def get_income_data(provider: Provider, sleep, desc, pc, lock, region,
batch):
# 收益表
IncomeStatement.record_data(provider=provider,
share_para=(desc, pc, lock, True, region),
sleeping_time=sleep,
batch_size=batch)
def risky_company(region: Region,
the_date=None,
income_yoy=-0.1,
profit_yoy=-0.1,
entity_ids=None):
if not the_date:
the_date = to_pd_timestamp(now_time_str(region))
codes = []
start_timestamp = to_pd_timestamp(the_date) - datetime.timedelta(130)
# 营收降，利润降,流动比率低，速动比率低
finance_filter = or_(FinanceFactor.op_income_growth_yoy < income_yoy,
FinanceFactor.net_profit_growth_yoy <= profit_yoy,
FinanceFactor.current_ratio < 0.7,
FinanceFactor.quick_ratio < 0.5)
df = FinanceFactor.query_data(region=region,
entity_ids=entity_ids,
start_timestamp=start_timestamp,
filters=[finance_filter],
columns=['code'])
if pd_is_not_null(df):
codes = codes + df.code.tolist()
# 高应收，高存货，高商誉
balance_filter = (BalanceSheet.accounts_receivable + BalanceSheet.inventories + BalanceSheet.goodwill) \
> BalanceSheet.total_equity
df = BalanceSheet.query_data(region=region,
entity_ids=entity_ids,
start_timestamp=start_timestamp,
filters=[balance_filter],
columns=['code'])
if pd_is_not_null(df):
codes = codes + df.code.tolist()
# 应收>利润*1/2
df1 = BalanceSheet.query_data(
region=region,
entity_ids=entity_ids,
start_timestamp=start_timestamp,
columns=[BalanceSheet.code, BalanceSheet.accounts_receivable])
if pd_is_not_null(df1):
df1.drop_duplicates(subset='code', keep='last', inplace=True)
df1 = df1.set_index('code', drop=True).sort_index()
df2 = IncomeStatement.query_data(
region=region,
entity_ids=entity_ids,
start_timestamp=start_timestamp,
columns=[IncomeStatement.code, IncomeStatement.net_profit])
if pd_is_not_null(df2):
df2.drop_duplicates(subset='code', keep='last', inplace=True)
df2 = df2.set_index('code', drop=True).sort_index()
if pd_is_not_null(df1) and pd_is_not_null(df2):
codes = codes + df1[df1.accounts_receivable > df2.net_profit /
2].index.tolist()
return list(set(codes))
def test_000001_income_statement():
correct_timestamps = [
'2018-09-30', '2018-06-30', '2018-03-31', '2017-12-31', '2017-09-30',
'2017-06-30', '2017-03-31', '2016-12-31', '2016-09-30', '2016-06-30',
'2016-03-31', '2015-12-31', '2015-09-30', '2015-06-30', '2015-03-31',
'2014-12-31', '2014-09-30', '2014-06-30', '2014-03-31', '2013-12-31',
'2013-09-30', '2013-06-30', '2013-03-31', '2012-12-31', '2012-09-30',
'2012-06-30', '2012-03-31', '2011-12-31', '2011-09-30', '2011-06-30',
'2011-03-31', '2010-12-31', '2010-09-30', '2010-06-30', '2010-03-31',
'2009-12-31', '2009-09-30', '2009-06-30', '2009-03-31', '2008-12-31',
'2008-09-30', '2008-06-30', '2008-03-31', '2007-12-31', '2007-09-30',
'2007-06-30', '2007-03-31', '2006-12-31', '2006-09-30', '2006-06-30',
'2006-03-31', '2005-12-31', '2005-09-30', '2005-06-30', '2005-03-31',
'2004-12-31', '2004-09-30', '2004-06-30', '2004-03-31', '2003-12-31',
'2003-09-30', '2003-06-30', '2003-03-31', '2002-12-31', '2002-09-30',
'2002-06-30', '2002-03-31', '2001-12-31', '2001-09-30', '2001-06-30',
'2001-03-31', '2000-12-31', '2000-06-30', '1999-12-31', '1999-06-30',
'1998-12-31', '1998-06-30', '1997-12-31', '1997-06-30', '1996-12-31',
'1996-06-30', '1995-12-31', '1995-06-30', '1994-12-31', '1994-06-30',
'1993-12-31', '1993-06-30', '1992-12-31', '1991-12-31', '1990-12-31',
'1989-12-31'
]
result = IncomeStatement.query_data(
region=Region.CHN,
session=session,
provider=Provider.EastMoney,
return_type='domain',
codes=['000001'],
end_timestamp='2018-12-30',
order=IncomeStatement.report_date.desc(),
time_field='report_date')
assert len(correct_timestamps) == len(result)
timestamps = [to_time_str(item.report_date) for item in result]
assert set(correct_timestamps) == set(timestamps)
latest: IncomeStatement = result[0]
assert latest.operating_income == 86660000000
assert latest.fi_net_interest_income == 54530000000
assert latest.fi_interest_income == 121700000000
assert latest.fi_interest_expenses == 67130000000
assert latest.fi_net_incomes_from_fees_and_commissions == 23710000000
assert latest.fi_incomes_from_fees_and_commissions == 28920000000
assert latest.fi_expenses_for_fees_and_commissions == 5218000000
assert latest.investment_income == 7099000000
assert latest.fi_income_from_fair_value_change == 1047000000
assert latest.fi_income_from_exchange == -40000000
assert latest.fi_other_income == 144000000
assert latest.operating_costs == 26430000000
assert latest.business_taxes_and_surcharges == 847000000
assert latest.fi_operate_and_manage_expenses == 25580000000
assert latest.operating_profit == 26610000000
assert latest.non_operating_income == 14000000
assert latest.non_operating_costs == 62000000
assert latest.total_profits == 26570000000
def test_000778_income_statement():
correct_timestamps = [
'2018-09-30', '2018-06-30', '2018-03-31', '2017-12-31', '2017-09-30',
'2017-06-30', '2017-03-31', '2016-12-31', '2016-09-30', '2016-06-30',
'2016-03-31', '2015-12-31', '2015-09-30', '2015-06-30', '2015-03-31',
'2014-12-31', '2014-09-30', '2014-06-30', '2014-03-31', '2013-12-31',
'2013-09-30', '2013-06-30', '2013-03-31', '2012-12-31', '2012-09-30',
'2012-06-30', '2012-03-31', '2011-12-31', '2011-09-30', '2011-06-30',
'2011-03-31', '2010-12-31', '2010-09-30', '2010-06-30', '2010-03-31',
'2009-12-31', '2009-09-30', '2009-06-30', '2009-03-31', '2008-12-31',
'2008-09-30', '2008-06-30', '2008-03-31', '2007-12-31', '2007-09-30',
'2007-06-30', '2007-03-31', '2006-12-31', '2006-09-30', '2006-06-30',
'2006-03-31', '2005-12-31', '2005-09-30', '2005-06-30', '2005-03-31',
'2004-12-31', '2004-09-30', '2004-06-30', '2004-03-31', '2003-12-31',
'2003-09-30', '2003-06-30', '2003-03-31', '2002-12-31', '2002-09-30',
'2002-06-30', '2002-03-31', '2001-12-31', '2001-06-30', '2000-12-31',
'2000-06-30', '1999-12-31', '1999-06-30', '1998-12-31', '1998-06-30',
'1997-12-31', '1997-06-30', '1996-12-31', '1995-12-31', '1994-12-31'
]
result = IncomeStatement.query_data(
session=session,
provider='eastmoney',
return_type='domain',
codes=['000778'],
end_timestamp='2018-12-30',
order=IncomeStatement.report_date.desc(),
time_field='report_date')
assert len(correct_timestamps) == len(result)
timestamps = [to_time_str(item.report_date) for item in result]
assert set(correct_timestamps) == set(timestamps)
latest: IncomeStatement = result[0]
assert latest.operating_income == 31710000000
assert latest.total_operating_costs == 29230000000
assert latest.operating_costs == 26220000000
assert latest.rd_costs == 185500000
assert latest.net_change_in_insurance_contract_reserves == 0
assert latest.business_taxes_and_surcharges == 359700000
assert latest.sales_costs == 771400000
assert latest.managing_costs == 472900000
assert latest.financing_costs == 397500000
assert latest.assets_devaluation == 824400000
assert latest.investment_income == 104100000
assert latest.investment_income_from_related_enterprise == 61290000
assert latest.operating_profit == 2637000000
assert latest.non_operating_income == 38340000
assert latest.non_operating_costs == 221700000
assert latest.total_profits == 2454000000
assert latest.tax_expense == 579600000
assert latest.net_profit == 1874000000
assert latest.net_profit_as_parent == 1811000000
assert latest.net_profit_as_minority_interest == 63570000
assert latest.deducted_net_profit == 1897000000
assert latest.eps == 0.4537
assert latest.diluted_eps == 0.4537
assert latest.other_comprehensive_income == -521000000
assert latest.other_comprehensive_income_as_parent == -522400000
assert latest.other_comprehensive_income_as_minority_interest == 1403000
assert latest.total_comprehensive_income == 1353000000
assert latest.total_comprehensive_income_as_parent == 1288000000
assert latest.total_comprehensive_income_as_minority_interest == 64980000
],
columns=["pledge_total_ratio", "start_date", "end_date", "code"],
codes=risk_stock_list,
)
# 应收账款 000568
BalanceSheetData = BalanceSheet.query_data(
filters=[BalanceSheet.report_period == "year"],
columns=["accounts_receivable", "report_date", "code"],
codes=risk_stock_list,
end_timestamp=risk_end,
)
# 营业收入
IncomeStatementData = IncomeStatement.query_data(
filters=[IncomeStatement.report_period == "year"],
columns=["operating_income", "report_date", "code"],
codes=risk_stock_list,
end_timestamp=risk_end,
)
HolderTradingData = HolderTrading.query_data(
filters=[HolderTrading.holder_direction == "减持"],
codes=risk_stock_list,
start_timestamp=risk_start,
end_timestamp=risk_end,
provider="emquantapi",
)
risk_reason_1 = pd.DataFrame()
ranks = [
name for name in risk_stock_list
if not risk_model(name, risk_end, EquityPledgeData, BalanceSheetData,
IncomeStatementData, HolderTradingData)[0]