MultiFactor 0.2.1__tar.gz → 0.2.2__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {multifactor-0.2.1 → multifactor-0.2.2}/PKG-INFO +1 -1
- {multifactor-0.2.1 → multifactor-0.2.2}/pyproject.toml +1 -1
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/us_momentum.py +2 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/us_quality.py +2 -1
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/us_stockinfo.py +5 -1
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/us_value.py +2 -1
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor.egg-info/PKG-INFO +1 -1
- {multifactor-0.2.1 → multifactor-0.2.2}/README.md +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/setup.cfg +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/__init__.py +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/core.py +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/momentum.py +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/momentum_one.py +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/quality.py +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/quality_one.py +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/score.py +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/score_adj_weight.py +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/stockinfo.py +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/us_core.py +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/value.py +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor/value_one.py +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor.egg-info/SOURCES.txt +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor.egg-info/dependency_links.txt +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor.egg-info/requires.txt +0 -0
- {multifactor-0.2.1 → multifactor-0.2.2}/src/MultiFactor.egg-info/top_level.txt +0 -0
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@@ -12,6 +12,8 @@ def get_us_momentum(stock_list):
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SD = ED - timedelta(days=500) # 주간/월간/연간 모멘텀을 위해 넉넉히 500일 전 데이터 요청
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# yfinance로 한 번에 여러 종목을 수집하면 빠름 (단기/중기/장기 모두를 위해 Daily 데이터 사용)
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# yfinance 호환을 위해 티커의 / 을 - 로 변경 (예: BRK/B -> BRK-B)
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stock_list = {k.replace('/', '-'): v for k, v in stock_list.items()}
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tickers = list(stock_list.keys())
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# 1. 주가 및 거래량 데이터 일괄 수집 (yfinance.download)
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@@ -8,7 +8,8 @@ def get_us_quality(stock_list):
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미국 주식 퀄리티 계산 (yfinance 기반)
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revenue_rate, oper_income_rate, net_income_rate, ROE 등
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"""
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# 티커 클렌징 (yfinance 호환)
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stock_list = {k.replace('/', '-'): v for k, v in stock_list.items()}
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for i, (scode, sname) in enumerate(stock_list.items()):
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@@ -41,7 +41,11 @@ def get_us_stockinfo(N=500):
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if 'Symbol' in df.columns:
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df = df.rename(columns={'Symbol': 'Code'})
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# 4.
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# 4. 종목코드 클렌징 (yfinance 호환을 위해 / 를 - 로 변경. 예: BRK/B -> BRK-B)
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if 'Code' in df.columns:
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df['Code'] = df['Code'].str.replace('/', '-', regex=False)
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# 5. 상위 N개 추출 및 인덱스 초기화
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df = df.head(N).reset_index(drop=True)
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print("미국 종목 추출 건수 ", len(df))
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@@ -8,7 +8,8 @@ def get_us_value(stock_list):
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미국 주식 밸류 계산 (yfinance 기반)
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참고: yfinance의 Ticker.info를 사용하므로 다수 종목 수집 시 시간이 소요됩니다.
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"""
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# 티커 클렌징 (yfinance 호환)
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stock_list = {k.replace('/', '-'): v for k, v in stock_list.items()}
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for i, (scode, sname) in enumerate(stock_list.items()):
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