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Commit 8716416c authored by Dr.李's avatar Dr.李
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added top10 in manager style

parent 457cc1ee
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Showing with 51 additions and 22 deletions
manager/020 基金经理穿透.ipynb
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......@@ -387,6 +387,29 @@
" manager_portfolio = manager_portfolio[manager_portfolio.security_code.isin(agg_port.index)]"
]
},
{
"cell_type": "code",
"execution_count": 35,
"id": "0ef2559b-7bae-4dac-b45d-92c57ab35ac4",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"array(['2010000795', '2010001432', '2010003391', '2010029662',\n",
" '2010007669', '2010003976', '2010004017', '2010004732',\n",
" '2010021270', '2010030889'], dtype=object)"
]
},
"execution_count": 35,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"manager_portfolio.security_code.unique()"
]
},
{
"cell_type": "code",
"execution_count": 19,
......@@ -1500,7 +1523,7 @@
},
{
"cell_type": "code",
"execution_count": 30,
"execution_count": 46,
"id": "bf5df7a8-22ab-4302-be8e-754b94588266",
"metadata": {},
"outputs": [],
......@@ -1564,12 +1587,13 @@
" \n",
" res = pd.concat(dfs)\n",
" df = pd.merge(res, funds[[\"MANAGERCODE\", \"MANAGERNAME\"]].drop_duplicates([\"MANAGERCODE\"]), on=\"MANAGERCODE\", how=\"left\")\n",
" df[\"score\"] = df.groupby([\"asset\", \"category\", \"name\"])[\"value\"].apply(lambda x: x.rank() / len(x) * 100).values\n",
" return df"
]
},
{
"cell_type": "code",
"execution_count": 31,
"execution_count": 47,
"id": "48864c00-836c-4609-8900-6bf4f0d6d447",
"metadata": {},
"outputs": [
......@@ -1600,6 +1624,7 @@
" <th>value</th>\n",
" <th>MANAGERCODE</th>\n",
" <th>MANAGERNAME</th>\n",
" <th>score</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
......@@ -1608,60 +1633,65 @@
" <td>equity</td>\n",
" <td>risk</td>\n",
" <td>LIQUIDTY</td>\n",
" <td>1.214250</td>\n",
" <td>1.076499</td>\n",
" <td>30322345</td>\n",
" <td>左金保</td>\n",
" <td>100.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15</th>\n",
" <th>14</th>\n",
" <td>equity</td>\n",
" <td>risk</td>\n",
" <td>GROWTH</td>\n",
" <td>0.241052</td>\n",
" <td>RESVOL</td>\n",
" <td>0.272203</td>\n",
" <td>30322345</td>\n",
" <td>左金保</td>\n",
" <td>100.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>14</th>\n",
" <th>15</th>\n",
" <td>equity</td>\n",
" <td>risk</td>\n",
" <td>RESVOL</td>\n",
" <td>0.176369</td>\n",
" <td>GROWTH</td>\n",
" <td>0.267933</td>\n",
" <td>30322345</td>\n",
" <td>左金保</td>\n",
" <td>100.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>26</th>\n",
" <td>all</td>\n",
" <td>industry</td>\n",
" <td>基础化工</td>\n",
" <td>0.142971</td>\n",
" <td>0.144853</td>\n",
" <td>30322345</td>\n",
" <td>左金保</td>\n",
" <td>100.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>54</th>\n",
" <td>equity</td>\n",
" <td>industry</td>\n",
" <td>基础化工</td>\n",
" <td>0.142971</td>\n",
" <td>0.144853</td>\n",
" <td>30322345</td>\n",
" <td>左金保</td>\n",
" <td>100.0</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" asset category name value MANAGERCODE MANAGERNAME\n",
"18 equity risk LIQUIDTY 1.214250 30322345 左金保\n",
"15 equity risk GROWTH 0.241052 30322345 左金保\n",
"14 equity risk RESVOL 0.176369 30322345 左金保\n",
"26 all industry 基础化工 0.142971 30322345 左金保\n",
"54 equity industry 基础化工 0.142971 30322345 左金保"
" asset category name value MANAGERCODE MANAGERNAME score\n",
"18 equity risk LIQUIDTY 1.076499 30322345 左金保 100.0\n",
"14 equity risk RESVOL 0.272203 30322345 左金保 100.0\n",
"15 equity risk GROWTH 0.267933 30322345 左金保 100.0\n",
"26 all industry 基础化工 0.144853 30322345 左金保 100.0\n",
"54 equity industry 基础化工 0.144853 30322345 左金保 100.0"
]
},
"execution_count": 31,
"execution_count": 47,
"metadata": {},
"output_type": "execute_result"
}
......@@ -1682,7 +1712,7 @@
},
{
"cell_type": "code",
"execution_count": 32,
"execution_count": 48,
"id": "6f7cbb5d-23ca-44cb-af55-82a97381bb76",
"metadata": {},
"outputs": [],
......@@ -1703,8 +1733,7 @@
"name": "stdout",
"output_type": "stream",
"text": [
"2022-07-05 22:21:32.562069 : 20220104\n",
"2022-07-05 22:23:39.669924 : 20220105\n"
"2022-07-05 22:51:07.168832 : 20220104\n"
]
}
],
......@@ -1732,7 +1761,7 @@
{
"cell_type": "code",
"execution_count": null,
"id": "8b7ec180-383a-40d0-87ec-6d1e5aeac461",
"id": "4997488a-3535-4337-923f-c84b20e0cf4e",
"metadata": {},
"outputs": [],
"source": []
......
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