feat: 增加新的财务指标采集模式

leopard-server/src/main/java/com/lanyuanxiaoyao/leopard/server/helper/NumberHelper.java

@@ -30,4 +30,25 @@ public class NumberHelper {
     var result = parseDouble(value);
     return ObjectUtil.isNull(result) ? null : ifSuccess.apply(result);
   }
+
+  public static Double safePlus(Double a, Double b) {
+    if (ObjectUtil.isNull(a) || ObjectUtil.isNull(b)) {
+      return null;
+    }
+    return a + b;
+  }
+
+  public static Double safeMinus(Double a, Double b) {
+    if (ObjectUtil.isNull(a) || ObjectUtil.isNull(b)) {
+      return null;
+    }
+    return a - b;
+  }
+
+  public static Double safeDiv(Double a, Double b) {
+    if (ObjectUtil.isNull(a) || ObjectUtil.isNull(b) || b == 0) {
+      return null;
+    }
+    return NumberUtil.div(a, b, 4);
+  }
 }

leopard-server/src/main/java/com/lanyuanxiaoyao/leopard/server/service/TuShareService.java

@@ -3,9 +3,11 @@ package com.lanyuanxiaoyao.leopard.server.service;
 import cn.hutool.core.util.StrUtil;
 import cn.hutool.http.HttpUtil;
 import com.fasterxml.jackson.annotation.JsonProperty;
+import com.fasterxml.jackson.core.JsonProcessingException;
 import com.fasterxml.jackson.databind.ObjectMapper;
 import java.time.LocalDate;
 import java.time.format.DateTimeFormatter;
+import java.util.ArrayList;
 import java.util.HashMap;
 import java.util.List;
 import java.util.Map;
@@ -224,6 +226,24 @@ public class TuShareService {
     return tuShareResponse;
   }
 
+  public List<Map<String, String>> request(String api, Map<String, Object> params, List<String> fields) throws JsonProcessingException {
+    var response = HttpUtil.post(API_URL, buildRequest(api, params, fields));
+    var tuShareResponse = mapper.readValue(response, TuShareResponse.class);
+    if (tuShareResponse.code != 0) {
+      throw new RuntimeException(tuShareResponse.message);
+    }
+    var data = tuShareResponse.data;
+    var result = new ArrayList<Map<String, String>>();
+    for (var item : data.items) {
+      var map = new HashMap<String, String>();
+      for (int i = 0; i < data.fields.size(); i++) {
+        map.put(data.fields.get(i), item.get(i));
+      }
+      result.add(map);
+    }
+    return result;
+  }
+
   public record TuShareResponse(
     Integer code,
     @JsonProperty("msg")

leopard-server/src/main/java/com/lanyuanxiaoyao/leopard/server/service/task/UpdateFinanceIndicatorNode.java

@@ -0,0 +1,174 @@
+package com.lanyuanxiaoyao.leopard.server.service.task;
+
+import com.lanyuanxiaoyao.leopard.core.entity.FinanceIndicator;
+import com.lanyuanxiaoyao.leopard.core.entity.Stock;
+import com.lanyuanxiaoyao.leopard.core.repository.FinanceIndicatorRepository;
+import com.lanyuanxiaoyao.leopard.core.repository.StockRepository;
+import com.lanyuanxiaoyao.leopard.server.helper.NumberHelper;
+import com.lanyuanxiaoyao.leopard.server.service.TaskService;
+import com.lanyuanxiaoyao.leopard.server.service.TuShareService;
+import com.yomahub.liteflow.annotation.LiteflowComponent;
+import java.time.LocalDate;
+import java.util.List;
+import java.util.Map;
+import java.util.stream.Collectors;
+import lombok.extern.slf4j.Slf4j;
+
+@Slf4j
+@LiteflowComponent("update_finance_indicators")
+public class UpdateFinanceIndicatorNode extends TaskNodeComponent {
+  private final FinanceIndicatorRepository financeIndicatorRepository;
+  private final StockRepository stockRepository;
+
+  private final TuShareService tuShareService;
+
+  protected UpdateFinanceIndicatorNode(TaskService taskService, FinanceIndicatorRepository financeIndicatorRepository, StockRepository stockRepository, TuShareService tuShareService) {
+    super(taskService);
+    this.financeIndicatorRepository = financeIndicatorRepository;
+    this.stockRepository = stockRepository;
+    this.tuShareService = tuShareService;
+  }
+
+  @Override
+  public void process() throws Exception {
+    var stocks = stockRepository.findAll();
+    var currentYear = LocalDate.now().getYear();
+    for (int year = 1990; year < currentYear; year++) {
+      var balances = tuShareService.request(
+        "balancesheet_vip",
+        Map.of("period", LocalDate.of(year, 12, 31).format(TuShareService.TRADE_FORMAT)),
+        List.of(
+          "ts_code",
+          "total_share",
+          "cap_rese",
+          "surplus_rese",
+          "undistr_porfit",
+          "cash_reser_cb",
+          "accounts_receiv_bill",
+          "accounts_pay",
+          "inventories",
+          "goodwill",
+          "total_cur_assets",
+          "total_nca",
+          "total_cur_liab",
+          "total_ncl",
+          "total_liab",
+          "total_hldr_eqy_inc_min_int",
+          "total_assets"
+        )
+      );
+      var balancesMap = balances.stream().collect(Collectors.toMap(balance -> balance.get("ts_code"), balance -> balance));
+      var incomes = tuShareService.request(
+        "income_vip",
+        Map.of("period", LocalDate.of(year, 12, 31).format(TuShareService.TRADE_FORMAT)),
+        List.of(
+          "ts_code",
+          "total_revenue",
+          "total_cogs",
+          "operate_profit",
+          "oper_exp",
+          "n_income"
+        )
+      );
+      var incomesMap = incomes.stream().collect(Collectors.toMap(income -> income.get("ts_code"), income -> income));
+      var cashFlows = tuShareService.request(
+        "cashflow_vip",
+        Map.of("period", LocalDate.of(year, 12, 31).format(TuShareService.TRADE_FORMAT)),
+        List.of(
+          "n_cashflow_act",
+          "n_cashflow_inv_act",
+          "n_cash_flows_fnc_act"
+        )
+      );
+      var cashFlowsMap = cashFlows.stream().collect(Collectors.toMap(cashFlow -> cashFlow.get("ts_code"), cashFlow -> cashFlow));
+      var finaIndicators = tuShareService.request(
+        "fina_indicator_vip",
+        Map.of("period", LocalDate.of(year, 12, 31).format(TuShareService.TRADE_FORMAT)),
+        List.of(
+          "ca_to_assets",
+          "nca_to_assets",
+          "currentdebt_to_debt",
+          "longdeb_to_debt",
+          "current_ratio",
+          "quick_ratio",
+          "ar_turn",
+          "arturn_days",
+          "inv_turn",
+          "invturn_days",
+          "fa_turn",
+          "assets_turn",
+          "roe_dt",
+          "roa",
+          "roa_dp",
+          "total_revenue_ps"
+        )
+      );
+      var finaIndicatorsMap = finaIndicators.stream().collect(Collectors.toMap(finaIndicator -> finaIndicator.get("ts_code"), finaIndicator -> finaIndicator));
+
+      for (Stock stock : stocks) {
+        var balance = balancesMap.get(stock.getCode());
+        var income = incomesMap.get(stock.getCode());
+        var cashFlow = cashFlowsMap.get(stock.getCode());
+        var finaIndicator = finaIndicatorsMap.get(stock.getCode());
+        var indicator = new FinanceIndicator();
+        indicator.setStock(stock);
+        indicator.setYear(year);
+        indicator.setTotalAssets(NumberHelper.parseDouble(balance.get("total_assets")));
+        indicator.setTotalShareCapital(NumberHelper.parseDouble(balance.get("total_share")));
+        indicator.setCapitalSurplus(NumberHelper.parseDouble(balance.get("cap_rese")));
+        indicator.setSurplusReserve(NumberHelper.parseDouble(balance.get("surplus_rese")));
+        indicator.setUndistributedProfit(NumberHelper.parseDouble(balance.get("undistr_porfit")));
+        indicator.setCashAndCashEquivalents(NumberHelper.parseDouble(balance.get("cash_reser_cb")));
+        indicator.setCashAndCashEquivalentsToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getCashAndCashEquivalents(), indicator.getTotalAssets()));
+        indicator.setAccountsReceivable(NumberHelper.parseDouble(balance.get("accounts_receiv_bill")));
+        indicator.setAccountsReceivableToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getAccountsReceivable(), indicator.getTotalAssets()));
+        indicator.setAccountsPayable(NumberHelper.parseDouble(balance.get("accounts_pay")));
+        indicator.setAccountsPayableToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getAccountsPayable(), indicator.getTotalAssets()));
+        indicator.setInventory(NumberHelper.parseDouble(balance.get("inventories")));
+        indicator.setInventoryToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getInventory(), indicator.getTotalAssets()));
+        indicator.setGoodwill(NumberHelper.parseDouble(balance.get("goodwill")));
+        indicator.setGoodwillToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getGoodwill(), indicator.getTotalAssets()));
+        indicator.setCurrentAssets(NumberHelper.parseDouble(balance.get("total_cur_assets")));
+        indicator.setCurrentAssetsToTotalAssetsRatio(NumberHelper.parseDouble(finaIndicator.get("ca_to_assets")));
+        indicator.setFixedAssets(NumberHelper.parseDouble(balance.get("total_nca")));
+        indicator.setFixedAssetsToTotalAssetsRatio(NumberHelper.parseDouble(finaIndicator.get("nca_to_assets")));
+        indicator.setTotalLiabilities(NumberHelper.parseDouble(balance.get("total_liab")));
+        indicator.setCurrentLiabilities(NumberHelper.parseDouble(balance.get("total_cur_liab")));
+        indicator.setCurrentLiabilitiesToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getCurrentLiabilities(), indicator.getTotalAssets()));
+        indicator.setCurrentLiabilitiesToTotalLiabilitiesRatio(NumberHelper.parseDouble(finaIndicator.get("currentdebt_to_debt")));
+        indicator.setLongTermLiabilities(NumberHelper.parseDouble(balance.get("total_ncl")));
+        indicator.setLongTermLiabilitiesToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getLongTermLiabilities(), indicator.getTotalAssets()));
+        indicator.setLongTermLiabilitiesToTotalLiabilitiesRatio(NumberHelper.parseDouble(finaIndicator.get("longdeb_to_debt")));
+        indicator.setLiabilitiesToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getTotalLiabilities(), indicator.getTotalAssets()));
+        indicator.setShareholdersEquity(NumberHelper.parseDouble(balance.get("total_hldr_eqy_inc_min_int")));
+        indicator.setShareholdersEquityToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getShareholdersEquity(), indicator.getTotalAssets()));
+        indicator.setOperatingRevenue(NumberHelper.parseDouble(income.get("total_revenue")));
+        indicator.setOperatingCost(NumberHelper.parseDouble(income.get("total_cogs")));
+        indicator.setOperatingProfit(NumberHelper.parseDouble(income.get("operate_profit")));
+        indicator.setOperatingExpenses(NumberHelper.parseDouble(income.get("oper_exp")));
+        indicator.setNetProfit(NumberHelper.parseDouble(income.get("n_income")));
+        indicator.setCashFlowFromOperatingActivities(NumberHelper.parseDouble(cashFlow.get("n_cashflow_act")));
+        indicator.setCashFlowFromInvestingActivities(NumberHelper.parseDouble(cashFlow.get("n_cashflow_inv_act")));
+        indicator.setCashFlowFromFinancingActivities(NumberHelper.parseDouble(cashFlow.get("n_cash_flows_fnc_act")));
+        indicator.setCurrentRatio(NumberHelper.parseDouble(finaIndicator.get("current_ratio")));
+        indicator.setQuickRatio(NumberHelper.parseDouble(finaIndicator.get("quick_ratio")));
+        indicator.setAccountsReceivableTurnover(NumberHelper.parseDouble(finaIndicator.get("ar_turn")));
+        indicator.setDaysAccountsReceivableTurnover(NumberHelper.parseDouble(finaIndicator.get("arturn_days")));
+        indicator.setInventoryTurnover(NumberHelper.parseDouble(finaIndicator.get("inv_turn")));
+        indicator.setDaysInventoryTurnover(NumberHelper.parseDouble(finaIndicator.get("invturn_days")));
+        indicator.setFixedAssetsTurnover(NumberHelper.parseDouble(finaIndicator.get("fa_turn")));
+        indicator.setDaysFixedAssetsTurnover(NumberHelper.safeDiv(360.0, indicator.getFixedAssetsTurnover()));
+        indicator.setTotalAssetsTurnover(NumberHelper.parseDouble(finaIndicator.get("assets_turn")));
+        indicator.setDaysTotalAssetsTurnover(NumberHelper.safeDiv(360.0, indicator.getTotalAssetsTurnover()));
+        indicator.setReturnOnEquity(NumberHelper.parseDouble(finaIndicator.get("roe_dt")));
+        indicator.setReturnOnAssets(NumberHelper.parseDouble(finaIndicator.get("roa")));
+        indicator.setOperatingGrossProfitMargin(NumberHelper.safeDiv(NumberHelper.safeMinus(indicator.getOperatingRevenue(), indicator.getOperatingCost()), indicator.getOperatingRevenue()));
+        indicator.setOperatingProfitMargin(NumberHelper.safeDiv(indicator.getOperatingProfit(), indicator.getOperatingRevenue()));
+        indicator.setOperatingSafetyMarginRatio(NumberHelper.safeDiv(indicator.getOperatingProfitMargin(), indicator.getOperatingGrossProfitMargin()));
+        indicator.setNetProfitMargin(NumberHelper.parseDouble(finaIndicator.get("roa_dp")));
+        indicator.setEarningsPerShare(NumberHelper.parseDouble(finaIndicator.get("total_revenue_ps")));
+        financeIndicatorRepository.save(indicator);
+      }
+    }
+  }
+}

leopard-server/src/test/resources/tushare.http

@@ -197,10 +197,8 @@ Content-Type: application/json
     "period": "20191231"
   },
   "fields": [
-    "accounts_receiv",
-    "accounts_receiv_bill",
-    "oth_rcv_total",
-    "acc_receivable"
+    "total_liab_hldr_eqy",
+    "total_assets"
   ]
 }
 
@@ -212,13 +210,15 @@ Content-Type: application/json
   "api_name": "fina_indicator",
   "token": "{{api_key}}",
   "params": {
-    "ts_code": "000002.SZ",
-    "period": "20231231"
+    "ts_code": "600132.SH",
+    "period": "20191231"
   },
   "fields": [
-    "ann_date",
-    "ocf_to_shortdebt",
-    "currentdebt_to_debt"
+    "current_ratio",
+    "quick_ratio",
+    "invturn_days",
+    "arturn_days",
+    "ar_turn"
   ]
 }