def main():
if not os.path.exists(save_path):
os.makedirs(save_path)
# ------------------------------------------------
stockinfo = class_stockinfo(findbillion_database)
stock_all_list = stockinfo.get_stock_list()
if debug == 1:
stock_all_list = stock_all_list[:300]
for (year_stat, year_est) in zip(year_stat_list, year_est_list):
print('=======================================')
print('Year: ' + format(year_est))
print('search roe>15% ...')
with Pool(num_cpu) as pool:
stock_roe_15pa_list = pool.starmap(processing_roe_15pa, zip(stock_all_list, repeat(year_stat)))
stock_list = []
for i_stock in stock_roe_15pa_list:
if i_stock is not None:
stock_list.append(i_stock)
# --------------------------------------------------
print('search free cash>0 ...')
with Pool(num_cpu) as pool:
stock_free_cash_list = pool.starmap(processing_free_cash_positive , zip(stock_list, repeat(year_stat)))
stock_list = []
for i_stock in stock_free_cash_list:
if i_stock is not None:
stock_list.append(i_stock)
stock_free_cash_list = stock_list
# --------------------------------------------------
# method 5 estimate eps, yield and growth rate
# yield_buyin > 0.05 and hold_year = 1
print('--------------------------------')
print('method 5')
'''
with Pool(num_cpu) as pool:
return_for_est_cash_dividend_by_netincome_ratio_with_revenue_growth_result = pool.starmap(processing_return_for_est_cash_dividend_by_netincome_ratio_with_revenue_growth, zip(stock_free_cash_list, repeat(year_stat), repeat(year_est), repeat(yield_buyin), repeat(hold_year)))
'''
#'''
return_for_est_cash_dividend_by_netincome_ratio_with_revenue_growth_result = []
for i_stock in stock_list:
return_for_est_cash_dividend_by_netincome_ratio_with_revenue_growth_result.append(processing_return_for_est_cash_dividend_by_netincome_ratio_with_revenue_growth(i_stock, year_stat, year_est, yield_buyin, hold_year))
#'''
dict_to_csv_yeild_return(return_for_est_cash_dividend_by_netincome_ratio_with_revenue_growth_result, 'return_for_est_cash_dividend_by_netincome_ratio_with_revenue_growth_' + format(year_est) + '.csv',
save_path=save_path)
stat_dict_return(return_for_est_cash_dividend_by_netincome_ratio_with_revenue_growth_result, 'return_for_est_cash_dividend_by_netincome_ratio_with_revenue_growth_' + format(year_est),
num_stock_sel=num_stock_sel, low_bound_pa=yield_buyin_target, save_path=save_path)
def main():
if not os.path.exists(save_path):
os.makedirs(save_path)
#------------------------------------------------
# list all stock
stockinfo = class_stockinfo(findbillion_database)
stock_list = stockinfo.get_stock_list()
if debug == 1:
stock_list = stock_list[:30]
'''
# For Debug
for i_stock in stock_list:
eps_true, eps_pred, err_percentage = processing_est_eps(i_stock, year)
break_pt = 1
'''
#============================================
for year_est in year_est_list:
print('=======================================')
print('Year: ' + format(year_est))
#--------------------------------------------------
# method 1: estimate all stock
print('--------------------------------')
print('method 1')
with Pool(num_cpu) as pool:
est_eps_result = pool.starmap(processing_est_eps,
zip(stock_list, repeat(year_est)))
#eps_true, eps_pred, err_percentage
dict_to_csv(est_eps_result,
'est_eps_' + format(year_est) + '.csv',
save_path=save_path)
stat_dict(est_eps_result,
'est_eps_' + format(year_est),
up_bound_pa=10,
low_bound_pa=-10,
save_path=save_path)
# --------------------------------------------------
# method 2: estimate the ROE>15% stock
print('--------------------------------')
print('method 2')
with Pool(num_cpu) as pool:
est_eps_result = pool.starmap(processing_est_eps_roe15,
zip(stock_list, repeat(year_est)))
dict_to_csv(est_eps_result,
'est_eps_roe15_' + format(year_est) + '.csv',
save_path=save_path)
stat_dict(est_eps_result,
'est_eps_roe15_' + format(year_est),
up_bound_pa=10,
low_bound_pa=-10,
save_path=save_path)
from . import dataset_path
import sys
import os
sys.path.append('../../')
from findbillion.models.class_stockinfo import class_stockinfo
from findbillion.core.class_findbillion_database import class_findbillion_database
#-------------------------------------------------------------
findbillion_database = class_findbillion_database(dataset_path)
stockinfo = class_stockinfo(findbillion_database)
#-------------------------------------------------------------
class Test_class_fs_revenures_month():
def test_get_PriceAvg(self):
stock_list = stockinfo.get_stock_list()
assert len(stock_list)>1000
# TOOD: others
def main():
if not os.path.exists(save_path):
os.makedirs(save_path)
# ------------------------------------------------
stockinfo = class_stockinfo(findbillion_database)
stock_all_list = stockinfo.get_stock_list()
if debug == 1:
stock_all_list = stock_all_list[:300]
for (year_stat, year_est) in zip(year_stat_list, year_est_list):
print('=======================================')
print('Year: ' + format(year_est))
print('search roe>15% ...')
with Pool(num_cpu) as pool:
stock_roe_15pa_list = pool.starmap(
processing_roe_15pa, zip(stock_all_list, repeat(year_stat)))
stock_list = []
for i_stock in stock_roe_15pa_list:
if i_stock is not None:
stock_list.append(i_stock)
# --------------------------------------------------
# method 1 average PER Expected return > 30%
print('--------------------------------')
print('method 1')
return_average_per = []
for i_stock in stock_list:
return_average_per.append(
process_average_per(i_stock, year_est, year_stat, hold_year,
expect_return))
dict_to_csv_per_return(return_average_per,
'return_average_per_' + format(year_est) +
'.csv',
save_path=save_path)
stat_dict_return(return_average_per,
'return_average_per_' + format(year_est),
low_bound_pa=-0.1,
check_return=check_return,
save_path=save_path)
# --------------------------------------------------
# method 2
print('--------------------------------')
print('method 2')
print('search free cash>0 ...')
with Pool(num_cpu) as pool:
stock_free_cash_list = pool.starmap(
processing_free_cash_positive,
zip(stock_list, repeat(year_stat)))
stock_list = []
for i_stock in stock_free_cash_list:
if i_stock is not None:
stock_list.append(i_stock)
stock_free_cash_list = stock_list
return_average_per_free_cash = []
for i_stock in stock_free_cash_list:
return_average_per_free_cash.append(
process_return_average_per_for_est_cash_dividend_by_netincome_ratio(
i_stock, year_est, year_stat, hold_year, expect_return,
yield_buyin))
dict_to_csv_per_return(return_average_per_free_cash,
'return_average_per_free_cash_' +
format(year_est) + '.csv',
save_path=save_path)
stat_dict_return(return_average_per_free_cash,
'return_average_per_free_cash_' + format(year_est),
low_bound_pa=-0.1,
check_return=check_return,
save_path=save_path)
def main():
if not os.path.exists(save_path):
os.makedirs(save_path)
# ------------------------------------------------
stockinfo = class_stockinfo(findbillion_database)
stock_all_list = stockinfo.get_stock_list()
if debug == 1:
stock_all_list = stock_all_list[:100]
for (year_stat, year_est) in zip(year_stat_list, year_est_list):
print('=======================================')
print('Year: ' + format(year_est))
print('search roe>15% ...')
with Pool(num_cpu) as pool:
stock_roe_15pa_list = pool.starmap(
processing_roe_15pa, zip(stock_all_list, repeat(year_stat)))
stock_list = []
for i_stock in stock_roe_15pa_list:
if i_stock is not None:
stock_list.append(i_stock)
'''
for i_stock in stock_all_list:
financial_ratio = class_financial_ratio(findbillion_database)
roe_avg = financial_ratio.get_ROE_avg(i_stock, year_stat, 4, 5)
if roe_avg is not None and roe_avg > 0.15:
stock_list.append(i_stock)
'''
# --------------------------------------------------
# method 1
print('--------------------------------')
print('method 1')
with Pool(num_cpu) as pool:
est_cash_dividend_result = pool.starmap(
processing_est_cash_dividend_average,
zip(stock_list, repeat(year_stat), repeat(year_est)))
# eps_true, eps_pred, err_percentage
dict_to_csv(est_cash_dividend_result,
'est_cash_dividend_average_' + format(year_est) + '.csv',
save_path=save_path)
stat_dict(est_cash_dividend_result,
'est_cash_dividend_average_' + format(year_est),
up_bound_pa=20,
low_bound_pa=-20,
save_path=save_path)
# --------------------------------------------------
# method 2
print('--------------------------------')
print('method 2')
with Pool(num_cpu) as pool:
est_cash_dividend_average_dividend_payout_ratio = pool.starmap(
processing_est_cash_dividend_average_dividend_payout_ratio,
zip(stock_list, repeat(year_stat), repeat(year_est)))
dict_to_csv(est_cash_dividend_average_dividend_payout_ratio,
'est_cash_dividend_average_dividend_payout_ratio' +
format(year_est) + '.csv',
save_path=save_path)
stat_dict(est_cash_dividend_average_dividend_payout_ratio,
'est_cash_dividend_average_dividend_payout_ratio_' +
format(year_est),
up_bound_pa=20,
low_bound_pa=-20,
save_path=save_path)
# --------------------------------------------------
# method 3
print('--------------------------------')
print('method 3')
with Pool(num_cpu) as pool:
est_cash_dividend_by_netincome_ratio = pool.starmap(
processing_est_cash_dividend_by_netincome_ratio,
zip(stock_list, repeat(year_stat), repeat(year_est)))
dict_to_csv(est_cash_dividend_by_netincome_ratio,
'est_cash_dividend_by_netincome_ratio_' +
format(year_est) + '.csv',
save_path=save_path)
stat_dict(est_cash_dividend_by_netincome_ratio,
'est_cash_dividend_by_netincome_ratio_' + format(year_est),
up_bound_pa=20,
low_bound_pa=-20,
save_path=save_path)
# --------------------------------------------------
# method 4
print('method 4')
print('search free cash>0 ...')
with Pool(num_cpu) as pool:
stock_free_cash_list = pool.starmap(
processing_free_cash_positive,
zip(stock_list, repeat(year_stat)))
'''
stock_free_cash_list = []
for i_stock in stock_list:
stock_free_cash_list.append(processing_free_cash_positive(i_stock, year_stat))
'''
'''
stock_list = []
for i_stock in stock_free_cash_list:
if i_stock is not None:
stock_list.append(i_stock)
stock_free_cash_list = stock_list
with Pool(num_cpu) as pool:
est_cash_dividend_by_netincome_ratio = pool.starmap(processing_est_cash_dividend_by_netincome_ratio, zip(stock_free_cash_list, repeat(year_stat), repeat(year_est)))
dict_to_csv(est_cash_dividend_by_netincome_ratio, 'est_cash_dividend_by_netincome_ratio_free_cashflow_'+format(year_est)+'.csv', save_path=save_path)
stat_dict(est_cash_dividend_by_netincome_ratio, 'est_cash_dividend_by_netincome_ratio_free_cashflow_'+format(year_est), up_bound_pa=20, low_bound_pa=-20, save_path=save_path)
'''
# --------------------------------------------------
# method 5
print('method 5')
print('search opetating activities ratio >0.5 ...')
#with Pool(num_cpu) as pool:
# stock_free_cash_list = pool.starmap(processing_opetating_activities_ratio, zip(stock_list, repeat(year_stat) ))
#'''
stock_opetating_activities_ratio_list = []
for i_stock in stock_list:
stock_opetating_activities_ratio_list.append(
processing_opetating_activities_ratio(i_stock, year_stat))
#'''
stock_list = []
for i_stock in stock_opetating_activities_ratio_list:
if i_stock is not None:
stock_list.append(i_stock)
stock_opetating_activities_ratio_list = stock_list
with Pool(num_cpu) as pool:
est_cash_dividend_by_netincome_ratio = pool.starmap(
processing_est_cash_dividend_by_netincome_ratio,
zip(stock_opetating_activities_ratio_list, repeat(year_stat),
repeat(year_est)))
dict_to_csv(
est_cash_dividend_by_netincome_ratio,
'est_cash_dividend_opetating_activities_ratio_by_netincome_ratio_free_cashflow_'
+ format(year_est) + '.csv',
save_path=save_path)
stat_dict(
est_cash_dividend_by_netincome_ratio,
'est_cash_dividend_opetating_activities_ratio_by_netincome_ratio_free_cashflow_'
+ format(year_est),
up_bound_pa=20,
low_bound_pa=-20,
save_path=save_path)