forked from prstcsnpr/qmagicformula
/
show_stock_info.py
394 lines (356 loc) · 15.7 KB
/
show_stock_info.py
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# -*- coding: utf-8 -*-
import datetime
import httplib
import logging
import json
import sys
import urllib
from google.appengine.api import mail
from google.appengine.api import memcache
from google.appengine.api import urlfetch
from google.appengine.ext import db
from google.appengine.ext import webapp
from google.appengine.ext.webapp.util import run_wsgi_app
from google.appengine.ext.webapp import template
import gdp
import postoffice
import stock
class FormulaResult(db.Model):
content = db.TextProperty(indexed=False)
def get(ticker):
entry = memcache.get(ticker)
if entry is None:
entry = FormulaResult.get_or_insert(ticker)
memcache.add(ticker, entry)
return entry
def put(ticker, entry):
entry.put()
memcache.set(ticker, entry)
class NetCurrentAssetApproachResultHandler(webapp.RequestHandler):
def get(self):
entry = get('netcurrentassetapproach')
self.response.write(entry.content)
class GrahamFormulaResultHandler(webapp.RequestHandler):
def get(self):
entry = get('grahamformula')
self.response.write(entry.content)
class MagicFormulaResultHandler(webapp.RequestHandler):
def get(self):
entry = get('magicformula')
self.response.write(entry.content)
class NetCurrentAssetApproachHandler(webapp.RequestHandler):
def get(self):
values = {}
query = db.Query(stock.Stock)
stocks = query.fetch(10000)
stocks, pb, pe, roe, mc_gdp = self.__filter(stocks)
values['stocks'] = stocks[0 : len(stocks)]
values['PB'] = "%.4f" % (pb)
values['PE'] = "%.2f" % (pe)
values['ROE'] = "%.1f%%" % (roe)
values['MCGDP'] = "%.0f%%" % (mc_gdp)
content = template.render('netcurrentassetapproach.html', values)
self.response.write(content)
self.__send_mail(content)
entry = get('netcurrentassetapproach')
entry.content = content
put('netcurrentassetapproach', entry)
postoffice.post("netcurrentassetapproach", "净流动资产法")
def __send_mail(self, content):
receiver="magicformula@googlegroups.com"
#receiver="prstcsnpr@gmail.com"
mail.send_mail(sender="prstcsnpr@gmail.com",
to=receiver,
subject="净流动资产法",
body='',
html=content)
logging.info('Mail result for netcurrentassetapproach to %s' % (receiver))
def __filter(self, stocks):
content = []
results = []
miss = []
p = 0.0
b = 0.0
net_profit = 0.0
ownership_interest = 0.0
gdp_value = gdp.get().value
for s in stocks:
if s.ticker[0] == '2' or s.ticker[0] == '9':
logging.warn("%s %s is B Stock" % (s.ticker, s.title))
continue
if s.market_capital == 0.0:
logging.warn("The market capital is 0 for %s %s" % (s.ticker, s.title))
continue
if s.earnings_date is None:
logging.warn("There is no earnings for %s %s" % (s.ticker, s.title))
continue
if datetime.date.today().year - s.earnings_date.year > 2:
logging.warn("The earnings is too old for %s %s %s" % (s.ticker, s.title, s.earnings_date.strftime("%Y%m%d")))
continue
p += s.market_capital
b += s.ownership_interest
net_profit += s.net_profit
ownership_interest += s.ownership_interest
if s.bank_flag == True:
content.append("The stock (%s, %s) is a bank\n" % (s.ticker, s.title))
miss.append(s.ticker)
continue
if s.market_capital_date != datetime.date.today():
logging.warn("The stock (%s, %s) is not in Google List" % (s.ticker, s.title))
sv = stock.NetCurrentAssetApproachStockView()
try:
sv.parse(s)
except Exception as e:
logging.warn("Parse stock (%s, %s) for %s" % (s.ticker, s.title, e))
continue
if sv.pe > 0 and sv.net_current_assets > sv.market_capital:
sv.format()
results.append(sv)
return (results, p / b, p / net_profit, net_profit * 100/ownership_interest, p * 100 / gdp_value)
class GrahamFormulaHandler(webapp.RequestHandler):
def __filter(self, stocks):
content = []
results = []
miss = []
p = 0.0
b = 0.0
net_profit = 0.0
ownership_interest = 0.0
gdp_value = gdp.get().value
for s in stocks:
if s.ticker[0] == '2' or s.ticker[0] == '9':
logging.warn("%s %s is B Stock" % (s.ticker, s.title))
continue
if s.market_capital == 0.0:
logging.warn("The market capital is 0 for %s %s" % (s.ticker, s.title))
continue
if s.earnings_date is None:
logging.warn("There is no earnings for %s %s" % (s.ticker, s.title))
continue
if datetime.date.today().year - s.earnings_date.year > 2:
logging.warn("The earnings is too old for %s %s %s" % (s.ticker, s.title, s.earnings_date.strftime("%Y%m%d")))
continue
p += s.market_capital
b += s.ownership_interest
net_profit += s.net_profit
ownership_interest += s.ownership_interest
if s.market_capital_date != datetime.date.today():
logging.warn("The stock (%s, %s) is not in Google List" % (s.ticker, s.title))
sv = stock.GrahamFormulaStockView()
try:
sv.parse(s)
except Exception as e:
logging.warn("Parse stock (%s, %s) for %s" % (s.ticker, s.title, e))
continue
if sv.pe <= 10 and sv.pe > 0 and sv.debt_asset_ratio <= 50 and sv.debt_asset_ratio > 0:
sv.format()
results.append(sv)
return (results, p / b, p / net_profit, net_profit * 100/ownership_interest, p * 100 / gdp_value)
def __send_mail(self, content):
receiver="magicformula@googlegroups.com"
#receiver="prstcsnpr@gmail.com"
mail.send_mail(sender="prstcsnpr@gmail.com",
to=receiver,
subject="格雷厄姆公式",
body='',
html=content)
logging.info('Mail result for grahamformula to %s' % (receiver))
def get(self):
values = {}
query = db.Query(stock.Stock)
stocks = query.fetch(10000)
stocks, pb, pe, roe, mc_gdp = self.__filter(stocks)
values['stocks'] = stocks[0 : len(stocks)]
values['PB'] = "%.4f" % (pb)
values['PE'] = "%.2f" % (pe)
values['ROE'] = "%.1f%%" % (roe)
values['MCGDP'] = "%.0f%%" % (mc_gdp)
content = template.render('grahamformula.html', values)
self.response.write(content)
self.__send_mail(content)
entry = get('grahamformula')
entry.content = content
put('grahamformula', entry)
postoffice.post("grahamformula", "格雷厄姆公式")
class MagicFormulaHandler(webapp.RequestHandler):
def __filter(self, stocks):
content = []
results = []
miss = []
p = 0.0
b = 0.0
net_profit = 0.0
ownership_interest = 0.0
gdp_value = gdp.get().value
for s in stocks:
if s.ticker[0] == '2' or s.ticker[0] == '9':
content.append("%s %s is B Stock\n" % (s.ticker, s.title))
miss.append(s.ticker)
continue
if s.market_capital == 0.0:
content.append("The market capital is 0 for %s %s\n" % (s.ticker, s.title))
miss.append(s.ticker)
continue
if s.earnings_date is None:
content.append("There is no earnings for %s %s\n" % (s.ticker, s.title))
miss.append(s.ticker)
continue
if datetime.date.today().year - s.earnings_date.year > 2:
content.append("The earnings is too old for %s %s %s\n" % (s.ticker, s.title, s.earnings_date.strftime("%Y%m%d")))
miss.append(s.ticker)
continue
p += s.market_capital
b += s.ownership_interest
net_profit += s.net_profit
ownership_interest += s.ownership_interest
if s.bank_flag == True:
content.append("The stock (%s, %s) is a bank\n" % (s.ticker, s.title))
miss.append(s.ticker)
continue
if s.category == None:
s.category = ""
if s.subcategory == None:
s.subcategory = ""
if (s.category.find('D') > 0 or s.category.find('G') > 0 or s.category.find('N') > 0):
content.append("The stock (%s, %s) is Public Utilities\n" % (s.ticker, s.title))
miss.append(s.ticker)
continue
if s.category.find('J') > 0:
content.append('The stock (%s, %s) is Finance\n' % (s.ticker, s.title))
miss.append(s.ticker)
continue
if s.market_capital_date != datetime.date.today():
content.append("The stock (%s, %s) is not in Google List\n" % (s.ticker, s.title))
sv = stock.MagicFormulaStockView()
try:
sv.parse(s)
except Exception as e:
content.append("Parse stock (%s, %s) for %s %s\n" % (s.ticker, s.title, e, repr(s)))
continue
results.append(sv)
content.append("Total: %s, Sorted: %s Miss: %s" % (len(stocks), len(results), len(miss)))
mail.send_mail(sender="prstcsnpr@gmail.com",
to="prstcsnpr@gmail.com",
subject="神奇公式执行结果",
body=''.join(content))
return (results, p / b, p / net_profit, net_profit * 100 / ownership_interest, p * 100 / gdp_value)
def __magicformula(self, stocks, roic_rate = 1, ebit_ev_rate = 1):
results = sorted(stocks, cmp=lambda a, b : stock.cmp_roic(a, b))
for i in range(len(results)):
if i != 0 and stock.cmp_roic(results[i], results[i-1]) == 0:
results[i].roic_rank = results[i-1].roic_rank
else:
results[i].roic_rank = i + 1
results = sorted(results, cmp=lambda a, b : stock.cmp_ebit_ev(a, b))
for i in range(len(results)):
if i != 0 and stock.cmp_ebit_ev(results[i], results[i-1]) == 0:
results[i].ebit_ev_rank = results[i-1].ebit_ev_rank
else:
results[i].ebit_ev_rank = i + 1
results = sorted(results, key=lambda stock : stock.roic_rank * roic_rate + stock.ebit_ev_rank * ebit_ev_rate)
for i in range(len(results)):
if i != 0 and results[i].roic_rank * roic_rate + results[i].ebit_ev_rank * ebit_ev_rate == results[i-1].roic_rank * roic_rate + results[i-1].ebit_ev_rank * ebit_ev_rate:
results[i].rank = results[i-1].rank
else:
results[i].rank = i + 1
results[i].format()
return results
def __send_mail(self, content, receiver, subject):
mail.send_mail(sender="prstcsnpr@gmail.com",
to=receiver,
subject=subject,
body='',
html=content)
logging.info('Mail result for magicformula to %s' % (receiver))
def get(self):
values = {}
query = db.Query(stock.Stock)
stocks = query.fetch(10000)
stocks, pb, pe, roe, mc_gdp = self.__filter(stocks)
stocks = self.__magicformula(stocks)
position = 250
while position<len(stocks):
if stocks[position].rank == stocks[position - 1].rank:
position = position + 1
else:
break
values['stocks'] = stocks[0 : position]
values['PB'] = "%.4f" % (pb)
values['PE'] = "%.2f" % (pe)
values['ROE'] = "%.1f%%" % (roe)
values['MCGDP'] = "%.0f%%" % (mc_gdp)
content = template.render('qmagicformula.html', values)
self.response.write(content)
self.__send_mail(content, "magicformula@googlegroups.com", '神奇公式')
#self.__send_mail(content, "prstcsnpr@gmail.com", '神奇公式')
entry = get('magicformula')
entry.content = content
put('magicformula', entry)
postoffice.post("magicformula", "神奇公式")
self.__test_magicformula()
self.__post_bae(self.generate_json(values['stocks']))
def generate_json(self, stocks):
results = []
for stock in stocks:
result = {}
result['rank'] = stock.rank
result['code'] = stock.ticker
result['name'] = stock.title
result['marketCap'] = stock.market_capital
result['rotc'] = stock.roic
result['rotcRank'] = stock.roic_rank
result['ey'] = stock.ebit_ev
result['eyRank'] = stock.ebit_ev_rank
result['roe'] = stock.roe
result['pb'] = stock.pb
result['pe'] = stock.pe
result['earningsDate'] = stock.earnings_date
result['catetory'] = stock.subcategory
results.append(result)
total_results = {}
total_results['error'] = 0
total_results['description'] = 'No error'
total_results['date'] = datetime.date.today().strftime("%Y%m%d")
total_results['list'] = results
return json.dumps(total_results)
def __test_magicformula(self):
values = {}
query = db.Query(stock.Stock)
stocks = query.fetch(10000)
stocks, pb, pe, roe, mc_gdp = self.__filter(stocks)
stocks = self.__magicformula(stocks, 0.85, 0.15)
position = 250
while position<len(stocks):
if stocks[position].rank == stocks[position - 1].rank:
position = position + 1
else:
break
values['stocks'] = stocks[0 : position]
values['PB'] = "%.4f" % (pb)
values['PE'] = "%.2f" % (pe)
values['ROE'] = "%.1f%%" % (roe)
values['MCGDP'] = "%.0f%%" % (mc_gdp)
content = template.render('qmagicformula.html', values)
self.__send_mail(content, "prstcsnpr@gmail.com", '土豆版神奇公式')
self.__send_mail(content, "sunsshop@gmail.com", '土豆版神奇公式')
def __post_bae(self, content):
uri = ''
with open('config/uri') as file:
for line in file.readlines():
if len(line) > 0:
uri = line.strip()
break
c = httplib.HTTPConnection('bcs.duapp.com')
c.request("PUT", uri, content)
r = c.getresponse()
application = webapp.WSGIApplication([('/tasks/magicformula', MagicFormulaHandler),
('/tasks/grahamformula', GrahamFormulaHandler),
('/tasks/netcurrentassetapproach', NetCurrentAssetApproachHandler),
('/magicformula', MagicFormulaResultHandler),
('/grahamformula', GrahamFormulaResultHandler),
('/netcurrentassetapproach', NetCurrentAssetApproachResultHandler)],
debug=True)
def main():
run_wsgi_app(application)
if __name__ == '__main__':
main()