analyser_hj3415 2.10.6__py3-none-any.whl → 3.0.1__py3-none-any.whl

analyser_hj3415/__init__.py

@@ -0,0 +1,13 @@
+from dotenv import load_dotenv
+from utils_hj3415.tools import get_env_path
+from utils_hj3415.logger import mylogger
+
+env_path = get_env_path()
+if env_path is None:
+    mylogger.warning(f"환경변수 파일(.env)를 찾을수 없습니다. 기본 설정값으로 프로그램을 실행합니다.")
+load_dotenv(env_path)
+
+from analyser_hj3415.analyser import eval
+from analyser_hj3415.analyser import score
+from analyser_hj3415.analyser import tsa
+

analyser_hj3415/analyser/eval/__init__.py

@@ -0,0 +1,4 @@
+from .red import *
+from .mil import *
+from .blue import *
+from .growth import *

analyser_hj3415/analyser/eval/blue.py

@@ -0,0 +1,187 @@
+import os
+from dataclasses import dataclass, asdict
+from typing import Tuple
+import math
+
+from utils_hj3415 import tools, setup_logger
+from db_hj3415 import myredis
+
+from analyser_hj3415.analyser.eval.common import Tools
+
+
+mylogger = setup_logger(__name__,'WARNING')
+expire_time = tools.to_int(os.getenv('DEFAULT_EXPIRE_TIME_H', 48)) * 3600
+
+
+@dataclass()
+class BlueData:
+    code: str
+    name: str
+
+    유동비율: float
+
+    이자보상배율_r: float
+    이자보상배율_dict: dict
+
+    순운전자본회전율_r: float
+    순운전자본회전율_dict: dict
+
+    재고자산회전율_r: float
+    재고자산회전율_dict: dict
+    재고자산회전율_c106: dict
+
+    순부채비율_r: float
+    순부채비율_dict: dict
+
+    score: list
+    date: list
+
+
+class Blue:
+    def __init__(self, code: str):
+        assert tools.is_6digit(code), f'Invalid value : {code}'
+        mylogger.debug(f"Blue : 종목코드 ({code})")
+
+        self.c101 = myredis.C101(code)
+        self.c103 = myredis.C103(code, 'c103재무상태표q')
+        self.c104 = myredis.C104(code, 'c104q')
+
+        self.name = self.c101.get_name()
+        self._code = code
+
+    def __str__(self):
+        return f"Blue({self.code}/{self.name})"
+
+    @property
+    def code(self) -> str:
+        return self._code
+
+    @code.setter
+    def code(self, code: str):
+        assert tools.is_6digit(code), f'Invalid value : {code}'
+        mylogger.debug(f"Blue : 종목코드 변경({self.code} -> {code})")
+
+        self.c101.code = code
+        self.c103.code = code
+        self.c104.code = code
+
+        self.name = self.c101.get_name()
+        self._code = code
+
+    def _calc유동비율(self, pop_count: int, refresh: bool) -> Tuple[str, float]:
+        """유동비율계산 - Blue에서 사용
+
+        c104q에서 최근유동비율 찾아보고 유효하지 않거나 \n
+        100이하인 경우에는수동으로 계산해서 다시 한번 평가해 본다.\n
+        """
+        mylogger.info(f'In the calc유동비율... refresh : {refresh}')
+        self.c104.page = 'c104q'
+
+        유동비율date, 유동비율value = self.c104.latest_value('유동비율', pop_count=pop_count)
+        mylogger.info(f'{self} 유동비율 : {유동비율value}/({유동비율date})')
+
+        if math.isnan(유동비율value) or 유동비율value < 100:
+            유동자산date, 유동자산value = Tools.calc유동자산(self.c103, refresh)
+            유동부채date, 유동부채value = Tools.calc유동부채(self.c103, refresh)
+
+            self.c103.page = 'c103현금흐름표q'
+            추정영업현금흐름date, 추정영업현금흐름value = self.c103.sum_recent_4q('영업활동으로인한현금흐름', refresh)
+            mylogger.debug(f'{self} 계산전 유동비율 : {유동비율value} / ({유동비율date})')
+
+            계산된유동비율 = 0
+            try:
+                계산된유동비율 = round(((유동자산value + 추정영업현금흐름value) / 유동부채value) * 100, 2)
+            except ZeroDivisionError:
+                mylogger.info(f'유동자산: {유동자산value} + 추정영업현금흐름: {추정영업현금흐름value} / 유동부채: {유동부채value}')
+                계산된유동비율 = float('inf')
+            finally:
+                mylogger.debug(f'{self} 계산된 유동비율 : {계산된유동비율}')
+
+                try:
+                    date, *_ = Tools.date_set(유동자산date, 유동부채date, 추정영업현금흐름date)
+                except ValueError:
+                    # 날짜 데이터가 없는경우
+                    date = ''
+                mylogger.warning(f'{self} 유동비율 이상(100 이하 또는 nan) : {유동비율value} -> 재계산 : {계산된유동비율}')
+                return date, 계산된유동비율
+        else:
+            return 유동비율date, 유동비율value
+
+    def _score(self) -> list:
+        return [0 ,]
+
+    def _generate_data(self, refresh: bool) -> BlueData:
+        d1, 유동비율 = self._calc유동비율(pop_count=3, refresh=refresh)
+        mylogger.info(f'유동비율 {유동비율} / [{d1}]')
+
+        재고자산회전율_c106 = myredis.C106.make_like_c106(self.code, 'c104q', '재고자산회전율', refresh)
+
+        self.c104.page = 'c104y'
+        _, 이자보상배율_dict = self.c104.find('이자보상배율', remove_yoy=True, refresh=refresh)
+        _, 순운전자본회전율_dict = self.c104.find('순운전자본회전율', remove_yoy=True, refresh=refresh)
+        _, 재고자산회전율_dict = self.c104.find('재고자산회전율', remove_yoy=True, refresh=refresh)
+        _, 순부채비율_dict = self.c104.find('순부채비율', remove_yoy=True, refresh=refresh)
+
+        self.c104.page = 'c104q'
+        d6, 이자보상배율_r = self.c104.latest_value_pop2('이자보상배율', refresh)
+        d7, 순운전자본회전율_r = self.c104.latest_value_pop2('순운전자본회전율', refresh)
+        d8, 재고자산회전율_r = self.c104.latest_value_pop2('재고자산회전율', refresh)
+        d9, 순부채비율_r = self.c104.latest_value_pop2('순부채비율', refresh)
+
+        if len(이자보상배율_dict) == 0:
+            mylogger.warning(f'empty dict - 이자보상배율 : {이자보상배율_r} / {이자보상배율_dict}')
+
+        if len(순운전자본회전율_dict) == 0:
+            mylogger.warning(f'empty dict - 순운전자본회전율 : {순운전자본회전율_r} / {순운전자본회전율_dict}')
+
+        if len(재고자산회전율_dict) == 0:
+            mylogger.warning(f'empty dict - 재고자산회전율 : {재고자산회전율_r} / {재고자산회전율_dict}')
+
+        if len(순부채비율_dict) == 0:
+            mylogger.warning(f'empty dict - 순부채비율 : {순부채비율_r} / {순부채비율_dict}')
+
+        score = self._score()
+
+        try:
+            date_list = Tools.date_set(d1, d6, d7, d8, d9)
+        except ValueError:
+            # 날짜 데이터가 없는경우
+            date_list = ['' ,]
+
+        return BlueData(
+            code= self.code,
+            name= self.name,
+            유동비율= 유동비율,
+            이자보상배율_r= 이자보상배율_r,
+            이자보상배율_dict= 이자보상배율_dict,
+
+            순운전자본회전율_r= 순운전자본회전율_r,
+            순운전자본회전율_dict= 순운전자본회전율_dict,
+
+            재고자산회전율_r= 재고자산회전율_r,
+            재고자산회전율_dict= 재고자산회전율_dict,
+            재고자산회전율_c106= 재고자산회전율_c106,
+
+            순부채비율_r= 순부채비율_r,
+            순부채비율_dict= 순부채비율_dict,
+
+            score= score,
+            date= date_list,
+        )
+
+    def get(self, refresh = False, verbose = True) -> BlueData:
+        """
+        BlueData 형식의 데이터를 계산하여 리턴하고 레디스 캐시에 저장한다.
+        :param refresh:
+        :return:
+        """
+        redis_name = f"{self.code}_blue"
+        mylogger.info(f"{self} BlueData를 레디스캐시에서 가져오거나 새로 생성합니다.. refresh : {refresh}")
+        if verbose:
+            print(f"{self} redisname: '{redis_name}' / refresh : {refresh} / expire_time : {expire_time /3600}h")
+
+        def fetch_generate_data(refresh_in: bool) -> dict:
+            return asdict(self._generate_data(refresh_in))
+
+        return BlueData \
+            (**myredis.Base.fetch_and_cache_data(redis_name, refresh, fetch_generate_data, refresh, timer=expire_time))

analyser_hj3415/analyser/eval/common.py

@@ -0,0 +1,267 @@
+import math
+from typing import Tuple
+
+from db_hj3415 import myredis
+from utils_hj3415.tools import nan_to_zero
+from utils_hj3415 import setup_logger
+
+mylogger = setup_logger(__name__,'WARNING')
+
+
+class Tools:
+    @staticmethod
+    def cal_deviation(v1: float, v2: float) -> float:
+        """
+            Calculates the percentage deviation between two values.
+
+            This method computes the percentage deviation of the second value
+            from the first value based on the formula:
+            deviation = abs((v1 - v2) / v1) * 100. In the event the first value is
+            zero (division by zero), the function will return NaN to signify
+            an invalid computation.
+
+            Parameters:
+            v1 (float): The reference value. It represents the base for the relative
+                        deviation calculation.
+            v2 (float): The value to compare against the reference.
+
+            Returns:
+            float: The computed percentage deviation. Returns NaN if the reference
+                   value (v1) is zero.
+        """
+        try:
+            deviation = abs((v1 - v2) / v1) * 100
+        except ZeroDivisionError:
+            deviation = math.nan
+        return deviation
+
+    @staticmethod
+    def date_set(*args) -> list:
+        """
+            인자로 받은 값의 비유효한 내용 제거(None,nan)하고 중복된 항목 제거하고 리스트로 반환한다.
+
+            여기서 set의 의미는 집합을 뜻함
+
+            Filters and returns a list of unique non-null, non-empty values from
+            the provided arguments.
+
+            This static method processes the input arguments to retain only unique
+            values that are not empty strings, NaN values, or None. The result is
+            returned as a list.
+
+            Args:
+                *args: Arbitrary positional arguments to be filtered.
+
+            Returns:
+                list: A list of unique values after filtering out invalid entries.
+        """
+        return [i for i in {*args} if i != "" and i is not math.nan and i is not None]
+
+    @staticmethod
+    def calc당기순이익(c103: myredis.C103, refresh: bool) -> Tuple[str, float]:
+        """
+            지배지분 당기순이익 계산
+
+            일반적인 경우로는 직전 지배주주지분 당기순이익을 찾아서 반환한다.
+
+            금융기관의 경우는 지배당기순이익이 없기 때문에 계산을 통해서 간접적으로 구한다.
+
+            Calculates "지배당기순이익" (Controlling Comprehensive Income) based on the given
+            financial data. The method retrieves or computes the value utilizing methods from
+            the `myredis.C103` class. It handles missing or 'Not-a-Number' conditions by
+            manually calculating from quarterly and annual financial figures. Logs the process
+            at various stages for debugging and auditing.
+
+            Args:
+                c103 (myredis.C103): An instance containing financial data and utilities to
+                    access specific data points for the targeted calculation.
+                refresh (bool): A flag to determine whether or not to refresh the data
+                    while accessing or computing financial values.
+
+            Returns:
+                Tuple[str, float]: A tuple where the first item is the most relevant date for
+                    the calculated or retrieved value, and the second item is the calculated
+                    or retrieved "지배당기순이익" (Controlling Comprehensive Income).
+        """
+        name = myredis.Corps(c103.code, 'c101').get_name(refresh=refresh)
+
+        mylogger.info(f'{c103.code} / {name} Tools : 당기순이익 계산.. refresh : {refresh}')
+        c103.page = 'c103재무상태표q'
+
+        d1, 지배당기순이익 = c103.latest_value_pop2('*(지배)당기순이익', refresh)
+        mylogger.debug(f"*(지배)당기순이익: {지배당기순이익}")
+
+        if math.isnan(지배당기순이익):
+            mylogger.warning(f"{c103.code} / {name} - (지배)당기순이익이 없는 종목. 수동으로 계산합니다.")
+            c103.page = 'c103손익계산서q'
+            d2, 최근4분기당기순이익 = c103.sum_recent_4q('당기순이익', refresh)
+            mylogger.debug(f"{c103.code} / {name} - 최근4분기당기순이익 : {최근4분기당기순이익}")
+            c103.page = 'c103재무상태표y'
+            d3, 비지배당기순이익 = c103.latest_value_pop2('*(비지배)당기순이익', refresh)
+            mylogger.debug(f"{c103.code} / {name} - 비지배당기순이익y : {비지배당기순이익}")
+            # 가변리스트 언패킹으로 하나의 날짜만 사용하고 나머지는 버린다.
+            # 여기서 *_는 “나머지 값을 다 무시하겠다”는 의미
+            mylogger.debug(f"d2:{d2}, d3: {d3}")
+            try:
+                date, *_ = Tools.date_set(d2, d3)
+            except ValueError:
+                # 날짜 데이터가 없는경우
+                date = ''
+            계산된지배당기순이익 = round(최근4분기당기순이익 - nan_to_zero(비지배당기순이익), 1)
+            mylogger.debug(f"{c103.code} / {name} - 계산된 지배당기순이익 : {계산된지배당기순이익}")
+            return date, 계산된지배당기순이익
+        else:
+            return d1, 지배당기순이익
+
+    @staticmethod
+    def calc유동자산(c103: myredis.C103, refresh: bool) -> Tuple[str, float]:
+        """
+            유효한 유동자산 계산
+
+            일반적인 경우로 유동자산을 찾아서 반환한다.
+
+            금융기관의 경우는 간접적으로 계산한다.
+
+            Calculates the current assets for a given company code.
+
+            For a specified company, the function calculates the recent 4-quarter
+            sum of current assets if available. If the data is not available or
+            contains invalid values, it attempts to calculate the current assets
+            manually using financial asset data such as cash equivalents, trading
+            securities, available-for-sale securities, and held-to-maturity securities.
+
+            Logs relevant information and warnings during the calculation process,
+            including any cases where data is unavailable or a manual calculation
+            is required.
+
+            Parameters:
+                c103 (myredis.C103): The instance representing financial data of a
+                    specific company. This includes methods to extract and calculate
+                    various data points.
+                refresh (bool): Indicator flag to determine whether to refresh the
+                    underlying data before performing calculations.
+
+            Returns:
+                Tuple[str, float]: A tuple containing the date associated with the
+                    financial data and the calculated or retrieved value of current
+                    assets. If dates are not available, the date field may be empty.
+        """
+
+        name = myredis.Corps(c103.code, 'c101').get_name(refresh=refresh)
+
+        mylogger.info(f'{c103.code} / {name} Tools : 유동자산계산... refresh : {refresh}')
+        c103.page = 'c103재무상태표q'
+
+        d, 유동자산 = c103.sum_recent_4q('유동자산', refresh)
+        if math.isnan(유동자산):
+            mylogger.warning(f"{c103.code} / {name} - 유동자산이 없는 종목. 수동으로 계산합니다(금융관련업종일 가능성있음).")
+            d1, v1 = c103.latest_value_pop2('현금및예치금', refresh)
+            d2, v2 = c103.latest_value_pop2('단기매매금융자산', refresh)
+            d3, v3 = c103.latest_value_pop2('매도가능금융자산', refresh)
+            d4, v4 = c103.latest_value_pop2('만기보유금융자산', refresh)
+            mylogger.debug(f'{c103.code} / {name} 현금및예치금 : {d1}, {v1}')
+            mylogger.debug(f'{c103.code} / {name} 단기매매금융자산 : {d2}, {v2}')
+            mylogger.debug(f'{c103.code} / {name} 매도가능금융자산 : {d3}, {v3}')
+            mylogger.debug(f'{c103.code} / {name} 만기보유금융자산 : {d4}, {v4}')
+
+            try:
+                date, *_ = Tools.date_set(d1, d2, d3, d4)
+            except ValueError:
+                # 날짜 데이터가 없는경우
+                date = ''
+            계산된유동자산value = round(
+                nan_to_zero(v1) + nan_to_zero(v2) + nan_to_zero(v3) + nan_to_zero(v4), 1)
+
+            mylogger.info(f"{c103.code} / {name} - 계산된 유동자산 : {계산된유동자산value}")
+            return date, 계산된유동자산value
+        else:
+            return d, 유동자산
+
+    @staticmethod
+    def calc유동부채(c103: myredis.C103, refresh: bool) -> Tuple[str, float]:
+        """
+            유효한 유동부채 계산
+
+            일반적인 경우로 유동부채를 찾아서 반환한다.
+
+            금융기관의 경우는 간접적으로 계산한다.
+
+            Calculate '유동부채' (Current Liabilities) based on financial data of a specific entity.
+
+            This static method computes the recent '유동부채' value either from the sum of recent four
+            quarters using predefined keys or calculates manually if no valid data is available.
+            It includes logging for intermediate steps and supports handling missing values by logging
+            warnings and attempting a composed manual computation using alternative financial terms.
+
+            Args:
+                c103 (myredis.C103): The object containing financial data and operations for obtaining the required data.
+                refresh (bool): A flag to indicate whether to fetch the latest data forcibly.
+
+            Returns:
+                Tuple[str, float]: A tuple containing the `date` of financial data and the computed '유동부채' value.
+        """
+
+        name = myredis.Corps(c103.code, 'c101').get_name(refresh=refresh)
+
+        mylogger.info(f'{c103.code} / {name} Tools : 유동부채계산... refresh : {refresh}')
+        c103.page = 'c103재무상태표q'
+
+        d, 유동부채 = c103.sum_recent_4q('유동부채', refresh)
+        if math.isnan(유동부채):
+            mylogger.warning(f"{c103.code} / {name} - 유동부채가 없는 종목. 수동으로 계산합니다.")
+            d1, v1 = c103.latest_value_pop2('당기손익인식(지정)금융부채', refresh)
+            d2, v2 = c103.latest_value_pop2('당기손익-공정가치측정금융부채', refresh)
+            d3, v3 = c103.latest_value_pop2('매도파생결합증권', refresh)
+            d4, v4 = c103.latest_value_pop2('단기매매금융부채', refresh)
+            mylogger.debug(f'{c103.code} / {name} 당기손익인식(지정)금융부채 : {d1}, {v1}')
+            mylogger.debug(f'{c103.code} / {name} 당기손익-공정가치측정금융부채 : {d2}, {v2}')
+            mylogger.debug(f'{c103.code} / {name} 매도파생결합증권 : {d3}, {v3}')
+            mylogger.debug(f'{c103.code} / {name} 단기매매금융부채 : {d4}, {v4}')
+
+            try:
+                date, *_ = Tools.date_set(d1, d2, d3, d4)
+            except ValueError:
+                # 날짜 데이터가 없는경우
+                date = ''
+            계산된유동부채value = round(
+                nan_to_zero(v1) + nan_to_zero(v2) + nan_to_zero(v3) + nan_to_zero(v4), 1)
+
+            mylogger.info(f"{c103.code} / {name} - 계산된 유동부채 : {계산된유동부채value}")
+            return date, 계산된유동부채value
+        else:
+            return d, 유동부채
+
+
+"""
+- 각분기의 합이 연이 아닌 타이틀(즉 sum_4q를 사용하면 안됨)
+'*(지배)당기순이익'
+'*(비지배)당기순이익'
+'장기차입금'
+'현금및예치금'
+'매도가능금융자산'
+'매도파생결합증권'
+'만기보유금융자산'
+'당기손익-공정가치측정금융부채'
+'당기손익인식(지정)금융부채'
+'단기매매금융자산'
+'단기매매금융부채'
+'예수부채'
+'차입부채'
+'기타부채'
+'보험계약부채(책임준비금)'
+'*CAPEX'
+'ROE'
+"""
+
+"""
+- sum_4q를 사용해도 되는 타이틀
+'자산총계'
+'당기순이익'
+'유동자산'
+'유동부채'
+'비유동부채'
+
+'영업활동으로인한현금흐름'
+'재무활동으로인한현금흐름'
+'ROIC'
+"""

analyser_hj3415/analyser/eval/growth.py

@@ -0,0 +1,110 @@
+import os
+from dataclasses import dataclass, asdict
+
+from utils_hj3415 import tools, setup_logger
+from db_hj3415 import myredis
+
+from analyser_hj3415.analyser.eval.common import Tools
+
+
+mylogger = setup_logger(__name__,'WARNING')
+expire_time = tools.to_int(os.getenv('DEFAULT_EXPIRE_TIME_H', 48)) * 3600
+
+
+@dataclass()
+class GrowthData:
+    code: str
+    name: str
+
+    매출액증가율_r: float
+    매출액증가율_dict: dict
+
+    영업이익률_c106: dict
+
+    score: list
+    date: list
+
+
+class Growth:
+    def __init__(self, code: str):
+        assert tools.is_6digit(code), f'Invalid value : {code}'
+        mylogger.debug(f"Growth : 종목코드 ({code})")
+
+        self.c101 = myredis.C101(code)
+        self.c104 = myredis.C104(code, 'c104q')
+        self.c106 = myredis.C106(code, 'c106q')
+
+        self.name = self.c101.get_name()
+        self._code = code
+
+    def __str__(self):
+        return f"Growth({self.code}/{self.name})"
+
+    @property
+    def code(self) -> str:
+        return self._code
+
+    @code.setter
+    def code(self, code: str):
+        assert tools.is_6digit(code), f'Invalid value : {code}'
+        mylogger.debug(f"Growth : 종목코드 변경({self.code} -> {code})")
+
+        self.c101.code = code
+        self.c104.code = code
+        self.c106.code = code
+
+        self.name = self.c101.get_name()
+        self._code = code
+
+    def _score(self) -> list:
+        return [0,]
+
+    def _generate_data(self, refresh=False) -> GrowthData:
+        self.c104.page = 'c104y'
+        _, 매출액증가율_dict = self.c104.find('매출액증가율', remove_yoy=True, refresh=refresh)
+
+        self.c104.page = 'c104q'
+        d2, 매출액증가율_r = self.c104.latest_value_pop2('매출액증가율')
+
+        mylogger.info(f'매출액증가율 : {매출액증가율_r} {매출액증가율_dict}')
+
+        # c106 에서 타 기업과 영업이익률 비교
+        self.c106.page = 'c106y'
+        영업이익률_c106 = self.c106.find('영업이익률', refresh)
+
+        score = self._score()
+
+        try:
+            date_list = Tools.date_set(d2)
+        except ValueError:
+            # 날짜 데이터가 없는경우
+            date_list = ['', ]
+
+        return GrowthData(
+            code= self.code,
+            name= self.name,
+
+            매출액증가율_r= 매출액증가율_r,
+            매출액증가율_dict= 매출액증가율_dict,
+
+            영업이익률_c106= 영업이익률_c106,
+
+            score= score,
+            date= date_list,
+        )
+
+    def get(self, refresh = False, verbose = True) -> GrowthData:
+        """
+        GrowthData 형식의 데이터를 계산하여 리턴하고 레디스 캐시에 저장한다.
+        :param refresh:
+        :return:
+        """
+        redis_name = f"{self.code}_growth"
+        mylogger.info(f"{self} GrowthData를 레디스캐시에서 가져오거나 새로 생성합니다.. refresh : {refresh}")
+        if verbose:
+            print(f"{self} redisname: '{redis_name}' / refresh : {refresh} / expire_time : {expire_time/3600}h")
+
+        def fetch_generate_data(refresh_in: bool) -> dict:
+            return asdict(self._generate_data(refresh_in))
+
+        return GrowthData(**myredis.Base.fetch_and_cache_data(redis_name, refresh, fetch_generate_data, refresh, timer=expire_time))