How to use the zvt.domain.FinanceFactor function in zvt
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zvtvz / zvt / tests / test_finance.py View on Github 
'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 = fundamental.get_finance_factor(session=session, provider=Provider.EASTMONEY, return_type='domain',
codes=['000001'], end_timestamp='2018-09-30',
order=FinanceFactor.timestamp.desc())
assert len(correct_timestamps) == len(result)
timestamps = [to_time_str(item.timestamp) for item in result]
assert set(correct_timestamps) == set(timestamps)
latest: FinanceFactor = result[0]
assert latest.basic_eps == 1.14
assert latest.deducted_eps == 1.13
assert latest.diluted_eps == 1.14
assert latest.bps == 12.538
assert latest.capital_reserve_ps == 3.2886
assert latest.undistributed_profit_ps == 5.3566
assert latest.op_cash_flow_ps == -0.6587
assert latest.total_op_income == 86660000000
assert latest.net_profit == 20460000000
assert latest.deducted_net_profit == 20350000000
assert latest.op_income_growth_yoy == 0.0856'2014-03-31', '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 = get_finance_factor(session=session, provider='eastmoney', return_type='domain',
codes=['000001'], end_timestamp='2018-12-30',
order=FinanceFactor.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: FinanceFactor = result[0]
assert latest.basic_eps == 1.14
assert latest.deducted_eps == 1.13
assert latest.diluted_eps == 1.14
assert latest.bps == 12.538
assert latest.capital_reserve_ps == 3.2886
assert latest.undistributed_profit_ps == 5.3566
assert latest.op_cash_flow_ps == -0.6587
assert latest.total_op_income == 86660000000
assert latest.net_profit == 20460000000
assert latest.deducted_net_profit == 20350000000
assert latest.op_income_growth_yoy == 0.0856'2011-03-31', '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 = get_finance_factor(session=session, provider='eastmoney', return_type='domain',
codes=['000778'], end_timestamp='2018-12-30',
order=FinanceFactor.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: FinanceFactor = result[0]
assert latest.basic_eps == 0.4537
assert latest.diluted_eps == 0.4537
assert latest.bps == 5.0919
assert latest.capital_reserve_ps == 2.1769
assert latest.undistributed_profit_ps == 1.8132
assert latest.op_cash_flow_ps == 1.0148
assert latest.total_op_income == 31710000000
assert latest.gross_profit == 5491000000
assert latest.net_profit == 1811000000
assert latest.deducted_net_profit == 1897000000
assert latest.op_income_growth_yoy == -0.1024
assert latest.net_profit_growth_yoy == 1.2404
assert latest.deducted_net_profit_growth_yoy == 1.4813
assert latest.op_income_growth_qoq == 0.0408
assert latest.net_profit_growth_qoq == 0.2143provider=self.provider,
entity_id=entity.id,
order=self.data_schema.timestamp.asc(),
return_type='domain',
session=self.session,
filters=[self.data_schema.timestamp == self.data_schema.report_date,
self.data_schema.timestamp >= to_pd_timestamp('2005-01-01')])
if the_data_list:
if self.data_schema == FinanceFactor:
for the_data in the_data_list:
self.fill_timestamp_with_jq(entity, the_data)
else:
df = get_finance_factor(entity_id=entity.id,
columns=[FinanceFactor.timestamp, FinanceFactor.report_date, FinanceFactor.id],
filters=[FinanceFactor.timestamp != FinanceFactor.report_date,
FinanceFactor.timestamp >= to_pd_timestamp('2005-01-01'),
FinanceFactor.report_date >= the_data_list[0].report_date,
FinanceFactor.report_date <= the_data_list[-1].report_date, ])
if pd_is_not_null(df):
index_df(df, index='report_date')
for the_data in the_data_list:
if (df is not None) and (not df.empty) and the_data.report_date in df.index:
the_data.timestamp = df.at[the_data.report_date, 'timestamp']
self.logger.info(
'db fill {} {} timestamp:{} for report_date:{}'.format(self.data_schema, entity.id,
the_data.timestamp,
the_data.report_date))
self.session.commit()
else:
# self.logger.info(entity_ids: List[str] = None,
entity_type: str = 'stock',
exchanges: List[str] = ['sh', 'sz'],
codes: List[str] = None,
the_timestamp: Union[str, pd.Timestamp] = None,
start_timestamp: Union[str, pd.Timestamp] = '2005-01-01',
end_timestamp: Union[str, pd.Timestamp] = now_pd_timestamp(),
# 高roe,高现金流,低财务杠杆，有增长
columns: List = [FinanceFactor.roe,
FinanceFactor.op_income_growth_yoy,
FinanceFactor.net_profit_growth_yoy,
FinanceFactor.report_period,
FinanceFactor.op_net_cash_flow_per_op_income,
FinanceFactor.sales_net_cash_flow_per_op_income,
FinanceFactor.current_ratio,
FinanceFactor.debt_asset_ratio],
filters: List = [FinanceFactor.roe >= 0.02,
FinanceFactor.op_income_growth_yoy >= 0.05,
FinanceFactor.net_profit_growth_yoy >= 0.05,
FinanceFactor.op_net_cash_flow_per_op_income >= 0.1,
FinanceFactor.sales_net_cash_flow_per_op_income >= 0.3,
FinanceFactor.current_ratio >= 1,
FinanceFactor.debt_asset_ratio <= 0.5],
order: object = None,
limit: int = None,
provider: str = 'eastmoney',
level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY,
category_field: str = 'entity_id',
time_field: str = 'timestamp',
computing_window: int = None,
keep_all_timestamp: bool = True,
fill_method: str = 'ffill',def __init__(self,
entity_ids: List[str] = None,
entity_type: str = 'stock',
exchanges: List[str] = ['sh', 'sz'],
codes: List[str] = None,
the_timestamp: Union[str, pd.Timestamp] = None,
start_timestamp: Union[str, pd.Timestamp] = None,
end_timestamp: Union[str, pd.Timestamp] = None,
columns: List = [FinanceFactor.op_income_growth_yoy, FinanceFactor.net_profit_growth_yoy,
FinanceFactor.rota,
FinanceFactor.roe],
filters: List = None,
order: object = None,
limit: int = None,
provider: str = 'eastmoney',
level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY,
category_field: str = 'entity_id',
time_field: str = 'report_date',
trip_timestamp: bool = True,
auto_load: bool = True,
keep_all_timestamp: bool = False,
fill_method: str = 'ffill',
effective_number: int = 10,
depth_computing_method='ma',start_timestamp: Union[str, pd.Timestamp] = '2005-01-01',
end_timestamp: Union[str, pd.Timestamp] = now_pd_timestamp(),
# 高roe,高现金流,低财务杠杆，有增长
columns: List = [FinanceFactor.roe,
FinanceFactor.op_income_growth_yoy,
FinanceFactor.net_profit_growth_yoy,
FinanceFactor.report_period,
FinanceFactor.op_net_cash_flow_per_op_income,
FinanceFactor.sales_net_cash_flow_per_op_income,
FinanceFactor.current_ratio,
FinanceFactor.debt_asset_ratio],
filters: List = [FinanceFactor.roe >= 0.02,
FinanceFactor.op_income_growth_yoy >= 0.05,
FinanceFactor.net_profit_growth_yoy >= 0.05,
FinanceFactor.op_net_cash_flow_per_op_income >= 0.1,
FinanceFactor.sales_net_cash_flow_per_op_income >= 0.3,
FinanceFactor.current_ratio >= 1,
FinanceFactor.debt_asset_ratio <= 0.5],
order: object = None,
limit: int = None,
provider: str = 'eastmoney',
level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY,
category_field: str = 'entity_id',
time_field: str = 'timestamp',
computing_window: int = None,
keep_all_timestamp: bool = True,
fill_method: str = 'ffill',
effective_number: int = None,
transformer: Transformer = None,
accumulator: Accumulator = None,
persist_factor: bool = False,
dry_run: bool = False,def __init__(self,
data_schema=FinanceFactor,
entity_ids: List[str] = None,
entity_type: str = 'stock',
exchanges: List[str] = ['sh', 'sz'],
codes: List[str] = None,
the_timestamp: Union[str, pd.Timestamp] = None,
start_timestamp: Union[str, pd.Timestamp] = None,
end_timestamp: Union[str, pd.Timestamp] = None,
columns: List = None, filters: List = None,
order: object = None,
limit: int = None,
provider: str = 'eastmoney',
level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY,
category_field: str = 'entity_id',
time_field: str = 'timestamp',
computing_window: int = None,
keep_all_timestamp: bool = False,def __init__(self, data_schema=FinanceFactor,
entity_ids: List[str] = None,
entity_type: str = 'stock',
exchanges: List[str] = ['sh', 'sz'],
codes: List[str] = None,
the_timestamp: Union[str, pd.Timestamp] = None,
start_timestamp: Union[str, pd.Timestamp] = '2005-01-01',
end_timestamp: Union[str, pd.Timestamp] = now_pd_timestamp(),
# 高roe,高现金流,低财务杠杆，有增长
columns: List = [FinanceFactor.roe,
FinanceFactor.op_income_growth_yoy,
FinanceFactor.net_profit_growth_yoy,
FinanceFactor.report_period,
FinanceFactor.op_net_cash_flow_per_op_income,
FinanceFactor.sales_net_cash_flow_per_op_income,
FinanceFactor.current_ratio,
FinanceFactor.debt_asset_ratio],
filters: List = [FinanceFactor.roe >= 0.02,
FinanceFactor.op_income_growth_yoy >= 0.05,
FinanceFactor.net_profit_growth_yoy >= 0.05,
FinanceFactor.op_net_cash_flow_per_op_income >= 0.1,
FinanceFactor.sales_net_cash_flow_per_op_income >= 0.3,
FinanceFactor.current_ratio >= 1,
FinanceFactor.debt_asset_ratio <= 0.5],
order: object = None,
limit: int = None,def __init__(self, data_schema=FinanceFactor,
entity_ids: List[str] = None,
entity_type: str = 'stock',
exchanges: List[str] = ['sh', 'sz'],
codes: List[str] = None,
the_timestamp: Union[str, pd.Timestamp] = None,
start_timestamp: Union[str, pd.Timestamp] = '2005-01-01',
end_timestamp: Union[str, pd.Timestamp] = now_pd_timestamp(),
# 高roe,高现金流,低财务杠杆，有增长
columns: List = [FinanceFactor.roe,
FinanceFactor.op_income_growth_yoy,
FinanceFactor.net_profit_growth_yoy,
FinanceFactor.report_period,
FinanceFactor.op_net_cash_flow_per_op_income,
FinanceFactor.sales_net_cash_flow_per_op_income,
FinanceFactor.current_ratio,
FinanceFactor.debt_asset_ratio],
filters: List = [FinanceFactor.roe >= 0.02,
FinanceFactor.op_income_growth_yoy >= 0.05,
FinanceFactor.net_profit_growth_yoy >= 0.05,
FinanceFactor.op_net_cash_flow_per_op_income >= 0.1,
FinanceFactor.sales_net_cash_flow_per_op_income >= 0.3,
FinanceFactor.current_ratio >= 1,
FinanceFactor.debt_asset_ratio <= 0.5],
order: object = None,
limit: int = None,
provider: str = 'eastmoney',zvt
unified,modular quant framework for human beings
Package Health Score
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