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finance/财报筛选/选股测试.ipynb
2025-01-15 18:43:23 +08:00

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{
"cells": [
{
"cell_type": "code",
"id": "initial_id",
"metadata": {
"collapsed": true,
"ExecuteTime": {
"end_time": "2025-01-15T09:42:10.585456Z",
"start_time": "2025-01-15T09:42:06.693869Z"
}
},
"source": [
"import pandas as pd\n",
"import loader as ld\n",
"\n",
"source_finance_df = ld.load_finance()\n",
"finance_df = pd.DataFrame()\n",
"finance_df[[\n",
" \"code\",\n",
" # 年份\n",
" \"year\",\n",
" # 股东权益合计(含少数股东权益)\n",
" \"total_stockholder_interest\",\n",
" # 净利润\n",
" \"net_income\",\n",
" # 总资产\n",
" \"total_assets\",\n",
" # 营业总收入\n",
" \"total_revenue\",\n",
" # 存货\n",
" \"inventories\",\n",
" # 应收账款\n",
" \"accounts_receivable\",\n",
" # 营业成本\n",
" \"operating_costs\",\n",
" # 营业利润\n",
" \"operating_profit\",\n",
" # 现金与现金等价物\n",
" \"cash\",\n",
" # 营业活动现金流量净值\n",
" \"operating_net_cash_flow\",\n",
"]] = source_finance_df[[\n",
" \"ts_code\",\n",
" \"end_date\",\n",
" \"total_hldr_eqy_inc_min_int\",\n",
" \"n_income\",\n",
" \"total_assets\",\n",
" \"total_revenue\",\n",
" \"inventories\",\n",
" \"accounts_receiv\",\n",
" \"oper_cost\",\n",
" \"operate_profit\",\n",
" \"money_cap\",\n",
" \"n_cashflow_act\",\n",
"]]"
],
"outputs": [],
"execution_count": 17
},
{
"metadata": {
"ExecuteTime": {
"end_time": "2025-01-15T09:45:06.335656Z",
"start_time": "2025-01-15T09:45:06.291888Z"
}
},
"cell_type": "code",
"source": [
"from selector import PeriodSelector\n",
"\n",
"filter_df = finance_df[(2010 < finance_df[\"year\"]) & (finance_df[\"year\"] < 2025)]\n",
"codes = filter_df[\"code\"].unique().tolist()\n",
"print(len(codes))\n",
"codes = PeriodSelector().select(codes, filter_df)\n",
"print(len(codes))"
],
"id": "26539ccd8ce0fb9e",
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"5715\n",
"4892\n"
]
}
],
"execution_count": 24
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 2
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"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython2",
"version": "2.7.6"
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"nbformat": 4,
"nbformat_minor": 5
}