kabukit 0.5.0__py3-none-any.whl → 0.5.2__py3-none-any.whl

kabukit/core/prices.py

@@ -60,7 +60,7 @@ class Prices(Base):
             Self: `AdjustedIssuedShares`および`AdjustedTreasuryShares`列が
             追加された、新しいPricesオブジェクト。
         """
-        shares = statements.number_of_shares().rename({"Date": "ReportDate"})
+        shares = statements.shares().rename({"Date": "ReportDate"})
 
         adjusted = (
             self.data.join_asof(
@@ -76,29 +76,89 @@ class Prices(Base):
                 .over("Code", "ReportDate")
                 .alias("CumulativeRatio"),
             )
-            .select(
-                "Date",
-                "Code",
+            .with_columns(
                 (pl.col("IssuedShares", "TreasuryShares") * pl.col("CumulativeRatio"))
                 .round(0)
                 .cast(pl.Int64)
                 .name.prefix("Adjusted"),
             )
+            .select("Date", "Code", "AdjustedIssuedShares", "AdjustedTreasuryShares")
         )
 
         data = self.data.join(adjusted, on=["Date", "Code"], how="left")
 
         return self.__class__(data)
 
-    # def with_yields(self, statements: Statements) -> Self:
-    #     """各種利回り指標（収益利回り、純資産利回り、配当利回り）を計算し、列として追加する。
+    def with_market_cap(self) -> Self:
+        """時価総額を計算し、列として追加する。
+
+        このメソッドは、日々の調整前終値 (`RawClose`) と、調整済みの発行済株式数
+        (`AdjustedIssuedShares`) および自己株式数 (`AdjustedTreasuryShares`)
+        を基に、日次ベースの時価総額を計算します。
+
+        計算式:
+            時価総額 = 調整前終値 * (調整済み発行済株式数 - 調整済み自己株式数)
+
+        Note:
+            このメソッドを呼び出す前に、`with_adjusted_shares()` を
+            実行して、調整済みの株式数列を事前に計算しておく必要があります。
+
+        Returns:
+            Self: `MarketCap` 列が追加された、新しいPricesオブジェクト。
+        """
+        shares = pl.col("AdjustedIssuedShares") - pl.col("AdjustedTreasuryShares")
+        data = self.data.with_columns(
+            (pl.col("RawClose") * shares).round(0).alias("MarketCap"),
+        )
+        return self.__class__(data)
+
+    def with_equity(self, statements: Statements) -> Self:
+        """時系列の純資産を列として追加する。
+
+        Args:
+            statements (Statements): 財務データを提供する`Statements`オブジェクト。
+
+        Returns:
+            Self: `Equity` 列が追加された、新しいPricesオブジェクト。
+        """
+        data = self.data.join_asof(
+            statements.equity(),
+            on="Date",
+            by="Code",
+            check_sortedness=False,
+        )
+        return self.__class__(data)
+
+    def with_forecast_profit(self, statements: Statements) -> Self:
+        """時系列の予想純利益を列として追加する。
+
+        Args:
+            statements (Statements): 財務データを提供する`Statements`オブジェクト。
+
+        Returns:
+            Self: `ForecastProfit` 列が追加された、新しいPricesオブジェクト。
+        """
+        data = self.data.join_asof(
+            statements.forecast_profit(),
+            on="Date",
+            by="Code",
+            check_sortedness=False,
+        )
+        return self.__class__(data)
+
+    def with_forecast_dividend(self, statements: Statements) -> Self:
+        """時系列の予想年間配当総額を列として追加する。
 
-    #     Args:
-    #         statements (Statements): 財務データを提供する`Statements`オブジェクト。
+        Args:
+            statements (Statements): 財務データを提供する`Statements`オブジェクト。
 
-    #     Returns:
-    #         Self: 各種利回り指標が追加された、新しいPricesオブジェクト。
-    #     """
-    #     prices_with_adjusted_shares = self.with_adjusted_shares(statements)
-    #     data_with_yields = calculate_all_yields(prices_with_adjusted_shares, statements)
-    #     return self.__class__(data_with_yields)
+        Returns:
+            Self: `ForecastDividend` 列が追加された、新しいPricesオブジェクト。
+        """
+        data = self.data.join_asof(
+            statements.forecast_dividend(),
+            on="Date",
+            by="Code",
+            check_sortedness=False,
+        )
+        return self.__class__(data)

kabukit/core/statements.py

@@ -11,7 +11,7 @@ if TYPE_CHECKING:
 
 
 class Statements(Base):
-    def number_of_shares(self) -> DataFrame:
+    def shares(self) -> DataFrame:
         """発行済株式数を取得する。"""
         return self.data.filter(
             pl.col("IssuedShares").is_not_null(),
@@ -22,3 +22,68 @@ class Statements(Base):
             "TreasuryShares",
             "AverageOutstandingShares",
         )
+
+    def equity(self) -> DataFrame:
+        """Statementsデータから純資産を抽出する。
+
+        Returns:
+            DataFrame: Date, Code, Equity を含むDataFrame
+        """
+        return self.data.filter(
+            pl.col("Equity").is_not_null(),
+        ).select("Date", "Code", "Equity")
+
+    def forecast_profit(self) -> DataFrame:
+        """Statementsデータから予想純利益を抽出する。
+
+        Returns:
+            DataFrame: Date, Code, ForecastProfit を含むDataFrame
+        """
+        return (
+            self.data.with_columns(
+                pl.when(pl.col("TypeOfDocument").str.starts_with("FY"))
+                .then(pl.col("NextYearForecastProfit"))
+                .otherwise(pl.col("ForecastProfit"))
+                .alias("ForecastProfit"),
+            )
+            .filter(pl.col("ForecastProfit").is_not_null())
+            .select("Date", "Code", "ForecastProfit")
+        )
+
+    def forecast_dividend(self) -> DataFrame:
+        """予想年間配当総額を抽出する。
+
+        Returns:
+            DataFrame: Date, Code, ForecastDividend を含むDataFrame
+        """
+        # 予想株式数を計算
+        forecast_shares = (
+            pl.when(pl.col("TypeOfDocument").str.starts_with("FY"))
+            .then(
+                pl.col("NextYearForecastProfit")
+                / pl.col("NextYearForecastEarningsPerShare"),
+            )
+            .otherwise(pl.col("ForecastProfit") / pl.col("ForecastEarningsPerShare"))
+            .alias("ForecastShares")
+        )
+
+        # 年間配当総額を計算
+        annual_forecast_dividend = (
+            pl.when(pl.col("TypeOfDocument").str.starts_with("FY"))
+            .then(
+                pl.col("NextYearForecastDividendPerShareAnnual")
+                * pl.col("ForecastShares"),
+            )
+            .otherwise(
+                pl.col("ForecastDividendPerShareAnnual") * pl.col("ForecastShares"),
+            )
+            .round(0)
+            .alias("ForecastDividend")
+        )
+
+        return (
+            self.data.with_columns(forecast_shares)
+            .with_columns(annual_forecast_dividend)
+            .filter(pl.col("ForecastDividend").is_not_null())
+            .select("Date", "Code", "ForecastDividend")
+        )

kabukit/jquants/concurrent.py

@@ -41,7 +41,7 @@ async def fetch(
         DataFrame:
             すべての銘柄の財務情報を含む単一のDataFrame。
     """
-    return await concurrent.fetch(
+    data = await concurrent.fetch(
         JQuantsClient,
         resource,
         codes,
@@ -49,6 +49,7 @@ async def fetch(
         progress=progress,
         callback=callback,
     )
+    return data.sort("Code", "Date")
 
 
 async def fetch_all(

kabukit/jquants/statements.py

@@ -12,17 +12,24 @@ if TYPE_CHECKING:
 
 
 def clean(df: DataFrame) -> DataFrame:
+    df = df.select(pl.exclude(r"^.*\(REIT\)$"))
+    return df.pipe(_rename).pipe(_cast)
+
+
+def _rename(df: DataFrame) -> DataFrame:
+    return df.rename(
+        {
+            "LocalCode": "Code",
+            "NumberOfIssuedAndOutstandingSharesAtTheEndOfFiscalYearIncludingTreasuryStock": "IssuedShares",  # noqa: E501
+            "NumberOfTreasuryStockAtTheEndOfFiscalYear": "TreasuryShares",
+            "AverageNumberOfShares": "AverageOutstandingShares",
+        },
+    )
+
+
+def _cast(df: DataFrame) -> DataFrame:
     return (
-        df.select(pl.exclude(r"^.*\(REIT\)$"))
-        .rename(
-            {
-                "LocalCode": "Code",
-                "NumberOfIssuedAndOutstandingSharesAtTheEndOfFiscalYearIncludingTreasuryStock": "IssuedShares",  # noqa: E501
-                "NumberOfTreasuryStockAtTheEndOfFiscalYear": "TreasuryShares",
-                "AverageNumberOfShares": "AverageOutstandingShares",
-            },
-        )
-        .with_columns(
+        df.with_columns(
             pl.col("^.*Date$").str.to_date("%Y-%m-%d", strict=False),
             pl.col("DisclosedTime").str.to_time("%H:%M:%S", strict=False),
             pl.col("TypeOfCurrentPeriod").cast(pl.Categorical),

{kabukit-0.5.0.dist-info → kabukit-0.5.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: kabukit
-Version: 0.5.0
+Version: 0.5.2
 Summary: A Python toolkit for Japanese financial market data, supporting J-Quants and EDINET APIs.
 Author: daizutabi
 Author-email: daizutabi <daizutabi@gmail.com>
@@ -28,13 +28,13 @@ License: MIT License
 Classifier: Development Status :: 4 - Beta
 Classifier: Programming Language :: Python
 Classifier: Programming Language :: Python :: 3.13
-Requires-Dist: async-typer>=0.1
+Requires-Dist: async-typer>=0.1.10
 Requires-Dist: holidays>=0.81
-Requires-Dist: httpx>=0.28
-Requires-Dist: platformdirs>=4
-Requires-Dist: polars>=1
-Requires-Dist: python-dotenv>=1
-Requires-Dist: typer>=0.19
+Requires-Dist: httpx>=0.28.1
+Requires-Dist: platformdirs>=4.4.0
+Requires-Dist: polars>=1.34.0
+Requires-Dist: python-dotenv>=1.1.1
+Requires-Dist: typer>=0.19.2
 Requires-Python: >=3.13
 Project-URL: Documentation, https://daizutabi.github.io/kabukit/
 Project-URL: Issues, https://github.com/daizutabi/kabukit/issues

{kabukit-0.5.0.dist-info → kabukit-0.5.2.dist-info}/RECORD

@@ -13,27 +13,27 @@ kabukit/core/base.py,sha256=YQfGw3P2QshRdut3KhtrAleVvnFsIPOw5oGA9azypAA,1695
 kabukit/core/client.py,sha256=tVq1r3zpOfjmOtnRI1KPZHgTgBZYIpJzfw15i2kAM48,676
 kabukit/core/info.py,sha256=5BX7mDavF6g-b0KzHgKIFHUS5701BoaHtw1JcHSsy94,174
 kabukit/core/list.py,sha256=AjnXzC9XIu21l6IBEHHAS5VAnfxTfkAA9m1WAOZJNa8,174
-kabukit/core/prices.py,sha256=8bVNmLulH28cx0xyxa6XjGTOEMWHooAsvqq6kfGiqCI,4209
+kabukit/core/prices.py,sha256=4jL6ItbyVov-G-JuZhvZTzqTDeisHJ9rEPH9wpf3pUg,6382
 kabukit/core/reports.py,sha256=ch_xe84GbB17JTfmY3ArQqneQ2XOuvrAykBTAyNmWuM,177
-kabukit/core/statements.py,sha256=FQDfCn8EBpMHabo5suPEQ49EwgFE4D_kltAXOb0TZjI,537
+kabukit/core/statements.py,sha256=BNVmzTF_GvckRj3TfZT5ZoSBfnK32RzJM8YHpkz-h6Y,2806
 kabukit/edinet/__init__.py,sha256=PKa4D-jVpeoOkdVp9NwwpgAiGEBjqvmJLmpzF-9SlVk,101
 kabukit/edinet/client.py,sha256=BlM7pjXpKweOo-ses41JiKinqRn4qerMN5NF7hgYKgg,3275
 kabukit/edinet/concurrent.py,sha256=2YPzIFuuOB8-gL3CnHIlP486QH5d21qjKNKGCFK7Hzk,4707
 kabukit/edinet/doc.py,sha256=6ZDgmm8DHmEMOA4NjNz-dHLMc7IzzYn-nVyMQGLWb8I,1220
 kabukit/jquants/__init__.py,sha256=xY0H6x4_51ZBqbrT2TdmGGFbTD-hosZiDzVIz4UXPv0,112
 kabukit/jquants/client.py,sha256=shAyJoOHUa3h1fFfHdlm2ZYdQL3Oauy2S9VTJfNb_RI,11523
-kabukit/jquants/concurrent.py,sha256=VGpWRq2NoDJCpyLAXegsJYPXvkY1hdjuuxxAprQzwEc,3294
+kabukit/jquants/concurrent.py,sha256=n_HMIQEkj1OqDo75iybzcpzVJkP-pNzjNnv3XTA5sxQ,3331
 kabukit/jquants/info.py,sha256=AUymo6EtLdJ_L-0yNG1gd7rJ8Jkjw7tvsDM5Vw4QNFA,843
 kabukit/jquants/prices.py,sha256=oApQpdgzHwPw11XHpdg8ccZS7kybGtV8APZlpD2L3Yw,882
 kabukit/jquants/schema.py,sha256=aILl9cp9JDOaT2o3UlfavPGQC5s7n0ZkVBGKiTzdogs,9768
-kabukit/jquants/statements.py,sha256=b5eS1_XEc9LzVffzjvP9-sXD-11tkY3IDQNP82E64Ww,3069
+kabukit/jquants/statements.py,sha256=fW9YGuqK5W64aWdYtVFzgF14L9H68HPdIfYWxSjc9yg,3173
 kabukit/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 kabukit/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 kabukit/utils/concurrent.py,sha256=m2zVqJUz4xFVpNbEc9YEaj3Jmbl82njupdm4_rBOoYQ,4510
 kabukit/utils/config.py,sha256=Jp-2TCnIj_QqA71FzYCkHXbvXvhw_1JVl4PR0foA1vM,618
 kabukit/utils/date.py,sha256=DEC6Ac5LS8eiW6JtrmcD3U1pX4qzXtx4ale0swpO4Ag,937
 kabukit/utils/params.py,sha256=qcaJbf6CWPUoZAZsYDTaZSnBUWeAersbWnR_iiYW9GM,1108
-kabukit-0.5.0.dist-info/WHEEL,sha256=-neZj6nU9KAMg2CnCY6T3w8J53nx1kFGw_9HfoSzM60,79
-kabukit-0.5.0.dist-info/entry_points.txt,sha256=vvX771TemoM-35vVizW3JJ70HvRXnd2tX4P1Btzyoxs,46
-kabukit-0.5.0.dist-info/METADATA,sha256=6TCfh48vd6SQb5V4dMVnp7rFpjf2uN8Y5pCWXFtqri0,3187
-kabukit-0.5.0.dist-info/RECORD,,
+kabukit-0.5.2.dist-info/WHEEL,sha256=n2u5OFBbdZvCiUKAmfnY1Po2j3FB_NWfuUlt5WiAjrk,79
+kabukit-0.5.2.dist-info/entry_points.txt,sha256=vvX771TemoM-35vVizW3JJ70HvRXnd2tX4P1Btzyoxs,46
+kabukit-0.5.2.dist-info/METADATA,sha256=HCAafrEHVXPOwUFGWhmBK2Q0UFhMcpbMAZk8ZxAWHpo,3207
+kabukit-0.5.2.dist-info/RECORD,,

{kabukit-0.5.0.dist-info → kabukit-0.5.2.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: uv 0.8.22
+Generator: uv 0.8.23
 Root-Is-Purelib: true
 Tag: py3-none-any