def financial_factors_rank(path_root,
filename='rank_result',
dates=['2018-09-30'],
factors=[FID['roe'], FID['roa']]):
path = os.path.join(path_root)
path_score = os.path.join(path_root, 'score')
path_rank = os.path.join(path_root, 'rank')
path_factor = os.path.join(path_root, 'factor_io')
scu = SCU(path=path_root)
stocks = scu.stock_codes_remove_no_stock_basic()
ffr = financial_factor_rank(path=path,
path_factor=path_factor,
path_cluster=path_rank,
stocks=stocks,
dates=dates,
indexs=factors,
file_name=filename)
"""
FID['debt_incr_rate'],\
###asset struct
FID['debt_asset_ratio'],\
FID['debt_equality_ratio'],\
FID['debt_net_asset_ratio'],\
FID['revenue_asset_ratio'],\
FID['goodwell_equality_ratio'],\
FID['dev_rev_ratio']\
"""
ffr.assess_selected_financial_factor(dates)
print('rank all the stock successfully')
def processed_all_stocks_basic(path_root='../../../data/'):
scu = SCU(path_root)
stock_codes = scu.stock_codes_remove_no_stock_basic()
proc_dr = DR(path_root, 'stock_basic_proc.json')
proc_id = proc_dr.read_index()
if (proc_id >= len(stock_codes)):
print("finished to proc all the stock, number is ", len(stock_codes))
else:
stock_codes = stock_codes[proc_id:]
sb = stock_basic(stock_codes, path_root)
sb.processed_stocks_basic()
print('processed successfully')
def main_financial_data_process(path):
scu = SCU(path=path)
stock_codes = scu.stock_codes_remove_no_stock_basic()
FFC = financail_factor_calc(path=path)
dr = DR(path, 'stock_finance_factor_calc.json')
#stock_codes = ['000001']
proc_id = dr.read_index()
stock_codes = stock_codes[proc_id:]
for stock_code in stock_codes:
print("stock:", stock_code)
FFC.FLS.load_all_financial_one_stock(stock_code)
FFC.FLS.load_all_processed_stock_basic_one_stock([stock_code])
data_processed = FFC.financial_index_calc(stock_code)
FFC.FLS.store_process_financical_data(data_processed, stock_code)
proc_id = proc_id + 1
dr.write_index(proc_id)
def main_financial_statistic_process(path):
store_path = os.path.join(path, 'statistic/')
if not os.path.exists(store_path):
os.makedirs(store_path)
scu = SCU(path=path)
stock_codes = scu.stock_codes_remove_no_stock_basic()
FFC = financail_factor_statistic(path=path)
sz50 = ts.get_sz50s()
stock_codes = sz50['code']
stock_industry = ts.get_industry_classified()
stock_codes = stock_industry[stock_industry['c_name'].isin(['房地产'
])]['code']
#stock_codes = stock_codes.pop('000527')
#stock_codes = ['000001','000002','000004']
statistic_stock_data = {}
statistic_stock_min_len = 100
for stock_code in stock_codes:
print("stock:", stock_code)
FFC.FLS.load_all_financial_one_stock(stock_code)
FFC.FLS.load_all_processed_stock_basic_one_stock([stock_code])
data_processed = FFC.financial_index_calc(stock_code)
(row, colum) = data_processed.shape
if (row < statistic_stock_min_len):
statistic_stock_min_len = row
statistic_stock_data[stock_code] = data_processed
#plt.figure()
#data_processed.plot.bar(data_processed.index)
sum_data = statistic_stock_data[stock_codes[0]].iloc[
-statistic_stock_min_len:, :]
for stock_code in stock_codes[1:]:
sum_data = sum_data + statistic_stock_data[stock_code].iloc[
-statistic_stock_min_len:, :]
pct_data = sum_data.pct_change(periods=4)
pct_data.to_csv(store_path + 'statistic_pct.csv')
sum_data.to_csv(store_path + 'statistic_sum.csv')
pd_factor_values = pd.concat([pd_factor_values, factor_value], axis=1)
pd_factor_values.columns = list_columns
scu = SCU(path=self.path)
pd_factor_values.index = scu.add_allstock_sh_sz(self.stock_codes)
pd_factor_values.to_csv(self.path_factor_io, encoding='gbk')
else:
pd_factor_values = pd.read_csv(self.path_factor_io,index_col=0)
return pd_factor_values
if __name__ == '__main__':
path = '../../../data/'
path_factor = '../../../data/factor_io'
print(FID['roe'])
scu = SCU(path=path)
stocks = scu.stock_codes_remove_no_stock_basic()
stocks = ['000001','000002','000004','000005','000006']
dates = ['2018-06-30','2017-12-31']#,'2017-12-31'
ffio = financial_factor_io(path=path, path_factor=path_factor, \
stocks = stocks, dates = dates,file_name = '1806_1712_1')
indexs = [
#earning capacity
FID['roe'],\
FID['roa'],\
FID['profit_revenue'],\
FID['profit_cost'],\
FID['equlity_incr_rate'],\
###grow capacity
FID['revenue_incr_rate'],\
FID['profit_incr_rate'],\
FID['cash_incr_rate'],\