neurostats-API 0.0.15__py3-none-any.whl → 0.0.17__py3-none-any.whl

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Files changed (9) hide show
  1. neurostats_API/__init__.py +1 -1
  2. neurostats_API/fetchers/base.py +47 -28
  3. neurostats_API/fetchers/tech.py +54 -25
  4. neurostats_API/fetchers/tej_finance_report.py +203 -177
  5. neurostats_API/fetchers/value_invest.py +84 -67
  6. {neurostats_API-0.0.15.dist-info → neurostats_API-0.0.17.dist-info}/METADATA +63 -8
  7. {neurostats_API-0.0.15.dist-info → neurostats_API-0.0.17.dist-info}/RECORD +9 -9
  8. {neurostats_API-0.0.15.dist-info → neurostats_API-0.0.17.dist-info}/WHEEL +1 -1
  9. {neurostats_API-0.0.15.dist-info → neurostats_API-0.0.17.dist-info}/top_level.txt +0 -0
neurostats_API/__init__.py CHANGED
@@ -1,4 +1,4 @@
1
- __version__='0.0.15'
1
+ __version__='0.0.16'
2
2
 
3
3
  from .fetchers import (
4
4
  BalanceSheetFetcher,
neurostats_API/fetchers/base.py CHANGED
@@ -7,10 +7,12 @@ from datetime import datetime, timedelta, date
7
7
  from ..utils import StatsDateTime, StatsProcessor, YoY_Calculator
8
8
  import yaml
9
9
 
10
+
10
11
  class StatsFetcher:
12
+
11
13
  def __init__(self, ticker, db_client):
12
14
  self.ticker = ticker
13
- self.db = db_client["company"] # Replace with your database name
15
+ self.db = db_client["company"] # Replace with your database name
14
16
  self.collection = self.db["twse_stats"]
15
17
 
16
18
  self.timezone = pytz.timezone("Asia/Taipei")
@@ -26,7 +28,6 @@ class StatsFetcher:
26
28
  'grand_total_growth': [f"YoY_{i}" for i in [1, 3, 5, 10]]
27
29
  }
28
30
 
29
-
30
31
  def prepare_query(self):
31
32
  return [
32
33
  {
@@ -52,8 +53,27 @@ class StatsFetcher:
52
53
  season = (month - 1) // 3 + 1
53
54
 
54
55
  return StatsDateTime(date, year, month, day, season)
56
+
57
+ def has_required_columns(self, df:pd.DataFrame, required_cols=None):
58
+ """
59
+ Check if the required columns are present in the DataFrame.
60
+
61
+ Args:
62
+ df (pd.DataFrame): The DataFrame to check.
63
+ required_cols (list, optional): List of required column names.
64
+ Defaults to ['date', 'open', 'high', 'low', 'close', 'volume'].
65
+
66
+ Returns:
67
+ bool: True if all required columns are present, False otherwise.
68
+ """
69
+ if required_cols is None:
70
+ required_cols = ['date', 'open', 'high', 'low', 'close', 'volume']
71
+
72
+ return all(col in df.columns for col in required_cols)
73
+
55
74
 
56
75
  class BaseTEJFetcher(abc.ABC):
76
+
57
77
  def __init__(self):
58
78
  self.client = None
59
79
  self.db = None
@@ -62,25 +82,22 @@ class BaseTEJFetcher(abc.ABC):
62
82
  @abc.abstractmethod
63
83
  def get(self):
64
84
  pass
65
-
85
+
66
86
  def get_latest_data_time(self, ticker):
67
- latest_data = self.collection.find_one(
68
- {"ticker": ticker},
69
- {"last_update": 1, "_id" : 0}
70
- )
87
+ latest_data = self.collection.find_one({"ticker": ticker}, {"last_update": 1, "_id": 0})
71
88
 
72
89
  try:
73
90
  latest_date = latest_data['last_update']["latest_data_date"]
74
91
  except Exception as e:
75
92
  latest_date = None
76
-
93
+
77
94
  return latest_date
78
95
 
79
- def cal_YoY(self, data_dict: dict, start_year: int, end_year: int):
80
- year_shifts = [1,3,5,10]
96
+ def cal_YoY(self, data_dict: dict, start_year: int, end_year: int, season: int):
97
+ year_shifts = [1, 3, 5, 10]
81
98
  return_dict = {}
82
- for year in range(start_year, end_year+1):
83
- year_data = data_dict[str(year)]
99
+ for year in range(start_year, end_year + 1):
100
+ year_data = data_dict[f"{year}Q{season}"]
84
101
  year_keys = list(year_data.keys())
85
102
  for key in year_keys:
86
103
  if (key in 'season'):
@@ -93,23 +110,20 @@ class BaseTEJFetcher(abc.ABC):
93
110
  this_value = year_data[key]
94
111
  try:
95
112
  past_year = str(year - shift)
96
- last_value = data_dict[past_year][key]['value']
97
- temp_dict[f"YoY_{shift}"] = YoY_Calculator.cal_growth(
98
- this_value, last_value, delta = shift
99
- )
113
+ last_value = data_dict[f"{past_year}Q{season}"][key]
114
+ temp_dict[f"YoY_{shift}"] = YoY_Calculator.cal_growth(this_value, last_value, delta=shift)
100
115
  except Exception as e:
101
116
  temp_dict[f"YoY_{shift}"] = None
102
-
117
+
103
118
  year_data[key] = temp_dict
104
119
 
105
120
  else:
106
121
  year_data.pop(key)
107
-
108
- return_dict[year] = year_data
109
-
110
-
122
+
123
+ return_dict[f"{year}Q{season}"] = year_data
124
+
111
125
  return return_dict
112
-
126
+
113
127
  def cal_QoQ(self, data_dict):
114
128
  return_dict = {}
115
129
  for i, time_index in enumerate(data_dict.keys()):
@@ -122,7 +136,7 @@ class BaseTEJFetcher(abc.ABC):
122
136
  else:
123
137
  last_year = year
124
138
  last_season = season - 1
125
-
139
+
126
140
  this_data = data_dict[time_index]
127
141
  this_keys = list(this_data.keys())
128
142
  for key in this_keys:
@@ -137,16 +151,21 @@ class BaseTEJFetcher(abc.ABC):
137
151
  try:
138
152
  last_value = data_dict[f"{last_year}Q{last_season}"][key]['value']
139
153
 
140
- temp_dict['growth'] = YoY_Calculator.cal_growth(
141
- this_value, last_value, delta=1
142
- )
154
+ temp_dict['growth'] = YoY_Calculator.cal_growth(this_value, last_value, delta=1)
143
155
  except Exception as e:
144
156
  temp_dict['growth'] = None
145
-
157
+
146
158
  this_data[key] = temp_dict
147
159
 
148
160
  else:
149
161
  this_data.pop(key)
150
162
  return_dict[time_index] = this_data
151
163
  return return_dict
152
-
164
+
165
+ def get_dict_of_df(self, data_dict):
166
+ """
167
+ dict[dict] -> dict[df]
168
+ """
169
+ for key in data_dict.keys():
170
+ data_dict[key] = pd.DataFrame.from_dict(data_dict[key])
171
+ return data_dict
neurostats_API/fetchers/tech.py CHANGED
@@ -47,40 +47,46 @@ class TechFetcher(StatsFetcher):
47
47
  )
48
48
 
49
49
  def _get_ohlcv(self):
50
-
51
- if self.ticker in ['GSPC', 'IXIC', 'DJI', 'TWII']:
52
-
53
- full_tick = f'^{self.ticker}'
54
- yf_ticker = yf.Ticker(full_tick)
55
- origin_df = yf_ticker.history(period="10y")
56
- origin_df = origin_df.reset_index()
57
- origin_df["Date"] = pd.to_datetime(origin_df["Date"]).dt.date
58
- df = origin_df.rename(
59
- columns={
60
- "Date": "date",
61
- "Open": "open",
62
- "High": "high",
63
- "Low": "low",
64
- "Close": "close",
65
- "Volume": "volume"
66
- }
67
- )
68
- else:
69
50
 
51
+ required_cols = ['date', 'open', 'high', 'low', 'close', 'volume']
52
+
53
+ try:
70
54
  query = {'ticker': self.ticker}
71
- ticker_full = list(self.collection.find(query))
55
+ ticker_full = self.collection.find_one(query)
72
56
 
73
57
  if not ticker_full:
74
58
  raise ValueError(f"No data found for ticker: {self.ticker}")
75
59
 
76
- if 'daily_data' not in ticker_full[0] or ticker_full[0]['daily_data'] is None:
77
- raise KeyError("Missing 'daily_data' in the retrieved data")
60
+ daily_data = ticker_full.get("daily_data", [])
61
+ if not isinstance(daily_data, list):
62
+ raise TypeError("Expected 'daily_data' to be a list.")
63
+
64
+ df = pd.DataFrame(daily_data)
78
65
 
79
- df = pd.DataFrame(ticker_full[0]['daily_data'])
66
+ if not self.has_required_columns(df, required_cols):
67
+ raise KeyError(f"Missing required columns")
80
68
 
81
- selected_cols = ['date','open','high','low','close','volume']
69
+ except (KeyError, ValueError, TypeError) as e:
70
+
71
+ print(f"Conduct yf searching")
72
+
73
+ if self.ticker in ['GSPC', 'IXIC', 'DJI', 'TWII']:
74
+ full_tick = f'^{self.ticker}'
75
+ else:
76
+ full_tick = f'{self.ticker}.tw'
77
+
78
+ df = self.conduct_yf_search(full_tick)
79
+
80
+ if not self.has_required_columns(df, required_cols):
81
+
82
+ print(f".tw failed, try .two")
83
+
84
+ full_tick = f'{self.ticker}.two'
85
+
86
+ df = self.conduct_yf_search(full_tick)
87
+
88
+ return df[required_cols]
82
89
 
83
- return df[selected_cols]
84
90
 
85
91
  def get_daily(self):
86
92
 
@@ -101,6 +107,29 @@ class TechFetcher(StatsFetcher):
101
107
  def get_yearly(self):
102
108
 
103
109
  return self.yearly_index
110
+
111
+ def conduct_yf_search(self, ticker:str):
112
+
113
+ yf_ticker = yf.Ticker(ticker)
114
+ origin_df = yf_ticker.history(period="10y")
115
+
116
+ if origin_df.empty:
117
+ return origin_df
118
+
119
+ origin_df = origin_df.reset_index()
120
+ origin_df["Date"] = pd.to_datetime(origin_df["Date"])
121
+ df = origin_df.rename(
122
+ columns={
123
+ "Date": "date",
124
+ "Open": "open",
125
+ "High": "high",
126
+ "Low": "low",
127
+ "Close": "close",
128
+ "Volume": "volume"
129
+ }
130
+ )
131
+
132
+ return df
104
133
 
105
134
  class TechProcessor:
106
135
 
neurostats_API/fetchers/tej_finance_report.py CHANGED
@@ -8,56 +8,39 @@ import warnings
8
8
 
9
9
 
10
10
  class FinanceReportFetcher(BaseTEJFetcher):
11
+
11
12
  class FetchMode(Enum):
12
13
  YOY = 1
13
14
  QOQ = 2
14
15
  YOY_NOCAL = 3
15
16
  QOQ_NOCAL = 4
16
17
 
17
- def __init__(self, mongo_uri, db_name = "company", collection_name = "TWN/AINVFQ1"):
18
+ def __init__(self, mongo_uri, db_name="company", collection_name="TWN/AINVFQ1"):
18
19
  self.client = MongoClient(mongo_uri)
19
20
  self.db = self.client[db_name]
20
21
  self.collection = self.db[collection_name]
21
22
 
23
+ # yapf: disabled
22
24
  self.check_index = {
23
- 'coid', 'mdate', 'key3', 'no',
24
- 'sem', 'merg', 'curr', 'annd',
25
- 'fin_ind', 'bp11', 'bp21', 'bp22',
26
- 'bp31', 'bp41', 'bp51', 'bp53',
27
- 'bp61', 'bp62', 'bp63', 'bp64',
28
- 'bp65', 'bf11', 'bf12', 'bf21',
29
- 'bf22', 'bf41', 'bf42', 'bf43',
30
- 'bf44', 'bf45', 'bf99', 'bsca',
31
- 'bsnca', 'bsta','bscl','bsncl',
32
- 'bstl','bsse','bslse','debt',
33
- 'quick','ppe','ar','ip12',
34
- 'ip22','ip31','ip51','iv41',
35
- 'if11','isibt','isni','isnip',
36
- 'eps','ispsd','gm','opi',
37
- 'nri','ri','nopi','ebit',
38
- 'cip31','cscfo','cscfi','cscff',
39
- 'person','shares','wavg','taxrate',
40
- 'r104','r115','r105','r106',
41
- 'r107','r108','r201','r112',
42
- 'r401','r402','r403','r404',
43
- 'r405','r408','r409','r410',
44
- 'r502','r501','r205','r505',
45
- 'r517','r512','r509','r608',
46
- 'r616','r610','r607','r613',
47
- 'r612','r609','r614','r611',
48
- 'r307','r304','r305','r306',
49
- 'r316','r834'
50
- }
25
+ 'coid', 'mdate', 'key3', 'no', 'sem', 'merg', 'curr', 'annd', 'fin_ind', 'bp11', 'bp21', 'bp22', 'bp31',
26
+ 'bp41', 'bp51', 'bp53', 'bp61', 'bp62', 'bp63', 'bp64', 'bp65', 'bf11', 'bf12', 'bf21', 'bf22', 'bf41',
27
+ 'bf42', 'bf43', 'bf44', 'bf45', 'bf99', 'bsca', 'bsnca', 'bsta', 'bscl', 'bsncl', 'bstl', 'bsse', 'bslse',
28
+ 'debt', 'quick', 'ppe', 'ar', 'ip12', 'ip22', 'ip31', 'ip51', 'iv41', 'if11', 'isibt', 'isni', 'isnip',
29
+ 'eps', 'ispsd', 'gm', 'opi', 'nri', 'ri', 'nopi', 'ebit', 'cip31', 'cscfo', 'cscfi', 'cscff', 'person',
30
+ 'shares', 'wavg', 'taxrate', 'r104', 'r115', 'r105', 'r106', 'r107', 'r108', 'r201', 'r112', 'r401', 'r402',
31
+ 'r403', 'r404', 'r405', 'r408', 'r409', 'r410', 'r502', 'r501', 'r205', 'r505', 'r517', 'r512', 'r509',
32
+ 'r608', 'r616', 'r610', 'r607', 'r613', 'r612', 'r609', 'r614', 'r611', 'r307', 'r304', 'r305', 'r306',
33
+ 'r316', 'r834'
34
+ } # yapf: enabled
51
35
 
52
36
  def get(
53
- self,
54
- ticker,
55
- fetch_mode: FetchMode = FetchMode.QOQ,
56
- start_date: str = None,
57
- end_date: str = None,
58
- report_type: str = "Q",
59
- indexes: list = []
60
- ):
37
+ self,
38
+ ticker,
39
+ fetch_mode: FetchMode = FetchMode.QOQ_NOCAL,
40
+ start_date: str = None,
41
+ end_date: str = None,
42
+ report_type: str = "Q",
43
+ indexes: list = []):
61
44
  """
62
45
  基礎的query function
63
46
  ticker(str): 股票代碼
@@ -72,22 +55,14 @@ class FinanceReportFetcher(BaseTEJFetcher):
72
55
  # 確認indexes中是否有錯誤的index，有的話回傳warning
73
56
  if (indexes and self.check_index):
74
57
  indexes = set(indexes)
75
- difference = indexes-self.check_index
58
+ difference = indexes - self.check_index
76
59
  if (difference):
77
- warnings.warn(
78
- f"{list(difference)} 沒有出現在資料表中，請確認column名稱是否正確",
79
- UserWarning
80
- )
81
-
60
+ warnings.warn(f"{list(difference)} 沒有出現在資料表中，請確認column名稱是否正確", UserWarning)
82
61
 
83
- if (fetch_mode in {
84
- self.FetchMode.QOQ,
85
- self.FetchMode.QOQ_NOCAL
86
- }
87
- ):
62
+ if (fetch_mode in {self.FetchMode.QOQ, self.FetchMode.QOQ_NOCAL}):
88
63
  if (not start_date):
89
64
  warnings.warn("No start_date specified, use default date = \"2005-01-01\"", UserWarning)
90
- start_date = datetime.strptime("2005-01-01", "%Y-%m-%d")
65
+ start_date = datetime.strptime("2005-01-01", "%Y-%m-%d")
91
66
  if (not end_date):
92
67
  warnings.warn("No end_date specified, use default date = today", UserWarning)
93
68
  end_date = datetime.today()
@@ -114,17 +89,13 @@ class FinanceReportFetcher(BaseTEJFetcher):
114
89
  end_season=end_season,
115
90
  report_type=report_type,
116
91
  indexes=indexes,
117
- use_cal=use_cal
118
- )
92
+ use_cal=use_cal)
119
93
 
120
94
  return data_df
121
95
 
122
- elif (fetch_mode in {
123
- self.FetchMode.YOY,
124
- self.FetchMode.YOY_NOCAL
125
- }
126
- ):
127
- start_year = 2005
96
+ elif (fetch_mode in {self.FetchMode.YOY, self.FetchMode.YOY_NOCAL}):
97
+ start_date = datetime.strptime(start_date, "%Y-%m-%d")
98
+ start_year = start_date.year
128
99
  end_date = self.get_latest_data_time(ticker)
129
100
  if (not end_date):
130
101
  end_date = datetime.today()
@@ -138,98 +109,140 @@ class FinanceReportFetcher(BaseTEJFetcher):
138
109
  use_cal = False
139
110
 
140
111
  data_df = self.get_YoY_data(
141
- ticker = ticker,
142
- start_year = start_year,
143
- end_year = end_year,
144
- season = season,
145
- report_type = report_type,
146
- indexes = indexes
147
- )
148
-
112
+ ticker=ticker,
113
+ start_year=start_year,
114
+ end_year=end_year,
115
+ season=season,
116
+ report_type=report_type,
117
+ indexes=indexes,
118
+ use_cal=use_cal)
119
+
149
120
  return data_df
150
121
 
151
122
  def get_QoQ_data(
152
- self,
153
- ticker,
154
- start_year,
155
- start_season,
156
- end_year,
157
- end_season,
158
- report_type = "Q",
159
- indexes = [],
160
- use_cal = False
161
- ):
123
+ self, ticker, start_year, start_season, end_year, end_season, report_type="Q", indexes=[], use_cal=False):
162
124
  """
163
125
  取得時間範圍內每季資料
164
126
  """
165
- if (not indexes): # 沒有指定 -> 取全部
127
+ if (use_cal):
128
+ if (start_season == 1):
129
+ lower_bound_year = start_year - 1
130
+ lower_bound_season = 4
131
+
132
+ else:
133
+ lower_bound_year = start_year
134
+ lower_bound_season = start_season - 1
135
+
136
+ else:
137
+ lower_bound_year = start_year,
138
+ lower_bound_season = start_season
139
+
140
+ if (not indexes): # 沒有指定 -> 取全部
166
141
  pipeline = [
167
- { "$match": { "ticker": ticker } },
168
- { "$unwind": "$data" },
169
- { "$match": {
170
- "$or": [
171
- { "data.year": { "$gt": start_year, "$lt": end_year } },
172
- { "data.year": start_year, "data.season": { "$gte": start_season } },
173
- { "data.year": end_year, "data.season": { "$lte": end_season } }
174
- ]
175
- }},
176
- { "$project": {
177
- "data.year": 1,
178
- "data.season": 1,
179
- f"data.{report_type}": 1,
180
- "_id": 0
181
- }
142
+ {
143
+ "$match": {
144
+ "ticker": ticker
145
+ }
146
+ }, {
147
+ "$unwind": "$data"
148
+ }, {
149
+ "$match":
150
+ {
151
+ "$or":
152
+ [
153
+ {
154
+ "data.year": {
155
+ "$gt": start_year,
156
+ "$lt": end_year
157
+ }
158
+ }, {
159
+ "data.year": start_year,
160
+ "data.season": {
161
+ "$gte": start_season
162
+ }
163
+ }, {
164
+ "data.year": end_year,
165
+ "data.season": {
166
+ "$lte": end_season
167
+ }
168
+ }, {
169
+ "data.year": lower_bound_year,
170
+ "data.season": lower_bound_season
171
+ }
172
+ ]
173
+ }
174
+ }, {
175
+ "$project": {
176
+ "data.year": 1,
177
+ "data.season": 1,
178
+ f"data.{report_type}": 1,
179
+ "_id": 0
180
+ }
182
181
  }
183
182
  ]
184
183
 
185
-
186
- else: # 取指定index
187
- project_stage = {
188
- "data.year": 1,
189
- "data.season": 1
190
- }
184
+ else: # 取指定index
185
+ project_stage = {"data.year": 1, "data.season": 1}
191
186
  for index in indexes:
192
187
  project_stage[f"data.{report_type}.{index}"] = 1
193
188
 
194
189
  pipeline = [
195
- { "$match": { "ticker": ticker } },
196
- { "$unwind": "$data" },
197
- { "$match": {
198
- "$or": [
199
- { "data.year": { "$gt": start_year, "$lt": end_year } },
200
- { "data.year": start_year, "data.season": { "$gte": start_season } },
201
- { "data.year": end_year, "data.season": { "$lte": end_season } }
202
- ]
203
- }},
204
- { "$project": project_stage }
190
+ {
191
+ "$match": {
192
+ "ticker": ticker
193
+ }
194
+ }, {
195
+ "$unwind": "$data"
196
+ }, {
197
+ "$match":
198
+ {
199
+ "$or":
200
+ [
201
+ {
202
+ "data.year": {
203
+ "$gt": start_year,
204
+ "$lt": end_year
205
+ }
206
+ }, {
207
+ "data.year": start_year,
208
+ "data.season": {
209
+ "$gte": start_season
210
+ }
211
+ }, {
212
+ "data.year": end_year,
213
+ "data.season": {
214
+ "$lte": end_season
215
+ }
216
+ }, {
217
+ "data.year": lower_bound_year,
218
+ "data.season": lower_bound_season
219
+ }
220
+ ]
221
+ }
222
+ }, {
223
+ "$project": project_stage
224
+ }
205
225
  ]
206
226
 
207
-
208
227
  fetched_data = self.collection.aggregate(pipeline).to_list()
209
-
228
+
210
229
  data_dict = StatsProcessor.list_of_dict_to_dict(
211
- fetched_data,
212
- keys = ["year", "season"],
213
- delimeter = "Q",
214
- data_key=report_type
215
- )
230
+ fetched_data, keys=["year", "season"], delimeter="Q", data_key=report_type)
231
+
216
232
  if (use_cal):
217
233
  data_with_QoQ = self.cal_QoQ(data_dict)
218
234
  data_df = pd.DataFrame.from_dict(data_with_QoQ)
235
+ data_df = data_df.iloc[:, 1:]
236
+ data_df = data_df.iloc[:, ::-1].T
237
+ data_dict = data_df.to_dict()
238
+ data_dict = self.get_dict_of_df(data_dict)
239
+ return data_dict
219
240
  else:
220
241
  data_df = pd.DataFrame.from_dict(data_dict)
221
- return data_df
222
-
223
- def get_YoY_data(
224
- self,
225
- ticker,
226
- start_year,
227
- end_year,
228
- season,
229
- report_type = "Q",
230
- indexes = [],
231
- use_cal = False
232
- ):
242
+ data_df = data_df.iloc[:, ::-1]
243
+ return data_df
244
+
245
+ def get_YoY_data(self, ticker, start_year, end_year, season, report_type="Q", indexes=[], use_cal=False):
233
246
  """
234
247
  取得某季歷年資料
235
248
  """
@@ -237,77 +250,90 @@ class FinanceReportFetcher(BaseTEJFetcher):
237
250
  select_year = set()
238
251
 
239
252
  for year in range(start_year, end_year + 1):
240
- year_shifts = {
241
- year,
242
- year - 1,
243
- year - 3,
244
- year - 5,
245
- year - 10
246
- }
253
+ year_shifts = {year, year - 1, year - 3, year - 5, year - 10}
247
254
 
248
255
  select_year = select_year.union(year_shifts)
249
-
256
+
250
257
  select_year = sorted(list(select_year), reverse=True)
251
258
  else:
252
259
  select_year = [year for year in range(start_year, end_year + 1)]
253
260
 
254
- if (not indexes): # 沒有指定 -> 取全部
261
+ if (not indexes): # 沒有指定 -> 取全部
255
262
  pipeline = [
256
- { "$match": { "ticker": ticker } },
257
- { "$unwind": "$data" },
258
- { "$match": {
259
- "$or":[
263
+ {
264
+ "$match": {
265
+ "ticker": ticker
266
+ }
267
+ }, {
268
+ "$unwind": "$data"
269
+ }, {
270
+ "$match":
260
271
  {
261
- "$and": [
262
- { "data.year": {"$in": select_year }},
263
- { "data.season": {"$eq": season}}
264
- ]
265
- },
266
- ]
267
- }},
268
- { "$project": {
269
- "data.year": 1,
270
- "data.season": 1,
271
- f"data.{report_type}": 1,
272
- "_id": 0
273
- }
272
+ "$or": [{
273
+ "$and": [{
274
+ "data.year": {
275
+ "$in": select_year
276
+ }
277
+ }, {
278
+ "data.season": {
279
+ "$eq": season
280
+ }
281
+ }]
282
+ },]
283
+ }
284
+ }, {
285
+ "$project": {
286
+ "data.year": 1,
287
+ "data.season": 1,
288
+ f"data.{report_type}": 1,
289
+ "_id": 0
290
+ }
274
291
  }
275
292
  ]
276
293
 
277
-
278
- else: # 取指定index
279
- project_stage = {
280
- "data.year": 1,
281
- "data.season": 1
282
- }
294
+ else: # 取指定index
295
+ project_stage = {"data.year": 1, "data.season": 1}
283
296
  for index in indexes:
284
297
  project_stage[f"data.{report_type}.{index}"] = 1
285
298
 
286
299
  pipeline = [
287
- { "$match": { "ticker": ticker } },
288
- { "$unwind": "$data" },
289
- { "$match": {
290
- "$and": [
291
- { "data.year": {"$in": select_year}},
292
- { "data.season": {"$eq": season}}
293
- ]
294
- }},
295
- { "$project": project_stage }
300
+ {
301
+ "$match": {
302
+ "ticker": ticker
303
+ }
304
+ }, {
305
+ "$unwind": "$data"
306
+ }, {
307
+ "$match": {
308
+ "$and": [{
309
+ "data.year": {
310
+ "$in": select_year
311
+ }
312
+ }, {
313
+ "data.season": {
314
+ "$eq": season
315
+ }
316
+ }]
317
+ }
318
+ }, {
319
+ "$project": project_stage
320
+ }
296
321
  ]
297
322
 
298
323
  fetched_data = self.collection.aggregate(pipeline).to_list()
299
324
 
300
325
  # 處理計算YoY
301
326
  data_dict = StatsProcessor.list_of_dict_to_dict(
302
- fetched_data,
303
- keys = ['year', 'season'],
304
- data_key=report_type,
305
- delimeter='Q'
306
- )
327
+ fetched_data, keys=['year', 'season'], data_key=report_type, delimeter='Q')
328
+
307
329
  if (use_cal):
308
- data_with_YoY = self.cal_YoY(data_dict, start_year, end_year)
309
- result_df = pd.DataFrame.from_dict(data_with_YoY)
330
+ data_with_YoY = self.cal_YoY(data_dict, start_year, end_year, season)
331
+ data_df = pd.DataFrame.from_dict(data_with_YoY)
332
+ data_df = data_df.iloc[:, ::-1].T
333
+ data_dict = data_df.to_dict()
334
+ data_dict = self.get_dict_of_df(data_dict)
335
+ return data_dict
310
336
  else:
311
- result_df = pd.DataFrame.from_dict(data_dict)
312
-
313
- return result_df
337
+ data_df = pd.DataFrame.from_dict(data_dict)
338
+ data_df = data_df.iloc[:, ::-1]
339
+ return data_df
neurostats_API/fetchers/value_invest.py CHANGED
@@ -12,51 +12,68 @@ class ValueFetcher(StatsFetcher):
12
12
  def prepare_query(self, start_date, end_date):
13
13
  pipeline = super().prepare_query()
14
14
 
15
- pipeline.append({
16
- "$project": {
17
- "_id": 0,
18
- "ticker": 1,
19
- "company_name": 1,
20
- "daily_data": {
21
- "$map": {
22
- "input": {
23
- "$filter": {
24
- "input": "$daily_data",
25
- "as": "daily",
26
- "cond": {
27
- "$and": [{
28
- "$gte": ["$$daily.date", start_date]
29
- }, {
30
- "$lte": ["$$daily.date", end_date]
31
- }]
32
- }
33
- }
34
- },
35
- "as": "daily_item",
36
- "in": {
37
- "date": "$$daily_item.date",
38
- "close": "$$daily_item.close",
39
- "P_B": "$$daily_item.P_B",
40
- "P_E": "$$daily_item.P_E",
41
- "P_FCF": "$$daily_item.P_FCF",
42
- "P_S": "$$daily_item.P_S",
43
- "EV_OPI": "$$daily_item.EV_OPI",
44
- "EV_EBIT": "$$daily_item.EV_EBIT",
45
- "EV_EBITDA": "$$daily_item.EV_EBITDA",
46
- "EV_S": "$$daily_item.EV_S"
47
- }
15
+ pipeline.append(
16
+ {
17
+ "$project":
18
+ {
19
+ "_id": 0,
20
+ "ticker": 1,
21
+ "company_name": 1,
22
+ "daily_data":
23
+ {
24
+ "$map":
25
+ {
26
+ "input":
27
+ {
28
+ "$filter":
29
+ {
30
+ "input": "$daily_data",
31
+ "as": "daily",
32
+ "cond":
33
+ {
34
+ "$and":
35
+ [
36
+ {
37
+ "$gte": ["$$daily.date", start_date]
38
+ }, {
39
+ "$lte": ["$$daily.date", end_date]
40
+ }
41
+ ]
42
+ }
43
+ }
44
+ },
45
+ "as": "daily_item",
46
+ "in":
47
+ {
48
+ "date": "$$daily_item.date",
49
+ "close": "$$daily_item.close",
50
+ "P_B": "$$daily_item.P_B",
51
+ "P_E": "$$daily_item.P_E",
52
+ "P_FCF": "$$daily_item.P_FCF",
53
+ "P_S": "$$daily_item.P_S",
54
+ "EV_OPI": "$$daily_item.EV_OPI",
55
+ "EV_EBIT": "$$daily_item.EV_EBIT",
56
+ "EV_EBITDA": "$$daily_item.EV_EBITDA",
57
+ "EV_S": "$$daily_item.EV_S"
58
+ }
59
+ }
60
+ },
61
+ "yearly_data": 1
48
62
  }
49
- },
50
- "yearly_data": 1
51
- }
52
- })
63
+ })
53
64
 
54
65
  return pipeline
55
66
 
67
+ def collect_data(self, start_date, end_date):
68
+ pipeline = self.prepare_query(start_date, end_date)
69
+
70
+ fetched_data = list(self.collection.aggregate(pipeline))
71
+
72
+ return fetched_data[0]
73
+
56
74
  def query_data(self):
57
75
  try:
58
- latest_time = StatsDateTime.get_latest_time(
59
- self.ticker, self.collection)['last_update_time']
76
+ latest_time = StatsDateTime.get_latest_time(self.ticker, self.collection)['last_update_time']
60
77
  target_year = latest_time['daily_data']['last_update'].year
61
78
  start_date = latest_time['daily_data']['last_update'] - timedelta(days=31)
62
79
  end_date = latest_time['daily_data']['last_update']
@@ -79,7 +96,7 @@ class ValueFetcher(StatsFetcher):
79
96
  )
80
97
 
81
98
  return fetched_data
82
-
99
+
83
100
  def query_value_serie(self):
84
101
  """
85
102
  回傳指定公司的歷來評價
@@ -104,28 +121,32 @@ class ValueFetcher(StatsFetcher):
104
121
  }
105
122
  },
106
123
  {
107
- "$project": {
108
- "_id": 0,
109
- "ticker": 1,
110
- "company_name": 1,
111
- "daily_data": {
112
- "$map": {
113
- "input": "$daily_data", # 正確地指定要處理的陣列
114
- "as": "daily", # 每個元素的名稱
115
- "in": {
116
- "date": "$$daily.date",
117
- "P_E": "$$daily.P_E",
118
- "P_FCF": "$$daily.P_FCF",
119
- "P_B": "$$daily.P_B",
120
- "P_S": "$$daily.P_S",
121
- "EV_OPI": "$$daily.EV_OPI",
122
- "EV_EBIT": "$$daily.EV_EBIT",
123
- "EV_EBITDA": "$$daily.EV_EBITDA",
124
- "EV_S": "$$daily.EV_S"
124
+ "$project":
125
+ {
126
+ "_id": 0,
127
+ "ticker": 1,
128
+ "company_name": 1,
129
+ "daily_data":
130
+ {
131
+ "$map":
132
+ {
133
+ "input": "$daily_data", # 正確地指定要處理的陣列
134
+ "as": "daily", # 每個元素的名稱
135
+ "in":
136
+ {
137
+ "date": "$$daily.date",
138
+ "P_E": "$$daily.P_E",
139
+ "P_FCF": "$$daily.P_FCF",
140
+ "P_B": "$$daily.P_B",
141
+ "P_S": "$$daily.P_S",
142
+ "EV_OPI": "$$daily.EV_OPI",
143
+ "EV_EBIT": "$$daily.EV_EBIT",
144
+ "EV_EBITDA": "$$daily.EV_EBITDA",
145
+ "EV_S": "$$daily.EV_S"
146
+ }
147
+ }
125
148
  }
126
- }
127
149
  }
128
- }
129
150
  }
130
151
  ]
131
152
 
@@ -133,21 +154,17 @@ class ValueFetcher(StatsFetcher):
133
154
  fetched_data = fetched_data[0]
134
155
 
135
156
  value_keys = ["P_E", "P_FCF", "P_B", "P_S", "EV_OPI", "EV_EBIT", "EV_EVITDA", "EV_S"]
136
- return_dict = {
137
- value_key: dict() for value_key in value_keys
138
- }
157
+ return_dict = {value_key: dict() for value_key in value_keys}
139
158
 
140
159
  for value_key in value_keys:
141
160
  for data in fetched_data['daily_data']:
142
161
  if (value_key not in data.keys()):
143
162
  continue
144
163
  else:
145
- return_dict[value_key].update({
146
- data['date']: data[value_key]
147
- })
164
+ return_dict[value_key].update({data['date']: data[value_key]})
148
165
 
149
166
  return_dict = {
150
- value_key: pd.DataFrame.from_dict(value_dict, orient = 'index', columns = [value_key])
167
+ value_key: pd.DataFrame.from_dict(value_dict, orient='index', columns=[value_key])
151
168
  for value_key, value_dict in return_dict.items()
152
169
  }
153
170
  return return_dict
{neurostats_API-0.0.15.dist-info → neurostats_API-0.0.17.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.1
2
- Name: neurostats-API
3
- Version: 0.0.15
2
+ Name: neurostats_API
3
+ Version: 0.0.17
4
4
  Summary: The service of NeuroStats website
5
5
  Home-page: https://github.com/NeurowattStats/NeuroStats_API.git
6
6
  Author: JasonWang@Neurowatt
@@ -89,7 +89,7 @@ pip install neurostats-API
89
89
  ```Python
90
90
  >>> import neurostats_API
91
91
  >>> print(neurostats_API.__version__)
92
- 0.0.15
92
+ 0.0.16
93
93
  ```
94
94
 
95
95
  ### 得到最新一期的評價資料與歷年評價
@@ -691,21 +691,25 @@ fetcher = FinanceReportFetcher(
691
691
 
692
692
  data = fetcher.get(
693
693
  ticker = "2330" # 任意的股票代碼
694
- fetch_mode = fetcher.YOY_NOCAL # 取得模式
694
+ fetch_mode = fetcher.FetchMode.QOQ_NOCAL # 取得模式
695
695
  start_date = "2005-01-01",
696
696
  end_date = "2024-12-31",
697
697
  report_type = "Q",
698
698
  indexes = []
699
- )
699
+ ) # -> pd.DataFrame or Dict[pd.DataFrame]
700
700
  ```
701
701
  - `ticker`: 股票代碼
702
702
 
703
703
  - `fetch_mode` : 取得模式，為`fetcher.YOY_NOCAL` 或 `fetcher.QOQ_NOCAL`
704
- - `YOY_NOCAL`: 以end_date為準，取得與end_date為準同季的歷年資料，時間範圍以start_date為準
704
+ - `YOY_NOCAL`: 以end_date為準，取得與end_date同季的歷年資料，時間範圍以start_date為起始
705
705
  > 例如`start_date = "2020-07-01"`, `end_date = "2024-01-01"`，會回傳2020~2024的第一季資料
706
706
 
707
707
  - `QOQ_NOCAL`: 時間範圍內的每季資料
708
708
 
709
+ - `QOQ`: 時間範圍內每季的每個index的數值以及QoQ
710
+
711
+ - `YoY`: 以end_date為準，取得與end_date同季的歷年資料以及成長率，時間範圍以start_date為起始
712
+
709
713
  - `start_date`: 開始日期，不設定時預設為`2005-01-01`
710
714
 
711
715
  - `end_date`: 結束日期，不設定時預設為資料庫最新資料的日期
@@ -722,10 +726,61 @@ data = fetcher.get(
722
726
  請看 `會計師簽證財務資料`
723
727
 
724
728
  #### 回傳資料
725
- fetch_mode設定為`YOY_NOCAL`與`QOQ_NOCAL`下
726
- 為回傳pd.DataFrame，column名稱為<年份>Q<季>， row名稱為指定財報項目
729
+ ##### `YOY_NOCAL` 與 `QOQ_NOCAL`
730
+ 為回傳`pd.DataFrame`，column名稱為<年份>Q<季>， row名稱為指定財報項目
731
+ ```Python
732
+ # fetch_mode = fetcher.FetchMode.QOQ_NOCAL
733
+ 2024Q3 2024Q2 2024Q1
734
+ bp41 7.082005e+07 6.394707e+07 5.761001e+07
735
+ bp51 3.111298e+09 3.145373e+09 3.091985e+09
736
+
737
+ # fetch_mode = fetcher.FetchMode.YOY_NOCAL
738
+ 2024Q3 2023Q3 2022Q3
739
+ bp41 7.082005e+07 5.377231e+07 6.201822e+07
740
+ bp51 3.111298e+09 3.173919e+09 2.453840e+09
741
+ ```
742
+
743
+ ##### `YOY` 與 `QOQ`
744
+ 回傳為`Dict[pd.DataFrame]`, key 為指定的index, DataFrame中則是該index歷年的數值與成長率
745
+ ```Python
746
+ # fetch_mode = fetcher.FetchMode.QOQ
747
+ {
748
+ 'bp41':
749
+ 2024Q3 2024Q2 2024Q1
750
+ value 7.082005e+07 6.394707e+07 5.761001e+07
751
+ growth 1.074791e-01 1.099994e-01 5.532101e-03,
752
+ 'bp51':
753
+ 2024Q3 2024Q2 2024Q1
754
+ value 3.111298e+09 3.145373e+09 3.091985e+09
755
+ growth -1.083335e-02 1.726663e-02 -4.159542e-03
756
+ }
757
+
758
+ # fetch_mode = fetcher.FetchMode.YOY
759
+ {
760
+ 'bp41':
761
+ 2024Q3 2023Q3 2022Q3
762
+ value 7.082005e+07 5.377231e+07 6.201822e+07
763
+ YoY_1 NaN NaN 4.130744e-01
764
+ YoY_3 1.729171e-01 9.556684e-02 1.883274e-01
765
+ YoY_5 1.389090e-01 1.215242e-01 1.642914e-01
766
+ YoY_10 1.255138e-01 1.356297e-01 1.559702e-01,
767
+ 'bp51':
768
+ 2024Q3 2023Q3 2022Q3
769
+ value 3.111298e+09 3.173919e+09 2.453840e+09
770
+ YoY_1 NaN NaN 3.179539e-01
771
+ YoY_3 1.866752e-01 2.766851e-01 2.638677e-01
772
+ YoY_5 2.068132e-01 2.479698e-01 1.815106e-01
773
+ YoY_10 1.420500e-01 1.586797e-01 1.551364e-01
774
+ }
775
+ ```
776
+
727
777
 
728
778
  ## 版本紀錄
779
+ ## 0.0.16
780
+ - 處理ValueFetcher的error #issue76
781
+
782
+ - tej_fetcher新增 QOQ, YOY功能
783
+
729
784
  ## 0.0.15
730
785
  - TechFetcher中新增指數條件
731
786
 
{neurostats_API-0.0.15.dist-info → neurostats_API-0.0.17.dist-info}/RECORD RENAMED
@@ -1,18 +1,18 @@
1
- neurostats_API/__init__.py,sha256=oEkbIWbrC6-8sBPEJQXg0QYoz3TNZtYXhSTEO6d0JcU,261
1
+ neurostats_API/__init__.py,sha256=5ToELVqNOIdVJrMj5G8JvbyRIjvo1FxcP6e-a-iMe1Y,261
2
2
  neurostats_API/cli.py,sha256=UJSWLIw03P24p-gkBb6JSEI5dW5U12UvLf1L8HjQD-o,873
3
3
  neurostats_API/main.py,sha256=QcsfmWivg2Dnqw3MTJWiI0QvEiRs0VuH-BjwQHFCv00,677
4
4
  neurostats_API/fetchers/__init__.py,sha256=B4aBwVzf_X-YieEf3fZteU0qmBPVIB9VjrmkyWhLK18,489
5
5
  neurostats_API/fetchers/balance_sheet.py,sha256=sQv4Gk5uoKURLEdh57YknOQWiyVwaXJ2Mw75jxNqUS0,5804
6
- neurostats_API/fetchers/base.py,sha256=4YS8MJR3u9Sg6dKX7QoCYuqNeQaoYHIlvPm5x8VQ72U,4882
6
+ neurostats_API/fetchers/base.py,sha256=Rl88Mhvi0uFpPupUvy0iyS7IA4B3fnn6ovMNzS7EU34,5594
7
7
  neurostats_API/fetchers/cash_flow.py,sha256=TY7VAWVXkj5-mzH5Iu0sIE-oV8MvGmmDy0URNotNV1E,7614
8
8
  neurostats_API/fetchers/finance_overview.py,sha256=PxUdWY0x030olYMLcCHDBn068JLmCE2RTOce1dxs5vM,27753
9
9
  neurostats_API/fetchers/institution.py,sha256=UrcBc6t7u7CnEwUsf6YmLbbJ8VncdWpq8bCz17q2dgs,11168
10
10
  neurostats_API/fetchers/margin_trading.py,sha256=lQImtNdvaBoSlKhJvQ3DkH3HjSSgKRJz4ZZpyR5-Z4I,10433
11
11
  neurostats_API/fetchers/month_revenue.py,sha256=nixX2llzjCFr2m2YVjxrSfkBusnZPrPb2dRDq1XLGhw,4251
12
12
  neurostats_API/fetchers/profit_lose.py,sha256=EN9Y0iamcAaHMZdjHXO6b_2buLnORssf8ZS7A0hi74s,5896
13
- neurostats_API/fetchers/tech.py,sha256=Hol1bcwJ_ERcnoTXNWlqqaWOuzdl7MeiAjCvzQMZDTg,12269
14
- neurostats_API/fetchers/tej_finance_report.py,sha256=VDP0Lx2ErCgIBBz7nbquC1ugkcnj6p7ehM2JtFInjsQ,10218
15
- neurostats_API/fetchers/value_invest.py,sha256=_eQxuEnIYvksb06QHixGK29Gnwr_3xmI6Tu7dv4J__E,5769
13
+ neurostats_API/fetchers/tech.py,sha256=8U6kn7cvWJsmKIMn_f2l6U9H_NBy_OwOXlS26XhFIv0,12926
14
+ neurostats_API/fetchers/tej_finance_report.py,sha256=laXph2ca1LCFocZjjdvtzmm5fcUecHk2Gs5h6-XMSWY,12967
15
+ neurostats_API/fetchers/value_invest.py,sha256=b_x2Dpgs8VBU5HdG8ocKtfIEkqhU-Q0S5n6RxuFuM2g,7467
16
16
  neurostats_API/tools/balance_sheet.yaml,sha256=6XygNG_Ybb1Xkk1e39LMLKr7ATvaCP3xxuwFbgNl6dA,673
17
17
  neurostats_API/tools/cash_flow_percentage.yaml,sha256=fk2Z4eb1JjGFvP134eJatHacB7BgTkBenhDJr83w8RE,1345
18
18
  neurostats_API/tools/finance_overview_dict.yaml,sha256=B9nV75StXkrF3yv2-eezzitlJ38eEK86RD_VY6588gQ,2884
@@ -24,7 +24,7 @@ neurostats_API/utils/data_process.py,sha256=A--dzOsu42jRxqqCD41gTtjE5rhEBYmhB6y-
24
24
  neurostats_API/utils/datetime.py,sha256=XJya4G8b_-ZOaBbMXgQjWh2MC4wc-o6goQ7EQJQMWrQ,773
25
25
  neurostats_API/utils/db_client.py,sha256=OYe6yazcR4Aa6jYmy47JrryUeh2NnKGqY2K_lSZe6i8,455
26
26
  neurostats_API/utils/fetcher.py,sha256=VbrUhjA-GG5AyjPX2SHtFIbZM4dm3jo0RgZzuCbb_Io,40927
27
- neurostats_API-0.0.15.dist-info/METADATA,sha256=btfdGRam5QpUHFFiA_UPWYeZuAqAMYkEJ0Ufod399T4,27959
28
- neurostats_API-0.0.15.dist-info/WHEEL,sha256=bFJAMchF8aTQGUgMZzHJyDDMPTO3ToJ7x23SLJa1SVo,92
29
- neurostats_API-0.0.15.dist-info/top_level.txt,sha256=nSlQPMG0VtXivJyedp4Bkf86EOy2TpW10VGxolXrqnU,15
30
- neurostats_API-0.0.15.dist-info/RECORD,,
27
+ neurostats_API-0.0.17.dist-info/METADATA,sha256=_MqEN2Yi-tDE8i4UzX9WGUi25Z7SzyNgDR2kj0p2vhw,29848
28
+ neurostats_API-0.0.17.dist-info/WHEEL,sha256=R06PA3UVYHThwHvxuRWMqaGcr-PuniXahwjmQRFMEkY,91
29
+ neurostats_API-0.0.17.dist-info/top_level.txt,sha256=nSlQPMG0VtXivJyedp4Bkf86EOy2TpW10VGxolXrqnU,15
30
+ neurostats_API-0.0.17.dist-info/RECORD,,
{neurostats_API-0.0.15.dist-info → neurostats_API-0.0.17.dist-info}/WHEEL RENAMED
@@ -1,5 +1,5 @@
1
1
  Wheel-Version: 1.0
2
- Generator: bdist_wheel (0.45.0)
2
+ Generator: setuptools (75.5.0)
3
3
  Root-Is-Purelib: true
4
4
  Tag: py3-none-any
5
5