def revenue_y_gt_accounts_receive_3_years():
return expr.Or(
expr.And(
expr.Gt(expr.Get('f_revenue_y.y2y'),
expr.Get('f_accounts_receiv_y.y2y')),
expr.Gt(
expr.Before(expr.Get('f_revenue_y.y2y'), past_year=1),
expr.Before(expr.Get('f_accounts_receiv_y.y2y'),
past_year=1))),
expr.And(
expr.Gt(
expr.Before(expr.Get('f_revenue_y.y2y'), past_year=1),
expr.Before(expr.Get('f_accounts_receiv_y.y2y'), past_year=1)),
expr.Gt(
expr.Before(expr.Get('f_revenue_y.y2y'), past_year=2),
expr.Before(expr.Get('f_accounts_receiv_y.y2y'),
past_year=2))),
expr.And(
expr.Gt(
expr.Before(expr.Get('f_revenue_y.y2y'), past_year=2),
expr.Before(expr.Get('f_accounts_receiv_y.y2y'), past_year=2)),
expr.Gt(
expr.Before(expr.Get('f_revenue_y.y2y'), past_year=3),
expr.Before(expr.Get('f_accounts_receiv_y.y2y'),
past_year=3))))
def current_y_gt_1_3_years():
return expr.Or(
expr.And(
expr.Gt(expr.Get('f_current_y.r'), expr.Value(1)),
expr.Gt(expr.Before(expr.Get('f_current_y.r'), past_year=1),
expr.Value(1))),
expr.And(
expr.Gt(expr.Before(expr.Get('f_current_y.r'), past_year=1),
expr.Value(1)),
expr.Gt(expr.Before(expr.Get('f_current_y.r'), past_year=2),
expr.Value(1))),
expr.And(
expr.Gt(expr.Before(expr.Get('f_current_y.r'), past_year=2),
expr.Value(1)),
expr.Gt(expr.Before(expr.Get('f_current_y.r'), past_year=3),
expr.Value(1))))
def revenue_y_gt_inventoires_3_years():
return expr.Or(
expr.And(
expr.Gt(expr.Get('f_revenue_y.y2y'),
expr.Get('f_inventories_y.y2y')),
expr.Gt(expr.Before(expr.Get('f_revenue_y.y2y'), past_year=1),
expr.Before(expr.Get('f_inventories_y.y2y'),
past_year=1))),
expr.And(
expr.Gt(expr.Before(expr.Get('f_revenue_y.y2y'), past_year=1),
expr.Before(expr.Get('f_inventories_y.y2y'), past_year=1)),
expr.Gt(expr.Before(expr.Get('f_revenue_y.y2y'), past_year=2),
expr.Before(expr.Get('f_inventories_y.y2y'),
past_year=2))),
expr.And(
expr.Gt(expr.Before(expr.Get('f_revenue_y.y2y'), past_year=2),
expr.Before(expr.Get('f_inventories_y.y2y'), past_year=2)),
expr.Gt(expr.Before(expr.Get('f_revenue_y.y2y'), past_year=3),
expr.Before(expr.Get('f_inventories_y.y2y'),
past_year=3))))
def horseFilter():
return expr.Name(
'f:horse_filter',
expr.And(
expr.Name('f:roe_ge_15_pct_last_7_year',
roe_ge_15_pct_last_7_year()),
expr.Name('f:revenue_r_gt_0', revenue_r_gt_0()),
expr.Name('f:income_attr_p_r_gt_0', income_attr_p_r_gt_0()),
expr.Name('f:revenue_y_gt_accounts_receive_3_years',
revenue_y_gt_accounts_receive_3_years()),
expr.Name('f:revenue_y_gt_inventoires_3_years',
revenue_y_gt_inventoires_3_years()),
expr.Name('f:current_y_gt_1_3_years', current_y_gt_1_3_years())))
def run(y, q):
rm = expr.Range(expr.Before(expr.Get('f_roe_y'), past_year=1),
year_count=6)
nm = self.roe_ge_15_pct_now()
v = rm.eval(self.stock, y, 4)
v2 = expr.Ge(rm, expr.Value(0.15)).eval(self.stock, y, 4)
print('last 6 years', v, v2)
v3 = nm.eval(self.stock, y, q)
print('current', v3, expr.Get('f_roe').eval(self.stock, y, q))
v4 = expr.And(expr.Ge(rm, expr.Value(0.15)),
nm).eval(self.stock, y, q)
print('last 7 years', v4)
def gooseFilter():
return expr.And(roe_ge_15_pct_last_3_years())
def income_attr_p_r_gt_0():
return expr.And(
expr.Gt(last_year_f_income_attr_p_y_r_y2y(), expr.Value(0)),
expr.Gt(last_quarter_f_income_attr_p_q_r_y2y(), expr.Value(0)))
def revenue_r_gt_0():
return expr.And(expr.Gt(last_year_f_revenue_y_r_y2y(), expr.Value(0)),
expr.Gt(last_quarter_f_revenue_q_r_y2y(), expr.Value(0)))
def roe_ge_15_pct_last_7_year():
return expr.And(roe_ge_15_pct_before_6_years(), roe_ge_15_pct_now())