neurostats-API 0.0.6__py3-none-any.whl → 0.0.8__py3-none-any.whl

neurostats_API/__init__.py

@@ -1 +1 @@
-__version__='0.0.6'
+__version__='0.0.8'

neurostats_API/fetchers/__init__.py

@@ -1,3 +1,7 @@
 from .base import StatsDateTime, StatsFetcher
+from .balance_sheet import BalanceSheetFetcher
+from .cash_flow import CashFlowFetcher
 from .finance_overview import FinanceOverviewFetcher
+from .month_revenue import MonthRevenueFetcher
+from .profit_lose import ProfitLoseFetcher
 from .value_invest import ValueFetcher

neurostats_API/fetchers/balance_sheet.py

@@ -0,0 +1,135 @@
+from .base import StatsFetcher, StatsDateTime
+import json
+import numpy as np
+import pandas as pd
+from ..utils import StatsDateTime, StatsProcessor
+import importlib.resources as pkg_resources
+import yaml
+
+
+class BalanceSheetFetcher(StatsFetcher):
+    """
+    對應iFa.ai -> 財務分析 ->  資產負債表
+    """
+
+    def __init__(self, ticker, db_client):
+        super().__init__(ticker, db_client)
+        self.table_settings = StatsProcessor.load_yaml("balance_sheet.yaml")
+
+    def prepare_query(self, target_year, target_season):
+        pipeline = super().prepare_query()
+
+        target_query = {
+            "year": "$$target_season_data.year",
+            "season": "$$target_season_data.season",
+            "balance_sheet": "$$$$target_season_data.balance_sheet"
+        }
+
+        pipeline.append({
+            "$project": {
+                "_id": 0,
+                "ticker": 1,
+                "company_name": 1,
+                "balance_sheets": {
+                    "$sortArray": {
+                        "input": {
+                            "$map": {
+                                "input": {
+                                    "$filter": {
+                                        "input": "$seasonal_data",
+                                        "as": "season",
+                                        "cond": {
+                                            "$eq":
+                                            ["$$season.season", target_season]
+                                        }
+                                    }
+                                },
+                                "as": "target_season_data",
+                                "in": {
+                                    "year":
+                                    "$$target_season_data.year",
+                                    "season":
+                                    "$$target_season_data.season",
+                                    "balance_sheet":
+                                    "$$target_season_data.balance_sheet"
+                                }
+                            }
+                        },
+                        "sortBy": {
+                            "year": -1
+                        }  # 按 year 降序排序
+                    }
+                }
+            }
+        })
+
+        return pipeline
+
+    def collect_data(self, target_year, target_season):
+        pipeline = self.prepare_query(target_year, target_season)
+
+        fetched_data = self.collection.aggregate(pipeline)
+
+        fetched_data = list(fetched_data)
+
+        return fetched_data[-1]
+
+    def query_data(self):
+        today = StatsDateTime.get_today()
+
+        year = today.year - 1 if (today.season == 1) else today.year
+        season = 4 if (today.season == 1) else today.season - 2
+        fetched_data = self.collect_data(year, season)
+
+        return self.process_data(season, fetched_data)
+
+    def process_data(self, target_season, fetched_data):
+        return_dict = {
+            "ticker": self.ticker,
+            "company_name": fetched_data['company_name']
+        }
+
+        index_names = []
+
+        table_dict = dict()
+
+        balance_sheets = fetched_data['balance_sheets']
+
+        # 將value與percentage跟著年分季度一筆筆取出
+        for data in balance_sheets:
+            year = data['year']
+
+            time_index = f"{year}Q{target_season}"
+
+            # 蒐集整體的keys
+            index_names += list(data['balance_sheet'].keys())
+            balance_sheet = data['balance_sheet']
+
+            for index_name, value_dict in balance_sheet.items():
+                for item_name, item in value_dict.items():
+                    try:  # table_dict[項目][(2020Q1, '%')]
+                        if (item_name == 'percentage'):
+                            if (isinstance(item, (float, int))):
+                                item = np.round(item, 2)
+                        if ("YoY" in item_name):
+                            if (isinstance(item, (float, int))):
+                                item = np.round(item * 100, 2)
+                        table_dict[index_name][(time_index, item_name)] = item
+
+                    except KeyError:
+                        if (index_name not in table_dict.keys()):
+                            table_dict[index_name] = dict()
+
+                        table_dict[index_name][(time_index, item_name)] = item
+
+        total_table = pd.DataFrame.from_dict(table_dict, orient='index')
+        total_table.columns = pd.MultiIndex.from_tuples(total_table.columns)
+
+        for name, setting in self.table_settings.items():
+            return_dict[name] = StatsProcessor.slice_multi_col_table(
+                total_table=total_table,
+                mode=setting['mode'],
+                target_index=setting['target_index']
+                if "target_index" in setting.keys() else None)
+
+        return return_dict

neurostats_API/fetchers/cash_flow.py

@@ -0,0 +1,184 @@
+from .base import StatsFetcher, StatsDateTime
+import json
+import numpy as np
+import pandas as pd
+from ..utils import StatsDateTime, StatsProcessor
+import importlib.resources as pkg_resources
+import yaml
+
+class CashFlowFetcher(StatsFetcher):
+    def __init__(self, ticker, db_client):
+        super().__init__(ticker, db_client)
+
+        self.cash_flow_dict = StatsProcessor.load_yaml(
+            "cash_flow_percentage.yaml"
+        )  # 計算子表格用
+    
+    def prepare_query(self, target_season):
+        pipeline = super().prepare_query()
+
+        pipeline.append({
+            "$project": {
+                "_id": 0,
+                "ticker": 1,
+                "company_name": 1,
+                "cash_flows": {
+                    "$sortArray": {
+                        "input": {
+                            "$map": {
+                                "input": {
+                                    "$filter": {
+                                        "input": "$seasonal_data",
+                                        "as": "season",
+                                        "cond": {
+                                            "$eq":
+                                            ["$$season.season", target_season]
+                                        }
+                                    }
+                                },
+                                "as": "target_season_data",
+                                "in": {
+                                    "year":
+                                    "$$target_season_data.year",
+                                    "season":
+                                    "$$target_season_data.season",
+                                    "cash_flow":
+                                    "$$target_season_data.cash_flow"
+                                }
+                            }
+                        },
+                        "sortBy": {
+                            "year": -1
+                        }  # 按 year 降序排序
+                    }
+                }
+            }
+        })
+
+        return pipeline
+    
+    def collect_data(self, target_season):
+        pipeline = self.prepare_query(target_season)
+
+        fetched_data = self.collection.aggregate(pipeline)
+
+        return list(fetched_data)[0]
+    
+    def query_data(self):
+        today = StatsDateTime.get_today()
+
+        target_season = today.season - 1 if (today.season > 1) else 4
+
+        fetched_data = self.collect_data(target_season)
+
+        return self.process_data(fetched_data, target_season)
+    
+    def process_data(self, fetched_data, target_season):
+        """
+        處理現金流量表頁面的所有表格
+        金流表本身沒有比例 但是Ifa有算，
+        項目所屬的情況也不一(分別所屬營業,投資,籌資三個活動)
+        所以這裡選擇不用slicing處理
+        """
+        cash_flows = fetched_data['cash_flows']
+
+        index_names = []
+        column_names = []
+
+        table_dict = dict()
+        CASHO_dict = dict()
+        CASHI_dict = dict()
+        CASHF_dict = dict()
+
+        return_dict = {
+            "ticker": fetched_data['ticker'],
+            "company_name": fetched_data['company_name'],
+            "cash_flow": dict(),
+            "CASHO": dict(),
+            "CASHI": dict(),
+            "CASHF": dict()
+        }
+
+        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", "匯率變動對現金及約當現金之影響"]
+        main_cash_flows = [
+            "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）", None
+        ] # 主要的比例對象
+        partial_cash_flows = [CASHO_dict, CASHI_dict, CASHF_dict, dict()] 
+
+        # 作法: dictionary中也有checkpoints，如果出現了就換下一個index去計算
+
+        for data in cash_flows:
+            year = data['year']
+
+            time_index = f"{year}Q{target_season}"
+
+            cash_flow = data['cash_flow']
+            main_cash_flow_name = None
+            partial_cash_flow = None
+            next_checkpoint = 0
+
+            for index_name, value in cash_flow.items():
+                if (next_checkpoint < 3
+                        and index_name == checkpoints[next_checkpoint]): # 找到了主要的變動點
+                    main_cash_flow_name = main_cash_flows[next_checkpoint]
+                    partial_cash_flow = partial_cash_flows[next_checkpoint]
+                    next_checkpoint += 1
+                try:
+                    table_dict[time_index][index_name]['value'] = value[
+                        'value']
+                    if (value['value']):
+                        table_dict[time_index][index_name][
+                            'percentage'] = np.round(
+                                (value['value'] / cash_flow[
+                                main_cash_flow_name]['value']) * 100, 2)
+                    else:
+                        table_dict[time_index][index_name][
+                            'percentage'] = None
+                except:
+                    if (time_index not in table_dict.keys()):
+                        table_dict[time_index] = dict()
+                    table_dict[time_index][index_name] = dict()
+
+                    table_dict[time_index][index_name]['value'] = value[
+                        'value']
+                    if (value['value']):
+                        table_dict[time_index][index_name][
+                            'percentage'] = np.round(
+                                (value['value'] / cash_flow[
+                                main_cash_flow_name]['value']) * 100, 2) 
+                    else:
+                        table_dict[time_index][index_name][
+                            'percentage'] = None
+
+                try:
+                    partial_cash_flow[time_index][index_name] = table_dict[
+                        time_index][index_name]
+                except:
+                    if (time_index not in partial_cash_flow.keys()):
+                        partial_cash_flow[time_index] = dict()
+                    partial_cash_flow[time_index][index_name] = table_dict[
+                        time_index][index_name]
+
+            index_names += list(cash_flow.keys())
+
+        # 轉成dictionary keys
+        index_names = list(dict.fromkeys(index_names))
+
+        cash_flow_table = pd.DataFrame(table_dict)
+        cash_flow_table = StatsProcessor.expand_value_percentage(cash_flow_table)
+
+        CASHO_table = pd.DataFrame(CASHO_dict)
+        CASHO_table = StatsProcessor.expand_value_percentage(CASHO_table)
+
+        CASHI_table = pd.DataFrame(CASHI_dict)
+        CASHI_table = StatsProcessor.expand_value_percentage(CASHI_table)
+
+        CASHF_table = pd.DataFrame(CASHF_dict)
+        CASHF_table = StatsProcessor.expand_value_percentage(CASHF_table)
+
+        return_dict['cash_flow'] = cash_flow_table
+        return_dict['CASHO'] = CASHO_table
+        return_dict['CASHI'] = CASHI_table
+        return_dict['CASHF'] = CASHF_table
+
+        return return_dict