added manager

fof/utility.py

@@ -243,11 +243,18 @@ def _to_yyyy_mm_dd(trade_dt):
         return trade_dt
     else:
         return f"{trade_dt[0:4]}-{trade_dt[4:6]}-{trade_dt[6:8]}"
+    
+    
+def _to_yyyymmdd(trade_dt):
+    if len(trade_dt) == 8:
+        return trade_dt
+    else:
+        return f"{trade_dt[0:4]}{trade_dt[5:7]}{trade_dt[8:10]}"
 
 
-def _security_ids(security_ids):
+def _join_ids(security_ids):
     if isinstance(security_ids, str):
-        sec_id_strs = security_ids
+        sec_id_strs = "'" + security_ids + "'"
     elif security_ids is None:
         sec_id_strs = None
     else:
@@ -256,7 +263,7 @@ def _security_ids(security_ids):
 
 
 def fd_skdetail(security_ids, trade_dt):
-    p_id_strs = _security_ids(security_ids)
+    p_id_strs = _join_ids(security_ids)
 
     query = f"""
     SELECT SECODE as pid, SKCODE as security_code, SKNAME, HOLDMKTCAP, HOLDAMT, NAVRTO FROM TQ_FD_SKDETAIL
@@ -272,7 +279,7 @@ def fd_skdetail(security_ids, trade_dt):
 
 
 def risk_exposure(start_date, end_date, security_ids=None):
-    sec_id_strs = _security_ids(security_ids)
+    sec_id_strs = _join_ids(security_ids)
 
     if sec_id_strs:
         query = f"""
@@ -306,7 +313,7 @@ def risk_return(start_date, end_date):
 
 
 def specific_return(start_date, end_date, security_ids=None):
-    sec_id_strs = _security_ids(security_ids)
+    sec_id_strs = _join_ids(security_ids)
 
     if sec_id_strs:
         query = f"""
@@ -340,7 +347,7 @@ def risk_cov(start_date, end_date, model="short"):
 
 
 def special_risk(start_date, end_date, model="short", security_ids=None):
-    sec_id_strs = _security_ids(security_ids)
+    sec_id_strs = _join_ids(security_ids)
 
     if sec_id_strs:
         query = f"""
@@ -380,7 +387,7 @@ def index_component(index_code, start_date, end_date):
 
 
 def sw_industry_daily(start_date, end_date, level=1, security_ids=None):
-    sec_id_strs = _security_ids(security_ids)
+    sec_id_strs = _join_ids(security_ids)
     if sec_id_strs:
         query = f"""
         SELECT trade_date, security_code, industry_code{level} as industry_code, industry_name{level} as industry_name FROM sw_industry_daily
@@ -402,7 +409,7 @@ def sw_industry_daily(start_date, end_date, level=1, security_ids=None):
 
 
 def stk_return(start_date, end_date, security_ids=None):
-    sec_id_strs = _security_ids(security_ids)
+    sec_id_strs = _join_ids(security_ids)
     if sec_id_strs:
         query = f"""
         SELECT security_code, min(trade_date) as start_date, max(trade_date) as end_date, exp(sum(log(1.0 + change_pct / 100.))) AS chg_pct FROM stk_daily_price_pro
@@ -423,3 +430,17 @@ def stk_return(start_date, end_date, security_ids=None):
         GROUP BY security_code;
         """
     return read_sql(query, source="mysql").sort_values("security_code").reset_index(drop=True)
+
+
+def fd_manager(manager_ids, start_date, end_date):
+    manager_ids = _join_ids(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
+        MANAGERCODE in ({manager_ids}) AND
+        ISVALID = 1
+    """
+    return read_sql(query).sort_values("MANAGERCODE").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
+}