def Cal_AllFund_HalfYear_Holding_Exposure(path, report_date, today):
"""
计算重点基金最近一个半年报 的持仓风格暴露
"""
# 参数举例
#####################################################################
# path = 'E:\\3_Data\\4_fund_data\\8_fund_index_exposure_weekly\\'
# report_date = '20171231'
# today = datetime.today().strftime("%Y%m%d")
# 基金池
#####################################################################
fund_pool_file = os.path.join(path, "fund_pool", '重点基金信息.csv')
fund_pool = pd.read_csv(fund_pool_file, index_col=[0], encoding='gbk')
fund_pool = fund_pool[fund_pool['种类'] != '1专户量化']
date = Date().get_trade_date_offset(report_date, 0)
# 计算重点所有重点 基金最近一个半年报 的持仓风格暴露
#####################################################################
for i_fund in range(0, len(fund_pool)):
fund_code = fund_pool.index[i_fund]
Fund().cal_fund_holder_exposure_halfyear(fund_code,
beg_date="20171231",
end_date=today)
print(fund_code, report_date)
if i_fund == 0:
exposure = Fund().get_fund_holder_exposure_halfyear_date(
fund_code, date=report_date, type_list=["STYLE", "COUNTRY"])
else:
exposure_add = Fund().get_fund_holder_exposure_halfyear_date(
fund_code, date=report_date, type_list=["STYLE", "COUNTRY"])
exposure = pd.concat([exposure, exposure_add], axis=0)
#####################################################################
exposure.index = fund_pool['基金名称']
cols = list(exposure.columns)
cols.insert(0, 'Type')
exposure['Type'] = fund_pool['种类'].values
exposure = exposure[cols]
exposure['CTY'] = "ChinaEquity"
del exposure['ChinaEquity']
exposure_file = os.path.join(
path, "halfyear_holding_exposure",
'FundHalfYearExposure_' + report_date + '.csv')
exposure.to_csv(exposure_file)
def get_fund_pool(self, end_date):
""" 成立时间满足一定时间的基金 """
print("Project Nice Stock Fund Getting Fund Pool at %s ......" % end_date)
fund_pool = Fund().get_fund_pool_all(name=self.fund_pool_name, date="20181231")
fund_info = Fund().get_wind_fund_info()
fund_pool.index = fund_pool['wind_code']
fund_data = pd.concat([fund_pool, fund_info], axis=1)
setup_date = Date().get_trade_date_offset(end_date, -self.setup_date_len)
fund_data = fund_data[fund_data['SetupDate'] <= setup_date]
fund_data = fund_data[['sec_name', 'SetupDate', 'InvestType', 'Corp']]
fund_data.columns = ['SecName', 'SetupDate', 'InvestType', 'Corp']
fund_data = fund_data.dropna()
return fund_data
