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优化财报获取

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兰缘小妖
2025-01-14 22:48:14 +08:00
parent b78cc1dd23
commit a89c60227c
3 changed files with 246 additions and 127 deletions
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6
.idea/vcs.xml generated
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@@ -1,5 +1,11 @@
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22
财报筛选/loader.py Normal file
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@@ -0,0 +1,22 @@
import pandas as pd
finance_root = "C:\\Users\\lanyuanxiaoyao\\Documents\\Tushare"
def load_balance_sheet():
return pd.read_csv(f"{finance_root}\\财务报表\\资产负债表1990-2024.csv")
def load_income():
return pd.read_csv(f"{finance_root}\\财务报表\\利润表1990-2024.csv")
def load_cashflow():
return pd.read_csv(f"{finance_root}\\财务报表\\现金流量表1990-2024.csv")
def load_finance():
finance_df = load_balance_sheet()
finance_df = pd.merge(finance_df, load_income(), on=["ts_code", "end_date"])
finance_df = pd.merge(finance_df, load_cashflow(), on=["ts_code", "end_date"])
return finance_df

345
财报筛选/金字塔选股.ipynb
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@@ -6,8 +6,8 @@
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@@ -17,21 +17,23 @@
"ts_pro = ts.pro_api(token=\"64ebff4fa679167600b905ee45dd88e76f3963c0ff39157f3f085f0e\")"
],
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"cell_type": "code",
"source": [
"import loader as loader\n",
"\n",
"# 加载股票信息\n",
"stock_df = pd.read_csv(\"../材料/股票基础信息.csv\")\n",
"# 加载财报信息\n",
"source_finance_df = pd.read_csv(\"../temp/finance.csv\")\n",
"source_finance_df = loader.load_finance()\n",
"finance_df = pd.DataFrame()\n",
"finance_df[[\n",
" \"code\",\n",
@@ -74,13 +76,13 @@
],
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"execution_count": 3
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@@ -91,16 +93,25 @@
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" year net_income\n",
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"25657 2019 5.077704e+08\n",
"29113 2020 5.449616e+08\n",
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"25082 2013 1.024329e+08\n",
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" <th>25082</th>\n",
" <td>2013</td>\n",
" <td>1.024329e+08</td>\n",
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" <th>28480</th>\n",
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" <td>1.138340e+08</td>\n",
" </tr>\n",
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" <td>1.936414e+08</td>\n",
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" <th>47465</th>\n",
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" <td>3.592014e+08</td>\n",
" </tr>\n",
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" <th>25657</th>\n",
" <th>51158</th>\n",
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" <td>5.077704e+08</td>\n",
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"execution_count": 16,
"metadata": {},
"output_type": "execute_result"
}
],
"execution_count": 196
"execution_count": 16
},
{
"metadata": {
"ExecuteTime": {
"end_time": "2025-01-14T14:25:22.482926Z",
"start_time": "2025-01-14T14:25:22.476830Z"
}
},
"cell_type": "code",
"source": "df[:100][\"code\"]",
"id": "32b5b4778985afaa",
"outputs": [
{
"data": {
"text/plain": [
"2393 600519.SH\n",
"323 000858.SZ\n",
"3238 603688.SH\n",
"144 000568.SZ\n",
"2336 600438.SH\n",
" ... \n",
"3318 603871.SH\n",
"2542 600702.SH\n",
"1166 002801.SZ\n",
"1227 002867.SZ\n",
"1754 300487.SZ\n",
"Name: code, Length: 100, dtype: object"
]
},
"execution_count": 17,
"metadata": {},
"output_type": "execute_result"
}
],
"execution_count": 17
},
{
"metadata": {