feat: 增加新的财务指标采集模式
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@@ -30,4 +30,25 @@ public class NumberHelper {
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var result = parseDouble(value);
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return ObjectUtil.isNull(result) ? null : ifSuccess.apply(result);
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}
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public static Double safePlus(Double a, Double b) {
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if (ObjectUtil.isNull(a) || ObjectUtil.isNull(b)) {
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return null;
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}
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return a + b;
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}
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public static Double safeMinus(Double a, Double b) {
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if (ObjectUtil.isNull(a) || ObjectUtil.isNull(b)) {
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return null;
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}
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return a - b;
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}
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public static Double safeDiv(Double a, Double b) {
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if (ObjectUtil.isNull(a) || ObjectUtil.isNull(b) || b == 0) {
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return null;
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}
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return NumberUtil.div(a, b, 4);
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}
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}
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@@ -3,9 +3,11 @@ package com.lanyuanxiaoyao.leopard.server.service;
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import cn.hutool.core.util.StrUtil;
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import cn.hutool.http.HttpUtil;
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import com.fasterxml.jackson.annotation.JsonProperty;
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import com.fasterxml.jackson.core.JsonProcessingException;
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import com.fasterxml.jackson.databind.ObjectMapper;
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import java.time.LocalDate;
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import java.time.format.DateTimeFormatter;
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import java.util.ArrayList;
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import java.util.HashMap;
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import java.util.List;
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import java.util.Map;
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@@ -224,6 +226,24 @@ public class TuShareService {
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return tuShareResponse;
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}
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public List<Map<String, String>> request(String api, Map<String, Object> params, List<String> fields) throws JsonProcessingException {
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var response = HttpUtil.post(API_URL, buildRequest(api, params, fields));
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var tuShareResponse = mapper.readValue(response, TuShareResponse.class);
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if (tuShareResponse.code != 0) {
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throw new RuntimeException(tuShareResponse.message);
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}
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var data = tuShareResponse.data;
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var result = new ArrayList<Map<String, String>>();
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for (var item : data.items) {
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var map = new HashMap<String, String>();
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for (int i = 0; i < data.fields.size(); i++) {
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map.put(data.fields.get(i), item.get(i));
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}
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result.add(map);
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}
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return result;
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}
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public record TuShareResponse(
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Integer code,
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@JsonProperty("msg")
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@@ -0,0 +1,174 @@
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package com.lanyuanxiaoyao.leopard.server.service.task;
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import com.lanyuanxiaoyao.leopard.core.entity.FinanceIndicator;
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import com.lanyuanxiaoyao.leopard.core.entity.Stock;
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import com.lanyuanxiaoyao.leopard.core.repository.FinanceIndicatorRepository;
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import com.lanyuanxiaoyao.leopard.core.repository.StockRepository;
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import com.lanyuanxiaoyao.leopard.server.helper.NumberHelper;
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import com.lanyuanxiaoyao.leopard.server.service.TaskService;
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import com.lanyuanxiaoyao.leopard.server.service.TuShareService;
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import com.yomahub.liteflow.annotation.LiteflowComponent;
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import java.time.LocalDate;
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import java.util.List;
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import java.util.Map;
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import java.util.stream.Collectors;
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import lombok.extern.slf4j.Slf4j;
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@Slf4j
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@LiteflowComponent("update_finance_indicators")
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public class UpdateFinanceIndicatorNode extends TaskNodeComponent {
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private final FinanceIndicatorRepository financeIndicatorRepository;
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private final StockRepository stockRepository;
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private final TuShareService tuShareService;
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protected UpdateFinanceIndicatorNode(TaskService taskService, FinanceIndicatorRepository financeIndicatorRepository, StockRepository stockRepository, TuShareService tuShareService) {
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super(taskService);
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this.financeIndicatorRepository = financeIndicatorRepository;
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this.stockRepository = stockRepository;
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this.tuShareService = tuShareService;
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}
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@Override
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public void process() throws Exception {
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var stocks = stockRepository.findAll();
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var currentYear = LocalDate.now().getYear();
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for (int year = 1990; year < currentYear; year++) {
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var balances = tuShareService.request(
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"balancesheet_vip",
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Map.of("period", LocalDate.of(year, 12, 31).format(TuShareService.TRADE_FORMAT)),
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List.of(
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"ts_code",
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"total_share",
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"cap_rese",
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"surplus_rese",
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"undistr_porfit",
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"cash_reser_cb",
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"accounts_receiv_bill",
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"accounts_pay",
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"inventories",
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"goodwill",
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"total_cur_assets",
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"total_nca",
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"total_cur_liab",
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"total_ncl",
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"total_liab",
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"total_hldr_eqy_inc_min_int",
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"total_assets"
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)
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);
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var balancesMap = balances.stream().collect(Collectors.toMap(balance -> balance.get("ts_code"), balance -> balance));
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var incomes = tuShareService.request(
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"income_vip",
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Map.of("period", LocalDate.of(year, 12, 31).format(TuShareService.TRADE_FORMAT)),
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List.of(
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"ts_code",
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"total_revenue",
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"total_cogs",
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"operate_profit",
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"oper_exp",
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"n_income"
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)
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);
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var incomesMap = incomes.stream().collect(Collectors.toMap(income -> income.get("ts_code"), income -> income));
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var cashFlows = tuShareService.request(
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"cashflow_vip",
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Map.of("period", LocalDate.of(year, 12, 31).format(TuShareService.TRADE_FORMAT)),
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List.of(
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"n_cashflow_act",
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"n_cashflow_inv_act",
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"n_cash_flows_fnc_act"
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)
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);
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var cashFlowsMap = cashFlows.stream().collect(Collectors.toMap(cashFlow -> cashFlow.get("ts_code"), cashFlow -> cashFlow));
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var finaIndicators = tuShareService.request(
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"fina_indicator_vip",
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Map.of("period", LocalDate.of(year, 12, 31).format(TuShareService.TRADE_FORMAT)),
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List.of(
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"ca_to_assets",
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"nca_to_assets",
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"currentdebt_to_debt",
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"longdeb_to_debt",
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"current_ratio",
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"quick_ratio",
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"ar_turn",
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"arturn_days",
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"inv_turn",
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"invturn_days",
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"fa_turn",
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"assets_turn",
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"roe_dt",
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"roa",
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"roa_dp",
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"total_revenue_ps"
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)
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);
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var finaIndicatorsMap = finaIndicators.stream().collect(Collectors.toMap(finaIndicator -> finaIndicator.get("ts_code"), finaIndicator -> finaIndicator));
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for (Stock stock : stocks) {
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var balance = balancesMap.get(stock.getCode());
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var income = incomesMap.get(stock.getCode());
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var cashFlow = cashFlowsMap.get(stock.getCode());
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var finaIndicator = finaIndicatorsMap.get(stock.getCode());
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var indicator = new FinanceIndicator();
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indicator.setStock(stock);
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indicator.setYear(year);
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indicator.setTotalAssets(NumberHelper.parseDouble(balance.get("total_assets")));
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indicator.setTotalShareCapital(NumberHelper.parseDouble(balance.get("total_share")));
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indicator.setCapitalSurplus(NumberHelper.parseDouble(balance.get("cap_rese")));
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indicator.setSurplusReserve(NumberHelper.parseDouble(balance.get("surplus_rese")));
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indicator.setUndistributedProfit(NumberHelper.parseDouble(balance.get("undistr_porfit")));
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indicator.setCashAndCashEquivalents(NumberHelper.parseDouble(balance.get("cash_reser_cb")));
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indicator.setCashAndCashEquivalentsToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getCashAndCashEquivalents(), indicator.getTotalAssets()));
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indicator.setAccountsReceivable(NumberHelper.parseDouble(balance.get("accounts_receiv_bill")));
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indicator.setAccountsReceivableToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getAccountsReceivable(), indicator.getTotalAssets()));
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indicator.setAccountsPayable(NumberHelper.parseDouble(balance.get("accounts_pay")));
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indicator.setAccountsPayableToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getAccountsPayable(), indicator.getTotalAssets()));
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indicator.setInventory(NumberHelper.parseDouble(balance.get("inventories")));
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indicator.setInventoryToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getInventory(), indicator.getTotalAssets()));
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indicator.setGoodwill(NumberHelper.parseDouble(balance.get("goodwill")));
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indicator.setGoodwillToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getGoodwill(), indicator.getTotalAssets()));
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indicator.setCurrentAssets(NumberHelper.parseDouble(balance.get("total_cur_assets")));
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indicator.setCurrentAssetsToTotalAssetsRatio(NumberHelper.parseDouble(finaIndicator.get("ca_to_assets")));
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indicator.setFixedAssets(NumberHelper.parseDouble(balance.get("total_nca")));
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indicator.setFixedAssetsToTotalAssetsRatio(NumberHelper.parseDouble(finaIndicator.get("nca_to_assets")));
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indicator.setTotalLiabilities(NumberHelper.parseDouble(balance.get("total_liab")));
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indicator.setCurrentLiabilities(NumberHelper.parseDouble(balance.get("total_cur_liab")));
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indicator.setCurrentLiabilitiesToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getCurrentLiabilities(), indicator.getTotalAssets()));
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indicator.setCurrentLiabilitiesToTotalLiabilitiesRatio(NumberHelper.parseDouble(finaIndicator.get("currentdebt_to_debt")));
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indicator.setLongTermLiabilities(NumberHelper.parseDouble(balance.get("total_ncl")));
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indicator.setLongTermLiabilitiesToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getLongTermLiabilities(), indicator.getTotalAssets()));
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indicator.setLongTermLiabilitiesToTotalLiabilitiesRatio(NumberHelper.parseDouble(finaIndicator.get("longdeb_to_debt")));
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indicator.setLiabilitiesToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getTotalLiabilities(), indicator.getTotalAssets()));
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indicator.setShareholdersEquity(NumberHelper.parseDouble(balance.get("total_hldr_eqy_inc_min_int")));
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indicator.setShareholdersEquityToTotalAssetsRatio(NumberHelper.safeDiv(indicator.getShareholdersEquity(), indicator.getTotalAssets()));
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indicator.setOperatingRevenue(NumberHelper.parseDouble(income.get("total_revenue")));
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indicator.setOperatingCost(NumberHelper.parseDouble(income.get("total_cogs")));
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indicator.setOperatingProfit(NumberHelper.parseDouble(income.get("operate_profit")));
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indicator.setOperatingExpenses(NumberHelper.parseDouble(income.get("oper_exp")));
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indicator.setNetProfit(NumberHelper.parseDouble(income.get("n_income")));
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indicator.setCashFlowFromOperatingActivities(NumberHelper.parseDouble(cashFlow.get("n_cashflow_act")));
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indicator.setCashFlowFromInvestingActivities(NumberHelper.parseDouble(cashFlow.get("n_cashflow_inv_act")));
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indicator.setCashFlowFromFinancingActivities(NumberHelper.parseDouble(cashFlow.get("n_cash_flows_fnc_act")));
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indicator.setCurrentRatio(NumberHelper.parseDouble(finaIndicator.get("current_ratio")));
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indicator.setQuickRatio(NumberHelper.parseDouble(finaIndicator.get("quick_ratio")));
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indicator.setAccountsReceivableTurnover(NumberHelper.parseDouble(finaIndicator.get("ar_turn")));
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indicator.setDaysAccountsReceivableTurnover(NumberHelper.parseDouble(finaIndicator.get("arturn_days")));
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indicator.setInventoryTurnover(NumberHelper.parseDouble(finaIndicator.get("inv_turn")));
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indicator.setDaysInventoryTurnover(NumberHelper.parseDouble(finaIndicator.get("invturn_days")));
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indicator.setFixedAssetsTurnover(NumberHelper.parseDouble(finaIndicator.get("fa_turn")));
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indicator.setDaysFixedAssetsTurnover(NumberHelper.safeDiv(360.0, indicator.getFixedAssetsTurnover()));
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indicator.setTotalAssetsTurnover(NumberHelper.parseDouble(finaIndicator.get("assets_turn")));
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indicator.setDaysTotalAssetsTurnover(NumberHelper.safeDiv(360.0, indicator.getTotalAssetsTurnover()));
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indicator.setReturnOnEquity(NumberHelper.parseDouble(finaIndicator.get("roe_dt")));
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indicator.setReturnOnAssets(NumberHelper.parseDouble(finaIndicator.get("roa")));
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indicator.setOperatingGrossProfitMargin(NumberHelper.safeDiv(NumberHelper.safeMinus(indicator.getOperatingRevenue(), indicator.getOperatingCost()), indicator.getOperatingRevenue()));
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indicator.setOperatingProfitMargin(NumberHelper.safeDiv(indicator.getOperatingProfit(), indicator.getOperatingRevenue()));
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indicator.setOperatingSafetyMarginRatio(NumberHelper.safeDiv(indicator.getOperatingProfitMargin(), indicator.getOperatingGrossProfitMargin()));
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indicator.setNetProfitMargin(NumberHelper.parseDouble(finaIndicator.get("roa_dp")));
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indicator.setEarningsPerShare(NumberHelper.parseDouble(finaIndicator.get("total_revenue_ps")));
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financeIndicatorRepository.save(indicator);
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}
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}
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}
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}
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