feat: support multiple manager when outputing high-score-fund

src/crud/query.py

@@ -0,0 +1,43 @@
+'''
+Desc:
+File: /query.py
+Project: crud
+File Created: Wednesday, 21st September 2022 10:54:27 pm
+Author: [email protected]
+-----
+Copyright (c) 2022 Camel Lu
+'''
+
+import sys
+sys.path.append('./src')
+from sqlalchemy.orm import Session
+from sqlalchemy import and_
+from models.fund import FundBase, FundQuarter
+from models.manager import ManagerAssoc
+from models.var import engine
+
+session = Session(engine)
+
+def query_high_score_funds(quarter_index):
+    words = ['%指数%', '%C', '%E', '%H%']
+    rule = and_(*[FundBase.fund_name.notlike(w) for w in words])
+    res =  session.query(FundQuarter,ManagerAssoc,FundBase).where(FundQuarter.fund_code == ManagerAssoc.fund_code).where(FundQuarter.fund_code == FundBase.fund_code).filter(FundQuarter.quarter_index == quarter_index, \
+    FundQuarter.morning_star_rating_5 >= 3, # 5年评级大于等于3
+    FundQuarter.morning_star_rating_3 == 5, # 3年评级等于5
+    FundQuarter.stock_position_total >= 50, # 股票仓位大于50
+    FundQuarter.stock_position_ten <= 60, # 十大股票仓位小于60
+    FundQuarter.risk_assessment_sharpby > 1, # 夏普比例大于1
+    FundQuarter.risk_rating_2 > 1, # 2年风险评级大于1
+    FundQuarter.risk_rating_3 > 1, # 3年风险评级大于1
+    FundQuarter.risk_rating_5 > 1, # 5年风险评级大于1
+    # ManagerAssoc.manager_start_date < last_year_date, # 至少任职该基金一年
+    FundQuarter.total_asset < 100, # 总规模资金小于100亿
+    ).filter(rule).all()
+    return res
+
+
+if __name__ == '__main__':
+    quarter_index = '2022-Q2'
+    fund_list = query_high_score_funds(quarter_index)
+    # print("fund_list",fund_list)
+

src/fund_strategy.py

@@ -7,36 +7,73 @@
 -----
 Copyright (c) 2021 Camel Lu
 '''
-
+from datetime import timedelta, date
 from utils.index import get_last_quarter_str, update_xlsx_file_with_insert
-from sql_model.fund_query import FundQuery
-from pprint import pprint
+from crud.query import query_high_score_funds
 import pandas as pd
 
-
-def output_high_score_funds(each_query=None, quarter_index=None):
+def output_high_score_funds(quarter_index=None):
     """
     输出高分基金
     """
-    if each_query == None:
-        each_query = FundQuery()
     if quarter_index == None:
         quarter_index = get_last_quarter_str()
     print("quarter_index", quarter_index)
-    high_score_funds = each_query.select_high_score_funds(
-        quarter_index=quarter_index)
-    columns_bk = ['代码', '名称', '季度', '总资产', '现任基金经理管理起始时间', '投资风格', '三月最大回撤', '六月最大回撤', '夏普比率', '阿尔法系数', '贝塔系数',
-                  'R平方', '标准差', '风险系数', '两年风险评级', '三年风险评级', '五年风险评级', '五年晨星评级', '三年晨星评级', '股票仓位', '十大持股仓位']
+    fund_list = query_high_score_funds(quarter_index)
+    funds_map = {}
+    for fund in fund_list:
+        fund_code = fund[0].fund_code
+        exist_fund = funds_map.get(fund_code)
+        if exist_fund:
+            exist_fund.append(fund)
+            funds_map[fund_code] = exist_fund
+        else:
+            funds_map[fund_code] = [fund]
+    high_score_funds = []
+    delta = timedelta(days=1 * 365)
+    date_now = date.today()
+    for fund_code, funds in funds_map.items():
+        fund_info = []
+        is_meet_manager_start_date = False
+        is_super_one = False
+        for fund_item in funds:
+            if is_meet_manager_start_date == False and date_now - delta > fund_item[1].manager_start_date:
+                is_meet_manager_start_date = True
+            if is_super_one == True:
+                fund_info[3] =  fund_info[3] + ",\n" + fund_item[1].manager.name
+                manager_start_date = fund_item[1].manager_start_date.strftime('%Y-%m-%d')
+                fund_info[4] =  fund_info[4] + ",\n" + manager_start_date
+            else:
+                is_super_one = True
+                fund_info.append(fund_item[0].fund_code)
+                fund_info.append(fund_item[0].fund.fund_name)
+                fund_info.append(fund_item[0].investname_style)
+                fund_info.append(fund_item[1].manager.name)
+                manager_start_date = fund_item[1].manager_start_date.strftime('%Y-%m-%d')
+                fund_info.append(manager_start_date)
+                fund_info.append(fund_item[0].fund.found_date)
+                fund_info.append(fund_item[0].morning_star_rating_3)
+                fund_info.append(fund_item[0].morning_star_rating_5)
+                fund_info.append(fund_item[0].risk_assessment_sharpby)
+                fund_info.append(fund_item[0].stock_position_total)
+                fund_info.append(fund_item[0].stock_position_ten)
+                fund_info.append(fund_item[0].risk_rating_2)
+                fund_info.append(fund_item[0].risk_rating_3)
+                fund_info.append(fund_item[0].risk_rating_5)
+                fund_info.append(fund_item[0].risk_statistics_alpha)
+                fund_info.append(fund_item[0].risk_statistics_beta)
+                fund_info.append(fund_item[0].risk_assessment_standard_deviation)
+                fund_info.append(fund_item[0].total_asset)
+                fund_info.append(fund_item[0].quarter_index)
+        if is_meet_manager_start_date:
+            high_score_funds.append(fund_info)
     columns = ['代码', '名称', '投资风格', '基金经理', '现任经理管理起始时间', '成立时间', '三年晨星评级', '五年晨星评级', '夏普比率', '股票仓位', '十大持股仓位',
                '两年风险评级', '三年风险评级', '五年风险评级', '阿尔法系数', '贝塔系数', '标准差', '总资产', '数据更新时间']
     df_high_score_funds = pd.DataFrame(high_score_funds, columns=columns)
-
     # pprint(df_high_score_funds)
-
     path = './outcome/数据整理/funds/high-score-funds.xlsx'
     update_xlsx_file_with_insert(path, df_high_score_funds, quarter_index)
 
 
 if __name__ == '__main__':
-    each_query = FundQuery()
-    output_high_score_funds(each_query)
+    output_high_score_funds()

src/models/fund.py

@@ -9,16 +9,27 @@
 '''
 import sys
 sys.path.append('./src')
+from sqlalchemy.orm import relationship
 
 from sqlalchemy import Table
 from models.var import prefix, ORM_Base, engine
 
-fund_table_base = prefix + 'base'
+fund_base_tablename = prefix + 'base'
+fund_quarter_tablename = prefix + 'quarter'
 
-fund_table = Table(fund_table_base, ORM_Base.metadata, autoload=True, autoload_with=engine)
+fund_base_table = Table(fund_base_tablename, ORM_Base.metadata, autoload=True, autoload_with=engine)
+fund_quarter_table = Table(fund_quarter_tablename, ORM_Base.metadata, autoload=True, autoload_with=engine)
 
-class Fund(ORM_Base):
-    __table__ = fund_table
+class FundBase(ORM_Base):
+    __table__ = fund_base_table
 
     def __repr__(self):
         return f"Fund Base(id={self.id!r}, name={self.fund_code!r}, manager_id={self.fund_name!r})"
+
+
+class FundQuarter(ORM_Base):
+    __table__ = fund_quarter_table
+    fund = relationship('FundBase', backref='fund_quarter')
+
+    def __repr__(self):
+        return f"Fund {fund_quarter_tablename}(id={self.id!r}, name={self.fund_code!r})"

src/sql_model/fund_query.py

@@ -105,46 +105,6 @@ def select_quarter_fund(self, page_start, page_limit):
             sql, [self.quarter_date, self.quarter_index, page_start, page_limit])    # 执行sql语句
         return self.cursor.fetchall()    # 获取查询的所有记录
 
-    def select_high_score_funds(self, *, quarter_index=None):
-        """获取高分基金池
-
-        Args:
-            quarter_index (string, optional): 查询季度. Defaults to None.
-
-        Returns:
-            []tuple: 高分基金池
-        """
-        last_year_time = time.localtime(time.time() - 365 * 24 * 3600)
-        last_year_date = time.strftime('%Y-%m-%d', last_year_time)
-
-        if quarter_index == None:
-            quarter_index = self.quarter_index
-        sql = "SELECT a.fund_code, b.fund_name, a.investname_style, c.name, a.manager_start_date, b.found_date, a.morning_star_rating_3, \
-           a.morning_star_rating_5, a.risk_assessment_sharpby, a.stock_position_total, a.stock_position_ten,\
-              a.risk_rating_2, a.risk_rating_3, a.risk_rating_5,\
-            a.risk_statistics_alpha, a.risk_statistics_beta, a.risk_assessment_standard_deviation,\
-            a.total_asset, a.quarter_index FROM fund_morning_quarter as a \
-            LEFT JOIN fund_morning_base AS b ON a.fund_code = b.fund_code \
-              LEFT JOIN fund_morning_manager AS c ON c.manager_id = a.manager_id \
-            WHERE b.fund_name NOT LIKE '%%C' AND b.fund_name NOT LIKE '%%E' AND b.fund_name NOT LIKE '%%H%%' AND b.fund_name NOT LIKE '%%指数%%'  \
-            AND a.quarter_index = %s AND a.total_asset < 100 AND \
-            a.morning_star_rating_5 >= 3 AND a.morning_star_rating_3 = 5 AND a.stock_position_total >= 50 AND a.stock_position_ten <= 60 \
-            AND a.risk_assessment_sharpby > 1 AND a.risk_rating_2 > 1 AND a.risk_rating_3 > 1 AND a.risk_rating_5 > 1 AND a.manager_start_date < %s \
-            ORDER BY a.risk_assessment_sharpby DESC, a.risk_statistics_alpha DESC;"
-        sql_bk = "SELECT a.fund_code, b.fund_name, a.quarter_index, a.total_asset , a.manager_start_date, \
-                    a.investname_style, a.three_month_retracement, a.june_month_retracement, a.risk_assessment_sharpby,\
-                    a.risk_statistics_alpha, a.risk_statistics_beta, a.risk_statistics_r_square, a.risk_assessment_standard_deviation,\
-                    a.risk_assessment_risk_coefficient, a.risk_rating_2, a.risk_rating_3, a.risk_rating_5, a.morning_star_rating_5,\
-                    a.morning_star_rating_3, a.stock_position_total, a.stock_position_ten FROM fund_morning_quarter as a \
-                    LEFT JOIN fund_morning_base AS b ON a.fund_code = b.fund_code \
-                    WHERE b.fund_name NOT LIKE '%%C' AND b.fund_name NOT LIKE '%%H' AND b.fund_name NOT LIKE '%%E'  AND a.quarter_index = %s AND \
-                    a.morning_star_rating_5 >= 3 AND a.morning_star_rating_3 = 5 AND a.stock_position_total >= 50 AND a.stock_position_ten <= 60 \
-                    AND a.risk_assessment_sharpby >1 AND a.risk_rating_2 > 1 AND a.risk_rating_3 > 1 AND a.risk_rating_5 > 1 AND a.manager_start_date < %s  \
-                    ORDER BY a.risk_assessment_sharpby DESC, a.risk_rating_5 DESC;"
-        self.cursor.execute(sql, [quarter_index, last_year_date])    # 执行sql语句
-        results = self.cursor.fetchall()    # 获取查询的所有记录
-        return results
-
     def select_certain_condition_funds(self, *, quarter_index=None, morning_star_rating_5=None, morning_star_rating_3=None, manager_start_date=None, stock_position_total=None, stock_position_ten=None, **rest_dicts):
         print("rest_dicts", rest_dicts)
         if quarter_index == None:

src/utils/index.py

@@ -254,13 +254,16 @@ def update_xlsx_file_with_insert(path, df_data, sheet_name, index = 0):
         if os.path.exists(path):
             writer = pd.ExcelWriter(path, engine='openpyxl')
             workbook = load_workbook(path)
+            if sheet_name in workbook.sheetnames:
+                del workbook[sheet_name]
             writer.book = workbook
             df_data.to_excel(
                     writer,  sheet_name=sheet_name)
             workbook = writer.book
             writer.sheets = {ws.title:ws for ws in workbook.worksheets}
-            del workbook[sheet_name]
             # workbook.remove(sheet_name)
+            del workbook[sheet_name]
+
             workbook._add_sheet(writer.sheets.get(sheet_name), index)
             writer.book = workbook