter)
             coll = mongo.fundemental[type]
             coll2 = mongo.fundemental[str(type) + '_' + str(year) + '_' +
                                       str(quarter)]
             coll2.insert(tmpJson)
             coll.insert(tmpJson)
예제 #17
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파일: dbutil.py 프로젝트: nfsli926/stock
def get_debtpaying_data(year, quarter):
    try:
        df = ts.get_debtpaying_data(year, quarter)
        engine = create_engine('mysql://*****:*****@127.0.0.1/stock?charset=utf8')
        df.to_sql('debtpaying_data', engine, if_exists='append')
        print "message"
    except Exception, e:
        e.message
예제 #18
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def get_stock_debtpaying(nd, jd):
    """
        获取偿债能力
    """
    try:
        res = ts.get_debtpaying_data(nd, jd)
        return res
    except:
        return None
예제 #19
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def get_debtpaying_data_dict(year, season):
    ddf = ts.get_debtpaying_data(year, season)
    ret_dict = {}
    if ddf is None:
        return ret_dict
    records = ddf.to_dict("records")
    for data in records:
        ret_dict[data['code']] = data
    return ret_dict
예제 #20
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def single_stock_report(code, year_start, k_index):
    """
    :param code: the valid stock code, for example '002146'
    :param year_start: the start date that we want to check the stock report, for example '201801'
    :param k_index: the performance of report we want to check
    :return: DataFrame table: the index is the quarter from start to end, the
    """

    if code is None:
        raise ValueError('please assign code')
    if year_start is None:
        raise ValueError('please assign year')
    if k_index is None:
        raise ValueError('please assign index')

    year_to_market = stock_list('timeToMarket')
    ytm = year_to_market[year_to_market.index == code]
    ytm = str(ytm.iloc[0])
    if ytm >= year_start:
        qs = getBetweenQuarter(ytm)
    else:
        qs = getBetweenQuarter(year_start)
    j = len(qs) - 1
    results = pd.DataFrame()
    new_index = []
    for i in range(j):
        year = int(qs[i].split('Q')[0])
        q = int(qs[i].split('Q')[1])
        n = 1
        data = []
        while n < 10:
            if k_index == 'get_profit_data':
                data = ts.get_profit_data(int(year), q)
            elif k_index == 'get_report_data':
                data = ts.get_report_data(int(year), q)
            elif k_index == 'get_operation_data':
                data = ts.get_operation_data(int(year), q)
            elif k_index == 'get_growth_data':
                data = ts.get_growth_data(int(year), q)
            elif k_index == 'get_debtpaying_data':
                data = ts.get_debtpaying_data(int(year), q)
            elif k_index == 'get_cashflow_data':
                data = ts.get_cashflow_data(int(year), q)
            else:
                raise Exception('the k_indexs is not correct')
            result = data[data['code'] == code]
            if len(result) >= 1:
                new_index.append('%d0%d' % (year, q))
                results = results.append(result[0:1], ignore_index=True)
                print(results)
                break
            elif len(result) == 0:
                n += 1
                continue
    new_index_1 = pd.DataFrame({"Y_Q": new_index})
    frames = [results, new_index_1]
    return pd.concat(frames, axis=1)
    def Deep_Data_Median(self):
        # 1/行业利润概览
        l1 = list()
        for x in self.fd_data_index:
            z = ts.get_profit_data(x, 4)
            k = z[z["code"].isin(self.idstry_code_list)].iloc[:, 1:].median()
            l1.append(k)
        all_idt_PF_data = pd.DataFrame(l1, index=self.fd_data_index)
        all_idt_PF_data.dropna(how="all", inplace=True)
        # 2/行业现金流量概览
        l2 = list()
        for x in self.fd_data_index:
            z = ts.get_cashflow_data(x, 4)
            k = z[z["code"].isin(self.idstry_code_list)].iloc[:, 1:].median()
            l2.append(k)
        all_idt_CS_data = pd.DataFrame(l2, index=self.fd_data_index)
        all_idt_CS_data.dropna(how="all", inplace=True)
        # 3/行业偿债能力概览
        l3 = list()
        for x in self.fd_data_index:
            z = ts.get_debtpaying_data(x, 4)
            k = z[z["code"].isin(self.idstry_code_list)].iloc[:, 1:].median()
            l3.append(k)
        all_idt_DP_data = pd.DataFrame(l3, index=self.fd_data_index)
        all_idt_DP_data.dropna(how="all", inplace=True)
        # 4/行业营运能力概览
        l4 = list()
        for x in self.fd_data_index:
            z = ts.get_operation_data(x, 4)
            k = z[z["code"].isin(self.idstry_code_list)].iloc[:, 1:].median()
            l4.append(k)
        all_idt_OP_data = pd.DataFrame(l4, index=self.fd_data_index)
        all_idt_OP_data.dropna(how="all", inplace=True)
        # 5/行业成长能力概览
        l5 = list()
        for x in self.fd_data_index:
            z = ts.get_growth_data(x, 4)
            k = z[z["code"].isin(self.idstry_code_list)].iloc[:, 1:].median()
            l5.append(k)
        all_idt_GR_data = pd.DataFrame(l5, index=self.fd_data_index)
        all_idt_GR_data.dropna(how="all", inplace=True)
        # 保存数据
        data_writer = pd.ExcelWriter("股票{}的基本面数据全览(中位数视角).xlsx".format(self.code))

        self.All_Ratio_data.T.sort_index(ascending=True).to_excel(data_writer, sheet_name="基本面财务比率")
        self.All_Basic_data.T.sort_index(ascending=True).to_excel(data_writer, sheet_name="基本面财务数据")
        self.All_Growth_data.sort_index(ascending=True).to_excel(data_writer, sheet_name="基本面数据增长率")
        self.All_Valuation_data.T.sort_index(ascending=True).to_excel(data_writer, sheet_name="三项估值指标")
        self.Dupon_data.T.sort_index(ascending=True).to_excel(data_writer, sheet_name="杜邦分析表")

        all_idt_PF_data.sort_index(ascending=True).to_excel(data_writer, sheet_name="行业利润历史")
        all_idt_CS_data.sort_index(ascending=True).to_excel(data_writer, sheet_name="行业现金历史")
        all_idt_OP_data.sort_index(ascending=True).to_excel(data_writer, sheet_name="行业营运历史")
        all_idt_GR_data.sort_index(ascending=True).to_excel(data_writer, sheet_name="行业成长历史")
        all_idt_DP_data.sort_index(ascending=True).to_excel(data_writer, sheet_name="行业偿债历史")

        data_writer.save()
예제 #22
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def get_fundamental_data(year,quarter):
    fundamental = {}
    fundamental['basic'] =ts.get_stock_basics()
    fundamental['report']=ts.get_report_data(year, quarter)
    fundamental['profit']=ts.get_profit_data(year, quarter)
    fundamental['operation']=ts.get_operation_data(year, quarter)
    fundamental['cashflow']=ts.get_cashflow_data(year, quarter)
    fundamental['growth']=ts.get_growth_data(year, quarter)
    fundamental['debt']=ts.get_debtpaying_data(year, quarter)
    return fundamental
예제 #23
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def debt():
    """偿债能力
    code,代码                      name,名称
    currentratio,流动比率           quickratio,速动比率
    cashratio,现金比率              icratio,利息支付倍数
    sheqratio,股东权益比率           adratio,股东权益增长率
    """
    # 获取2014年第3季度的偿债能力数据
    df = ts.get_debtpaying_data(2014, 3)
    print(df)
예제 #24
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    def getDebtpaying(self, year, season):
        '''
        获取股票运营能力数据
        '''
        print 'getDebtpaying work'

        df = ts.get_debtpaying_data(year, season)
        df.to_csv(self.__filename)

        self.__getDataCommSeason(9, year, season, "Debtpaying")
예제 #25
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def year_report(year):
    df0 = ts.get_report_data(year, 4)
    df0.to_sql(str(year) + '_main', engine)
    df1 = ts.get_profit_data(year, 4)
    df1.to_sql(str(year) + '_profit', engine)
    df2 = ts.get_growth_data(year, 4)
    df2.to_sql(str(year) + '_growth', engine)
    df3 = ts.get_debtpaying_data(year, 4)
    df3.to_sql(str(year) + '_debtpaying', engine)
    df4 = ts.get_cashflow_data(year, 4)
    df4.to_sql(str(year) + '_cashflow', engine)
예제 #26
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    def get_debtpaying_data(start=None, end=None):
        startArr = start.split("-")
        endArr = end.split("-")
        seasonList = dataUtil.getListSeason(int(startArr[0]), int(startArr[1]), int(endArr[0]), int(endArr[1]))
        for season in seasonList :
            df = ts.get_debtpaying_data(season[0],season[1]).drop_duplicates('code')
            dt = pd.DataFrame({"date": np.array([str(season[0])+"-"+str(season[1])]*len(df))},index=df.index)

            df = pd.concat([df,dt],axis=1)
            dataPath = TushareApi.path + "debtpaying_data/" +str(season[0])+"-"+str(season[1])+"-debtpaying_data.csv"
            fileUtil.saveDf(df,dataPath)
예제 #27
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파일: get_fund.py 프로젝트: geraybos/zjf_lx
 def get_debtpaying_data(cls, year, quarter):  # 偿债能力数据
     data = ts.get_debtpaying_data(year, quarter)
     data['year'] = year
     data['quarter'] = quarter
     data.reset_index(drop=True, inplace=True)
     ModelData.remove_data(table_name='debtpaying_data',
                           year=year,
                           quarter=quarter)
     print('remove success')
     ModelData.insert_data(table_name='debtpaying_data', data=data)
     print('write success')
예제 #28
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파일: quotes.py 프로젝트: hicode/autotrade
 def debtpaying_data(year):
     for i in range(4):
         quarter = i + 1
         predts = ts.get_debtpaying_data(year, quarter)
         if predts is not None:
             predts['year'] = year
             predts['quarter'] = quarter
             predts.to_sql('fundamental_debtpaying_data',
                           engine,
                           flavor='mysql',
                           if_exists='append')
예제 #29
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def get_debtpaying_data(year, quarter):
    try:
        logger.info('get %s year %s quarter debtpaying data starting...' %
                    (year, quarter))
        df = ts.get_debtpaying_data(year, quarter)
        logger.info('get %s year %s quarter debtpaying data end...' %
                    (year, quarter))
    except:
        logger.exception(
            'some errors between get %s year %s quarter debtpaying data end...'
            % (year, quarter))
    return df
예제 #30
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def getDebtReport(year):
    for q in [1, 2, 3, 4]:
        getDownloaded()
        if not isDownloaded(debtByYear(year, q)):
            try:
                print('Debt of ' + str(year) + ' and quarter is ' + str(q))
                debt_df = ts.get_debtpaying_data(year, q)
                debt_df.to_csv(path + debtByYear(year, q))
                time.sleep(5)
            except Exception:
                logError('Debt: ' + str(year) + '-' + str(q) +
                         ' there is problem, will skip it. ')
예제 #31
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def getDebtReport(year):
    for q in [1, 2, 3, 4]:
        getDownloaded()
        if not isDownloaded(debtByYear(year, q)):
            try:
                print('Debt of ' + str(year) + ' and quarter is ' + str(q))
                debt_df = ts.get_debtpaying_data(year, q)
                debt_df.to_csv(path + debtByYear(year, q))
                time.sleep(5)
            except Exception:
                logError('Debt: ' + str(year) + '-' + str(q) +
                         ' there is problem, will skip it. ')
예제 #32
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def sync_debtpaying_data():
	'''
	sync debtpaying data
	'''
	year = datetime.datetime.now().year
	month = datetime.datetime.now().month
	seaon = month/3
	if month<3:
		year = year - 1
		seaon = 4
	monthstr = '%s%s'%(year,seaon)
	DataFrameToMongo(ts.get_debtpaying_data(year, seaon), MongoClient(mongourl)['stoinfo']['debtpaying_data'], ['code'], monthstr)
예제 #33
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def fImportDebtpayingData(year="", quarter=""):
    df = ts.get_debtpaying_data(year=year, quarter=quarter)
    df['YEAR'] = year
    df['QUARTER'] = quarter
    df = df.replace("--", np.nan)
    #print(df)
    df["currentratio"] = df["currentratio"].astype('float64')
    df["quickratio"] = df["quickratio"].astype('float64')
    df["cashratio"] = df["cashratio"].astype('float64')
    df["icratio"] = df["icratio"].astype('float64')
    df["sheqratio"] = df["sheqratio"].astype('float64')
    df["adratio"] = df["adratio"].astype('float64')
    engine = create_engine('oracle://c##tushare:didierg160@myoracle')
    df.to_sql('tb_stock_debtpaying_data', engine, if_exists='append')
예제 #34
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def report_type_chosen(report_type, year, season):
    """
    report_type: 报表种类
    year: 报表年份
    season: 报表季度
    """
    report_type_dict = {
        '主表': ts.get_report_data(year, season),
        '收益表': ts.get_profit_data(year, season),
        '运营表': ts.get_operation_data(year, season),
        '现金流表': ts.get_cashflow_data(year, season),
        '偿债能力表': ts.get_debtpaying_data(year, season),
    }
    report_chosen = report_type_dict.get(report_type)
    return report_chosen
예제 #35
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파일: basic.py 프로젝트: cnslyq/ts
def debt(engine, year, quarter):
    tbl = "basic_debt"
    tsl.log(tbl + " start...")
    try:
        df = ts.get_debtpaying_data(year, quarter)
        df = df.set_index('code', drop='true')
        df['year'] = year
        df['quarter'] = quarter
        df = df.fillna(0)
        df.to_sql(tbl, engine, if_exists='append')
        print
        tsl.log(tbl + " done")
    except BaseException, e:
        print
        print e
        tsl.log(tbl + " error")
예제 #36
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파일: data.py 프로젝트: zhoubug/stock
def update_basics():
    basics = ts.get_stock_basics()
    f = os.path.join(base_dir, 'basics.h5')
    basics.to_hdf(f, 'basics')

    today = datetime.date.today()
    current_year = today.year
    current_season = today.month / 3
    if current_season == 0:
        current_year -= 1
        current_season = 4
    length = 4 * 5

    year = current_year
    season = current_season
    for i in range(length):
        f = os.path.join(base_dir, 'basics-{0}-{1}.h5'.format(year, season))
        if os.path.exists(f):
            continue
        print(f)
        report = ts.get_report_data(year, season)
        report.to_hdf(f, 'report')

        profit = ts.get_profit_data(year, season)
        profit.to_hdf(f, 'profit')

        operation = ts.get_operation_data(year, season)
        operation.to_hdf(f, 'operation')

        growth = ts.get_growth_data(year, season)
        growth.to_hdf(f, 'growth')

        debtpaying = ts.get_debtpaying_data(year, season)
        debtpaying.to_hdf(f, 'debtpaying')

        cashflow = ts.get_cashflow_data(year, season)
        cashflow.to_hdf(f, 'cashflow')

        season -= 1
        if season == 0:
            season = 4
            year -= 1
예제 #37
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def updatedebtpay():
    debtpaydatalist=ts.get_debtpaying_data(2014,1)
    debtpaydata=pd.DataFrame(debtpaydatalist)
    conn= ms.connect(host='localhost',port = 3306,user='******', passwd='123456',db ='investment',charset="utf8")
    cur = conn.cursor()
    values=[]
    for index,row in debtpaydata.iterrows():
        if row['currentratio']=='--':
            currentratio=0
        else:
            currentratio=row['currentratio']
        if row['quickratio']=='--':
            quickratio=0
        else:
            quickratio=row['quickratio']
        if row['cashratio']=='--':
            cashratio=0
        else:
            cashratio=row['cashratio']
        if row['icratio']=='--':
            icratio=0
        else:
            icratio=row['icratio']
        if row['sheqratio']=='--':
            sheqratio=0
        else:
            sheqratio=row['sheqratio']

        if row['adratio']=='--':
            adratio=0
        else:
            adratio=row['adratio']

        values.append((row['code'],row['name'],currentratio,quickratio,cashratio,icratio,sheqratio,adratio))
    cur.executemany('insert into debtpay20141 (code,name,currentratio,quickratio,cashratio,icratio,sheqratio,adratio) values(%s,%s,%s,%s,%s,%s,%s,%s)',values)
    conn.commit()
    cur.close()
    conn.close()
예제 #38
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파일: test_new.py 프로젝트: afayge/tushare
import tushare as ts
import pandas as pd

from tushare.stock import cons as ct
import lxml.html
from lxml import etree
import re
from pandas.compat import StringIO

try:
    from urllib.request import urlopen, Request
except ImportError:
    from urllib2 import urlopen, Request


df = ts.get_debtpaying_data(year=2016,quarter=1,orderby='errors')
print (df)
df.to_excel('/Users/elliot/Downloads/debtpaying_data2016Q1.xlsx')

"""
year=2016
quarter=1
orderby='default'
pageNo=1

urla=(ct.PROFIT_URL % (ct.P_TYPE['http'], ct.DOMAINS['vsf'],
                                           ct.PAGES['fd'], year,
                                           quarter, pageNo, ct.PAGE_NUM[1], orderby))

print (urla)
"""
예제 #39
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    def pick_data(self, max_num_threads = 20, pause = 0):
        """
        pick all necessary data from local database and from internet for loaded stocks. This function will take a while.
        """
        logging.info('getting basics from tushare')
        self._init_stock_objs()

        # self.data_manager.drop_stock()
        # self.stocks = {key: self.stocks[key] for key in ['600233', '600130']}
        logging.info('totally there are %d listed companies' % len(self.stocks))

        logging.info('get indexes from tushare')
        self._get_indexes()

        # self._pick_hist_data_and_save(self.stocks, False, self.indexes['000001'].hist_start_date, max_num_threads)

        logging.info('getting last stock trading data')
        df = ts.get_today_all()
        self._extract_from_dataframe(df,
                    ignore=('changepercent', 'open', 'high', 'low', 'settlement', 'volume', 'turnoverratio', 'amount'),
                    remap={'trade': 'price', 'per': 'pe'})

        # calculate the report quarter
        report_year, report_quarter = ts.get_last_report_period()

        logging.info('getting last report (%d quarter %d) from tushare' % (report_year, report_quarter))
        df = ts.get_report_data(report_year, report_quarter)
        self._extract_from_dataframe(df)

        logging.info('getting last profit data from tushare')
        df = ts.get_profit_data(report_year, report_quarter)
        self._extract_from_dataframe(df, ignore=('net_profits', 'roe', 'eps'))

        logging.info('getting last operation data from tushare')
        df = ts.get_operation_data(report_year, report_quarter)
        self._extract_from_dataframe(df)

        logging.info('getting last growth data from tushare')
        df = ts.get_growth_data(report_year, report_quarter)
        self._extract_from_dataframe(df)

        logging.info('getting last debtpaying data from tushare')
        df = ts.get_debtpaying_data(report_year, report_quarter)
        self._extract_from_dataframe(df)

        logging.info('getting last cashflow data from tushare')
        df = ts.get_cashflow_data(report_year, report_quarter)
        self._extract_from_dataframe(df)

        logging.info('getting history trading data from tushare')
        start_from = self.indexes['000001'].hist_start_date
        data_full = self._pick_hist_data_and_save(self.stocks, False, start_from, max_num_threads, pause)  # anything that pulling data must before here

        self._remove_unavailable_stocks()

        '''
        # calculate qianfuquan data
        # deprecated due to precision issue

        for code, stock in self.stocks.items():
            for i in range(1, len(stock.hist_data.index)-1):
                b = stock.hist_data.at[stock.hist_data.index[i], 'close']
                a = stock.hist_data.at[stock.hist_data.index[i+1], 'close']
                p = stock.hist_data.at[stock.hist_data.index[i+1], 'p_change'] / 100.0

                q = (p*a+a)/b
                if q > 1.1:
                    print('%s chuq-uan %s: %s %s %s, 1/%s' % (stock, stock.hist_data.index[i], b, a, p, q))
        '''

        return data_full
예제 #40
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#coding=utf-8
import tushare as ts

# 获取沪深上市公司基本情况
df = ts.get_stock_basics()
date = df.ix['600848']['timeToMarket']#上市日期YYYYMMDD

#获取2014年第3季度的业绩报表数据
ts.get_report_data(2014,3)

#获取2014年第3季度的盈利能力数据
ts.get_profit_data(2014,3)


#获取2014年第3季度的营运能力数据
ts.get_operation_data(2014,3)


#获取2014年第3季度的成长能力数据
ts.get_growth_data(2014,3)

#获取2014年第3季度的偿债能力数据
ts.get_debtpaying_data(2014,3)

#获取2014年第3季度的现金流量数据
ts.get_cashflow_data(2014,3)
def download_debtpaying_data(file_path, year, quarter):
    debtpaying_data = ts.get_debtpaying_data(year, quarter)
    if debtpaying_data is not None:
        debtpaying_data.to_csv(file_path + 'debtpaying_' + str(year) + '_' + str(quarter) + '.csv', encoding='utf-8')
예제 #42
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FinancialData = ts.get_report_data(CURRENT.year, np.floor((CURRENT.month+2)/3)-1)
FinancialData = FinancialData.set_index('code')
FinancialData = FinancialData.drop(['name', 'bvps', 'distrib', 'epcf', 'report_date'], axis = 1)
FinancialData.to_csv('./ASHR/DATA/FinancialData_2015_1.csv', index = True)

ProfitData = ts.get_profit_data(CURRENT.year, np.floor((CURRENT.month+2)/3)-1)
ProfitData = ProfitData.set_index('code')
ProfitData = ProfitData.drop(['name', 'business_income', 'net_profits'], axis = 1)
ProfitData.to_csv('./ASHR/DATA/ProfitData_2015_1.csv', index = True)

GrowthData = ts.get_growth_data(CURRENT.year, np.floor((CURRENT.month+2)/3)-1)
GrowthData = GrowthData.set_index('code')
GrowthData = GrowthData.drop(['name'], axis = 1)
GrowthData.to_csv('./ASHR/DATA/GrowthData_2015_1.csv', index = True)

DebtPayingData = ts.get_debtpaying_data(CURRENT.year, np.floor((CURRENT.month+2)/3)-1)
DebtPayingData = DebtPayingData.set_index('code')
DebtPayingData = DebtPayingData.drop(['name', 'sheqratio', 'adratio'], axis = 1)
DebtPayingData.to_csv('./ASHR/DATA/DebtPayingData_2014_12.csv', index = True)

# Merging data
for subtab in [FinancialData, ProfitData, GrowthData, DebtPayingData]:
    StockInfo = pd.merge(StockInfo, subtab, how = 'outer', on = 'code')

# Saving data
StockInfo = StockInfo.to_csv('./ASHR/DATA/StockInfo.csv', index = True)



########################
##   Trade Tick Data  ##
예제 #43
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df = ts.get_growth_data(currentYear,currentSeason)
df = df.assign(quater=currentQuater)
df.to_sql('growth_data',engine, if_exists='append')



# import debt pay data
#code,代码
#name,名称
#currentratio,流动比率
#quickratio,速动比率
#cashratio,现金比率
#icratio,利息支付倍数
#sheqratio,股东权益比率
#adratio,股东权益增长率
df = ts.get_debtpaying_data(lastYear,lastSeason)
df = df.assign(quater=lastQuater)
df.to_sql('debtpay_data',engine, if_exists='replace')
df = ts.get_debtpaying_data(currentYear,currentSeason)
df = df.assign(quater=currentQuater)
df.to_sql('debtpay_data',engine, if_exists='append')



# import cashflow data
#code,代码
#name,名称
#cf_sales,经营现金净流量对销售收入比率
#rateofreturn,资产的经营现金流量回报率
#cf_nm,经营现金净流量与净利润的比率
#cf_liabilities,经营现金净流量对负债比率
예제 #44
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def getdebtpaying(year,quarter):
	dfdebtpaying = ts.get_debtpaying_data(year,quarter)
	dfdebtpaying.insert(0,'uploadtime',nowtime)
	dfdebtpaying.insert(1,'year',year)
	dfdebtpaying.insert(2,'quarter',quarter)
	dfdebtpaying.to_sql('tb_debtpaying',engine,if_exists='append')
예제 #45
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import tushare as ts
from sqlalchemy import create_engine
import mysql.connector

conn = create_engine('mysql+mysqlconnector://stockadmin:stock2016@localhost/stock?charset=utf8')

for year in range(2004,2012):
    for season in  range(1,5):
        print(year,season)
        df_profit = ts.get_profit_data(year,season)
        time.sleep(15)
        df_growth = ts.get_growth_data(year,season)
        time.sleep(15)
        df_operation = ts.get_operation_data(year,season)
        time.sleep(15)
        df_debtpaying = ts.get_debtpaying_data(year,season)
        time.sleep(15)
        df_cashflow = ts.get_cashflow_data(year,season)
        time.sleep(15)
        df_report = ts.get_report_data(year,season)
        df_profit.to_sql('profit',conn,if_exists='append')
        df_growth.to_sql('growth',conn,if_exists='append')
        df_operation.to_sql('operation',conn,if_exists='append')
        df_debtpaying.to_sql('debtpaying',conn,if_exists='append')
        df_cashflow.to_sql('cashflow',conn,if_exists='append')
        df_report.to_sql('report',conn,if_exists='append')

#sys.exit(1)

#追加数据到现有表
#df.to_sql('tick_data',engine,if_exists='append')
예제 #46
0
import tushare as ts
import sys
df = ts.get_debtpaying_data(int(sys.argv[1]), int(sys.argv[2]))
df.to_csv(sys.argv[3], encoding="utf8")