requirements update

installwindpy.bat

@@ -0,0 +1 @@
+D:\Anaconda3\envs\windpyplus\python.exe "C:\Wind\Wind.NET.Client\WindNET\bin\installWindPy.py" "C:\Wind\Wind.NET.Client\WindNET"

requirements_dev.txt

@@ -1,4 +1,5 @@
-pip==8.1.2
+pip>=8.1.2
+pandas>=0.20.3
 bumpversion==0.5.3
 wheel==0.29.0
 watchdog==0.8.3
@@ -8,4 +9,3 @@ coverage==4.1
 Sphinx==1.4.8
 cryptography==1.7
 PyYAML==3.11
-

tests.py

@@ -0,0 +1,19 @@
+# test scripts in project
+
+
+import pandas as pd 
+
+
+from WindPy import w 
+w.start()
+
+from windpyplus.utils.tradedate import tradedate
+from windpyplus.fundamental.performanceExpress import performance_express
+from windpyplus.fundamental.financialReport import financial_report
+from windpyplus.stockSector.StockSector import allAstock
+
+allstocks = list(allAstock().index.values)
+print(allstocks)
+print(tradedate())
+#print(performance_express(allstocks))
+#print(financial_report(allstocks))

windpyplus/Scripts/activate

@@ -0,0 +1,2 @@
+#!/usr/bin/env bash 
+source D:\Anaconda3\Scripts\activate "$@"

windpyplus/Scripts/activate.bat

@@ -0,0 +1,2 @@
+@echo off
+call "D:\Anaconda3\Scripts\activate" %*

windpyplus/Scripts/conda

@@ -0,0 +1,2 @@
+#!/usr/bin/env bash 
+D:\Anaconda3\Scripts\conda.exe "$@"

windpyplus/Scripts/conda.bat

@@ -0,0 +1,2 @@
+@echo off
+call "D:\Anaconda3\Scripts\conda" %*

windpyplus/Scripts/deactivate

@@ -0,0 +1,2 @@
+#!/usr/bin/env bash 
+source D:\Anaconda3\Scripts\deactivate "$@"

windpyplus/Scripts/deactivate.bat

@@ -0,0 +1,2 @@
+@echo off
+call "D:\Anaconda3\Scripts\deactivate" %*

windpyplus/__init__.py

@@ -2,6 +2,7 @@
 
 """Top-level package for windpyplus."""
 
-__author__ = """rome peng"""
+__author__ = "rome peng"
 __email__ = 'romepeng@outlook.com'
 __version__ = '0.1.0'
+

windpyplus/concept/foreCast.py

@@ -0,0 +1,25 @@
+#from windpyplus.utils import WindPyStart
+from windpyplus.utils.tradedate import tradedate
+from windpyplus.stockPool.mystocks import stocklists
+from windpyplus.stockPool.bigquantstocks import bqstocks
+from windpyplus.utils.convertToWindCode import convertBQCode
+
+def foreCastWind(stocklists):
+	data = w.wss(stocklists, 
+		"sec_name,profitnotice_style,profitnotice_change,profitnotice_lasteps,profitnotice_changemax,profitnotice_changemin,profitnotice_date,profitnotice_abstract,",
+		"rptDate=20170630;unit=1")
+	df = pd.DataFrame(data.Data, columns=data.Codes, index=data.Fields).T
+	df = df[df['PROFITNOTICE_CHANGEMIN'] > -10]
+	df = df.sort_values(by= 'PROFITNOTICE_DATE', ascending=False)
+	print(df)
+	return df
+
+if __name__ == '__main__':
+	stocklists = convertBQCode(bqstocks)
+	df = foreCastWind(stocklists)
+	from dfToExcel import dftoSameWorkbook, dfToExcel
+	#from StockSector import MSCIAStock
+	from StockSector import allAstock, MSCIAStock, allMainBoardStock
+	mscistocks = MSCIAStock().index.values
+	dfToExcel(df, "foreCastWind_bqstocks")
+	#dfToExcel(foreCastWind(mscistocks), "foreCastWind_MSCIAStock")

windpyplus/concept/sector.py

@@ -0,0 +1,21 @@
+import pandas as pd
+from windpyplus.utils.tradedate import tradedate
+from WindPy import w
+w.start()
+
+def Concept(stocklists):
+    data = w.wss(stocklists,"sec_name,concept","tradeDate="+ tradedate(0)[1] )
+    df = pd.DataFrame(data.Data, columns=data.Codes, index=data.Fields).T
+    return df
+
+def Industry(stocklists):
+    data = w.wss(stocklists,"sec_name,industry_gics,industry_citic,industry_sw","industryType=1;tradeDate="+ tradedate(0)[1] )
+    df = pd.DataFrame(data.Data, columns=data.Codes, index=data.Fields).T
+    return df
+
+if __name__ == '__main__':
+	from windpyplus.stockPool.mystocks import stocklists
+	print(Concept(stocklists))
+	print(Industry(stocklists))
+
+

windpyplus/fundamental/IForcast.py

@@ -0,0 +1,31 @@
+import pandas as pd
+from windpyplus.utils.tradedate import tradedate
+from datetime import datetime
+from WindPy import w 
+w.start()
+
+def iForecast(code, startdate = tradedate(180)[0], year = datetime.strptime(tradedate(0)[1],"%Y-%m-%d").year):
+    data = w.wset("institutionforecasts", "year=" + str(year), "startdate=" +startdate, "windcode=" +code ,"orgname=all")
+    #print(data)
+    df = pd.DataFrame(data.Data, index= data.Fields, columns=data.Codes).T
+    #print(df.head())
+    df = df.sort_values(by ='last_rating_date', ascending = False)
+    return df
+
+def stockWest(code,startdate = tradedate(180)[0], year = datetime.strptime(tradedate(0)[1],"%Y-%m-%d").year):
+    data = w.wset("stockwest",
+        "startdate=" + startdate, "windcode=" + code ,"orgname=全部",
+        "field=date,organization,researcher,epsa0,epse1,epse2,epse3,netprofita0,netprofite1,netprofite2,netprofite3,incomea0,incomee1,incomee2,incomee3")
+    #print(data)
+    df = pd.DataFrame(data.Data, index= data.Fields, columns=data.Codes).T
+    df = df.sort_values(by ='date', ascending = False)
+    return df
+
+if __name__ == '__main__':
+    df = iForecast('000333.SZ')
+
+    print(df)
+    from windpyplus.utils.dfToExcel import dfToExcel
+    dfToExcel(df, "iForecast_code")
+    df = stockWest('002139.sz')
+    print(df)

windpyplus/fundamental/financialReport.py

@@ -0,0 +1,18 @@
+import pandas as pd 
+
+from WindPy import w 
+w.start()
+
+from ..utils.tradedate import tradedate
+
+def financial_report(stocks, rptdate='20170630'):
+	data = w.wss(stocks, "sec_name,industry_sw,ev,val_pe_deducted_ttm,pb_lf,gr_ttm,deductedprofit_ttm,eps_ttm,ocfps_ttm,eps_exdiluted2,bps_new,stm_issuingdate,stm_predict_issuingdate",
+		"industryType=1;unit=1;tradeDate=" + tradedate(0)[-1], "rptDate=" + rptdate,"currencyType=")
+	df = pd.DataFrame(data.Data, columns=data.Codes, index=data.Fields).T
+	df = df.dropna()
+	df = df.sort_values(by='STM_ISSUINGDATE', ascending=False)
+	print(len(df))
+	return df
+
+def financial_fastrep(stocks,rptdate='20170630'):
+	pass

windpyplus/fundamental/foreCastWind.py

@@ -0,0 +1,27 @@
+import pandas as pd
+from datetime import datetime, date, timedelta
+from windpyplus.utils.tradedate import tradedate
+from WindPy import w
+w.start()
+
+def foreCastWind(stocklists, reportDate = '20170930'):  
+    data = w.wss(stocklists, 
+        "sec_name,profitnotice_style,profitnotice_lasteps,profitnotice_changemax,profitnotice_changemin,profitnotice_date,profitnotice_abstract,profitnotice_netprofitmin,profitnotice_netprofitmax,",
+        "rptDate=" + str(reportDate))
+    # stm_predict_issuingdate
+    df = pd.DataFrame(data.Data, columns=data.Codes, index=data.Fields).T
+    #df = df[df['PROFITNOTICE_CHANGEMIN'] > -10]
+    #df['PROFITNOTICE_NETPROFITMEAN'] = 0.5*(df['PROFITNOTICE_CHANGEMIN'] + df['PROFITNOTICE_NETPROFITMAX'])
+    # PROFITNOTICE_DATE,  STM_PREDICT_ISSUINGDATE
+    df = df[df['PROFITNOTICE_DATE'] > (datetime.now() + timedelta(days=-150))]
+    df = df.sort_values(by= 'PROFITNOTICE_DATE', ascending=False)
+    df['PROFITNOTICE_CHANGEMEAN'] = 0.5*(df['PROFITNOTICE_CHANGEMIN'] + df['PROFITNOTICE_CHANGEMAX'])
+    df['PROFITNOTICE_DATE'] =  df['PROFITNOTICE_DATE'].apply(lambda x: x.date())
+    #df['STM_PREDICT_ISSUINGDATE'] = df['STM_PREDICT_ISSUINGDATE'].apply(lambda x:x.date())
+    print(df[df['PROFITNOTICE_DATE'] == date.today()])
+    print('NUM of PROFITNOTICE LIST :{}'.format(len(df)))
+    return df
+
+
+
+

windpyplus/fundamental/ftpsync.settings

@@ -0,0 +1,86 @@
+{
+	// HELP / INFO moved to bottom
+	// Remove "//" to uncomment settings directive
+
+	"default": {
+
+		"host": "191.181.35.67",
+		"username": "root",  // or null for anonymous login
+		"password": "null",
+		"path": "/root/.tushareplus/",
+
+		"upload_on_save": true, // set *false* if you do not want to upload on save!
+
+		"port": 26873,
+		// "tls": false,
+		// "timeout": 30, // [seconds]
+
+		// "passive": true,
+		// "download_on_open": false,
+		// "overwrite_newer_prevention": true,
+		// "default_folder_permissions": "755",
+		// "default_upload_permissions": null, // null = no action taken
+		// "time_offset": 0, // [seconds]
+		// "always_sync_local_permissions": true,
+
+		// Value "auto" = use UTF-8 if availible (FEAT: UTF8), otherwise use local
+		// "encoding": "auto",
+
+		// Trade small performance impact for more stable and secure transfer (old file is intact until the download is finished)
+		// "use_tempfile": true,
+
+		// Regular expression, recommending using \b in general and /.../ for folders to avoid matching substrings
+		// "ignore": "",
+
+		// Can be used for increase of performance or to allow build scripts to finish
+		// "upload_delay": 0, // [seconds]
+
+		// Only if the server has MFMT extension installed
+		// "set_remote_lastmodified": true,
+
+		// Chmod value for files newly downloaded by FTPSync
+		//   "auto" = same as on server
+		//   null = no action taken
+		//   "0644" = example for direct value
+		// "default_local_permissions": "auto",
+
+		// List of lists with pathnames and filenames to folders to be watched for change in between delay (upload_delay)
+		//   example: after_save_watch: [ [ "code/assets/css", "*.css" ], [ "code/assets/", "*.jpg, *.png, *.gif" ] ]
+		//   used only in conjunction with upload_on_save and upload_delay **
+		// For more info see https://github.com/NoxArt/SublimeText2-FTPSync/wiki/Why-and-how-to-use-afterwatch
+		// "after_save_watch": [],
+
+	}
+
+	// ------ INFO ----------------------------------------------------------------------
+
+	// Index page
+	// --- https://github.com/NoxArt/SublimeText2-FTPSync/
+
+	// For settings description see:
+	// --- https://github.com/NoxArt/SublimeText2-FTPSync/wiki/All-settings
+
+	// For more info see:
+	// --- https://github.com/NoxArt/SublimeText2-FTPSync/wiki/_pages
+
+	// Want to ask? Report a bug?
+	// --- Hit: https://github.com/NoxArt/SublimeText2-FTPSync/issues/new
+
+
+	// ** Commas **
+
+	// from now on extra commas are allowed and recommended
+
+	// ** Comments **
+
+	// The "//" are so called "comments", all text after it is ignored,
+	// they are used for notes or deactivating an entry
+
+	// Non-basic settings are deactivated and default options specified in the global settings file,
+	// that is $packages$/FTPSync/ftpsync.sublime-settings (where $packages$ is a path where Sublime
+	// keeps packages in your Operating System) accessible via Preferences > Package Settings > FTPSync
+	// Use Settings - User to override the global defaults
+
+	// More info about Sublime Text 2 settings on http://www.sublimetext.com/docs/2/settings.html
+
+}

windpyplus/fundamental/fundamentalWind.py

@@ -0,0 +1,91 @@
+from WindPy import w
+w.start()
+import pandas as pd
+import subprocess
+
+from ..utils.tradedate import tradedate
+from ..utils import remind as rm
+
+def financialDataWind(stocklists):
+    field = ["sec_name,roe_avg,roe_basic,roe_diluted,roe_deducted,roe_exbasic,roa2,roic,netprofitmargin,grossprofitmargin,deductedprofittoprofit,ocftocf,ocftosales,debttoassets,deducteddebttoassets,current,quick,cashtocurrentdebt,longdebttodebt,arturn,faturn,yoy_tr,yoy_or,yoyprofit,yoynetprofit,yoynetprofit_deducted,yoyocf,yoyroe,yoy_equity,tot_oper_rev,net_profit_is,tot_profit,np_belongto_parcomsh,net_cash_flows_oper_act"]
+    data = w.wss(stocklists, field, "rptDate=20161231;unit=1;rptType=1")
+    df = pd.DataFrame(data.Data, columns=data.Codes, index=data.Fields).T
+    print(df.head())
+    return df
+
+def dfToExcel(df, filename):
+    df.to_excel("D:/Stock/tushare/" + str(filename) + ".xlsx", sheet_name = tradedate(0)[-1])
+    print(" df to_excel filename .")
+    pass
+
+def ROE_filter(stocklists, ROE_limit = 7.0):
+    df = financialDataWind(stocklists)
+    #df = df[(df['ROA2'] > 7.0)  & (df['ROE_DEDUCTED'] > ROE_limit)]
+    df = df[df['ROE_DEDUCTED'] > ROE_limit]
+    print("ROE > " + str(ROE_limit) + " Num:  {} ".format(len(df)))
+    return df.index.values
+
+def netProfit_filter(stocklists, netProfit_limit = 1.0e+8):
+    df = financialTTM(stocklists)
+    df = df[df['DEDUCTEDPROFIT_TTM'] > netProfit_limit]
+    print("DEDUCTEDPROFIT_TTM > " + str(netProfit_limit) + " Num:  {} ".format(len(df)))
+    return df.index.values
+
+def DB_filter(stocklists, DB_limit = 0.75):
+    df = financialDataWind(stocklists)
+    df = df[df['NP_BELONGTO_PARCOMSH'] < DB_limit]
+    print("NP_BELONGTO_PARCOMSH > " + str(netProfit_limit) + " Num:  {} ".format(len(df)))
+    return df.index.values
+
+def cashFlow_filter(stocklists, cashFlow_percent = 0.95):
+    df = financialTTM(stocklists)
+    df = df[df['OCFPS_TTM'] > cashFlow_percent*df['EPS_TTM']]
+    print("OCFPS_TTM'> " + str(cashFlow_percent) + "*EPS_TTM   Num:  {} ".format(len(df)))
+    return df.index.values
+
+def financialTTM(stocklists):
+    data = w.wss(stocklists, "gr_ttm,or_ttm,profit_ttm,netprofit_ttm,deductedprofit_ttm,operatecashflow_ttm,cashflow_ttm,eps_ttm,ocfps_ttm,orps_ttm,cfps_ttm","unit=1; tradeDate=" + str(tradedate(0)[1]) + ";year=2016")
+    df = pd.DataFrame(data.Data, columns=data.Codes, index=data.Fields).T
+    return df
+
+def growth(stocklists, reportDate= "20161231"):
+    data = w.wss(stocklists, "yoyeps_basic,yoyeps_diluted,yoyocfps,yoy_tr,yoy_or,yoyop,yoyop2,yoyebt,yoyprofit,yoynetprofit,yoynetprofit_deducted,yoyocf,yoyroe,yoy_cash,yoy_equity,yoycf,yoydebt,yoy_assets","rptDate=" + str(reportDate) +";rptType=1")
+    df = pd.DataFrame(data.Data, columns=data.Codes, index=data.Fields).T
+    return df
+
+def growth_filter(stocklists, growth_min = 6):
+    df_1Y = growth(stocklists, "20161231")
+    df_1Y = df_1Y[df_1Y['YOYNETPROFIT_DEDUCTED'] > growth_min]
+    df_2Y = growth(stocklists, "20151231")
+    df_2Y = df_2Y[df_2Y['YOYNETPROFIT_DEDUCTED'] > 0]
+    df_N = growth(stocklists, "20170331")
+    df_N = df_N[df_N['YOYNETPROFIT_DEDUCTED'] > 2*growth_min]
+    stocks = [s for s in df_2Y.index if s in df_1Y.index]
+    stocks = [s for s in df_N.index if s in stocks]
+    print("YOYNETPROFIT_DEDUCTED'> " + str(growth_min) + " Num:  {} ".format(len(stocks)))
+    return stocks
+
+def multi_filter(stocklists,ROE_limit=8, growth_min=15, netProfit_limit=1.0e+8):
+    roe_list = ROE_filter(stocklists, 8) 
+    #cashflow_list = cashFlow_filter(stocklists)
+    growth_list = growth_filter(stocklists, 15)
+    netProfit_list = netProfit_filter(stocklists)
+    #result_list = [s for s in roe_list if s in cashflow_list]
+    result_list = [ s for s in roe_list if s in growth_list]
+    result_list = [s for s in result_list if s in netProfit_list]
+    print("ROE>8, growth>15, netProfit>1.0e+8" + "Num: {} ".format(len(result_list)))
+    return result_list
+
+if __name__ == '__main__':
+    from windpyplus.stockPool.mystocks import stocklists
+    print(stocklists)
+    from windpyplus.stockSector.StockSector import HKToChina
+    stocklists = HKToChina()
+    len(financialDataWind(stocklists))
+    print(ROE_filter(stocklists, 8))
+    #print(netProfit_filter(stocklists, 1.5e+8))
+    #print(financialTTM(stocklists))
+    print(cashFlow_filter(stocklists))
+    print(growth_filter(stocklists, 5))
+    print(multi_filter(stocklists))
+