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Commit c66e3552 authored by Dr.李's avatar Dr.李
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added wind category

parent 686b4f42
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Showing with 48998 additions and 1738 deletions
category/010 股票型基金.ipynb
View file @ c66e3552
...@@ -58,7 +58,7 @@ ...@@ -58,7 +58,7 @@
{ {
"data": { "data": {
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"1229" "2802"
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"execution_count": 3, "execution_count": 3,
...@@ -95,7 +95,7 @@ ...@@ -95,7 +95,7 @@
{ {
"data": { "data": {
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"1229" "2802"
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"execution_count": 5, "execution_count": 5,
...@@ -118,109 +118,6 @@ ...@@ -118,109 +118,6 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 6, "execution_count": 6,
"id": "2731d952-7bd6-4445-958e-247e53a11390",
"metadata": {},
"outputs": [
{
"data": {
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"text/plain": [
" SECURITYID BEGINDATE ENDDATE CLASSCODE EQUITYINVERTO ACCNETMKTCAP\n",
"0 1030000030 20071111 19000101 22010701 94.000000 0.0\n",
"1 1030000034 20021108 19000101 22010703 94.113333 0.0\n",
"2 1030000045 20080101 19000101 22010701 93.666667 0.0\n",
"3 1030000096 20040322 19000101 22010703 92.616667 0.0\n",
"4 1030000136 20030930 19000101 22010703 94.809167 0.0"
]
},
"execution_count": 6,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.head()"
]
},
{
"cell_type": "code",
"execution_count": 7,
"id": "c99e0fe3-7193-449e-b5ee-6cbd0b003035", "id": "c99e0fe3-7193-449e-b5ee-6cbd0b003035",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -230,15 +127,15 @@ ...@@ -230,15 +127,15 @@
"flag = df[\"ACCNETMKTCAP\"] / df[\"EQUITYINVERTO\"] > 0.5\n", "flag = df[\"ACCNETMKTCAP\"] / df[\"EQUITYINVERTO\"] > 0.5\n",
"df.loc[flag, \"股票型（子类）\"] = \"港股通股票型基金\"\n", "df.loc[flag, \"股票型（子类）\"] = \"港股通股票型基金\"\n",
"\n", "\n",
"df.loc[(~flag) & (df[\"CLASSCODE\"].isin([\"22010701\", \"22010702\"])), \"股票型（子类）\"] = \"被动指数型基金\"\n", "df.loc[(~flag) & (df[\"CLASSCODE\"].isin([\"220101\"])), \"股票型（子类）\"] = \"被动指数型基金\"\n",
"df.loc[(~flag) & (df[\"CLASSCODE\"].isin([\"22010703\", \"22010704\"])), \"股票型（子类）\"] = \"增强指数型基金\"\n", "df.loc[(~flag) & (df[\"CLASSCODE\"].isin([\"220102\"])), \"股票型（子类）\"] = \"增强指数型基金\"\n",
"df.loc[(~flag) & (pd.isnull(df[\"股票型（子类）\"])), \"股票型（子类）\"] = \"普通股票型基金\"\n", "df.loc[(~flag) & (pd.isnull(df[\"股票型（子类）\"])), \"股票型（子类）\"] = \"普通股票型基金\"\n",
"df = df.sort_values(\"SECURITYID\").dropna(subset=[\"股票型（子类）\"])" "df = df.sort_values(\"SECURITYID\").dropna(subset=[\"股票型（子类）\"])"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 8, "execution_count": 7,
"id": "a42b357e-6b87-424b-9ca9-4ce60904b66b", "id": "a42b357e-6b87-424b-9ca9-4ce60904b66b",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -283,39 +180,39 @@ ...@@ -283,39 +180,39 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>增强指数型基金</th>\n", " <th>增强指数型基金</th>\n",
" <td>86</td>\n", " <td>310</td>\n",
" <td>86</td>\n", " <td>310</td>\n",
" <td>86</td>\n", " <td>310</td>\n",
" <td>86</td>\n", " <td>310</td>\n",
" <td>82</td>\n", " <td>271</td>\n",
" <td>86</td>\n", " <td>310</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>普通股票型基金</th>\n", " <th>普通股票型基金</th>\n",
" <td>821</td>\n", " <td>743</td>\n",
" <td>821</td>\n", " <td>743</td>\n",
" <td>821</td>\n", " <td>743</td>\n",
" <td>821</td>\n", " <td>743</td>\n",
" <td>780</td>\n", " <td>676</td>\n",
" <td>821</td>\n", " <td>743</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>港股通股票型基金</th>\n", " <th>港股通股票型基金</th>\n",
" <td>36</td>\n", " <td>104</td>\n",
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" <td>36</td>\n", " <td>104</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>被动指数型基金</th>\n", " <th>被动指数型基金</th>\n",
" <td>286</td>\n", " <td>1645</td>\n",
" <td>286</td>\n", " <td>1645</td>\n",
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" </tr>\n", " </tr>\n",
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"</table>\n", "</table>\n",
...@@ -324,20 +221,20 @@ ...@@ -324,20 +221,20 @@
"text/plain": [ "text/plain": [
" SECURITYID BEGINDATE ENDDATE CLASSCODE EQUITYINVERTO \\\n", " SECURITYID BEGINDATE ENDDATE CLASSCODE EQUITYINVERTO \\\n",
"股票型（子类） \n", "股票型（子类） \n",
"增强指数型基金 86 86 86 86 82 \n", "增强指数型基金 310 310 310 310 271 \n",
"普通股票型基金 821 821 821 821 780 \n", "普通股票型基金 743 743 743 743 676 \n",
"港股通股票型基金 36 36 36 36 36 \n", "港股通股票型基金 104 104 104 104 104 \n",
"被动指数型基金 286 286 286 286 271 \n", "被动指数型基金 1645 1645 1645 1645 1385 \n",
"\n", "\n",
" ACCNETMKTCAP \n", " ACCNETMKTCAP \n",
"股票型（子类） \n", "股票型（子类） \n",
"增强指数型基金 86 \n", "增强指数型基金 310 \n",
"普通股票型基金 821 \n", "普通股票型基金 743 \n",
"港股通股票型基金 36 \n", "港股通股票型基金 104 \n",
"被动指数型基金 286 " "被动指数型基金 1645 "
] ]
}, },
"execution_count": 8, "execution_count": 7,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -356,7 +253,7 @@ ...@@ -356,7 +253,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 9, "execution_count": 8,
"id": "c9c557cf-2b92-402a-8c57-9711f42de08b", "id": "c9c557cf-2b92-402a-8c57-9711f42de08b",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -383,15 +280,15 @@ ...@@ -383,15 +280,15 @@
" flag = df[\"ACCNETMKTCAP\"] / df[\"EQUITYINVERTO\"] > 0.5\n", " flag = df[\"ACCNETMKTCAP\"] / df[\"EQUITYINVERTO\"] > 0.5\n",
" df.loc[flag, \"股票型（子类）\"] = \"港股通股票型基金\"\n", " df.loc[flag, \"股票型（子类）\"] = \"港股通股票型基金\"\n",
"\n", "\n",
" df.loc[(~flag) & (df[\"CLASSCODE\"].isin([\"22010701\", \"22010702\"])), \"股票型（子类）\"] = \"被动指数型基金\"\n", " df.loc[(~flag) & (df[\"CLASSCODE\"].isin([\"220101\"])), \"股票型（子类）\"] = \"被动指数型基金\"\n",
" df.loc[(~flag) & (df[\"CLASSCODE\"].isin([\"22010703\", \"22010704\"])), \"股票型（子类）\"] = \"增强指数型基金\"\n", " df.loc[(~flag) & (df[\"CLASSCODE\"].isin([\"220102\"])), \"股票型（子类）\"] = \"增强指数型基金\"\n",
" df.loc[(~flag) & (pd.isnull(df[\"股票型（子类）\"])), \"股票型（子类）\"] = \"普通股票型基金\"\n", " df.loc[(~flag) & (pd.isnull(df[\"股票型（子类）\"])), \"股票型（子类）\"] = \"普通股票型基金\"\n",
" return df.sort_values(\"SECURITYID\").dropna(subset=[\"股票型（子类）\"])" " return df.sort_values(\"SECURITYID\").dropna(subset=[\"股票型（子类）\"])"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 10, "execution_count": 9,
"id": "e38ec99c-1674-41b2-a912-767b14b5795c", "id": "e38ec99c-1674-41b2-a912-767b14b5795c",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -399,7 +296,7 @@ ...@@ -399,7 +296,7 @@
"name": "stdout", "name": "stdout",
"output_type": "stream", "output_type": "stream",
"text": [ "text": [
"Wall time: 21.7 s\n" "Wall time: 3.26 s\n"
] ]
}, },
{ {
...@@ -443,39 +340,39 @@ ...@@ -443,39 +340,39 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>增强指数型基金</th>\n", " <th>增强指数型基金</th>\n",
" <td>86</td>\n", " <td>310</td>\n",
" <td>86</td>\n", " <td>310</td>\n",
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" <th>普通股票型基金</th>\n", " <th>普通股票型基金</th>\n",
" <td>821</td>\n", " <td>745</td>\n",
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" <tr>\n", " <tr>\n",
" <th>港股通股票型基金</th>\n", " <th>港股通股票型基金</th>\n",
" <td>36</td>\n", " <td>87</td>\n",
" <td>36</td>\n", " <td>87</td>\n",
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" <tr>\n", " <tr>\n",
" <th>被动指数型基金</th>\n", " <th>被动指数型基金</th>\n",
" <td>286</td>\n", " <td>1660</td>\n",
" <td>286</td>\n", " <td>1660</td>\n",
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...@@ -484,20 +381,20 @@ ...@@ -484,20 +381,20 @@
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" SECURITYID BEGINDATE ENDDATE CLASSCODE EQUITYINVERTO \\\n", " SECURITYID BEGINDATE ENDDATE CLASSCODE EQUITYINVERTO \\\n",
"股票型（子类） \n", "股票型（子类） \n",
"增强指数型基金 86 86 86 86 82 \n", "增强指数型基金 310 310 310 310 245 \n",
"普通股票型基金 821 821 821 821 785 \n", "普通股票型基金 745 745 745 745 635 \n",
"港股通股票型基金 36 36 36 36 36 \n", "港股通股票型基金 87 87 87 87 87 \n",
"被动指数型基金 286 286 286 286 272 \n", "被动指数型基金 1660 1660 1660 1660 1259 \n",
"\n", "\n",
" ACCNETMKTCAP \n", " ACCNETMKTCAP \n",
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"港股通股票型基金 36 \n", "港股通股票型基金 87 \n",
"被动指数型基金 286 " "被动指数型基金 1660 "
] ]
}, },
"execution_count": 10, "execution_count": 9,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -519,7 +416,7 @@ ...@@ -519,7 +416,7 @@
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...@@ -537,7 +434,7 @@ ...@@ -537,7 +434,7 @@
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...@@ -558,7 +455,21 @@ ...@@ -558,7 +455,21 @@
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...@@ -592,10 +503,283 @@ ...@@ -592,10 +503,283 @@
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" <td>0.018427</td>\n",
" <td>0.032341</td>\n",
" <td>0.086907</td>\n",
" <td>0.004837</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20170731</th>\n",
" <td>0.066913</td>\n",
" <td>0.046652</td>\n",
" <td>0.092738</td>\n",
" <td>0.052463</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20171031</th>\n",
" <td>0.064055</td>\n",
" <td>0.084487</td>\n",
" <td>0.044191</td>\n",
" <td>0.058641</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20180131</th>\n",
" <td>0.027105</td>\n",
" <td>-0.001270</td>\n",
" <td>0.069141</td>\n",
" <td>0.005363</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20180427</th>\n",
" <td>-0.081136</td>\n",
" <td>-0.050208</td>\n",
" <td>-0.085641</td>\n",
" <td>-0.072938</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20180731</th>\n",
" <td>-0.049681</td>\n",
" <td>-0.052277</td>\n",
" <td>-0.000429</td>\n",
" <td>-0.074132</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20181031</th>\n",
" <td>-0.121676</td>\n",
" <td>-0.145029</td>\n",
" <td>-0.118875</td>\n",
" <td>-0.121378</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20190131</th>\n",
" <td>-0.001631</td>\n",
" <td>0.017359</td>\n",
" <td>0.053364</td>\n",
" <td>-0.001766</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20190430</th>\n",
" <td>0.220572</td>\n",
" <td>0.226026</td>\n",
" <td>0.063881</td>\n",
" <td>0.226220</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20190731</th>\n",
" <td>-0.002417</td>\n",
" <td>0.017535</td>\n",
" <td>-0.031470</td>\n",
" <td>-0.016955</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20191031</th>\n",
" <td>0.028054</td>\n",
" <td>0.072495</td>\n",
" <td>0.016531</td>\n",
" <td>0.022608</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20200123</th>\n",
" <td>0.068879</td>\n",
" <td>0.115151</td>\n",
" <td>0.026845</td>\n",
" <td>0.071073</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20200430</th>\n",
" <td>0.014108</td>\n",
" <td>0.042945</td>\n",
" <td>-0.061326</td>\n",
" <td>-0.004201</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20200731</th>\n",
" <td>0.270494</td>\n",
" <td>0.316421</td>\n",
" <td>0.101769</td>\n",
" <td>0.240696</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20201030</th>\n",
" <td>-0.007140</td>\n",
" <td>0.008082</td>\n",
" <td>-0.024161</td>\n",
" <td>-0.015304</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20210129</th>\n",
" <td>0.115443</td>\n",
" <td>0.160863</td>\n",
" <td>0.130013</td>\n",
" <td>0.096873</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20210430</th>\n",
" <td>-0.002353</td>\n",
" <td>-0.015152</td>\n",
" <td>0.011924</td>\n",
" <td>-0.010517</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20210730</th>\n",
" <td>0.027346</td>\n",
" <td>0.072442</td>\n",
" <td>-0.062863</td>\n",
" <td>0.031837</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20211029</th>\n",
" <td>0.020317</td>\n",
" <td>0.006599</td>\n",
" <td>-0.027129</td>\n",
" <td>0.019866</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20211109</th>\n",
" <td>-0.007258</td>\n",
" <td>-0.001504</td>\n",
" <td>-0.021917</td>\n",
" <td>0.000397</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
"股票型（子类） 增强指数型基金 普通股票型基金 港股通股票型基金 被动指数型基金\n",
"level_0 \n",
"20150430 0.386509 0.416439 0.125148 0.392417\n",
"20150731 -0.153013 -0.136860 -0.111623 -0.160290\n",
"20151030 -0.059020 -0.000565 -0.058962 -0.060175\n",
"20160129 -0.152206 -0.169013 -0.100790 -0.172495\n",
"20160429 0.087385 0.099717 0.059279 0.083817\n",
"20160729 0.044742 0.055496 0.038617 0.039135\n",
"20161031 0.041104 0.034878 0.041392 0.037781\n",
"20170126 -0.003052 -0.034263 0.032578 -0.014770\n",
"20170428 0.018427 0.032341 0.086907 0.004837\n",
"20170731 0.066913 0.046652 0.092738 0.052463\n",
"20171031 0.064055 0.084487 0.044191 0.058641\n",
"20180131 0.027105 -0.001270 0.069141 0.005363\n",
"20180427 -0.081136 -0.050208 -0.085641 -0.072938\n",
"20180731 -0.049681 -0.052277 -0.000429 -0.074132\n",
"20181031 -0.121676 -0.145029 -0.118875 -0.121378\n",
"20190131 -0.001631 0.017359 0.053364 -0.001766\n",
"20190430 0.220572 0.226026 0.063881 0.226220\n",
"20190731 -0.002417 0.017535 -0.031470 -0.016955\n",
"20191031 0.028054 0.072495 0.016531 0.022608\n",
"20200123 0.068879 0.115151 0.026845 0.071073\n",
"20200430 0.014108 0.042945 -0.061326 -0.004201\n",
"20200731 0.270494 0.316421 0.101769 0.240696\n",
"20201030 -0.007140 0.008082 -0.024161 -0.015304\n",
"20210129 0.115443 0.160863 0.130013 0.096873\n",
"20210430 -0.002353 -0.015152 0.011924 -0.010517\n",
"20210730 0.027346 0.072442 -0.062863 0.031837\n",
"20211029 0.020317 0.006599 -0.027129 0.019866\n",
"20211109 -0.007258 -0.001504 -0.021917 0.000397"
]
},
"execution_count": 13,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [ "source": [
"final_report.pivot_table(index=\"level_0\", columns=\"股票型（子类）\", values=\"chg.\")" "final_report.pivot_table(index=\"level_0\", columns=\"股票型（子类）\", values=\"chg.\")"
] ]
......
category/020 混合型基金.ipynb
View file @ c66e3552
...@@ -51,17 +51,17 @@ ...@@ -51,17 +51,17 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 25, "execution_count": 3,
"id": "74246462-2676-4817-8c89-3a024ed8e412", "id": "74246462-2676-4817-8c89-3a024ed8e412",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
{ {
"data": { "data": {
"text/plain": [ "text/plain": [
"3042" "6443"
] ]
}, },
"execution_count": 25, "execution_count": 3,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -80,7 +80,7 @@ ...@@ -80,7 +80,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 26, "execution_count": 4,
"id": "c39ef461-6ff7-4afe-a684-8009c70d9e49", "id": "c39ef461-6ff7-4afe-a684-8009c70d9e49",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -115,37 +115,37 @@ ...@@ -115,37 +115,37 @@
" <tr>\n", " <tr>\n",
" <th>0</th>\n", " <th>0</th>\n",
" <td>1030000001</td>\n", " <td>1030000001</td>\n",
" <td>20070910</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22020101</td>\n", " <td>19000101</td>\n",
" <td>2202</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>1</th>\n", " <th>1</th>\n",
" <td>1030000004</td>\n", " <td>1030000004</td>\n",
" <td>20080321</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22020101</td>\n", " <td>19000101</td>\n",
" <td>2202</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>2</th>\n", " <th>2</th>\n",
" <td>1030000005</td>\n", " <td>1030000005</td>\n",
" <td>20070718</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22020101</td>\n", " <td>19000101</td>\n",
" <td>2202</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>3</th>\n", " <th>3</th>\n",
" <td>1030000006</td>\n", " <td>1030000006</td>\n",
" <td>20011218</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22020103</td>\n", " <td>19000101</td>\n",
" <td>2202</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>4</th>\n", " <th>4</th>\n",
" <td>1030000007</td>\n", " <td>1030000007</td>\n",
" <td>20040811</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22020103</td>\n", " <td>19000101</td>\n",
" <td>2202</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>...</th>\n", " <th>...</th>\n",
...@@ -155,63 +155,63 @@ ...@@ -155,63 +155,63 @@
" <td>...</td>\n", " <td>...</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>3062</th>\n", " <th>6438</th>\n",
" <td>2030009804</td>\n", " <td>2030018639</td>\n",
" <td>20171218</td>\n", " <td>19000101</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22021301</td>\n", " <td>2202</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>3063</th>\n", " <th>6439</th>\n",
" <td>2030009935</td>\n", " <td>2030018694</td>\n",
" <td>20180123</td>\n", " <td>19000101</td>\n",
" <td>20200123</td>\n", " <td>19000101</td>\n",
" <td>22022101</td>\n", " <td>2202</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>3064</th>\n", " <th>6440</th>\n",
" <td>2030009999</td>\n", " <td>2030019435</td>\n",
" <td>20180131</td>\n", " <td>19000101</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22021101</td>\n", " <td>2202</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>3065</th>\n", " <th>6441</th>\n",
" <td>2030010091</td>\n", " <td>2030019703</td>\n",
" <td>20180408</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22021101</td>\n", " <td>19000101</td>\n",
" <td>2202</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>3066</th>\n", " <th>6442</th>\n",
" <td>2030010156</td>\n", " <td>2030019897</td>\n",
" <td>20180322</td>\n", " <td>19000101</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22021301</td>\n", " <td>2202</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
"<p>3042 rows × 4 columns</p>\n", "<p>6443 rows × 4 columns</p>\n",
"</div>" "</div>"
], ],
"text/plain": [ "text/plain": [
" SECURITYID BEGINDATE ENDDATE CLASSCODE\n", " SECURITYID BEGINDATE ENDDATE CLASSCODE\n",
"0 1030000001 20070910 19000101 22020101\n", "0 1030000001 19000101 19000101 2202\n",
"1 1030000004 20080321 19000101 22020101\n", "1 1030000004 19000101 19000101 2202\n",
"2 1030000005 20070718 19000101 22020101\n", "2 1030000005 19000101 19000101 2202\n",
"3 1030000006 20011218 19000101 22020103\n", "3 1030000006 19000101 19000101 2202\n",
"4 1030000007 20040811 19000101 22020103\n", "4 1030000007 19000101 19000101 2202\n",
"... ... ... ... ...\n", "... ... ... ... ...\n",
"3062 2030009804 20171218 19000101 22021301\n", "6438 2030018639 19000101 19000101 2202\n",
"3063 2030009935 20180123 20200123 22022101\n", "6439 2030018694 19000101 19000101 2202\n",
"3064 2030009999 20180131 19000101 22021101\n", "6440 2030019435 19000101 19000101 2202\n",
"3065 2030010091 20180408 19000101 22021101\n", "6441 2030019703 19000101 19000101 2202\n",
"3066 2030010156 20180322 19000101 22021301\n", "6442 2030019897 19000101 19000101 2202\n",
"\n", "\n",
"[3042 rows x 4 columns]" "[6443 rows x 4 columns]"
] ]
}, },
"execution_count": 26, "execution_count": 4,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -222,7 +222,7 @@ ...@@ -222,7 +222,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 27, "execution_count": 5,
"id": "61270089-05d5-4396-829e-651118231b60", "id": "61270089-05d5-4396-829e-651118231b60",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -236,7 +236,7 @@ ...@@ -236,7 +236,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 28, "execution_count": 6,
"id": "3968c35a-fa98-479b-a9e2-9cbeec4def1a", "id": "3968c35a-fa98-479b-a9e2-9cbeec4def1a",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -251,7 +251,7 @@ ...@@ -251,7 +251,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 29, "execution_count": 7,
"id": "73250ba3-83f4-41fe-8e61-2869f7db8662", "id": "73250ba3-83f4-41fe-8e61-2869f7db8662",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -269,7 +269,7 @@ ...@@ -269,7 +269,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 30, "execution_count": 8,
"id": "a27e2473-ddf5-4883-bb50-6fe46914d3da", "id": "a27e2473-ddf5-4883-bb50-6fe46914d3da",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -314,57 +314,57 @@ ...@@ -314,57 +314,57 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>中权益仓位混合型基金</th>\n", " <th>中权益仓位混合型基金</th>\n",
" <td>205</td>\n", " <td>353</td>\n",
" <td>205</td>\n", " <td>353</td>\n",
" <td>205</td>\n", " <td>353</td>\n",
" <td>205</td>\n", " <td>353</td>\n",
" <td>205</td>\n", " <td>353</td>\n",
" <td>205</td>\n", " <td>353</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>中高权益仓位混合型基金</th>\n", " <th>中高权益仓位混合型基金</th>\n",
" <td>230</td>\n", " <td>481</td>\n",
" <td>230</td>\n", " <td>481</td>\n",
" <td>230</td>\n", " <td>481</td>\n",
" <td>230</td>\n", " <td>481</td>\n",
" <td>230</td>\n", " <td>481</td>\n",
" <td>230</td>\n", " <td>481</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>低权益仓位混合型基金</th>\n", " <th>低权益仓位混合型基金</th>\n",
" <td>680</td>\n", " <td>1466</td>\n",
" <td>680</td>\n", " <td>1466</td>\n",
" <td>680</td>\n", " <td>1466</td>\n",
" <td>680</td>\n", " <td>1466</td>\n",
" <td>680</td>\n", " <td>1466</td>\n",
" <td>680</td>\n", " <td>1466</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>其他混合型基金</th>\n", " <th>其他混合型基金</th>\n",
" <td>334</td>\n", " <td>761</td>\n",
" <td>334</td>\n", " <td>761</td>\n",
" <td>334</td>\n", " <td>761</td>\n",
" <td>334</td>\n", " <td>761</td>\n",
" <td>0</td>\n", " <td>0</td>\n",
" <td>334</td>\n", " <td>761</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>港股通混合型基金</th>\n", " <th>港股通混合型基金</th>\n",
" <td>31</td>\n", " <td>81</td>\n",
" <td>31</td>\n", " <td>81</td>\n",
" <td>31</td>\n", " <td>81</td>\n",
" <td>31</td>\n", " <td>81</td>\n",
" <td>31</td>\n", " <td>81</td>\n",
" <td>31</td>\n", " <td>81</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>高权益仓位混合型基金</th>\n", " <th>高权益仓位混合型基金</th>\n",
" <td>1562</td>\n", " <td>3301</td>\n",
" <td>1562</td>\n", " <td>3301</td>\n",
" <td>1562</td>\n", " <td>3301</td>\n",
" <td>1562</td>\n", " <td>3301</td>\n",
" <td>1562</td>\n", " <td>3301</td>\n",
" <td>1562</td>\n", " <td>3301</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -373,24 +373,24 @@ ...@@ -373,24 +373,24 @@
"text/plain": [ "text/plain": [
" SECURITYID BEGINDATE ENDDATE CLASSCODE EQUITYINVERTO \\\n", " SECURITYID BEGINDATE ENDDATE CLASSCODE EQUITYINVERTO \\\n",
"混合型（子类） \n", "混合型（子类） \n",
"中权益仓位混合型基金 205 205 205 205 205 \n", "中权益仓位混合型基金 353 353 353 353 353 \n",
"中高权益仓位混合型基金 230 230 230 230 230 \n", "中高权益仓位混合型基金 481 481 481 481 481 \n",
"低权益仓位混合型基金 680 680 680 680 680 \n", "低权益仓位混合型基金 1466 1466 1466 1466 1466 \n",
"其他混合型基金 334 334 334 334 0 \n", "其他混合型基金 761 761 761 761 0 \n",
"港股通混合型基金 31 31 31 31 31 \n", "港股通混合型基金 81 81 81 81 81 \n",
"高权益仓位混合型基金 1562 1562 1562 1562 1562 \n", "高权益仓位混合型基金 3301 3301 3301 3301 3301 \n",
"\n", "\n",
" ACCNETMKTCAP \n", " ACCNETMKTCAP \n",
"混合型（子类） \n", "混合型（子类） \n",
"中权益仓位混合型基金 205 \n", "中权益仓位混合型基金 353 \n",
"中高权益仓位混合型基金 230 \n", "中高权益仓位混合型基金 481 \n",
"低权益仓位混合型基金 680 \n", "低权益仓位混合型基金 1466 \n",
"其他混合型基金 334 \n", "其他混合型基金 761 \n",
"港股通混合型基金 31 \n", "港股通混合型基金 81 \n",
"高权益仓位混合型基金 1562 " "高权益仓位混合型基金 3301 "
] ]
}, },
"execution_count": 30, "execution_count": 8,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -409,7 +409,7 @@ ...@@ -409,7 +409,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 10, "execution_count": 9,
"id": "5f31e54e-ab9d-48b8-a207-8841062ec4e1", "id": "5f31e54e-ab9d-48b8-a207-8841062ec4e1",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -448,7 +448,7 @@ ...@@ -448,7 +448,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 13, "execution_count": 10,
"id": "8ef7a124-f9c5-4afc-b35f-44571dea387e", "id": "8ef7a124-f9c5-4afc-b35f-44571dea387e",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -456,7 +456,7 @@ ...@@ -456,7 +456,7 @@
"name": "stdout", "name": "stdout",
"output_type": "stream", "output_type": "stream",
"text": [ "text": [
"Wall time: 9.76 s\n" "Wall time: 9.49 s\n"
] ]
}, },
{ {
...@@ -500,57 +500,57 @@ ...@@ -500,57 +500,57 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>中权益仓位混合型基金</th>\n", " <th>中权益仓位混合型基金</th>\n",
" <td>206</td>\n", " <td>361</td>\n",
" <td>206</td>\n", " <td>361</td>\n",
" <td>206</td>\n", " <td>361</td>\n",
" <td>206</td>\n", " <td>361</td>\n",
" <td>206</td>\n", " <td>361</td>\n",
" <td>206</td>\n", " <td>361</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>中高权益仓位混合型基金</th>\n", " <th>中高权益仓位混合型基金</th>\n",
" <td>239</td>\n", " <td>503</td>\n",
" <td>239</td>\n", " <td>503</td>\n",
" <td>239</td>\n", " <td>503</td>\n",
" <td>239</td>\n", " <td>503</td>\n",
" <td>239</td>\n", " <td>503</td>\n",
" <td>239</td>\n", " <td>503</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>低权益仓位混合型基金</th>\n", " <th>低权益仓位混合型基金</th>\n",
" <td>686</td>\n", " <td>1463</td>\n",
" <td>686</td>\n", " <td>1463</td>\n",
" <td>686</td>\n", " <td>1463</td>\n",
" <td>686</td>\n", " <td>1463</td>\n",
" <td>686</td>\n", " <td>1463</td>\n",
" <td>686</td>\n", " <td>1463</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>其他混合型基金</th>\n", " <th>其他混合型基金</th>\n",
" <td>335</td>\n", " <td>761</td>\n",
" <td>335</td>\n", " <td>761</td>\n",
" <td>335</td>\n", " <td>761</td>\n",
" <td>335</td>\n", " <td>761</td>\n",
" <td>0</td>\n", " <td>0</td>\n",
" <td>335</td>\n", " <td>761</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>港股通混合型基金</th>\n", " <th>港股通混合型基金</th>\n",
" <td>31</td>\n", " <td>82</td>\n",
" <td>31</td>\n", " <td>82</td>\n",
" <td>31</td>\n", " <td>82</td>\n",
" <td>31</td>\n", " <td>82</td>\n",
" <td>31</td>\n", " <td>82</td>\n",
" <td>31</td>\n", " <td>82</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>高权益仓位混合型基金</th>\n", " <th>高权益仓位混合型基金</th>\n",
" <td>1570</td>\n", " <td>3273</td>\n",
" <td>1570</td>\n", " <td>3273</td>\n",
" <td>1570</td>\n", " <td>3273</td>\n",
" <td>1570</td>\n", " <td>3273</td>\n",
" <td>1570</td>\n", " <td>3273</td>\n",
" <td>1570</td>\n", " <td>3273</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -559,24 +559,24 @@ ...@@ -559,24 +559,24 @@
"text/plain": [ "text/plain": [
" SECURITYID BEGINDATE ENDDATE CLASSCODE EQUITYINVERTO \\\n", " SECURITYID BEGINDATE ENDDATE CLASSCODE EQUITYINVERTO \\\n",
"混合型（子类） \n", "混合型（子类） \n",
"中权益仓位混合型基金 206 206 206 206 206 \n", "中权益仓位混合型基金 361 361 361 361 361 \n",
"中高权益仓位混合型基金 239 239 239 239 239 \n", "中高权益仓位混合型基金 503 503 503 503 503 \n",
"低权益仓位混合型基金 686 686 686 686 686 \n", "低权益仓位混合型基金 1463 1463 1463 1463 1463 \n",
"其他混合型基金 335 335 335 335 0 \n", "其他混合型基金 761 761 761 761 0 \n",
"港股通混合型基金 31 31 31 31 31 \n", "港股通混合型基金 82 82 82 82 82 \n",
"高权益仓位混合型基金 1570 1570 1570 1570 1570 \n", "高权益仓位混合型基金 3273 3273 3273 3273 3273 \n",
"\n", "\n",
" ACCNETMKTCAP \n", " ACCNETMKTCAP \n",
"混合型（子类） \n", "混合型（子类） \n",
"中权益仓位混合型基金 206 \n", "中权益仓位混合型基金 361 \n",
"中高权益仓位混合型基金 239 \n", "中高权益仓位混合型基金 503 \n",
"低权益仓位混合型基金 686 \n", "低权益仓位混合型基金 1463 \n",
"其他混合型基金 335 \n", "其他混合型基金 761 \n",
"港股通混合型基金 31 \n", "港股通混合型基金 82 \n",
"高权益仓位混合型基金 1570 " "高权益仓位混合型基金 3273 "
] ]
}, },
"execution_count": 13, "execution_count": 10,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -598,7 +598,7 @@ ...@@ -598,7 +598,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 14, "execution_count": 11,
"id": "e6eb55c1-8e3e-4acf-a788-90e30d26623c", "id": "e6eb55c1-8e3e-4acf-a788-90e30d26623c",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -616,7 +616,7 @@ ...@@ -616,7 +616,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 15, "execution_count": 12,
"id": "2b724151-9978-4130-8103-4eae0485c3e9", "id": "2b724151-9978-4130-8103-4eae0485c3e9",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -674,7 +674,7 @@ ...@@ -674,7 +674,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 16, "execution_count": 13,
"id": "7c174454-776a-4089-be7b-dc3a06f1a071", "id": "7c174454-776a-4089-be7b-dc3a06f1a071",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -685,7 +685,7 @@ ...@@ -685,7 +685,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 17, "execution_count": 14,
"id": "a8f023ed-d9ce-4d0d-9efc-a3f76c0c434e", "id": "a8f023ed-d9ce-4d0d-9efc-a3f76c0c434e",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -730,255 +730,255 @@ ...@@ -730,255 +730,255 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>20150430</th>\n", " <th>20150430</th>\n",
" <td>0.152468</td>\n", " <td>0.258924</td>\n",
" <td>0.351476</td>\n", " <td>0.346401</td>\n",
" <td>0.106609</td>\n", " <td>0.086018</td>\n",
" <td>NaN</td>\n", " <td>0.276533</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.427369</td>\n", " <td>0.433396</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20150731</th>\n", " <th>20150731</th>\n",
" <td>-0.041426</td>\n", " <td>0.017399</td>\n",
" <td>-0.073076</td>\n", " <td>-0.064522</td>\n",
" <td>-0.000316</td>\n", " <td>0.017399</td>\n",
" <td>-0.004709</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>NaN</td>\n", " <td>-0.123440</td>\n",
" <td>-0.121864</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20151030</th>\n", " <th>20151030</th>\n",
" <td>-0.000123</td>\n", " <td>0.016467</td>\n",
" <td>0.005830</td>\n", " <td>0.007627</td>\n",
" <td>0.001063</td>\n", " <td>0.011661</td>\n",
" <td>NaN</td>\n", " <td>0.012797</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.001222</td>\n", " <td>0.002940</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160129</th>\n", " <th>20160129</th>\n",
" <td>-0.069494</td>\n", " <td>-0.110890</td>\n",
" <td>-0.119268</td>\n", " <td>-0.133252</td>\n",
" <td>-0.018003</td>\n", " <td>-0.003947</td>\n",
" <td>NaN</td>\n", " <td>-0.059547</td>\n",
" <td>NaN</td>\n", " <td>-0.109091</td>\n",
" <td>-0.164352</td>\n", " <td>-0.165323</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160429</th>\n", " <th>20160429</th>\n",
" <td>0.049689</td>\n", " <td>0.051802</td>\n",
" <td>0.073115</td>\n", " <td>0.070901</td>\n",
" <td>0.013377</td>\n", " <td>0.018104</td>\n",
" <td>NaN</td>\n", " <td>0.056592</td>\n",
" <td>NaN</td>\n", " <td>0.049075</td>\n",
" <td>0.096501</td>\n", " <td>0.095294</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160729</th>\n", " <th>20160729</th>\n",
" <td>0.028211</td>\n", " <td>0.031522</td>\n",
" <td>0.033912</td>\n", " <td>0.037971</td>\n",
" <td>0.017215</td>\n", " <td>0.020375</td>\n",
" <td>NaN</td>\n", " <td>0.011282</td>\n",
" <td>NaN</td>\n", " <td>0.048199</td>\n",
" <td>0.041731</td>\n", " <td>0.043090</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20161031</th>\n", " <th>20161031</th>\n",
" <td>0.026168</td>\n", " <td>0.020561</td>\n",
" <td>0.022893</td>\n", " <td>0.023523</td>\n",
" <td>0.011616</td>\n", " <td>0.011960</td>\n",
" <td>NaN</td>\n", " <td>0.008223</td>\n",
" <td>NaN</td>\n", " <td>0.070950</td>\n",
" <td>0.027569</td>\n", " <td>0.027626</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170126</th>\n", " <th>20170126</th>\n",
" <td>-0.027615</td>\n", " <td>-0.024257</td>\n",
" <td>-0.026839</td>\n", " <td>-0.028126</td>\n",
" <td>-0.007606</td>\n", " <td>-0.004836</td>\n",
" <td>NaN</td>\n", " <td>-0.014183</td>\n",
" <td>NaN</td>\n", " <td>0.032046</td>\n",
" <td>-0.043224</td>\n", " <td>-0.042512</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170428</th>\n", " <th>20170428</th>\n",
" <td>0.008647</td>\n", " <td>0.013941</td>\n",
" <td>0.033472</td>\n", " <td>0.026915</td>\n",
" <td>0.007449</td>\n", " <td>0.012193</td>\n",
" <td>NaN</td>\n", " <td>0.023067</td>\n",
" <td>NaN</td>\n", " <td>0.044481</td>\n",
" <td>0.033880</td>\n", " <td>0.029404</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170731</th>\n", " <th>20170731</th>\n",
" <td>0.031883</td>\n", " <td>0.038146</td>\n",
" <td>0.033564</td>\n", " <td>0.037378</td>\n",
" <td>0.020988</td>\n", " <td>0.024416</td>\n",
" <td>NaN</td>\n", " <td>0.012130</td>\n",
" <td>NaN</td>\n", " <td>0.078740</td>\n",
" <td>0.038220</td>\n", " <td>0.038528</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20171031</th>\n", " <th>20171031</th>\n",
" <td>0.048306</td>\n", " <td>0.046018</td>\n",
" <td>0.077381</td>\n", " <td>0.067619</td>\n",
" <td>0.024287</td>\n", " <td>0.024014</td>\n",
" <td>0.002929</td>\n", " <td>0.029962</td>\n",
" <td>NaN</td>\n", " <td>0.056801</td>\n",
" <td>0.089281</td>\n", " <td>0.086917</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180131</th>\n", " <th>20180131</th>\n",
" <td>0.021488</td>\n", " <td>0.024187</td>\n",
" <td>0.021337</td>\n", " <td>0.014976</td>\n",
" <td>0.017436</td>\n", " <td>0.023043</td>\n",
" <td>NaN</td>\n", " <td>0.048250</td>\n",
" <td>NaN</td>\n", " <td>0.068981</td>\n",
" <td>0.002879</td>\n", " <td>0.004281</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180427</th>\n", " <th>20180427</th>\n",
" <td>-0.056714</td>\n", " <td>-0.045118</td>\n",
" <td>-0.055376</td>\n", " <td>-0.049719</td>\n",
" <td>-0.019819</td>\n", " <td>-0.012853</td>\n",
" <td>NaN</td>\n", " <td>-0.022178</td>\n",
" <td>-0.076295</td>\n", " <td>-0.076809</td>\n",
" <td>-0.061868</td>\n", " <td>-0.060823</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180731</th>\n", " <th>20180731</th>\n",
" <td>-0.030961</td>\n", " <td>-0.026585</td>\n",
" <td>-0.037969</td>\n", " <td>-0.040295</td>\n",
" <td>-0.004135</td>\n", " <td>0.005816</td>\n",
" <td>NaN</td>\n", " <td>0.016653</td>\n",
" <td>0.013507</td>\n", " <td>0.000361</td>\n",
" <td>-0.052899</td>\n", " <td>-0.050581</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20181031</th>\n", " <th>20181031</th>\n",
" <td>-0.090266</td>\n", " <td>-0.081243</td>\n",
" <td>-0.115204</td>\n", " <td>-0.112593</td>\n",
" <td>-0.022297</td>\n", " <td>-0.018845</td>\n",
" <td>NaN</td>\n", " <td>-0.000366</td>\n",
" <td>-0.107380</td>\n", " <td>-0.109172</td>\n",
" <td>-0.146432</td>\n", " <td>-0.144392</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190131</th>\n", " <th>20190131</th>\n",
" <td>0.013078</td>\n", " <td>0.012458</td>\n",
" <td>0.010902</td>\n", " <td>0.010629</td>\n",
" <td>0.015357</td>\n", " <td>0.015280</td>\n",
" <td>NaN</td>\n", " <td>0.013863</td>\n",
" <td>0.022036</td>\n", " <td>0.030933</td>\n",
" <td>0.012548</td>\n", " <td>0.014424</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190430</th>\n", " <th>20190430</th>\n",
" <td>0.105354</td>\n", " <td>0.113274</td>\n",
" <td>0.178440</td>\n", " <td>0.172182</td>\n",
" <td>0.042765</td>\n", " <td>0.040222</td>\n",
" <td>0.005341</td>\n", " <td>0.030576</td>\n",
" <td>0.149138</td>\n", " <td>0.123257</td>\n",
" <td>0.218195</td>\n", " <td>0.218801</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190731</th>\n", " <th>20190731</th>\n",
" <td>0.017448</td>\n", " <td>0.018430</td>\n",
" <td>0.016056</td>\n", " <td>0.014272</td>\n",
" <td>0.022984</td>\n", " <td>0.023151</td>\n",
" <td>0.015004</td>\n", " <td>0.011591</td>\n",
" <td>-0.020537</td>\n", " <td>-0.016889</td>\n",
" <td>0.016384</td>\n", " <td>0.017877</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20191031</th>\n", " <th>20191031</th>\n",
" <td>0.042466</td>\n", " <td>0.034795</td>\n",
" <td>0.049618</td>\n", " <td>0.058042</td>\n",
" <td>0.017901</td>\n", " <td>0.018361</td>\n",
" <td>0.002708</td>\n", " <td>0.005970</td>\n",
" <td>0.039588</td>\n", " <td>0.048366</td>\n",
" <td>0.075066</td>\n", " <td>0.073178</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200123</th>\n", " <th>20200123</th>\n",
" <td>0.063924</td>\n", " <td>0.064915</td>\n",
" <td>0.084381</td>\n", " <td>0.088269</td>\n",
" <td>0.031199</td>\n", " <td>0.033939</td>\n",
" <td>0.014047</td>\n", " <td>0.014502</td>\n",
" <td>0.051023</td>\n", " <td>0.052240</td>\n",
" <td>0.111137</td>\n", " <td>0.111622</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200430</th>\n", " <th>20200430</th>\n",
" <td>0.023681</td>\n", " <td>0.022910</td>\n",
" <td>0.034650</td>\n", " <td>0.033183</td>\n",
" <td>0.021524</td>\n", " <td>0.024343</td>\n",
" <td>0.031996</td>\n", " <td>0.025431</td>\n",
" <td>0.004451</td>\n", " <td>-0.008364</td>\n",
" <td>0.041476</td>\n", " <td>0.039694</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200731</th>\n", " <th>20200731</th>\n",
" <td>0.146119</td>\n", " <td>0.160545</td>\n",
" <td>0.240978</td>\n", " <td>0.241422</td>\n",
" <td>0.066132</td>\n", " <td>0.068116</td>\n",
" <td>-0.012089</td>\n", " <td>0.014480</td>\n",
" <td>0.229331</td>\n", " <td>0.213265</td>\n",
" <td>0.313030</td>\n", " <td>0.314049</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20201030</th>\n", " <th>20201030</th>\n",
" <td>0.012816</td>\n", " <td>0.013012</td>\n",
" <td>0.005541</td>\n", " <td>0.008570</td>\n",
" <td>0.013900</td>\n", " <td>0.014758</td>\n",
" <td>0.002145</td>\n", " <td>0.016365</td>\n",
" <td>-0.001549</td>\n", " <td>0.002734</td>\n",
" <td>0.001664</td>\n", " <td>0.005660</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210129</th>\n", " <th>20210129</th>\n",
" <td>0.075359</td>\n", " <td>0.073486</td>\n",
" <td>0.111436</td>\n", " <td>0.120860</td>\n",
" <td>0.039343</td>\n", " <td>0.040645</td>\n",
" <td>0.002360</td>\n", " <td>-0.000223</td>\n",
" <td>0.176665</td>\n", " <td>0.183952</td>\n",
" <td>0.154486</td>\n", " <td>0.162166</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210430</th>\n", " <th>20210430</th>\n",
" <td>-0.001176</td>\n", " <td>-0.002584</td>\n",
" <td>-0.014671</td>\n", " <td>-0.017081</td>\n",
" <td>0.007276</td>\n", " <td>0.005777</td>\n",
" <td>0.007523</td>\n", " <td>0.005356</td>\n",
" <td>-0.022096</td>\n", " <td>-0.018276</td>\n",
" <td>-0.017057</td>\n", " <td>-0.021246</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210730</th>\n", " <th>20210730</th>\n",
" <td>0.024234</td>\n", " <td>0.018601</td>\n",
" <td>0.049999</td>\n", " <td>0.045521</td>\n",
" <td>0.016621</td>\n", " <td>0.015155</td>\n",
" <td>0.023266</td>\n", " <td>0.008026</td>\n",
" <td>-0.031400</td>\n", " <td>-0.035611</td>\n",
" <td>0.081586</td>\n", " <td>0.076766</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20211029</th>\n", " <th>20211029</th>\n",
" <td>0.013566</td>\n", " <td>0.013112</td>\n",
" <td>0.010599</td>\n", " <td>0.008208</td>\n",
" <td>0.014174</td>\n", " <td>0.012373</td>\n",
" <td>0.007911</td>\n", " <td>0.013073</td>\n",
" <td>-0.032915</td>\n", " <td>-0.033314</td>\n",
" <td>0.012236</td>\n", " <td>0.007157</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20211109</th>\n", " <th>20211109</th>\n",
" <td>-0.000736</td>\n", " <td>-0.000473</td>\n",
" <td>0.001592</td>\n", " <td>0.000078</td>\n",
" <td>0.001223</td>\n", " <td>0.001179</td>\n",
" <td>0.002537</td>\n", " <td>0.001256</td>\n",
" <td>-0.024260</td>\n", " <td>-0.023138</td>\n",
" <td>0.002683</td>\n", " <td>0.000981</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -987,37 +987,37 @@ ...@@ -987,37 +987,37 @@
"text/plain": [ "text/plain": [
"混合型（子类） 中权益仓位混合型基金 中高权益仓位混合型基金 低权益仓位混合型基金 其他混合型基金 港股通混合型基金 高权益仓位混合型基金\n", "混合型（子类） 中权益仓位混合型基金 中高权益仓位混合型基金 低权益仓位混合型基金 其他混合型基金 港股通混合型基金 高权益仓位混合型基金\n",
"level_0 \n", "level_0 \n",
"20150430 0.152468 0.351476 0.106609 NaN NaN 0.427369\n", "20150430 0.258924 0.346401 0.086018 0.276533 NaN 0.433396\n",
"20150731 -0.041426 -0.073076 -0.000316 NaN NaN -0.121864\n", "20150731 0.017399 -0.064522 0.017399 -0.004709 NaN -0.123440\n",
"20151030 -0.000123 0.005830 0.001063 NaN NaN -0.001222\n", "20151030 0.016467 0.007627 0.011661 0.012797 NaN 0.002940\n",
"20160129 -0.069494 -0.119268 -0.018003 NaN NaN -0.164352\n", "20160129 -0.110890 -0.133252 -0.003947 -0.059547 -0.109091 -0.165323\n",
"20160429 0.049689 0.073115 0.013377 NaN NaN 0.096501\n", "20160429 0.051802 0.070901 0.018104 0.056592 0.049075 0.095294\n",
"20160729 0.028211 0.033912 0.017215 NaN NaN 0.041731\n", "20160729 0.031522 0.037971 0.020375 0.011282 0.048199 0.043090\n",
"20161031 0.026168 0.022893 0.011616 NaN NaN 0.027569\n", "20161031 0.020561 0.023523 0.011960 0.008223 0.070950 0.027626\n",
"20170126 -0.027615 -0.026839 -0.007606 NaN NaN -0.043224\n", "20170126 -0.024257 -0.028126 -0.004836 -0.014183 0.032046 -0.042512\n",
"20170428 0.008647 0.033472 0.007449 NaN NaN 0.033880\n", "20170428 0.013941 0.026915 0.012193 0.023067 0.044481 0.029404\n",
"20170731 0.031883 0.033564 0.020988 NaN NaN 0.038220\n", "20170731 0.038146 0.037378 0.024416 0.012130 0.078740 0.038528\n",
"20171031 0.048306 0.077381 0.024287 0.002929 NaN 0.089281\n", "20171031 0.046018 0.067619 0.024014 0.029962 0.056801 0.086917\n",
"20180131 0.021488 0.021337 0.017436 NaN NaN 0.002879\n", "20180131 0.024187 0.014976 0.023043 0.048250 0.068981 0.004281\n",
"20180427 -0.056714 -0.055376 -0.019819 NaN -0.076295 -0.061868\n", "20180427 -0.045118 -0.049719 -0.012853 -0.022178 -0.076809 -0.060823\n",
"20180731 -0.030961 -0.037969 -0.004135 NaN 0.013507 -0.052899\n", "20180731 -0.026585 -0.040295 0.005816 0.016653 0.000361 -0.050581\n",
"20181031 -0.090266 -0.115204 -0.022297 NaN -0.107380 -0.146432\n", "20181031 -0.081243 -0.112593 -0.018845 -0.000366 -0.109172 -0.144392\n",
"20190131 0.013078 0.010902 0.015357 NaN 0.022036 0.012548\n", "20190131 0.012458 0.010629 0.015280 0.013863 0.030933 0.014424\n",
"20190430 0.105354 0.178440 0.042765 0.005341 0.149138 0.218195\n", "20190430 0.113274 0.172182 0.040222 0.030576 0.123257 0.218801\n",
"20190731 0.017448 0.016056 0.022984 0.015004 -0.020537 0.016384\n", "20190731 0.018430 0.014272 0.023151 0.011591 -0.016889 0.017877\n",
"20191031 0.042466 0.049618 0.017901 0.002708 0.039588 0.075066\n", "20191031 0.034795 0.058042 0.018361 0.005970 0.048366 0.073178\n",
"20200123 0.063924 0.084381 0.031199 0.014047 0.051023 0.111137\n", "20200123 0.064915 0.088269 0.033939 0.014502 0.052240 0.111622\n",
"20200430 0.023681 0.034650 0.021524 0.031996 0.004451 0.041476\n", "20200430 0.022910 0.033183 0.024343 0.025431 -0.008364 0.039694\n",
"20200731 0.146119 0.240978 0.066132 -0.012089 0.229331 0.313030\n", "20200731 0.160545 0.241422 0.068116 0.014480 0.213265 0.314049\n",
"20201030 0.012816 0.005541 0.013900 0.002145 -0.001549 0.001664\n", "20201030 0.013012 0.008570 0.014758 0.016365 0.002734 0.005660\n",
"20210129 0.075359 0.111436 0.039343 0.002360 0.176665 0.154486\n", "20210129 0.073486 0.120860 0.040645 -0.000223 0.183952 0.162166\n",
"20210430 -0.001176 -0.014671 0.007276 0.007523 -0.022096 -0.017057\n", "20210430 -0.002584 -0.017081 0.005777 0.005356 -0.018276 -0.021246\n",
"20210730 0.024234 0.049999 0.016621 0.023266 -0.031400 0.081586\n", "20210730 0.018601 0.045521 0.015155 0.008026 -0.035611 0.076766\n",
"20211029 0.013566 0.010599 0.014174 0.007911 -0.032915 0.012236\n", "20211029 0.013112 0.008208 0.012373 0.013073 -0.033314 0.007157\n",
"20211109 -0.000736 0.001592 0.001223 0.002537 -0.024260 0.002683" "20211109 -0.000473 0.000078 0.001179 0.001256 -0.023138 0.000981"
] ]
}, },
"execution_count": 17, "execution_count": 14,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
......
category/030 债券型基金.ipynb
View file @ c66e3552
...@@ -2,7 +2,7 @@ ...@@ -2,7 +2,7 @@
"cells": [ "cells": [
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 2, "execution_count": 1,
"id": "938912de-30f4-443b-8c1d-d9168c4a1d06", "id": "938912de-30f4-443b-8c1d-d9168c4a1d06",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -26,7 +26,7 @@ ...@@ -26,7 +26,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 3, "execution_count": 2,
"id": "ce3b53e6-60f3-48e5-9cdd-8a92cc70c6d7", "id": "ce3b53e6-60f3-48e5-9cdd-8a92cc70c6d7",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -41,17 +41,17 @@ ...@@ -41,17 +41,17 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 15, "execution_count": 3,
"id": "07275364-e308-433e-9c3a-fe78ad8e9daa", "id": "07275364-e308-433e-9c3a-fe78ad8e9daa",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
{ {
"data": { "data": {
"text/plain": [ "text/plain": [
"2044" "4328"
] ]
}, },
"execution_count": 15, "execution_count": 3,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -66,7 +66,7 @@ ...@@ -66,7 +66,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 65, "execution_count": 4,
"id": "5049fc82-e1ee-476a-9fb6-79adedb6028e", "id": "5049fc82-e1ee-476a-9fb6-79adedb6028e",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -79,7 +79,7 @@ ...@@ -79,7 +79,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 66, "execution_count": 5,
"id": "0c2416b1-4edb-45d9-a31a-11fb70344539", "id": "0c2416b1-4edb-45d9-a31a-11fb70344539",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -91,7 +91,7 @@ ...@@ -91,7 +91,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 67, "execution_count": 34,
"id": "7810ff27-b4b0-4b30-a77a-c3e6d531e1ae", "id": "7810ff27-b4b0-4b30-a77a-c3e6d531e1ae",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -102,25 +102,26 @@ ...@@ -102,25 +102,26 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 68, "execution_count": 35,
"id": "894e01ee-8f44-472f-b37a-1d23fc8c57c1", "id": "894e01ee-8f44-472f-b37a-1d23fc8c57c1",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"# 分类\n", "# 分类\n",
"df.loc[(df[\"BDRTO\"] >= 80) & (df.CLASSCODE.str.startswith(\"220304\")), \"债券型（子类）\"] = \"短期纯债型基金\"\n", "df.loc[df.CLASSCODE == \"220301\", \"债券型（子类）\"] = \"短期纯债型基金\"\n",
"df.loc[df.CLASSCODE == \"220303\", \"债券型（子类）\"] = \"中长期纯债型基金\"\n",
"df.loc[df.CLASSCODE == \"220305\", \"债券型（子类）\"] = \"增强指数型债券基金\"\n",
"df.loc[(df[\"BDRTO\"] >= 80) & (df[\"CONVBDRTO_TO_BDRTO\"] >= 80), \"债券型（子类）\"] = \"可转债基金\"\n", "df.loc[(df[\"BDRTO\"] >= 80) & (df[\"CONVBDRTO_TO_BDRTO\"] >= 80), \"债券型（子类）\"] = \"可转债基金\"\n",
"df.loc[(df[\"BDRTO\"] >= 80) & (df[\"CONVBDRTO_TO_BDRTO\"] >= 5) & (df[\"CONVBDRTO_TO_BDRTO\"] < 80) & (df[\"EQUITYINVERTO\"] <= 0.1), \"债券型（子类）\"] = \"可投转债型债券基金\"\n", "df.loc[(df[\"BDRTO\"] >= 80) & (df[\"CONVBDRTO_TO_BDRTO\"] >= 5) & (df[\"CONVBDRTO_TO_BDRTO\"] < 80) & (df[\"EQUITYINVERTO\"] <= 0.1), \"债券型（子类）\"] = \"可投转债型债券基金\"\n",
"df.loc[(df[\"BDRTO\"] >= 80) & (df[\"EQUITYINVERTO\"] >= 0.1) & (~df[\"债券型（子类）\"].isin([\"可投转债型债券基金\", \"可转债基金\"])), \"债券型（子类）\"] = \"可投股票型债券基金\"\n", "df.loc[(df[\"BDRTO\"] >= 80) & (df[\"EQUITYINVERTO\"] >= 0.1) & (~df[\"债券型（子类）\"].isin([\"可投转债型债券基金\", \"可转债基金\"])), \"债券型（子类）\"] = \"可投股票型债券基金\"\n",
"df.loc[(df[\"BDRTO\"] >= 80) & (df.CLASSCODE.str.startswith(\"220307\")) & (~df[\"债券型（子类）\"].isin([\"可投转债型债券基金\", \"可转债基金\"])), \"债券型（子类）\"] = \"被动指数型债券基金\"\n", "df.loc[(df[\"BDRTO\"] >= 80) & (df.CLASSCODE == \"220302\") & (~df[\"债券型（子类）\"].isin([\"可投转债型债券基金\", \"可转债基金\"])), \"债券型（子类）\"] = \"被动指数型债券基金\"\n",
"df.loc[(df[\"BDRTO\"] >= 80) & (df[\"EQUITYINVERTO\"] < 0.05) & (pd.isnull(df[\"债券型（子类）\"])), \"债券型（子类）\"] = \"中长期纯债型基金\"\n",
"df.loc[pd.isnull(df[\"债券型（子类）\"]), \"债券型（子类）\"] = \"其他债券型基金\"\n", "df.loc[pd.isnull(df[\"债券型（子类）\"]), \"债券型（子类）\"] = \"其他债券型基金\"\n",
"df = df.sort_values(\"SECURITYID\").dropna(subset=[\"债券型（子类）\"])" "df = df.sort_values(\"SECURITYID\").dropna(subset=[\"债券型（子类）\"])"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 69, "execution_count": 36,
"id": "0fddaf03-8e90-474d-9584-7a5b60c3a15d", "id": "0fddaf03-8e90-474d-9584-7a5b60c3a15d",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -167,73 +168,63 @@ ...@@ -167,73 +168,63 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>中长期纯债型基金</th>\n", " <th>中长期纯债型基金</th>\n",
" <td>1018</td>\n", " <td>2438</td>\n",
" <td>1018</td>\n", " <td>2438</td>\n",
" <td>1018</td>\n", " <td>2438</td>\n",
" <td>1018</td>\n", " <td>2438</td>\n",
" <td>1018</td>\n", " <td>2425</td>\n",
" <td>1014</td>\n", " <td>1891</td>\n",
" <td>1018</td>\n", " <td>2162</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>其他债券型基金</th>\n", " <th>其他债券型基金</th>\n",
" <td>282</td>\n", " <td>600</td>\n",
" <td>282</td>\n", " <td>600</td>\n",
" <td>282</td>\n", " <td>600</td>\n",
" <td>282</td>\n", " <td>600</td>\n",
" <td>130</td>\n", " <td>573</td>\n",
" <td>76</td>\n", " <td>316</td>\n",
" <td>89</td>\n", " <td>420</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>可投股票型债券基金</th>\n", " <th>可投股票型债券基金</th>\n",
" <td>432</td>\n", " <td>540</td>\n",
" <td>432</td>\n", " <td>540</td>\n",
" <td>432</td>\n", " <td>540</td>\n",
" <td>432</td>\n", " <td>540</td>\n",
" <td>432</td>\n", " <td>540</td>\n",
" <td>432</td>\n", " <td>477</td>\n",
" <td>432</td>\n", " <td>540</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>可投转债型债券基金</th>\n", " <th>可投转债型债券基金</th>\n",
" <td>143</td>\n", " <td>159</td>\n",
" <td>143</td>\n", " <td>159</td>\n",
" <td>143</td>\n", " <td>159</td>\n",
" <td>143</td>\n", " <td>159</td>\n",
" <td>143</td>\n", " <td>159</td>\n",
" <td>143</td>\n", " <td>159</td>\n",
" <td>143</td>\n", " <td>159</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>可转债基金</th>\n", " <th>可转债基金</th>\n",
" <td>56</td>\n", " <td>66</td>\n",
" <td>56</td>\n", " <td>66</td>\n",
" <td>56</td>\n", " <td>66</td>\n",
" <td>56</td>\n", " <td>66</td>\n",
" <td>56</td>\n", " <td>66</td>\n",
" <td>56</td>\n", " <td>66</td>\n",
" <td>56</td>\n", " <td>66</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>短期纯债型基金</th>\n", " <th>短期纯债型基金</th>\n",
" <td>63</td>\n", " <td>525</td>\n",
" <td>63</td>\n", " <td>525</td>\n",
" <td>63</td>\n", " <td>525</td>\n",
" <td>63</td>\n", " <td>525</td>\n",
" <td>63</td>\n", " <td>519</td>\n",
" <td>61</td>\n", " <td>327</td>\n",
" <td>63</td>\n", " <td>401</td>\n",
" </tr>\n",
" <tr>\n",
" <th>被动指数型债券基金</th>\n",
" <td>50</td>\n",
" <td>50</td>\n",
" <td>50</td>\n",
" <td>50</td>\n",
" <td>50</td>\n",
" <td>39</td>\n",
" <td>46</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -242,26 +233,24 @@ ...@@ -242,26 +233,24 @@
"text/plain": [ "text/plain": [
" SECURITYID BEGINDATE ENDDATE CLASSCODE BDRTO \\\n", " SECURITYID BEGINDATE ENDDATE CLASSCODE BDRTO \\\n",
"债券型（子类） \n", "债券型（子类） \n",
"中长期纯债型基金 1018 1018 1018 1018 1018 \n", "中长期纯债型基金 2438 2438 2438 2438 2425 \n",
"其他债券型基金 282 282 282 282 130 \n", "其他债券型基金 600 600 600 600 573 \n",
"可投股票型债券基金 432 432 432 432 432 \n", "可投股票型债券基金 540 540 540 540 540 \n",
"可投转债型债券基金 143 143 143 143 143 \n", "可投转债型债券基金 159 159 159 159 159 \n",
"可转债基金 56 56 56 56 56 \n", "可转债基金 66 66 66 66 66 \n",
"短期纯债型基金 63 63 63 63 63 \n", "短期纯债型基金 525 525 525 525 519 \n",
"被动指数型债券基金 50 50 50 50 50 \n",
"\n", "\n",
" CONVBDRTO_TO_BDRTO EQUITYINVERTO \n", " CONVBDRTO_TO_BDRTO EQUITYINVERTO \n",
"债券型（子类） \n", "债券型（子类） \n",
"中长期纯债型基金 1014 1018 \n", "中长期纯债型基金 1891 2162 \n",
"其他债券型基金 76 89 \n", "其他债券型基金 316 420 \n",
"可投股票型债券基金 432 432 \n", "可投股票型债券基金 477 540 \n",
"可投转债型债券基金 143 143 \n", "可投转债型债券基金 159 159 \n",
"可转债基金 56 56 \n", "可转债基金 66 66 \n",
"短期纯债型基金 61 63 \n", "短期纯债型基金 327 401 "
"被动指数型债券基金 39 46 "
] ]
}, },
"execution_count": 69, "execution_count": 36,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -280,7 +269,7 @@ ...@@ -280,7 +269,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 72, "execution_count": 37,
"id": "1985799f-9a72-4f53-a09b-e15c738f211f", "id": "1985799f-9a72-4f53-a09b-e15c738f211f",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -316,7 +305,7 @@ ...@@ -316,7 +305,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 73, "execution_count": 38,
"id": "514f4c0b-bd1e-430b-9c5a-721bec381dc0", "id": "514f4c0b-bd1e-430b-9c5a-721bec381dc0",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -324,7 +313,7 @@ ...@@ -324,7 +313,7 @@
"name": "stdout", "name": "stdout",
"output_type": "stream", "output_type": "stream",
"text": [ "text": [
"Wall time: 4.07 s\n" "Wall time: 5.62 s\n"
] ]
}, },
{ {
...@@ -370,73 +359,63 @@ ...@@ -370,73 +359,63 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>中长期纯债型基金</th>\n", " <th>中长期纯债型基金</th>\n",
" <td>1018</td>\n", " <td>2278</td>\n",
" <td>1018</td>\n", " <td>2278</td>\n",
" <td>1018</td>\n", " <td>2278</td>\n",
" <td>1018</td>\n", " <td>2278</td>\n",
" <td>1018</td>\n", " <td>2278</td>\n",
" <td>1014</td>\n", " <td>2156</td>\n",
" <td>1018</td>\n", " <td>2278</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>其他债券型基金</th>\n", " <th>其他债券型基金</th>\n",
" <td>282</td>\n", " <td>1008</td>\n",
" <td>282</td>\n", " <td>1008</td>\n",
" <td>282</td>\n", " <td>1008</td>\n",
" <td>282</td>\n", " <td>1008</td>\n",
" <td>130</td>\n", " <td>868</td>\n",
" <td>76</td>\n", " <td>258</td>\n",
" <td>89</td>\n", " <td>300</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>可投股票型债券基金</th>\n", " <th>可投股票型债券基金</th>\n",
" <td>432</td>\n", " <td>568</td>\n",
" <td>432</td>\n", " <td>568</td>\n",
" <td>432</td>\n", " <td>568</td>\n",
" <td>432</td>\n", " <td>568</td>\n",
" <td>432</td>\n", " <td>568</td>\n",
" <td>432</td>\n", " <td>544</td>\n",
" <td>432</td>\n", " <td>568</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>可投转债型债券基金</th>\n", " <th>可投转债型债券基金</th>\n",
" <td>143</td>\n", " <td>178</td>\n",
" <td>143</td>\n", " <td>178</td>\n",
" <td>143</td>\n", " <td>178</td>\n",
" <td>143</td>\n", " <td>178</td>\n",
" <td>143</td>\n", " <td>178</td>\n",
" <td>143</td>\n", " <td>178</td>\n",
" <td>143</td>\n", " <td>178</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>可转债基金</th>\n", " <th>可转债基金</th>\n",
" <td>56</td>\n", " <td>72</td>\n",
" <td>56</td>\n", " <td>72</td>\n",
" <td>56</td>\n", " <td>72</td>\n",
" <td>56</td>\n", " <td>72</td>\n",
" <td>56</td>\n", " <td>72</td>\n",
" <td>56</td>\n", " <td>72</td>\n",
" <td>56</td>\n", " <td>72</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>短期纯债型基金</th>\n", " <th>短期纯债型基金</th>\n",
" <td>63</td>\n", " <td>224</td>\n",
" <td>63</td>\n", " <td>224</td>\n",
" <td>63</td>\n", " <td>224</td>\n",
" <td>63</td>\n", " <td>224</td>\n",
" <td>63</td>\n", " <td>224</td>\n",
" <td>61</td>\n", " <td>169</td>\n",
" <td>63</td>\n", " <td>186</td>\n",
" </tr>\n",
" <tr>\n",
" <th>被动指数型债券基金</th>\n",
" <td>50</td>\n",
" <td>50</td>\n",
" <td>50</td>\n",
" <td>50</td>\n",
" <td>50</td>\n",
" <td>39</td>\n",
" <td>46</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -445,26 +424,24 @@ ...@@ -445,26 +424,24 @@
"text/plain": [ "text/plain": [
" SECURITYID BEGINDATE ENDDATE CLASSCODE BDRTO \\\n", " SECURITYID BEGINDATE ENDDATE CLASSCODE BDRTO \\\n",
"债券型（子类） \n", "债券型（子类） \n",
"中长期纯债型基金 1018 1018 1018 1018 1018 \n", "中长期纯债型基金 2278 2278 2278 2278 2278 \n",
"其他债券型基金 282 282 282 282 130 \n", "其他债券型基金 1008 1008 1008 1008 868 \n",
"可投股票型债券基金 432 432 432 432 432 \n", "可投股票型债券基金 568 568 568 568 568 \n",
"可投转债型债券基金 143 143 143 143 143 \n", "可投转债型债券基金 178 178 178 178 178 \n",
"可转债基金 56 56 56 56 56 \n", "可转债基金 72 72 72 72 72 \n",
"短期纯债型基金 63 63 63 63 63 \n", "短期纯债型基金 224 224 224 224 224 \n",
"被动指数型债券基金 50 50 50 50 50 \n",
"\n", "\n",
" CONVBDRTO_TO_BDRTO EQUITYINVERTO \n", " CONVBDRTO_TO_BDRTO EQUITYINVERTO \n",
"债券型（子类） \n", "债券型（子类） \n",
"中长期纯债型基金 1014 1018 \n", "中长期纯债型基金 2156 2278 \n",
"其他债券型基金 76 89 \n", "其他债券型基金 258 300 \n",
"可投股票型债券基金 432 432 \n", "可投股票型债券基金 544 568 \n",
"可投转债型债券基金 143 143 \n", "可投转债型债券基金 178 178 \n",
"可转债基金 56 56 \n", "可转债基金 72 72 \n",
"短期纯债型基金 61 63 \n", "短期纯债型基金 169 186 "
"被动指数型债券基金 39 46 "
] ]
}, },
"execution_count": 73, "execution_count": 38,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -486,7 +463,7 @@ ...@@ -486,7 +463,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 74, "execution_count": 39,
"id": "bc46497a-3044-4455-b427-5e461acffc71", "id": "bc46497a-3044-4455-b427-5e461acffc71",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -504,7 +481,7 @@ ...@@ -504,7 +481,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 75, "execution_count": 40,
"id": "4555a339-5ad5-4158-81a0-4011ab35d755", "id": "4555a339-5ad5-4158-81a0-4011ab35d755",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -562,7 +539,7 @@ ...@@ -562,7 +539,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 76, "execution_count": 41,
"id": "f1f60b62-c7c8-4295-9b3c-4fbbc7bc26bd", "id": "f1f60b62-c7c8-4295-9b3c-4fbbc7bc26bd",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -573,7 +550,7 @@ ...@@ -573,7 +550,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 77, "execution_count": 42,
"id": "0c53a5ad-430e-459a-b8cf-13ab69b5e3f4", "id": "0c53a5ad-430e-459a-b8cf-13ab69b5e3f4",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -604,7 +581,6 @@ ...@@ -604,7 +581,6 @@
" <th>可投转债型债券基金</th>\n", " <th>可投转债型债券基金</th>\n",
" <th>可转债基金</th>\n", " <th>可转债基金</th>\n",
" <th>短期纯债型基金</th>\n", " <th>短期纯债型基金</th>\n",
" <th>被动指数型债券基金</th>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>level_0</th>\n", " <th>level_0</th>\n",
...@@ -614,359 +590,299 @@ ...@@ -614,359 +590,299 @@
" <th></th>\n", " <th></th>\n",
" <th></th>\n", " <th></th>\n",
" <th></th>\n", " <th></th>\n",
" <th></th>\n",
" </tr>\n", " </tr>\n",
" </thead>\n", " </thead>\n",
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>20150430</th>\n", " <th>20150430</th>\n",
" <td>0.033952</td>\n", " <td>0.027487</td>\n",
" <td>0.020151</td>\n", " <td>0.040852</td>\n",
" <td>0.072935</td>\n", " <td>0.075875</td>\n",
" <td>0.036853</td>\n", " <td>0.042358</td>\n",
" <td>0.176267</td>\n", " <td>0.187579</td>\n",
" <td>NaN</td>\n", " <td>0.014263</td>\n",
" <td>0.025235</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20150731</th>\n", " <th>20150731</th>\n",
" <td>0.025791</td>\n", " <td>0.029353</td>\n",
" <td>-0.011187</td>\n", " <td>0.011027</td>\n",
" <td>-0.000949</td>\n", " <td>0.005218</td>\n",
" <td>0.012540</td>\n", " <td>0.016757</td>\n",
" <td>-0.109936</td>\n", " <td>-0.180019</td>\n",
" <td>NaN</td>\n", " <td>0.021172</td>\n",
" <td>-0.004133</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20151030</th>\n", " <th>20151030</th>\n",
" <td>0.024469</td>\n", " <td>0.024943</td>\n",
" <td>0.023544</td>\n", " <td>0.019711</td>\n",
" <td>0.017814</td>\n", " <td>0.020645</td>\n",
" <td>0.021918</td>\n", " <td>0.022843</td>\n",
" <td>0.003494</td>\n", " <td>-0.001686</td>\n",
" <td>NaN</td>\n", " <td>0.025299</td>\n",
" <td>0.025465</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160129</th>\n", " <th>20160129</th>\n",
" <td>0.013507</td>\n", " <td>0.013491</td>\n",
" <td>-0.010183</td>\n", " <td>0.003507</td>\n",
" <td>-0.008890</td>\n", " <td>-0.009161</td>\n",
" <td>0.011042</td>\n", " <td>0.012525</td>\n",
" <td>-0.114681</td>\n", " <td>-0.123195</td>\n",
" <td>NaN</td>\n", " <td>0.018353</td>\n",
" <td>0.017566</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160429</th>\n", " <th>20160429</th>\n",
" <td>0.000898</td>\n", " <td>0.001368</td>\n",
" <td>-0.004699</td>\n", " <td>0.001569</td>\n",
" <td>0.005371</td>\n", " <td>0.007608</td>\n",
" <td>0.001707</td>\n", " <td>-0.000353</td>\n",
" <td>-0.013026</td>\n", " <td>-0.010025</td>\n",
" <td>-0.000941</td>\n", " <td>0.002924</td>\n",
" <td>-0.000783</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160729</th>\n", " <th>20160729</th>\n",
" <td>0.023862</td>\n", " <td>0.023432</td>\n",
" <td>0.008070</td>\n", " <td>0.019429</td>\n",
" <td>0.021304</td>\n", " <td>0.021861</td>\n",
" <td>0.020575</td>\n", " <td>0.020711</td>\n",
" <td>-0.019919</td>\n", " <td>-0.008025</td>\n",
" <td>0.009018</td>\n", " <td>0.018377</td>\n",
" <td>0.020667</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20161031</th>\n", " <th>20161031</th>\n",
" <td>0.014173</td>\n", " <td>0.012861</td>\n",
" <td>0.012732</td>\n", " <td>0.014338</td>\n",
" <td>0.016109</td>\n", " <td>0.015342</td>\n",
" <td>0.013385</td>\n", " <td>0.014491</td>\n",
" <td>0.044301</td>\n", " <td>0.035734</td>\n",
" <td>0.001035</td>\n", " <td>0.012366</td>\n",
" <td>0.010204</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170126</th>\n", " <th>20170126</th>\n",
" <td>-0.019464</td>\n", " <td>-0.016172</td>\n",
" <td>-0.025560</td>\n", " <td>-0.005523</td>\n",
" <td>-0.020658</td>\n", " <td>-0.019407</td>\n",
" <td>-0.022100</td>\n", " <td>-0.019866</td>\n",
" <td>-0.060265</td>\n", " <td>-0.055129</td>\n",
" <td>-0.012598</td>\n", " <td>-0.018539</td>\n",
" <td>-0.023771</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170428</th>\n", " <th>20170428</th>\n",
" <td>-0.001801</td>\n", " <td>-0.001555</td>\n",
" <td>-0.002122</td>\n", " <td>0.002298</td>\n",
" <td>-0.002404</td>\n", " <td>-0.001565</td>\n",
" <td>-0.005674</td>\n", " <td>-0.005702</td>\n",
" <td>-0.024018</td>\n", " <td>-0.018783</td>\n",
" <td>0.001904</td>\n", " <td>-0.006002</td>\n",
" <td>-0.005774</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170731</th>\n", " <th>20170731</th>\n",
" <td>0.011713</td>\n", " <td>0.012640</td>\n",
" <td>0.011232</td>\n", " <td>0.017847</td>\n",
" <td>0.019221</td>\n", " <td>0.021039</td>\n",
" <td>0.014053</td>\n", " <td>0.016920</td>\n",
" <td>0.057224</td>\n", " <td>0.064723</td>\n",
" <td>NaN</td>\n", " <td>0.004952</td>\n",
" <td>0.006539</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20171031</th>\n", " <th>20171031</th>\n",
" <td>0.002639</td>\n", " <td>0.004042</td>\n",
" <td>0.003016</td>\n", " <td>0.005190</td>\n",
" <td>0.005941</td>\n", " <td>0.007347</td>\n",
" <td>0.000648</td>\n", " <td>0.001708</td>\n",
" <td>-0.028303</td>\n", " <td>-0.009598</td>\n",
" <td>NaN</td>\n", " <td>-0.004573</td>\n",
" <td>-0.004027</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180131</th>\n", " <th>20180131</th>\n",
" <td>0.003547</td>\n", " <td>0.004399</td>\n",
" <td>0.012166</td>\n", " <td>0.010482</td>\n",
" <td>0.001947</td>\n", " <td>0.003654</td>\n",
" <td>0.007171</td>\n", " <td>0.003590</td>\n",
" <td>-0.010036</td>\n", " <td>-0.001216</td>\n",
" <td>NaN</td>\n", " <td>-0.000639</td>\n",
" <td>0.000615</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180427</th>\n", " <th>20180427</th>\n",
" <td>0.015265</td>\n", " <td>0.018976</td>\n",
" <td>0.003159</td>\n", " <td>0.021642</td>\n",
" <td>-0.002346</td>\n", " <td>-0.003529</td>\n",
" <td>0.007313</td>\n", " <td>0.010073</td>\n",
" <td>-0.048233</td>\n", " <td>-0.049803</td>\n",
" <td>NaN</td>\n", " <td>0.031128</td>\n",
" <td>0.022204</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180731</th>\n", " <th>20180731</th>\n",
" <td>0.014830</td>\n", " <td>0.018572</td>\n",
" <td>0.011327</td>\n", " <td>0.014838</td>\n",
" <td>0.000054</td>\n", " <td>0.001956</td>\n",
" <td>0.001534</td>\n", " <td>0.006307</td>\n",
" <td>-0.034461</td>\n", " <td>-0.033074</td>\n",
" <td>NaN</td>\n", " <td>0.019988</td>\n",
" <td>0.013986</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20181031</th>\n", " <th>20181031</th>\n",
" <td>0.011083</td>\n", " <td>0.011409</td>\n",
" <td>0.003144</td>\n", " <td>0.002413</td>\n",
" <td>-0.011893</td>\n", " <td>-0.011417</td>\n",
" <td>0.003947</td>\n", " <td>0.003151</td>\n",
" <td>-0.036704</td>\n", " <td>-0.042814</td>\n",
" <td>NaN</td>\n", " <td>0.010225</td>\n",
" <td>0.006238</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190131</th>\n", " <th>20190131</th>\n",
" <td>0.021673</td>\n", " <td>0.020101</td>\n",
" <td>0.017712</td>\n", " <td>0.023684</td>\n",
" <td>0.019758</td>\n", " <td>0.021866</td>\n",
" <td>0.021598</td>\n", " <td>0.025635</td>\n",
" <td>0.031469</td>\n", " <td>0.027278</td>\n",
" <td>NaN</td>\n", " <td>0.025509</td>\n",
" <td>0.025188</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190430</th>\n", " <th>20190430</th>\n",
" <td>0.000929</td>\n", " <td>0.002688</td>\n",
" <td>0.016787</td>\n", " <td>0.015551</td>\n",
" <td>0.027705</td>\n", " <td>0.029269</td>\n",
" <td>0.013561</td>\n", " <td>0.013225</td>\n",
" <td>0.089841</td>\n", " <td>0.092860</td>\n",
" <td>NaN</td>\n", " <td>-0.003606</td>\n",
" <td>-0.003682</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190731</th>\n", " <th>20190731</th>\n",
" <td>0.014590</td>\n", " <td>0.014946</td>\n",
" <td>0.010767</td>\n", " <td>0.013266</td>\n",
" <td>0.011947</td>\n", " <td>0.011811</td>\n",
" <td>0.014983</td>\n", " <td>0.013238</td>\n",
" <td>0.009581</td>\n", " <td>0.016024</td>\n",
" <td>NaN</td>\n", " <td>0.014716</td>\n",
" <td>0.018044</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20191031</th>\n", " <th>20191031</th>\n",
" <td>0.006367</td>\n", " <td>0.008165</td>\n",
" <td>0.007767</td>\n", " <td>0.007174</td>\n",
" <td>0.010382</td>\n", " <td>0.011084</td>\n",
" <td>0.006459</td>\n", " <td>0.008240</td>\n",
" <td>0.020640</td>\n", " <td>0.025913</td>\n",
" <td>0.005447</td>\n", " <td>0.003538</td>\n",
" <td>0.002414</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200123</th>\n", " <th>20200123</th>\n",
" <td>0.015090</td>\n", " <td>0.016681</td>\n",
" <td>0.029505</td>\n", " <td>0.020613</td>\n",
" <td>0.032775</td>\n", " <td>0.035275</td>\n",
" <td>0.026450</td>\n", " <td>0.027079</td>\n",
" <td>0.084422</td>\n", " <td>0.086641</td>\n",
" <td>0.010219</td>\n", " <td>0.016345</td>\n",
" <td>0.023744</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200430</th>\n", " <th>20200430</th>\n",
" <td>0.027616</td>\n", " <td>0.028076</td>\n",
" <td>0.025844</td>\n", " <td>0.023247</td>\n",
" <td>0.020331</td>\n", " <td>0.020258</td>\n",
" <td>0.028717</td>\n", " <td>0.025186</td>\n",
" <td>0.007863</td>\n", " <td>0.012021</td>\n",
" <td>0.014092</td>\n", " <td>0.033293</td>\n",
" <td>0.038784</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200731</th>\n", " <th>20200731</th>\n",
" <td>-0.014291</td>\n", " <td>-0.013815</td>\n",
" <td>0.005739</td>\n", " <td>-0.004379</td>\n",
" <td>0.036895</td>\n", " <td>0.036980</td>\n",
" <td>-0.000043</td>\n", " <td>-0.001185</td>\n",
" <td>0.121145</td>\n", " <td>0.125339</td>\n",
" <td>-0.007932</td>\n", " <td>-0.022548</td>\n",
" <td>-0.026045</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20201030</th>\n", " <th>20201030</th>\n",
" <td>0.005201</td>\n", " <td>0.005340</td>\n",
" <td>0.000384</td>\n", " <td>0.004633</td>\n",
" <td>-0.001625</td>\n", " <td>-0.001612</td>\n",
" <td>0.004219</td>\n", " <td>0.004762</td>\n",
" <td>-0.020577</td>\n", " <td>-0.015387</td>\n",
" <td>0.004684</td>\n", " <td>0.007292</td>\n",
" <td>-0.000424</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210129</th>\n", " <th>20210129</th>\n",
" <td>0.004101</td>\n", " <td>0.005412</td>\n",
" <td>0.015309</td>\n", " <td>0.007887</td>\n",
" <td>0.024258</td>\n", " <td>0.023953</td>\n",
" <td>0.000460</td>\n", " <td>-0.001215</td>\n",
" <td>0.037616</td>\n", " <td>0.039483</td>\n",
" <td>0.005878</td>\n", " <td>0.008661</td>\n",
" <td>0.007355</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210430</th>\n", " <th>20210430</th>\n",
" <td>0.010655</td>\n", " <td>0.010775</td>\n",
" <td>0.006568</td>\n", " <td>0.015275</td>\n",
" <td>0.003155</td>\n", " <td>0.003916</td>\n",
" <td>0.011288</td>\n", " <td>0.012695</td>\n",
" <td>-0.006714</td>\n", " <td>-0.002921</td>\n",
" <td>0.007348</td>\n", " <td>0.011124</td>\n",
" <td>0.010453</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210730</th>\n", " <th>20210730</th>\n",
" <td>0.015336</td>\n", " <td>0.014064</td>\n",
" <td>0.025334</td>\n", " <td>0.014196</td>\n",
" <td>0.029210</td>\n", " <td>0.029335</td>\n",
" <td>0.024305</td>\n", " <td>0.023927</td>\n",
" <td>0.097959</td>\n", " <td>0.098648</td>\n",
" <td>0.008033</td>\n", " <td>0.015168</td>\n",
" <td>0.019500</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20211029</th>\n", " <th>20211029</th>\n",
" <td>0.006999</td>\n", " <td>0.006671</td>\n",
" <td>0.003477</td>\n", " <td>0.007685</td>\n",
" <td>0.012125</td>\n", " <td>0.012891</td>\n",
" <td>0.013675</td>\n", " <td>0.014094</td>\n",
" <td>0.033714</td>\n", " <td>0.040074</td>\n",
" <td>0.004655</td>\n", " <td>0.003544</td>\n",
" <td>0.004237</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20211109</th>\n", " <th>20211109</th>\n",
" <td>0.001797</td>\n", " <td>0.001900</td>\n",
" <td>0.001714</td>\n", " <td>0.002035</td>\n",
" <td>0.004964</td>\n", " <td>0.004808</td>\n",
" <td>0.005092</td>\n", " <td>0.005787</td>\n",
" <td>0.017041</td>\n", " <td>0.016465</td>\n",
" <td>0.001259</td>\n", " <td>0.002602</td>\n",
" <td>0.004136</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
"</div>" "</div>"
], ],
"text/plain": [ "text/plain": [
"债券型（子类） 中长期纯债型基金 其他债券型基金 可投股票型债券基金 可投转债型债券基金 可转债基金 短期纯债型基金 \\\n", "债券型（子类） 中长期纯债型基金 其他债券型基金 可投股票型债券基金 可投转债型债券基金 可转债基金 短期纯债型基金\n",
"level_0 \n",
"20150430 0.033952 0.020151 0.072935 0.036853 0.176267 NaN \n",
"20150731 0.025791 -0.011187 -0.000949 0.012540 -0.109936 NaN \n",
"20151030 0.024469 0.023544 0.017814 0.021918 0.003494 NaN \n",
"20160129 0.013507 -0.010183 -0.008890 0.011042 -0.114681 NaN \n",
"20160429 0.000898 -0.004699 0.005371 0.001707 -0.013026 -0.000941 \n",
"20160729 0.023862 0.008070 0.021304 0.020575 -0.019919 0.009018 \n",
"20161031 0.014173 0.012732 0.016109 0.013385 0.044301 0.001035 \n",
"20170126 -0.019464 -0.025560 -0.020658 -0.022100 -0.060265 -0.012598 \n",
"20170428 -0.001801 -0.002122 -0.002404 -0.005674 -0.024018 0.001904 \n",
"20170731 0.011713 0.011232 0.019221 0.014053 0.057224 NaN \n",
"20171031 0.002639 0.003016 0.005941 0.000648 -0.028303 NaN \n",
"20180131 0.003547 0.012166 0.001947 0.007171 -0.010036 NaN \n",
"20180427 0.015265 0.003159 -0.002346 0.007313 -0.048233 NaN \n",
"20180731 0.014830 0.011327 0.000054 0.001534 -0.034461 NaN \n",
"20181031 0.011083 0.003144 -0.011893 0.003947 -0.036704 NaN \n",
"20190131 0.021673 0.017712 0.019758 0.021598 0.031469 NaN \n",
"20190430 0.000929 0.016787 0.027705 0.013561 0.089841 NaN \n",
"20190731 0.014590 0.010767 0.011947 0.014983 0.009581 NaN \n",
"20191031 0.006367 0.007767 0.010382 0.006459 0.020640 0.005447 \n",
"20200123 0.015090 0.029505 0.032775 0.026450 0.084422 0.010219 \n",
"20200430 0.027616 0.025844 0.020331 0.028717 0.007863 0.014092 \n",
"20200731 -0.014291 0.005739 0.036895 -0.000043 0.121145 -0.007932 \n",
"20201030 0.005201 0.000384 -0.001625 0.004219 -0.020577 0.004684 \n",
"20210129 0.004101 0.015309 0.024258 0.000460 0.037616 0.005878 \n",
"20210430 0.010655 0.006568 0.003155 0.011288 -0.006714 0.007348 \n",
"20210730 0.015336 0.025334 0.029210 0.024305 0.097959 0.008033 \n",
"20211029 0.006999 0.003477 0.012125 0.013675 0.033714 0.004655 \n",
"20211109 0.001797 0.001714 0.004964 0.005092 0.017041 0.001259 \n",
"\n",
"债券型（子类） 被动指数型债券基金 \n",
"level_0 \n", "level_0 \n",
"20150430 0.025235 \n", "20150430 0.027487 0.040852 0.075875 0.042358 0.187579 0.014263\n",
"20150731 -0.004133 \n", "20150731 0.029353 0.011027 0.005218 0.016757 -0.180019 0.021172\n",
"20151030 0.025465 \n", "20151030 0.024943 0.019711 0.020645 0.022843 -0.001686 0.025299\n",
"20160129 0.017566 \n", "20160129 0.013491 0.003507 -0.009161 0.012525 -0.123195 0.018353\n",
"20160429 -0.000783 \n", "20160429 0.001368 0.001569 0.007608 -0.000353 -0.010025 0.002924\n",
"20160729 0.020667 \n", "20160729 0.023432 0.019429 0.021861 0.020711 -0.008025 0.018377\n",
"20161031 0.010204 \n", "20161031 0.012861 0.014338 0.015342 0.014491 0.035734 0.012366\n",
"20170126 -0.023771 \n", "20170126 -0.016172 -0.005523 -0.019407 -0.019866 -0.055129 -0.018539\n",
"20170428 -0.005774 \n", "20170428 -0.001555 0.002298 -0.001565 -0.005702 -0.018783 -0.006002\n",
"20170731 0.006539 \n", "20170731 0.012640 0.017847 0.021039 0.016920 0.064723 0.004952\n",
"20171031 -0.004027 \n", "20171031 0.004042 0.005190 0.007347 0.001708 -0.009598 -0.004573\n",
"20180131 0.000615 \n", "20180131 0.004399 0.010482 0.003654 0.003590 -0.001216 -0.000639\n",
"20180427 0.022204 \n", "20180427 0.018976 0.021642 -0.003529 0.010073 -0.049803 0.031128\n",
"20180731 0.013986 \n", "20180731 0.018572 0.014838 0.001956 0.006307 -0.033074 0.019988\n",
"20181031 0.006238 \n", "20181031 0.011409 0.002413 -0.011417 0.003151 -0.042814 0.010225\n",
"20190131 0.025188 \n", "20190131 0.020101 0.023684 0.021866 0.025635 0.027278 0.025509\n",
"20190430 -0.003682 \n", "20190430 0.002688 0.015551 0.029269 0.013225 0.092860 -0.003606\n",
"20190731 0.018044 \n", "20190731 0.014946 0.013266 0.011811 0.013238 0.016024 0.014716\n",
"20191031 0.002414 \n", "20191031 0.008165 0.007174 0.011084 0.008240 0.025913 0.003538\n",
"20200123 0.023744 \n", "20200123 0.016681 0.020613 0.035275 0.027079 0.086641 0.016345\n",
"20200430 0.038784 \n", "20200430 0.028076 0.023247 0.020258 0.025186 0.012021 0.033293\n",
"20200731 -0.026045 \n", "20200731 -0.013815 -0.004379 0.036980 -0.001185 0.125339 -0.022548\n",
"20201030 -0.000424 \n", "20201030 0.005340 0.004633 -0.001612 0.004762 -0.015387 0.007292\n",
"20210129 0.007355 \n", "20210129 0.005412 0.007887 0.023953 -0.001215 0.039483 0.008661\n",
"20210430 0.010453 \n", "20210430 0.010775 0.015275 0.003916 0.012695 -0.002921 0.011124\n",
"20210730 0.019500 \n", "20210730 0.014064 0.014196 0.029335 0.023927 0.098648 0.015168\n",
"20211029 0.004237 \n", "20211029 0.006671 0.007685 0.012891 0.014094 0.040074 0.003544\n",
"20211109 0.004136 " "20211109 0.001900 0.002035 0.004808 0.005787 0.016465 0.002602"
] ]
}, },
"execution_count": 77, "execution_count": 42,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
......
category/040 货币基金.ipynb
View file @ c66e3552
...@@ -2,7 +2,7 @@ ...@@ -2,7 +2,7 @@
"cells": [ "cells": [
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 2, "execution_count": 1,
"id": "51382765-24b4-4e5e-a118-077b276e0774", "id": "51382765-24b4-4e5e-a118-077b276e0774",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -21,7 +21,7 @@ ...@@ -21,7 +21,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 3, "execution_count": 11,
"id": "47939edc-07d2-4c8e-b061-187806e124ea", "id": "47939edc-07d2-4c8e-b061-187806e124ea",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -33,7 +33,7 @@ ...@@ -33,7 +33,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 4, "execution_count": 12,
"id": "9a596482-dd98-49dc-b717-c17177f2cd64", "id": "9a596482-dd98-49dc-b717-c17177f2cd64",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -46,19 +46,18 @@ ...@@ -46,19 +46,18 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 9, "execution_count": 15,
"id": "5ccf2dc7-fea9-4d52-b15d-e8ff55fac3dc", "id": "5ccf2dc7-fea9-4d52-b15d-e8ff55fac3dc",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"# 分类\n", "# 分类\n",
"security_info.loc[(security_info.CLASSCODE.str.startswith(\"220502\")), \"货币型（子类）\"] = \"场内货币型基金\"\n", "security_info[\"货币型（子类）\"] = \"货币型基金\""
"security_info.loc[(~security_info.CLASSCODE.str.startswith(\"220502\")), \"货币型（子类）\"] = \"场外货币型基金\""
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 10, "execution_count": 16,
"id": "9d34507e-9efd-479a-8b25-a095de5a552c", "id": "9d34507e-9efd-479a-8b25-a095de5a552c",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -98,18 +97,11 @@ ...@@ -98,18 +97,11 @@
" </thead>\n", " </thead>\n",
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>场内货币型基金</th>\n", " <th>货币型基金</th>\n",
" <td>41</td>\n", " <td>711</td>\n",
" <td>41</td>\n", " <td>711</td>\n",
" <td>41</td>\n", " <td>711</td>\n",
" <td>41</td>\n", " <td>711</td>\n",
" </tr>\n",
" <tr>\n",
" <th>场外货币型基金</th>\n",
" <td>622</td>\n",
" <td>622</td>\n",
" <td>622</td>\n",
" <td>622</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -118,11 +110,10 @@ ...@@ -118,11 +110,10 @@
"text/plain": [ "text/plain": [
" SECURITYID BEGINDATE ENDDATE CLASSCODE\n", " SECURITYID BEGINDATE ENDDATE CLASSCODE\n",
"货币型（子类） \n", "货币型（子类） \n",
"场内货币型基金 41 41 41 41\n", "货币型基金 711 711 711 711"
"场外货币型基金 622 622 622 622"
] ]
}, },
"execution_count": 10, "execution_count": 16,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
......
category/050 另类投资基金.ipynb
View file @ c66e3552
...@@ -2,7 +2,7 @@ ...@@ -2,7 +2,7 @@
"cells": [ "cells": [
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 1, "execution_count": 5,
"id": "76b46662-651d-4bcd-b554-f116051cf297", "id": "76b46662-651d-4bcd-b554-f116051cf297",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -21,7 +21,7 @@ ...@@ -21,7 +21,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 2, "execution_count": 6,
"id": "f5d4b805-d5a3-4b4c-8429-7044e9bef831", "id": "f5d4b805-d5a3-4b4c-8429-7044e9bef831",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -33,17 +33,17 @@ ...@@ -33,17 +33,17 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 22, "execution_count": 7,
"id": "72d3f785-aee7-44d9-a393-3abbdb4d60a4", "id": "72d3f785-aee7-44d9-a393-3abbdb4d60a4",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
{ {
"data": { "data": {
"text/plain": [ "text/plain": [
"40" "84"
] ]
}, },
"execution_count": 22, "execution_count": 7,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -51,14 +51,14 @@ ...@@ -51,14 +51,14 @@
"source": [ "source": [
"# 获取所有目标基金（清算结束日期晚于当前日）\n", "# 获取所有目标基金（清算结束日期晚于当前日）\n",
"\n", "\n",
"security_info = fd_alive_funds(today, [2204, 22020803, 22021401])\n", "security_info = fd_alive_funds(today, 2204)\n",
"security_ids = security_info.SECURITYID.unique().tolist()\n", "security_ids = security_info.SECURITYID.unique().tolist()\n",
"len(security_ids)" "len(security_ids)"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 23, "execution_count": 8,
"id": "52607b95-9d62-4f68-8256-984827dd0bea", "id": "52607b95-9d62-4f68-8256-984827dd0bea",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -68,21 +68,21 @@ ...@@ -68,21 +68,21 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 24, "execution_count": 9,
"id": "60fe66ee-a8d3-4a33-8c5a-555f68d9758c", "id": "60fe66ee-a8d3-4a33-8c5a-555f68d9758c",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"# 分类\n", "# 分类\n",
"df.loc[(~df.CLASSCODE.str.startswith(\"220409\")) & (df.CLASSCODE.str.startswith(\"2204\")), \"另类投资型（子类）\"] = \"商品型基金\"\n", "df.loc[df.CLASSCODE == \"220401\", \"另类投资型（子类）\"] = \"商品型基金\"\n",
"df.loc[df.CLASSCODE.str.startswith(\"2202\"), \"另类投资型（子类）\"] = \"量化对冲基金\"\n", "df.loc[df.CLASSCODE == \"220402\", \"另类投资型（子类）\"] = \"量化对冲基金\"\n",
"df.loc[pd.isnull(df[\"另类投资型（子类）\"]), \"另类投资型（子类）\"] = \"其他另类基金\"\n", "df.loc[pd.isnull(df[\"另类投资型（子类）\"]), \"另类投资型（子类）\"] = \"其他另类基金\"\n",
"# df.loc[(df[\"L3NAME\"] == \"对冲策略基金\"), \"另类投资型（子类）\"] = " "# df.loc[(df[\"L3NAME\"] == \"对冲策略基金\"), \"另类投资型（子类）\"] = "
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 25, "execution_count": 10,
"id": "1bb62bc7-2515-415a-8eec-087d2d1787b6", "id": "1bb62bc7-2515-415a-8eec-087d2d1787b6",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -122,25 +122,18 @@ ...@@ -122,25 +122,18 @@
" </thead>\n", " </thead>\n",
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>其他另类基金</th>\n",
" <td>1</td>\n",
" <td>1</td>\n",
" <td>1</td>\n",
" <td>1</td>\n",
" </tr>\n",
" <tr>\n",
" <th>商品型基金</th>\n", " <th>商品型基金</th>\n",
" <td>14</td>\n", " <td>48</td>\n",
" <td>14</td>\n", " <td>48</td>\n",
" <td>14</td>\n", " <td>48</td>\n",
" <td>14</td>\n", " <td>48</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>量化对冲基金</th>\n", " <th>量化对冲基金</th>\n",
" <td>25</td>\n", " <td>36</td>\n",
" <td>25</td>\n", " <td>36</td>\n",
" <td>25</td>\n", " <td>36</td>\n",
" <td>25</td>\n", " <td>36</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -149,12 +142,11 @@ ...@@ -149,12 +142,11 @@
"text/plain": [ "text/plain": [
" SECURITYID BEGINDATE ENDDATE CLASSCODE\n", " SECURITYID BEGINDATE ENDDATE CLASSCODE\n",
"另类投资型（子类） \n", "另类投资型（子类） \n",
"其他另类基金 1 1 1 1\n", "商品型基金 48 48 48 48\n",
"商品型基金 14 14 14 14\n", "量化对冲基金 36 36 36 36"
"量化对冲基金 25 25 25 25"
] ]
}, },
"execution_count": 25, "execution_count": 10,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
......
category/060 QDII基金.ipynb
View file @ c66e3552
...@@ -21,7 +21,7 @@ ...@@ -21,7 +21,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 19, "execution_count": 2,
"id": "8bf4331c-c1db-47b4-b72d-10d5ccb72657", "id": "8bf4331c-c1db-47b4-b72d-10d5ccb72657",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -33,17 +33,17 @@ ...@@ -33,17 +33,17 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 28, "execution_count": 3,
"id": "d228ec88-a55b-4451-8a69-1a0e490b9161", "id": "d228ec88-a55b-4451-8a69-1a0e490b9161",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
{ {
"data": { "data": {
"text/plain": [ "text/plain": [
"210" "381"
] ]
}, },
"execution_count": 28, "execution_count": 3,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -58,7 +58,7 @@ ...@@ -58,7 +58,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 29, "execution_count": 4,
"id": "e992c24d-d125-4558-b541-251decc55097", "id": "e992c24d-d125-4558-b541-251decc55097",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -68,7 +68,7 @@ ...@@ -68,7 +68,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 30, "execution_count": 5,
"id": "0efd51eb-a03c-440b-b083-a36df52f9185", "id": "0efd51eb-a03c-440b-b083-a36df52f9185",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -77,13 +77,13 @@ ...@@ -77,13 +77,13 @@
"df.loc[df.CLASSCODE.str.startswith(\"220601\"), \"QDII型（子类）\"] = \"QDII股票型基金\"\n", "df.loc[df.CLASSCODE.str.startswith(\"220601\"), \"QDII型（子类）\"] = \"QDII股票型基金\"\n",
"df.loc[df.CLASSCODE.str.startswith(\"220602\"), \"QDII型（子类）\"] = \"QDII混合型基金\"\n", "df.loc[df.CLASSCODE.str.startswith(\"220602\"), \"QDII型（子类）\"] = \"QDII混合型基金\"\n",
"df.loc[df.CLASSCODE.str.startswith(\"220603\"), \"QDII型（子类）\"] = \"QDII债券型基金\"\n", "df.loc[df.CLASSCODE.str.startswith(\"220603\"), \"QDII型（子类）\"] = \"QDII债券型基金\"\n",
"df.loc[df.CLASSCODE.isin([\"22060901\", \"22060902\", \"22060903\", \"22060904\"]), \"QDII型（子类）\"] = \"QDII另类投资基金\"\n", "df.loc[df.CLASSCODE.str.startswith(\"220604\"), \"QDII型（子类）\"] = \"QDII另类投资基金\"\n",
"df.loc[pd.isnull(df[\"QDII型（子类）\"]), \"QDII型（子类）\"] = \"QDII其他投资基金\"" "df.loc[pd.isnull(df[\"QDII型（子类）\"]), \"QDII型（子类）\"] = \"QDII其他投资基金\""
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 31, "execution_count": 6,
"id": "850b9707-8849-48b5-9b39-9111ab78ccc1", "id": "850b9707-8849-48b5-9b39-9111ab78ccc1",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -124,38 +124,31 @@ ...@@ -124,38 +124,31 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>QDII债券型基金</th>\n", " <th>QDII债券型基金</th>\n",
" <td>51</td>\n", " <td>74</td>\n",
" <td>51</td>\n", " <td>74</td>\n",
" <td>51</td>\n", " <td>74</td>\n",
" <td>51</td>\n", " <td>74</td>\n",
" </tr>\n",
" <tr>\n",
" <th>QDII其他投资基金</th>\n",
" <td>4</td>\n",
" <td>4</td>\n",
" <td>4</td>\n",
" <td>4</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>QDII另类投资基金</th>\n", " <th>QDII另类投资基金</th>\n",
" <td>21</td>\n", " <td>37</td>\n",
" <td>21</td>\n", " <td>37</td>\n",
" <td>21</td>\n", " <td>37</td>\n",
" <td>21</td>\n", " <td>37</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>QDII混合型基金</th>\n", " <th>QDII混合型基金</th>\n",
" <td>38</td>\n", " <td>78</td>\n",
" <td>38</td>\n", " <td>78</td>\n",
" <td>38</td>\n", " <td>78</td>\n",
" <td>38</td>\n", " <td>78</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>QDII股票型基金</th>\n", " <th>QDII股票型基金</th>\n",
" <td>96</td>\n", " <td>192</td>\n",
" <td>96</td>\n", " <td>192</td>\n",
" <td>96</td>\n", " <td>192</td>\n",
" <td>96</td>\n", " <td>192</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -164,14 +157,13 @@ ...@@ -164,14 +157,13 @@
"text/plain": [ "text/plain": [
" SECURITYID BEGINDATE ENDDATE CLASSCODE\n", " SECURITYID BEGINDATE ENDDATE CLASSCODE\n",
"QDII型（子类） \n", "QDII型（子类） \n",
"QDII债券型基金 51 51 51 51\n", "QDII债券型基金 74 74 74 74\n",
"QDII其他投资基金 4 4 4 4\n", "QDII另类投资基金 37 37 37 37\n",
"QDII另类投资基金 21 21 21 21\n", "QDII混合型基金 78 78 78 78\n",
"QDII混合型基金 38 38 38 38\n", "QDII股票型基金 192 192 192 192"
"QDII股票型基金 96 96 96 96"
] ]
}, },
"execution_count": 31, "execution_count": 6,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -182,7 +174,7 @@ ...@@ -182,7 +174,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 25, "execution_count": 7,
"id": "0f3aec26-468c-4b17-b9c5-75119afcf005", "id": "0f3aec26-468c-4b17-b9c5-75119afcf005",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -218,41 +210,41 @@ ...@@ -218,41 +210,41 @@
" <tr>\n", " <tr>\n",
" <th>0</th>\n", " <th>0</th>\n",
" <td>1030000009</td>\n", " <td>1030000009</td>\n",
" <td>20071009</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22060101</td>\n", " <td>19000101</td>\n",
" <td>220601</td>\n",
" <td>QDII股票型基金</td>\n", " <td>QDII股票型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>174</th>\n", " <th>234</th>\n",
" <td>2030000409</td>\n", " <td>1030018211</td>\n",
" <td>20120809</td>\n", " <td>19000101</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22060101</td>\n", " <td>220601</td>\n",
" <td>QDII股票型基金</td>\n", " <td>QDII股票型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>173</th>\n", " <th>236</th>\n",
" <td>2030000408</td>\n", " <td>1030018332</td>\n",
" <td>20120809</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22060101</td>\n", " <td>19000101</td>\n",
" <td>220601</td>\n",
" <td>QDII股票型基金</td>\n", " <td>QDII股票型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>172</th>\n", " <th>237</th>\n",
" <td>2030000364</td>\n", " <td>1030018583</td>\n",
" <td>20110929</td>\n", " <td>19000101</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22060101</td>\n", " <td>220601</td>\n",
" <td>QDII股票型基金</td>\n", " <td>QDII股票型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>171</th>\n", " <th>247</th>\n",
" <td>2030000353</td>\n", " <td>1030020252</td>\n",
" <td>20120329</td>\n", " <td>19000101</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22060101</td>\n", " <td>220601</td>\n",
" <td>QDII股票型基金</td>\n", " <td>QDII股票型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
...@@ -264,68 +256,68 @@ ...@@ -264,68 +256,68 @@
" <td>...</td>\n", " <td>...</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>61</th>\n", " <th>177</th>\n",
" <td>1030002339</td>\n", " <td>1030012801</td>\n",
" <td>20130809</td>\n", " <td>19000101</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22060904</td>\n", " <td>220604</td>\n",
" <td>QDII另类投资基金</td>\n", " <td>QDII另类投资基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>179</th>\n", " <th>176</th>\n",
" <td>2030002922</td>\n", " <td>1030012800</td>\n",
" <td>20140409</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22060908</td>\n", " <td>19000101</td>\n",
" <td>220604</td>\n",
" <td>QDII另类投资基金</td>\n", " <td>QDII另类投资基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>180</th>\n", " <th>22</th>\n",
" <td>2030002923</td>\n", " <td>1030000995</td>\n",
" <td>20140409</td>\n", " <td>19000101</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22060908</td>\n", " <td>220604</td>\n",
" <td>QDII另类投资基金</td>\n", " <td>QDII另类投资基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>177</th>\n", " <th>39</th>\n",
" <td>2030002876</td>\n", " <td>1030001574</td>\n",
" <td>20140306</td>\n", " <td>19000101</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22060908</td>\n", " <td>220604</td>\n",
" <td>QDII另类投资基金</td>\n", " <td>QDII另类投资基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>178</th>\n", " <th>319</th>\n",
" <td>2030002877</td>\n", " <td>2030000325</td>\n",
" <td>20140306</td>\n", " <td>19000101</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>22060908</td>\n", " <td>220604</td>\n",
" <td>QDII另类投资基金</td>\n", " <td>QDII另类投资基金</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
"<p>210 rows × 5 columns</p>\n", "<p>381 rows × 5 columns</p>\n",
"</div>" "</div>"
], ],
"text/plain": [ "text/plain": [
" SECURITYID BEGINDATE ENDDATE CLASSCODE QDII型（子类）\n", " SECURITYID BEGINDATE ENDDATE CLASSCODE QDII型（子类）\n",
"0 1030000009 20071009 19000101 22060101 QDII股票型基金\n", "0 1030000009 19000101 19000101 220601 QDII股票型基金\n",
"174 2030000409 20120809 19000101 22060101 QDII股票型基金\n", "234 1030018211 19000101 19000101 220601 QDII股票型基金\n",
"173 2030000408 20120809 19000101 22060101 QDII股票型基金\n", "236 1030018332 19000101 19000101 220601 QDII股票型基金\n",
"172 2030000364 20110929 19000101 22060101 QDII股票型基金\n", "237 1030018583 19000101 19000101 220601 QDII股票型基金\n",
"171 2030000353 20120329 19000101 22060101 QDII股票型基金\n", "247 1030020252 19000101 19000101 220601 QDII股票型基金\n",
".. ... ... ... ... ...\n", ".. ... ... ... ... ...\n",
"61 1030002339 20130809 19000101 22060904 QDII另类投资基金\n", "177 1030012801 19000101 19000101 220604 QDII另类投资基金\n",
"179 2030002922 20140409 19000101 22060908 QDII另类投资基金\n", "176 1030012800 19000101 19000101 220604 QDII另类投资基金\n",
"180 2030002923 20140409 19000101 22060908 QDII另类投资基金\n", "22 1030000995 19000101 19000101 220604 QDII另类投资基金\n",
"177 2030002876 20140306 19000101 22060908 QDII另类投资基金\n", "39 1030001574 19000101 19000101 220604 QDII另类投资基金\n",
"178 2030002877 20140306 19000101 22060908 QDII另类投资基金\n", "319 2030000325 19000101 19000101 220604 QDII另类投资基金\n",
"\n", "\n",
"[210 rows x 5 columns]" "[381 rows x 5 columns]"
] ]
}, },
"execution_count": 25, "execution_count": 7,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
......
category/070 FOF基金.ipynb
View file @ c66e3552
...@@ -2,7 +2,7 @@ ...@@ -2,7 +2,7 @@
"cells": [ "cells": [
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 2, "execution_count": 1,
"id": "de082674-0285-4894-905a-52da1ab1727d", "id": "de082674-0285-4894-905a-52da1ab1727d",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -21,7 +21,7 @@ ...@@ -21,7 +21,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 3, "execution_count": 2,
"id": "11d2dbfe-b1c7-41b1-8df3-b6f40b096f83", "id": "11d2dbfe-b1c7-41b1-8df3-b6f40b096f83",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -33,17 +33,17 @@ ...@@ -33,17 +33,17 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 4, "execution_count": 3,
"id": "004a8f9f-4011-48c6-a5dd-327cce42de51", "id": "004a8f9f-4011-48c6-a5dd-327cce42de51",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
{ {
"data": { "data": {
"text/plain": [ "text/plain": [
"13" "351"
] ]
}, },
"execution_count": 4, "execution_count": 3,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -58,41 +58,113 @@ ...@@ -58,41 +58,113 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 7, "execution_count": 6,
"id": "fc897e0e-46f1-48a2-be9a-6381086c94bf", "id": "fc897e0e-46f1-48a2-be9a-6381086c94bf",
"metadata": {}, "metadata": {},
"outputs": [],
"source": [
"df = security_info"
]
},
{
"cell_type": "code",
"execution_count": 7,
"id": "c3e8441c-d3c5-48f7-aa98-0b3aa7794767",
"metadata": {},
"outputs": [],
"source": [
"df.loc[df.CLASSCODE.str.startswith(\"221001\"), \"FOF型（子类）\"] = \"偏股混合型FOF基金\"\n",
"df.loc[df.CLASSCODE.str.startswith(\"221002\"), \"FOF型（子类）\"] = \"平衡混合型FOF基金\"\n",
"df.loc[df.CLASSCODE.str.startswith(\"221003\"), \"FOF型（子类）\"] = \"偏债混合型FOF基金\""
]
},
{
"cell_type": "code",
"execution_count": 9,
"id": "2f43d675-50a9-4eb7-ae94-13cb235d93d7",
"metadata": {},
"outputs": [ "outputs": [
{ {
"data": { "data": {
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" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>SECURITYID</th>\n",
" <th>BEGINDATE</th>\n",
" <th>ENDDATE</th>\n",
" <th>CLASSCODE</th>\n",
" </tr>\n",
" <tr>\n",
" <th>FOF型（子类）</th>\n",
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" <td>4</td>\n",
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" <tr>\n",
" <th>偏股混合型FOF基金</th>\n",
" <td>9</td>\n",
" <td>9</td>\n",
" <td>9</td>\n",
" <td>9</td>\n",
" </tr>\n",
" <tr>\n",
" <th>平衡混合型FOF基金</th>\n",
" <td>338</td>\n",
" <td>338</td>\n",
" <td>338</td>\n",
" <td>338</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [ "text/plain": [
"['1030010441',\n", " SECURITYID BEGINDATE ENDDATE CLASSCODE\n",
" '1030010443',\n", "FOF型（子类） \n",
" '1030010444',\n", "偏债混合型FOF基金 4 4 4 4\n",
" '1030010446',\n", "偏股混合型FOF基金 9 9 9 9\n",
" '1030010447',\n", "平衡混合型FOF基金 338 338 338 338"
" '1030010449',\n",
" '1030010450',\n",
" '1030010451',\n",
" '1030010459',\n",
" '1030010460',\n",
" '1030011412',\n",
" '1030011413',\n",
" '1030011474']"
] ]
}, },
"execution_count": 7, "execution_count": 9,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
], ],
"source": [ "source": [
"security_ids" "df.groupby(\"FOF型（子类）\").count()"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"id": "c3e8441c-d3c5-48f7-aa98-0b3aa7794767", "id": "2234dfb1-5b08-44d4-91bf-e52a43bf4076",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [] "source": []
......
category/wind.ipynb 0 → 100644
View file @ c66e3552
{
"cells": [
{
"cell_type": "code",
"execution_count": 11,
"id": "275ffc70-ee9f-4ed5-ad70-cbee8636a0a9",
"metadata": {},
"outputs": [],
"source": [
"import sys\n",
"sys.path.append(\"../\")\n",
"import pandas as pd\n",
"from fof.utility import *"
]
},
{
"cell_type": "code",
"execution_count": 103,
"id": "b4ff629c-a7ef-4c23-bc7e-5ae87c25f057",
"metadata": {},
"outputs": [],
"source": [
"wind_cat = pd.read_csv(\"wind基金分类.csv\").dropna(subset=[\"证券简称\"])\n",
"basic_info = fd_basicinfo(trade_dt=\"20220413\")\n",
"basic_info[\"FSYMBOL\"] = basic_info[\"FSYMBOL\"].apply(lambda x: x + \".OF\")\n",
"total = pd.merge(wind_cat, basic_info, left_on=\"证券代码\", right_on=\"FSYMBOL\")"
]
},
{
"cell_type": "code",
"execution_count": 104,
"id": "3f7ce006-5b21-445b-ac17-25683e2dc6ea",
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"<div>\n",
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" vertical-align: middle;\n",
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" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>证券代码</th>\n",
" <th>证券简称</th>\n",
" <th>基金类型</th>\n",
" <th>投资类型(一级分类)</th>\n",
" <th>投资类型(二级分类)</th>\n",
" <th>基准指数代码</th>\n",
" <th>单位净值\\n[交易日期] 最新收盘日\\n[单位] 元</th>\n",
" <th>SECURITYID</th>\n",
" <th>FDNAME</th>\n",
" <th>SNAMECOMP</th>\n",
" <th>FSYMBOL</th>\n",
" <th>FDNATURE</th>\n",
" <th>INVESTSTYLE</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>000001.OF</td>\n",
" <td>华夏成长</td>\n",
" <td>契约型开放式</td>\n",
" <td>混合型基金</td>\n",
" <td>灵活配置型基金</td>\n",
" <td>NaN</td>\n",
" <td>0.9950</td>\n",
" <td>1030000006</td>\n",
" <td>华夏成长证券投资基金</td>\n",
" <td>None</td>\n",
" <td>000001.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>成长型</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>000003.OF</td>\n",
" <td>中海可转换债券A</td>\n",
" <td>契约型开放式</td>\n",
" <td>债券型基金</td>\n",
" <td>混合债券型二级基金</td>\n",
" <td>000003BI.WI</td>\n",
" <td>0.8300</td>\n",
" <td>1030002047</td>\n",
" <td>中海可转换债券债券型证券投资基金</td>\n",
" <td>中海可转债债券</td>\n",
" <td>000003.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>000004.OF</td>\n",
" <td>中海可转换债券C</td>\n",
" <td>契约型开放式</td>\n",
" <td>债券型基金</td>\n",
" <td>混合债券型二级基金</td>\n",
" <td>000004BI.WI</td>\n",
" <td>0.8220</td>\n",
" <td>1030002048</td>\n",
" <td>中海可转换债券债券型证券投资基金</td>\n",
" <td>中海可转债债券</td>\n",
" <td>000004.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>000005.OF</td>\n",
" <td>嘉实增强信用</td>\n",
" <td>契约型开放式</td>\n",
" <td>债券型基金</td>\n",
" <td>中长期纯债型基金</td>\n",
" <td>000005BI.WI</td>\n",
" <td>1.0240</td>\n",
" <td>1030002016</td>\n",
" <td>嘉实增强信用定期开放债券型证券投资基金</td>\n",
" <td>None</td>\n",
" <td>000005.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>000006.OF</td>\n",
" <td>西部利得量化成长A</td>\n",
" <td>契约型开放式</td>\n",
" <td>混合型基金</td>\n",
" <td>偏股混合型基金</td>\n",
" <td>000006BI.WI</td>\n",
" <td>1.8607</td>\n",
" <td>1030013094</td>\n",
" <td>西部利得量化成长混合型发起式证券投资基金</td>\n",
" <td>西部利得量化成长混合</td>\n",
" <td>000006.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" </tr>\n",
" <tr>\n",
" <th>...</th>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15094</th>\n",
" <td>960027.OF</td>\n",
" <td>博时信用债券R</td>\n",
" <td>契约型开放式</td>\n",
" <td>债券型基金</td>\n",
" <td>混合债券型二级基金</td>\n",
" <td>960027BI.WI</td>\n",
" <td>1.0060</td>\n",
" <td>1030007622</td>\n",
" <td>博时信用债券投资基金</td>\n",
" <td>博时信用债券</td>\n",
" <td>960027.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>收益型</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15095</th>\n",
" <td>960028.OF</td>\n",
" <td>建信优选成长H</td>\n",
" <td>契约型开放式</td>\n",
" <td>混合型基金</td>\n",
" <td>偏股混合型基金</td>\n",
" <td>960028BI.WI</td>\n",
" <td>2.2780</td>\n",
" <td>1030007021</td>\n",
" <td>建信优选成长混合型证券投资基金</td>\n",
" <td>建信优选成长混合</td>\n",
" <td>960028.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15096</th>\n",
" <td>960029.OF</td>\n",
" <td>建信双息红利H</td>\n",
" <td>契约型开放式</td>\n",
" <td>债券型基金</td>\n",
" <td>混合债券型二级基金</td>\n",
" <td>960029BI.WI</td>\n",
" <td>1.0770</td>\n",
" <td>1030007022</td>\n",
" <td>建信双息红利债券型证券投资基金</td>\n",
" <td>建信双息红利债券</td>\n",
" <td>960029.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15097</th>\n",
" <td>960033.OF</td>\n",
" <td>农银汇理消费主题H</td>\n",
" <td>契约型开放式</td>\n",
" <td>混合型基金</td>\n",
" <td>偏股混合型基金</td>\n",
" <td>960033BI.WI</td>\n",
" <td>4.6746</td>\n",
" <td>1030011706</td>\n",
" <td>农银汇理消费主题混合型证券投资基金</td>\n",
" <td>农银汇理消费主题混合</td>\n",
" <td>960033.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15098</th>\n",
" <td>960041.OF</td>\n",
" <td>华泰柏瑞量化增强H</td>\n",
" <td>契约型开放式</td>\n",
" <td>混合型基金</td>\n",
" <td>偏股混合型基金</td>\n",
" <td>960041BI.WI</td>\n",
" <td>1.6860</td>\n",
" <td>1030017973</td>\n",
" <td>华泰柏瑞量化增强混合型证券投资基金</td>\n",
" <td>华泰柏瑞量化增强混合</td>\n",
" <td>960041.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"<p>15099 rows × 13 columns</p>\n",
"</div>"
],
"text/plain": [
" 证券代码 证券简称 基金类型 投资类型(一级分类) 投资类型(二级分类) 基准指数代码 \\\n",
"0 000001.OF 华夏成长 契约型开放式 混合型基金 灵活配置型基金 NaN \n",
"1 000003.OF 中海可转换债券A 契约型开放式 债券型基金 混合债券型二级基金 000003BI.WI \n",
"2 000004.OF 中海可转换债券C 契约型开放式 债券型基金 混合债券型二级基金 000004BI.WI \n",
"3 000005.OF 嘉实增强信用 契约型开放式 债券型基金 中长期纯债型基金 000005BI.WI \n",
"4 000006.OF 西部利得量化成长A 契约型开放式 混合型基金 偏股混合型基金 000006BI.WI \n",
"... ... ... ... ... ... ... \n",
"15094 960027.OF 博时信用债券R 契约型开放式 债券型基金 混合债券型二级基金 960027BI.WI \n",
"15095 960028.OF 建信优选成长H 契约型开放式 混合型基金 偏股混合型基金 960028BI.WI \n",
"15096 960029.OF 建信双息红利H 契约型开放式 债券型基金 混合债券型二级基金 960029BI.WI \n",
"15097 960033.OF 农银汇理消费主题H 契约型开放式 混合型基金 偏股混合型基金 960033BI.WI \n",
"15098 960041.OF 华泰柏瑞量化增强H 契约型开放式 混合型基金 偏股混合型基金 960041BI.WI \n",
"\n",
" 单位净值\\n[交易日期] 最新收盘日\\n[单位] 元 SECURITYID FDNAME \\\n",
"0 0.9950 1030000006 华夏成长证券投资基金 \n",
"1 0.8300 1030002047 中海可转换债券债券型证券投资基金 \n",
"2 0.8220 1030002048 中海可转换债券债券型证券投资基金 \n",
"3 1.0240 1030002016 嘉实增强信用定期开放债券型证券投资基金 \n",
"4 1.8607 1030013094 西部利得量化成长混合型发起式证券投资基金 \n",
"... ... ... ... \n",
"15094 1.0060 1030007622 博时信用债券投资基金 \n",
"15095 2.2780 1030007021 建信优选成长混合型证券投资基金 \n",
"15096 1.0770 1030007022 建信双息红利债券型证券投资基金 \n",
"15097 4.6746 1030011706 农银汇理消费主题混合型证券投资基金 \n",
"15098 1.6860 1030017973 华泰柏瑞量化增强混合型证券投资基金 \n",
"\n",
" SNAMECOMP FSYMBOL FDNATURE INVESTSTYLE \n",
"0 None 000001.OF 证券投资基金 成长型 \n",
"1 中海可转债债券 000003.OF 证券投资基金 稳健成长型 \n",
"2 中海可转债债券 000004.OF 证券投资基金 稳健成长型 \n",
"3 None 000005.OF 证券投资基金 稳健成长型 \n",
"4 西部利得量化成长混合 000006.OF 证券投资基金 稳健成长型 \n",
"... ... ... ... ... \n",
"15094 博时信用债券 960027.OF 证券投资基金 收益型 \n",
"15095 建信优选成长混合 960028.OF 证券投资基金 稳健成长型 \n",
"15096 建信双息红利债券 960029.OF 证券投资基金 稳健成长型 \n",
"15097 农银汇理消费主题混合 960033.OF 证券投资基金 稳健成长型 \n",
"15098 华泰柏瑞量化增强混合 960041.OF 证券投资基金 稳健成长型 \n",
"\n",
"[15099 rows x 13 columns]"
]
},
"execution_count": 104,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"total"
]
},
{
"cell_type": "code",
"execution_count": 105,
"id": "38f0b628-0cc7-4042-8f6a-4e54a272419f",
"metadata": {},
"outputs": [],
"source": [
"total.loc[total[\"投资类型(一级分类)\"] == \"股票型基金\", \"CLASSCODE1\"] = \"2201\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"被动指数型基金\", \"CLASSCODE2\"] = \"220101\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"增强指数型基金\", \"CLASSCODE2\"] = \"220102\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"普通股票型基金\", \"CLASSCODE2\"] = \"220103\"\n",
"\n",
"total.loc[total[\"投资类型(一级分类)\"] == \"混合型基金\", \"CLASSCODE1\"] = \"2202\"\n",
"\n",
"total.loc[total[\"投资类型(一级分类)\"] == \"债券型基金\", \"CLASSCODE1\"] = \"2203\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"短期纯债型基金\", \"CLASSCODE2\"] = \"220301\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"被动指数型债券基金\", \"CLASSCODE2\"] = \"220302\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"中长期纯债型基金\", \"CLASSCODE2\"] = \"220303\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"被动指数型债券基金\", \"CLASSCODE2\"] = \"220304\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"增强指数型债券基金\", \"CLASSCODE2\"] = \"220305\"\n",
"\n",
"\n",
"total.loc[total[\"投资类型(一级分类)\"] == \"货币市场型基金\", \"CLASSCODE1\"] = \"2205\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"货币市场型基金\", \"CLASSCODE2\"] = \"220501\"\n",
"\n",
"total.loc[total[\"投资类型(一级分类)\"] == \"另类投资基金\", \"CLASSCODE1\"] = \"2204\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"商品型基金\", \"CLASSCODE2\"] = \"220401\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"股票多空\", \"CLASSCODE2\"] = \"220402\"\n",
"\n",
"total.loc[total[\"投资类型(一级分类)\"] == \"国际(QDII)基金\", \"CLASSCODE1\"] = \"2206\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"国际(QDII)股票型基金\", \"CLASSCODE2\"] = \"220601\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"国际(QDII)混合型基金\", \"CLASSCODE2\"] = \"220602\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"国际(QDII)债券型基金\", \"CLASSCODE2\"] = \"220603\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"国际(QDII)另类投资基金\", \"CLASSCODE2\"] = \"220604\"\n",
"\n",
"total.loc[total[\"投资类型(一级分类)\"] == \"FOF基金\", \"CLASSCODE1\"] = \"2210\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"股票型FOF基金\", \"CLASSCODE2\"] = \"221001\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"混合型FOF基金\", \"CLASSCODE2\"] = \"221002\"\n",
"total.loc[total[\"投资类型(二级分类)\"] == \"债券型FOF基金\", \"CLASSCODE2\"] = \"221003\""
]
},
{
"cell_type": "code",
"execution_count": 106,
"id": "2da0fc5b-e2a2-4af1-a525-318e57c6b23f",
"metadata": {},
"outputs": [
{
"data": {
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"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>证券代码</th>\n",
" <th>证券简称</th>\n",
" <th>基金类型</th>\n",
" <th>投资类型(一级分类)</th>\n",
" <th>投资类型(二级分类)</th>\n",
" <th>基准指数代码</th>\n",
" <th>单位净值\\n[交易日期] 最新收盘日\\n[单位] 元</th>\n",
" <th>SECURITYID</th>\n",
" <th>FDNAME</th>\n",
" <th>SNAMECOMP</th>\n",
" <th>FSYMBOL</th>\n",
" <th>FDNATURE</th>\n",
" <th>INVESTSTYLE</th>\n",
" <th>CLASSCODE1</th>\n",
" <th>CLASSCODE2</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>000001.OF</td>\n",
" <td>华夏成长</td>\n",
" <td>契约型开放式</td>\n",
" <td>混合型基金</td>\n",
" <td>灵活配置型基金</td>\n",
" <td>NaN</td>\n",
" <td>0.9950</td>\n",
" <td>1030000006</td>\n",
" <td>华夏成长证券投资基金</td>\n",
" <td>None</td>\n",
" <td>000001.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>成长型</td>\n",
" <td>2202</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>000003.OF</td>\n",
" <td>中海可转换债券A</td>\n",
" <td>契约型开放式</td>\n",
" <td>债券型基金</td>\n",
" <td>混合债券型二级基金</td>\n",
" <td>000003BI.WI</td>\n",
" <td>0.8300</td>\n",
" <td>1030002047</td>\n",
" <td>中海可转换债券债券型证券投资基金</td>\n",
" <td>中海可转债债券</td>\n",
" <td>000003.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" <td>2203</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>000004.OF</td>\n",
" <td>中海可转换债券C</td>\n",
" <td>契约型开放式</td>\n",
" <td>债券型基金</td>\n",
" <td>混合债券型二级基金</td>\n",
" <td>000004BI.WI</td>\n",
" <td>0.8220</td>\n",
" <td>1030002048</td>\n",
" <td>中海可转换债券债券型证券投资基金</td>\n",
" <td>中海可转债债券</td>\n",
" <td>000004.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" <td>2203</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>000005.OF</td>\n",
" <td>嘉实增强信用</td>\n",
" <td>契约型开放式</td>\n",
" <td>债券型基金</td>\n",
" <td>中长期纯债型基金</td>\n",
" <td>000005BI.WI</td>\n",
" <td>1.0240</td>\n",
" <td>1030002016</td>\n",
" <td>嘉实增强信用定期开放债券型证券投资基金</td>\n",
" <td>None</td>\n",
" <td>000005.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" <td>2203</td>\n",
" <td>220303</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>000006.OF</td>\n",
" <td>西部利得量化成长A</td>\n",
" <td>契约型开放式</td>\n",
" <td>混合型基金</td>\n",
" <td>偏股混合型基金</td>\n",
" <td>000006BI.WI</td>\n",
" <td>1.8607</td>\n",
" <td>1030013094</td>\n",
" <td>西部利得量化成长混合型发起式证券投资基金</td>\n",
" <td>西部利得量化成长混合</td>\n",
" <td>000006.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" <td>2202</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>...</th>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15094</th>\n",
" <td>960027.OF</td>\n",
" <td>博时信用债券R</td>\n",
" <td>契约型开放式</td>\n",
" <td>债券型基金</td>\n",
" <td>混合债券型二级基金</td>\n",
" <td>960027BI.WI</td>\n",
" <td>1.0060</td>\n",
" <td>1030007622</td>\n",
" <td>博时信用债券投资基金</td>\n",
" <td>博时信用债券</td>\n",
" <td>960027.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>收益型</td>\n",
" <td>2203</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15095</th>\n",
" <td>960028.OF</td>\n",
" <td>建信优选成长H</td>\n",
" <td>契约型开放式</td>\n",
" <td>混合型基金</td>\n",
" <td>偏股混合型基金</td>\n",
" <td>960028BI.WI</td>\n",
" <td>2.2780</td>\n",
" <td>1030007021</td>\n",
" <td>建信优选成长混合型证券投资基金</td>\n",
" <td>建信优选成长混合</td>\n",
" <td>960028.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" <td>2202</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15096</th>\n",
" <td>960029.OF</td>\n",
" <td>建信双息红利H</td>\n",
" <td>契约型开放式</td>\n",
" <td>债券型基金</td>\n",
" <td>混合债券型二级基金</td>\n",
" <td>960029BI.WI</td>\n",
" <td>1.0770</td>\n",
" <td>1030007022</td>\n",
" <td>建信双息红利债券型证券投资基金</td>\n",
" <td>建信双息红利债券</td>\n",
" <td>960029.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" <td>2203</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15097</th>\n",
" <td>960033.OF</td>\n",
" <td>农银汇理消费主题H</td>\n",
" <td>契约型开放式</td>\n",
" <td>混合型基金</td>\n",
" <td>偏股混合型基金</td>\n",
" <td>960033BI.WI</td>\n",
" <td>4.6746</td>\n",
" <td>1030011706</td>\n",
" <td>农银汇理消费主题混合型证券投资基金</td>\n",
" <td>农银汇理消费主题混合</td>\n",
" <td>960033.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" <td>2202</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15098</th>\n",
" <td>960041.OF</td>\n",
" <td>华泰柏瑞量化增强H</td>\n",
" <td>契约型开放式</td>\n",
" <td>混合型基金</td>\n",
" <td>偏股混合型基金</td>\n",
" <td>960041BI.WI</td>\n",
" <td>1.6860</td>\n",
" <td>1030017973</td>\n",
" <td>华泰柏瑞量化增强混合型证券投资基金</td>\n",
" <td>华泰柏瑞量化增强混合</td>\n",
" <td>960041.OF</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" <td>2202</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"<p>15099 rows × 15 columns</p>\n",
"</div>"
],
"text/plain": [
" 证券代码 证券简称 基金类型 投资类型(一级分类) 投资类型(二级分类) 基准指数代码 \\\n",
"0 000001.OF 华夏成长 契约型开放式 混合型基金 灵活配置型基金 NaN \n",
"1 000003.OF 中海可转换债券A 契约型开放式 债券型基金 混合债券型二级基金 000003BI.WI \n",
"2 000004.OF 中海可转换债券C 契约型开放式 债券型基金 混合债券型二级基金 000004BI.WI \n",
"3 000005.OF 嘉实增强信用 契约型开放式 债券型基金 中长期纯债型基金 000005BI.WI \n",
"4 000006.OF 西部利得量化成长A 契约型开放式 混合型基金 偏股混合型基金 000006BI.WI \n",
"... ... ... ... ... ... ... \n",
"15094 960027.OF 博时信用债券R 契约型开放式 债券型基金 混合债券型二级基金 960027BI.WI \n",
"15095 960028.OF 建信优选成长H 契约型开放式 混合型基金 偏股混合型基金 960028BI.WI \n",
"15096 960029.OF 建信双息红利H 契约型开放式 债券型基金 混合债券型二级基金 960029BI.WI \n",
"15097 960033.OF 农银汇理消费主题H 契约型开放式 混合型基金 偏股混合型基金 960033BI.WI \n",
"15098 960041.OF 华泰柏瑞量化增强H 契约型开放式 混合型基金 偏股混合型基金 960041BI.WI \n",
"\n",
" 单位净值\\n[交易日期] 最新收盘日\\n[单位] 元 SECURITYID FDNAME \\\n",
"0 0.9950 1030000006 华夏成长证券投资基金 \n",
"1 0.8300 1030002047 中海可转换债券债券型证券投资基金 \n",
"2 0.8220 1030002048 中海可转换债券债券型证券投资基金 \n",
"3 1.0240 1030002016 嘉实增强信用定期开放债券型证券投资基金 \n",
"4 1.8607 1030013094 西部利得量化成长混合型发起式证券投资基金 \n",
"... ... ... ... \n",
"15094 1.0060 1030007622 博时信用债券投资基金 \n",
"15095 2.2780 1030007021 建信优选成长混合型证券投资基金 \n",
"15096 1.0770 1030007022 建信双息红利债券型证券投资基金 \n",
"15097 4.6746 1030011706 农银汇理消费主题混合型证券投资基金 \n",
"15098 1.6860 1030017973 华泰柏瑞量化增强混合型证券投资基金 \n",
"\n",
" SNAMECOMP FSYMBOL FDNATURE INVESTSTYLE CLASSCODE1 CLASSCODE2 \n",
"0 None 000001.OF 证券投资基金 成长型 2202 NaN \n",
"1 中海可转债债券 000003.OF 证券投资基金 稳健成长型 2203 NaN \n",
"2 中海可转债债券 000004.OF 证券投资基金 稳健成长型 2203 NaN \n",
"3 None 000005.OF 证券投资基金 稳健成长型 2203 220303 \n",
"4 西部利得量化成长混合 000006.OF 证券投资基金 稳健成长型 2202 NaN \n",
"... ... ... ... ... ... ... \n",
"15094 博时信用债券 960027.OF 证券投资基金 收益型 2203 NaN \n",
"15095 建信优选成长混合 960028.OF 证券投资基金 稳健成长型 2202 NaN \n",
"15096 建信双息红利债券 960029.OF 证券投资基金 稳健成长型 2203 NaN \n",
"15097 农银汇理消费主题混合 960033.OF 证券投资基金 稳健成长型 2202 NaN \n",
"15098 华泰柏瑞量化增强混合 960041.OF 证券投资基金 稳健成长型 2202 NaN \n",
"\n",
"[15099 rows x 15 columns]"
]
},
"execution_count": 106,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"total"
]
},
{
"cell_type": "code",
"execution_count": 107,
"id": "2480bcb3-78d7-4afc-9e44-71188f2aad60",
"metadata": {},
"outputs": [],
"source": [
"total[\"SECODE\"] = total[\"SECURITYID\"]\n",
"total[\"BEGINDATE\"] = \"19000101\"\n",
"total[\"ENDDATE\"] = \"19000101\"\n",
"total = total[[\"SECODE\", \"BEGINDATE\", \"ENDDATE\", \"CLASSCODE1\", \"CLASSCODE2\"]]"
]
},
{
"cell_type": "code",
"execution_count": 117,
"id": "f1d322f4-0bd3-4551-9f43-001559cf3ca5",
"metadata": {},
"outputs": [],
"source": [
"total1 = total.dropna(subset=[\"CLASSCODE1\"])[[\"SECODE\", \"BEGINDATE\", \"ENDDATE\", \"CLASSCODE1\"]].rename(columns={\"CLASSCODE1\": \"CLASSCODE\"})\n",
"total2 = total.dropna(subset=[\"CLASSCODE2\"])[[\"SECODE\", \"BEGINDATE\", \"ENDDATE\", \"CLASSCODE2\"]].rename(columns={\"CLASSCODE2\": \"CLASSCODE\"})\n",
"total = pd.concat([total1, total2]).reset_index(drop=True)"
]
},
{
"cell_type": "code",
"execution_count": 122,
"id": "31aeb06e-eeff-41ce-ad9f-84d1348ac994",
"metadata": {},
"outputs": [],
"source": [
"total.to_csv(\"wind_table.csv\", index=False)"
]
},
{
"cell_type": "code",
"execution_count": 116,
"id": "54abf114-c1f6-4720-8c7c-531e4ed5c5a8",
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
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" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>SECODE</th>\n",
" <th>BEGINDATE</th>\n",
" <th>ENDDATE</th>\n",
" <th>CLASSCODE</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>1030002016</td>\n",
" <td>19000101</td>\n",
" <td>19000101</td>\n",
" <td>220303</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n",
" <td>1030002017</td>\n",
" <td>19000101</td>\n",
" <td>19000101</td>\n",
" <td>220101</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>1030002013</td>\n",
" <td>19000101</td>\n",
" <td>19000101</td>\n",
" <td>220501</td>\n",
" </tr>\n",
" <tr>\n",
" <th>7</th>\n",
" <td>1030002014</td>\n",
" <td>19000101</td>\n",
" <td>19000101</td>\n",
" <td>220501</td>\n",
" </tr>\n",
" <tr>\n",
" <th>9</th>\n",
" <td>1030002015</td>\n",
" <td>19000101</td>\n",
" <td>19000101</td>\n",
" <td>220501</td>\n",
" </tr>\n",
" <tr>\n",
" <th>...</th>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15070</th>\n",
" <td>1030024077</td>\n",
" <td>19000101</td>\n",
" <td>19000101</td>\n",
" <td>220501</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15071</th>\n",
" <td>1030024147</td>\n",
" <td>19000101</td>\n",
" <td>19000101</td>\n",
" <td>220304</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15072</th>\n",
" <td>1030025701</td>\n",
" <td>19000101</td>\n",
" <td>19000101</td>\n",
" <td>221002</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15074</th>\n",
" <td>1030006184</td>\n",
" <td>19000101</td>\n",
" <td>19000101</td>\n",
" <td>220103</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15090</th>\n",
" <td>1030007621</td>\n",
" <td>19000101</td>\n",
" <td>19000101</td>\n",
" <td>220101</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"<p>7718 rows × 4 columns</p>\n",
"</div>"
],
"text/plain": [
" SECODE BEGINDATE ENDDATE CLASSCODE\n",
"3 1030002016 19000101 19000101 220303\n",
"5 1030002017 19000101 19000101 220101\n",
"6 1030002013 19000101 19000101 220501\n",
"7 1030002014 19000101 19000101 220501\n",
"9 1030002015 19000101 19000101 220501\n",
"... ... ... ... ...\n",
"15070 1030024077 19000101 19000101 220501\n",
"15071 1030024147 19000101 19000101 220304\n",
"15072 1030025701 19000101 19000101 221002\n",
"15074 1030006184 19000101 19000101 220103\n",
"15090 1030007621 19000101 19000101 220101\n",
"\n",
"[7718 rows x 4 columns]"
]
},
"execution_count": 116,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"total2"
]
},
{
"cell_type": "code",
"execution_count": 124,
"id": "53c62bc0-9356-45f7-a531-949f4e1d5f23",
"metadata": {},
"outputs": [],
"source": [
"df = pd.read_csv(\"wind_table.csv\")"
]
},
{
"cell_type": "code",
"execution_count": 125,
"id": "0eacccb4-ba50-4256-939a-9dc06245bd37",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"0 2202\n",
"1 2203\n",
"2 2203\n",
"3 2203\n",
"4 2202\n",
" ... \n",
"22812 220501\n",
"22813 220304\n",
"22814 221002\n",
"22815 220103\n",
"22816 220101\n",
"Name: CLASSCODE, Length: 22817, dtype: int64"
]
},
"execution_count": 125,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.CLASSCODE"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "c0653dc8-2d17-4009-a7a7-b076ad2a2e68",
"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
}
category/wind_table.csv 0 → 100644
View file @ c66e3552
This source diff could not be displayed because it is too large. You can view the blob instead.
category/wind基金分类.csv 0 → 100644
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fof/utility.py
View file @ c66e3552
...@@ -5,6 +5,7 @@ import pymssql ...@@ -5,6 +5,7 @@ import pymssql
import sqlalchemy as sa import sqlalchemy as sa
import numpy as np import numpy as np
import pandas as pd import pandas as pd
from pathlib import Path
MSSQL_CONN = "mssql+pymssql://readdnds:reader%402021@121.37.138.1:14331/dnds" MSSQL_CONN = "mssql+pymssql://readdnds:reader%402021@121.37.138.1:14331/dnds"
...@@ -90,39 +91,48 @@ def nearest_report_date(date, freq="Q", method="forward"): ...@@ -90,39 +91,48 @@ def nearest_report_date(date, freq="Q", method="forward"):
def fd_alive_funds(trade_dt, class_code=None): def fd_alive_funds(trade_dt, class_code=None):
# if class_code:
# if isinstance(class_code, str) or isinstance(class_code, int):
# condition = f" CLASSCODE like '{class_code}%' AND "
# else:
# condition = []
# for c in class_code:
# condition.append(f" CLASSCODE like '{c}%' ")
# condition = "OR".join(condition)
# condition = "(" + condition + ") AND"
# query = f"""
# select SECODE as SECURITYID, BEGINDATE, ENDDATE, CLASSCODE FROM TQ_FD_TYPE
# WHERE
# ISVALID = 1 AND
# {condition}
# TYPESTYLE = '22' AND
# BEGINDATE <= '{trade_dt}' AND
# (ENDDATE>='{trade_dt}' or ENDDATE = '19000101')
# ORDER BY SECODE;
# """
# else:
# query = f"""
# select SECODE as SECURITYID,BEGINDATE, ENDDATE, CLASSCODE FROM TQ_FD_TYPE
# WHERE
# ISVALID = 1 AND
# BEGINDATE <= '{trade_dt}' AND
# TYPESTYLE = '22' AND
# (ENDDATE>='{trade_dt}' or ENDDATE = '19000101')
# ORDER BY SECODE;
# """
# return read_sql(query)
df = pd.read_csv(str(Path(__file__).parents[0] / "wind_table.csv"))
df["SECODE"] = df["SECODE"].astype(str)
df["CLASSCODE"] = df["CLASSCODE"].astype(str)
if class_code: if class_code:
df = df[df.CLASSCODE.str.contains(str(class_code))]
if isinstance(class_code, str) or isinstance(class_code, int): df.rename(columns={"SECODE": "SECURITYID"}, inplace=True)
condition = f" CLASSCODE like '{class_code}%' AND " df = df.sort_values("CLASSCODE").groupby("SECURITYID", as_index=False).last()
else: return df
condition = []
for c in class_code:
condition.append(f" CLASSCODE like '{c}%' ")
condition = "OR".join(condition)
condition = "(" + condition + ") AND"
query = f"""
select SECODE as SECURITYID, BEGINDATE, ENDDATE, CLASSCODE FROM TQ_FD_TYPE
WHERE
ISVALID = 1 AND
{condition}
TYPESTYLE = '22' AND
BEGINDATE <= '{trade_dt}' AND
(ENDDATE>='{trade_dt}' or ENDDATE = '19000101')
ORDER BY SECODE;
"""
else:
query = f"""
select SECODE as SECURITYID,BEGINDATE, ENDDATE, CLASSCODE FROM TQ_FD_TYPE
WHERE
ISVALID = 1 AND
BEGINDATE <= '{trade_dt}' AND
TYPESTYLE = '22' AND
(ENDDATE>='{trade_dt}' or ENDDATE = '19000101')
ORDER BY SECODE;
"""
return read_sql(query)
def fd_basicinfo(security_ids=None, trade_dt=None): def fd_basicinfo(security_ids=None, trade_dt=None):
......
fof/wind_table.csv 0 → 100644
View file @ c66e3552
This source diff could not be displayed because it is too large. You can view the blob instead.
manager/010 基金经理指数.ipynb
View file @ c66e3552
...@@ -2,7 +2,7 @@ ...@@ -2,7 +2,7 @@
"cells": [ "cells": [
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 1, "execution_count": 11,
"id": "ca389ee5-b800-4682-bfab-a22a6247bd67", "id": "ca389ee5-b800-4682-bfab-a22a6247bd67",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -31,17 +31,17 @@ ...@@ -31,17 +31,17 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 2, "execution_count": 36,
"id": "008213ed-f569-4535-8519-7a5b1b06503c", "id": "008213ed-f569-4535-8519-7a5b1b06503c",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"trade_dt = adjustDateByCalendar(\"china.sse\", \"2022-02-01\").strftime(\"%Y%m%d\")" "trade_dt = adjustDateByCalendar(\"china.sse\", \"2022-03-24\").strftime(\"%Y%m%d\")"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 3, "execution_count": 37,
"id": "be10d317-bca6-41db-9b54-56573cd564a6", "id": "be10d317-bca6-41db-9b54-56573cd564a6",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -78,52 +78,22 @@ ...@@ -78,52 +78,22 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>0</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>80000243</td>\n", " <td>80205264</td>\n",
" <td>长信基金管理有限责任公司</td>\n", " <td>江信基金管理有限公司</td>\n",
" <td>1030008874</td>\n", " <td>1030005523</td>\n",
" <td>20170109</td>\n", " <td>20160204</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>1</th>\n", " <th>1</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>80000243</td>\n", " <td>80205264</td>\n",
" <td>长信基金管理有限责任公司</td>\n", " <td>江信基金管理有限公司</td>\n",
" <td>1030010453</td>\n", " <td>1030005524</td>\n",
" <td>20171109</td>\n", " <td>20160204</td>\n",
" <td>19000101</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>30322345</td>\n",
" <td>左金保</td>\n",
" <td>80000243</td>\n",
" <td>长信基金管理有限责任公司</td>\n",
" <td>1030011585</td>\n",
" <td>20180809</td>\n",
" <td>19000101</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>30322345</td>\n",
" <td>左金保</td>\n",
" <td>80000243</td>\n",
" <td>长信基金管理有限责任公司</td>\n",
" <td>1030010116</td>\n",
" <td>20180830</td>\n",
" <td>19000101</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>30322345</td>\n",
" <td>左金保</td>\n",
" <td>80000243</td>\n",
" <td>长信基金管理有限责任公司</td>\n",
" <td>2030000115</td>\n",
" <td>20150313</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
...@@ -132,34 +102,28 @@ ...@@ -132,34 +102,28 @@
], ],
"text/plain": [ "text/plain": [
" MANAGERCODE MANAGERNAME COMPCODE COMPNAME SECURITYID BEGINDATE \\\n", " MANAGERCODE MANAGERNAME COMPCODE COMPNAME SECURITYID BEGINDATE \\\n",
"0 30322345 左金保 80000243 长信基金管理有限责任公司 1030008874 20170109 \n", "0 30026663 王安良 80205264 江信基金管理有限公司 1030005523 20160204 \n",
"1 30322345 左金保 80000243 长信基金管理有限责任公司 1030010453 20171109 \n", "1 30026663 王安良 80205264 江信基金管理有限公司 1030005524 20160204 \n",
"2 30322345 左金保 80000243 长信基金管理有限责任公司 1030011585 20180809 \n",
"3 30322345 左金保 80000243 长信基金管理有限责任公司 1030010116 20180830 \n",
"4 30322345 左金保 80000243 长信基金管理有限责任公司 2030000115 20150313 \n",
"\n", "\n",
" ENDDATE \n", " ENDDATE \n",
"0 19000101 \n", "0 19000101 \n",
"1 19000101 \n", "1 19000101 "
"2 19000101 \n",
"3 19000101 \n",
"4 19000101 "
] ]
}, },
"execution_count": 3, "execution_count": 37,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
], ],
"source": [ "source": [
"# 获取指定日，基金经理在管基金\n", "# 获取指定日，基金经理在管基金\n",
"funds = fd_manager(\"30322345\", start_date=trade_dt, end_date=trade_dt)\n", "funds = fd_manager(\"30026663\", start_date=trade_dt, end_date=trade_dt)\n",
"funds.head()" "funds.head()"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 4, "execution_count": 38,
"id": "ffbac3af-39d6-4cd3-95cb-705c32380985", "id": "ffbac3af-39d6-4cd3-95cb-705c32380985",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -194,43 +158,19 @@ ...@@ -194,43 +158,19 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>0</th>\n", " <th>0</th>\n",
" <td>1030000867</td>\n", " <td>1030005523</td>\n",
" <td>1.9650</td>\n", " <td>1.5937</td>\n",
" <td>1.708075</td>\n", " <td>-1.288325</td>\n",
" <td>1.050033e+09</td>\n", " <td>35172030.33</td>\n",
" <td>2.063315e+09</td>\n", " <td>5.605366e+07</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>1</th>\n", " <th>1</th>\n",
" <td>1030004356</td>\n", " <td>1030005524</td>\n",
" <td>1.5530</td>\n", " <td>1.5433</td>\n",
" <td>1.569653</td>\n", " <td>-1.291973</td>\n",
" <td>2.049993e+08</td>\n", " <td>29324136.30</td>\n",
" <td>3.183639e+08</td>\n", " <td>4.525594e+07</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>1030005207</td>\n",
" <td>1.8904</td>\n",
" <td>1.689080</td>\n",
" <td>9.794179e+07</td>\n",
" <td>1.851492e+08</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>1030007006</td>\n",
" <td>1.1860</td>\n",
" <td>0.168919</td>\n",
" <td>5.582928e+08</td>\n",
" <td>6.621352e+08</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>1030008874</td>\n",
" <td>1.7560</td>\n",
" <td>1.679213</td>\n",
" <td>2.997801e+06</td>\n",
" <td>5.264138e+06</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -238,14 +178,11 @@ ...@@ -238,14 +178,11 @@
], ],
"text/plain": [ "text/plain": [
" SECURITYID UNITNAV NAVGRTD ENDFDSHARE MKTV\n", " SECURITYID UNITNAV NAVGRTD ENDFDSHARE MKTV\n",
"0 1030000867 1.9650 1.708075 1.050033e+09 2.063315e+09\n", "0 1030005523 1.5937 -1.288325 35172030.33 5.605366e+07\n",
"1 1030004356 1.5530 1.569653 2.049993e+08 3.183639e+08\n", "1 1030005524 1.5433 -1.291973 29324136.30 4.525594e+07"
"2 1030005207 1.8904 1.689080 9.794179e+07 1.851492e+08\n",
"3 1030007006 1.1860 0.168919 5.582928e+08 6.621352e+08\n",
"4 1030008874 1.7560 1.679213 2.997801e+06 5.264138e+06"
] ]
}, },
"execution_count": 4, "execution_count": 38,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -258,7 +195,7 @@ ...@@ -258,7 +195,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 5, "execution_count": 32,
"id": "3dc7be9d-e8c2-4566-bf14-d617ea230c14", "id": "3dc7be9d-e8c2-4566-bf14-d617ea230c14",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -293,58 +230,22 @@ ...@@ -293,58 +230,22 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>0</th>\n", " <th>0</th>\n",
" <td>1030000867</td>\n", " <td>1030005523</td>\n",
" <td>9902</td>\n", " <td>9902</td>\n",
" <td>混合型基金</td>\n", " <td>混合型基金</td>\n",
" <td>990202</td>\n", " <td>990202</td>\n",
" <td>高权益仓位混合型基金</td>\n", " <td>高权益仓位混合型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>1030004356</td>\n",
" <td>9901</td>\n",
" <td>股票型基金</td>\n",
" <td>990102</td>\n",
" <td>普通股票型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>1030005207</td>\n",
" <td>9901</td>\n",
" <td>股票型基金</td>\n",
" <td>990102</td>\n",
" <td>普通股票型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>1030007006</td>\n",
" <td>9902</td>\n",
" <td>混合型基金</td>\n",
" <td>990202</td>\n",
" <td>高权益仓位混合型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>1030010453</td>\n",
" <td>9901</td>\n",
" <td>股票型基金</td>\n",
" <td>990102</td>\n",
" <td>普通股票型基金</td>\n",
" </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
"</div>" "</div>"
], ],
"text/plain": [ "text/plain": [
" SECURITYID rl_class rl_class_name rl_sub_class rl_sub_class_name\n", " SECURITYID rl_class rl_class_name rl_sub_class rl_sub_class_name\n",
"0 1030000867 9902 混合型基金 990202 高权益仓位混合型基金\n", "0 1030005523 9902 混合型基金 990202 高权益仓位混合型基金"
"1 1030004356 9901 股票型基金 990102 普通股票型基金\n",
"2 1030005207 9901 股票型基金 990102 普通股票型基金\n",
"3 1030007006 9902 混合型基金 990202 高权益仓位混合型基金\n",
"4 1030010453 9901 股票型基金 990102 普通股票型基金"
] ]
}, },
"execution_count": 5, "execution_count": 32,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -357,7 +258,7 @@ ...@@ -357,7 +258,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 6, "execution_count": 33,
"id": "1055c68c-3875-489b-acaa-a9046d98a2c1", "id": "1055c68c-3875-489b-acaa-a9046d98a2c1",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -368,7 +269,7 @@ ...@@ -368,7 +269,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 7, "execution_count": 34,
"id": "00d6c888-682e-43c5-8c57-420a279effa3", "id": "00d6c888-682e-43c5-8c57-420a279effa3",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -379,6 +280,14 @@ ...@@ -379,6 +280,14 @@
"equity_market_manager_index_ret = total_df[~flags].MKTV @ total_df[~flags].NAVGRTD / (1e-10 + total_df[~flags].MKTV.sum()) / 100.0" "equity_market_manager_index_ret = total_df[~flags].MKTV @ total_df[~flags].NAVGRTD / (1e-10 + total_df[~flags].MKTV.sum()) / 100.0"
] ]
}, },
{
"cell_type": "code",
"execution_count": null,
"id": "9d236048-23a3-4515-b2f3-e5c09d54a201",
"metadata": {},
"outputs": [],
"source": []
},
{ {
"cell_type": "markdown", "cell_type": "markdown",
"id": "36e0e9b4-2c82-4a48-a6d9-a4a5d14151f7", "id": "36e0e9b4-2c82-4a48-a6d9-a4a5d14151f7",
...@@ -389,7 +298,7 @@ ...@@ -389,7 +298,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 8, "execution_count": 35,
"id": "e1817df4-ce3f-48ca-b656-2a17abc18f8e", "id": "e1817df4-ce3f-48ca-b656-2a17abc18f8e",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -418,7 +327,7 @@ ...@@ -418,7 +327,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 13, "execution_count": 19,
"id": "3225d437-56a8-4fc6-80bc-22456a356754", "id": "3225d437-56a8-4fc6-80bc-22456a356754",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -462,39 +371,39 @@ ...@@ -462,39 +371,39 @@
" <td>0.000000</td>\n", " <td>0.000000</td>\n",
" <td>-0.009760</td>\n", " <td>-0.009760</td>\n",
" <td>0.000000e+00</td>\n", " <td>0.000000e+00</td>\n",
" <td>3.521567e+07</td>\n", " <td>5.781227e+07</td>\n",
" <td>20220207</td>\n", " <td>20220207</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>1</th>\n", " <th>1</th>\n",
" <td>30189744</td>\n", " <td>30189744</td>\n",
" <td>张坤</td>\n", " <td>张坤</td>\n",
" <td>0.020960</td>\n", " <td>0.017714</td>\n",
" <td>0.000000</td>\n", " <td>0.000000</td>\n",
" <td>0.020960</td>\n", " <td>0.017714</td>\n",
" <td>0.000000e+00</td>\n", " <td>0.000000e+00</td>\n",
" <td>2.635986e+10</td>\n", " <td>8.840351e+10</td>\n",
" <td>20220207</td>\n", " <td>20220207</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>2</th>\n", " <th>2</th>\n",
" <td>30212064</td>\n", " <td>30212064</td>\n",
" <td>董阳阳</td>\n", " <td>董阳阳</td>\n",
" <td>0.003522</td>\n", " <td>0.003542</td>\n",
" <td>0.003466</td>\n", " <td>0.003532</td>\n",
" <td>0.004702</td>\n", " <td>0.004702</td>\n",
" <td>4.004395e+09</td>\n", " <td>1.124380e+10</td>\n",
" <td>1.906394e+08</td>\n", " <td>9.750053e+07</td>\n",
" <td>20220207</td>\n", " <td>20220207</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>3</th>\n", " <th>3</th>\n",
" <td>30241730</td>\n", " <td>30241730</td>\n",
" <td>陈轶平</td>\n", " <td>陈轶平</td>\n",
" <td>0.001170</td>\n", " <td>0.001475</td>\n",
" <td>0.001170</td>\n", " <td>0.001475</td>\n",
" <td>0.000000</td>\n", " <td>0.000000</td>\n",
" <td>1.935148e+10</td>\n", " <td>1.627636e+10</td>\n",
" <td>0.000000e+00</td>\n", " <td>0.000000e+00</td>\n",
" <td>20220207</td>\n", " <td>20220207</td>\n",
" </tr>\n", " </tr>\n",
...@@ -502,11 +411,11 @@ ...@@ -502,11 +411,11 @@
" <th>4</th>\n", " <th>4</th>\n",
" <td>30322345</td>\n", " <td>30322345</td>\n",
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>0.013261</td>\n", " <td>0.013289</td>\n",
" <td>0.000000</td>\n", " <td>0.000000</td>\n",
" <td>0.013261</td>\n", " <td>0.013289</td>\n",
" <td>0.000000e+00</td>\n", " <td>0.000000e+00</td>\n",
" <td>1.796571e+09</td>\n", " <td>2.660396e+09</td>\n",
" <td>20220207</td>\n", " <td>20220207</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
...@@ -516,20 +425,20 @@ ...@@ -516,20 +425,20 @@
"text/plain": [ "text/plain": [
" MANAGERCODE MANAGERNAME all bond equity bond_mktv \\\n", " MANAGERCODE MANAGERNAME all bond equity bond_mktv \\\n",
"0 30026663 王安良 -0.009760 0.000000 -0.009760 0.000000e+00 \n", "0 30026663 王安良 -0.009760 0.000000 -0.009760 0.000000e+00 \n",
"1 30189744 张坤 0.020960 0.000000 0.020960 0.000000e+00 \n", "1 30189744 张坤 0.017714 0.000000 0.017714 0.000000e+00 \n",
"2 30212064 董阳阳 0.003522 0.003466 0.004702 4.004395e+09 \n", "2 30212064 董阳阳 0.003542 0.003532 0.004702 1.124380e+10 \n",
"3 30241730 陈轶平 0.001170 0.001170 0.000000 1.935148e+10 \n", "3 30241730 陈轶平 0.001475 0.001475 0.000000 1.627636e+10 \n",
"4 30322345 左金保 0.013261 0.000000 0.013261 0.000000e+00 \n", "4 30322345 左金保 0.013289 0.000000 0.013289 0.000000e+00 \n",
"\n", "\n",
" equity_mktv trade_date \n", " equity_mktv trade_date \n",
"0 3.521567e+07 20220207 \n", "0 5.781227e+07 20220207 \n",
"1 2.635986e+10 20220207 \n", "1 8.840351e+10 20220207 \n",
"2 1.906394e+08 20220207 \n", "2 9.750053e+07 20220207 \n",
"3 0.000000e+00 20220207 \n", "3 0.000000e+00 20220207 \n",
"4 1.796571e+09 20220207 " "4 2.660396e+09 20220207 "
] ]
}, },
"execution_count": 13, "execution_count": 19,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -551,20 +460,20 @@ ...@@ -551,20 +460,20 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 10, "execution_count": 25,
"id": "3b18ed34-2864-472b-b5ed-460e27d1ab4e", "id": "3b18ed34-2864-472b-b5ed-460e27d1ab4e",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"start_dt = \"2022-01-01\"\n", "start_dt = \"2022-01-01\"\n",
"end_dt = \"2022-02-01\"\n", "end_dt = \"2022-03-20\"\n",
"\n", "\n",
"trade_dates = [d.strftime(\"%Y%m%d\") for d in bizDatesList(\"china.sse\", start_dt, end_dt)]" "trade_dates = [d.strftime(\"%Y%m%d\") for d in bizDatesList(\"china.sse\", start_dt, end_dt)]"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 20, "execution_count": 26,
"id": "0b15eb76-4a60-4bd5-bf40-a93f0f9255e8", "id": "0b15eb76-4a60-4bd5-bf40-a93f0f9255e8",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -572,25 +481,55 @@ ...@@ -572,25 +481,55 @@
"name": "stdout", "name": "stdout",
"output_type": "stream", "output_type": "stream",
"text": [ "text": [
"2022-02-26 20:52:14.442717 : 20220104\n", "2022-03-24 21:03:52.120994 : 20220104\n",
"2022-02-26 20:52:35.783732 : 20220105\n", "2022-03-24 21:03:54.106729 : 20220105\n",
"2022-02-26 20:52:56.740246 : 20220106\n", "2022-03-24 21:03:55.683501 : 20220106\n",
"2022-02-26 20:53:16.887966 : 20220107\n", "2022-03-24 21:03:57.203602 : 20220107\n",
"2022-02-26 20:53:42.567207 : 20220110\n", "2022-03-24 21:03:58.595614 : 20220110\n",
"2022-02-26 20:54:07.289536 : 20220111\n", "2022-03-24 21:04:00.029007 : 20220111\n",
"2022-02-26 20:54:33.584606 : 20220112\n", "2022-03-24 21:04:01.427174 : 20220112\n",
"2022-02-26 20:55:03.079815 : 20220113\n", "2022-03-24 21:04:02.874031 : 20220113\n",
"2022-02-26 20:55:27.821764 : 20220114\n", "2022-03-24 21:04:04.312922 : 20220114\n",
"2022-02-26 20:55:56.362991 : 20220117\n", "2022-03-24 21:04:05.827928 : 20220117\n",
"2022-02-26 20:56:20.024529 : 20220118\n", "2022-03-24 21:04:07.292942 : 20220118\n",
"2022-02-26 20:56:43.735811 : 20220119\n", "2022-03-24 21:04:08.746370 : 20220119\n",
"2022-02-26 20:57:07.604535 : 20220120\n", "2022-03-24 21:04:10.186019 : 20220120\n",
"2022-02-26 20:57:34.089679 : 20220121\n", "2022-03-24 21:04:11.793176 : 20220121\n",
"2022-02-26 20:58:00.446535 : 20220124\n", "2022-03-24 21:04:13.300907 : 20220124\n",
"2022-02-26 20:58:25.516419 : 20220125\n", "2022-03-24 21:04:14.730874 : 20220125\n",
"2022-02-26 20:58:49.720528 : 20220126\n", "2022-03-24 21:04:16.288954 : 20220126\n",
"2022-02-26 20:59:13.330575 : 20220127\n", "2022-03-24 21:04:17.777044 : 20220127\n",
"2022-02-26 20:59:37.040424 : 20220128\n" "2022-03-24 21:04:19.250753 : 20220128\n",
"2022-03-24 21:04:20.755597 : 20220207\n",
"2022-03-24 21:04:22.211526 : 20220208\n",
"2022-03-24 21:04:23.721607 : 20220209\n",
"2022-03-24 21:04:25.226702 : 20220210\n",
"2022-03-24 21:04:26.681663 : 20220211\n",
"2022-03-24 21:04:28.169455 : 20220214\n",
"2022-03-24 21:04:29.701228 : 20220215\n",
"2022-03-24 21:04:31.331042 : 20220216\n",
"2022-03-24 21:04:32.924108 : 20220217\n",
"2022-03-24 21:04:34.546510 : 20220218\n",
"2022-03-24 21:04:36.119172 : 20220221\n",
"2022-03-24 21:04:37.632601 : 20220222\n",
"2022-03-24 21:04:39.297084 : 20220223\n",
"2022-03-24 21:04:40.914397 : 20220224\n",
"2022-03-24 21:04:42.467841 : 20220225\n",
"2022-03-24 21:04:44.139834 : 20220228\n",
"2022-03-24 21:04:45.664139 : 20220301\n",
"2022-03-24 21:04:47.255647 : 20220302\n",
"2022-03-24 21:04:48.788294 : 20220303\n",
"2022-03-24 21:04:50.308452 : 20220304\n",
"2022-03-24 21:04:52.026102 : 20220307\n",
"2022-03-24 21:04:53.859302 : 20220308\n",
"2022-03-24 21:04:55.814044 : 20220309\n",
"2022-03-24 21:04:57.506624 : 20220310\n",
"2022-03-24 21:04:59.071065 : 20220311\n",
"2022-03-24 21:05:01.025050 : 20220314\n",
"2022-03-24 21:05:02.644029 : 20220315\n",
"2022-03-24 21:05:04.362285 : 20220316\n",
"2022-03-24 21:05:06.093718 : 20220317\n",
"2022-03-24 21:05:07.807527 : 20220318\n"
] ]
} }
], ],
...@@ -598,7 +537,8 @@ ...@@ -598,7 +537,8 @@
"dfs = []\n", "dfs = []\n",
"for trade_dt in trade_dates:\n", "for trade_dt in trade_dates:\n",
" print(dt.datetime.now(), \":\", trade_dt)\n", " print(dt.datetime.now(), \":\", trade_dt)\n",
" manager_ids = fd_manager(start_date=trade_dt, end_date=trade_dt).MANAGERCODE.unique().tolist()\n", " # manager_ids = fd_manager(start_date=trade_dt, end_date=trade_dt).MANAGERCODE.unique().tolist()\n",
" manager_ids = [\"30026663\"]\n",
" res = cal_manager_index_ret(manager_ids, trade_dt)\n", " res = cal_manager_index_ret(manager_ids, trade_dt)\n",
" res[\"trade_date\"] = trade_dt\n", " res[\"trade_date\"] = trade_dt\n",
" dfs.append(res)" " dfs.append(res)"
...@@ -606,7 +546,7 @@ ...@@ -606,7 +546,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 25, "execution_count": 28,
"id": "c1e84b66-9528-444e-aa7a-dd784352cf28", "id": "c1e84b66-9528-444e-aa7a-dd784352cf28",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -636,222 +576,673 @@ ...@@ -636,222 +576,673 @@
" <th>all</th>\n", " <th>all</th>\n",
" <th>bond</th>\n", " <th>bond</th>\n",
" <th>equity</th>\n", " <th>equity</th>\n",
" <th>bond_mktv</th>\n",
" <th>equity_mktv</th>\n",
" <th>trade_date</th>\n", " <th>trade_date</th>\n",
" </tr>\n", " </tr>\n",
" </thead>\n", " </thead>\n",
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>757</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>-0.011036</td>\n", " <td>-0.016381</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>-0.011036</td>\n", " <td>-0.016381</td>\n",
" <td>20220104</td>\n", " <td>0.0</td>\n",
" <td>5.512161e+07</td>\n",
" <td>20220318</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>758</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>-0.020597</td>\n", " <td>0.007589</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>-0.020597</td>\n", " <td>0.007589</td>\n",
" <td>20220105</td>\n", " <td>0.0</td>\n",
" <td>5.603960e+07</td>\n",
" <td>20220317</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>758</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>0.003278</td>\n", " <td>0.027886</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>0.003278</td>\n", " <td>0.027886</td>\n",
" <td>20220106</td>\n", " <td>0.0</td>\n",
" <td>5.561753e+07</td>\n",
" <td>20220316</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>767</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>-0.006381</td>\n", " <td>-0.032148</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>-0.006381</td>\n", " <td>-0.032148</td>\n",
" <td>20220107</td>\n", " <td>0.0</td>\n",
" <td>5.410865e+07</td>\n",
" <td>20220315</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>758</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>0.004087</td>\n", " <td>-0.002009</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>0.004087</td>\n", " <td>-0.002009</td>\n",
" <td>20220110</td>\n", " <td>0.0</td>\n",
" <td>5.590594e+07</td>\n",
" <td>20220314</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>758</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>-0.008969</td>\n", " <td>0.003781</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>-0.008969</td>\n", " <td>0.003781</td>\n",
" <td>20220111</td>\n", " <td>0.0</td>\n",
" <td>5.601849e+07</td>\n",
" <td>20220311</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>759</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>0.012165</td>\n", " <td>0.033883</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>0.012165</td>\n", " <td>0.033883</td>\n",
" <td>20220112</td>\n", " <td>0.0</td>\n",
" <td>5.580746e+07</td>\n",
" <td>20220310</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>759</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>-0.015069</td>\n", " <td>-0.016722</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>-0.015069</td>\n", " <td>-0.016722</td>\n",
" <td>20220113</td>\n", " <td>0.0</td>\n",
" <td>5.397851e+07</td>\n",
" <td>20220309</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>766</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>-0.000082</td>\n", " <td>-0.042865</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>-0.000082</td>\n", " <td>-0.042865</td>\n",
" <td>20220114</td>\n", " <td>0.0</td>\n",
" <td>5.489650e+07</td>\n",
" <td>20220308</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>753</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>0.012872</td>\n", " <td>-0.013610</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>0.012872</td>\n", " <td>-0.013610</td>\n",
" <td>20220117</td>\n", " <td>0.0</td>\n",
" <td>5.735503e+07</td>\n",
" <td>20220307</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>755</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>0.005892</td>\n", " <td>-0.017298</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>0.005892</td>\n", " <td>-0.017298</td>\n",
" <td>20220118</td>\n", " <td>0.0</td>\n",
" <td>5.814640e+07</td>\n",
" <td>20220304</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>755</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>-0.014009</td>\n", " <td>-0.025770</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>-0.014009</td>\n", " <td>-0.025770</td>\n",
" <td>20220119</td>\n", " <td>0.0</td>\n",
" <td>5.916991e+07</td>\n",
" <td>20220303</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>754</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>-0.012030</td>\n", " <td>-0.011676</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>-0.012030</td>\n", " <td>-0.011676</td>\n",
" <td>20220120</td>\n", " <td>0.0</td>\n",
" <td>6.073506e+07</td>\n",
" <td>20220302</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>763</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>-0.009188</td>\n", " <td>0.018597</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>-0.009188</td>\n", " <td>0.018597</td>\n",
" <td>20220121</td>\n", " <td>0.0</td>\n",
" <td>6.145257e+07</td>\n",
" <td>20220301</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>752</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>0.008311</td>\n", " <td>0.004098</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>0.008311</td>\n", " <td>0.004098</td>\n",
" <td>20220124</td>\n", " <td>0.0</td>\n",
" <td>6.033058e+07</td>\n",
" <td>20220228</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>753</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>-0.024946</td>\n", " <td>0.003407</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>-0.024946</td>\n", " <td>0.003407</td>\n",
" <td>20220125</td>\n", " <td>0.0</td>\n",
" <td>6.008438e+07</td>\n",
" <td>20220225</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>753</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>0.005885</td>\n", " <td>0.004662</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>0.005885</td>\n", " <td>0.004662</td>\n",
" <td>20220126</td>\n", " <td>0.0</td>\n",
" <td>5.988038e+07</td>\n",
" <td>20220224</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>754</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>-0.019892</td>\n", " <td>0.040717</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>-0.019892</td>\n", " <td>0.040717</td>\n",
" <td>20220127</td>\n", " <td>0.0</td>\n",
" <td>5.960252e+07</td>\n",
" <td>20220223</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>762</th>\n", " <th>0</th>\n",
" <td>30322345</td>\n", " <td>30026663</td>\n",
" <td>左金保</td>\n", " <td>王安良</td>\n",
" <td>-0.005132</td>\n", " <td>-0.011714</td>\n",
" <td>0.0</td>\n",
" <td>-0.011714</td>\n",
" <td>0.0</td>\n",
" <td>5.727062e+07</td>\n",
" <td>20220222</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>0.000790</td>\n",
" <td>0.0</td>\n",
" <td>0.000790</td>\n",
" <td>0.0</td>\n",
" <td>5.794944e+07</td>\n",
" <td>20220221</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.002605</td>\n",
" <td>0.0</td>\n",
" <td>-0.002605</td>\n",
" <td>0.0</td>\n",
" <td>5.790371e+07</td>\n",
" <td>20220218</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>0.006586</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>-0.005132</td>\n", " <td>0.006586</td>\n",
" <td>0.0</td>\n",
" <td>5.805495e+07</td>\n",
" <td>20220217</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.013239</td>\n",
" <td>0.0</td>\n",
" <td>-0.013239</td>\n",
" <td>0.0</td>\n",
" <td>5.767510e+07</td>\n",
" <td>20220216</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>0.025359</td>\n",
" <td>0.0</td>\n",
" <td>0.025359</td>\n",
" <td>0.0</td>\n",
" <td>5.844888e+07</td>\n",
" <td>20220215</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>0.004836</td>\n",
" <td>0.0</td>\n",
" <td>0.004836</td>\n",
" <td>0.0</td>\n",
" <td>5.700331e+07</td>\n",
" <td>20220214</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.024908</td>\n",
" <td>0.0</td>\n",
" <td>-0.024908</td>\n",
" <td>0.0</td>\n",
" <td>5.672897e+07</td>\n",
" <td>20220211</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.012183</td>\n",
" <td>0.0</td>\n",
" <td>-0.012183</td>\n",
" <td>0.0</td>\n",
" <td>5.817806e+07</td>\n",
" <td>20220210</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>0.027112</td>\n",
" <td>0.0</td>\n",
" <td>0.027112</td>\n",
" <td>0.0</td>\n",
" <td>5.889556e+07</td>\n",
" <td>20220209</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.008152</td>\n",
" <td>0.0</td>\n",
" <td>-0.008152</td>\n",
" <td>0.0</td>\n",
" <td>5.734096e+07</td>\n",
" <td>20220208</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.009760</td>\n",
" <td>0.0</td>\n",
" <td>-0.009760</td>\n",
" <td>0.0</td>\n",
" <td>5.781227e+07</td>\n",
" <td>20220207</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>0.007710</td>\n",
" <td>0.0</td>\n",
" <td>0.007710</td>\n",
" <td>0.0</td>\n",
" <td>5.838205e+07</td>\n",
" <td>20220128</td>\n", " <td>20220128</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.024460</td>\n",
" <td>0.0</td>\n",
" <td>-0.024460</td>\n",
" <td>0.0</td>\n",
" <td>5.793537e+07</td>\n",
" <td>20220127</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.007640</td>\n",
" <td>0.0</td>\n",
" <td>-0.007640</td>\n",
" <td>0.0</td>\n",
" <td>5.938797e+07</td>\n",
" <td>20220126</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.017156</td>\n",
" <td>0.0</td>\n",
" <td>-0.017156</td>\n",
" <td>0.0</td>\n",
" <td>5.984521e+07</td>\n",
" <td>20220125</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>0.017575</td>\n",
" <td>0.0</td>\n",
" <td>0.017575</td>\n",
" <td>0.0</td>\n",
" <td>6.088982e+07</td>\n",
" <td>20220124</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.028827</td>\n",
" <td>0.0</td>\n",
" <td>-0.028827</td>\n",
" <td>0.0</td>\n",
" <td>5.983818e+07</td>\n",
" <td>20220121</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.029097</td>\n",
" <td>0.0</td>\n",
" <td>-0.029097</td>\n",
" <td>0.0</td>\n",
" <td>6.161436e+07</td>\n",
" <td>20220120</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.024070</td>\n",
" <td>0.0</td>\n",
" <td>-0.024070</td>\n",
" <td>0.0</td>\n",
" <td>6.346089e+07</td>\n",
" <td>20220119</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.003181</td>\n",
" <td>0.0</td>\n",
" <td>-0.003181</td>\n",
" <td>0.0</td>\n",
" <td>6.502605e+07</td>\n",
" <td>20220118</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>0.019402</td>\n",
" <td>0.0</td>\n",
" <td>0.019402</td>\n",
" <td>0.0</td>\n",
" <td>6.523356e+07</td>\n",
" <td>20220117</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>0.003918</td>\n",
" <td>0.0</td>\n",
" <td>0.003918</td>\n",
" <td>0.0</td>\n",
" <td>6.399199e+07</td>\n",
" <td>20220114</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.023072</td>\n",
" <td>0.0</td>\n",
" <td>-0.023072</td>\n",
" <td>0.0</td>\n",
" <td>6.374227e+07</td>\n",
" <td>20220113</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>0.025370</td>\n",
" <td>0.0</td>\n",
" <td>0.025370</td>\n",
" <td>0.0</td>\n",
" <td>6.524763e+07</td>\n",
" <td>20220112</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.020731</td>\n",
" <td>0.0</td>\n",
" <td>-0.020731</td>\n",
" <td>0.0</td>\n",
" <td>6.363324e+07</td>\n",
" <td>20220111</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.012032</td>\n",
" <td>0.0</td>\n",
" <td>-0.012032</td>\n",
" <td>0.0</td>\n",
" <td>6.498033e+07</td>\n",
" <td>20220110</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.020635</td>\n",
" <td>0.0</td>\n",
" <td>-0.020635</td>\n",
" <td>0.0</td>\n",
" <td>6.577170e+07</td>\n",
" <td>20220107</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.013026</td>\n",
" <td>0.0</td>\n",
" <td>-0.013026</td>\n",
" <td>0.0</td>\n",
" <td>6.715747e+07</td>\n",
" <td>20220106</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.049897</td>\n",
" <td>0.0</td>\n",
" <td>-0.049897</td>\n",
" <td>0.0</td>\n",
" <td>6.804381e+07</td>\n",
" <td>20220105</td>\n",
" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>30026663</td>\n",
" <td>王安良</td>\n",
" <td>-0.009293</td>\n",
" <td>0.0</td>\n",
" <td>-0.009293</td>\n",
" <td>0.0</td>\n",
" <td>7.161729e+07</td>\n",
" <td>20220104</td>\n",
" </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
"</div>" "</div>"
], ],
"text/plain": [ "text/plain": [
" MANAGERCODE MANAGERNAME all bond equity trade_date\n", " MANAGERCODE MANAGERNAME all bond equity bond_mktv equity_mktv \\\n",
"757 30322345 左金保 -0.011036 0.0 -0.011036 20220104\n", "0 30026663 王安良 -0.016381 0.0 -0.016381 0.0 5.512161e+07 \n",
"758 30322345 左金保 -0.020597 0.0 -0.020597 20220105\n", "0 30026663 王安良 0.007589 0.0 0.007589 0.0 5.603960e+07 \n",
"758 30322345 左金保 0.003278 0.0 0.003278 20220106\n", "0 30026663 王安良 0.027886 0.0 0.027886 0.0 5.561753e+07 \n",
"767 30322345 左金保 -0.006381 0.0 -0.006381 20220107\n", "0 30026663 王安良 -0.032148 0.0 -0.032148 0.0 5.410865e+07 \n",
"758 30322345 左金保 0.004087 0.0 0.004087 20220110\n", "0 30026663 王安良 -0.002009 0.0 -0.002009 0.0 5.590594e+07 \n",
"758 30322345 左金保 -0.008969 0.0 -0.008969 20220111\n", "0 30026663 王安良 0.003781 0.0 0.003781 0.0 5.601849e+07 \n",
"759 30322345 左金保 0.012165 0.0 0.012165 20220112\n", "0 30026663 王安良 0.033883 0.0 0.033883 0.0 5.580746e+07 \n",
"759 30322345 左金保 -0.015069 0.0 -0.015069 20220113\n", "0 30026663 王安良 -0.016722 0.0 -0.016722 0.0 5.397851e+07 \n",
"766 30322345 左金保 -0.000082 0.0 -0.000082 20220114\n", "0 30026663 王安良 -0.042865 0.0 -0.042865 0.0 5.489650e+07 \n",
"753 30322345 左金保 0.012872 0.0 0.012872 20220117\n", "0 30026663 王安良 -0.013610 0.0 -0.013610 0.0 5.735503e+07 \n",
"755 30322345 左金保 0.005892 0.0 0.005892 20220118\n", "0 30026663 王安良 -0.017298 0.0 -0.017298 0.0 5.814640e+07 \n",
"755 30322345 左金保 -0.014009 0.0 -0.014009 20220119\n", "0 30026663 王安良 -0.025770 0.0 -0.025770 0.0 5.916991e+07 \n",
"754 30322345 左金保 -0.012030 0.0 -0.012030 20220120\n", "0 30026663 王安良 -0.011676 0.0 -0.011676 0.0 6.073506e+07 \n",
"763 30322345 左金保 -0.009188 0.0 -0.009188 20220121\n", "0 30026663 王安良 0.018597 0.0 0.018597 0.0 6.145257e+07 \n",
"752 30322345 左金保 0.008311 0.0 0.008311 20220124\n", "0 30026663 王安良 0.004098 0.0 0.004098 0.0 6.033058e+07 \n",
"753 30322345 左金保 -0.024946 0.0 -0.024946 20220125\n", "0 30026663 王安良 0.003407 0.0 0.003407 0.0 6.008438e+07 \n",
"753 30322345 左金保 0.005885 0.0 0.005885 20220126\n", "0 30026663 王安良 0.004662 0.0 0.004662 0.0 5.988038e+07 \n",
"754 30322345 左金保 -0.019892 0.0 -0.019892 20220127\n", "0 30026663 王安良 0.040717 0.0 0.040717 0.0 5.960252e+07 \n",
"762 30322345 左金保 -0.005132 0.0 -0.005132 20220128" "0 30026663 王安良 -0.011714 0.0 -0.011714 0.0 5.727062e+07 \n",
"0 30026663 王安良 0.000790 0.0 0.000790 0.0 5.794944e+07 \n",
"0 30026663 王安良 -0.002605 0.0 -0.002605 0.0 5.790371e+07 \n",
"0 30026663 王安良 0.006586 0.0 0.006586 0.0 5.805495e+07 \n",
"0 30026663 王安良 -0.013239 0.0 -0.013239 0.0 5.767510e+07 \n",
"0 30026663 王安良 0.025359 0.0 0.025359 0.0 5.844888e+07 \n",
"0 30026663 王安良 0.004836 0.0 0.004836 0.0 5.700331e+07 \n",
"0 30026663 王安良 -0.024908 0.0 -0.024908 0.0 5.672897e+07 \n",
"0 30026663 王安良 -0.012183 0.0 -0.012183 0.0 5.817806e+07 \n",
"0 30026663 王安良 0.027112 0.0 0.027112 0.0 5.889556e+07 \n",
"0 30026663 王安良 -0.008152 0.0 -0.008152 0.0 5.734096e+07 \n",
"0 30026663 王安良 -0.009760 0.0 -0.009760 0.0 5.781227e+07 \n",
"0 30026663 王安良 0.007710 0.0 0.007710 0.0 5.838205e+07 \n",
"0 30026663 王安良 -0.024460 0.0 -0.024460 0.0 5.793537e+07 \n",
"0 30026663 王安良 -0.007640 0.0 -0.007640 0.0 5.938797e+07 \n",
"0 30026663 王安良 -0.017156 0.0 -0.017156 0.0 5.984521e+07 \n",
"0 30026663 王安良 0.017575 0.0 0.017575 0.0 6.088982e+07 \n",
"0 30026663 王安良 -0.028827 0.0 -0.028827 0.0 5.983818e+07 \n",
"0 30026663 王安良 -0.029097 0.0 -0.029097 0.0 6.161436e+07 \n",
"0 30026663 王安良 -0.024070 0.0 -0.024070 0.0 6.346089e+07 \n",
"0 30026663 王安良 -0.003181 0.0 -0.003181 0.0 6.502605e+07 \n",
"0 30026663 王安良 0.019402 0.0 0.019402 0.0 6.523356e+07 \n",
"0 30026663 王安良 0.003918 0.0 0.003918 0.0 6.399199e+07 \n",
"0 30026663 王安良 -0.023072 0.0 -0.023072 0.0 6.374227e+07 \n",
"0 30026663 王安良 0.025370 0.0 0.025370 0.0 6.524763e+07 \n",
"0 30026663 王安良 -0.020731 0.0 -0.020731 0.0 6.363324e+07 \n",
"0 30026663 王安良 -0.012032 0.0 -0.012032 0.0 6.498033e+07 \n",
"0 30026663 王安良 -0.020635 0.0 -0.020635 0.0 6.577170e+07 \n",
"0 30026663 王安良 -0.013026 0.0 -0.013026 0.0 6.715747e+07 \n",
"0 30026663 王安良 -0.049897 0.0 -0.049897 0.0 6.804381e+07 \n",
"0 30026663 王安良 -0.009293 0.0 -0.009293 0.0 7.161729e+07 \n",
"\n",
" trade_date \n",
"0 20220318 \n",
"0 20220317 \n",
"0 20220316 \n",
"0 20220315 \n",
"0 20220314 \n",
"0 20220311 \n",
"0 20220310 \n",
"0 20220309 \n",
"0 20220308 \n",
"0 20220307 \n",
"0 20220304 \n",
"0 20220303 \n",
"0 20220302 \n",
"0 20220301 \n",
"0 20220228 \n",
"0 20220225 \n",
"0 20220224 \n",
"0 20220223 \n",
"0 20220222 \n",
"0 20220221 \n",
"0 20220218 \n",
"0 20220217 \n",
"0 20220216 \n",
"0 20220215 \n",
"0 20220214 \n",
"0 20220211 \n",
"0 20220210 \n",
"0 20220209 \n",
"0 20220208 \n",
"0 20220207 \n",
"0 20220128 \n",
"0 20220127 \n",
"0 20220126 \n",
"0 20220125 \n",
"0 20220124 \n",
"0 20220121 \n",
"0 20220120 \n",
"0 20220119 \n",
"0 20220118 \n",
"0 20220117 \n",
"0 20220114 \n",
"0 20220113 \n",
"0 20220112 \n",
"0 20220111 \n",
"0 20220110 \n",
"0 20220107 \n",
"0 20220106 \n",
"0 20220105 \n",
"0 20220104 "
] ]
}, },
"execution_count": 25, "execution_count": 28,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
], ],
"source": [ "source": [
"final_report = pd.concat(dfs)\n", "final_report = pd.concat(dfs)\n",
"final_report[final_report.MANAGERCODE == '30322345']" "final_report[final_report.MANAGERCODE == '30026663'].sort_values(\"trade_date\", ascending=False)"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"id": "215df6f9-032d-46e6-8e9c-fabbfefff472", "id": "16e4331c-7010-4ded-ae45-9e940a2f9423",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [] "source": []
......
manager/020 基金经理穿透.ipynb
View file @ c66e3552
...@@ -42,7 +42,7 @@ ...@@ -42,7 +42,7 @@
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"trade_dt = adjustDateByCalendar(\"china.sse\", \"2022-02-01\").strftime(\"%Y%m%d\")" "trade_dt = adjustDateByCalendar(\"china.sse\", \"2022-03-18\").strftime(\"%Y%m%d\")"
] ]
}, },
{ {
...@@ -203,40 +203,40 @@ ...@@ -203,40 +203,40 @@
" <td>1030000867</td>\n", " <td>1030000867</td>\n",
" <td>1.9650</td>\n", " <td>1.9650</td>\n",
" <td>1.708075</td>\n", " <td>1.708075</td>\n",
" <td>1.277449e+08</td>\n", " <td>4.331361e+08</td>\n",
" <td>2.510187e+08</td>\n", " <td>8.511125e+08</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>1</th>\n", " <th>1</th>\n",
" <td>1030004356</td>\n", " <td>1030004356</td>\n",
" <td>1.5530</td>\n", " <td>1.5530</td>\n",
" <td>1.569653</td>\n", " <td>1.569653</td>\n",
" <td>2.049993e+08</td>\n", " <td>3.131917e+08</td>\n",
" <td>3.183639e+08</td>\n", " <td>4.863867e+08</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>2</th>\n", " <th>2</th>\n",
" <td>1030005207</td>\n", " <td>1030005207</td>\n",
" <td>1.8904</td>\n", " <td>1.8904</td>\n",
" <td>1.689080</td>\n", " <td>1.689080</td>\n",
" <td>1.169028e+08</td>\n", " <td>8.538026e+07</td>\n",
" <td>2.209931e+08</td>\n", " <td>1.614028e+08</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>3</th>\n", " <th>3</th>\n",
" <td>1030007006</td>\n", " <td>1030007006</td>\n",
" <td>1.1860</td>\n", " <td>1.1860</td>\n",
" <td>0.168919</td>\n", " <td>0.168919</td>\n",
" <td>1.723610e+08</td>\n", " <td>8.474709e+07</td>\n",
" <td>2.044201e+08</td>\n", " <td>1.005100e+08</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>4</th>\n", " <th>4</th>\n",
" <td>1030008874</td>\n", " <td>1030008874</td>\n",
" <td>1.7560</td>\n", " <td>1.7560</td>\n",
" <td>1.679213</td>\n", " <td>1.679213</td>\n",
" <td>1.152421e+07</td>\n", " <td>1.245329e+06</td>\n",
" <td>2.023652e+07</td>\n", " <td>2.186797e+06</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -244,11 +244,11 @@ ...@@ -244,11 +244,11 @@
], ],
"text/plain": [ "text/plain": [
" SECURITYID UNITNAV NAVGRTD ENDFDSHARE MKTV\n", " SECURITYID UNITNAV NAVGRTD ENDFDSHARE MKTV\n",
"0 1030000867 1.9650 1.708075 1.277449e+08 2.510187e+08\n", "0 1030000867 1.9650 1.708075 4.331361e+08 8.511125e+08\n",
"1 1030004356 1.5530 1.569653 2.049993e+08 3.183639e+08\n", "1 1030004356 1.5530 1.569653 3.131917e+08 4.863867e+08\n",
"2 1030005207 1.8904 1.689080 1.169028e+08 2.209931e+08\n", "2 1030005207 1.8904 1.689080 8.538026e+07 1.614028e+08\n",
"3 1030007006 1.1860 0.168919 1.723610e+08 2.044201e+08\n", "3 1030007006 1.1860 0.168919 8.474709e+07 1.005100e+08\n",
"4 1030008874 1.7560 1.679213 1.152421e+07 2.023652e+07" "4 1030008874 1.7560 1.679213 1.245329e+06 2.186797e+06"
] ]
}, },
"execution_count": 4, "execution_count": 4,
...@@ -301,27 +301,27 @@ ...@@ -301,27 +301,27 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>0</th>\n", " <th>0</th>\n",
" <td>1030016920</td>\n", " <td>1030010116</td>\n",
" <td>2010000026</td>\n", " <td>2010000026</td>\n",
" <td>中信证券</td>\n", " <td>中信证券</td>\n",
" <td>242972.00</td>\n", " <td>5514408.00</td>\n",
" <td>9200.0</td>\n", " <td>208800.0</td>\n",
" <td>2.36</td>\n", " <td>2.67</td>\n",
" <td>0.000122</td>\n", " <td>0.002774</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>1</th>\n", " <th>1</th>\n",
" <td>1030005207</td>\n", " <td>1030016920</td>\n",
" <td>2010000026</td>\n", " <td>2010000026</td>\n",
" <td>中信证券</td>\n", " <td>中信证券</td>\n",
" <td>5514408.00</td>\n", " <td>242972.00</td>\n",
" <td>208800.0</td>\n", " <td>9200.0</td>\n",
" <td>2.67</td>\n", " <td>2.36</td>\n",
" <td>0.002774</td>\n", " <td>0.000122</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>2</th>\n", " <th>2</th>\n",
" <td>1030010116</td>\n", " <td>1030005207</td>\n",
" <td>2010000026</td>\n", " <td>2010000026</td>\n",
" <td>中信证券</td>\n", " <td>中信证券</td>\n",
" <td>5514408.00</td>\n", " <td>5514408.00</td>\n",
...@@ -341,7 +341,7 @@ ...@@ -341,7 +341,7 @@
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>4</th>\n", " <th>4</th>\n",
" <td>1030016920</td>\n", " <td>1030011585</td>\n",
" <td>2010000030</td>\n", " <td>2010000030</td>\n",
" <td>招商银行</td>\n", " <td>招商银行</td>\n",
" <td>401808.79</td>\n", " <td>401808.79</td>\n",
...@@ -355,11 +355,11 @@ ...@@ -355,11 +355,11 @@
], ],
"text/plain": [ "text/plain": [
" pid security_code SKNAME HOLDMKTCAP HOLDAMT NAVRTO weight\n", " pid security_code SKNAME HOLDMKTCAP HOLDAMT NAVRTO weight\n",
"0 1030016920 2010000026 中信证券 242972.00 9200.0 2.36 0.000122\n", "0 1030010116 2010000026 中信证券 5514408.00 208800.0 2.67 0.002774\n",
"1 1030005207 2010000026 中信证券 5514408.00 208800.0 2.67 0.002774\n", "1 1030016920 2010000026 中信证券 242972.00 9200.0 2.36 0.000122\n",
"2 1030010116 2010000026 中信证券 5514408.00 208800.0 2.67 0.002774\n", "2 1030005207 2010000026 中信证券 5514408.00 208800.0 2.67 0.002774\n",
"3 1030011585 2010000026 中信证券 242972.00 9200.0 2.36 0.000122\n", "3 1030011585 2010000026 中信证券 242972.00 9200.0 2.36 0.000122\n",
"4 1030016920 2010000030 招商银行 401808.79 8249.0 3.90 0.000202" "4 1030011585 2010000030 招商银行 401808.79 8249.0 3.90 0.000202"
] ]
}, },
"execution_count": 5, "execution_count": 5,
...@@ -442,11 +442,11 @@ ...@@ -442,11 +442,11 @@
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>4</th>\n", " <th>4</th>\n",
" <td>1030008874</td>\n", " <td>1030010453</td>\n",
" <td>9902</td>\n", " <td>9901</td>\n",
" <td>混合型基金</td>\n", " <td>股票型基金</td>\n",
" <td>990202</td>\n", " <td>990102</td>\n",
" <td>高权益仓位混合型基金</td>\n", " <td>普通股票型基金</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -458,7 +458,7 @@ ...@@ -458,7 +458,7 @@
"1 1030004356 9901 股票型基金 990102 普通股票型基金\n", "1 1030004356 9901 股票型基金 990102 普通股票型基金\n",
"2 1030005207 9901 股票型基金 990102 普通股票型基金\n", "2 1030005207 9901 股票型基金 990102 普通股票型基金\n",
"3 1030007006 9902 混合型基金 990202 高权益仓位混合型基金\n", "3 1030007006 9902 混合型基金 990202 高权益仓位混合型基金\n",
"4 1030008874 9902 混合型基金 990202 高权益仓位混合型基金" "4 1030010453 9901 股票型基金 990102 普通股票型基金"
] ]
}, },
"execution_count": 6, "execution_count": 6,
...@@ -579,23 +579,23 @@ ...@@ -579,23 +579,23 @@
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
" <td>长信基金管理有限责任公司</td>\n", " <td>长信基金管理有限责任公司</td>\n",
" <td>1030008874</td>\n", " <td>1030010453</td>\n",
" <td>20170109</td>\n", " <td>20171109</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030008874</td>\n", " <td>1030010453</td>\n",
" <td>2010000042</td>\n", " <td>2010003391</td>\n",
" <td>15282000.0</td>\n", " <td>37983481.00</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>0.674</td>\n", " <td>-0.601</td>\n",
" <td>-0.954</td>\n", " <td>-0.244</td>\n",
" <td>2.010</td>\n", " <td>-0.592</td>\n",
" <td>-0.437</td>\n", " <td>0.346</td>\n",
" <td>0.427</td>\n", " <td>0.374</td>\n",
" <td>0.618</td>\n", " <td>-1.013</td>\n",
" <td>1.448</td>\n", " <td>-0.942</td>\n",
" <td>-0.408</td>\n", " <td>0.825</td>\n",
" <td>0.589</td>\n", " <td>0.271</td>\n",
" <td>8.819104</td>\n", " <td>38.719367</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>1</th>\n", " <th>1</th>\n",
...@@ -603,23 +603,23 @@ ...@@ -603,23 +603,23 @@
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
" <td>长信基金管理有限责任公司</td>\n", " <td>长信基金管理有限责任公司</td>\n",
" <td>1030000867</td>\n", " <td>1030010453</td>\n",
" <td>20150313</td>\n", " <td>20171109</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030000867</td>\n", " <td>1030010453</td>\n",
" <td>2010000042</td>\n", " <td>2010003611</td>\n",
" <td>15282000.0</td>\n", " <td>38871632.03</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>0.674</td>\n", " <td>0.138</td>\n",
" <td>-0.954</td>\n", " <td>-0.176</td>\n",
" <td>2.010</td>\n", " <td>-0.906</td>\n",
" <td>-0.437</td>\n", " <td>0.490</td>\n",
" <td>0.427</td>\n", " <td>0.505</td>\n",
" <td>0.618</td>\n", " <td>-1.176</td>\n",
" <td>1.448</td>\n", " <td>-0.902</td>\n",
" <td>-0.408</td>\n", " <td>1.215</td>\n",
" <td>0.589</td>\n", " <td>0.227</td>\n",
" <td>8.819104</td>\n", " <td>49.827059</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>2</th>\n", " <th>2</th>\n",
...@@ -627,23 +627,23 @@ ...@@ -627,23 +627,23 @@
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
" <td>长信基金管理有限责任公司</td>\n", " <td>长信基金管理有限责任公司</td>\n",
" <td>1030004356</td>\n", " <td>1030010453</td>\n",
" <td>20150313</td>\n", " <td>20171109</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030004356</td>\n", " <td>1030010453</td>\n",
" <td>2010000042</td>\n", " <td>2010003976</td>\n",
" <td>8591880.0</td>\n", " <td>62086609.80</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>0.674</td>\n", " <td>0.637</td>\n",
" <td>-0.954</td>\n", " <td>1.193</td>\n",
" <td>2.010</td>\n", " <td>-0.679</td>\n",
" <td>-0.437</td>\n", " <td>1.108</td>\n",
" <td>0.427</td>\n", " <td>0.918</td>\n",
" <td>0.618</td>\n", " <td>-1.193</td>\n",
" <td>1.448</td>\n", " <td>-0.907</td>\n",
" <td>-0.408</td>\n", " <td>2.022</td>\n",
" <td>0.589</td>\n", " <td>-0.414</td>\n",
" <td>8.819104</td>\n", " <td>60.772340</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>3</th>\n", " <th>3</th>\n",
...@@ -651,23 +651,23 @@ ...@@ -651,23 +651,23 @@
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
" <td>长信基金管理有限责任公司</td>\n", " <td>长信基金管理有限责任公司</td>\n",
" <td>1030008874</td>\n", " <td>1030010453</td>\n",
" <td>20170109</td>\n", " <td>20171109</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030008874</td>\n", " <td>1030010453</td>\n",
" <td>2010000152</td>\n", " <td>2010004017</td>\n",
" <td>15029378.0</td>\n", " <td>39461600.00</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>0.350</td>\n", " <td>2.074</td>\n",
" <td>0.232</td>\n", " <td>0.787</td>\n",
" <td>0.717</td>\n", " <td>-0.197</td>\n",
" <td>-0.999</td>\n", " <td>2.566</td>\n",
" <td>0.083</td>\n", " <td>-0.826</td>\n",
" <td>-0.506</td>\n", " <td>-1.170</td>\n",
" <td>-0.171</td>\n", " <td>0.896</td>\n",
" <td>0.337</td>\n", " <td>2.180</td>\n",
" <td>-0.047</td>\n", " <td>-0.346</td>\n",
" <td>12.198357</td>\n", " <td>-611.515203</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>4</th>\n", " <th>4</th>\n",
...@@ -675,23 +675,23 @@ ...@@ -675,23 +675,23 @@
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
" <td>长信基金管理有限责任公司</td>\n", " <td>长信基金管理有限责任公司</td>\n",
" <td>1030000867</td>\n", " <td>1030010453</td>\n",
" <td>20150313</td>\n", " <td>20171109</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030000867</td>\n", " <td>1030010453</td>\n",
" <td>2010000152</td>\n", " <td>2010004732</td>\n",
" <td>15029378.0</td>\n", " <td>57457579.76</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>0.350</td>\n", " <td>1.146</td>\n",
" <td>0.232</td>\n", " <td>2.373</td>\n",
" <td>0.717</td>\n", " <td>-1.173</td>\n",
" <td>-0.999</td>\n", " <td>-0.141</td>\n",
" <td>0.083</td>\n", " <td>-0.280</td>\n",
" <td>-0.506</td>\n", " <td>-1.144</td>\n",
" <td>-0.171</td>\n", " <td>-0.248</td>\n",
" <td>0.337</td>\n", " <td>1.678</td>\n",
" <td>-0.047</td>\n", " <td>0.213</td>\n",
" <td>12.198357</td>\n", " <td>217.991713</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>...</th>\n", " <th>...</th>\n",
...@@ -718,7 +718,7 @@ ...@@ -718,7 +718,7 @@
" <td>...</td>\n", " <td>...</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>75</th>\n", " <th>65</th>\n",
" <td>30322345</td>\n", " <td>30322345</td>\n",
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
...@@ -728,7 +728,7 @@ ...@@ -728,7 +728,7 @@
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030007006</td>\n", " <td>1030007006</td>\n",
" <td>2010025110</td>\n", " <td>2010025110</td>\n",
" <td>5184990.0</td>\n", " <td>5184990.00</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>-1.961</td>\n", " <td>-1.961</td>\n",
" <td>-1.154</td>\n", " <td>-1.154</td>\n",
...@@ -742,7 +742,7 @@ ...@@ -742,7 +742,7 @@
" <td>45.277531</td>\n", " <td>45.277531</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>76</th>\n", " <th>66</th>\n",
" <td>30322345</td>\n", " <td>30322345</td>\n",
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
...@@ -752,7 +752,7 @@ ...@@ -752,7 +752,7 @@
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030007006</td>\n", " <td>1030007006</td>\n",
" <td>2010031328</td>\n", " <td>2010031328</td>\n",
" <td>6292354.0</td>\n", " <td>6292354.00</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>0.711</td>\n", " <td>0.711</td>\n",
" <td>-0.588</td>\n", " <td>-0.588</td>\n",
...@@ -766,7 +766,7 @@ ...@@ -766,7 +766,7 @@
" <td>88.885583</td>\n", " <td>88.885583</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>77</th>\n", " <th>67</th>\n",
" <td>30322345</td>\n", " <td>30322345</td>\n",
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
...@@ -776,7 +776,7 @@ ...@@ -776,7 +776,7 @@
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030007006</td>\n", " <td>1030007006</td>\n",
" <td>2010031624</td>\n", " <td>2010031624</td>\n",
" <td>5697780.0</td>\n", " <td>5697780.00</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>0.026</td>\n", " <td>0.026</td>\n",
" <td>-1.134</td>\n", " <td>-1.134</td>\n",
...@@ -790,7 +790,7 @@ ...@@ -790,7 +790,7 @@
" <td>23.858731</td>\n", " <td>23.858731</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>78</th>\n", " <th>68</th>\n",
" <td>30322345</td>\n", " <td>30322345</td>\n",
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
...@@ -800,7 +800,7 @@ ...@@ -800,7 +800,7 @@
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030007006</td>\n", " <td>1030007006</td>\n",
" <td>2010032091</td>\n", " <td>2010032091</td>\n",
" <td>5784470.0</td>\n", " <td>5784470.00</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>-0.113</td>\n", " <td>-0.113</td>\n",
" <td>-0.696</td>\n", " <td>-0.696</td>\n",
...@@ -814,7 +814,7 @@ ...@@ -814,7 +814,7 @@
" <td>63.522086</td>\n", " <td>63.522086</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>79</th>\n", " <th>69</th>\n",
" <td>30322345</td>\n", " <td>30322345</td>\n",
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
...@@ -824,7 +824,7 @@ ...@@ -824,7 +824,7 @@
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030007006</td>\n", " <td>1030007006</td>\n",
" <td>2010033132</td>\n", " <td>2010033132</td>\n",
" <td>5663580.0</td>\n", " <td>5663580.00</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>0.649</td>\n", " <td>0.649</td>\n",
" <td>-0.791</td>\n", " <td>-0.791</td>\n",
...@@ -839,50 +839,50 @@ ...@@ -839,50 +839,50 @@
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
"<p>80 rows × 32 columns</p>\n", "<p>70 rows × 32 columns</p>\n",
"</div>" "</div>"
], ],
"text/plain": [ "text/plain": [
" MANAGERCODE MANAGERNAME COMPCODE COMPNAME SECURITYID BEGINDATE \\\n", " MANAGERCODE MANAGERNAME COMPCODE COMPNAME SECURITYID BEGINDATE \\\n",
"0 30322345 左金保 80000243 长信基金管理有限责任公司 1030008874 20170109 \n", "0 30322345 左金保 80000243 长信基金管理有限责任公司 1030010453 20171109 \n",
"1 30322345 左金保 80000243 长信基金管理有限责任公司 1030000867 20150313 \n", "1 30322345 左金保 80000243 长信基金管理有限责任公司 1030010453 20171109 \n",
"2 30322345 左金保 80000243 长信基金管理有限责任公司 1030004356 20150313 \n", "2 30322345 左金保 80000243 长信基金管理有限责任公司 1030010453 20171109 \n",
"3 30322345 左金保 80000243 长信基金管理有限责任公司 1030008874 20170109 \n", "3 30322345 左金保 80000243 长信基金管理有限责任公司 1030010453 20171109 \n",
"4 30322345 左金保 80000243 长信基金管理有限责任公司 1030000867 20150313 \n", "4 30322345 左金保 80000243 长信基金管理有限责任公司 1030010453 20171109 \n",
".. ... ... ... ... ... ... \n", ".. ... ... ... ... ... ... \n",
"75 30322345 左金保 80000243 长信基金管理有限责任公司 1030007006 20160727 \n", "65 30322345 左金保 80000243 长信基金管理有限责任公司 1030007006 20160727 \n",
"76 30322345 左金保 80000243 长信基金管理有限责任公司 1030007006 20160727 \n", "66 30322345 左金保 80000243 长信基金管理有限责任公司 1030007006 20160727 \n",
"77 30322345 左金保 80000243 长信基金管理有限责任公司 1030007006 20160727 \n", "67 30322345 左金保 80000243 长信基金管理有限责任公司 1030007006 20160727 \n",
"78 30322345 左金保 80000243 长信基金管理有限责任公司 1030007006 20160727 \n", "68 30322345 左金保 80000243 长信基金管理有限责任公司 1030007006 20160727 \n",
"79 30322345 左金保 80000243 长信基金管理有限责任公司 1030007006 20160727 \n", "69 30322345 左金保 80000243 长信基金管理有限责任公司 1030007006 20160727 \n",
"\n", "\n",
" ENDDATE pid security_code HOLDMKTCAP ... MOMENTUM SIZE \\\n", " ENDDATE pid security_code HOLDMKTCAP ... MOMENTUM SIZE \\\n",
"0 19000101 1030008874 2010000042 15282000.0 ... 0.674 -0.954 \n", "0 19000101 1030010453 2010003391 37983481.00 ... -0.601 -0.244 \n",
"1 19000101 1030000867 2010000042 15282000.0 ... 0.674 -0.954 \n", "1 19000101 1030010453 2010003611 38871632.03 ... 0.138 -0.176 \n",
"2 19000101 1030004356 2010000042 8591880.0 ... 0.674 -0.954 \n", "2 19000101 1030010453 2010003976 62086609.80 ... 0.637 1.193 \n",
"3 19000101 1030008874 2010000152 15029378.0 ... 0.350 0.232 \n", "3 19000101 1030010453 2010004017 39461600.00 ... 2.074 0.787 \n",
"4 19000101 1030000867 2010000152 15029378.0 ... 0.350 0.232 \n", "4 19000101 1030010453 2010004732 57457579.76 ... 1.146 2.373 \n",
".. ... ... ... ... ... ... ... \n", ".. ... ... ... ... ... ... ... \n",
"75 19000101 1030007006 2010025110 5184990.0 ... -1.961 -1.154 \n", "65 19000101 1030007006 2010025110 5184990.00 ... -1.961 -1.154 \n",
"76 19000101 1030007006 2010031328 6292354.0 ... 0.711 -0.588 \n", "66 19000101 1030007006 2010031328 6292354.00 ... 0.711 -0.588 \n",
"77 19000101 1030007006 2010031624 5697780.0 ... 0.026 -1.134 \n", "67 19000101 1030007006 2010031624 5697780.00 ... 0.026 -1.134 \n",
"78 19000101 1030007006 2010032091 5784470.0 ... -0.113 -0.696 \n", "68 19000101 1030007006 2010032091 5784470.00 ... -0.113 -0.696 \n",
"79 19000101 1030007006 2010033132 5663580.0 ... 0.649 -0.791 \n", "69 19000101 1030007006 2010033132 5663580.00 ... 0.649 -0.791 \n",
"\n", "\n",
" EARNYILD RESVOL GROWTH BTOP LEVERAGE LIQUIDTY SIZENL PETTM \n", " EARNYILD RESVOL GROWTH BTOP LEVERAGE LIQUIDTY SIZENL PETTM \n",
"0 2.010 -0.437 0.427 0.618 1.448 -0.408 0.589 8.819104 \n", "0 -0.592 0.346 0.374 -1.013 -0.942 0.825 0.271 38.719367 \n",
"1 2.010 -0.437 0.427 0.618 1.448 -0.408 0.589 8.819104 \n", "1 -0.906 0.490 0.505 -1.176 -0.902 1.215 0.227 49.827059 \n",
"2 2.010 -0.437 0.427 0.618 1.448 -0.408 0.589 8.819104 \n", "2 -0.679 1.108 0.918 -1.193 -0.907 2.022 -0.414 60.772340 \n",
"3 0.717 -0.999 0.083 -0.506 -0.171 0.337 -0.047 12.198357 \n", "3 -0.197 2.566 -0.826 -1.170 0.896 2.180 -0.346 -611.515203 \n",
"4 0.717 -0.999 0.083 -0.506 -0.171 0.337 -0.047 12.198357 \n", "4 -1.173 -0.141 -0.280 -1.144 -0.248 1.678 0.213 217.991713 \n",
".. ... ... ... ... ... ... ... ... \n", ".. ... ... ... ... ... ... ... ... \n",
"75 -0.902 0.419 0.678 -1.148 -0.560 0.353 0.600 45.277531 \n", "65 -0.902 0.419 0.678 -1.148 -0.560 0.353 0.600 45.277531 \n",
"76 -1.336 -0.202 1.745 -1.141 -0.556 0.233 0.468 88.885583 \n", "66 -1.336 -0.202 1.745 -1.141 -0.556 0.233 0.468 88.885583 \n",
"77 -0.261 0.620 0.493 -1.100 -1.131 1.317 0.601 23.858731 \n", "67 -0.261 0.620 0.493 -1.100 -1.131 1.317 0.601 23.858731 \n",
"78 -1.049 0.798 1.155 -1.185 -1.668 0.574 0.515 63.522086 \n", "68 -1.049 0.798 1.155 -1.185 -1.668 0.574 0.515 63.522086 \n",
"79 -1.106 1.133 0.794 -1.301 -1.529 1.741 0.549 61.212585 \n", "69 -1.106 1.133 0.794 -1.301 -1.529 1.741 0.549 61.212585 \n",
"\n", "\n",
"[80 rows x 32 columns]" "[70 rows x 32 columns]"
] ]
}, },
"execution_count": 11, "execution_count": 11,
...@@ -951,23 +951,23 @@ ...@@ -951,23 +951,23 @@
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
" <td>长信基金管理有限责任公司</td>\n", " <td>长信基金管理有限责任公司</td>\n",
" <td>1030008874</td>\n", " <td>1030010453</td>\n",
" <td>20170109</td>\n", " <td>20171109</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030008874</td>\n", " <td>1030010453</td>\n",
" <td>2010000042</td>\n", " <td>2010003391</td>\n",
" <td>15282000.0</td>\n", " <td>37983481.00</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>0.674</td>\n", " <td>-0.601</td>\n",
" <td>-0.954</td>\n", " <td>-0.244</td>\n",
" <td>2.010</td>\n", " <td>-0.592</td>\n",
" <td>-0.437</td>\n", " <td>0.346</td>\n",
" <td>0.427</td>\n", " <td>0.374</td>\n",
" <td>0.618</td>\n", " <td>-1.013</td>\n",
" <td>1.448</td>\n", " <td>-0.942</td>\n",
" <td>-0.408</td>\n", " <td>0.825</td>\n",
" <td>0.589</td>\n", " <td>0.271</td>\n",
" <td>8.819104</td>\n", " <td>38.719367</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>1</th>\n", " <th>1</th>\n",
...@@ -975,23 +975,23 @@ ...@@ -975,23 +975,23 @@
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
" <td>长信基金管理有限责任公司</td>\n", " <td>长信基金管理有限责任公司</td>\n",
" <td>1030000867</td>\n", " <td>1030010453</td>\n",
" <td>20150313</td>\n", " <td>20171109</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030000867</td>\n", " <td>1030010453</td>\n",
" <td>2010000042</td>\n", " <td>2010003611</td>\n",
" <td>15282000.0</td>\n", " <td>38871632.03</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>0.674</td>\n", " <td>0.138</td>\n",
" <td>-0.954</td>\n", " <td>-0.176</td>\n",
" <td>2.010</td>\n", " <td>-0.906</td>\n",
" <td>-0.437</td>\n", " <td>0.490</td>\n",
" <td>0.427</td>\n", " <td>0.505</td>\n",
" <td>0.618</td>\n", " <td>-1.176</td>\n",
" <td>1.448</td>\n", " <td>-0.902</td>\n",
" <td>-0.408</td>\n", " <td>1.215</td>\n",
" <td>0.589</td>\n", " <td>0.227</td>\n",
" <td>8.819104</td>\n", " <td>49.827059</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>2</th>\n", " <th>2</th>\n",
...@@ -999,23 +999,23 @@ ...@@ -999,23 +999,23 @@
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
" <td>长信基金管理有限责任公司</td>\n", " <td>长信基金管理有限责任公司</td>\n",
" <td>1030004356</td>\n", " <td>1030010453</td>\n",
" <td>20150313</td>\n", " <td>20171109</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030004356</td>\n", " <td>1030010453</td>\n",
" <td>2010000042</td>\n", " <td>2010003976</td>\n",
" <td>8591880.0</td>\n", " <td>62086609.80</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>0.674</td>\n", " <td>0.637</td>\n",
" <td>-0.954</td>\n", " <td>1.193</td>\n",
" <td>2.010</td>\n", " <td>-0.679</td>\n",
" <td>-0.437</td>\n", " <td>1.108</td>\n",
" <td>0.427</td>\n", " <td>0.918</td>\n",
" <td>0.618</td>\n", " <td>-1.193</td>\n",
" <td>1.448</td>\n", " <td>-0.907</td>\n",
" <td>-0.408</td>\n", " <td>2.022</td>\n",
" <td>0.589</td>\n", " <td>-0.414</td>\n",
" <td>8.819104</td>\n", " <td>60.772340</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>3</th>\n", " <th>3</th>\n",
...@@ -1023,23 +1023,23 @@ ...@@ -1023,23 +1023,23 @@
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
" <td>长信基金管理有限责任公司</td>\n", " <td>长信基金管理有限责任公司</td>\n",
" <td>1030008874</td>\n", " <td>1030010453</td>\n",
" <td>20170109</td>\n", " <td>20171109</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030008874</td>\n", " <td>1030010453</td>\n",
" <td>2010000152</td>\n", " <td>2010004017</td>\n",
" <td>15029378.0</td>\n", " <td>39461600.00</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>0.350</td>\n", " <td>2.074</td>\n",
" <td>0.232</td>\n", " <td>0.787</td>\n",
" <td>0.717</td>\n", " <td>-0.197</td>\n",
" <td>-0.999</td>\n", " <td>2.566</td>\n",
" <td>0.083</td>\n", " <td>-0.826</td>\n",
" <td>-0.506</td>\n", " <td>-1.170</td>\n",
" <td>-0.171</td>\n", " <td>0.896</td>\n",
" <td>0.337</td>\n", " <td>2.180</td>\n",
" <td>-0.047</td>\n", " <td>-0.346</td>\n",
" <td>12.198357</td>\n", " <td>-611.515203</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>4</th>\n", " <th>4</th>\n",
...@@ -1047,23 +1047,23 @@ ...@@ -1047,23 +1047,23 @@
" <td>左金保</td>\n", " <td>左金保</td>\n",
" <td>80000243</td>\n", " <td>80000243</td>\n",
" <td>长信基金管理有限责任公司</td>\n", " <td>长信基金管理有限责任公司</td>\n",
" <td>1030000867</td>\n", " <td>1030010453</td>\n",
" <td>20150313</td>\n", " <td>20171109</td>\n",
" <td>19000101</td>\n", " <td>19000101</td>\n",
" <td>1030000867</td>\n", " <td>1030010453</td>\n",
" <td>2010000152</td>\n", " <td>2010004732</td>\n",
" <td>15029378.0</td>\n", " <td>57457579.76</td>\n",
" <td>...</td>\n", " <td>...</td>\n",
" <td>0.350</td>\n", " <td>1.146</td>\n",
" <td>0.232</td>\n", " <td>2.373</td>\n",
" <td>0.717</td>\n", " <td>-1.173</td>\n",
" <td>-0.999</td>\n", " <td>-0.141</td>\n",
" <td>0.083</td>\n", " <td>-0.280</td>\n",
" <td>-0.506</td>\n", " <td>-1.144</td>\n",
" <td>-0.171</td>\n", " <td>-0.248</td>\n",
" <td>0.337</td>\n", " <td>1.678</td>\n",
" <td>-0.047</td>\n", " <td>0.213</td>\n",
" <td>12.198357</td>\n", " <td>217.991713</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -1072,25 +1072,25 @@ ...@@ -1072,25 +1072,25 @@
], ],
"text/plain": [ "text/plain": [
" MANAGERCODE MANAGERNAME COMPCODE COMPNAME SECURITYID BEGINDATE \\\n", " MANAGERCODE MANAGERNAME COMPCODE COMPNAME SECURITYID BEGINDATE \\\n",
"0 30322345 左金保 80000243 长信基金管理有限责任公司 1030008874 20170109 \n", "0 30322345 左金保 80000243 长信基金管理有限责任公司 1030010453 20171109 \n",
"1 30322345 左金保 80000243 长信基金管理有限责任公司 1030000867 20150313 \n", "1 30322345 左金保 80000243 长信基金管理有限责任公司 1030010453 20171109 \n",
"2 30322345 左金保 80000243 长信基金管理有限责任公司 1030004356 20150313 \n", "2 30322345 左金保 80000243 长信基金管理有限责任公司 1030010453 20171109 \n",
"3 30322345 左金保 80000243 长信基金管理有限责任公司 1030008874 20170109 \n", "3 30322345 左金保 80000243 长信基金管理有限责任公司 1030010453 20171109 \n",
"4 30322345 左金保 80000243 长信基金管理有限责任公司 1030000867 20150313 \n", "4 30322345 左金保 80000243 长信基金管理有限责任公司 1030010453 20171109 \n",
"\n", "\n",
" ENDDATE pid security_code HOLDMKTCAP ... MOMENTUM SIZE \\\n", " ENDDATE pid security_code HOLDMKTCAP ... MOMENTUM SIZE \\\n",
"0 19000101 1030008874 2010000042 15282000.0 ... 0.674 -0.954 \n", "0 19000101 1030010453 2010003391 37983481.00 ... -0.601 -0.244 \n",
"1 19000101 1030000867 2010000042 15282000.0 ... 0.674 -0.954 \n", "1 19000101 1030010453 2010003611 38871632.03 ... 0.138 -0.176 \n",
"2 19000101 1030004356 2010000042 8591880.0 ... 0.674 -0.954 \n", "2 19000101 1030010453 2010003976 62086609.80 ... 0.637 1.193 \n",
"3 19000101 1030008874 2010000152 15029378.0 ... 0.350 0.232 \n", "3 19000101 1030010453 2010004017 39461600.00 ... 2.074 0.787 \n",
"4 19000101 1030000867 2010000152 15029378.0 ... 0.350 0.232 \n", "4 19000101 1030010453 2010004732 57457579.76 ... 1.146 2.373 \n",
"\n", "\n",
" EARNYILD RESVOL GROWTH BTOP LEVERAGE LIQUIDTY SIZENL PETTM \n", " EARNYILD RESVOL GROWTH BTOP LEVERAGE LIQUIDTY SIZENL PETTM \n",
"0 2.010 -0.437 0.427 0.618 1.448 -0.408 0.589 8.819104 \n", "0 -0.592 0.346 0.374 -1.013 -0.942 0.825 0.271 38.719367 \n",
"1 2.010 -0.437 0.427 0.618 1.448 -0.408 0.589 8.819104 \n", "1 -0.906 0.490 0.505 -1.176 -0.902 1.215 0.227 49.827059 \n",
"2 2.010 -0.437 0.427 0.618 1.448 -0.408 0.589 8.819104 \n", "2 -0.679 1.108 0.918 -1.193 -0.907 2.022 -0.414 60.772340 \n",
"3 0.717 -0.999 0.083 -0.506 -0.171 0.337 -0.047 12.198357 \n", "3 -0.197 2.566 -0.826 -1.170 0.896 2.180 -0.346 -611.515203 \n",
"4 0.717 -0.999 0.083 -0.506 -0.171 0.337 -0.047 12.198357 \n", "4 -1.173 -0.141 -0.280 -1.144 -0.248 1.678 0.213 217.991713 \n",
"\n", "\n",
"[5 rows x 32 columns]" "[5 rows x 32 columns]"
] ]
...@@ -1162,7 +1162,7 @@ ...@@ -1162,7 +1162,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 55, "execution_count": 16,
"id": "bf5df7a8-22ab-4302-be8e-754b94588266", "id": "bf5df7a8-22ab-4302-be8e-754b94588266",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -1225,7 +1225,7 @@ ...@@ -1225,7 +1225,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 56, "execution_count": 17,
"id": "48864c00-836c-4609-8900-6bf4f0d6d447", "id": "48864c00-836c-4609-8900-6bf4f0d6d447",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -1264,7 +1264,7 @@ ...@@ -1264,7 +1264,7 @@
" <td>equity</td>\n", " <td>equity</td>\n",
" <td>factor</td>\n", " <td>factor</td>\n",
" <td>PETTM</td>\n", " <td>PETTM</td>\n",
" <td>56.222581</td>\n", " <td>36.753228</td>\n",
" <td>30322345</td>\n", " <td>30322345</td>\n",
" <td>左金保</td>\n", " <td>左金保</td>\n",
" </tr>\n", " </tr>\n",
...@@ -1273,7 +1273,7 @@ ...@@ -1273,7 +1273,7 @@
" <td>all</td>\n", " <td>all</td>\n",
" <td>factor</td>\n", " <td>factor</td>\n",
" <td>PETTM</td>\n", " <td>PETTM</td>\n",
" <td>56.222581</td>\n", " <td>36.753228</td>\n",
" <td>30322345</td>\n", " <td>30322345</td>\n",
" <td>左金保</td>\n", " <td>左金保</td>\n",
" </tr>\n", " </tr>\n",
...@@ -1282,25 +1282,25 @@ ...@@ -1282,25 +1282,25 @@
" <td>equity</td>\n", " <td>equity</td>\n",
" <td>risk</td>\n", " <td>risk</td>\n",
" <td>MOMENTUM</td>\n", " <td>MOMENTUM</td>\n",
" <td>0.888092</td>\n", " <td>0.971413</td>\n",
" <td>30322345</td>\n", " <td>30322345</td>\n",
" <td>左金保</td>\n", " <td>左金保</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>10</th>\n", " <th>14</th>\n",
" <td>equity</td>\n", " <td>equity</td>\n",
" <td>risk</td>\n", " <td>risk</td>\n",
" <td>BETA</td>\n", " <td>RESVOL</td>\n",
" <td>0.854896</td>\n", " <td>0.617334</td>\n",
" <td>30322345</td>\n", " <td>30322345</td>\n",
" <td>左金保</td>\n", " <td>左金保</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>15</th>\n", " <th>18</th>\n",
" <td>equity</td>\n", " <td>equity</td>\n",
" <td>risk</td>\n", " <td>risk</td>\n",
" <td>GROWTH</td>\n", " <td>LIQUIDTY</td>\n",
" <td>0.568967</td>\n", " <td>0.608717</td>\n",
" <td>30322345</td>\n", " <td>30322345</td>\n",
" <td>左金保</td>\n", " <td>左金保</td>\n",
" </tr>\n", " </tr>\n",
...@@ -1310,14 +1310,14 @@ ...@@ -1310,14 +1310,14 @@
], ],
"text/plain": [ "text/plain": [
" asset category name value MANAGERCODE MANAGERNAME\n", " asset category name value MANAGERCODE MANAGERNAME\n",
"56 equity factor PETTM 56.222581 30322345 左金保\n", "56 equity factor PETTM 36.753228 30322345 左金保\n",
"54 all factor PETTM 56.222581 30322345 左金保\n", "54 all factor PETTM 36.753228 30322345 左金保\n",
"11 equity risk MOMENTUM 0.888092 30322345 左金保\n", "11 equity risk MOMENTUM 0.971413 30322345 左金保\n",
"10 equity risk BETA 0.854896 30322345 左金保\n", "14 equity risk RESVOL 0.617334 30322345 左金保\n",
"15 equity risk GROWTH 0.568967 30322345 左金保" "18 equity risk LIQUIDTY 0.608717 30322345 左金保"
] ]
}, },
"execution_count": 56, "execution_count": 17,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -1338,7 +1338,7 @@ ...@@ -1338,7 +1338,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 58, "execution_count": 18,
"id": "6f7cbb5d-23ca-44cb-af55-82a97381bb76", "id": "6f7cbb5d-23ca-44cb-af55-82a97381bb76",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -1351,7 +1351,7 @@ ...@@ -1351,7 +1351,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": 19,
"id": "29af1c8b-fd50-494f-a909-1d43d8e57249", "id": "29af1c8b-fd50-494f-a909-1d43d8e57249",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -1359,10 +1359,10 @@ ...@@ -1359,10 +1359,10 @@
"name": "stdout", "name": "stdout",
"output_type": "stream", "output_type": "stream",
"text": [ "text": [
"2022-02-27 18:34:54.539120 : 20220104\n", "2022-03-17 23:09:09.296358 : 20220104\n",
"2022-02-27 18:36:42.175333 : 20220105\n", "2022-03-17 23:10:48.965284 : 20220105\n",
"2022-02-27 18:38:38.340255 : 20220106\n", "2022-03-17 23:12:39.577923 : 20220106\n",
"2022-02-27 18:40:15.933234 : 20220107\n" "2022-03-17 23:15:02.938668 : 20220107\n"
] ]
} }
], ],
...@@ -1378,19 +1378,200 @@ ...@@ -1378,19 +1378,200 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": 20,
"id": "64768bba-5727-41e7-9ceb-6ffcc3535c84", "id": "64768bba-5727-41e7-9ceb-6ffcc3535c84",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [
{
"data": {
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" text-align: right;\n",
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"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>asset</th>\n",
" <th>category</th>\n",
" <th>name</th>\n",
" <th>value</th>\n",
" <th>MANAGERCODE</th>\n",
" <th>MANAGERNAME</th>\n",
" <th>trade_date</th>\n",
" </tr>\n",
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" <tbody>\n",
" <tr>\n",
" <th>23776</th>\n",
" <td>bond</td>\n",
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" <td>0.738338</td>\n",
" <td>30212064</td>\n",
" <td>董阳阳</td>\n",
" <td>20220104</td>\n",
" </tr>\n",
" <tr>\n",
" <th>23777</th>\n",
" <td>bond</td>\n",
" <td>risk</td>\n",
" <td>MOMENTUM</td>\n",
" <td>0.323154</td>\n",
" <td>30212064</td>\n",
" <td>董阳阳</td>\n",
" <td>20220104</td>\n",
" </tr>\n",
" <tr>\n",
" <th>23778</th>\n",
" <td>bond</td>\n",
" <td>risk</td>\n",
" <td>SIZE</td>\n",
" <td>0.073484</td>\n",
" <td>30212064</td>\n",
" <td>董阳阳</td>\n",
" <td>20220104</td>\n",
" </tr>\n",
" <tr>\n",
" <th>23779</th>\n",
" <td>bond</td>\n",
" <td>risk</td>\n",
" <td>EARNYILD</td>\n",
" <td>-0.452153</td>\n",
" <td>30212064</td>\n",
" <td>董阳阳</td>\n",
" <td>20220104</td>\n",
" </tr>\n",
" <tr>\n",
" <th>23780</th>\n",
" <td>bond</td>\n",
" <td>risk</td>\n",
" <td>RESVOL</td>\n",
" <td>0.000879</td>\n",
" <td>30212064</td>\n",
" <td>董阳阳</td>\n",
" <td>20220104</td>\n",
" </tr>\n",
" <tr>\n",
" <th>...</th>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>24099</th>\n",
" <td>equity</td>\n",
" <td>industry</td>\n",
" <td>非银金融</td>\n",
" <td>0.100000</td>\n",
" <td>30212064</td>\n",
" <td>董阳阳</td>\n",
" <td>20220107</td>\n",
" </tr>\n",
" <tr>\n",
" <th>24100</th>\n",
" <td>equity</td>\n",
" <td>industry</td>\n",
" <td>食品饮料</td>\n",
" <td>0.100000</td>\n",
" <td>30212064</td>\n",
" <td>董阳阳</td>\n",
" <td>20220107</td>\n",
" </tr>\n",
" <tr>\n",
" <th>24101</th>\n",
" <td>all</td>\n",
" <td>factor</td>\n",
" <td>PETTM</td>\n",
" <td>46.877083</td>\n",
" <td>30212064</td>\n",
" <td>董阳阳</td>\n",
" <td>20220107</td>\n",
" </tr>\n",
" <tr>\n",
" <th>24102</th>\n",
" <td>bond</td>\n",
" <td>factor</td>\n",
" <td>PETTM</td>\n",
" <td>46.820298</td>\n",
" <td>30212064</td>\n",
" <td>董阳阳</td>\n",
" <td>20220107</td>\n",
" </tr>\n",
" <tr>\n",
" <th>24103</th>\n",
" <td>equity</td>\n",
" <td>factor</td>\n",
" <td>PETTM</td>\n",
" <td>52.935585</td>\n",
" <td>30212064</td>\n",
" <td>董阳阳</td>\n",
" <td>20220107</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"<p>244 rows × 7 columns</p>\n",
"</div>"
],
"text/plain": [
" asset category name value MANAGERCODE MANAGERNAME \\\n",
"23776 bond risk BETA 0.738338 30212064 董阳阳 \n",
"23777 bond risk MOMENTUM 0.323154 30212064 董阳阳 \n",
"23778 bond risk SIZE 0.073484 30212064 董阳阳 \n",
"23779 bond risk EARNYILD -0.452153 30212064 董阳阳 \n",
"23780 bond risk RESVOL 0.000879 30212064 董阳阳 \n",
"... ... ... ... ... ... ... \n",
"24099 equity industry 非银金融 0.100000 30212064 董阳阳 \n",
"24100 equity industry 食品饮料 0.100000 30212064 董阳阳 \n",
"24101 all factor PETTM 46.877083 30212064 董阳阳 \n",
"24102 bond factor PETTM 46.820298 30212064 董阳阳 \n",
"24103 equity factor PETTM 52.935585 30212064 董阳阳 \n",
"\n",
" trade_date \n",
"23776 20220104 \n",
"23777 20220104 \n",
"23778 20220104 \n",
"23779 20220104 \n",
"23780 20220104 \n",
"... ... \n",
"24099 20220107 \n",
"24100 20220107 \n",
"24101 20220107 \n",
"24102 20220107 \n",
"24103 20220107 \n",
"\n",
"[244 rows x 7 columns]"
]
},
"execution_count": 20,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [ "source": [
"final_report = pd.concat(dfs)\n", "final_report = pd.concat(dfs)\n",
"final_report[final_report.MANAGERCODE == '30322345']" "final_report[final_report.MANAGERCODE == '30212064']"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"id": "e1fe5656-1166-4934-9fc5-6e16efcdf531", "id": "8b7ec180-383a-40d0-87ec-6d1e5aeac461",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [] "source": []
......
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