neurostats-API 0.0.21b0__py3-none-any.whl → 0.0.23b0__py3-none-any.whl
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.
- neurostats_API/__init__.py +1 -1
- neurostats_API/fetchers/balance_sheet.py +138 -111
- neurostats_API/fetchers/base.py +89 -74
- neurostats_API/fetchers/cash_flow.py +120 -111
- neurostats_API/fetchers/finance_overview.py +2 -2
- neurostats_API/fetchers/month_revenue.py +1 -1
- neurostats_API/fetchers/profit_lose.py +188 -113
- neurostats_API/fetchers/tech.py +175 -42
- neurostats_API/fetchers/tej_finance_report.py +230 -335
- neurostats_API/tools/company_list/tw.json +2175 -0
- neurostats_API/tools/tej_db/tej_db_skip_index.yaml +3 -1
- neurostats_API/tools/tej_db/tej_db_thousand_index.yaml +0 -1
- neurostats_API/utils/__init__.py +0 -1
- neurostats_API/utils/calculate_value.py +99 -1
- neurostats_API/utils/data_process.py +43 -15
- {neurostats_API-0.0.21b0.dist-info → neurostats_API-0.0.23b0.dist-info}/METADATA +2 -2
- neurostats_API-0.0.23b0.dist-info/RECORD +34 -0
- neurostats_API/utils/fetcher.py +0 -1056
- neurostats_API-0.0.21b0.dist-info/RECORD +0 -34
- /neurostats_API/tools/{balance_sheet.yaml → twse/balance_sheet.yaml} +0 -0
- /neurostats_API/tools/{cash_flow_percentage.yaml → twse/cash_flow_percentage.yaml} +0 -0
- /neurostats_API/tools/{finance_overview_dict.yaml → twse/finance_overview_dict.yaml} +0 -0
- /neurostats_API/tools/{profit_lose.yaml → twse/profit_lose.yaml} +0 -0
- /neurostats_API/tools/{seasonal_data_field_dict.txt → twse/seasonal_data_field_dict.txt} +0 -0
- {neurostats_API-0.0.21b0.dist-info → neurostats_API-0.0.23b0.dist-info}/WHEEL +0 -0
- {neurostats_API-0.0.21b0.dist-info → neurostats_API-0.0.23b0.dist-info}/top_level.txt +0 -0
neurostats_API/utils/fetcher.py
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import pandas as pd
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import json
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import pytz
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from datetime import datetime, timedelta, date
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from .data_process import StatsProcessor
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import yaml
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class StatsFetcher:
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def __init__(self, db_client):
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self.db = db_client["company"] # Replace with your database name
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self.collection = self.db["twse_stats"]
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self.timezone = pytz.timezone("Asia/Taipei")
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self.inverse_dict = StatsProcessor.load_txt("seasonal_data_field_dict.txt", json_load=True)
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self.seasons = ["01", "02", "03", "04"]
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self.pipeline = list()
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self.target_metric_dict = {
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'value': ['value'],
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'value_and_percentage': ['value', 'percentage'],
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'percentage': ['percentage'],
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'grand_total': ['grand_total'],
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'grand_total_values':['grand_total', 'grand_total_percentage'],
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'grand_total_percentage':['grand_total_percentage'],
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'growth': [f'YoY_{i}' for i in [1,3,5,10]],
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'grand_total_growth': [f"YoY_{i}" for i in [1,3,5,10]]
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}
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self.__return_dict = dict()
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def _flush_dict(self):
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self.__return_dict = dict()
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def _default_query(self, ticker, start_date, end_date):
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start_year, start_month, start_day = [
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int(num) for num in start_date.split("-")
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]
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end_year, end_month, end_day = [
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int(num) for num in end_date.split("-")
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]
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start_date = datetime.strptime(start_date, "%Y-%m-%d")
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end_date = datetime.strptime(end_date, "%Y-%m-%d")
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start_date = self.timezone.localize(start_date)
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end_date = self.timezone.localize(end_date)
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start_season = start_month // 3 + 1
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end_season = end_month // 3 + 1
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ticker = ticker.strip().split()[0]
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self.pipeline = [
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# 1. Find Ticker
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{
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"$match": {
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"ticker": ticker,
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}
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},
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# 2. Find by date
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{
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"$project": {
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"ticker": 1,
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"company_name": 1,
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# 2.1 Filter monthly_data
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"daily_data": {
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"$filter": {
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"input": "$daily_data",
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"as": "daily",
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"cond": {
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"$and": [
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{
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"$gte": ["$$daily.date", start_date]
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},
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{
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"$lte": ["$$daily.date", end_date]
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]
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},
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}
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},
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# 2.2 Filter monthly_data
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"monthly_data": {
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"$filter": {
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"input": "$monthly_data",
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"as": "monthly",
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"cond": {
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"$or": [
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{
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"$and": [
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{
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"$eq":
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["$$monthly.year", start_year]
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},
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{
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"$gte": [
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"$$monthly.month",
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start_month
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]
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},
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]
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},
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{
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"$and": [
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{
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"$eq":
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["$$monthly.year", end_year]
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},
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{
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"$lte":
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["$$monthly.month", end_month]
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},
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]
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},
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{
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"$and": [
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{
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"$gt":
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["$$monthly.year", start_year]
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},
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{
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"$lt":
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["$$monthly.year", end_year]
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},
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]
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}
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},
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# 2.3 Filter seasonal_data
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"seasonal_data": {
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"$filter": {
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"input": "$seasonal_data",
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"as": "seasonal",
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"cond": {
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"$or": [
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{
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"$and": [
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{
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"$eq": [
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"$$seasonal.year",
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start_year
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]
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},
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{
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"$gte": [
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"$$seasonal.season",
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start_season
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},
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]
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"$and": [
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"$eq":
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["$$seasonal.year", end_year]
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},
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{
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"$lte": [
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"$$seasonal.season",
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end_season
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]
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},
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]
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},
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{
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"$and": [
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"$gt": [
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"$$seasonal.year",
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start_year
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]
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},
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{
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"$lt":
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["$$seasonal.year", end_year]
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},
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]
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}
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},
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"yearly_data": {
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"$filter": {
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"input": "$yearly_data",
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"as": "yearly",
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"cond": {
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"$and": [
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"$gte": ["$$yearly.year", 107]
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"$lte": ["$$yearly.year", end_year]
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]
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}
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},
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]
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def query_data(self, ticker, start_date, end_date):
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"""
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Return : Dict {
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'ticker' : <ticker>,
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'company_name': <company_name>,
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'daily_data': List[Dict]
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'monthly_data': List[Dict]
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'seasonal_data': List[Dict]
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}
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"""
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self._default_query(ticker, start_date, end_date)
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fetched_datas = list(self.collection.aggregate(self.pipeline))
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return fetched_datas[0]
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def query_values(self, ticker, start_date, end_date):
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self._default_query(ticker, start_date, end_date)
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self.pipeline.append({
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"$project": {
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"ticker": 1,
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"company_name": 1,
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# Transform daily_data to include only index and date
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"daily_data": {
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"$map": {
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"input": "$daily_data",
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"as": "daily_item",
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"in": {
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"date": "$$daily_item.date",
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"close": "$$daily_item.close",
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"P_B": "$$daily_item.P_B",
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"P_E": "$$daily_item.P_E",
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"P_FCF": "$$daily_item.P_FCF",
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"P_S": "$$daily_item.P_S",
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"EV_OPI": "$$daily_item.EV_OPI",
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"EV_EBIT": "$$daily_item.EV_EBIT",
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"EV_EBITDA": "$$daily_item.EV_EBITDA",
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"EV_S": "$$daily_item.EV_S"
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}
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}
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},
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"yearly_data": 1
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}
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})
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fetched_datas = list(self.collection.aggregate(self.pipeline))
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return fetched_datas[0]
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def query_stock_price(self, ticker, start_date, end_date):
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self.pipeline.append({
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"$project": {
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"ticker": 1,
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"company_name": 1,
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# Transform daily_data to include only index and date
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"daily_data": {
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"$map": {
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"input": "$daily_data",
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"as": "daily_item",
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"in": {
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"date": "$$daily_item.date",
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"open": "$$daily_item.open",
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"high": "$$daily_item.high",
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"los": "$$daily_item.low",
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"close": "$$daily_item.close",
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}
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}
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}
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})
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fetched_datas = list(self.collection.aggregate(self.pipeline))
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return fetched_datas[0]
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def query_seasonal_data(self, ticker, start_date, end_date, sheet, target_season):
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self._default_query(ticker, start_date, end_date)
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self.pipeline.append({
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"$project": {
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"ticker": 1,
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"company_name": 1,
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"seasonal_data": {
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"$filter":{
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"input":{
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"$map": {
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"input": "$seasonal_data",
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"as": "seasonal_item",
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"in": {
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"year": "$$seasonal_item.year",
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"season": "$$seasonal_item.season",
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f"{sheet}": f"$$seasonal_item.{sheet}"
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}
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}
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},
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"as": "filtered_item",
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"cond": { "$eq": ["$$filtered_item.season", target_season] }
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}
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}
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})
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self.pipeline.append({"$unwind": "$seasonal_data"})
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self.pipeline.append(
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{"$sort": {
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"seasonal_data.year": 1,
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"seasonal_data.season": 1
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}})
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fetched_datas = list(self.collection.aggregate(self.pipeline))
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return fetched_datas
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def query_month_revenue(self, ticker, start_date, end_date):
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self._default_query(ticker, start_date, end_date)
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self.pipeline.append(
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{
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"$project": {
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"ticker": 1,
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"company_name": 1,
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"monthly_data": {
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"$sortArray": {
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"input": "$monthly_data",
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"sortBy": {
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"year": 1,
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"month": 1
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}
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}
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}
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}, )
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fetched_datas = list(self.collection.aggregate(self.pipeline))
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return fetched_datas[0]
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def query_latest_values(self, ticker):
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"""
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傳回最近一天的價值面
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return : Dict {
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"ticker": 股票代碼,
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"company_name": 公司中文名稱,
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## 以下八個是iFa項目
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"P_E": 本益比,
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"P_B": 股價,
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"P_FCF": 股價自由現金流比,
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"P_S": 股價營收比,
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"EV_EBIT: ,
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"EV_EBITDA": ,
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"EV_OPI": ,
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"EV_S"; ,
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## 以上八個是iFa項目
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"close": 收盤價,
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"EV": 市場價值
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}
|
373
|
-
"""
|
374
|
-
today = date.today()
|
375
|
-
yesterday = (today - timedelta(days=14)).strftime("%Y-%m-%d")
|
376
|
-
today = today.strftime("%Y-%m-%d")
|
377
|
-
|
378
|
-
fetched_datas = self.query_values(ticker, yesterday, today)
|
379
|
-
|
380
|
-
daily_data = fetched_datas.pop('daily_data')
|
381
|
-
fetched_datas.update(daily_data[-1])
|
382
|
-
return fetched_datas
|
383
|
-
|
384
|
-
def query_latest_month_revenue(self, ticker):
|
385
|
-
"""
|
386
|
-
傳回最新一期的月營收
|
387
|
-
"""
|
388
|
-
|
389
|
-
today = date.today()
|
390
|
-
|
391
|
-
last_month = (today - timedelta(days=30)).strftime("%Y-%m-%d")
|
392
|
-
today = today.strftime("%Y-%m-%d")
|
393
|
-
|
394
|
-
fetched_datas = self.query_month_revenue(ticker, last_month, today)
|
395
|
-
|
396
|
-
print(fetched_datas)
|
397
|
-
|
398
|
-
latest_month_revenue = fetched_datas['monthly_data']
|
399
|
-
fetched_datas.pop('monthly_data')
|
400
|
-
|
401
|
-
fetched_datas.update(latest_month_revenue[-1])
|
402
|
-
|
403
|
-
return fetched_datas
|
404
|
-
|
405
|
-
def query_latest_seasonal_data(self, ticker):
|
406
|
-
"""
|
407
|
-
傳回最新一期的季報
|
408
|
-
"""
|
409
|
-
today = date.today()
|
410
|
-
|
411
|
-
last_season = (today - timedelta(days=90)).strftime("%Y-%m-%d")
|
412
|
-
today = today.strftime("%Y-%m-%d")
|
413
|
-
|
414
|
-
fetched_datas = self.query_seasonal_data(ticker, last_season, today)
|
415
|
-
|
416
|
-
print(fetched_datas)
|
417
|
-
|
418
|
-
latest_seasonal_data = fetched_datas['seasonal_data']
|
419
|
-
fetched_datas.pop('seasonal_data')
|
420
|
-
|
421
|
-
fetched_datas.update(latest_seasonal_data[-1])
|
422
|
-
|
423
|
-
return fetched_datas
|
424
|
-
|
425
|
-
def get_value_sheet(self, ticker):
|
426
|
-
"""
|
427
|
-
iFa.ai: 價值投資-> 市場指標
|
428
|
-
"""
|
429
|
-
"""
|
430
|
-
傳回最近一天的價值面
|
431
|
-
|
432
|
-
return : Dict {
|
433
|
-
"ticker": 股票代碼,
|
434
|
-
"company_name": 公司中文名稱,
|
435
|
-
"daily_data":{
|
436
|
-
## 以下八個是iFa項目
|
437
|
-
"P_E": 本益比,
|
438
|
-
"P_B": 股價,
|
439
|
-
"P_FCF": 股價自由現金流比,
|
440
|
-
"P_S": 股價營收比,
|
441
|
-
"EV_EBIT: ,
|
442
|
-
"EV_EBITDA": ,
|
443
|
-
"EV_OPI": ,
|
444
|
-
"EV_S";
|
445
|
-
## 以上八個是iFa項目
|
446
|
-
"close": 收盤價,
|
447
|
-
}
|
448
|
-
|
449
|
-
"yearly_data": pd.DataFrame (下表格為範例)
|
450
|
-
year P_E P_FCF P_B P_S EV_OPI EV_EBIT EV_EBITDA EV_S
|
451
|
-
0 107 16.68 29.155555 3.71 11.369868 29.837201 28.798274 187.647704 11.107886
|
452
|
-
1 108 26.06 67.269095 5.41 17.025721 50.145736 47.853790 302.526388 17.088863
|
453
|
-
2 109 27.98 95.650723 7.69 22.055379 53.346615 51.653834 205.847232 22.481951
|
454
|
-
3 110 27.83 149.512474 7.68 22.047422 55.398018 54.221387 257.091893 22.615355
|
455
|
-
4 111 13.11 48.562021 4.25 11.524975 24.683850 24.226554 66.953260 12.129333
|
456
|
-
5 112 17.17 216.371410 4.59 16.419533 40.017707 37.699267 105.980652 17.127656
|
457
|
-
}
|
458
|
-
"""
|
459
|
-
today = date.today()
|
460
|
-
this_year = today.year - 1911
|
461
|
-
yesterday = (today - timedelta(days=14)).strftime("%Y-%m-%d")
|
462
|
-
today = today.strftime("%Y-%m-%d")
|
463
|
-
|
464
|
-
fetched_datas = self.query_values(ticker, yesterday, today)
|
465
|
-
|
466
|
-
fetched_datas['daily_data'] = fetched_datas['daily_data'][-1]
|
467
|
-
|
468
|
-
latest_data = {"year": f"過去4季"}
|
469
|
-
|
470
|
-
latest_data.update(fetched_datas['daily_data'])
|
471
|
-
latest_data.pop("date")
|
472
|
-
latest_data.pop("close")
|
473
|
-
|
474
|
-
fetched_datas['yearly_data'].append(latest_data)
|
475
|
-
|
476
|
-
fetched_datas['yearly_data'] = pd.DataFrame.from_dict(
|
477
|
-
fetched_datas['yearly_data'])
|
478
|
-
|
479
|
-
return fetched_datas
|
480
|
-
|
481
|
-
def get_month_revenue_sheet(self, ticker):
|
482
|
-
"""
|
483
|
-
iFa.ai: 財務分析 -> 每月營收
|
484
|
-
|
485
|
-
return: Dict {
|
486
|
-
'ticker': str,
|
487
|
-
'company_name': str,
|
488
|
-
'month_revenue': pd.DataFrame (歷年的月營收以及到今年最新月份累計的月營收表格)
|
489
|
-
'this_month_revenue_over_years': pd.DataFrame (今年這個月的月營收與歷年同月份的營收比較)
|
490
|
-
'grand_total_over_years': pd.DataFrame (累計至今年這個月的月營收與歷年的比較)
|
491
|
-
}
|
492
|
-
"""
|
493
|
-
|
494
|
-
today = datetime.today()
|
495
|
-
today = today.strftime("%Y-%m-%d")
|
496
|
-
|
497
|
-
start_date = "2014-01-01"
|
498
|
-
|
499
|
-
query_data = self.query_month_revenue(ticker, start_date, today)
|
500
|
-
|
501
|
-
monthly_data = query_data['monthly_data']
|
502
|
-
|
503
|
-
this_month = monthly_data[-1]["month"]
|
504
|
-
|
505
|
-
month_dict = {i: None for i in range(1, 13)}
|
506
|
-
month_dict[f"grand_total"] = None
|
507
|
-
|
508
|
-
monthly_dict = dict()
|
509
|
-
|
510
|
-
revenue_by_year = dict()
|
511
|
-
single_month_revenue_dict = {
|
512
|
-
"revenue": None,
|
513
|
-
"MoM": None,
|
514
|
-
"YoY": None,
|
515
|
-
"YoY_3": None,
|
516
|
-
"YoY_5": None,
|
517
|
-
"YoY_10": None
|
518
|
-
}
|
519
|
-
|
520
|
-
grand_total_by_year = dict()
|
521
|
-
grand_total_dict = {
|
522
|
-
"revenue": None,
|
523
|
-
"MoM": None,
|
524
|
-
"YoY": None,
|
525
|
-
"YoY_3": None,
|
526
|
-
"YoY_5": None,
|
527
|
-
"YoY_10": None
|
528
|
-
}
|
529
|
-
|
530
|
-
for data in monthly_data:
|
531
|
-
try:
|
532
|
-
monthly_dict[data['year']][data['month']] = data['revenue']
|
533
|
-
except:
|
534
|
-
monthly_dict[data['year']] = month_dict.copy()
|
535
|
-
monthly_dict[data['year']][data['month']] = data['revenue']
|
536
|
-
|
537
|
-
try:
|
538
|
-
if (data['last_year_revenue']
|
539
|
-
!= monthly_dict[data['year'] - 1][data['month']]):
|
540
|
-
monthly_dict[data['year'] -
|
541
|
-
1][data['month']] = data['last_year_revenue']
|
542
|
-
except:
|
543
|
-
pass
|
544
|
-
|
545
|
-
if (data['month'] == this_month):
|
546
|
-
monthly_dict[
|
547
|
-
data['year']][f"grand_total"] = data['grand_total']
|
548
|
-
|
549
|
-
single_month_revenue_dict['revenue'] = data["revenue"]
|
550
|
-
single_month_revenue_dict['YoY'] = data[
|
551
|
-
"revenue_increment_ratio"]
|
552
|
-
|
553
|
-
grand_total_dict['revenue'] = data["grand_total"]
|
554
|
-
grand_total_dict['YoY'] = data['grand_total_increment_ratio']
|
555
|
-
|
556
|
-
revenue_by_year[
|
557
|
-
data['year']] = single_month_revenue_dict.copy()
|
558
|
-
grand_total_by_year[data['year']] = grand_total_dict.copy()
|
559
|
-
|
560
|
-
query_data['month_revenue'] = pd.DataFrame(monthly_dict)
|
561
|
-
query_data['this_month_revenue_over_years'] = pd.DataFrame(
|
562
|
-
revenue_by_year)
|
563
|
-
query_data['grand_total_over_years'] = pd.DataFrame(
|
564
|
-
grand_total_by_year)
|
565
|
-
|
566
|
-
query_data.pop("monthly_data")
|
567
|
-
|
568
|
-
return query_data
|
569
|
-
|
570
|
-
def _expand_value_percentage(self, dataframe):
|
571
|
-
|
572
|
-
expanded_columns = {}
|
573
|
-
for col in dataframe.columns:
|
574
|
-
# Use json_normalize to split 'value' and 'percentage'
|
575
|
-
expanded_df = pd.json_normalize(
|
576
|
-
dataframe[col]).add_prefix(f"{col}_")
|
577
|
-
expanded_df.index = dataframe.index
|
578
|
-
# Append the expanded columns to the new DataFrame
|
579
|
-
expanded_columns[col] = expanded_df
|
580
|
-
|
581
|
-
expanded_df = pd.concat(expanded_columns.values(), axis=1)
|
582
|
-
|
583
|
-
return expanded_df
|
584
|
-
|
585
|
-
def _get_today(self):
|
586
|
-
today = datetime.today()
|
587
|
-
this_year = today.year
|
588
|
-
this_month = today.month
|
589
|
-
this_day = today.day
|
590
|
-
|
591
|
-
return {
|
592
|
-
"today": today,
|
593
|
-
"year": this_year,
|
594
|
-
"month": this_month,
|
595
|
-
"day": this_day,
|
596
|
-
}
|
597
|
-
|
598
|
-
def get_balance_sheet(self, ticker):
|
599
|
-
"""
|
600
|
-
iFa.ai: 財務分析 -> 資產負債表
|
601
|
-
|
602
|
-
Return: Dict
|
603
|
-
{
|
604
|
-
'ticker': 股票代碼,
|
605
|
-
'company_name': 公司名稱,
|
606
|
-
|
607
|
-
'balance_sheet': 歷年當季資場負債表"全表" (pd.DataFrame)
|
608
|
-
'total_asset': 歷年當季資產總額 (pd.DataFrame)
|
609
|
-
'current_asset': 歷年當季流動資產總額 (pd.DataFrame)
|
610
|
-
'non_current_asset': 歷年當季非流動資產 (pd.DataFrame)
|
611
|
-
'current_debt': 歷年當季流動負債 (pd.DataFrame)
|
612
|
-
'non_current_debt': 歷年當季非流動負債 (pd.DataFrame)
|
613
|
-
'equity': : 歷年當季權益 (pd.DataFrame)
|
614
|
-
}
|
615
|
-
"""
|
616
|
-
today_dict = self._get_today()
|
617
|
-
|
618
|
-
today = today_dict['today']
|
619
|
-
target_season = ((today.month - 1) // 3) + 1
|
620
|
-
|
621
|
-
start_date = "2014-01-01"
|
622
|
-
end_date = today.strftime("%Y-%m-%d")
|
623
|
-
|
624
|
-
query_data = self.query_seasonal_data(ticker, start_date, end_date,
|
625
|
-
"balance_sheet", target_season=target_season)
|
626
|
-
|
627
|
-
return_dict = {
|
628
|
-
"ticker": query_data[0]['ticker'],
|
629
|
-
"company_name": query_data[0]['company_name'],
|
630
|
-
}
|
631
|
-
|
632
|
-
index_names = []
|
633
|
-
|
634
|
-
table_dict = dict()
|
635
|
-
total_asset_dict = dict()
|
636
|
-
current_asset_dict = dict()
|
637
|
-
non_current_asset_dict = dict()
|
638
|
-
current_debt_dict = dict()
|
639
|
-
non_current_debt_dict = dict()
|
640
|
-
equity_dict = dict()
|
641
|
-
|
642
|
-
this_season = query_data[-1]['seasonal_data']['season']
|
643
|
-
|
644
|
-
value_type_list = ['value', 'percentage']
|
645
|
-
|
646
|
-
for data in query_data:
|
647
|
-
year = data['seasonal_data']['year']
|
648
|
-
season = data['seasonal_data']['season']
|
649
|
-
|
650
|
-
time_index = f"{year}Q{season}"
|
651
|
-
|
652
|
-
if (season == this_season):
|
653
|
-
try:
|
654
|
-
table_dict[time_index] = data['seasonal_data'][
|
655
|
-
'balance_sheet']
|
656
|
-
except:
|
657
|
-
table_dict[time_index] = dict()
|
658
|
-
table_dict[time_index] = data['seasonal_data'][
|
659
|
-
'balance_sheet']
|
660
|
-
|
661
|
-
try:
|
662
|
-
total_asset_dict[time_index] = {
|
663
|
-
"total_asset":
|
664
|
-
data['seasonal_data']['balance_sheet']['資產總額'],
|
665
|
-
"total_debt":
|
666
|
-
data['seasonal_data']['balance_sheet']['負債總額'],
|
667
|
-
"total_equity":
|
668
|
-
data['seasonal_data']['balance_sheet']['權益總額'],
|
669
|
-
}
|
670
|
-
except:
|
671
|
-
total_asset_dict[time_index] = {
|
672
|
-
"total_asset": None,
|
673
|
-
"total_debt": None,
|
674
|
-
"total_equity": None,
|
675
|
-
}
|
676
|
-
|
677
|
-
for value_type in value_type_list:
|
678
|
-
try:
|
679
|
-
current_asset_dict[
|
680
|
-
f"{time_index}_{value_type}"] = data[
|
681
|
-
'seasonal_data']['balance_sheet']['流動資產合計'][
|
682
|
-
value_type]
|
683
|
-
except:
|
684
|
-
if (time_index not in current_asset_dict.keys()):
|
685
|
-
current_asset_dict[
|
686
|
-
f"{time_index}_{value_type}"] = None
|
687
|
-
|
688
|
-
try:
|
689
|
-
non_current_asset_dict[
|
690
|
-
f"{time_index}_{value_type}"] = data[
|
691
|
-
'seasonal_data']['balance_sheet']['非流動資產合計'][
|
692
|
-
value_type]
|
693
|
-
except:
|
694
|
-
non_current_asset_dict[
|
695
|
-
f"{time_index}_{value_type}"] = None
|
696
|
-
|
697
|
-
try:
|
698
|
-
current_debt_dict[f"{time_index}_{value_type}"] = data[
|
699
|
-
'seasonal_data']['balance_sheet']['流動負債合計'][
|
700
|
-
value_type]
|
701
|
-
except:
|
702
|
-
current_debt_dict[f"{time_index}_{value_type}"] = None
|
703
|
-
|
704
|
-
try:
|
705
|
-
non_current_debt_dict[
|
706
|
-
f"{time_index}_{value_type}"] = data[
|
707
|
-
'seasonal_data']['balance_sheet']['非流動負債合計'][
|
708
|
-
value_type]
|
709
|
-
except:
|
710
|
-
non_current_debt_dict[
|
711
|
-
f"{time_index}_{value_type}"] = None
|
712
|
-
|
713
|
-
try:
|
714
|
-
equity_dict[f"{time_index}_{value_type}"] = data[
|
715
|
-
'seasonal_data']['balance_sheet']['權益合計'][
|
716
|
-
value_type]
|
717
|
-
except:
|
718
|
-
equity_dict[f"{time_index}_{value_type}"] = None
|
719
|
-
|
720
|
-
index_names += list(
|
721
|
-
data['seasonal_data']['balance_sheet'].keys())
|
722
|
-
|
723
|
-
index_names = list(dict.fromkeys(index_names))
|
724
|
-
|
725
|
-
balance_sheet_table = pd.DataFrame(table_dict)
|
726
|
-
balance_sheet_table = self._expand_value_percentage(
|
727
|
-
balance_sheet_table)
|
728
|
-
|
729
|
-
total_asset_table = pd.DataFrame(total_asset_dict)
|
730
|
-
total_asset_table = self._expand_value_percentage(total_asset_table)
|
731
|
-
|
732
|
-
current_asset_table = pd.DataFrame(current_asset_dict,
|
733
|
-
index=['current_asset'])
|
734
|
-
non_current_asset_table = pd.DataFrame(non_current_asset_dict,
|
735
|
-
index=['non_current_asset'])
|
736
|
-
current_debt_table = pd.DataFrame(non_current_asset_dict,
|
737
|
-
index=['current_debt'])
|
738
|
-
non_current_debt_table = pd.DataFrame(non_current_asset_dict,
|
739
|
-
index=['non_current_debt'])
|
740
|
-
equity_table = pd.DataFrame(non_current_asset_dict, index=['equity'])
|
741
|
-
|
742
|
-
return_dict['balance_sheet'] = balance_sheet_table
|
743
|
-
return_dict['total_asset'] = total_asset_table
|
744
|
-
return_dict['current_asset'] = current_asset_table
|
745
|
-
return_dict['non_current_asset'] = non_current_asset_table
|
746
|
-
return_dict['current_debt'] = current_debt_table
|
747
|
-
return_dict['non_current_debt'] = non_current_debt_table
|
748
|
-
return_dict['equity'] = equity_table
|
749
|
-
return return_dict
|
750
|
-
|
751
|
-
def _gen_dict(self,
|
752
|
-
query_data,
|
753
|
-
target_season,
|
754
|
-
keys,
|
755
|
-
calculate_type='value',
|
756
|
-
calculate_grand_total=False):
|
757
|
-
"""
|
758
|
-
Will be deprecated
|
759
|
-
"""
|
760
|
-
assert(calculate_type in ['growth_rate', 'value', 'percentage']), "args: calculate_type Error"
|
761
|
-
table_dict = dict()
|
762
|
-
grand_total_dict = dict() if (calculate_grand_total) else None
|
763
|
-
|
764
|
-
for data in query_data:
|
765
|
-
if (calculate_grand_total
|
766
|
-
and data['seasonal_data']['season'] <= target_season):
|
767
|
-
time_index = f"{data['seasonal_data']['year']}Q{target_season}"
|
768
|
-
profit_lose = data['seasonal_data']['profit_lose']
|
769
|
-
|
770
|
-
for key in keys:
|
771
|
-
try:
|
772
|
-
if (calculate_type in ['growth_rate']):
|
773
|
-
for growth_rate in ['YoY_1', 'YoY_3', 'YoY_5', 'YoY_10']:
|
774
|
-
try:
|
775
|
-
grand_total_dict[time_index][
|
776
|
-
growth_rate] += profit_lose[key][growth_rate]
|
777
|
-
except Exception:
|
778
|
-
if (time_index not in
|
779
|
-
grand_total_dict.keys()):
|
780
|
-
grand_total_dict[time_index] = {
|
781
|
-
"YoY": None,
|
782
|
-
"YoY_3": None,
|
783
|
-
"YoY_5": None,
|
784
|
-
"YoY_10": None,
|
785
|
-
}
|
786
|
-
grand_total_dict[time_index][
|
787
|
-
growth_rate] = profit_lose[key][growth_rate]
|
788
|
-
|
789
|
-
elif (calculate_type in ['percentage']):
|
790
|
-
grand_total_dict[time_index] += profit_lose[key][
|
791
|
-
calculate_type] / target_season
|
792
|
-
else:
|
793
|
-
grand_total_dict[time_index] += profit_lose[key][
|
794
|
-
calculate_type]
|
795
|
-
break
|
796
|
-
except KeyError:
|
797
|
-
try:
|
798
|
-
if (calculate_type
|
799
|
-
in ['percentage']):
|
800
|
-
grand_total_dict[time_index] = profit_lose[
|
801
|
-
key][calculate_type] / target_season
|
802
|
-
else:
|
803
|
-
grand_total_dict[time_index] = profit_lose[
|
804
|
-
key][calculate_type]
|
805
|
-
break
|
806
|
-
except: # key in profit_lose not found or not growth_rate not implemented
|
807
|
-
continue
|
808
|
-
except Exception: # Other exceotion
|
809
|
-
continue
|
810
|
-
else: # All keys not found
|
811
|
-
grand_total_dict[time_index] = None
|
812
|
-
|
813
|
-
if (data['seasonal_data']['season'] == target_season):
|
814
|
-
time_index = f"{data['seasonal_data']['year']}Q{target_season}"
|
815
|
-
profit_lose = data['seasonal_data']['profit_lose']
|
816
|
-
|
817
|
-
for key in keys:
|
818
|
-
try:
|
819
|
-
if (calculate_type in ['growth_rate']):
|
820
|
-
for item in items:
|
821
|
-
table_dict[time_index][item] = profit_dict[key][item]
|
822
|
-
else:
|
823
|
-
table_dict[time_index] = profit_lose[key][
|
824
|
-
calculate_type]
|
825
|
-
break
|
826
|
-
except Exception:
|
827
|
-
continue
|
828
|
-
else:
|
829
|
-
if (calculate_type == 'growth_rate'):
|
830
|
-
table_dict[time_index] = {
|
831
|
-
"YoY_1": None,
|
832
|
-
"YoY_3": None,
|
833
|
-
"YoY_5": None,
|
834
|
-
"YoY_10": None
|
835
|
-
}
|
836
|
-
else:
|
837
|
-
table_dict[time_index] = None
|
838
|
-
return table_dict, grand_total_dict
|
839
|
-
|
840
|
-
def _slice_multi_col_table(
|
841
|
-
self,
|
842
|
-
total_table,
|
843
|
-
mode='value',
|
844
|
-
target_index=None, # None or Str, 要特別抓哪個index
|
845
|
-
):
|
846
|
-
times = total_table.columns.get_level_values(0).unique()
|
847
|
-
try:
|
848
|
-
target_metrics = self.target_metric_dict[mode]
|
849
|
-
except KeyError as e:
|
850
|
-
return f"mode Error: Get mode should be {list(self.target_metric_dict.keys())} but get {mode}"
|
851
|
-
|
852
|
-
desired_order = [
|
853
|
-
(time, value_name) for time in times for value_name in target_metrics
|
854
|
-
]
|
855
|
-
|
856
|
-
if (target_index):
|
857
|
-
sliced_table = total_table.loc[[target_index], pd.IndexSlice[:, target_metrics]][desired_order].T
|
858
|
-
sliced_table = sliced_table.reset_index()
|
859
|
-
sliced_table = sliced_table.pivot(index='level_1', columns='level_0', values=target_index)
|
860
|
-
sliced_table.columns.name = None
|
861
|
-
sliced_table.index.name = None
|
862
|
-
return sliced_table.reindex(target_metrics)
|
863
|
-
|
864
|
-
else:
|
865
|
-
return total_table.loc[:, pd.IndexSlice[:, target_metrics]][desired_order]
|
866
|
-
|
867
|
-
def get_profit_lose(self, ticker):
|
868
|
-
"""
|
869
|
-
ticker: str
|
870
|
-
iFa.ai: 財務分析 -> 損益表
|
871
|
-
"""
|
872
|
-
today_dict = self._get_today()
|
873
|
-
|
874
|
-
table_settings = StatsProcessor.load_yaml("profit_lose.yaml")
|
875
|
-
today = today_dict['today'].strftime("%Y-%m-%d")
|
876
|
-
start_date = "2014-01-01"
|
877
|
-
|
878
|
-
this_season = ((today_dict['month'] - 1) // 3)
|
879
|
-
this_season = 4 if (this_season == 0) else this_season - 1
|
880
|
-
# TODO: 將這裡改成根據每公司的最後更新季度
|
881
|
-
|
882
|
-
query_data = self.query_seasonal_data(ticker,
|
883
|
-
start_date=start_date,
|
884
|
-
end_date=today,
|
885
|
-
sheet='profit_lose',
|
886
|
-
target_season=this_season)
|
887
|
-
|
888
|
-
index_names = []
|
889
|
-
|
890
|
-
return_dict = {
|
891
|
-
"ticker": query_data[0]['ticker'],
|
892
|
-
"company_name": query_data[0]['company_name'],
|
893
|
-
}
|
894
|
-
|
895
|
-
table_dict = dict()
|
896
|
-
grand_total_dict = dict()
|
897
|
-
|
898
|
-
column_names = []
|
899
|
-
|
900
|
-
for data in query_data:
|
901
|
-
year = data['seasonal_data']['year']
|
902
|
-
season = data['seasonal_data']['season']
|
903
|
-
|
904
|
-
time_index = f"{year}Q{season}"
|
905
|
-
|
906
|
-
index_names += list(
|
907
|
-
data['seasonal_data']['profit_lose'].keys())
|
908
|
-
|
909
|
-
profit_lose = data['seasonal_data']['profit_lose']
|
910
|
-
|
911
|
-
for index_name, value_dict in profit_lose.items():
|
912
|
-
column_names += [
|
913
|
-
(time_index, index_name, item_name)
|
914
|
-
for item_name in value_dict.keys()
|
915
|
-
]
|
916
|
-
for item_name, item in value_dict.items():
|
917
|
-
try:
|
918
|
-
table_dict[index_name][(time_index, item_name)] = item
|
919
|
-
#[time_index][index_name][item_name] = item
|
920
|
-
|
921
|
-
except KeyError:
|
922
|
-
if (index_name not in table_dict.keys()):
|
923
|
-
table_dict[index_name] = dict()
|
924
|
-
grand_total_dict[index_name] = dict()
|
925
|
-
|
926
|
-
table_dict[index_name][(time_index, item_name)] = item
|
927
|
-
|
928
|
-
columns = pd.MultiIndex.from_tuples(table_dict.keys())
|
929
|
-
total_table = pd.DataFrame.from_dict(
|
930
|
-
table_dict,
|
931
|
-
orient='index'
|
932
|
-
)
|
933
|
-
|
934
|
-
total_table.columns = pd.MultiIndex.from_tuples(total_table.columns)
|
935
|
-
|
936
|
-
for name, setting in table_settings.items():
|
937
|
-
return_dict[name] = self._slice_multi_col_table(
|
938
|
-
total_table=total_table,
|
939
|
-
mode=setting['mode'],
|
940
|
-
target_index=setting['target_index'] if "target_index" in setting.keys() else None
|
941
|
-
)
|
942
|
-
|
943
|
-
return return_dict
|
944
|
-
|
945
|
-
def get_cash_flow(self, ticker):
|
946
|
-
"""
|
947
|
-
iFa.ai: 財務分析 -> 現金金流表
|
948
|
-
"""
|
949
|
-
today_dict = self._get_today()
|
950
|
-
|
951
|
-
today = today_dict['today']
|
952
|
-
this_season = (today.month - 1) // 3 + 1
|
953
|
-
start_date = "2014-01-01"
|
954
|
-
end_date = today.strftime("%Y-%m-%d")
|
955
|
-
|
956
|
-
query_data = self.query_seasonal_data(ticker,
|
957
|
-
start_date=start_date,
|
958
|
-
end_date=end_date,
|
959
|
-
sheet='cash_flow',
|
960
|
-
target_season=this_season)
|
961
|
-
|
962
|
-
index_names = []
|
963
|
-
|
964
|
-
return_dict = {
|
965
|
-
"ticker": query_data[0]['ticker'],
|
966
|
-
"company_name": query_data[0]['company_name'],
|
967
|
-
}
|
968
|
-
|
969
|
-
table_dict = dict()
|
970
|
-
CASHO_dict = dict() # 營業活動
|
971
|
-
CASHI_dict = dict() # 投資活動
|
972
|
-
CASHF_dict = dict() # 籌資活動
|
973
|
-
|
974
|
-
this_season = query_data[-1]['seasonal_data']['season']
|
975
|
-
|
976
|
-
checkpoints = ["營業活動之現金流量-間接法", "投資活動之現金流量", "籌資活動之現金流量"]
|
977
|
-
main_cash_flows = [
|
978
|
-
"營業活動之淨現金流入(流出)", "投資活動之淨現金流入(流出)", "籌資活動之淨現金流入(流出)"
|
979
|
-
]
|
980
|
-
|
981
|
-
partial_cash_flows = [CASHO_dict, CASHI_dict, CASHF_dict]
|
982
|
-
|
983
|
-
for data in query_data:
|
984
|
-
year = data['seasonal_data']['year']
|
985
|
-
season = data['seasonal_data']['season']
|
986
|
-
|
987
|
-
time_index = f"{year}Q{season}"
|
988
|
-
|
989
|
-
if (season == this_season):
|
990
|
-
cash_flow = data['seasonal_data']['cash_flow']
|
991
|
-
main_cash_flow_name = None
|
992
|
-
partial_cash_flow = None
|
993
|
-
next_checkpoint = 0
|
994
|
-
|
995
|
-
for index_name, value in cash_flow.items():
|
996
|
-
if (next_checkpoint < 3
|
997
|
-
and index_name == checkpoints[next_checkpoint]):
|
998
|
-
main_cash_flow_name = main_cash_flows[next_checkpoint]
|
999
|
-
partial_cash_flow = partial_cash_flows[next_checkpoint]
|
1000
|
-
next_checkpoint += 1
|
1001
|
-
try:
|
1002
|
-
table_dict[time_index][index_name]['value'] = value[
|
1003
|
-
'value']
|
1004
|
-
if (value['value']):
|
1005
|
-
table_dict[time_index][index_name][
|
1006
|
-
'percentage'] = value['value'] / cash_flow[
|
1007
|
-
main_cash_flow_name]['value']
|
1008
|
-
else:
|
1009
|
-
table_dict[time_index][index_name][
|
1010
|
-
'percentage'] = None
|
1011
|
-
except:
|
1012
|
-
if (time_index not in table_dict.keys()):
|
1013
|
-
table_dict[time_index] = dict()
|
1014
|
-
table_dict[time_index][index_name] = dict()
|
1015
|
-
|
1016
|
-
table_dict[time_index][index_name]['value'] = value[
|
1017
|
-
'value']
|
1018
|
-
if (value['value']):
|
1019
|
-
table_dict[time_index][index_name][
|
1020
|
-
'percentage'] = value['value'] / cash_flow[
|
1021
|
-
main_cash_flow_name]['value']
|
1022
|
-
else:
|
1023
|
-
table_dict[time_index][index_name][
|
1024
|
-
'percentage'] = None
|
1025
|
-
|
1026
|
-
try:
|
1027
|
-
partial_cash_flow[time_index][index_name] = table_dict[
|
1028
|
-
time_index][index_name]
|
1029
|
-
except:
|
1030
|
-
if (time_index not in partial_cash_flow.keys()):
|
1031
|
-
partial_cash_flow[time_index] = dict()
|
1032
|
-
partial_cash_flow[time_index][index_name] = table_dict[
|
1033
|
-
time_index][index_name]
|
1034
|
-
|
1035
|
-
index_names += list(cash_flow.keys())
|
1036
|
-
|
1037
|
-
index_names = list(dict.fromkeys(index_names))
|
1038
|
-
|
1039
|
-
cash_flow_table = pd.DataFrame(table_dict)
|
1040
|
-
cash_flow_table = self._expand_value_percentage(cash_flow_table)
|
1041
|
-
|
1042
|
-
CASHO_table = pd.DataFrame(CASHO_dict)
|
1043
|
-
CASHO_table = self._expand_value_percentage(CASHO_table)
|
1044
|
-
|
1045
|
-
CASHI_table = pd.DataFrame(CASHI_dict)
|
1046
|
-
CASHI_table = self._expand_value_percentage(CASHI_table)
|
1047
|
-
|
1048
|
-
CASHF_table = pd.DataFrame(CASHF_dict)
|
1049
|
-
CASHF_table = self._expand_value_percentage(CASHF_table)
|
1050
|
-
|
1051
|
-
return_dict['cash_flow'] = cash_flow_table
|
1052
|
-
return_dict['CASHO'] = CASHO_table
|
1053
|
-
return_dict['CASHI'] = CASHI_table
|
1054
|
-
return_dict['CASHF'] = CASHF_table
|
1055
|
-
|
1056
|
-
return return_dict
|