# coding :utf-8
#
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# Copyright (c) 2016-2019 XuHaiJiang/QFF
#
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"""
从数据库中查询年报、季报数据
"""
import pandas as pd
import datetime
from typing import Dict, Optional
from dateutil.relativedelta import relativedelta
from qff.tools.mongo import DATABASE
from qff.tools.date import (
util_date_valid,
get_pre_trade_day,
is_trade_day,
get_real_trade_date,
get_trade_days,
date_to_int,
int_to_date
)
from qff.tools.logs import log
from qff.frame.context import context
from qff.frame.const import RUN_TYPE, RUN_STATUS
from qff.tools.utils import util_code_tolist
[文档]def get_fundamentals(filter, projection=None, date=None, report_date=None):
# type: (Optional[Dict], Optional[Dict], Optional[str], Optional[str]) -> Optional[pd.DataFrame]
"""
根据mongodb语法查询财务数据
详细的财务数据表及字段描述请见 :ref:`db_finance`
* 输入date时, 查询指定日期date收盘后所能看到的最近的数据,我们会查找上市公司在这个日期之前(包括此日期)发布的数据, 不会有未来函数.
* 输入report_date, 查询 report_date 指定的季度或者年份的财务数。
* **参数report_date和date二选一，同时输入,则report_date有效。**
* **注意：不支持2000年之前的查询**
:param filter: 查询条件字典，按pymongo格式输入
:param projection: 你需要查询的字段列表，按pymongo格式输入
:param date: 查询日期, 一个字符串(格式类似'2015-10-15')，可以是None, 使用默认日期. 这个默认日期在回测时，
等于 context.current_dt 的前一天。在实盘时，为当前最新日期，一般是昨天。
:param report_date: 财报统计的季度或者年份, 一个字符串, 有两种格式:
* 季度: 格式是: 年 + 'q' + 季度序号, 例如: '2015q1', '2013q4'.
* 年份: 格式就是年份的数字, 例如: '2015', '2016'.
:return: 返回一个 [pandas.DataFrame], 每一行对应数据库返回的每一行, 列索引是你查询的所有字段
:example:
::
# 策略在开盘前选择净利润增长率大于30%的股票
def before_trading_start(context):
filter = {'f184' : {"$gt": 0.3}}
df = get_fundamentals(filter=filter, projection={'f184': 1}, date=context.previous_date)
g.security = df['code'].to_list()
"""
if filter is None:
filter = {}
elif not isinstance(filter, dict):
log.error("参数filter不合法！")
return None
if projection is None:
projection = {"_id": 0}
elif isinstance(projection, dict):
prefix = {
"_id": 0,
"code": 1,
"report_date": 1,
"f314": 1 # 财报公告日期
}
projection = dict(**prefix, **projection)
else:
log.error("参数projection不合法！")
return None
rd_list = ["-03-31", "-06-30", "-09-30", "-12-31"]
if report_date is not None:
if isinstance(report_date, str) and len(report_date) == 4 and report_date.isdigit():
rd = report_date + "-12-31"
elif isinstance(report_date, str) and len(report_date) == 6 and report_date[:4].isdigit() \
and report_date[4] == 'q' and report_date[-1] in ["1", "2", "3", "4"]:
rd = report_date[:4] + rd_list[int(report_date[-1]) - 1]
else:
log.error("参数report_date不合法！")
return None
filter['report_date'] = date_to_int(rd)
else:
if date is None:
if context.run_type == RUN_TYPE.BACK_TEST and context.status == RUN_STATUS.RUNNING:
end = context.previous_date
else:
today = datetime.date.today()
end = (today - relativedelta(days=1)).strftime('%Y-%m-%d')
elif util_date_valid(date) and date > '2000-01-01':
end = date
else:
log.error("参数date不合法！")
return None
# 三季报一般在10月中下旬，年报一般在4月下旬，则最长财报间隔在6-7个月。
start = (datetime.datetime.strptime(end, '%Y-%m-%d') - relativedelta(months=8)).strftime('%Y-%m-%d')
if start < '2000-01-01':
start = '2000-01-01'
filter['f314'] = {
"$lte": date_to_int(end[2:]),
"$gte": date_to_int(start[2:])
}
coll = DATABASE.report
cursor = coll.find(filter=filter, projection=projection)
db_data = pd.DataFrame([item for item in cursor])
if len(db_data) < 1:
log.error("get_fundamentals未查询到数据")
return None
rtn: pd.DataFrame = db_data.sort_values('report_date', ascending=False).groupby('code', as_index=False).first()
rtn = rtn.reset_index(drop=True).sort_values(['code', 'report_date'])
rtn.insert(2, 'pub_date', rtn['f314'].apply(int_to_date))
rtn.drop(columns=['f314'], inplace=True)
return rtn
[文档]def get_financial_data(code, fields=None, date=None, report_date=None):
# type: (Optional[list, str], Optional[list], Optional[str], Optional[str]) -> Optional[pd.DataFrame]
"""
查询多只股票给定日期的财务数据
* 输入date时, 查询指定日期date收盘后所能看到的最近的数据,我们会查找上市公司在这个日期之前(包括此日期)发布的数据, 不会有未来函数.
* 输入report_date, 查询 report_date 指定的季度或者年份的财务数。
* **参数report_date和date二选一，同时输入,则report_date有效。**
* **注意：不支持2000年之前的查询**
:param code: 一支股票代码或者一个股票代码的list，None表示所有股票代码
:param fields: 返回的财务数据字段list，'001'-'580',None表示所有财务指标,详细的财务数据表及字段描述请见 :ref:`db_finance`
:param date: 查询日期, 一个字符串(格式类似'2015-10-15')，可以是None, 使用默认日期. 这个默认日期在回测时，
等于 context.current_dt 的前一天。在实盘时，为当前最新日期，一般是昨天。
:param report_date: 财报统计的季度或者年份, 一个字符串, 有两种格式:
* 季度: 格式是: 年 + 'q' + 季度序号, 例如: '2015q1', '2013q4'.
* 年份: 格式就是年份的数字, 例如: '2015', '2016'.
:return:返回一个 [pandas.DataFrame], 每一行对应数据库返回的每一行, 列名是输入的field字段信息
:example:
::
# 获取股票'000001'和'601567'的每股收益、扣非每股收益及净利润
df = get_financial_data(['000001', '601567'], ['f001', 'f002', 'f095'],watch_date='2020-04-22')
"""
_filter = {}
if code is not None:
if isinstance(code, str):
code = [code]
elif not isinstance(code, list):
log.error("参数code不合法！,应该为字符串或列表！")
return None
_filter['code'] = {'$in': code}
if fields is not None:
if isinstance(fields, list):
if not all(isinstance(field, str) and field.isdigit() for field in fields):
log.error("参数fields不合法！,应该为字符串列表,范围'001'~'580'！")
return None
projection = dict.fromkeys(fields, 1)
else:
log.error("参数fields不合法！,应该为字符串列表！")
return None
else:
projection = None
try:
return get_fundamentals(_filter, projection, date, report_date)
except Exception as e:
log.error("get_fundamentals运行异常：{}".format(e))
return None
[文档]def get_stock_reports(code, fields=None, start=None, end=None):
# type: (str, Optional[list], Optional[str], Optional[str]) -> Optional[pd.DataFrame]
"""
获取单个股票多个报告期发布的财务数据
:param code: 一支股票代码
:param fields: 返回的财务数据字段list，'001'-'580',None表示所有财务指标,详细的财务数据表及字段描述请见 :ref:`db_finance`
:param start: 查询期间开始日期，一个字符串(格式类似'2015-10-15')，可以是None, 代表从股票上市开始
:param end: 查询日期, 一个字符串(格式类似'2015-10-15')，可以是None, 使用默认日期. 这个默认日期在回测时，
等于 context.current_dt 的前一天。在实盘时，为当前最新日期，一般是昨天。
:return: 返回一个 [pandas.DataFrame]
"""
if code is None:
log.error("参数code不可为空！")
return
elif not isinstance(code, str):
log.error("参数code不合法！,应该为字符串")
return None
_filter: Dict[str, any] = {'code': code}
if fields is None:
projection = {"_id": 0}
elif isinstance(fields, list):
if not all(isinstance(field, str) and field[1:].isdigit() for field in fields):
log.error("参数fields不合法！,应该为字符串列表,范围'001'~'580'！")
return None
projection = dict.fromkeys(fields, 1)
prefix = {
"_id": 0,
"code": 1,
"report_date": 1,
'f314': 1
}
projection = dict(**prefix, **projection)
else:
log.error("参数fields不合法！,应该为字符串列表！")
return None
if end is None:
if context.run_type == RUN_TYPE.BACK_TEST and context.status == RUN_STATUS.RUNNING:
end = context.previous_date
else:
today = datetime.date.today()
end = (today - relativedelta(days=1)).strftime('%Y-%m-%d')
elif util_date_valid(end) and end > '2000-01-01':
if not is_trade_day(end):
end = get_real_trade_date(end)
else:
log.error("参数end不合法！查询日期需大于2000-01-01")
return None
if start is None:
_filter['f314'] = {
"$gt": 0,
"$lte": date_to_int(end[2:]),
}
elif end > start > '2000-01-01':
_filter['f314'] = {
"$lte": date_to_int(end[2:]),
"$gte": date_to_int(start[2:])
}
else:
log.error("参数start不合法！查询日期需大于2000-01-01")
return None
coll = DATABASE.report
cursor = coll.find(filter=_filter, projection=projection)
db_data = pd.DataFrame([item for item in cursor])
if len(db_data) > 1:
db_data = db_data.sort_values('report_date')
db_data.insert(2, 'pub_date', db_data['f314'].apply(int_to_date))
db_data.drop(columns=['f314'], inplace=True)
return db_data
else:
return None
[文档]def get_stock_forecast(code=None, start=None, end=None):
# type: (Optional[str], Optional[str], Optional[str]) -> Optional[pd.DataFrame]
"""
获取股票业绩预告数据
:param code: 一支股票代码或股票列表，可以是None值，代表整个市场
:param start: 查询期间开始日期，一个字符串(格式类似'2015-10-15')，可以是None, 代表从股票上市开始
:param end: 查询日期, 一个字符串(格式类似'2015-10-15')，可以是None, 使用默认日期. 这个默认日期在回测时，
等于 context.current_dt 的前一天。在实盘时，为当前最新日期，一般是昨天。
:return: 返回一个 [pandas.DataFrame]，包含以下数据：
========================== ====================
字段名 含义
========================== ====================
code 股票代码
pub_date 业绩预告公告日期
report_date 报告期
profit_min 本期利润下限
profit_max 本期利润上限
profit_ratio_min 本期利润同比增幅下限
profit_ratio_max 本期利润同比增幅上限
========================== ====================
"""
if code is not None:
code = util_code_tolist(code)
_filter = {'code': {'$in': code}}
else:
_filter = {}
if end is None:
if context.run_type == RUN_TYPE.BACK_TEST and context.status == RUN_STATUS.RUNNING:
end = context.previous_date
else:
today = datetime.date.today()
end = (today - relativedelta(days=1)).strftime('%Y-%m-%d')
elif not util_date_valid(end):
log.error("参数end不合法！")
return None
if start is None:
_filter['f313'] = {
"$gt": 0,
"$lte": date_to_int(end[2:]),
}
elif util_date_valid(start):
_filter['f313'] = {
"$lte": date_to_int(end[2:]),
"$gte": date_to_int(start[2:])
}
else:
log.error("参数start不合法！")
return None
projection = {
"_id": 0,
"code": 1,
"report_date": 1,
'f313': 1,
'f317': 1,
'f318': 1,
'f285': 1,
'f286': 1,
}
coll = DATABASE.report
cursor = coll.find(filter=_filter, projection=projection)
db_data = pd.DataFrame([item for item in cursor])
if len(db_data) >= 1:
db_data['f313'] = db_data['f313'].apply(int_to_date)
db_data.rename(columns={
'f313': 'pub_date',
'f317': 'profit_min',
'f318': 'profit_max',
'f285': 'profit_ratio_min',
'f286': 'profit_ratio_max',
}, inplace=True)
db_data = db_data.sort_values('code')
db_data.report_date = db_data.report_date.apply(lambda x: get_next_report_date(x))
return db_data[['code', 'pub_date', 'report_date', 'profit_min', 'profit_max',
'profit_ratio_min', 'profit_ratio_max']]
else:
return None
[文档]def get_stock_express(code=None, start=None, end=None):
# type: (Optional[str], Optional[str], Optional[str]) -> Optional[pd.DataFrame]
"""
获取股票业绩快报数据
:param code: 一支股票代码或股票列表，可以是None值，代表整个市场
:param start: 查询期间开始日期，一个字符串(格式类似'2015-10-15')，可以是None, 代表从股票上市开始
:param end: 查询日期结束日期, 一个字符串(格式类似'2015-10-15')，可以是None, 使用默认日期. 这个默认日期在回测时，
等于 context.current_dt 的前一天。在实盘时，为当前最新日期，一般是昨天。
:return: 返回一个 [pandas.DataFrame]，包含以下数据：
========================== ====================
字段名 含义
========================== ====================
code 股票代码
pub_date 业绩快报公告日期
report_date 报告期
net_profit 归母公司净利润
adjusted_profit 扣非净利润
total_assets 总资产
net_assets 净资产
eps 每股收益
roe_diminish 摊薄净资产收益率
roe_weighting 加权净资产收益率
naps 每股净资产
========================== ====================
"""
if code is not None:
code = util_code_tolist(code)
_filter = {'code': {'$in': code}}
else:
_filter = {}
if end is None:
if context.run_type == RUN_TYPE.BACK_TEST and context.status == RUN_STATUS.RUNNING:
end = context.previous_date
else:
today = datetime.date.today()
end = (today - relativedelta(days=1)).strftime('%Y-%m-%d')
elif not util_date_valid(end):
log.error("参数end不合法！")
return None
if start is None:
_filter['f315'] = {
"$gt": 0,
"$lte": date_to_int(end[2:]),
}
elif util_date_valid(start):
_filter['f315'] = {
"$lte": date_to_int(end[2:]),
"$gte": date_to_int(start[2:])
}
else:
log.error("参数start不合法！")
return None
projection = {
"_id": 0,
"code": 1,
"report_date": 1,
'f315': 1,
'f287': 1,
'f288': 1,
'f289': 1,
'f290': 1,
'f291': 1,
'f292': 1,
'f293': 1,
'f294': 1,
}
coll = DATABASE.report
cursor = coll.find(filter=_filter, projection=projection)
db_data = pd.DataFrame([item for item in cursor])
if len(db_data) >= 1:
db_data.insert(2, 'pub_date', db_data['f315'].apply(int_to_date))
db_data.drop(columns=['f315'], inplace=True)
db_data.rename(columns={
'f287': 'net_profit',
'f288': 'adjusted_profit',
'f289': 'total_assets',
'f290': 'net_assets',
'f291': 'eps',
'f292': 'roe_diminish',
'f293': 'roe_weighting',
'f294': 'naps',
}, inplace=True)
db_data.report_date = db_data.report_date.apply(lambda x: get_next_report_date(x))
db_data = db_data.sort_values('code')
return db_data
else:
return None
[文档]def get_fundamentals_continuously(code, fields=None, end_date=None, count=None):
# type: (str, Optional[list], Optional[str], Optional[int]) -> Optional[pd.DataFrame]
"""
查询单个股票连续多日的财务数据
详细的财务数据表及字段描述请见financial_dict
:param code: 一支股票代码
:param fields: 返回的财务数据字段list，'001'-'580',None表示所有财务指标,详细的财务数据表及字段描述请见 :ref:`db_finance`
:param end_date: 查询日期, 一个字符串(格式类似'2015-10-15')，可以是None, 使用默认日期. 这个默认日期在回测时，
等于 context.current_dt 的前一天。在实盘时，为当前最新日期，一般是昨天。
:param count: 获取 end_date 前 count 个日期的数据
:return: 返回一个 [pandas.DataFrame]
"""
if code is None:
log.error("参数code不可为空！")
return
elif not isinstance(code, str):
log.error("参数code不合法！,应该为字符串")
return None
_filter = {'code': code}
if fields is None:
projection = {"_id": 0}
elif isinstance(fields, list):
if not all(isinstance(field, str) and field.isdigit() for field in fields):
log.error("参数fields不合法！,应该为字符串列表,范围'001'~'580'！")
return None
projection = dict.fromkeys(fields, 1)
prefix = {
"_id": 0,
"code": 1,
"report_date": 1,
'f314': 1
}
projection = dict(**prefix, **projection)
else:
log.error("参数fields不合法！,应该为字符串列表！")
return None
if end_date is None:
if context.run_type == RUN_TYPE.BACK_TEST and context.status == RUN_STATUS.RUNNING:
end = context.previous_date
else:
today = datetime.date.today()
end = (today - relativedelta(days=1)).strftime('%Y-%m-%d')
elif util_date_valid(end_date) and end_date > '2000-01-01':
end = end_date
else:
log.error("参数end_date不合法！")
return None
if not is_trade_day(end):
end = get_real_trade_date(end)
if count is None:
_filter['f314'] = dict({"$lte": date_to_int(end[2:])})
else:
start = get_pre_trade_day(end, count)
# 查询财报日期向前移8个月，避免4月下旬只能查看到去年10月发布的三季报
query_start = (datetime.datetime.strptime(start, '%Y-%m-%d') - relativedelta(months=8))\
.strftime('%Y-%m-%d')
if query_start < '2000-01-01':
query_start = '2000-01-01'
_filter['f314'] = {
"$lte": date_to_int(end[2:]),
"$gte": date_to_int(query_start[2:])
}
coll = DATABASE.report
cursor = coll.find(filter=_filter, projection=projection)
db_data = pd.DataFrame([item for item in cursor])
if len(db_data) > 1:
db_data = db_data.sort_values('report_date')
db_data.insert(2, 'pub_date', db_data['f314'].apply(int_to_date))
db_data.drop(columns=['f314'], inplace=True)
start = db_data.pub_date[0]
date_list = get_trade_days(start, end)
res = pd.DataFrame({'date': date_list})
res = res.merge(db_data, left_on='date', right_on='pub_date', how='left')
res = res.fillna(method='ffill')
res['report_date'] = res['report_date'].round(0).astype(int)
if count is not None:
res = res.iloc[-count:]
return res
else:
log.warning("get_fundamentals_continuously未查询到数据")
return None
[文档]def get_history_fundamentals(code, fields, watch_date=None, report_date=None, count=1, interval='1q'):
# type: (Optional[str], Optional[list], Optional[str], Optional[str], int, str) -> Optional[pd.DataFrame]
"""
获取多只股票多个季度（年度）的历史财务数据
可指定单季度数据, 也可以指定年度数据。可以指定观察日期, 也可以指定最后一个报告期的结束日期
:param code: 股票代码或者股票代码列表
:param fields: 要查询的财务数据的列表,详细的财务数据表及字段描述请见 :ref:`db_finance`
:param watch_date: 观察日期, 如果指定, 将返回 watch_date 日期前(包含该日期)发布的报表数据
:param report_date: 财报日期, 可以是 '2019'/'2019q1'/'2018q4' 格式, 如果指定, 将返回 report_date 对应报告期及之前的历史报告期的报表数据
watch_date 和 stat_date 只能指定一个, 而且必须指定一个
:param count: 查询历史的多个报告期时, 指定的报告期数量. 如果股票历史报告期的数量小于 count, 则该股票返回的数据行数将小于 count
:param interval: 查询多个报告期数据时, 指定报告期间隔, 可选值: '1q'/'1y', 表示间隔一季度或者一年，举例：
report_date='2019q1', interval='1q', count=4, 将返回 2018q2,2018q3,2018q4,2019q1 的数据
report_date='2019q1', interval='1y', count=4, 将返回 2016q1,2017q1,2018q1,2019q1 的数据
:return: pandas.DataFrame, 数据库查询结果. 数据格式同 get_fundamentals. 每个股票每个报告期(一季度或者一年)的数据占用一行.
推荐用户对结果使用pandas的groupby方法来进行分组分析数据
"""
_filter = {}
if code is not None:
if isinstance(code, str):
code = [code]
elif not isinstance(code, list):
log.error("参数code不合法！,应该为字符串或列表！")
return None
_filter['code'] = {'$in': code}
if fields is not None:
if isinstance(fields, list):
if not all(isinstance(field, str) and field.isdigit() for field in fields):
log.error("参数fields不合法！,应该为字符串列表,范围'001'~'580'！")
return None
projection = dict.fromkeys(fields, 1)
else:
log.error("参数fields不合法！,应该为字符串列表！")
return None
else:
projection = None
try:
if count == 1:
return get_fundamentals(_filter, projection, watch_date, report_date)
elif count > 1 and isinstance(count, int):
if projection is None:
projection = {"_id": 0}
else:
prefix = {
"_id": 0,
"code": 1,
"report_date": 1,
"f314": 1
}
projection = dict(**prefix, **projection)
if interval == '1q':
inter_months = 3 * count
elif interval == '1y':
inter_months = 12 * count
else:
log.error("参数interval错误，可选值为'1q'/'1y'!")
return None
if report_date is not None:
rd_list = ["-03-31", "-06-30", "-09-30", "-12-31"]
if isinstance(report_date, str) and len(report_date) == 4 and report_date.isdigit():
end = report_date + "-12-31"
elif isinstance(report_date, str) and len(report_date) == 6 and report_date[:4].isdigit() \
and report_date[4] == 'q' and report_date[-1] in ["1", "2", "3", "4"]:
end = report_date[:4] + rd_list[int(report_date[-1]) - 1]
else:
log.error("参数report_date不合法！")
return None
start = (datetime.datetime.strptime(end, '%Y-%m-%d')
- relativedelta(months=inter_months)).strftime('%Y-%m-%d')
_filter['report_date'] = {
"$lte": date_to_int(end),
"$gte": date_to_int(start)
}
elif watch_date is not None:
if util_date_valid(watch_date) and watch_date > '2000-01-01':
end = watch_date
start = (datetime.datetime.strptime(end, '%Y-%m-%d')
- relativedelta(months=8+inter_months)).strftime('%Y-%m-%d')
if start < '2000-01-01':
start = '2000-01-01'
_filter['f314'] = {
"$lte": date_to_int(end[2:]),
"$gte": date_to_int(start[2:])
}
else:
log.error("参数watch_date输入格式不合法！")
return None
else:
log.error("参数watch_date和report_date必须指定一个!")
return None
coll = DATABASE.report
cursor = coll.find(filter=_filter, projection=projection)
db_data = pd.DataFrame([item for item in cursor])
if len(db_data) < 1:
log.warning("get_history_fundamentals未查询到数据")
return None
# 原先考虑财报数据的更新在数据库中新增一条记录，后来还是在原来数据上update
# db_data = db_data.sort_values('pub_date', ascending=False)\
# .groupby(['code', 'report_date'], as_index=False).first()
if interval == '1q':
rtn = db_data.sort_values('report_date', ascending=False)\
.groupby(['code'], as_index=False).head(count)
else:
rtn = db_data.sort_values('report_date', ascending=False)\
.groupby(['code'], as_index=False)\
.apply(lambda x: x[[i % 4 == 0 for i in range(len(x))]].head(count))
rtn = rtn.reset_index(drop=True).sort_values(['code', 'report_date'])
rtn.insert(2, 'pub_date', rtn['f314'].apply(int_to_date))
rtn.drop(columns=['f314'], inplace=True)
return rtn
else:
log.error("参数count必须为大于零的整数!")
return None
except Exception as e:
log.error("get_fundamentals运行异常：{}".format(e))
return None
[文档]def get_valuation(code, start=None, end=None, fields=None, count=None):
# type: (str, Optional[str], Optional[str], Optional[list], Optional[int]) -> Optional[pd.DataFrame]
"""
获取多个股票在指定交易日范围内的市值表数据
:param code: 一支股票代码或者一个股票代码的list，None表示所有股票代码
:param start: 查询开始时间，不能与count共用
:param end: 查询结束时间
:param count: 表示往前查询每一个标的count个交易日的数据，如果期间标的停牌，则该标的返回的市值数据数量小于count
:param fields: 财务数据中市值表的字段，为None返回所有字段，可用字段如下：
:return: 返回一个dataframe，索引默认是pandas的整数索引，返回的结果字段描述如下：
========================== ====================
字段名 含义
========================== ====================
code 股票代码
date 日期
quantity_ratio 量比
capitalization 总股本(万股)
circulating_cap 流通股本(万股)
market_cap 总市值(亿元)
circulating_market_cap 流通市值(亿元)
turnover_ratio 换手率(%)
pe_ratio 市盈率(PE, TTM)
pe_ratio_lyr 市盈率(PE)s
pe_ratio_dyn 市盈率（动态）
pb_ratio 市净率(PB)
========================== ====================
"""
filter = {}
if code is not None:
if isinstance(code, str):
code = [code]
elif not isinstance(code, list):
log.error("参数code不合法！,应该为字符串或列表！")
return None
filter['code'] = {'$in': code}
if end is None:
end = datetime.datetime.now().strftime('%Y-%m-%d')
if not is_trade_day(end):
end = get_real_trade_date(end)
elif util_date_valid(end):
if not is_trade_day(end):
end = get_real_trade_date(end)
else:
log.error("参数end不合法！")
return None
if start is None:
if count is None:
start = end
else:
start = get_pre_trade_day(end, count - 1)
elif not util_date_valid(end):
log.error("参数end不合法！")
return None
filter['date'] = {
'$gte': str(start)[0:10],
'$lte': str(end)[0:10]
}
if fields is None:
projection = {"_id": 0}
elif isinstance(fields, list):
projection = dict.fromkeys(fields, 1)
prefix = {
"_id": 0,
"code": 1,
"date": 1,
}
projection = dict(**prefix, **projection)
else:
log.error("参数fields不合法！,参考函数说明文件！")
return None
coll = DATABASE.valuation
cursor = coll.find(filter=filter, projection=projection)
return pd.DataFrame([item for item in cursor])
[文档]def query_valuation(filter, projection=None):
# type: (Dict, Optional[Dict]) -> Optional[pd.DataFrame]
"""
查询满足条件的市值信息数据
可用查询条件字段如下：
========================== ====================
字段名 含义
========================== ====================
code 股票代码
date 日期
quantity_ratio 量比
capitalization 总股本(万股)
circulating_cap 流通股本(万股)
market_cap 总市值(亿元)
cir_market_cap 流通市值(亿元)
turnover_ratio 换手率(%)
pe_ttm 市盈率(PE, TTM)
pe_lyr 市盈率(PE)s
pe_dyn 市盈率（动态）
pb_ratio 市净率(PB)
========================== ====================
:param filter: dict 查询条件字典，按pymongo格式输入
:param projection: 你需要查询的字段列表，按pymongo格式输入，返回结果中总会包含code、date字段，无需输入
:return: 返回一个 [pandas.DataFrame], 每一行对应数据库返回的每一行, 列索引是你查询的所有字段
:example:
::
# 查询上一个交易日量比大于2，换手率小于2%的股票
yesterday = context.previous_date
filter = {'date': yesterday, 'quantity_ratio': {'$gt': 2}, 'turnover_ratio': {'$lt': 0.02}}
projection = {'quantity_ratio' : 1, 'turnover_ratio': 1}
signal = query_valuation(filter, projection)
"""
if filter is None:
filter = {}
elif not isinstance(filter, dict):
log.error("参数filter不合法！")
return None
if projection is None:
projection = {"_id": 0}
elif isinstance(projection, dict):
prefix = {
"_id": 0,
"code": 1,
"date": 1,
}
projection = dict(**prefix, **projection)
else:
log.error("参数projection不合法！")
return None
coll = DATABASE.valuation
cursor = coll.find(filter=filter, projection=projection)
return pd.DataFrame([item for item in cursor])
def get_next_report_date(report_date: int) -> int :
periods = [331, 630, 930, 1231]
year = int(report_date / 10000)
md = report_date % 10000
if periods.index(md) < 3:
next_index = periods.index(md) + 1
else:
next_index = 0
year += 1
return year * 10000 + periods[next_index]
financial_dict = {
# 1.每股指标
'f001': '基本每股收益', # 'EPS',
'f002': '扣除非经常性损益每股收益', # 'deductEPS',
'f003': '每股未分配利润', # 'undistributedProfitPerShare',
'f004': '每股净资产', # 'netAssetsPerShare',
'f005': '每股资本公积金', # 'capitalReservePerShare',
'f006': '净资产收益率', # 'ROE',
'f007': '每股经营现金流量', # 'operatingCashFlowPerShare',
# 2. 资产负债表 BALANCE SHEET
# 2.1 资产
# 2.1.1 流动资产
'f008': '货币资金', # 'moneyFunds',
'f009': '交易性金融资产', # 'tradingFinancialAssets',
'f010': '应收票据', # 'billsReceivables',
'f011': '应收账款', # 'accountsReceivables',
'f012': '预付款项', # 'prepayments',
'f013': '其他应收款', # 'otherReceivables',
'f014': '应收关联公司款', # 'interCompanyReceivables',
'f015': '应收利息', # 'interestReceivables',
'f016': '应收股利', # 'dividendsReceivables',
'f017': '存货', # 'inventory',
'f018': '其中：消耗性生物资产', # 'expendableBiologicalAssets',
'f019': '一年内到期的非流动资产', # 'noncurrentAssetsDueWithinOneYear',
'f020': '其他流动资产', # 'otherLiquidAssets',
'f021': '流动资产合计', # 'totalLiquidAssets',
# 2.1.2 非流动资产
'f022': '可供出售金融资产', # 'availableForSaleSecurities',
'f023': '持有至到期投资', # 'heldToMaturityInvestments',
'f024': '长期应收款', # 'longTermReceivables',
'f025': '长期股权投资', # 'longTermEquityInvestment',
'f026': '投资性房地产', # 'investmentRealEstate',
'f027': '固定资产', # 'fixedAssets',
'f028': '在建工程', # 'constructionInProgress',
'f029': '工程物资', # 'engineerMaterial',
'f030': '固定资产清理', # 'fixedAssetsCleanUp',
'f031': '生产性生物资产', # 'productiveBiologicalAssets',
'f032': '油气资产', # 'oilAndGasAssets',
'f033': '无形资产', # 'intangibleAssets',
'f034': '开发支出', # 'developmentExpenditure',
'f035': '商誉', # 'goodwill',
'f036': '长期待摊费用', # 'longTermDeferredExpenses',
'f037': '递延所得税资产', # 'deferredIncomeTaxAssets',
'f038': '其他非流动资产', # 'otherNonCurrentAssets',
'f039': '非流动资产合计', # 'totalNonCurrentAssets',
'f040': '资产总计', # 'totalAssets',
# 2.2 负债
# 2.2.1 流动负债
'f041': '短期借款', # 'shortTermLoan',
'f042': '交易性金融负债', # 'tradingFinancialLiabilities',
'f043': '应付票据', # 'billsPayable',
'f044': '应付账款', # 'accountsPayable',
'f045': '预收款项', # 'advancedReceivable',
'f046': '应付职工薪酬', # 'employeesPayable',
'f047': '应交税费', # 'taxPayable',
'f048': '应付利息', # 'interestPayable',
'f049': '应付股利', # 'dividendPayable',
'f050': '其他应付款', # 'otherPayable',
'f051': '应付关联公司款', # 'interCompanyPayable',
'f052': '一年内到期的非流动负债', # 'noncurrentLiabilitiesDueWithinOneYear',
'f053': '其他流动负债', # 'otherCurrentLiabilities',
'f054': '流动负债合计', # 'totalCurrentLiabilities',
# 2.2.2 非流动负债
'f055': '长期借款', # 'longTermLoans',
'f056': '应付债券', # 'bondsPayable',
'f057': '长期应付款', # 'longTermPayable',
'f058': '专项应付款', # 'specialPayable',
'f059': '预计负债', # 'estimatedLiabilities',
'f060': '递延所得税负债', # 'defferredIncomeTaxLiabilities',
'f061': '其他非流动负债', # 'otherNonCurrentLiabilities',
'f062': '非流动负债合计', # 'totalNonCurrentLiabilities',
'f063': '负债合计', # 'totalLiabilities',
# 2.3 所有者权益
'f064': '实收资本（或股本）', # 'totalShare',
'f065': '资本公积', # 'capitalReserve',
'f066': '盈余公积', # 'surplusReserve',
'f067': '减：库存股', # 'treasuryStock',
'f068': '未分配利润', # 'undistributedProfits',
'f069': '少数股东权益', # 'minorityEquity',
'f070': '外币报表折算价差', # 'foreignCurrencyReportTranslationSpread',
'f071': '非正常经营项目收益调整', # 'abnormalBusinessProjectEarningsAdjustment',
'f072': '所有者权益（或股东权益）合计', # 'totalOwnersEquity',
'f073': '负债和所有者（或股东权益）合计', # 'totalLiabilitiesAndOwnersEquity',
# 3.利润表
'f074': '其中：营业收入', # 'operatingRevenue',
'f075': '其中：营业成本', # 'operatingCosts',
'f076': '营业税金及附加', # 'taxAndSurcharges',
'f077': '销售费用', # 'salesCosts',
'f078': '管理费用', # 'managementCosts',
'f079': '堪探费用', # 'explorationCosts',
'f080': '财务费用', # 'financialCosts',
'f081': '资产减值损失', # 'assestsDevaluation',
'f082': '加：公允价值变动净收益', # 'profitAndLossFromFairValueChanges',
'f083': '投资收益', # 'investmentIncome',
'f084': '其中：对联营企业和合营企业的投资收益', # 'investmentIncomeFromAffiliatedBusinessAndCooperativeEnterprise',
'f085': '影响营业利润的其他科目', # 'otherSubjectsAffectingOperatingProfit',
'f086': '三、营业利润', # 'operatingProfit',
'f087': '加：补贴收入', # 'subsidyIncome',
'f088': '营业外收入', # 'nonOperatingIncome',
'f089': '减：营业外支出', # 'nonOperatingExpenses',
'f090': '其中：非流动资产处置净损失', # 'netLossFromDisposalOfNonCurrentAssets',
'f091': '加：影响利润总额的其他科目', # 'otherSubjectsAffectTotalProfit',
'f092': '四、利润总额', # 'totalProfit',
'f093': '减：所得税', # 'incomeTax',
'f094': '加：影响净利润的其他科目', # 'otherSubjectsAffectNetProfit',
'f095': '五、净利润', # 'netProfit',
'f096': '归属于母公司所有者的净利润', # 'netProfitsBelongToParentCompanyOwner',
'f097': '少数股东损益', # 'minorityProfitAndLoss',
# 4.现金流量表
# 4.1 经营活动 Operating
'f098': '销售商品、提供劳务收到的现金', # 'cashFromGoodsSalesorOrRenderingOfServices',
'f099': '收到的税费返还', # 'refundOfTaxAndFeeReceived',
'f100': '收到其他与经营活动有关的现金', # 'otherCashRelatedBusinessActivitiesReceived',
'f101': '经营活动现金流入小计', # 'cashInflowsFromOperatingActivities',
'f102': '购买商品、接受劳务支付的现金', # 'buyingGoodsReceivingCashPaidForLabor',
'f103': '支付给职工以及为职工支付的现金', # 'paymentToEmployeesAndCashPaidForEmployees',
'f104': '支付的各项税费', # 'paymentsOfVariousTaxes',
'f105': '支付其他与经营活动有关的现金', # 'paymentOfOtherCashRelatedToBusinessActivities',
'f106': '经营活动现金流出小计', # 'cashOutflowsFromOperatingActivities',
'f107': '经营活动产生的现金流量净额', # 'netCashFlowsFromOperatingActivities',
# 4.2 投资活动 Investment
'f108': '收回投资收到的现金', # 'cashReceivedFromInvestmentReceived',
'f109': '取得投资收益收到的现金', # 'cashReceivedFromInvestmentIncome',
'f110': '处置固定资产、无形资产和其他长期资产收回的现金净额',
'f111': '处置子公司及其他营业单位收到的现金净额', # 'disposalOfNetCashReceivedFromSubsidiariesAndOtherBusinessUnits',
'f112': '收到其他与投资活动有关的现金', # 'otherCashReceivedRelatingToInvestingActivities',
'f113': '投资活动现金流入小计', # 'cashinFlowsFromInvestmentActivities',
'f114': '购建固定资产、无形资产和其他长期资产支付的现金',
'f115': '投资支付的现金', # 'cashInvestment',
'f116': '取得子公司及其他营业单位支付的现金净额', # 'acquisitionOfNetCashPaidBySubsidiariesAndOtherBusinessUnits',
'f117': '支付其他与投资活动有关的现金', # 'otherCashPaidRelatingToInvestingActivities',
'f118': '投资活动现金流出小计', # 'cashOutflowsFromInvestmentActivities',
'f119': '投资活动产生的现金流量净额', # 'netCashFlowsFromInvestingActivities',
# 4.3 筹资活动 Financing
'f120': '吸收投资收到的现金', # 'cashReceivedFromInvestors',
'f121': '取得借款收到的现金', # 'cashFromBorrowings',
'f122': '收到其他与筹资活动有关的现金', # 'otherCashReceivedRelatingToFinancingActivities',
'f123': '筹资活动现金流入小计', # 'cashInflowsFromFinancingActivities',
'f124': '偿还债务支付的现金', # 'cashPaymentsOfAmountBorrowed',
'f125': '分配股利、利润或偿付利息支付的现金', # 'cashPaymentsForDistrbutionOfDividendsOrProfits',
'f126': '支付其他与筹资活动有关的现金', # 'otherCashPaymentRelatingToFinancingActivities',
'f127': '筹资活动现金流出小计', # 'cashOutflowsFromFinancingActivities',
'f128': '筹资活动产生的现金流量净额', # 'netCashFlowsFromFinancingActivities',
# 4.4 汇率变动
'f129': '四、汇率变动对现金的影响', # 'effectOfForeignExchangRateChangesOnCash',
'f130': '四(2)、其他原因对现金的影响', # 'effectOfOtherReasonOnCash',
# 4.5 现金及现金等价物净增加
'f131': '五、现金及现金等价物净增加额', # 'netIncreaseInCashAndCashEquivalents',
'f132': '期初现金及现金等价物余额', # 'initialCashAndCashEquivalentsBalance',
# 4.6 期末现金及现金等价物余额
'f133': '期末现金及现金等价物余额', # 'theFinalCashAndCashEquivalentsBalance',
# 4.x 补充项目 Supplementary Schedule：
# 现金流量附表项目 Indirect Method
# 4.x.1 将净利润调节为经营活动现金流量 Convert net profit to cash flow from operating activities
'f134': '净利润', # 'netProfitFromOperatingActivities',
'f135': '资产减值准备', # 'provisionForAssetsLosses',
'f136': '固定资产折旧、油气资产折耗、生产性生物资产折旧', # 'depreciationForFixedAssets',
'f137': '无形资产摊销', # 'amortizationOfIntangibleAssets',
'f138': '长期待摊费用摊销', # 'amortizationOfLong-termDeferredExpenses',
'f139': '处置固定资产、无形资产和其他长期资产的损失', # 'lossOfDisposingFixedAssetsIntangibleAssetsAndOtherLong-termAssets',
'f140': '固定资产报废损失', # 'scrapLossOfFixedAssets',
'f141': '公允价值变动损失', # 'lossFromFairValueChange',
'f142': '财务费用', # 'financialExpenses',
'f143': '投资损失', # 'investmentLosses',
'f144': '递延所得税资产减少', # 'decreaseOfDeferredTaxAssets',
'f145': '递延所得税负债增加', # 'increaseOfDeferredTaxLiabilities',
'f146': '存货的减少', # 'decreaseOfInventory',
'f147': '经营性应收项目的减少', # 'decreaseOfOperationReceivables',
'f148': '经营性应付项目的增加', # 'increaseOfOperationPayables',
'f149': '其他', # 'others',
'f150': '经营活动产生的现金流量净额2', # 'netCashFromOperatingActivities2',
# 4.x.2 不涉及现金收支的投资和筹资活动 Investing and financing activities not involved in cash
'f151': '债务转为资本', # 'debtConvertedToCSapital',
'f152': '一年内到期的可转换公司债券', # 'convertibleBondMaturityWithinOneYear',
'f153': '融资租入固定资产', # 'leaseholdImprovements',
# 4.x.3 现金及现金等价物净增加情况 Net increase of cash and cash equivalents
'f154': '现金的期末余额', # 'cashEndingBal',
'f155': '现金的期初余额', # 'cashBeginingBal',
'f156': '现金等价物的期末余额', # 'cashEquivalentsEndingBal',
'f157': '现金等价物的期初余额', # 'cashEquivalentsBeginningBal',
'f158': '现金及现金等价物净增加额', # 'netIncreaseOfCashAndCashEquivalents',
# 5.偿债能力分析
'f159': '流动比率', # 'currentRatio', # 流动资产/流动负债
'f160': '速动比率', # 'acidTestRatio', # (流动资产-存货）/流动负债
'f161': '现金比率(%)', # 'cashRatio', # (货币资金+有价证券)÷流动负债
'f162': '利息保障倍数', # 'interestCoverageRatio', # (利润总额+财务费用（仅指利息费用部份）)/利息费用
'f163': '非流动负债比率(%)', # 'noncurrentLiabilitiesRatio',
'f164': '流动负债比率(%)', # 'currentLiabilitiesRatio',
'f165': '现金到期债务比率(%)', # 'cashDebtRatio', # 企业经营现金净流入/(本期到期长期负债+本期应付票据)
'f166': '有形资产净值债务率(%)', # 'debtToTangibleAssetsRatio',
'f167': '权益乘数(%)', # 'equityMultiplier', # 资产总额/股东权益总额
'f168': '股东的权益/负债合计(%)', # 'equityDebtRatio', # 权益负债率
'f169': '有形资产/负债合计(%)', # 'tangibleAssetDebtRatio ', # 有形资产负债率
'f170': '经营活动产生的现金流量净额/负债合计(%)', # 'netCashFlowsFromOperatingActivitiesDebtRatio',
'f171': 'EBITDA/负债合计(%)', # 'EBITDA/Liabilities',
# 6.经营效率分析
# 销售收入÷平均应收账款=销售收入\(0.5 x(应收账款期初+期末))
'f172': '应收帐款周转率', # 'turnoverRatioOfReceivable;',
'f173': '存货周转率', # 'turnoverRatioOfInventory',
# (存货周转天数+应收帐款周转天数-应付帐款周转天数+预付帐款周转天数-预收帐款周转天数)/365
'f174': '运营资金周转率', # 'turnoverRatioOfOperatingAssets',
'f175': '总资产周转率', # 'turnoverRatioOfTotalAssets',
'f176': '固定资产周转率', # 'turnoverRatioOfFixedAssets', # 企业销售收入与固定资产净值的比率
'f177': '应收帐款周转天数', # 'daysSalesOutstanding', # 企业从取得应收账款的权利到收回款项、转换为现金所需要的时间
'f178': '存货周转天数', # 'daysSalesOfInventory', # 企业从取得存货开始，至消耗、销售为止所经历的天数
'f179': '流动资产周转率', # 'turnoverRatioOfCurrentAssets', # 流动资产周转率(次)=主营业务收入/平均流动资产总额
'f180': '流动资产周转天数', # 'daysSalesofCurrentAssets',
'f181': '总资产周转天数', # 'daysSalesofTotalAssets',
'f182': '股东权益周转率', # 'equityTurnover', # 销售收入/平均股东权益
# 7.发展能力分析
'f183': '营业收入增长率(%)', # 'operatingIncomeGrowth',
'f184': '净利润增长率(%)', # 'netProfitGrowthRate', # NPGR 利润总额－所得税
'f185': '净资产增长率(%)', # 'netAssetsGrowthRate',
'f186': '固定资产增长率(%)', # 'fixedAssetsGrowthRate',
'f187': '总资产增长率(%)', # 'totalAssetsGrowthRate',
'f188': '投资收益增长率(%)', # 'investmentIncomeGrowthRate',
'f189': '营业利润增长率(%)', # 'operatingProfitGrowthRate',
'f190': '暂无', # 'None1',
'f191': '暂无', # 'None2',
'f192': '暂无', # 'None3',
# 8.获利能力分析
'f193': '成本费用利润率(%)', # 'rateOfReturnOnCost',
'f194': '营业利润率', # 'rateOfReturnOnOperatingProfit',
'f195': '营业税金率', # 'rateOfReturnOnBusinessTax',
'f196': '营业成本率', # 'rateOfReturnOnOperatingCost',
'f197': '净资产收益率', # 'rateOfReturnOnCommonStockholdersEquity',
'f198': '投资收益率', # 'rateOfReturnOnInvestmentIncome',
'f199': '销售净利率(%)', # 'rateOfReturnOnNetSalesProfit',
'f200': '总资产报酬率', # 'rateOfReturnOnTotalAssets',
'f201': '净利润率', # 'netProfitMargin',
'f202': '销售毛利率(%)', # 'rateOfReturnOnGrossProfitFromSales',
'f203': '三费比重', # 'threeFeeProportion',
'f204': '管理费用率', # 'ratioOfChargingExpense',
'f205': '财务费用率', # 'ratioOfFinancialExpense',
'f206': '扣除非经常性损益后的净利润', # 'adjusted_profit',
'f207': '息税前利润(EBIT)', # 'EBIT',
'f208': '息税折旧摊销前利润(EBITDA)', # 'EBITDA',
'f209': 'EBITDA/营业总收入(%)', # 'EBITDA/GrossRevenueRate',
# 9.资本结构分析
'f210': '资产负债率(%)', # 'assetsLiabilitiesRatio',
'f211': '流动资产比率', # 'currentAssetsRatio', # 期末的流动资产除以所有者权益
'f212': '货币资金比率', # 'monetaryFundRatio',
'f213': '存货比率', # 'inventoryRatio',
'f214': '固定资产比率', # 'fixedAssetsRatio',
'f215': '负债结构比', # 'liabilitiesStructureRatio',
'f216': '归属于母公司股东权益/全部投入资本(%)', # 'shareholdersOwnershipOfAParentCompany/TotalCapital',
'f217': '股东的权益/带息债务(%)', # 'shareholdersInterest/InterestRateDebtRatio',
'f218': '有形资产/净债务(%)', # 'tangibleAssets/NetDebtRatio',
# 10.现金流量分析
'f219': '每股经营性现金流(元)', # 'operatingCashFlowPerShare',
'f220': '营业收入现金含量(%)', # 'cashOfOperatingIncome',
'f221': '经营活动产生的现金流量净额/经营活动净收益(%)', # 'netOperatingCashFlow/netOperationProfit',
'f222': '销售商品提供劳务收到的现金/营业收入(%)', # 'cashFromGoodsSales/OperatingRevenue',
'f223': '经营活动产生的现金流量净额/营业收入', # 'netOperatingCashFlow/OperatingRevenue',
'f224': '资本支出/折旧和摊销', # 'capitalExpenditure/DepreciationAndAmortization',
'f225': '每股现金流量净额(元)', # 'netCashFlowPerShare',
'f226': '经营净现金比率（短期债务）', # 'operatingCashFlow/ShortTermDebtRatio',
'f227': '经营净现金比率（全部债务）', # 'operatingCashFlow/LongTermDebtRatio',
'f228': '经营活动现金净流量与净利润比率', # 'cashFlowRateAndNetProfitRatioOfOperatingActivities',
'f229': '全部资产现金回收率', # 'cashRecoveryForAllAssets',
# 11. 单季度财务指标
'f230': '营业收入', # 'operatingRevenueSingle',
'f231': '营业利润', # 'operatingProfitSingle',
'f232': '归属于母公司所有者的净利润', # 'netProfitBelongingToTheOwnerOfTheParentCompanySingle',
'f233': '扣除非经常性损益后的净利润', # 'netProfitAfterExtraordinaryGainsAndLossesSingle',
'f234': '经营活动产生的现金流量净额', # 'netCashFlowsFromOperatingActivitiesSingle',
'f235': '投资活动产生的现金流量净额', # 'netCashFlowsFromInvestingActivitiesSingle',
'f236': '筹资活动产生的现金流量净额', # 'netCashFlowsFromFinancingActivitiesSingle',
'f237': '现金及现金等价物净增加额', # 'netIncreaseInCashAndCashEquivalentsSingle',
# 12.股本股东
'f238': '总股本', # 'totalCapital',
'f239': '已上市流通A股', # 'listedAShares',
'f240': '已上市流通B股', # 'listedBShares',
'f241': '已上市流通H股', # 'listedHShares',
'f242': '股东人数(户)', # 'numberOfShareholders',
'f243': '第一大股东的持股数量', # 'theNumberOfFirstMajorityShareholder',
'f244': '十大流通股东持股数量合计(股)', # 'totalNumberOfTopTenCirculationShareholders',
'f245': '十大股东持股数量合计(股)', # 'totalNumberOfTopTenMajorShareholders',
# 13.机构持股
'f246': '机构总量（家）', # 'institutionNumber',
'f247': '机构持股总量(股)', # 'institutionShareholding',
'f248': 'QFII机构数', # 'QFIIInstitutionNumber',
'f249': 'QFII持股量', # 'QFIIShareholding',
'f250': '券商机构数', # 'brokerNumber',
'f251': '券商持股量', # 'brokerShareholding',
'f252': '保险机构数', # 'securityNumber',
'f253': '保险持股量', # 'securityShareholding',
'f254': '基金机构数', # 'fundsNumber',
'f255': '基金持股量', # 'fundsShareholding',
'f256': '社保机构数', # 'socialSecurityNumber',
'f257': '社保持股量', # 'socialSecurityShareholding',
'f258': '私募机构数', # 'privateEquityNumber',
'f259': '私募持股量', # 'privateEquityShareholding',
'f260': '财务公司机构数', # 'financialCompanyNumber',
'f261': '财务公司持股量', # 'financialCompanyShareholding',
'f262': '年金机构数', # 'pensionInsuranceAgencyNumber',
'f263': '年金持股量', # 'pensionInsuranceAgencyShareholfing',
# 14.新增指标
# [注：季度报告中，若股东同时持有非流通A股性质的股份(如同时持有流通A股和流通B股），取的是包含同时持有非流通A股性质的流通股数]
'f264': '十大流通股东中持有A股合计(股)', # 'totalNumberOfTopTenCirculationShareholders',
'f265': '第一大流通股东持股量(股)', # 'firstLargeCirculationShareholdersNumber',
# [注：1.自由流通股=已流通A股-十大流通股东5%以上的A股；
# 2.季度报告中，若股东同时持有非流通A股性质的股份(如同时持有流通A股和流通H股）.
# ，5%以上的持股取的是不包含同时持有非流通A股性质的流通股数，结果可能偏大；
# 3.指标按报告期展示，新股在上市日的下个报告期才有数据]
'f266': '自由流通股(股)', # 'freeCirculationStock',
'f267': '受限流通A股(股)', # 'limitedCirculationAShares',
'f268': '一般风险准备(金融类)', # 'generalRiskPreparation',
'f269': '其他综合收益(利润表)', # 'otherComprehensiveIncome',
'f270': '综合收益总额(利润表)', # 'totalComprehensiveIncome',
'f271': '归属于母公司股东权益(资产负债表)', # 'shareholdersOwnershipOfAParentCompany ',
'f272': '银行机构数(家)(机构持股)', # 'bankInstutionNumber',
'f273': '银行持股量(股)(机构持股)', # 'bankInstutionShareholding',
'f274': '一般法人机构数(家)(机构持股)', # 'corporationNumber',
'f275': '一般法人持股量(股)(机构持股)', # 'corporationShareholding',
'f276': '近一年净利润(元)', # 'netProfitLastYear',
'f277': '信托机构数(家)(机构持股)', # 'trustInstitutionNumber',
'f278': '信托持股量(股)(机构持股)', # 'trustInstitutionShareholding',
'f279': '特殊法人机构数(家)(机构持股)', # 'specialCorporationNumber',
'f280': '特殊法人持股量(股)(机构持股)', # 'specialCorporationShareholding',
'f281': '加权净资产收益率(每股指标)', # 'weightedROE',
'f282': '扣非每股收益(单季度财务指标)', # 'nonEPSSingle',
'f283': '最近一年营业收入()', # 'lastYearOperatingIncome',
'f284': '国家队持股数量(万股)', # 'nationalTeamShareholding',
# [注：本指标统计包含汇金公司、证金公司、外汇管理局旗下投资平台、国家队基金、国开、养老金以及中科汇通等国家队机构持股数量]
'f285': '业绩预告-本期净利润同比增幅下限%', # 'PF_theLowerLimitoftheYearonyearGrowthofNetProfitForThePeriod',
# [注：指标285至294展示未来一个报告期的数据。例，3月31日至6月29日这段时间内展示的是中报的数据；如果最新的财务报告后面有多个报告期的业绩预告/快报，只能展示最新的财务报告后面的一个报告期的业绩预告/快报]
'f286': '业绩预告-本期净利润同比增幅上限%', # 'PF_theHigherLimitoftheYearonyearGrowthofNetProfitForThePeriod',
'f287': '业绩快报-归母净利润', # 'PE_returningtotheMothersNetProfit',
'f288': '业绩快报-扣非净利润', # 'PE_Non-netProfit',
'f289': '业绩快报-总资产', # 'PE_TotalAssets',
'f290': '业绩快报-净资产', # 'PE_NetAssets',
'f291': '业绩快报-每股收益', # 'PE_EPS',
'f292': '业绩快报-摊薄净资产收益率', # 'PE_DilutedROA',
'f293': '业绩快报-加权净资产收益率', # 'PE_WeightedROE',
'f294': '业绩快报-每股净资产', # 'PE_NetAssetsperShare',
'f295': '应付票据及应付账款(资产负债表)', # 'BS_NotesPayableandAccountsPayable',
'f296': '应收票据及应收账款(资产负债表)', # 'BS_NotesReceivableandAccountsReceivable',
'f297': '递延收益(资产负债表)', # 'BS_DeferredIncome',
'f298': '其他综合收益(资产负债表)', # 'BS_OtherComprehensiveIncome',
'f299': '其他权益工具(资产负债表)', # 'BS_OtherEquityInstruments',
'f300': '其他收益(利润表)', # 'IS_OtherIncome',
'f301': '资产处置收益(利润表)', # 'IS_AssetDisposalIncome',
'f302': '持续经营净利润(利润表)', # 'IS_NetProfitforContinuingOperations',
'f303': '终止经营净利润(利润表)', # 'IS_NetProfitforTerminationOperations',
'f304': '研发费用(利润表)', # 'IS_R&DExpense',
'f305': '其中, #利息费用(利润表-财务费用)', # 'IS_InterestExpense',
'f306': '其中, #利息收入(利润表-财务费用)', # 'IS_InterestIncome',
'f307': '近一年经营活动现金流净额', # 'netCashFlowfromOperatingActivitiesinthepastyear',
'f308': '近一年归母净利润', # 'Net_profit_attributable to the mother in the recent year',
'f309': '近一年扣非净利润', # 'Nearly_one_year_net profit after deduction',
'f310': '近一年现金净流量', # 'Net cash flow in the past year',
'f311': '基本每股收益(单季度)', # 'Basic earnings per share (single quarter)',
'f312': '营业总收入(单季度)', # 'Total operating income (single quarter) ',
'f313': '业绩预告公告日期', # 'Announcement date of earnings forecast',
'f314': '财报公告日期', # 'earnings announcement date',
'f315': '业绩快报公告日期', # 'Earnings Update Announcement Date',
'f316': '近一年投资活动现金流净额', # 'Net cash flow from investing activities in the past year ',
'f317': '业绩预告-本期净利润下限', # 'Forecast of performance',
'f318': '业绩预告-本期净利润上限', # 'Forecast of Results - Current Period Net Income Cap',
'f319': '营业总收入TTM', # 'Total Operating Income TTM',
'f320': '员工总数(人)', # 'Total number of employees (people)',
'f321': '每股企业自由现金流', # 'Corporate Free Cash Flow per Share',
'f322': '每股股东自由现金流', # 'Free cash flow per share for shareholders',
'f323': '备用323', # 'unknown323',
'f324': '备用324', # 'unknown324',
'f325': '备用325', # 'unknown325',
'f326': '备用326', # 'unknown326',
'f327': '备用327', # 'unknown327',
'f328': '备用328', # 'unknown328',
'f329': '备用329', # 'unknown329',
'f330': '备用330', # 'unknown330',
'f331': '备用331', # 'unknown331',
'f332': '备用332', # 'unknown332',
'f333': '备用333', # 'unknown333',
'f334': '备用334', # 'unknown334',
'f335': '备用335', # 'unknown335',
'f336': '备用336', # 'unknown336',
'f337': '备用337', # 'unknown337',
'f338': '备用338', # 'unknown338',
'f339': '备用339', # 'unknown339',
'f340': '备用340', # 'unknown340',
'f341': '备用341', # 'unknown341',
'f342': '备用342', # 'unknown342',
'f343': '备用343', # 'unknown343',
'f344': '备用344', # 'unknown344',
'f345': '备用345', # 'unknown345',
'f346': '备用346', # 'unknown346',
'f347': '备用347', # 'unknown347',
'f348': '备用348', # 'unknown348',
'f349': '备用349', # 'unknown349',
'f350': '备用350', # 'unknown350',
'f351': '备用351', # 'unknown351',
'f352': '备用352', # 'unknown352',
'f353': '备用353', # 'unknown353',
'f354': '备用354', # 'unknown354',
'f355': '备用355', # 'unknown355',
'f356': '备用356', # 'unknown356',
'f357': '备用357', # 'unknown357',
'f358': '备用358', # 'unknown358',
'f359': '备用359', # 'unknown359',
'f360': '备用360', # 'unknown360',
'f361': '备用361', # 'unknown361',
'f362': '备用362', # 'unknown362',
'f363': '备用363', # 'unknown363',
'f364': '备用364', # 'unknown364',
'f365': '备用365', # 'unknown365',
'f366': '备用366', # 'unknown366',
'f367': '备用367', # 'unknown367',
'f368': '备用368', # 'unknown368',
'f369': '备用369', # 'unknown369',
'f370': '备用370', # 'unknown370',
'f371': '备用371', # 'unknown371',
'f372': '备用372', # 'unknown372',
'f373': '备用373', # 'unknown373',
'f374': '备用374', # 'unknown374',
'f375': '备用375', # 'unknown375',
'f376': '备用376', # 'unknown376',
'f377': '备用377', # 'unknown377',
'f378': '备用378', # 'unknown378',
'f379': '备用379', # 'unknown379',
'f380': '备用380', # 'unknown380',
'f381': '备用381', # 'unknown381',
'f382': '备用382', # 'unknown382',
'f383': '备用383', # 'unknown383',
'f384': '备用384', # 'unknown384',
'f385': '备用385', # 'unknown385',
'f386': '备用386', # 'unknown386',
'f387': '备用387', # 'unknown387',
'f388': '备用388', # 'unknown388',
'f389': '备用389', # 'unknown389',
'f390': '备用390', # 'unknown390',
'f391': '备用391', # 'unknown391',
'f392': '备用392', # 'unknown392',
'f393': '备用393', # 'unknown393',
'f394': '备用394', # 'unknown394',
'f395': '备用395', # 'unknown395',
'f396': '备用396', # 'unknown396',
'f397': '备用397', # 'unknown397',
'f398': '备用398', # 'unknown398',
'f399': '备用399', # 'unknown399',
'f400': '备用400', # 'unknown400',
# 资产负债表新增指标---
'f401': '专项储备', # 'Special reserve',
'f402': '结算备付金', # 'Settlement provision',
'f403': '拆出资金', # 'Funds removed',
'f404': '发放贷款及垫款', # 'Loans and advances granted',
'f405': '衍生金融资产', # 'Derivative financial assets',
'f406': '应收保费', # 'Premium receivable',
'f407': '应收分保账款', # 'Sub-insurance receivables',
'f408': '应收分保合同准备金', # 'Provision for sub-insurance contracts receivable',
'f409': '买入返售金融资产', # 'Buy-back financial assets',
'f410': '划分为持有待售的资产', # 'Assets classified as held for sale',
'f411': '发放贷款及垫款', # 'Loans and advances granted',
'f412': '向中央银行借款', # 'Borrowings from central banks',
'f413': '吸收存款及同业存放', # 'Absorption of deposits and interbank deposits',
'f414': '拆入资金', # 'Funds borrowed',
'f415': '衍生金融负债', # 'Derivative financial liabilities',
'f416': '卖出回购金融资产款', # 'Sale of repurchase financial assets',
'f417': '应付手续费及佣金', # 'Fees and commissions payable',
'f418': '应付分保账款', # 'Payables to sub-insurance accounts',
'f419': '保险合同准备金', # 'Provision for insurance contracts',
'f420': '代理买卖证券款', # 'Agency securities trading',
'f421': '代理承销证券款', # 'Agency underwriting of securities',
'f422': '划分为持有待售的负债', # 'Liabilities classified as held for sale',
'f423': '预计负债', # 'Projected liabilities',
'f424': '递延收益', # 'Deferred income',
'f425': '其中, #优先股', # 'Deferred incomeOf which, #Preferred stock',
'f426': '永续债非流动负债科目', # 'Perpetual bonds',
'f427': '长期应付职工薪酬', # 'Long-term employee compensation payable',
'f428': '其中, #优先股', # 'Long-term employee compensation payable Of which, #Preferred shares',
'f429': '永续债所有者权益科目', # 'Perpetual debentures Owners equity account',
'f430': '债权投资', # 'Debt investments',
'f431': '其他债权投资', # 'Other debt investments',
'f432': '其他权益工具投资', # 'Investment in other equity instruments',
'f433': '其他非流动金融资产', # 'Other non-current financial assets',
'f434': '合同负债', # 'Contract liabilities',
'f435': '合同资产', # 'Contract assets',
'f436': '其他资产', # 'Other assets',
'f437': '应收款项融资', # 'Financing of receivables',
'f438': '使用权资产', # 'Right-of-use assets',
'f439': '租赁负债', # 'Lease liabilities',
'f440': '备用440', # 'unknown440',
'f441': '备用441', # 'unknown441',
'f442': '备用442', # 'unknown442',
'f443': '备用443', # 'unknown443',
'f444': '备用444', # 'unknown444',
'f445': '备用445', # 'unknown445',
'f446': '备用446', # 'unknown446',
'f447': '备用447', # 'unknown447',
'f448': '备用448', # 'unknown448',
'f449': '备用449', # 'unknown449',
'f450': '备用450', # 'unknown450',
'f451': '备用451', # 'unknown451',
'f452': '备用452', # 'unknown452',
'f453': '备用453', # 'unknown453',
'f454': '备用454', # 'unknown454',
'f455': '备用455', # 'unknown455',
'f456': '备用456', # 'unknown456',
'f457': '备用457', # 'unknown457',
'f458': '备用458', # 'unknown458',
'f459': '备用459', # 'unknown459',
'f460': '备用460', # 'unknown460',
'f461': '备用461', # 'unknown461',
'f462': '备用462', # 'unknown462',
'f463': '备用463', # 'unknown463',
'f464': '备用464', # 'unknown464',
'f465': '备用465', # 'unknown465',
'f466': '备用466', # 'unknown466',
'f467': '备用467', # 'unknown467',
'f468': '备用468', # 'unknown468',
'f469': '备用469', # 'unknown469',
'f470': '备用470', # 'unknown470',
'f471': '备用471', # 'unknown471',
'f472': '备用472', # 'unknown472',
'f473': '备用473', # 'unknown473',
'f474': '备用474', # 'unknown474',
'f475': '备用475', # 'unknown475',
'f476': '备用476', # 'unknown476',
'f477': '备用477', # 'unknown477',
'f478': '备用478', # 'unknown478',
'f479': '备用479', # 'unknown479',
'f480': '备用480', # 'unknown480',
'f481': '备用481', # 'unknown481',
'f482': '备用482', # 'unknown482',
'f483': '备用483', # 'unknown483',
'f484': '备用484', # 'unknown484',
'f485': '备用485', # 'unknown485',
'f486': '备用486', # 'unknown486',
'f487': '备用487', # 'unknown487',
'f488': '备用488', # 'unknown488',
'f489': '备用489', # 'unknown489',
'f490': '备用490', # 'unknown490',
'f491': '备用491', # 'unknown491',
'f492': '备用492', # 'unknown492',
'f493': '备用493', # 'unknown493',
'f494': '备用494', # 'unknown494',
'f495': '备用495', # 'unknown495',
'f496': '备用496', # 'unknown496',
'f497': '备用497', # 'unknown497',
'f498': '备用498', # 'unknown498',
'f499': '备用499', # 'unknown499',
'f500': '备用500', # 'unknown500',
'f501': '稀释每股收益', # 'Diluted earnings per share',
'f502': '营业总收入', # "Total operating income",
'f503': '汇兑收益', # 'Foreign exchange gain',
'f504': '其中, #归属于母公司综合收益', # 'Comprehensive income attributable to parent company',
'f505': '其中, #归属于少数股东综合收益', # 'Comprehensive income attributable to minority shareholders',
'f506': '利息收入', # 'Interest income',
'f507': '已赚保费', # 'Premiums earned',
'f508': '手续费及佣金收入', # 'Fee and commission income',
'f509': '利息支出', # 'Interest expense',
'f510': '手续费及佣金支出', # 'Handling and commission expenses',
'f511': '退保金', # 'Surrender premiums',
'f512': '赔付支出净额', # 'Net payout expenses',
'f513': '提取保险合同准备金净额', # 'Net withdrawal of insurance contract reserve',
'f514': '保单红利支出', # 'Policy dividend expense',
'f515': '分保费用', # 'Ceding expenses',
'f516': '其中, #非流动资产处置利得', # 'Gain on disposal of non-current assets',
'f517': '信用减值损失', # 'Credit impairment loss',
'f518': '净敞口套期收益', # 'Net exposure hedging gain',
'f519': '营业总成本', # 'Total operating costs',
'f520': '信用减值损失', # 'Credit impairment loss',
'f521': '资产减值损失', # 'Impairment loss on assets',
'f522': '备用522', # 'unknown522',
'f523': '备用523', # 'unknown523',
'f524': '备用524', # 'unknown524',
'f525': '备用525', # 'unknown525',
'f526': '备用526', # 'unknown526',
'f527': '备用527', # 'unknown527',
'f528': '备用528', # 'unknown528',
'f529': '备用529', # 'unknown529',
'f530': '备用530', # 'unknown530',
'f531': '备用531', # 'unknown531',
'f532': '备用532', # 'unknown532',
'f533': '备用533', # 'unknown533',
'f534': '备用534', # 'unknown534',
'f535': '备用535', # 'unknown535',
'f536': '备用536', # 'unknown536',
'f537': '备用537', # 'unknown537',
'f538': '备用538', # 'unknown538',
'f539': '备用539', # 'unknown539',
'f540': '备用540', # 'unknown540',
'f541': '备用541', # 'unknown541',
'f542': '备用542', # 'unknown542',
'f543': '备用543', # 'unknown543',
'f544': '备用544', # 'unknown544',
'f545': '备用545', # 'unknown545',
'f546': '备用546', # 'unknown546',
'f547': '备用547', # 'unknown547',
'f548': '备用548', # 'unknown548',
'f549': '备用549', # 'unknown549',
'f550': '备用550', # 'unknown550',
'f551': '备用551', # 'unknown551',
'f552': '备用552', # 'unknown552',
'f553': '备用553', # 'unknown553',
'f554': '备用554', # 'unknown554',
'f555': '备用555', # 'unknown555',
'f556': '备用556', # 'unknown556',
'f557': '备用557', # 'unknown557',
'f558': '备用558', # 'unknown558',
'f559': '备用559', # 'unknown559',
'f560': '备用560', # 'unknown560',
'f561': ', #其他原因对现金的影响2', # 'Add, #Effect of other causes on cash2',
'f562': '客户存款和同业存放款项净增加额', # 'Net increase in customer deposits and interbank deposits',
'f563': '向中央银行借款净增加额', # 'Net increase in borrowings from central banks',
'f564': '向其他金融机构拆入资金净增加额', # 'Net increase in funds borrowed from other financial institutions',
'f565': '收到原保险合同保费取得的现金', # 'Cash received from premiums on original insurance contracts',
'f566': '收到再保险业务现金净额', # 'Net cash received from reinsurance business',
'f567': '保户储金及投资款净增加额', # 'Net increase in policyholders deposits and investment funds',
'f568': '处置以公允价值计量且其变动计入当期损益的金融资产净增加额',
'f569': '收取利息、手续费及佣金的现金', # 'Cash received from interest, fees and commissions',
'f570': '拆入资金净增加额', # 'Net increase in funds transferred in ',
'f571': '回购业务资金净增加额', # 'Net increase in funds from repo business',
'f572': '客户贷款及垫款净增加额', # 'Net increase in loans and advances to customers',
'f573': '存放中央银行和同业款项净增加额', # 'Net increase in deposits with central banks and interbank',
'f574': '支付原保险合同赔付款项的现金', # 'Cash paid for claims on original insurance contracts',
'f575': '支付利息、手续费及佣金的现金', # 'Cash paid for interest, fees and commissions',
'f576': '支付保单红利的现金', # 'Cash paid for policy dividends',
'f577': '其中, #子公司吸收少数股东投资收到的现金', # 'cash received from minority shareholders investment in subsidiaries',
'f578': '其中, #子公司支付给少数股东的股利利润', # 'Dividends and profits paid by subsidiaries to minority shareholders',
'f579': '投资性房地产的折旧及摊销', # 'Depreciation and amortization of investment properties',
'f580': '信用减值损失', # 'Credit impairment loss'
}
if __name__ == '__main__':
# df = get_financial_data(['000001', '601567'], ['001', '002', '095'],
# watch_date='2020-04-22')
# df = get_history_fundamentals(['000001', '601567'], ['001', '002', '095'],
# watch_date='2020-04-22', count=10, interval='1q')
df = get_fundamentals_continuously('601567', fields=['001', '002', '095'], end_date='2020-04-22', count=300)
print(df)