mns-scheduler 1.0.9.1__tar.gz → 1.0.9.4__tar.gz

{mns-scheduler-1.0.9.1 → mns-scheduler-1.0.9.4}/PKG-INFO

@@ -1,3 +1,3 @@
 Metadata-Version: 2.1
 Name: mns-scheduler
-Version: 1.0.9.1
+Version: 1.0.9.4

{mns-scheduler-1.0.9.1 → mns-scheduler-1.0.9.4}/mns_scheduler/risk/financial/annual_report_audit_check_api.py

@@ -22,6 +22,7 @@ def annual_report_audit_check(new_report_df, period_time):
     opinion_type = list(new_report_one_df['OPINION_TYPE'])[0]
     symbol = list(new_report_one_df['SECURITY_CODE'])[0]
     name = list(new_report_one_df['SECURITY_NAME_ABBR'])[0]
+    notice_date = list(new_report_one_df['NOTICE_DATE'])[0]
     now_date = datetime.now()
     str_day = now_date.strftime('%Y-%m-%d')
     str_now_date = now_date.strftime('%Y-%m-%d %H:%M:%S')
@@ -33,7 +34,7 @@ def annual_report_audit_check(new_report_df, period_time):
                                                 symbol,
                                                 name,
                                                 str_day,
-                                                str_now_date,
+                                                notice_date,
                                                 '年报审计有问题:' + "[" + str(opinion_type) + "]",
                                                 '年报审计有问题',
                                                 '',

{mns-scheduler-1.0.9.1 → mns-scheduler-1.0.9.4}/mns_scheduler/risk/financial/net_assets_check_api.py

@@ -8,8 +8,8 @@ from mns_common.constant.black_list_classify_enum import BlackClassify
 mongodb_util = MongodbUtil('27017')
 # 最大负债比
 MAX_LIABILITY_RATIO = 90
-# 负载超过90%时候最小净资产
-MIN_NET_ASSET = 1000000000
+# 最小净资产1.5亿
+MIN_NET_ASSET = 150000000
 # 排除校验负债比的行业
 EXCLUDE_INDUSTRY = ['保险', '银行', '证券']
 
@@ -20,7 +20,9 @@ def net_assets_check(report_type, new_report_df, period_time):
         new_report_df = new_report_df.sort_values(by=['REPORT_DATE'], ascending=False)
         new_report_one_df = new_report_df.iloc[0:1]
         # 负债比
-        liability_ratio = list(new_report_one_df['liability_ratio'])[0]
+        liability_ratio = round(
+            list(new_report_one_df['TOTAL_LIABILITIES'])[0] * 100 / list(new_report_one_df['TOTAL_ASSETS'])[0],
+            2)
         # 净资产
         net_asset = round(list(new_report_one_df['TOTAL_ASSETS'])[0] - list(new_report_one_df['TOTAL_LIABILITIES'])[0],
                           2)
@@ -31,7 +33,7 @@ def net_assets_check(report_type, new_report_df, period_time):
         str_day = now_date.strftime('%Y-%m-%d')
         str_now_date = now_date.strftime('%Y-%m-%d %H:%M:%S')
         id_key = symbol + "_" + period_time + "_" + BlackClassify.FINANCIAL_PROBLEM_DEBT.level_code
-
+        notice_date = list(new_report_one_df['NOTICE_DATE'])[0]
         query_company = {'_id': symbol, 'industry': {'$in': EXCLUDE_INDUSTRY}}
         if mongodb_util.exist_data_query(db_name_constant.COMPANY_INFO, query_company):
             return None
@@ -41,8 +43,8 @@ def net_assets_check(report_type, new_report_df, period_time):
                                                     symbol,
                                                     name,
                                                     str_day,
-                                                    str_now_date,
-                                                    '负债过高:' + "[" + str(
+                                                    notice_date,
+                                                    '负债过高:' + "[" + "负债比:" + str(
                                                         liability_ratio) + "]" + "," + "净资产:"
                                                     + str(round(net_asset / common_service_fun_api.HUNDRED_MILLION,
                                                                 0)) + "亿",
@@ -52,3 +54,19 @@ def net_assets_check(report_type, new_report_df, period_time):
                                                     BlackClassify.FINANCIAL_PROBLEM_DEBT.up_level_name,
                                                     BlackClassify.FINANCIAL_PROBLEM_DEBT.level_code,
                                                     BlackClassify.FINANCIAL_PROBLEM_DEBT.level_name)
+        if net_asset < MIN_NET_ASSET:
+            black_list_service_api.save_black_stock(id_key,
+                                                    symbol,
+                                                    name,
+                                                    str_day,
+                                                    notice_date,
+                                                    '净资产低:' + "[" + "负债比:" + str(
+                                                        liability_ratio) + "]" + "," + "净资产:"
+                                                    + str(round(net_asset / common_service_fun_api.HUNDRED_MILLION,
+                                                                0)) + "亿",
+                                                    '净资产低:' + "[" + str(liability_ratio) + "]",
+                                                    '',
+                                                    BlackClassify.FINANCIAL_PROBLEM_DEBT.up_level_code,
+                                                    BlackClassify.FINANCIAL_PROBLEM_DEBT.up_level_name,
+                                                    BlackClassify.FINANCIAL_PROBLEM_DEBT.level_code,
+                                                    BlackClassify.FINANCIAL_PROBLEM_DEBT.level_name)

{mns-scheduler-1.0.9.1 → mns-scheduler-1.0.9.4}/mns_scheduler/risk/financial/profit_income_check_api.py

@@ -26,7 +26,7 @@ def profit_income_check(new_report_df, period_time, report_type):
     now_date = datetime.now()
     str_day = now_date.strftime('%Y-%m-%d')
     str_now_date = now_date.strftime('%Y-%m-%d %H:%M:%S')
-
+    notice_date = list(new_report_one_df['NOTICE_DATE'])[0]
     if report_type == db_name_constant.EM_STOCK_PROFIT:
         # 利润总额  净利润 扣除非经常性损益后的净利润  三者最小为负
         # 利润总额
@@ -63,7 +63,7 @@ def profit_income_check(new_report_df, period_time, report_type):
                                                         symbol,
                                                         name,
                                                         str_day,
-                                                        str_now_date,
+                                                        notice_date,
                                                         '年报:利润:' + '[' + str(min_profit) + '万]' + '收入:' + str(
                                                             total_operate_income) + '[' + '亿元]--' + '触发退市风险',
                                                         '年报:利润:' + '[' + str(min_profit) + '万]' + '收入:' + str(

{mns-scheduler-1.0.9.1 → mns-scheduler-1.0.9.4}/mns_scheduler/risk/major_violations/register_and_investigate_stock_sync_api.py

@@ -62,7 +62,7 @@ def sync_all_investigate_stocks(page_size, search_key, begin_day, end_day):
 
 # 立案调查的股票
 def sync_new_high_risk_stocks():
-    before_days = 500
+    before_days = 60
     const_num = 30
     init_date = datetime.now()
     str_day = init_date.strftime('%Y-%m-%d')

mns-scheduler-1.0.9.4/mns_scheduler/risk/transactions/transactions_check_api.py

@@ -0,0 +1,165 @@
+import sys
+import os
+
+file_path = os.path.abspath(__file__)
+end = file_path.index('mns') + 16
+project_path = file_path[0:end]
+sys.path.append(project_path)
+import mns_common.api.em.east_money_stock_api as east_money_stock_api
+from datetime import datetime
+import mns_common.component.self_choose.black_list_service_api as black_list_service_api
+import mns_common.component.trade_date.trade_date_common_service_api as trade_date_common_service_api
+from loguru import logger
+import mns_common.constant.db_name_constant as db_name_constant
+from mns_common.db.MongodbUtil import MongodbUtil
+import mns_common.component.company.company_common_service_new_api as company_common_service_new_api
+from mns_common.constant.black_list_classify_enum import BlackClassify
+import mns_common.component.common_service_fun_api as common_service_fun_api
+import mns_common.utils.date_handle_util as date_handle_util
+
+mongodb_util = MongodbUtil('27017')
+
+# 主板 市值最小值 6亿 20个交易日低于5亿退市
+MAIN_MARKET_MIN_MV = 600000000
+
+# 创业 科创 北交所 市值最小值 4亿  20个交易日低于3亿退市
+SUB_MARKET_MIN_MV = 400000000
+
+# 最小面值 20个交易日低于1元退市
+MIN_NOW_PRICE = 1.5
+
+# 主板 120个交易日 参考600万 成交量低于500万股
+MAIN_MARKET_MIN_VOLUME = 6000000
+
+# 科创 创业 120个交易日 参考300万 成交量低于200万股
+SUB_MARKET_MIN_VOLUME = 3000000
+
+# 北交所 120个交易日 参考150万 成交量低于100万股
+BJS_MARKET_MIN_VOLUME = 1500000
+
+
+def transactions_check_task():
+    real_time_quotes_now = east_money_stock_api.get_real_time_quotes_all_stocks()
+    real_time_quotes_now = common_service_fun_api.classify_symbol(real_time_quotes_now)
+    real_time_quotes_now = common_service_fun_api.exclude_ts_symbol(real_time_quotes_now)
+
+    de_list_symbol = company_common_service_new_api.get_de_list_company()
+
+    real_time_quotes_now = real_time_quotes_now.loc[~(real_time_quotes_now['symbol'].isin(de_list_symbol))]
+
+    query = {"up_level_code": BlackClassify.TRANSACTIONS.level_code}
+    tag = mongodb_util.remove_data(query, db_name_constant.SELF_BLACK_STOCK)
+    success = tag.acknowledged
+    if success:
+
+        for stock_one in real_time_quotes_now.itertuples():
+            try:
+                total_mv_check(stock_one)
+                now_price_check(stock_one)
+                volume_check(stock_one)
+            except BaseException as e:
+                logger.error("交易风险校验异常:{},{}", e, stock_one.symbol)
+
+
+# 总市值check
+def total_mv_check(stock_one):
+    classification = stock_one.classification
+    total_mv = stock_one.total_mv
+    now_date = datetime.now()
+    str_day = now_date.strftime('%Y-%m-%d')
+    str_now_date = now_date.strftime('%Y-%m-%d %H:%M:%S')
+    key_id = stock_one.symbol + "_" + BlackClassify.MV_RISK.level_code
+    tag = False
+    if classification in ['S', 'H'] and total_mv < MAIN_MARKET_MIN_MV:
+        tag = True
+    elif classification in ['K', 'C', "X"] and total_mv < SUB_MARKET_MIN_MV:
+        tag = True
+
+    if tag:
+        black_list_service_api.save_black_stock(
+            key_id,
+            stock_one.symbol,
+            stock_one.name,
+            str_day,
+            str_now_date,
+            BlackClassify.MV_RISK.level_name + ":" + str(
+                round(total_mv / common_service_fun_api.HUNDRED_MILLION, 2)) + "亿",
+            BlackClassify.MV_RISK.level_name + ":" + str(
+                round(total_mv / common_service_fun_api.HUNDRED_MILLION, 2)) + "亿",
+            "",
+            BlackClassify.MV_RISK.up_level_code,
+            BlackClassify.MV_RISK.up_level_name,
+            BlackClassify.MV_RISK.level_code,
+            BlackClassify.MV_RISK.level_name,
+        )
+
+
+# 当前面值check
+def now_price_check(stock_one):
+    now_price = stock_one.now_price
+    now_date = datetime.now()
+    str_day = now_date.strftime('%Y-%m-%d')
+    str_now_date = now_date.strftime('%Y-%m-%d %H:%M:%S')
+    key_id = stock_one.symbol + "_" + BlackClassify.CLOSE_PRICE_RISK.level_code
+    if now_price < MIN_NOW_PRICE:
+        black_list_service_api.save_black_stock(
+            key_id,
+            stock_one.symbol,
+            stock_one.name,
+            str_day,
+            str_now_date,
+            BlackClassify.CLOSE_PRICE_RISK.level_name + ":当前价格" + str(now_price),
+            BlackClassify.CLOSE_PRICE_RISK.level_name + ":当前价格" + str(now_price),
+            "",
+            BlackClassify.CLOSE_PRICE_RISK.up_level_code,
+            BlackClassify.CLOSE_PRICE_RISK.up_level_name,
+            BlackClassify.CLOSE_PRICE_RISK.level_code,
+            BlackClassify.CLOSE_PRICE_RISK.level_name,
+        )
+
+
+#
+def volume_check(stock_one):
+    now_date = datetime.now()
+    str_day = now_date.strftime('%Y-%m-%d')
+    str_now_date = now_date.strftime('%Y-%m-%d %H:%M:%S')
+    trade_date_120 = trade_date_common_service_api.get_before_trade_date(str_day, 120)
+    query = {'date': {"$gte": date_handle_util.no_slash_date(trade_date_120)}, 'symbol': stock_one.symbol}
+    stock_qfq_daily_df = mongodb_util.find_query_data(db_name_constant.STOCK_QFQ_DAILY, query)
+    if stock_qfq_daily_df.shape[0] < 120:
+        return
+    # volume 单位是100股
+    sum_volume = sum(stock_qfq_daily_df['volume']) * 100
+    key_id = stock_one.symbol + "_" + BlackClassify.AMOUNT_RISK.level_code
+    tag = False
+    classification = stock_one.classification
+    if classification in ['S', 'H'] and sum_volume < MAIN_MARKET_MIN_VOLUME:
+        tag = True
+
+    elif classification in ['K', 'C'] and sum_volume < SUB_MARKET_MIN_VOLUME:
+        tag = True
+
+    elif classification in ['X'] and sum_volume < BJS_MARKET_MIN_VOLUME:
+        tag = True
+
+    if tag:
+        black_list_service_api.save_black_stock(
+            key_id,
+            stock_one.symbol,
+            stock_one.name,
+            str_day,
+            str_now_date,
+            BlackClassify.AMOUNT_RISK.level_name + ":120个交易日成交量:" + str(
+                round(sum_volume / common_service_fun_api.TEN_THOUSAND), 0) + "万股",
+            BlackClassify.AMOUNT_RISK.level_name + ":120个交易日成交量:" + str(
+                round(sum_volume / common_service_fun_api.TEN_THOUSAND), 0) + "万股",
+            "",
+            BlackClassify.AMOUNT_RISK.up_level_code,
+            BlackClassify.AMOUNT_RISK.up_level_name,
+            BlackClassify.AMOUNT_RISK.level_code,
+            BlackClassify.AMOUNT_RISK.level_name,
+        )
+
+
+if __name__ == '__main__':
+    transactions_check_task()

{mns-scheduler-1.0.9.1 → mns-scheduler-1.0.9.4}/mns_scheduler/zz_task/data_sync_task.py

@@ -46,6 +46,7 @@ import mns_scheduler.open.sync_one_day_open_data_to_db_service as sync_one_day_o
 import mns_scheduler.zt.high_chg.sync_high_chg_pool_service as sync_high_chg_pool_service
 import mns_scheduler.zt.high_chg.sync_high_chg_real_time_quotes_service as sync_high_chg_real_time_quotes_service
 import mns_scheduler.risk.self.wei_pan_stock_api as wei_pan_stock_api
+import mns_scheduler.risk.transactions.transactions_check_api as transactions_check_api
 
 
 # 同步交易日期任务完成
@@ -325,13 +326,15 @@ def sync_kpl_best_his_quotes():
         logger.info('同步开盘啦当日精选指数行情数据任务完成')
 
 
-# 同步被立案调查的股票
+# 同步高风险的股票
 def sync_new_high_risk_stocks():
     logger.info('同步被立案调查的股票')
     register_and_investigate_stock_sync_api.sync_new_high_risk_stocks()
     reason_detail = '微盘股拉黑'
     concept_code_wei_pan = '883418'
     wei_pan_stock_api.add_concept_to_lack_list(concept_code_wei_pan, reason_detail)
+    logger.info('同步交易类风险的股票')
+    transactions_check_api.transactions_check_task()
 
 
 # 同步互动回答
@@ -392,10 +395,10 @@ blockingScheduler.add_job(update_one_concept_all_symbol_detail, 'cron', hour='08
 blockingScheduler.add_job(update_one_symbol_all_concepts, 'cron', hour='09,18,12', minute='15')
 
 # 开盘前同步同花顺新概念指数
-blockingScheduler.add_job(sync_new_concept_data_web, 'cron', hour='09', minute='05,10,15,20,25,29')
+blockingScheduler.add_job(sync_new_concept_data_web, 'cron', hour='09,22', minute='00,10,20,28')
 
 # 同步同花顺新增概念指数(定时轮训,暂时10分钟)
-blockingScheduler.add_job(sync_new_concept_data_web, 'interval', minutes=10, max_instances=4)
+# blockingScheduler.add_job(sync_new_concept_data_web, 'interval', minutes=10, max_instances=4)
 
 # 同步开盘啦新增精选概念(定时轮训,暂时五分钟)
 blockingScheduler.add_job(sync_all_kpl_plate_info, 'interval', minutes=5, max_instances=4)

{mns-scheduler-1.0.9.1 → mns-scheduler-1.0.9.4}/mns_scheduler.egg-info/PKG-INFO

@@ -1,3 +1,3 @@
 Metadata-Version: 2.1
 Name: mns-scheduler
-Version: 1.0.9.1
+Version: 1.0.9.4

{mns-scheduler-1.0.9.1 → mns-scheduler-1.0.9.4}/mns_scheduler.egg-info/SOURCES.txt

@@ -44,8 +44,6 @@ mns_scheduler/finance/em_financial_asset_liability_sync_service_api.py
 mns_scheduler/finance/em_financial_profit_sync_service_api.py
 mns_scheduler/finance/finance_common_api.py
 mns_scheduler/finance/sync_financial_report_service_api.py
-mns_scheduler/finance/test/__init__.py
-mns_scheduler/finance/test/fix_blask_list.py
 mns_scheduler/hk/__init__.py
 mns_scheduler/hk/hk_company_info_sync_service_api.py
 mns_scheduler/irm/__init__.py
@@ -98,7 +96,10 @@ mns_scheduler/risk/major_violations/__init__.py
 mns_scheduler/risk/major_violations/register_and_investigate_stock_sync_api.py
 mns_scheduler/risk/self/__init__.py
 mns_scheduler/risk/self/wei_pan_stock_api.py
+mns_scheduler/risk/test/__init__.py
+mns_scheduler/risk/test/fix_blask_list.py
 mns_scheduler/risk/transactions/__init__.py
+mns_scheduler/risk/transactions/transactions_check_api.py
 mns_scheduler/trade/__init__.py
 mns_scheduler/trade/auto_ipo_buy_api.py
 mns_scheduler/trade/auto_sell_service_api.py

{mns-scheduler-1.0.9.1 → mns-scheduler-1.0.9.4}/setup.py

@@ -2,7 +2,7 @@ from setuptools import setup, find_packages
 
 setup(
     name='mns-scheduler',
-    version='1.0.9.1',
+    version='1.0.9.4',
     packages=find_packages(),
     install_requires=[],  # 如果有依赖项，可以在这里列出
 )