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 accounts_receiv_ave_y():
'''平均应收账款'''
return MetricsMeta(
'f_accounts_receiv_ave_y',
expr.Div(
expr.Sum(
expr.Get('accounts_receiv', period='y'),
expr.Before(expr.Get('accounts_receiv', period='y'),
past_year=1), expr.Get('notes_receiv', period='y'),
expr.Before(expr.Get('notes_receiv', period='y'),
past_year=1)), expr.Value(2)))
def acct_payable_ave_y():
'''平均应付账款'''
return MetricsMeta(
'f_acct_payable_ave_y',
expr.Div(
expr.Sum(
expr.Get('acct_payable', period='y'),
expr.Get('notes_payable', period='y'),
expr.Before(expr.Get('acct_payable', period='y'), past_year=1),
expr.Before(expr.Get('notes_payable', period='y'),
past_year=1)), expr.Value(2)))
def net_profit_growth_pay_10_years_ratio():
'''10年净利润增长/10年资本开支比'''
return MetricsMeta(
'f_n_income_attr_p_pay_10_y.r',
expr.Div(
expr.Sub(
expr.Get('n_income_attr_p', period='y'),
expr.Before(expr.Get('n_income_attr_p', period='y'),
past_year=9)),
expr.Sum(expr.Get('c_pay_acq_const_fiolta', period='y'), [
expr.Before(expr.Get('c_pay_acq_const_fiolta', period='y'),
past_year=n) for n in range(1, 10)
])),
display='10年净利润增长与资本开支比')
def cashflow_free_pay_10_years_ratio():
'''10年自由现金流/10年资本开支比'''
return MetricsMeta(
'f_cashflow_free_pay_10_y.r',
expr.Div(
expr.Sum(expr.Get('f_cashflow_free_y'), [
expr.Before(expr.Get('f_cashflow_free_y'), past_year=n)
for n in range(1, 10)
]),
expr.Sum(expr.Get('c_pay_acq_const_fiolta', period='y'), [
expr.Before(expr.Get('c_pay_acq_const_fiolta', period='y'),
past_year=n) for n in range(1, 10)
])),
display='10年自由现金流与资本开支比')
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 adv_receipts_ave_y():
'''平均预收账款'''
return MetricsMeta(
'f_adv_receipts_ave_y',
expr.Div(
expr.Sum(
expr.Get('adv_receipts', period='y'),
expr.Before(expr.Get('adv_receipts', period='y'),
past_year=1)), expr.Value(2)))
def prepayment_ave_y():
'''平均预付账款'''
return MetricsMeta(
'f_prepayment_ave_y',
expr.Div(
expr.Sum(
expr.Get('prepayment', period='y'),
expr.Before(expr.Get('prepayment', period='y'), past_year=1)),
expr.Value(2)))
def inventroy_ave_y():
'''平均存货'''
return MetricsMeta(
'f_inventory_ave_y',
expr.Div(
expr.Sum(
expr.Get('inventories', period='y'),
expr.Before(expr.Get('inventories', period='y'), past_year=1)),
expr.Value(2)))
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 income_attr_p_ttm():
# 滚动净利润：最近连续4个季度
ttm_q3 = [expr.Before(expr.Get('n_income_attr_p',
increment=True,
var_type='f'),
past_quarter=i)
for i in range(1, 4)]
return MetricsMeta('f_income_attr_p_ttm',
expr.Sum(expr.Get('n_income_attr_p',
increment=True,
var_type='f'),
ttm_q3))
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 roe_ttm():
''' 年度ROE(加权平均)
根据中国证监会发布的《公开发行证券公司信息披露编报规则》第9号的通知的规定：加权平均净资产收益率(ROE)的计算公式如下：ROE= P/（E0 + NP÷2 + Ei×Mi÷M0 - Ej×Mj÷M0）
其中：
P为报告期利润；
NP为报告期净利润；
E0为期初净资产；
Ei为报告期发行新股或债转股等新增净资产；
Ej为报告期回购或现金分红等减少净资产；
M0为报告期月份数；
Mi为新增净资产下一月份起至报告期期末的月份数；
Mj为减少净资产下一月份起至报告期期末的月份数。
'''
return MetricsMeta('f_roe_ttm',
expr.Div(
expr.Get('f_income_attr_p_ttm'),
expr.Div(
expr.Sum(
expr.Get('total_hldr_eqy_exc_min_int'),
expr.Before(
expr.Get('total_hldr_eqy_exc_min_int'),
past_quarter=4)), expr.Value(2))),
display='ROE(滚动)')
def last_year_f_revenue_y_r_y2y():
return expr.Before(expr.Get('f_revenue_y.r_y2y'), past_year=1)
def roe_ge_15_pct_before_6_years():
return expr.Ge(
expr.Range(expr.Before(expr.Get('f_roe_y'), past_year=1),
year_count=6), expr.Value(0.15))
