import pandas as pd class Selector: def select(self, codes: [str], df: pd.DataFrame) -> [str]: return codes class Strategy: def __init__(self, selectors: [Selector]): self.selectors = selectors def select(self, codes: [str], df: pd.DataFrame) -> [str]: return list(map(lambda code: self.selectors.select(code, df), codes)) class PeriodSelector(Selector): def __init__(self, period: int = 5): self.__period = period def select(self, codes: [str], df: pd.DataFrame) -> [str]: size_df = df.groupby("code").size() return list(filter(lambda code: size_df[code] > self.__period, codes)) class PyramidSelector(Selector): def select(self, codes: [str], df: pd.DataFrame) -> [str]: target_df = df[df["code"].isin(codes)] target_df["score"] = 0 group_df = target_df.groupby("code") target_df["prev_total_stockholder_interest"] = group_df["total_stockholder_interest"].shift(1) target_df["roe"] = target_df["net_income"] / ((target_df["prev_total_stockholder_interest"] + target_df["total_stockholder_interest"]) / 2) target_df["average_roe"] = target_df["roe"].mean() target_df[target_df["average_roe"] >= 35] = target_df["score"] + 550 target_df[(target_df["average_roe"] < 35) & (target_df["average_roe"] >= 30)] = target_df["score"] + 500 target_df[(target_df["average_roe"] < 30) & (target_df["average_roe"] >= 25)] = target_df["score"] + 450 target_df[(target_df["average_roe"] < 25) & (target_df["average_roe"] >= 15)] = target_df["score"] + 300 target_df[(target_df["average_roe"] < 15) & (target_df["average_roe"] >= 10)] = target_df["score"] + 250 target_df["prev_total_assets"] = group_df["total_assets"].shift(1) target_df["roa"] = target_df["net_income"] / ((target_df["prev_total_assets"] + target_df["total_assets"]) / 2) return super().select(codes, df)