def record(self, entity, start, end, size, timestamps):
for timestamp in timestamps:
the_date = to_time_str(timestamp)
result = get_holders(code=entity.code, end_date=the_date)
if result:
holders = []
new_actors = []
for item in result:
# 机构
if item['IS_HOLDORG'] == '1':
domains: List[ActorMeta] = ActorMeta.query_data(filters=[ActorMeta.code == item['HOLDER_CODE']],
return_type='domain')
if not domains:
actor_type = ActorType.corporation.value
actor = ActorMeta(entity_id=f'{actor_type}_cn_{item["HOLDER_CODE"]}',
id=f'{actor_type}_cn_{item["HOLDER_CODE"]}',
entity_type=actor_type,
exchange='cn',
code=item["HOLDER_CODE"],
name=item["HOLDER_NAME"])
else:
actor = domains[0]
else:
actor_type = ActorType.individual.value
actor = ActorMeta(entity_id=f'{actor_type}_cn_{item["HOLDER_NAME"]}',
id=f'{actor_type}_cn_{item["HOLDER_NAME"]}',
entity_type=actor_type,
exchange='cn',
code=item["HOLDER_NAME"],
name=item["HOLDER_NAME"])
new_actors.append(actor.__dict__)
holder = {'id': f'{entity.entity_id}_{the_date}_{actor.entity_id}',
'entity_id': entity.entity_id,
'timestamp': timestamp,
'code': entity.code,
'name': entity.name,
'actor_id': actor.entity_id,
'actor_type': actor.entity_type,
'actor_code': actor.code,
'actor_name': actor.name,
'report_date': timestamp,
'report_period': to_report_period_type(timestamp),
'holding_numbers': item['HOLD_NUM'],
'holding_ratio': value_to_pct(item['HOLD_NUM_RATIO'], default=0)}
holders.append(holder)
if holders:
df = pd.DataFrame.from_records(holders)
df_to_db(data_schema=self.data_schema, df=df, provider=self.provider,
force_update=True)
if new_actors:
df = pd.DataFrame.from_records(new_actors)
df_to_db(data_schema=ActorMeta, df=df, provider=self.provider,
force_update=False)
def record(self, entity, start, end, size, timestamps):
for timestamp in timestamps:
the_date = to_time_str(timestamp)
self.logger.info(f"to {entity.code} {the_date}")
for actor_type in ActorType:
if actor_type == ActorType.private_equity or actor_type == ActorType.individual:
continue
result = get_ii_holder(
code=entity.code, report_date=the_date, org_type=actor_type_to_org_type(actor_type)
)
if result:
holders = [
{
"id": f'{entity.entity_id}_{the_date}_{actor_type.value}_cn_{item["HOLDER_CODE"]}',
"entity_id": entity.entity_id,
"timestamp": timestamp,
"code": entity.code,
"name": entity.name,
"actor_id": f'{actor_type.value}_cn_{item["HOLDER_CODE"]}',
"actor_type": actor_type.value,
"actor_code": item["HOLDER_CODE"],
"actor_name": f'{item["HOLDER_NAME"]}',
"report_date": timestamp,
"report_period": to_report_period_type(timestamp),
"holding_numbers": item["TOTAL_SHARES"],
"holding_ratio": value_to_pct(item["FREESHARES_RATIO"], 0),
"holding_values": item["HOLD_VALUE"],
}
for item in result
]
df = pd.DataFrame.from_records(holders)
df_to_db(
data_schema=self.data_schema,
df=df,
provider=self.provider,
force_update=True,
drop_duplicates=True,
)
# save the actors
actors = [
{
"id": f'{actor_type.value}_cn_{item["HOLDER_CODE"]}',
"entity_id": f'{actor_type.value}_cn_{item["HOLDER_CODE"]}',
"entity_type": actor_type.value,
"exchange": "cn",
"code": item["HOLDER_CODE"],
"name": f'{item["HOLDER_NAME"]}',
}
for item in result
]
df1 = pd.DataFrame.from_records(actors)
df_to_db(
data_schema=ActorMeta, df=df1, provider=self.provider, force_update=False, drop_duplicates=True
)
def to_jq_report_period(timestamp):
the_date = to_pd_timestamp(timestamp)
report_period = to_report_period_type(timestamp)
if report_period == ReportPeriod.year.value:
return "{}".format(the_date.year)
if report_period == ReportPeriod.season1.value:
return "{}q1".format(the_date.year)
if report_period == ReportPeriod.half_year.value:
return "{}q2".format(the_date.year)
if report_period == ReportPeriod.season3.value:
return "{}q3".format(the_date.year)
assert False
def record(self, entity, start, end, size, timestamps):
for timestamp in timestamps:
the_date = to_time_str(timestamp)
self.logger.info(f'to {entity.code} {the_date}')
for actor_type in ActorType:
if actor_type == ActorType.private_equity or actor_type == ActorType.individual:
continue
result = get_ii_summary(
code=entity.code,
report_date=the_date,
org_type=actor_type_to_org_type(actor_type))
if result:
summary_list = [{
'id':
f'{entity.entity_id}_{the_date}_{actor_type.value}',
'entity_id':
entity.entity_id,
'timestamp':
timestamp,
'code':
entity.code,
'name':
entity.name,
'actor_type':
actor_type.value,
'actor_count':
item['TOTAL_ORG_NUM'],
'report_date':
timestamp,
'report_period':
to_report_period_type(timestamp),
'change_ratio':
value_to_pct(item['CHANGE_RATIO'], default=1),
'is_complete':
item['IS_COMPLETE'],
'holding_numbers':
item['TOTAL_FREE_SHARES'],
'holding_ratio':
value_to_pct(item['TOTAL_SHARES_RATIO'], default=0),
'holding_values':
item['TOTAL_MARKET_CAP']
} for item in result]
df = pd.DataFrame.from_records(summary_list)
df_to_db(data_schema=self.data_schema,
df=df,
provider=self.provider,
force_update=True,
drop_duplicates=True)
def record(self, entity, start, end, size, timestamps):
for timestamp in timestamps:
the_date = to_time_str(timestamp)
self.logger.info(f"to {entity.code} {the_date}")
for actor_type in ActorType:
if actor_type == ActorType.private_equity or actor_type == ActorType.individual:
continue
result = get_ii_summary(
code=entity.code, report_date=the_date, org_type=actor_type_to_org_type(actor_type)
)
if result:
summary_list = [
{
"id": f"{entity.entity_id}_{the_date}_{actor_type.value}",
"entity_id": entity.entity_id,
"timestamp": timestamp,
"code": entity.code,
"name": entity.name,
"actor_type": actor_type.value,
"actor_count": item["TOTAL_ORG_NUM"],
"report_date": timestamp,
"report_period": to_report_period_type(timestamp),
"change_ratio": value_to_pct(item["CHANGE_RATIO"], default=1),
"is_complete": item["IS_COMPLETE"],
"holding_numbers": item["TOTAL_FREE_SHARES"],
"holding_ratio": value_to_pct(item["TOTAL_SHARES_RATIO"], default=0),
"holding_values": item["TOTAL_MARKET_CAP"],
}
for item in result
]
df = pd.DataFrame.from_records(summary_list)
df_to_db(
data_schema=self.data_schema,
df=df,
provider=self.provider,
force_update=True,
drop_duplicates=True,
)
def record(self, entity, start, end, size, timestamps):
for timestamp in timestamps:
the_date = to_time_str(timestamp)
self.logger.info(f'to {entity.code} {the_date}')
for actor_type in ActorType:
if actor_type == ActorType.private_equity or actor_type == ActorType.individual:
continue
result = get_ii_holder(
code=entity.code,
report_date=the_date,
org_type=actor_type_to_org_type(actor_type))
if result:
holders = [{
'id':
f'{entity.entity_id}_{the_date}_{actor_type.value}_cn_{item["HOLDER_CODE"]}',
'entity_id':
entity.entity_id,
'timestamp':
timestamp,
'code':
entity.code,
'name':
entity.name,
'actor_id':
f'{actor_type.value}_cn_{item["HOLDER_CODE"]}',
'actor_type':
actor_type.value,
'actor_code':
item["HOLDER_CODE"],
'actor_name':
f'{item["HOLDER_NAME"]}',
'report_date':
timestamp,
'report_period':
to_report_period_type(timestamp),
'holding_numbers':
item['TOTAL_SHARES'],
'holding_ratio':
value_to_pct(item['FREESHARES_RATIO'], 0),
'holding_values':
item['HOLD_VALUE']
} for item in result]
df = pd.DataFrame.from_records(holders)
df_to_db(data_schema=self.data_schema,
df=df,
provider=self.provider,
force_update=True,
drop_duplicates=True)
# save the actors
actors = [{
'id': f'{actor_type.value}_cn_{item["HOLDER_CODE"]}',
'entity_id':
f'{actor_type.value}_cn_{item["HOLDER_CODE"]}',
'entity_type': actor_type.value,
'exchange': 'cn',
'code': item["HOLDER_CODE"],
'name': f'{item["HOLDER_NAME"]}'
} for item in result]
df1 = pd.DataFrame.from_records(actors)
df_to_db(data_schema=ActorMeta,
df=df1,
provider=self.provider,
force_update=False,
drop_duplicates=True)
def record(self, entity, start, end, size, timestamps):
for timestamp in timestamps:
the_date = to_time_str(timestamp)
result = get_holders(code=entity.code, end_date=the_date)
if result:
holders = []
new_actors = []
for item in result:
# 机构
if item["IS_HOLDORG"] == "1":
domains: List[ActorMeta] = ActorMeta.query_data(
filters=[ActorMeta.code == item["HOLDER_CODE"]],
return_type="domain")
if not domains:
actor_type = ActorType.corporation.value
actor = ActorMeta(
entity_id=
f'{actor_type}_cn_{item["HOLDER_CODE"]}',
id=f'{actor_type}_cn_{item["HOLDER_CODE"]}',
entity_type=actor_type,
exchange="cn",
code=item["HOLDER_CODE"],
name=item["HOLDER_NAME"],
)
else:
actor = domains[0]
else:
actor_type = ActorType.individual.value
actor = ActorMeta(
entity_id=f'{actor_type}_cn_{item["HOLDER_NAME"]}',
id=f'{actor_type}_cn_{item["HOLDER_NAME"]}',
entity_type=actor_type,
exchange="cn",
code=item["HOLDER_NAME"],
name=item["HOLDER_NAME"],
)
new_actors.append(actor.__dict__)
holder = {
"id":
f"{entity.entity_id}_{the_date}_{actor.entity_id}",
"entity_id":
entity.entity_id,
"timestamp":
timestamp,
"code":
entity.code,
"name":
entity.name,
"actor_id":
actor.entity_id,
"actor_type":
actor.entity_type,
"actor_code":
actor.code,
"actor_name":
actor.name,
"report_date":
timestamp,
"report_period":
to_report_period_type(timestamp),
"holding_numbers":
item["HOLD_NUM"],
"holding_ratio":
value_to_pct(item["HOLD_NUM_RATIO"], default=0),
}
holders.append(holder)
if holders:
df = pd.DataFrame.from_records(holders)
df_to_db(data_schema=self.data_schema,
df=df,
provider=self.provider,
force_update=True)
if new_actors:
df = pd.DataFrame.from_records(new_actors)
df_to_db(data_schema=ActorMeta,
df=df,
provider=self.provider,
force_update=False)
def record(self, entity, start, end, size, timestamps):
for timestamp in timestamps:
the_date = to_time_str(timestamp)
result = get_free_holders(code=entity.code, end_date=the_date)
if result:
holders = []
new_actors = []
for item in result:
# {'END_DATE': '2021-03-31 00:00:00',
# 'FREE_HOLDNUM_RATIO': 0.631949916991,
# 'FREE_RATIO_QOQ': '-5.33046217',
# 'HOLDER_CODE': '161606',
# 'HOLDER_CODE_OLD': '161606',
# 'HOLDER_NAME': '交通银行-融通行业景气证券投资基金',
# 'HOLDER_RANK': 10,
# 'HOLD_NUM': 39100990,
# 'IS_HOLDORG': '1',
# 'SECUCODE': '000338.SZ'}
# 机构
if item["IS_HOLDORG"] == "1":
domains: List[ActorMeta] = ActorMeta.query_data(
filters=[ActorMeta.code == item["HOLDER_CODE"]],
return_type="domain")
if not domains:
actor_type = ActorType.corporation.value
actor = ActorMeta(
entity_id=
f'{actor_type}_cn_{item["HOLDER_CODE"]}',
id=f'{actor_type}_cn_{item["HOLDER_CODE"]}',
entity_type=actor_type,
exchange="cn",
code=item["HOLDER_CODE"],
name=item["HOLDER_NAME"],
)
else:
actor = domains[0]
else:
actor_type = ActorType.individual.value
actor = ActorMeta(
entity_id=f'{actor_type}_cn_{item["HOLDER_NAME"]}',
id=f'{actor_type}_cn_{item["HOLDER_NAME"]}',
entity_type=actor_type,
exchange="cn",
code=item["HOLDER_NAME"],
name=item["HOLDER_NAME"],
)
new_actors.append(actor.__dict__)
holder = {
"id":
f"{entity.entity_id}_{the_date}_{actor.entity_id}",
"entity_id":
entity.entity_id,
"timestamp":
timestamp,
"code":
entity.code,
"name":
entity.name,
"actor_id":
actor.entity_id,
"actor_type":
actor.entity_type,
"actor_code":
actor.code,
"actor_name":
actor.name,
"report_date":
timestamp,
"report_period":
to_report_period_type(timestamp),
"holding_numbers":
item["HOLD_NUM"],
"holding_ratio":
value_to_pct(item["FREE_HOLDNUM_RATIO"], 0),
}
holders.append(holder)
if holders:
df = pd.DataFrame.from_records(holders)
df_to_db(data_schema=self.data_schema,
df=df,
provider=self.provider,
force_update=True)
if new_actors:
df = pd.DataFrame.from_records(new_actors)
df_to_db(data_schema=ActorMeta,
df=df,
provider=self.provider,
force_update=False)