Skip to content

F
fof
Commit 43955e6c authored by Dr.李's avatar Dr.李
Browse files
Options

update

parent fa4f0b67
Expand all Show whitespace changes
Inline Side-by-side
Showing with 60 additions and 52 deletions
010 股票型基金.ipynb
View file @ 43955e6c
This diff is collapsed.
020 混合型基金.ipynb
View file @ 43955e6c
This diff is collapsed.
030 债券型基金.ipynb
View file @ 43955e6c
This diff is collapsed.
040 货币基金.ipynb
View file @ 43955e6c
......@@ -2,14 +2,14 @@
"cells": [
{
"cell_type": "code",
"execution_count": 4,
"execution_count": 1,
"id": "51382765-24b4-4e5e-a118-077b276e0774",
"metadata": {},
"outputs": [],
"source": [
"import datetime as dt\n",
"from utility import (\n",
" read_sql,\n",
" fd_alive_funds,\n",
" fd_basicinfo,\n",
" fd_typeclass,\n",
" nearest_report_date\n",
......@@ -19,7 +19,7 @@
},
{
"cell_type": "code",
"execution_count": 5,
"execution_count": 2,
"id": "47939edc-07d2-4c8e-b061-187806e124ea",
"metadata": {},
"outputs": [],
......@@ -31,26 +31,19 @@
},
{
"cell_type": "code",
"execution_count": 11,
"execution_count": 3,
"id": "9a596482-dd98-49dc-b717-c17177f2cd64",
"metadata": {},
"outputs": [],
"source": [
"# 获取所有目标货币型基金（清算结束日期晚于当前日）\n",
"\n",
"security_ids = read_sql(f\"\"\"\n",
"select SECURITYID from TQ_FD_TYPECLASS \n",
"WHERE\n",
" ISVALID = 1 AND\n",
" L1CODE = 5 AND\n",
" (ENDDATE>='{today}' or ENDDATE = '19000101') \n",
"ORDER BY SECURITYID;\n",
"\"\"\")[\"SECURITYID\"].unique().tolist()"
"security_ids = fd_alive_funds(today, 204)"
]
},
{
"cell_type": "code",
"execution_count": 12,
"execution_count": 4,
"id": "7e1a0517-e3de-4ea7-ae3c-9c2292c63260",
"metadata": {},
"outputs": [],
......@@ -61,7 +54,7 @@
},
{
"cell_type": "code",
"execution_count": 13,
"execution_count": 5,
"id": "b0d0d48b-708b-447a-922b-500fbfb97600",
"metadata": {},
"outputs": [],
......@@ -71,7 +64,7 @@
},
{
"cell_type": "code",
"execution_count": 14,
"execution_count": 6,
"id": "5ccf2dc7-fea9-4d52-b15d-e8ff55fac3dc",
"metadata": {},
"outputs": [],
......@@ -83,7 +76,7 @@
},
{
"cell_type": "code",
"execution_count": 15,
"execution_count": 7,
"id": "9d34507e-9efd-479a-8b25-a095de5a552c",
"metadata": {},
"outputs": [
......@@ -113,6 +106,7 @@
" <th>SNAMECOMP</th>\n",
" <th>FSYMBOL</th>\n",
" <th>FDNATURE</th>\n",
" <th>INVESTSTYLE</th>\n",
" </tr>\n",
" <tr>\n",
" <th>货币型（子类）</th>\n",
......@@ -121,37 +115,40 @@
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>场内货币型基金</th>\n",
" <td>44</td>\n",
" <td>44</td>\n",
" <td>42</td>\n",
" <td>44</td>\n",
" <td>44</td>\n",
" <td>19</td>\n",
" <td>19</td>\n",
" <td>19</td>\n",
" <td>19</td>\n",
" <td>19</td>\n",
" <td>19</td>\n",
" </tr>\n",
" <tr>\n",
" <th>场外货币型基金</th>\n",
" <td>549</td>\n",
" <td>549</td>\n",
" <td>503</td>\n",
" <td>549</td>\n",
" <td>549</td>\n",
" <td>542</td>\n",
" <td>542</td>\n",
" <td>496</td>\n",
" <td>542</td>\n",
" <td>542</td>\n",
" <td>542</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE\n",
" SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE INVESTSTYLE\n",
"货币型（子类） \n",
"场内货币型基金 44 44 42 44 44\n",
"场外货币型基金 549 549 503 549 549"
"场内货币型基金 19 19 19 19 19 19\n",
"场外货币型基金 542 542 496 542 542 542"
]
},
"execution_count": 15,
"execution_count": 7,
"metadata": {},
"output_type": "execute_result"
}
......
050 另类投资基金.ipynb
View file @ 43955e6c
This diff is collapsed.
060 QDII基金.ipynb
View file @ 43955e6c
This diff is collapsed.
070 FOF基金.ipynb
View file @ 43955e6c
This diff is collapsed.
utility.py
View file @ 43955e6c
......@@ -24,17 +24,28 @@ def nearest_report_date(date):
return dt.date(last_year, q, last).strftime("%Y%m%d")
def fd_alive_funds(trade_dt, type_style, class_code):
sec_codes = read_sql(f"""
def fd_alive_funds(trade_dt, class_code=None):
if class_code:
query = f"""
select SECODE from TQ_FD_TYPE
WHERE
ISVALID = 1 AND
TYPESTYLE = '{type_style}' AND
TYPESTYLE = '{str(class_code)[0]}' AND
CLASSCODE = '{class_code}' AND
BEGINDATE <= '{trade_dt}' AND
(ENDDATE>='{trade_dt}' or ENDDATE = '19000101')
ORDER BY SECODE;
""")["SECODE"].unique().tolist()
"""
else:
query = f"""
select SECODE from TQ_FD_TYPE
WHERE
ISVALID = 1 AND
BEGINDATE <= '{trade_dt}' AND
(ENDDATE>='{trade_dt}' or ENDDATE = '19000101')
ORDER BY SECODE;
"""
sec_codes = read_sql(query)["SECODE"].unique().tolist()
return sec_codes
......@@ -53,15 +64,15 @@ def fd_basicinfo(security_ids=None, trade_dt=None):
if sec_id_strs:
query = f"""
select SECURITYID, FDNAME, SNAMECOMP, FSYMBOL, FDNATURE, INVESTSTYLE from TQ_FD_BASICINFO
select SECODE as SECURITYID, FDNAME, SNAMECOMP, FSYMBOL, FDNATURE, INVESTSTYLE from TQ_FD_BASICINFO
WHERE
ISVALID = 1 AND
SECURITYID in ({sec_id_strs}) AND
SECODE in ({sec_id_strs}) AND
(LIQUENDDATE >= '{trade_dt}' or LIQUENDDATE = '19000101')
"""
else:
query = f"""
select SECURITYID, FDNAME, SNAMECOMP, FSYMBOL, FDNATURE, INVESTSTYLE from TQ_FD_BASICINFO
select SECODE as SECURITYID, FDNAME, SNAMECOMP, FSYMBOL, FDNATURE, INVESTSTYLE from TQ_FD_BASICINFO
WHERE
ISVALID = 1 AND
(LIQUENDDATE >= '{trade_dt}' or LIQUENDDATE = '19000101')
......@@ -127,35 +138,35 @@ def fd_assetportfolio(security_ids, report_dates_begin, report_dates_end=None):
sec_id_strs = ",".join(["'" + s + "'" for s in security_ids])
if report_dates_end:
query = f"""
SELECT SECURITYID, REPORTDATE, BDRTO, CONVBDRTO, EQUITYINVERTO from TQ_FD_ASSETPORTFOLIO
SELECT SECODE as SECURITYID, REPORTDATE, BDRTO, CONVBDRTO, EQUITYINVERTO from TQ_FD_ASSETPORTFOLIO
WHERE
REPORTDATE >= '{report_dates_begin}' AND
REPORTDATE <= '{report_dates_end}' AND
ISVALID = 1 AND
SECURITYID in ({sec_id_strs})
SECODE in ({sec_id_strs})
"""
else:
query = f"""
SELECT SECURITYID, REPORTDATE, BDRTO, CONVBDRTO, EQUITYINVERTO from TQ_FD_ASSETPORTFOLIO
SELECT SECODE as SECURITYID, REPORTDATE, BDRTO, CONVBDRTO, EQUITYINVERTO from TQ_FD_ASSETPORTFOLIO
WHERE
REPORTDATE >= '{report_dates_begin}' AND
ISVALID = 1 AND
SECURITYID in ({sec_id_strs})
SECODE in ({sec_id_strs})
"""
return read_sql(query).sort_values("SECURITYID")
def fd_derieden(security_ids, trade_dt):
def fd_qtfdnav(security_ids, trade_dt):
if isinstance(security_ids, str):
sec_id_strs = security_ids
else:
sec_id_strs = ",".join(["'" + s + "'" for s in security_ids])
query = f"""
SELECT SECURITYID, UNITNAV, UNITACCNAV, REPAIRUNITNAV, NAVGRTD from TQ_FD_DERIVEDN
SELECT SECODE as SECURITYID, UNITNAV, ACCUNITNAV from TQ_QT_FDNAV
WHERE
ENDDATE = '{trade_dt}' AND
NAVDATE = '{trade_dt}' AND
ISVALID = 1 AND
SECURITYID in ({sec_id_strs})
SECODE in ({sec_id_strs})
"""
return read_sql(query).sort_values("SECURITYID")
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment