added manager index notebook

fof/utility.py

@@ -433,20 +433,18 @@ def stk_return(start_date, end_date, security_ids=None):
     return read_sql(query, source="mysql").sort_values("security_code").reset_index(drop=True)
 
 
-def fd_manager(manager_ids, manager_names=None, start_date=None, end_date=None):
+def fd_manager(manager_ids=None, manager_names=None, start_date=None, end_date=None):
     if manager_ids:
         manager_ids = _join_ids(manager_ids)
     elif manager_names:
         manager_names = _join_ids(manager_names)
-    else:
-        raise ValueError("manager_ids and manager_names can't be set empty both")
+
     if manager_ids:
         query = f"""
         SELECT MANAGERCODE, MANAGERNAME, COMPCODE, COMPNAME, SECODE as SECURITYID, BEGINDATE, ENDDATE FROM TQ_FD_MGPERFORMANCE
         WHERE
-
             BEGINDATE <= '{_to_yyyymmdd(end_date)}' AND
-            ENDDATE >= '{_to_yyyymmdd(start_date)}' AND
+            (ENDDATE >= '{_to_yyyymmdd(start_date)}' OR ENDDATE = '19000101') AND
             MANAGERCODE in ({manager_ids}) AND
             ISVALID = 1
         """
@@ -454,10 +452,48 @@ def fd_manager(manager_ids, manager_names=None, start_date=None, end_date=None):
         query = f"""
         SELECT MANAGERCODE, MANAGERNAME, COMPCODE, COMPNAME, SECODE as SECURITYID, BEGINDATE, ENDDATE FROM TQ_FD_MGPERFORMANCE
         WHERE
-
             BEGINDATE <= '{_to_yyyymmdd(end_date)}' AND
-            ENDDATE >= '{_to_yyyymmdd(start_date)}' AND
+            (ENDDATE >= '{_to_yyyymmdd(start_date)}' OR ENDDATE = '19000101') AND
             MANAGERNAME in ({manager_names}) AND
             ISVALID = 1
         """
+    else:
+        query = f"""
+        SELECT MANAGERCODE, MANAGERNAME, COMPCODE, COMPNAME, SECODE as SECURITYID, BEGINDATE, ENDDATE FROM TQ_FD_MGPERFORMANCE
+        WHERE
+            BEGINDATE <= '{_to_yyyymmdd(end_date)}' AND
+            (ENDDATE >= '{_to_yyyymmdd(start_date)}' OR ENDDATE = '19000101') AND
+            ISVALID = 1
+        """
     return read_sql(query).sort_values("MANAGERCODE").reset_index(drop=True)
+
+
+def fd_fund_mktv(security_ids, trade_dt):
+    nav_df = fd_qtfdnav(security_ids, trade_dt)
+    sec_id_strs = _join_ids(security_ids)
+
+    query = f"""
+    SELECT SECODE as SECURITYID, REPORTDATE, INIFDSHARE * 10000 as INIFDSHARE, ENDFDSHARE * 10000 as ENDFDSHARE FROM TQ_FD_SHARE
+    WHERE
+        REPORTDATE <= '{_to_yyyymmdd(trade_dt)}' AND
+        SECODE IN ({sec_id_strs}) AND
+        ISVALID = 1
+    ORDER BY REPORTDATE
+    """
+    shares_df = read_sql(query).sort_values("SECURITYID").reset_index(drop=True)
+    shares_df = shares_df.groupby("SECURITYID", as_index=False).last()
+    df = pd.merge(nav_df[["SECURITYID", "UNITNAV", "NAVGRTD"]], shares_df[["SECURITYID", "ENDFDSHARE"]], on="SECURITYID")
+    df["MKTV"] = df["UNITNAV"] * df["ENDFDSHARE"]
+    return df
+
+
+def fd_rl_classification(security_ids, trade_dt):
+    sec_id_strs = _join_ids(security_ids)
+    query = f"""
+    SELECT security_id as SECURITYID,  rl_class, rl_class_name, rl_sub_class, rl_sub_class_name FROM fd_rl_classification
+    WHERE
+        trade_date = '{_to_yyyymmdd(trade_dt)}' AND
+        security_id in ({sec_id_strs}) AND
+        flag = 1
+    """
+    return read_sql(query, source="mysql").sort_values("SECURITYID").reset_index(drop=True)

manager/010 fund manager.ipynb

-{
- "cells": [
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "id": "ca389ee5-b800-4682-bfab-a22a6247bd67",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "import sys\n",
-    "sys.path.append(\"../\")\n",
-    "import datetime as dt\n",
-    "from fof.utility import fd_manager\n",
-    "from PyFin.api import *"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "id": "008213ed-f569-4535-8519-7a5b1b06503c",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "trade_dt = adjustDateByCalendar(\"china.sse\", \"2015-01-01\").strftime(\"%Y%m%d\")"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "id": "be10d317-bca6-41db-9b54-56573cd564a6",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "funds = fd_manager(\"30057809\", start_date='20100101', end_date='20220226')"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "id": "44022a45-2da2-4ee9-a107-f842f396317f",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "funds"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "id": "321f0f1d-c5c9-4591-8b67-e3ab9dbd1a11",
-   "metadata": {},
-   "outputs": [],
-   "source": []
-  }
- ],
- "metadata": {
-  "kernelspec": {
-   "display_name": "Python 3 (ipykernel)",
-   "language": "python",
-   "name": "python3"
-  },
-  "language_info": {
-   "codemirror_mode": {
-    "name": "ipython",
-    "version": 3
-   },
-   "file_extension": ".py",
-   "mimetype": "text/x-python",
-   "name": "python",
-   "nbconvert_exporter": "python",
-   "pygments_lexer": "ipython3",
-   "version": "3.9.7"
-  }
- },
- "nbformat": 4,
- "nbformat_minor": 5
-}