def load_data(cls, date, code_list=None):
print("Downloading data ...")
tuple_str = "("
for s in report_period_generator(period=32, date=date):
tuple_str += "'" + s + "',"
tuple_str = tuple_str[:-1]
tuple_str += ")"
sql = '''
SELECT
S_INFO_WINDCODE,
REPORT_PERIOD,
ACTUAL_ANN_DT,
STATEMENT_TYPE,
NET_PROFIT_EXCL_MIN_INT_INC AS net_income,
TOT_OPER_REV AS total_revenue,
OPER_REV AS revenue,
TOT_OPER_COST AS total_opcost,
LESS_OPER_COST AS operating_cost,
LESS_SELLING_DIST_EXP AS sale_expense,
LESS_GERL_ADMIN_EXP AS management_expense,
RD_EXPENSE AS research_expense,
LESS_FIN_EXP AS financial_expense,
OPER_PROFIT AS operating_profit
FROM
wind.ASHAREINCOME
WHERE
SUBSTR(S_INFO_WINDCODE, 1, 1) != 'A'
AND STATEMENT_TYPE in (408001000, 408004000, 408005000, 408050000)
AND REPORT_PERIOD in {0}
AND ACTUAL_ANN_DT <= {1}
'''.format(tuple_str, date)
df = db.query_by_SQL("wind", sql)
return df, date
def load_data(cls, date, code_list=None):
print("Downloading data ...")
tuple_str = "("
for s in report_period_generator(period=32, date=date):
tuple_str += "'" + s + "',"
tuple_str = tuple_str[:-1]
tuple_str += ")"
sql = '''
SELECT
S_INFO_WINDCODE,
REPORT_PERIOD,
ACTUAL_ANN_DT,
STATEMENT_TYPE,
NET_CASH_FLOWS_OPER_ACT AS operating_cashflow,
STOT_CASH_INFLOWS_OPER_ACT AS operating_cashinflow,
STOT_CASH_OUTFLOWS_OPER_ACT AS operating_cashoutflow,
STOT_CASH_INFLOWS_INV_ACT AS investment_cashinflow,
STOT_CASH_OUTFLOWS_INV_ACT AS investment_cashoutflow,
NET_CASH_FLOWS_INV_ACT AS investment_cashflow,
STOT_CASH_INFLOWS_FNC_ACT AS finance_cashinflow,
STOT_CASH_OUTFLOWS_FNC_ACT AS finance_cashoutflow,
NET_CASH_FLOWS_FNC_ACT AS finance_cashflow
FROM
wind.ASHARECASHFLOW
WHERE
SUBSTR(S_INFO_WINDCODE, 1, 1) != 'A'
AND STATEMENT_TYPE in (408001000, 408004000, 408005000, 408050000)
AND REPORT_PERIOD in {0}
AND ACTUAL_ANN_DT <= {1}
'''.format(tuple_str, date)
df = db.query_by_SQL("wind", sql)
pd.set_option("display.max_columns", None)
return df, date
def get_listed_stocks():
sql = '''
SELECT
S_INFO_WINDCODE
FROM
wind.ASHAREDESCRIPTION
WHERE
S_INFO_DELISTDATE IS NULL
AND substr( S_INFO_WINDCODE, 1, 1 ) != 'A'
'''
stock_list_df = __db.query_by_SQL("wind", sql)
return stock_list_df
def load_data(cls, date, code_list=None):
print("Downloading data ...")
tuple_str = "("
for s in report_period_generator(period=32, date=date):
tuple_str += "'" + s + "',"
tuple_str = tuple_str[:-1]
tuple_str += ")"
sql = '''
SELECT
S_INFO_WINDCODE,
REPORT_PERIOD,
ACTUAL_ANN_DT,
STATEMENT_TYPE,
TOT_ASSETS AS total_assets,
TOT_SHRHLDR_EQY_EXCL_MIN_INT AS total_equities_exc_min,
TOT_SHRHLDR_EQY_INCL_MIN_INT AS total_equities_inc_min,
TOT_NON_CUR_LIAB AS noncur_liabilities,
TOT_LIAB AS total_liabilities,
LT_BORROW AS longterm_loan,
BONDS_PAYABLE AS bonds_payable,
LT_PAYABLE AS longterm_payable,
OTHER_EQUITY_TOOLS_P_SHR AS preferred_stock,
MONETARY_CAP AS cash,
TRADABLE_FIN_ASSETS AS tradable_financialasset,
NOTES_RCV AS notes_receiveable,
ACCT_RCV AS accounts_receivable,
INVENTORIES AS inventory,
FIX_ASSETS AS fixed_asset,
CONST_IN_PROG AS construction_inprogress,
INTANG_ASSETS AS intangible_asset,
R_AND_D_COSTS AS development_expenditure,
GOODWILL AS goodwill,
NOTES_PAYABLE AS notes_payable,
ACCT_PAYABLE AS accounts_payable
FROM
wind.ASHAREBALANCESHEET
WHERE
SUBSTR(S_INFO_WINDCODE, 1, 1) != 'A'
AND STATEMENT_TYPE in (408001000, 408004000, 408005000, 408050000)
AND REPORT_PERIOD in {0}
AND ACTUAL_ANN_DT <= {1}
'''.format(tuple_str, date)
df = db.query_by_SQL("wind", sql)
return df, date
from common.logger import log, default_logger_decorator, operator_logger_decorator
from common.sys_config import conf_dict
from common import db
#默认加载交易日历
calendar = db.query_by_SQL(
'wind',
r"select TRADE_DAYS as trade_date from wind.AShareCalendar where S_INFO_EXCHMARKET='SZSE' and TRADE_DAYS>='20000101' order by TRADE_DAYS"
)['trade_date']
