# -*- coding: utf-8 -*-
"""
modules of info class, including cashinfo, indexinfo and fundinfo class
"""
import os
import csv
import datetime as dt
import json
import re
import logging
import pandas as pd
from bs4 import BeautifulSoup
from sqlalchemy import exc
import xalpha.remain as rm
from xalpha.cons import (
convert_date,
droplist,
myround,
opendate,
yesterday,
yesterdaydash,
yesterdayobj,
today,
rget,
)
from xalpha.exceptions import FundTypeError, TradeBehaviorError
from xalpha.indicator import indicator
_warnmess = "Something weird on redem fee, please adjust self.segment by hand"
logger = logging.getLogger(__name__)
[docs]def _shengoucal(sg, sgf, value, label):
"""
Infer the share of buying fund by money input, the rate of fee in the unit of %,
and netvalue of fund
:param sg: positive float, 申购金额
:param sgf: positive float, 申购费，以％为单位，如 0.15 表示 0.15%
:param value: positive float, 对应产品的单位净值
:param label: integer, 1 代表份额正常进行四舍五入， 2 代表份额直接舍去小数点两位之后。金额部分都是四舍五入
:returns: tuple of two positive float, 净申购金额和申购份额
"""
jsg = myround(sg / (1 + sgf * 1e-2))
share = myround(jsg / value, label)
return (jsg, share)
[docs]def _nfloat(string):
"""
deal with comment column in fundinfo price table,
positive value for fenhong and negative value for chaifen,
keep other unrocognized pattern as original string
:param string: string of input from original data
:returns: make fenhong and songpei as float number
"""
result = 0
if string:
try:
result = float(string)
except ValueError:
if re.match(r'"分红\D*(\d*\.\d*)\D*"', string):
result = float(re.match(r'"分红\D*(\d*\.\d*)\D*"', string).group(1))
elif re.match(r".*现金(\d*\.\d*)\D*", string):
result = float(re.match(r".*现金(\d*\.\d*)\D*", string).group(1))
elif re.match(r".*折算(\d*\.\d*)\D*", string):
result = -float(re.match(r".*折算(\d*\.\d*)\D*", string).group(1))
elif re.match(r'"拆分\D*(\d*\.\d*)\D*"', string):
result = -float(re.match(r'"拆分\D*(\d*\.\d*)\D*"', string).group(1))
else:
logger.warning("The comment col cannot be converted: %s" % string)
result = string
return result
[docs]class FundReport:
"""
提供查看各种基金报告的接口
"""
[docs] def __init__(self, code):
self.code = code
r = rget(
"http://api.fund.eastmoney.com/f10/JJGG?callback=&fundcode={code}&pageIndex=1&pageSize=20&type={type_}".format(
code=code, type_="3"
),
headers={
"Referer": "http://fundf10.eastmoney.com/jjgg_{code}_3.html".format(
code=code
)
},
)
self.report_list = r.json()["Data"]
self.report_detail = {}
[docs] def get_report(self, no=0, id_=None):
"""
:param no: int。在type_=3 中的第no个报告。
:param id_: id 可由 :meth:`show_report_list` 中条目的对应 ID 得到
:return:
"""
if id_:
report_url = "http://fund.eastmoney.com/gonggao/{code},{id_}.html".format(
code=self.code, id_=id_
)
r = rget(report_url)
b = BeautifulSoup(r.text, "lxml")
seasonr = b.find("pre")
sr = [s.string.strip() for s in seasonr.findAll("p") if s.string]
return sr
if not self.report_detail.get(no):
report_url = "http://fund.eastmoney.com/gonggao/{code},{id_}.html".format(
code=self.code, id_=self.report_list[no]["ID"]
)
r = rget(report_url)
b = BeautifulSoup(r.text, "lxml")
seasonr = b.find("pre")
sr = [s.string.strip() for s in seasonr.findAll("p") if s.string]
self.report_detail[no] = sr
return self.report_detail[no]
[docs] def show_report_list(self, type_=3):
"""
:param type_: int。第0栏，第1栏，每栏的含义，请参照天天基金基金报告的页面。
:return:
"""
r = rget(
"http://api.fund.eastmoney.com/f10/JJGG?callback=&fundcode={code}&pageIndex=1&pageSize=20&type={type_}".format(
code=self.code, type_=str(type_)
),
headers={
"Referer": "http://fundf10.eastmoney.com/jjgg_{code}_3.html".format(
code=self.code
)
},
)
return r.json()["Data"]
[docs] def analyse_report(self, no=0):
l = self.get_report(no)
d = {}
d["title"] = ""
for s in l[:5]:
if s.startswith("基金管理"):
break
d["title"] += s + " "
for i, s in enumerate(l):
if s.startswith("业绩比较基准"):
ss = [s for s in s.split(" ") if s.strip()]
if len(ss) == 2:
if l[i + 1][0] != "本":
d["benchmark"] = ss[-1] + l[i + 1]
else:
d["benchmark"] = ss[-1]
elif s.startswith("基金管理人"):
ss = [s for s in s.split(" ") if s.strip()]
if len(ss) == 2:
d["company"] = ss[-1]
elif s.startswith("基金托管人"):
ss = [s for s in s.split(" ") if s.strip()]
if len(ss) == 2:
d["bank"] = ss[-1]
elif s.startswith("场内简称"):
ss = [s for s in s.split(" ") if s.strip()]
if len(ss) == 2:
d["shortname"] = ss[-1]
elif s.startswith("基金主代码"):
ss = [s for s in s.split(" ") if s.strip()]
if len(ss) == 2:
d["code"] = ss[-1]
elif s.startswith("报告期末基金份额总额"):
ss = [s for s in s.split(" ") if s.strip()]
if len(ss) == 2:
d["share"] = ss[-1]
elif s.startswith("基金合同生效日"):
ss = [s for s in s.split(" ") if s.strip()]
if len(ss) == 2:
d["start_date"] = ss[-1]
return d
[docs]class basicinfo(indicator):
"""
Base class for info of fund, index or even cash,
which cannot be directly instantiate, the basic implementation consider
redemption fee as zero when shuhui() function is implemented
:param code: string of code for specific product
:param fetch: boolean, when open the fetch option, the class will try fetching from local files first in the init
:param save: boolean, when open the save option, automatically save the class to files
:param path: string, the file path prefix of IO. Or in sql case, path is the engine from sqlalchemy.
:param form: string, the format of IO, options including: 'csv','sql'
:param round_label: int, default 0 or 1, label to the different round scheme of shares, reserved for fundinfo class. 1 代表全舍而非四舍五入。
:param dividend_label: int, default 0 or 1. 0 代表默认现金分红，1代表红利再投。两者均可通过记账单上的 0.05 来改变单次的默认。
:param value_label: int, default 0 or 1. 1 代表记账单上的赎回数目是按金额而非份额的，只能完美支持货币基金。其他净值型基金本质上无法精确到分支持这一选项，因此不开放支持。
"""
[docs] def __init__(
self,
code,
fetch=False,
save=False,
path="",
form="csv",
round_label=0,
dividend_label=0,
value_label=0,
):
# 增量 IO 的逻辑都由 basicinfo 类来处理，对于具体的子类，只需实现_save_form 和 _fetch_form 以及 update 函数即可
self.code = code
self.round_label = round_label
self.dividend_label = dividend_label
self.value_label = value_label
self.specialdate = []
self.fenhongdate = []
self.zhesuandate = []
# compatible with new xa.set_backend()
import xalpha.universal as xu
if (xu.ioconf["backend"] in ["csv", "sql"]) and (not path):
fetch = True
save = True
form = xu.ioconf["backend"]
path = xu.ioconf["path"]
path = os.path.join(path, xu.ioconf["prefix"] + "INFO-")
self.format = form
if fetch is False:
self._basic_init() # update self. name rate and price table
else:
try:
self.fetch(path, self.format)
df = self.update() # update the price table as well as the file
if (df is not None) and save is True:
self.save(path, self.format, option="a", delta=df)
except (FileNotFoundError, exc.ProgrammingError) as e:
logger.info("no saved copy of %s" % self.code)
fetch = False
self._basic_init()
if (save is True) and (fetch is False):
self.save(path, self.format)
[docs] def _basic_init(self):
"""
set self. name rate and price (dataframe) as well as other necessary attr of info()
"""
# below lines are just showcase, this function must be rewrite by child classes
# self.name = 'unknown'
# self.rate = 0
# self.price = pd.DataFrame(data={'date':[],'netvalue':[],'comment':[]})
raise NotImplementedError
[docs] def shengou(self, value, date):
"""
give the realdate deltacash deltashare tuple based on purchase date and purchase amount
if the date is not a trade date, then the purchase would happen on the next trade day, if the date is
in the furture, then the trade date is taken as yesterday.
:param value: the money for purchase
:param date: string or object of date
:returns: three elements tuple, the first is the actual dateobj of commit
the second is a negative float for cashin,
the third is a positive float for share increase
"""
row = self.price[self.price["date"] >= date].iloc[0]
share = _shengoucal(value, self.rate, row.netvalue, label=self.round_label + 1)[
1
]
return (row.date, -myround(value), share)
[docs] def shuhui(self, share, date, rem):
"""
give the cashout considering redemption rates as zero.
if the date is not a trade date, then the purchase would happen on the next trade day, if the date is
in the furture, then the trade date is taken as yesterday.
:param share: float or int, number of shares to be sold. if value_label=1, its cash to be sold.
:param date: string or object of date
:returns: three elements tuple, the first is dateobj
the second is a positive float for cashout,
the third is a negative float for share decrease
"""
if self.value_label == 0:
return self._shuhui_by_share(share, date, rem)
elif self.value_label == 1: # 按金额赎回，仅支持无赎回费的货币基金
partprice = self.price[self.price["date"] >= date]
if len(partprice) == 0:
row = self.price[self.price["date"] < date].iloc[-1]
else:
row = partprice.iloc[0]
share = share / row.netvalue
return self._shuhui_by_share(share, date, rem)
[docs] def _shuhui_by_share(self, share, date, rem):
date = convert_date(date)
tots = sum([remitem[1] for remitem in rem if remitem[0] <= date])
if share > tots:
sh = tots
else:
sh = share
partprice = self.price[self.price["date"] >= date]
if len(partprice) == 0:
row = self.price[self.price["date"] < date].iloc[-1]
else:
row = partprice.iloc[0]
value = myround(sh * row.netvalue)
return (
row.date,
value,
-myround(sh),
) # TODO: 这里 myround 是否也和 round_label 有关，有待考证
[docs] def info(self):
"""
print basic info on the class
"""
print("fund name: %s" % self.name)
print("fund code: %s" % self.code)
print("fund purchase fee: %s%%" % self.rate)
def __repr__(self):
return self.name
[docs] def save(self, path, form=None, option="r", delta=None):
"""
save info to files, this function is designed to redirect to more specific functions
:param path: string of the folder path prefix! or engine obj from sqlalchemy
:param form: string, option:'csv'
:param option: string, r for replace and a for append output
:param delta: if option is a, you have to specify the delta which is the incremental part of price table
"""
if form is None:
form = self.format
if form == "csv" and option == "r":
self._save_csv(path)
elif form == "csv" and option == "a":
self._save_csv_a(path, delta)
elif form == "sql" and option == "r":
self._save_sql(path)
elif form == "sql" and option == "a":
self._save_sql_a(path, delta)
[docs] def _save_csv_a(self, path, df):
df.sort_index(axis=1).to_csv(
path + self.code + ".csv",
mode="a",
header=None,
index=False,
date_format="%Y-%m-%d",
)
[docs] def _save_sql_a(self, path, df):
df.sort_index(axis=1).to_sql(
"xa" + self.code, path, if_exists="append", index=False
)
[docs] def fetch(self, path, form=None):
"""
fetch info from files
:param path: string of the folder path prefix! end with / in csv case;
engine from sqlalchemy.create_engine() in sql case.
:param form: string, option:'csv' or 'sql
"""
if form is None:
form = self.format
if form == "csv":
self._fetch_csv(path)
elif form == "sql":
self._fetch_sql(path)
[docs] def update(self):
"""
对类的价格表进行增量更新，并进行增量存储，适合 fetch 打开的情形
:returns: the incremental part of price table or None if no incremental part exsits
"""
raise NotImplementedError
[docs]class fundinfo(basicinfo):
"""
class for specific fund with basic info and every day values
所获得的基金净值数据一般截止到昨日。但注意QDII基金的净值数据会截止的更早，因此部分时间默认昨日的函数可能出现问题，
处理QDII基金时，需要额外注意。
:param code: str, 基金六位代码字符
:param round_label: integer 0 or 1, 取1表示基金申购时份额直接舍掉小数点两位之后。当基金处于 cons.droplist 名单中时，
label 总会被自动设置为1。非名单内基金可以显式令 round_label=1.
:param dividend_label: int, default 0 or 1. 0 代表默认现金分红，1代表红利再投。两者均可通过记账单上的 0.05 来改变单次的默认。
:param fetch: boolean, when open the fetch option, the class will try fetching from local files first in the init
:param save: boolean, when open the save option, automatically save the class to files
:param path: string, the file path prefix of IO
:param form: string, the format of IO, options including: 'csv'
"""
[docs] def __init__(
self,
code,
round_label=0,
dividend_label=0,
fetch=False,
save=False,
path="",
form="csv",
priceonly=False,
):
if round_label == 1 or (code in droplist):
label = 1 # the scheme of round down on share purchase
else:
label = 0
self._url = (
"http://fund.eastmoney.com/pingzhongdata/" + code + ".js"
) # js url api for info of certain fund
self._feeurl = (
"http://fund.eastmoney.com/f10/jjfl_" + code + ".html"
) # html url for trade fees info of certain fund
self.priceonly = priceonly
super().__init__(
code,
fetch=fetch,
save=save,
path=path,
form=form,
round_label=label,
dividend_label=dividend_label,
)
self.special = self.price[self.price["comment"] != 0]
self.specialdate = list(self.special["date"])
# date with nonvanishing comment, usually fenhong or zhesuan
try:
self.fenhongdate = list(self.price[self.price["comment"] > 0]["date"])
self.zhesuandate = list(self.price[self.price["comment"] < 0]["date"])
except TypeError:
print("There are still string comments for the fund!")
[docs] def _basic_init(self):
self._page = rget(self._url)
if self._page.text[:800].find("Data_millionCopiesIncome") >= 0:
raise FundTypeError("This code seems to be a mfund, use mfundinfo instead")
l = re.match(r".*Data_netWorthTrend = ([^;]*);.*", self._page.text).groups()[0]
l = l.replace("null", "None") # 暂未发现基金净值有 null 的基金，若有，其他地方也很可能出问题！
l = eval(l)
ltot = re.match(r".*Data_ACWorthTrend = ([^;]*);.*", self._page.text).groups()[
0
]
ltot = ltot.replace("null", "None") ## 096001 总值数据中有 null！
ltot = eval(ltot)
## timestamp transform tzinfo must be taken into consideration
tz_bj = dt.timezone(dt.timedelta(hours=8))
infodict = {
"date": [
dt.datetime.fromtimestamp(int(d["x"]) / 1e3, tz=tz_bj).replace(
tzinfo=None
)
for d in l
],
"netvalue": [float(d["y"]) for d in l],
"comment": [_nfloat(d["unitMoney"]) for d in l],
}
if len(l) == len(ltot): # 防止总值和净值数据量不匹配，已知有该问题的基金：502010
infodict["totvalue"] = [d[1] for d in ltot]
try:
rate = float(
eval(re.match(r".*fund_Rate=([^;]*);.*", self._page.text).groups()[0])
)
except ValueError:
rate = 0
logger.info("warning: this fund has no data for rate") # know cases: ETF
name = eval(re.match(r".*fS_name = ([^;]*);.*", self._page.text).groups()[0])
self.rate = rate
# shengou rate in tiantianjijin, daeshengou rate discount is not considered
self.name = name # the name of the fund
df = pd.DataFrame(data=infodict)
df = df[df["date"].isin(opendate)]
df = df.reset_index(drop=True)
self.price = df[df["date"] <= yesterdaydash()]
# deal with the redemption fee attrs finally
if not self.priceonly:
self._feepreprocess()
[docs] def _feepreprocess(self):
"""
Preprocess to add self.feeinfo and self.segment attr according to redemption fee info
"""
feepage = rget(self._feeurl)
soup = BeautifulSoup(
feepage.text, "lxml"
) # parse the redemption fee html page with beautiful soup
self.feeinfo = [
item.string
for item in soup.findAll("a", {"name": "shfl"})[
0
].parent.parent.next_sibling.next_sibling.find_all("td")
if item.string != "---"
]
# this could be [], known case 510030
if not self.feeinfo or len(self.feeinfo) % 2 != 0:
logger.debug("feeinfo is not typical, mainly due to ETF: %s" % self.feeinfo)
self.feeinfo = ["小于7天", "1.50%", "大于等于7天", "0.00%"]
self.segment = fundinfo._piecewise(self.feeinfo)
[docs] @staticmethod
def _piecewise(a):
"""
Transform the words list into a pure number segment list for redemption fee, eg. [[0,7],[7,365],[365]]
"""
b = [
(
a[2 * i]
.replace("小于", "")
.replace("大于", "")
.replace("等于", "")
.replace("个", "")
).split("，")
for i in range(int(len(a) / 2))
]
for j, tem in enumerate(b):
for i, num in enumerate(tem):
if num[-1] == "天":
num = int(num[:-1])
elif num[-1] == "月":
num = int(num[:-1]) * 30
else:
num = int(num[:-1]) * 365
b[j][i] = num
if len(b[0]) == 1: # 有时赎回费会写大于等于一天
b[0].insert(0, 0)
elif len(b[0]) == 2:
b[0][0] = 0
else:
print(_warnmess)
for i in range(len(b) - 1): # 有时赎回费两区间都是闭区间
if b[i][1] - b[i + 1][0] == -1:
b[i][1] = b[i + 1][0]
elif b[i][1] == b[i + 1][0]:
pass
else:
print(_warnmess)
return b
[docs] def feedecision(self, day):
"""
give the redemption rate in percent unit based on the days difference between purchase and redemption
:param day: integer， 赎回与申购时间之差的自然日数
:returns: float，赎回费率，以％为单位
"""
i = -1
for seg in self.segment:
i += 2
if day - seg[0] >= 0 and (len(seg) == 1 or day - seg[-1] < 0):
return float(self.feeinfo[i].strip("%"))
return 0 # error backup, in case there is sth wrong in segment
[docs] def shuhui(self, share, date, rem):
"""
give the cashout based on rem term considering redemption rates
:returns: three elements tuple, the first is dateobj
the second is a positive float for cashout,
the third is a negative float for share decrease
"""
# value = myround(share*self.price[self.price['date']==date].iloc[0].netvalue)
date = convert_date(date)
partprice = self.price[self.price["date"] >= date]
if len(partprice) == 0:
row = self.price[self.price["date"] < date].iloc[-1]
else:
row = partprice.iloc[0]
soldrem, _ = rm.sell(rem, share, row.date)
value = 0
sh = myround(sum([item[1] for item in soldrem]))
for d, s in soldrem:
value += myround(
s * row.netvalue * (1 - self.feedecision((row.date - d).days) * 1e-2)
) # TODO: round_label whether play a role here?
return (row.date, value, -sh)
[docs] def info(self):
super().info()
print("fund redemption fee info: %s" % self.feeinfo)
[docs] def _save_csv(self, path):
"""
save the information and pricetable into path+code.csv, not recommend to use manually,
just set the save label to be true when init the object
:param path: string of folder path
"""
s = json.dumps(
{
"feeinfo": self.feeinfo,
"name": self.name,
"rate": self.rate,
"segment": self.segment,
}
)
df = pd.DataFrame(
[[s, 0, 0, 0]], columns=["date", "netvalue", "comment", "totvalue"]
)
df = df.append(self.price, ignore_index=True, sort=True)
df.sort_index(axis=1).to_csv(
path + self.code + ".csv", index=False, date_format="%Y-%m-%d"
)
[docs] def _fetch_csv(self, path):
"""
fetch the information and pricetable from path+code.csv, not recommend to use manually,
just set the fetch label to be true when init the object
:param path: string of folder path
"""
try:
content = pd.read_csv(path + self.code + ".csv")
pricetable = content.iloc[1:]
datel = list(pd.to_datetime(pricetable.date))
self.price = pricetable[["netvalue", "totvalue", "comment"]]
self.price["date"] = datel
saveinfo = json.loads(content.iloc[0].date)
if not isinstance(saveinfo, dict):
raise FundTypeError("This csv doesn't looks like from fundinfo")
self.segment = saveinfo["segment"]
self.feeinfo = saveinfo["feeinfo"]
self.name = saveinfo["name"]
self.rate = saveinfo["rate"]
except FileNotFoundError as e:
# print('no saved copy of fund %s' % self.code)
raise e
[docs] def _save_sql(self, path):
"""
save the information and pricetable into sql, not recommend to use manually,
just set the save label to be true when init the object
:param path: engine object from sqlalchemy
"""
s = json.dumps(
{
"feeinfo": self.feeinfo,
"name": self.name,
"rate": self.rate,
"segment": self.segment,
}
)
df = pd.DataFrame(
[[pd.Timestamp("1990-01-01"), 0, s, 0]],
columns=["date", "netvalue", "comment", "totvalue"],
)
df = df.append(self.price, ignore_index=True, sort=True)
df.sort_index(axis=1).to_sql(
"xa" + self.code, con=path, if_exists="replace", index=False
)
[docs] def _fetch_sql(self, path):
"""
fetch the information and pricetable from sql, not recommend to use manually,
just set the fetch label to be true when init the object
:param path: engine object from sqlalchemy
"""
try:
content = pd.read_sql("xa" + self.code, path)
pricetable = content.iloc[1:]
commentl = [float(com) for com in pricetable.comment]
self.price = pricetable[["date", "netvalue", "totvalue"]]
self.price["comment"] = commentl
saveinfo = json.loads(content.iloc[0].comment)
if not isinstance(saveinfo, dict):
raise FundTypeError("This csv doesn't looks like from fundinfo")
self.segment = saveinfo["segment"]
self.feeinfo = saveinfo["feeinfo"]
self.name = saveinfo["name"]
self.rate = saveinfo["rate"]
except exc.ProgrammingError as e:
# print('no saved copy of %s' % self.code)
raise e
[docs] def update(self):
"""
function to incrementally update the pricetable after fetch the old one
"""
lastdate = self.price.iloc[-1].date
diffdays = (yesterdayobj() - lastdate).days
if (
diffdays == 0
): ## for some QDII, this value is 1, anyways, trying update is compatible (d+2 update)
return None
self._updateurl = (
"http://fund.eastmoney.com/f10/F10DataApi.aspx?type=lsjz&code="
+ self.code
+ "&page=1&per=1"
)
con = rget(self._updateurl)
soup = BeautifulSoup(con.text, "lxml")
items = soup.findAll("td")
if dt.datetime.strptime(str(items[0].string), "%Y-%m-%d") == today():
diffdays += 1
if diffdays <= 10:
self._updateurl = (
"http://fund.eastmoney.com/f10/F10DataApi.aspx?type=lsjz&code="
+ self.code
+ "&page=1&per="
+ str(diffdays)
)
con = rget(self._updateurl)
soup = BeautifulSoup(con.text, "lxml")
items = soup.findAll("td")
elif (
diffdays > 10
): ## there is a 20 item per page limit in the API, so to be safe, we query each page by 10 items only
items = []
for pg in range(1, int(diffdays / 10) + 2):
self._updateurl = (
"http://fund.eastmoney.com/f10/F10DataApi.aspx?type=lsjz&code="
+ self.code
+ "&page="
+ str(pg)
+ "&per=10"
)
con = rget(self._updateurl)
soup = BeautifulSoup(con.text, "lxml")
items.extend(soup.findAll("td"))
else:
raise TradeBehaviorError(
"Weird incremental update: the saved copy has future records"
)
date = []
netvalue = []
totvalue = []
comment = []
for i in range(int(len(items) / 7)):
ts = pd.Timestamp(str(items[7 * i].string))
if (ts - lastdate).days > 0:
date.append(ts)
netvalue.append(float(items[7 * i + 1].string))
totvalue.append(float(items[7 * i + 2].string))
comment.append(_nfloat(items[7 * i + 6].string))
else:
break
df = pd.DataFrame(
{
"date": date,
"netvalue": netvalue,
"totvalue": totvalue,
"comment": comment,
}
)
df = df.iloc[::-1] ## reverse the time order
df = df[df["date"].isin(opendate)]
df = df.reset_index(drop=True)
df = df[df["date"] <= yesterdayobj()]
if len(df) != 0:
self.price = self.price.append(df, ignore_index=True, sort=True)
return df
[docs]class indexinfo(basicinfo):
"""
Get everyday close price of specific index.
In self.price table, totvalue column is the real index
while netvalue comlumn is normalized to 1 for the start date.
In principle, this class can also be used to save stock prices but the price is without adjusted.
:param code: string with seven digitals! note the code here has an extra digit at the beginning,
0 for sh and 1 for sz.
:param value_label: int, default 0 or 1. If set to 1, 记账单数字按金额赎回。
:param fetch: boolean, when open the fetch option, the class will try fetching from local files first in the init
:param save: boolean, when open the save option, automatically save the class to files
:param path: string, the file path prefix of IO
:param form: string, the format of IO, options including: 'csv'
"""
[docs] def __init__(
self, code, value_label=0, fetch=False, save=False, path="", form="csv"
):
date = yesterday()
self.rate = 0
self._url = (
"http://quotes.money.163.com/service/chddata.html?code="
+ code
+ "&start=19901219&end="
+ date
+ "&fields=TCLOSE"
)
super().__init__(
code, value_label=value_label, fetch=fetch, save=save, path=path, form=form
)
[docs] def _basic_init(self):
raw = rget(self._url)
cr = csv.reader(raw.text.splitlines(), delimiter=",")
my_list = list(cr)
factor = float(my_list[-1][3])
dd = {
"date": [
dt.datetime.strptime(my_list[i + 1][0], "%Y-%m-%d")
for i in range(len(my_list) - 1)
],
"netvalue": [
float(my_list[i + 1][3]) / factor for i in range(len(my_list) - 1)
],
"totvalue": [float(my_list[i + 1][3]) for i in range(len(my_list) - 1)],
"comment": [0 for _ in range(len(my_list) - 1)],
}
index = pd.DataFrame(data=dd)
index = index.iloc[::-1]
index = index.reset_index(drop=True)
self.price = index[index["date"].isin(opendate)]
self.price = self.price[self.price["date"] <= yesterdaydash()]
self.name = my_list[-1][2]
[docs] def _save_csv(self, path):
"""
save the information and pricetable into path+code.csv, not recommend to use manually,
just set the save label to be true when init the object
:param path: string of folder path
"""
self.price.sort_index(axis=1).to_csv(
path + self.code + ".csv", index=False, date_format="%Y-%m-%d"
)
[docs] def _fetch_csv(self, path):
"""
fetch the information and pricetable from path+code.csv, not recommend to use manually,
just set the fetch label to be true when init the object
:param path: string of folder path
"""
try:
pricetable = pd.read_csv(path + self.code + ".csv")
datel = list(pd.to_datetime(pricetable.date))
self.price = pricetable[["netvalue", "totvalue", "comment"]]
self.price["date"] = datel
except FileNotFoundError as e:
# print('no saved copy of %s' % self.code)
raise e
[docs] def _save_sql(self, path):
"""
save the information and pricetable into sql, not recommend to use manually,
just set the save label to be true when init the object
:param path: engine object from sqlalchemy
"""
self.price.sort_index(axis=1).to_sql(
"xa" + self.code, con=path, if_exists="replace", index=False
)
[docs] def _fetch_sql(self, path):
"""
fetch the information and pricetable from sql, not recommend to use manually,
just set the fetch label to be true when init the object
:param path: engine object from sqlalchemy
"""
try:
pricetable = pd.read_sql("xa" + self.code, path)
self.price = pricetable
except exc.ProgrammingError as e:
# print('no saved copy of %s' % self.code)
raise e
[docs] def update(self):
lastdate = self.price.iloc[-1].date
lastdatestr = lastdate.strftime("%Y%m%d")
weight = self.price.iloc[1].totvalue
self._updateurl = (
"http://quotes.money.163.com/service/chddata.html?code="
+ self.code
+ "&start="
+ lastdatestr
+ "&end="
+ yesterday()
+ "&fields=TCLOSE"
)
df = pd.read_csv(self._updateurl, encoding="gb2312")
self.name = df.iloc[0].loc["名称"]
if len(df) > 1:
df = df.rename(columns={"收盘价": "totvalue"})
df["date"] = pd.to_datetime(df.日期)
df = df.drop(["股票代码", "名称", "日期"], axis=1)
df["netvalue"] = df.totvalue / weight
df["comment"] = [0 for _ in range(len(df))]
df = df.iloc[::-1].iloc[1:]
df = df[df["date"].isin(opendate)]
df = df.reset_index(drop=True)
df = df[df["date"] <= yesterdayobj()]
self.price = self.price.append(df, ignore_index=True, sort=True)
return df
[docs]class cashinfo(basicinfo):
"""
A virtual class for remaining cash manage: behave like monetary fund
:param interest: float, daily rate in the unit of 100%, note this is not a year return rate!
:param start: str of date or dateobj, the virtual starting date of the cash fund
:param value_label: int, default 0 or 1. If set to 1, 记账单数字按金额赎回。
"""
[docs] def __init__(self, interest=0.0001, start="2012-01-01", value_label=0):
self.interest = interest
start = convert_date(start)
self.start = start
super().__init__(
"mf", value_label=value_label, fetch=False, save=False, path="nobackend"
) # 永远不缓存 cashinfo
[docs] def _basic_init(self):
self.name = "货币基金"
self.rate = 0
datel = list(
pd.date_range(dt.datetime.strftime(self.start, "%Y-%m-%d"), yesterdaydash())
)
valuel = []
for i, date in enumerate(datel):
valuel.append((1 + self.interest) ** i)
dfdict = {
"date": datel,
"netvalue": valuel,
"totvalue": valuel,
"comment": [0 for _ in datel],
}
df = pd.DataFrame(data=dfdict)
self.price = df[df["date"].isin(opendate)]
[docs]class mfundinfo(basicinfo):
"""
真实的货币基金类，可以通过货币基金六位代码，来获取真实的货币基金业绩，并进行交易回测等
:param code: string of six digitals, code of real monetnary fund
:param round_label: int, default 0 or 1, label to the different round scheme of shares, reserved for fundinfo class. 1 代表全舍而非四舍五入。
:param value_label: int, default 0 or 1. 1 代表记账单上的赎回数目是按金额而非份额的，只能完美支持货币基金。
:param fetch: boolean, when open the fetch option, the class will try fetching from local files first in the init
:param save: boolean, when open the save option, automatically save the class to files
:param path: string, the file path prefix of IO
:param form: string, the format of IO, options including: 'csv'
"""
[docs] def __init__(
self,
code,
round_label=0,
value_label=0,
fetch=False,
save=False,
path="",
form="csv",
):
self._url = "http://fund.eastmoney.com/pingzhongdata/" + code + ".js"
self.rate = 0
super().__init__(
code,
fetch=fetch,
save=save,
path=path,
form=form,
round_label=round_label,
value_label=value_label,
)
[docs] def _basic_init(self):
self._page = rget(self._url)
if self._page.text[:800].find("Data_fundSharesPositions") >= 0:
raise FundTypeError("This code seems to be a fund, use fundinfo instead")
l = eval(
re.match(
r".*Data_millionCopiesIncome = ([^;]*);.*", self._page.text
).groups()[0]
)
self.name = re.match(r".*fS_name = \"([^;]*)\";.*", self._page.text).groups()[0]
tz_bj = dt.timezone(dt.timedelta(hours=8))
datel = [
dt.datetime.fromtimestamp(int(d[0]) / 1e3, tz=tz_bj).replace(tzinfo=None)
for d in l
]
ratel = [float(d[1]) for d in l]
netvalue = [1]
for dailyrate in ratel:
netvalue.append(netvalue[-1] * (1 + dailyrate * 1e-4))
netvalue.remove(1)
df = pd.DataFrame(
data={
"date": datel,
"netvalue": netvalue,
"totvalue": netvalue,
"comment": [0 for _ in datel],
}
)
df = df[df["date"].isin(opendate)]
df = df.reset_index(drop=True)
self.price = df[df["date"] <= yesterdaydash()]
[docs] def _save_csv(self, path):
"""
save the information and pricetable into path+code.csv, not recommend to use manually,
just set the save label to be true when init the object
:param path: string of folder path
"""
df = pd.DataFrame(
[[0, 0, self.name, 0]], columns=["date", "netvalue", "comment", "totvalue"]
)
df = df.append(self.price, ignore_index=True, sort=True)
df.sort_index(axis=1).to_csv(
path + self.code + ".csv", index=False, date_format="%Y-%m-%d"
)
[docs] def _fetch_csv(self, path):
"""
fetch the information and pricetable from path+code.csv, not recommend to use manually,
just set the fetch label to be true when init the object
:param path: string of folder path
"""
try:
content = pd.read_csv(path + self.code + ".csv")
pricetable = content.iloc[1:]
datel = list(pd.to_datetime(pricetable.date))
self.price = pricetable[["netvalue", "totvalue", "comment"]]
self.price["date"] = datel
self.name = content.iloc[0].comment
except FileNotFoundError as e:
# print('no saved copy of %s' % self.code)
raise e
[docs] def _save_sql(self, path):
"""
save the information and pricetable into sql, not recommend to use manually,
just set the save label to be true when init the object
:param path: engine object from sqlalchemy
"""
s = json.dumps({"name": self.name})
df = pd.DataFrame(
[[pd.Timestamp("1990-01-01"), 0, s, 0]],
columns=["date", "netvalue", "comment", "totvalue"],
)
df = df.append(self.price, ignore_index=True, sort=True)
df.sort_index(axis=1).to_sql(
"xa" + self.code, con=path, if_exists="replace", index=False
)
[docs] def _fetch_sql(self, path):
"""
fetch the information and pricetable from sql, not recommend to use manually,
just set the fetch label to be true when init the object
:param path: engine object from sqlalchemy
"""
try:
content = pd.read_sql("xa" + self.code, path)
pricetable = content.iloc[1:]
commentl = [float(com) for com in pricetable.comment]
self.price = pricetable[["date", "netvalue", "totvalue"]]
self.price["comment"] = commentl
self.name = json.loads(content.iloc[0].comment)["name"]
except exc.ProgrammingError as e:
# print('no saved copy of %s' % self.code)
raise e
[docs] def update(self):
"""
function to incrementally update the pricetable after fetch the old one
"""
lastdate = self.price.iloc[-1].date
startvalue = self.price.iloc[-1].totvalue
diffdays = (yesterdayobj() - lastdate).days
if diffdays == 0:
return None
self._updateurl = (
"http://fund.eastmoney.com/f10/F10DataApi.aspx?type=lsjz&code="
+ self.code
+ "&page=1&per=1"
)
con = rget(self._updateurl)
soup = BeautifulSoup(con.text, "lxml")
items = soup.findAll("td")
if dt.datetime.strptime(str(items[0].string), "%Y-%m-%d") == today():
diffdays += 1
if diffdays <= 10:
# caution: there may be today data!! then a day gap will be in table
self._updateurl = (
"http://fund.eastmoney.com/f10/F10DataApi.aspx?type=lsjz&code="
+ self.code
+ "&page=1&per="
+ str(diffdays)
)
con = rget(self._updateurl)
soup = BeautifulSoup(con.text, "lxml")
items = soup.findAll("td")
elif (
diffdays > 10
): ## there is a 20 item per page limit in the API, so to be safe, we query each page by 10 items only
items = []
for pg in range(1, int(diffdays / 10) + 2):
self._updateurl = (
"http://fund.eastmoney.com/f10/F10DataApi.aspx?type=lsjz&code="
+ self.code
+ "&page="
+ str(pg)
+ "&per=10"
)
con = rget(self._updateurl)
soup = BeautifulSoup(con.text, "lxml")
items.extend(soup.findAll("td"))
else:
raise TradeBehaviorError(
"Weird incremental update: the saved copy has future records"
)
date = []
earnrate = []
comment = []
for i in range(int(len(items) / 6)):
ts = pd.Timestamp(str(items[6 * i].string))
if (ts - lastdate).days > 0:
date.append(ts)
earnrate.append(float(items[6 * i + 1].string) * 1e-4)
comment.append(_nfloat(items[6 * i + 5].string))
date = date[::-1]
earnrate = earnrate[::-1]
comment = comment[::-1]
netvalue = [startvalue]
for earn in earnrate:
netvalue.append(netvalue[-1] * (1 + earn))
netvalue.remove(startvalue)
df = pd.DataFrame(
{
"date": date,
"netvalue": netvalue,
"totvalue": netvalue,
"comment": comment,
}
)
df = df[df["date"].isin(opendate)]
df = df.reset_index(drop=True)
df = df[df["date"] <= yesterdayobj()]
if len(df) != 0:
self.price = self.price.append(df, ignore_index=True, sort=True)
return df
FundInfo = fundinfo
MFundInfo = mfundinfo
CashInfo = cashinfo
IndexInfo = indexinfo
