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Commit fa4f0b67 authored by Dr.李's avatar Dr.李
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change utilitiy

parent 5774831d
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Showing with 1405 additions and 273 deletions
030 债券型基金.ipynb
View file @ fa4f0b67
...@@ -40,14 +40,1035 @@ ...@@ -40,14 +40,1035 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 3, "execution_count": 5,
"id": "07275364-e308-433e-9c3a-fe78ad8e9daa", "id": "07275364-e308-433e-9c3a-fe78ad8e9daa",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"# 获取所有目标债券型基金（清算结束日期晚于当前日）\n", "# 获取所有目标债券型基金（清算结束日期晚于当前日）\n",
"\n", "\n",
"security_ids = fd_alive_funds(report_dates_begin, 3)" "sec_codes = fd_alive_funds(report_dates_begin, 2, 203)"
]
},
{
"cell_type": "code",
"execution_count": 6,
"id": "ff5fb125-2ae9-4cc9-a1fd-22f52c79ed38",
"metadata": {},
"outputs": [
{
"data": {
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" ...]"
]
},
"execution_count": 6,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"sec_codes"
] ]
}, },
{ {
...@@ -353,7 +1374,7 @@ ...@@ -353,7 +1374,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 29, "execution_count": 10,
"id": "1985799f-9a72-4f53-a09b-e15c738f211f", "id": "1985799f-9a72-4f53-a09b-e15c738f211f",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -390,7 +1411,7 @@ ...@@ -390,7 +1411,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 30, "execution_count": 11,
"id": "992ce6ba-b2eb-4e11-b025-53bd78366ff0", "id": "992ce6ba-b2eb-4e11-b025-53bd78366ff0",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -398,7 +1419,7 @@ ...@@ -398,7 +1419,7 @@
"name": "stdout", "name": "stdout",
"output_type": "stream", "output_type": "stream",
"text": [ "text": [
"Wall time: 7.81 s\n" "Wall time: 5.99 s\n"
] ]
} }
], ],
...@@ -410,7 +1431,7 @@ ...@@ -410,7 +1431,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 32, "execution_count": 18,
"id": "514f4c0b-bd1e-430b-9c5a-721bec381dc0", "id": "514f4c0b-bd1e-430b-9c5a-721bec381dc0",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -418,9 +1439,32 @@ ...@@ -418,9 +1439,32 @@
"name": "stdout", "name": "stdout",
"output_type": "stream", "output_type": "stream",
"text": [ "text": [
"Wall time: 6.12 s\n" "Wall time: 2.66 s\n"
] ]
}, }
],
"source": [
"%%time\n",
"\n",
"create_bond_fund_info(\"20211111\").groupby( \"债券型（子类）\").count()"
]
},
{
"cell_type": "code",
"execution_count": 20,
"id": "13e11363-2e24-4a74-bd09-7b83669d4acd",
"metadata": {},
"outputs": [],
"source": [
"ddf = create_bond_fund_info(\"20211111\")"
]
},
{
"cell_type": "code",
"execution_count": 21,
"id": "6c02fcff-7019-47f4-86e3-637939c9bb39",
"metadata": {},
"outputs": [
{ {
"data": { "data": {
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...@@ -457,177 +1501,274 @@ ...@@ -457,177 +1501,274 @@
" <th>BDRTO</th>\n", " <th>BDRTO</th>\n",
" <th>EQUITYINVERTO</th>\n", " <th>EQUITYINVERTO</th>\n",
" <th>CONVBDRTO_TO_BDRTO</th>\n", " <th>CONVBDRTO_TO_BDRTO</th>\n",
" </tr>\n",
" <tr>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th>中长期纯债型基金</th>\n", " <th>0</th>\n",
" <td>655</td>\n", " <td>1030000011</td>\n",
" <td>655</td>\n", " <td>华夏债券投资基金</td>\n",
" <td>465</td>\n", " <td>华夏债券</td>\n",
" <td>655</td>\n", " <td>001001</td>\n",
" <td>655</td>\n", " <td>证券投资基金</td>\n",
" <td>655</td>\n", " <td>收益型</td>\n",
" <td>655</td>\n", " <td>3</td>\n",
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" <td>655</td>\n", " <td>3.2.1</td>\n",
" <td>655</td>\n", " <td>普通债券型基金(一级A类)</td>\n",
" <td>639</td>\n", " <td>110.27</td>\n",
" <td>633</td>\n", " <td>6.195000e+00</td>\n",
" <td>626</td>\n", " <td>3.610785e+01</td>\n",
" <td>可投股票型债券基金</td>\n",
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" <td>370</td>\n", " <td>华夏债券投资基金</td>\n",
" <td>321</td>\n", " <td>华夏债券</td>\n",
" <td>370</td>\n", " <td>001003</td>\n",
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" <td>370</td>\n", " <td>收益型</td>\n",
" <td>370</td>\n", " <td>3</td>\n",
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" <td>370</td>\n", " <td>3.2.2</td>\n",
" <td>370</td>\n", " <td>普通债券型基金(一级B/C类)</td>\n",
" <td>370</td>\n", " <td>90.79</td>\n",
" <td>370</td>\n", " <td>6.250000e+00</td>\n",
" <td>370</td>\n", " <td>3.012725e+01</td>\n",
" <td>可投股票型债券基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>可投转债型债券基金</th>\n", " <th>2</th>\n",
" <td>87</td>\n", " <td>1030000014</td>\n",
" <td>87</td>\n", " <td>华夏希望债券型证券投资基金</td>\n",
" <td>77</td>\n", " <td>华夏希望债券</td>\n",
" <td>87</td>\n", " <td>001011</td>\n",
" <td>87</td>\n", " <td>证券投资基金</td>\n",
" <td>87</td>\n", " <td>收益型</td>\n",
" <td>87</td>\n", " <td>3</td>\n",
" <td>87</td>\n", " <td>债券基金</td>\n",
" <td>87</td>\n", " <td>3.2</td>\n",
" <td>87</td>\n", " <td>普通债券型基金</td>\n",
" <td>87</td>\n", " <td>3.2.3</td>\n",
" <td>87</td>\n", " <td>普通债券型基金(二级A类)</td>\n",
" <td>87</td>\n", " <td>87.45</td>\n",
" <td>87</td>\n", " <td>6.267500e+00</td>\n",
" <td>87</td>\n", " <td>2.437650e+00</td>\n",
" <td>可投股票型债券基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>可转债基金</th>\n", " <th>3</th>\n",
" <td>41</td>\n", " <td>1030000015</td>\n",
" <td>41</td>\n", " <td>华夏希望债券型证券投资基金</td>\n",
" <td>36</td>\n", " <td>华夏希望债券</td>\n",
" <td>41</td>\n", " <td>001013</td>\n",
" <td>41</td>\n", " <td>证券投资基金</td>\n",
" <td>41</td>\n", " <td>收益型</td>\n",
" <td>41</td>\n", " <td>3</td>\n",
" <td>41</td>\n", " <td>债券基金</td>\n",
" <td>41</td>\n", " <td>3.2</td>\n",
" <td>41</td>\n", " <td>普通债券型基金</td>\n",
" <td>41</td>\n", " <td>3.2.4</td>\n",
" <td>41</td>\n", " <td>普通债券型基金(二级B/C类)</td>\n",
" <td>41</td>\n", " <td>84.83</td>\n",
" <td>41</td>\n", " <td>1.151000e+01</td>\n",
" <td>41</td>\n", " <td>1.630190e+00</td>\n",
" <td>可投股票型债券基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>短期纯债型基金</th>\n", " <th>4</th>\n",
" <td>55</td>\n", " <td>1030000022</td>\n",
" <td>55</td>\n", " <td>国泰金龙债券证券投资基金</td>\n",
" <td>54</td>\n", " <td>国泰金龙债券</td>\n",
" <td>55</td>\n", " <td>020002</td>\n",
" <td>55</td>\n", " <td>证券投资基金</td>\n",
" <td>55</td>\n", " <td>收益型</td>\n",
" <td>55</td>\n", " <td>3</td>\n",
" <td>55</td>\n", " <td>债券基金</td>\n",
" <td>55</td>\n", " <td>3.2</td>\n",
" <td>55</td>\n", " <td>普通债券型基金</td>\n",
" <td>55</td>\n", " <td>3.2.1</td>\n",
" <td>55</td>\n", " <td>普通债券型基金(一级A类)</td>\n",
" <td>55</td>\n", " <td>105.18</td>\n",
" <td>55</td>\n", " <td>0.000000e+00</td>\n",
" <td>54</td>\n", " <td>1.218145e+01</td>\n",
" <td>可投转债型债券基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>被动指数型债券基金</th>\n", " <th>...</th>\n",
" <td>17</td>\n", " <td>...</td>\n",
" <td>17</td>\n", " <td>...</td>\n",
" <td>11</td>\n", " <td>...</td>\n",
" <td>17</td>\n", " <td>...</td>\n",
" <td>17</td>\n", " <td>...</td>\n",
" <td>17</td>\n", " <td>...</td>\n",
" <td>17</td>\n", " <td>...</td>\n",
" <td>17</td>\n", " <td>...</td>\n",
" <td>17</td>\n", " <td>...</td>\n",
" <td>17</td>\n", " <td>...</td>\n",
" <td>17</td>\n", " <td>...</td>\n",
" <td>17</td>\n", " <td>...</td>\n",
" <td>17</td>\n", " <td>...</td>\n",
" <td>17</td>\n", " <td>...</td>\n",
" <td>17</td>\n", " <td>...</td>\n",
" <td>...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1220</th>\n",
" <td>1030002083</td>\n",
" <td>交银施罗德理财60天债券型证券投资基金</td>\n",
" <td>交银理财60天债券</td>\n",
" <td>519722</td>\n",
" <td>证券投资基金</td>\n",
" <td>收益型</td>\n",
" <td>3</td>\n",
" <td>债券基金</td>\n",
" <td>3.6</td>\n",
" <td>短期理财债券型基金</td>\n",
" <td>3.6.2</td>\n",
" <td>短期理财债券型基金(B/C类)</td>\n",
" <td>85.64</td>\n",
" <td>1.776357e-15</td>\n",
" <td>7.105427e-15</td>\n",
" <td>短期纯债型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1221</th>\n",
" <td>1030001814</td>\n",
" <td>易方达月月利理财债券型证券投资基金</td>\n",
" <td>易方达月月利理财债券</td>\n",
" <td>110050</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" <td>3</td>\n",
" <td>债券基金</td>\n",
" <td>3.6</td>\n",
" <td>短期理财债券型基金</td>\n",
" <td>3.6.1</td>\n",
" <td>短期理财债券型基金(A类)</td>\n",
" <td>40.81</td>\n",
" <td>2.664535e-15</td>\n",
" <td>7.105427e-15</td>\n",
" <td>中长期纯债型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1222</th>\n",
" <td>1030001815</td>\n",
" <td>易方达月月利理财债券型证券投资基金</td>\n",
" <td>易方达月月利理财债券</td>\n",
" <td>110051</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" <td>3</td>\n",
" <td>债券基金</td>\n",
" <td>3.6</td>\n",
" <td>短期理财债券型基金</td>\n",
" <td>3.6.2</td>\n",
" <td>短期理财债券型基金(B/C类)</td>\n",
" <td>49.96</td>\n",
" <td>2.664535e-15</td>\n",
" <td>7.105427e-15</td>\n",
" <td>中长期纯债型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1223</th>\n",
" <td>1030010003</td>\n",
" <td>易方达掌柜季季盈理财债券型证券投资基金</td>\n",
" <td>易方达掌柜季季盈理财债券</td>\n",
" <td>000833</td>\n",
" <td>证券投资基金</td>\n",
" <td>收益型</td>\n",
" <td>3</td>\n",
" <td>债券基金</td>\n",
" <td>3.6</td>\n",
" <td>短期理财债券型基金</td>\n",
" <td>3.6.1</td>\n",
" <td>短期理财债券型基金(A类)</td>\n",
" <td>49.46</td>\n",
" <td>3.552714e-15</td>\n",
" <td>2.842171e-14</td>\n",
" <td>中长期纯债型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1224</th>\n",
" <td>1030002674</td>\n",
" <td>农银汇理14天理财债券型证券投资基金</td>\n",
" <td>农银14天理财债券</td>\n",
" <td>000322</td>\n",
" <td>证券投资基金</td>\n",
" <td>收益型</td>\n",
" <td>3</td>\n",
" <td>债券基金</td>\n",
" <td>3.6</td>\n",
" <td>短期理财债券型基金</td>\n",
" <td>3.6.1</td>\n",
" <td>短期理财债券型基金(A类)</td>\n",
" <td>86.78</td>\n",
" <td>3.552714e-15</td>\n",
" <td>1.776357e-14</td>\n",
" <td>短期纯债型基金</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
"<p>1225 rows × 16 columns</p>\n",
"</div>" "</div>"
], ],
"text/plain": [ "text/plain": [
" SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE INVESTSTYLE \\\n", " SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE \\\n",
"债券型（子类） \n", "0 1030000011 华夏债券投资基金 华夏债券 001001 证券投资基金 \n",
"中长期纯债型基金 655 655 465 655 655 655 \n", "1 1030000012 华夏债券投资基金 华夏债券 001003 证券投资基金 \n",
"可投股票型债券基金 370 370 321 370 370 370 \n", "2 1030000014 华夏希望债券型证券投资基金 华夏希望债券 001011 证券投资基金 \n",
"可投转债型债券基金 87 87 77 87 87 87 \n", "3 1030000015 华夏希望债券型证券投资基金 华夏希望债券 001013 证券投资基金 \n",
"可转债基金 41 41 36 41 41 41 \n", "4 1030000022 国泰金龙债券证券投资基金 国泰金龙债券 020002 证券投资基金 \n",
"短期纯债型基金 55 55 54 55 55 55 \n", "... ... ... ... ... ... \n",
"被动指数型债券基金 17 17 11 17 17 17 \n", "1220 1030002083 交银施罗德理财60天债券型证券投资基金 交银理财60天债券 519722 证券投资基金 \n",
"1221 1030001814 易方达月月利理财债券型证券投资基金 易方达月月利理财债券 110050 证券投资基金 \n",
"1222 1030001815 易方达月月利理财债券型证券投资基金 易方达月月利理财债券 110051 证券投资基金 \n",
"1223 1030010003 易方达掌柜季季盈理财债券型证券投资基金 易方达掌柜季季盈理财债券 000833 证券投资基金 \n",
"1224 1030002674 农银汇理14天理财债券型证券投资基金 农银14天理财债券 000322 证券投资基金 \n",
"\n",
" INVESTSTYLE L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME \\\n",
"0 收益型 3 债券基金 3.2 普通债券型基金 3.2.1 普通债券型基金(一级A类) \n",
"1 收益型 3 债券基金 3.2 普通债券型基金 3.2.2 普通债券型基金(一级B/C类) \n",
"2 收益型 3 债券基金 3.2 普通债券型基金 3.2.3 普通债券型基金(二级A类) \n",
"3 收益型 3 债券基金 3.2 普通债券型基金 3.2.4 普通债券型基金(二级B/C类) \n",
"4 收益型 3 债券基金 3.2 普通债券型基金 3.2.1 普通债券型基金(一级A类) \n",
"... ... ... ... ... ... ... ... \n",
"1220 收益型 3 债券基金 3.6 短期理财债券型基金 3.6.2 短期理财债券型基金(B/C类) \n",
"1221 稳健成长型 3 债券基金 3.6 短期理财债券型基金 3.6.1 短期理财债券型基金(A类) \n",
"1222 稳健成长型 3 债券基金 3.6 短期理财债券型基金 3.6.2 短期理财债券型基金(B/C类) \n",
"1223 收益型 3 债券基金 3.6 短期理财债券型基金 3.6.1 短期理财债券型基金(A类) \n",
"1224 收益型 3 债券基金 3.6 短期理财债券型基金 3.6.1 短期理财债券型基金(A类) \n",
"\n", "\n",
" L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME BDRTO \\\n", " BDRTO EQUITYINVERTO CONVBDRTO_TO_BDRTO 债券型（子类） \n",
"债券型（子类） \n", "0 110.27 6.195000e+00 3.610785e+01 可投股票型债券基金 \n",
"中长期纯债型基金 655 655 655 655 655 655 639 \n", "1 90.79 6.250000e+00 3.012725e+01 可投股票型债券基金 \n",
"可投股票型债券基金 370 370 370 370 370 370 370 \n", "2 87.45 6.267500e+00 2.437650e+00 可投股票型债券基金 \n",
"可投转债型债券基金 87 87 87 87 87 87 87 \n", "3 84.83 1.151000e+01 1.630190e+00 可投股票型债券基金 \n",
"可转债基金 41 41 41 41 41 41 41 \n", "4 105.18 0.000000e+00 1.218145e+01 可投转债型债券基金 \n",
"短期纯债型基金 55 55 55 55 55 55 55 \n", "... ... ... ... ... \n",
"被动指数型债券基金 17 17 17 17 17 17 17 \n", "1220 85.64 1.776357e-15 7.105427e-15 短期纯债型基金 \n",
"1221 40.81 2.664535e-15 7.105427e-15 中长期纯债型基金 \n",
"1222 49.96 2.664535e-15 7.105427e-15 中长期纯债型基金 \n",
"1223 49.46 3.552714e-15 2.842171e-14 中长期纯债型基金 \n",
"1224 86.78 3.552714e-15 1.776357e-14 短期纯债型基金 \n",
"\n", "\n",
" EQUITYINVERTO CONVBDRTO_TO_BDRTO \n", "[1225 rows x 16 columns]"
"债券型（子类） \n",
"中长期纯债型基金 633 626 \n",
"可投股票型债券基金 370 370 \n",
"可投转债型债券基金 87 87 \n",
"可转债基金 41 41 \n",
"短期纯债型基金 55 54 \n",
"被动指数型债券基金 17 17 "
] ]
}, },
"execution_count": 32, "execution_count": 21,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
], ],
"source": [ "source": [
"%%time\n", "ddf"
"\n",
"create_bond_fund_info(\"20211111\").groupby( \"债券型（子类）\").count()"
] ]
}, },
{ {
...@@ -641,7 +1782,7 @@ ...@@ -641,7 +1782,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 33, "execution_count": 13,
"id": "bc46497a-3044-4455-b427-5e461acffc71", "id": "bc46497a-3044-4455-b427-5e461acffc71",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -659,7 +1800,7 @@ ...@@ -659,7 +1800,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 34, "execution_count": 14,
"id": "4555a339-5ad5-4158-81a0-4011ab35d755", "id": "4555a339-5ad5-4158-81a0-4011ab35d755",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -717,7 +1858,7 @@ ...@@ -717,7 +1858,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 35, "execution_count": 15,
"id": "f1f60b62-c7c8-4295-9b3c-4fbbc7bc26bd", "id": "f1f60b62-c7c8-4295-9b3c-4fbbc7bc26bd",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -728,7 +1869,7 @@ ...@@ -728,7 +1869,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 37, "execution_count": 16,
"id": "0c53a5ad-430e-459a-b8cf-13ab69b5e3f4", "id": "0c53a5ad-430e-459a-b8cf-13ab69b5e3f4",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -773,165 +1914,165 @@ ...@@ -773,165 +1914,165 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>20150430</th>\n", " <th>20150430</th>\n",
" <td>0.044518</td>\n", " <td>0.035524</td>\n",
" <td>0.074199</td>\n", " <td>0.073317</td>\n",
" <td>0.030098</td>\n", " <td>0.046774</td>\n",
" <td>0.177746</td>\n", " <td>0.181991</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.018172</td>\n", " <td>0.018172</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20150731</th>\n", " <th>20150731</th>\n",
" <td>0.018413</td>\n", " <td>0.015343</td>\n",
" <td>-0.001703</td>\n", " <td>0.003398</td>\n",
" <td>0.012489</td>\n", " <td>0.009793</td>\n",
" <td>-0.168559</td>\n", " <td>-0.181767</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.001508</td>\n", " <td>0.001508</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20151030</th>\n", " <th>20151030</th>\n",
" <td>0.019671</td>\n", " <td>0.019825</td>\n",
" <td>0.017910</td>\n", " <td>0.017772</td>\n",
" <td>0.022858</td>\n", " <td>0.022953</td>\n",
" <td>0.001486</td>\n", " <td>0.003363</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.023154</td>\n", " <td>0.023572</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160129</th>\n", " <th>20160129</th>\n",
" <td>0.005979</td>\n", " <td>0.007451</td>\n",
" <td>-0.010265</td>\n", " <td>-0.011741</td>\n",
" <td>0.013286</td>\n", " <td>0.008906</td>\n",
" <td>-0.132160</td>\n", " <td>-0.123049</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.016452</td>\n", " <td>0.016452</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160429</th>\n", " <th>20160429</th>\n",
" <td>0.001132</td>\n", " <td>0.000934</td>\n",
" <td>0.006828</td>\n", " <td>0.006463</td>\n",
" <td>0.000991</td>\n", " <td>0.001271</td>\n",
" <td>-0.011851</td>\n", " <td>-0.014195</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.000176</td>\n", " <td>-0.000176</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160729</th>\n", " <th>20160729</th>\n",
" <td>0.020778</td>\n", " <td>0.020894</td>\n",
" <td>0.020762</td>\n", " <td>0.021145</td>\n",
" <td>0.021270</td>\n", " <td>0.019743</td>\n",
" <td>-0.009703</td>\n", " <td>-0.011719</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.020802</td>\n", " <td>0.020802</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20161031</th>\n", " <th>20161031</th>\n",
" <td>0.012197</td>\n", " <td>0.011858</td>\n",
" <td>0.015085</td>\n", " <td>0.016069</td>\n",
" <td>0.015368</td>\n", " <td>0.015851</td>\n",
" <td>0.041360</td>\n", " <td>0.043448</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.010548</td>\n", " <td>0.010548</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170126</th>\n", " <th>20170126</th>\n",
" <td>-0.018752</td>\n", " <td>-0.019690</td>\n",
" <td>-0.021641</td>\n", " <td>-0.020954</td>\n",
" <td>-0.018342</td>\n", " <td>-0.020338</td>\n",
" <td>-0.059164</td>\n", " <td>-0.060613</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.022313</td>\n", " <td>-0.023250</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170428</th>\n", " <th>20170428</th>\n",
" <td>-0.003381</td>\n", " <td>-0.002897</td>\n",
" <td>-0.002405</td>\n", " <td>-0.002623</td>\n",
" <td>-0.006429</td>\n", " <td>-0.003590</td>\n",
" <td>-0.020709</td>\n", " <td>-0.024449</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.006358</td>\n", " <td>-0.007383</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170731</th>\n", " <th>20170731</th>\n",
" <td>0.011900</td>\n", " <td>0.012685</td>\n",
" <td>0.019261</td>\n", " <td>0.019675</td>\n",
" <td>0.015828</td>\n", " <td>0.015882</td>\n",
" <td>0.060818</td>\n", " <td>0.057182</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.006517</td>\n", " <td>0.006517</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20171031</th>\n", " <th>20171031</th>\n",
" <td>0.002705</td>\n", " <td>0.002595</td>\n",
" <td>0.007025</td>\n", " <td>0.006664</td>\n",
" <td>0.001217</td>\n", " <td>0.001133</td>\n",
" <td>-0.030152</td>\n", " <td>-0.025014</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.003102</td>\n", " <td>-0.003102</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180131</th>\n", " <th>20180131</th>\n",
" <td>0.005168</td>\n", " <td>0.005173</td>\n",
" <td>0.002382</td>\n", " <td>0.002649</td>\n",
" <td>0.003739</td>\n", " <td>0.002917</td>\n",
" <td>-0.019119</td>\n", " <td>-0.021521</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.000095</td>\n", " <td>-0.000095</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180427</th>\n", " <th>20180427</th>\n",
" <td>0.013015</td>\n", " <td>0.012661</td>\n",
" <td>-0.003674</td>\n", " <td>-0.003772</td>\n",
" <td>0.013525</td>\n", " <td>0.012321</td>\n",
" <td>-0.048516</td>\n", " <td>-0.045589</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.021583</td>\n", " <td>0.021583</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180731</th>\n", " <th>20180731</th>\n",
" <td>0.013745</td>\n", " <td>0.013688</td>\n",
" <td>0.000297</td>\n", " <td>0.000307</td>\n",
" <td>0.006004</td>\n", " <td>0.004361</td>\n",
" <td>-0.035198</td>\n", " <td>-0.034723</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.013743</td>\n", " <td>0.013743</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20181031</th>\n", " <th>20181031</th>\n",
" <td>0.009432</td>\n", " <td>0.009671</td>\n",
" <td>-0.011770</td>\n", " <td>-0.012920</td>\n",
" <td>0.001575</td>\n", " <td>0.003667</td>\n",
" <td>-0.038546</td>\n", " <td>-0.037837</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.006395</td>\n", " <td>0.006395</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190131</th>\n", " <th>20190131</th>\n",
" <td>0.020851</td>\n", " <td>0.021116</td>\n",
" <td>0.019317</td>\n", " <td>0.019420</td>\n",
" <td>0.022969</td>\n", " <td>0.021947</td>\n",
" <td>0.031067</td>\n", " <td>0.030910</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.023644</td>\n", " <td>0.023644</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190430</th>\n", " <th>20190430</th>\n",
" <td>0.004133</td>\n", " <td>0.004728</td>\n",
" <td>0.028246</td>\n", " <td>0.028806</td>\n",
" <td>0.011743</td>\n", " <td>0.012569</td>\n",
" <td>0.090447</td>\n", " <td>0.089306</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.001468</td>\n", " <td>-0.001468</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190731</th>\n", " <th>20190731</th>\n",
" <td>0.014170</td>\n", " <td>0.014535</td>\n",
" <td>0.011994</td>\n", " <td>0.011524</td>\n",
" <td>0.013378</td>\n", " <td>0.013471</td>\n",
" <td>0.009961</td>\n", " <td>0.009133</td>\n",
" <td>0.006186</td>\n", " <td>NaN</td>\n",
" <td>0.018123</td>\n", " <td>0.018044</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20191031</th>\n", " <th>20191031</th>\n",
...@@ -1030,24 +2171,24 @@ ...@@ -1030,24 +2171,24 @@
"text/plain": [ "text/plain": [
"债券型（子类） 中长期纯债型基金 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 被动指数型债券基金\n", "债券型（子类） 中长期纯债型基金 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 被动指数型债券基金\n",
"level_0 \n", "level_0 \n",
"20150430 0.044518 0.074199 0.030098 0.177746 NaN 0.018172\n", "20150430 0.035524 0.073317 0.046774 0.181991 NaN 0.018172\n",
"20150731 0.018413 -0.001703 0.012489 -0.168559 NaN 0.001508\n", "20150731 0.015343 0.003398 0.009793 -0.181767 NaN 0.001508\n",
"20151030 0.019671 0.017910 0.022858 0.001486 NaN 0.023154\n", "20151030 0.019825 0.017772 0.022953 0.003363 NaN 0.023572\n",
"20160129 0.005979 -0.010265 0.013286 -0.132160 NaN 0.016452\n", "20160129 0.007451 -0.011741 0.008906 -0.123049 NaN 0.016452\n",
"20160429 0.001132 0.006828 0.000991 -0.011851 NaN -0.000176\n", "20160429 0.000934 0.006463 0.001271 -0.014195 NaN -0.000176\n",
"20160729 0.020778 0.020762 0.021270 -0.009703 NaN 0.020802\n", "20160729 0.020894 0.021145 0.019743 -0.011719 NaN 0.020802\n",
"20161031 0.012197 0.015085 0.015368 0.041360 NaN 0.010548\n", "20161031 0.011858 0.016069 0.015851 0.043448 NaN 0.010548\n",
"20170126 -0.018752 -0.021641 -0.018342 -0.059164 NaN -0.022313\n", "20170126 -0.019690 -0.020954 -0.020338 -0.060613 NaN -0.023250\n",
"20170428 -0.003381 -0.002405 -0.006429 -0.020709 NaN -0.006358\n", "20170428 -0.002897 -0.002623 -0.003590 -0.024449 NaN -0.007383\n",
"20170731 0.011900 0.019261 0.015828 0.060818 NaN 0.006517\n", "20170731 0.012685 0.019675 0.015882 0.057182 NaN 0.006517\n",
"20171031 0.002705 0.007025 0.001217 -0.030152 NaN -0.003102\n", "20171031 0.002595 0.006664 0.001133 -0.025014 NaN -0.003102\n",
"20180131 0.005168 0.002382 0.003739 -0.019119 NaN -0.000095\n", "20180131 0.005173 0.002649 0.002917 -0.021521 NaN -0.000095\n",
"20180427 0.013015 -0.003674 0.013525 -0.048516 NaN 0.021583\n", "20180427 0.012661 -0.003772 0.012321 -0.045589 NaN 0.021583\n",
"20180731 0.013745 0.000297 0.006004 -0.035198 NaN 0.013743\n", "20180731 0.013688 0.000307 0.004361 -0.034723 NaN 0.013743\n",
"20181031 0.009432 -0.011770 0.001575 -0.038546 NaN 0.006395\n", "20181031 0.009671 -0.012920 0.003667 -0.037837 NaN 0.006395\n",
"20190131 0.020851 0.019317 0.022969 0.031067 NaN 0.023644\n", "20190131 0.021116 0.019420 0.021947 0.030910 NaN 0.023644\n",
"20190430 0.004133 0.028246 0.011743 0.090447 NaN -0.001468\n", "20190430 0.004728 0.028806 0.012569 0.089306 NaN -0.001468\n",
"20190731 0.014170 0.011994 0.013378 0.009961 0.006186 0.018123\n", "20190731 0.014535 0.011524 0.013471 0.009133 NaN 0.018044\n",
"20191031 0.006190 0.010110 0.007836 0.021186 0.004760 0.002782\n", "20191031 0.006190 0.010110 0.007836 0.021186 0.004760 0.002782\n",
"20200123 0.015694 0.033943 0.027278 0.085095 NaN 0.023261\n", "20200123 0.015694 0.033943 0.027278 0.085095 NaN 0.023261\n",
"20200430 0.027414 0.020150 0.025039 0.009367 0.017390 0.038860\n", "20200430 0.027414 0.020150 0.025039 0.009367 0.017390 0.038860\n",
...@@ -1060,7 +2201,7 @@ ...@@ -1060,7 +2201,7 @@
"20211109 0.002107 0.004476 0.005760 0.019146 0.000679 0.004045" "20211109 0.002107 0.004476 0.005760 0.019146 0.000679 0.004045"
] ]
}, },
"execution_count": 37, "execution_count": 16,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -1080,9 +2221,9 @@ ...@@ -1080,9 +2221,9 @@
], ],
"metadata": { "metadata": {
"kernelspec": { "kernelspec": {
"display_name": "Python [conda env:root] *", "display_name": "Python 3",
"language": "python", "language": "python",
"name": "conda-root-py" "name": "python3"
}, },
"language_info": { "language_info": {
"codemirror_mode": { "codemirror_mode": {
...@@ -1094,7 +2235,7 @@ ...@@ -1094,7 +2235,7 @@
"name": "python", "name": "python",
"nbconvert_exporter": "python", "nbconvert_exporter": "python",
"pygments_lexer": "ipython3", "pygments_lexer": "ipython3",
"version": "3.8.12" "version": "3.8.10"
} }
}, },
"nbformat": 4, "nbformat": 4,
......
utility.py
View file @ fa4f0b67
...@@ -24,27 +24,18 @@ def nearest_report_date(date): ...@@ -24,27 +24,18 @@ def nearest_report_date(date):
return dt.date(last_year, q, last).strftime("%Y%m%d") return dt.date(last_year, q, last).strftime("%Y%m%d")
def fd_alive_funds(trade_dt, l1_code=None): def fd_alive_funds(trade_dt, type_style, class_code):
if l1_code is not None: sec_codes = read_sql(f"""
security_ids = read_sql(f""" select SECODE from TQ_FD_TYPE
select SECURITYID from TQ_FD_TYPECLASS WHERE
WHERE ISVALID = 1 AND
ISVALID = 1 AND TYPESTYLE = '{type_style}' AND
L1CODE = {l1_code} AND CLASSCODE = '{class_code}' AND
BEGINDATE <= '{trade_dt}' AND BEGINDATE <= '{trade_dt}' AND
(ENDDATE>='{trade_dt}' or ENDDATE = '19000101') (ENDDATE>='{trade_dt}' or ENDDATE = '19000101')
ORDER BY SECURITYID; ORDER BY SECODE;
""")["SECURITYID"].unique().tolist() """)["SECODE"].unique().tolist()
else: return sec_codes
security_ids = read_sql(f"""
select SECURITYID from TQ_FD_TYPECLASS
WHERE
ISVALID = 1 AND
BEGINDATE <= '{trade_dt}' AND
(ENDDATE>='{trade_dt}' or ENDDATE = '19000101')
ORDER BY SECURITYID;
""")["SECURITYID"].unique().tolist()
return security_ids
def fd_basicinfo(security_ids=None, trade_dt=None): def fd_basicinfo(security_ids=None, trade_dt=None):
......
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