siat 3.10.130__py3-none-any.whl → 3.10.132__py3-none-any.whl

build/lib/build/lib/siat/financial_base.py

@@ -0,0 +1,1160 @@
+# -*- coding: utf-8 -*-
+"""
+本模块功能：上市公司的财务报表分析，数据层
+所属工具包：证券投资分析工具SIAT 
+SIAT：Security Investment Analysis Tool
+创建日期：2020年9月1日
+最新修订日期：2020年9月8日
+作者：王德宏 (WANG Dehong, Peter)
+作者单位：北京外国语大学国际商学院
+版权所有：王德宏
+用途限制：仅限研究与教学使用，不可商用！商用需要额外授权。
+特别声明：作者不对使用本工具进行证券投资导致的任何损益负责！
+
+注释：容易出现无规律的抓取失败，需要多次重复才能成功。
+本部分功能作为备胎使用，当yfinance和yahooquery的财务报表功能失效时。
+"""
+
+#==============================================================================
+#关闭所有警告
+import warnings; warnings.filterwarnings('ignore')
+from siat.common import *
+from siat.translate import *
+from siat.security_prices import *
+from siat.security_price2 import *
+#==============================================================================
+#本模块直接使用爬虫抓取雅虎财经
+#==============================================================================
+class YahooFin():
+    
+    BASE_URL = 'https://query1.finance.yahoo.com/v10/finance/quoteSummary/'
+
+    def __init__(self, ticker):
+      """Initiates the ticker
+          Args: ticker (str): Stock-ticker Ex. 'AAPL'
+      """
+      self.ticker = ticker
+
+    def make_request(self, url):
+        """Makes a GET request"""
+        import requests
+        headers = {
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36"
+        }        
+        return requests.get(url,headers=headers)
+
+    def get_data(self):
+      """Returns a json object from a GET request"""
+      try:
+          return self.make_request(self.url).json()
+      except KeyError as e:
+            print("#Error(get_data):",e)
+        
+    def data(self):
+      """Returns query result from json object"""
+      data_temp = self.get_data()
+      try:
+            return data_temp.get('quoteSummary').get("result")
+      except KeyError as e:
+            print("Something went wrong:",e)
+
+    def convert_timestamp(self, raw):
+      """Converts UNIX-timestamp to YYYY-MM-DD"""
+      from datetime import datetime
+      return datetime.utcfromtimestamp(raw).strftime('%Y-%m-%d')
+
+    def extract_raw(func):
+      """Decorator to remove keys from from json data 
+      that is retreived from the yahoo-module
+      """
+      def wrapper_extract_raw(self, *args, **kwargs):
+        sheet = func(self)
+        for items in sheet:
+            for key, value in items.items():
+                if type(value) == dict and 'fmt' in value:
+                    del value['fmt']
+                if type(value) == dict and 'longFmt' in value:
+                    del value['longFmt']
+        return sheet
+      return wrapper_extract_raw
+
+    def create_dict(self):
+      """Creates a dict from extracted data"""
+      balance_sheet = []
+      temp_data = self._dict
+      for d in temp_data:
+            temp_dict = {}
+            for key, value in d.items():
+                if type(value) == dict and 'raw' in value:
+                    v = value['raw']
+                    temp_dict[key] = v
+            balance_sheet.append(temp_dict)
+      return balance_sheet
+
+
+    def to_df(self):
+      """Creates a pandas Dataframe from dict"""
+      import pandas as pd
+      self._df = pd.DataFrame.from_dict(self.create_dict())
+      for index, row in self._df.iterrows():
+            self._df.loc[index, 'endDate'] = self.convert_timestamp(self._df.at[index, 'endDate'])
+      self._df = self._df.iloc[::-1]
+      return self._df
+
+#==============================================================================
+class BalanceSheetQ(YahooFin):
+
+  def __init__(self, ticker):
+    super().__init__(ticker)
+    self._module = 'balanceSheetHistoryQuarterly'
+    self._url = (f'https://query1.finance.yahoo.com/v10/finance/quoteSummary/'
+                    f'{self.ticker}?'
+                    f'modules={self.module}')
+    self._dict = self._balance_sheet()
+    self._df = None
+
+  @property
+  def module(self):
+      return self._module
+
+  @property
+  def url(self):
+      return self._url
+
+  @property
+  def df(self):
+      return self._df
+
+  @YahooFin.extract_raw
+  def _balance_sheet(self):
+    """Returns a balance sheet statement"""
+    data = self.data()
+    query =  data[0]
+    balance_sheet_qty = query['balanceSheetHistoryQuarterly']
+    balance_sheet_statements = balance_sheet_qty['balanceSheetStatements']
+    return balance_sheet_statements
+
+#==============================================================================
+def get_bsQ(ticker):
+    """
+    功能： 获取最近4个季度资产负债表
+    注意：数字单位为K
+    """
+    try:
+        bsdata = BalanceSheetQ(ticker)
+    except:
+        bsdata = BalanceSheetQ(ticker)
+    
+    bsdf=bsdata.to_df()
+    bsdf['ticker']=ticker
+    bsdf['date']=bsdf['endDate']
+    bsdf.set_index(['date'],inplace=True)
+    return bsdf
+
+if __name__ == '__main__':
+    ticker='AAPL'
+    bsq = get_bsQ(ticker)
+
+#==============================================================================
+class BalanceSheetA(YahooFin):
+
+  def __init__(self, ticker):
+    super().__init__(ticker)
+    self._module = 'balanceSheetHistory'
+    self._url = (f'https://query1.finance.yahoo.com/v10/finance/quoteSummary/'
+                    f'{self.ticker}?'
+                    f'modules={self.module}')
+    self._dict = self._balance_sheet()
+    self._df = None
+
+  @property
+  def module(self):
+      return self._module
+
+  @property
+  def url(self):
+      return self._url
+
+  @property
+  def df(self):
+      return self._df
+
+  @YahooFin.extract_raw
+  def _balance_sheet(self):
+    """Returns a balance sheet statement"""
+    data = self.data()
+    
+    #print(data)
+    query =  data[0]
+    balance_sheet_qty = query['balanceSheetHistory']
+    balance_sheet_statements = balance_sheet_qty['balanceSheetStatements']
+    return balance_sheet_statements
+
+#==============================================================================
+def get_bsA(ticker):
+    """
+    功能： 获取最近4个年度资产负债表
+    注意：数字单位为K
+    """
+    try:
+        bsdata = BalanceSheetA(ticker)
+    except:
+        bsdata = BalanceSheetA(ticker)
+    
+    bsdf=bsdata.to_df()
+    bsdf['ticker']=ticker
+    bsdf['date']=bsdf['endDate']
+    bsdf.set_index(['date'],inplace=True)
+    return bsdf
+
+if __name__ == '__main__':
+    ticker='AAPL'
+    bsa = get_bsA(ticker)
+
+#==============================================================================
+class IncomeStatementQ(YahooFin):
+
+  def __init__(self, ticker):
+        super().__init__(ticker)
+        self._module = 'incomeStatementHistoryQuarterly'
+        self._url = (f'https://query1.finance.yahoo.com/v10/finance/quoteSummary/'
+                    f'{self.ticker}?'
+                    f'modules={self.module}')
+        self._dict = self._income_statement()
+        self._df = None
+
+  @property
+  def module(self):
+      return self._module
+
+  @property
+  def url(self):
+      return self._url
+
+  @property
+  def df(self):
+      return self._df
+
+  @YahooFin.extract_raw
+  def _income_statement(self):
+    """Returns a income statement"""
+    data = self.data()
+    query =  data[0]
+    income_statement_qty = query['incomeStatementHistoryQuarterly']
+    income_statement_statements = income_statement_qty['incomeStatementHistory']
+    return income_statement_statements
+
+
+if __name__ == '__main__':
+    isdata = IncomeStatementQ('AAPL')
+    isdf=isdata.to_df()
+    print(isdf)
+    
+#==============================================================================
+def get_isQ(ticker):
+    """
+    功能： 获取最近4个季度利润表
+    注意：数字单位为K
+    """
+    try:
+        isdata = IncomeStatementQ(ticker)
+    except:
+        isdata = IncomeStatementQ(ticker)
+    
+    isdf=isdata.to_df()
+    
+    isdf['ticker']=ticker
+    isdf['date']=isdf['endDate']
+    isdf.set_index(['date'],inplace=True)
+    return isdf
+
+if __name__ == '__main__':
+    ticker='AAPL'
+    isq = getQ(ticker)
+
+#==============================================================================  
+class IncomeStatementA(YahooFin):
+
+  def __init__(self, ticker):
+        super().__init__(ticker)
+        self._module = 'incomeStatementHistory'
+        self._url = (f'https://query1.finance.yahoo.com/v10/finance/quoteSummary/'
+                    f'{self.ticker}?'
+                    f'modules={self.module}')
+        self._dict = self._income_statement()
+        self._df = None
+
+  @property
+  def module(self):
+      return self._module
+
+  @property
+  def url(self):
+      return self._url
+
+  @property
+  def df(self):
+      return self._df
+
+  @YahooFin.extract_raw
+  def _income_statement(self):
+    """Returns a income statement"""
+    data = self.data()
+    #print(data)
+    query =  data[0]
+    income_statement_qty = query['incomeStatementHistory']
+    income_statement_statements = income_statement_qty['incomeStatementHistory']
+    return income_statement_statements
+
+
+if __name__ == '__main__':
+    isdata = IncomeStatementA('AAPL')
+    isdf=isdata.to_df()
+    print(isdf)
+
+#==============================================================================
+def get_isA(ticker):
+    """
+    功能： 获取最近4个年度利润表
+    注意：数字单位为K
+    """
+    try:
+        isdata = IncomeStatementA(ticker)
+    except:
+        isdata = IncomeStatementA(ticker)
+    
+    isdf=isdata.to_df()
+    
+    isdf['ticker']=ticker
+    isdf['date']=isdf['endDate']
+    isdf.set_index(['date'],inplace=True)
+    return isdf
+
+if __name__ == '__main__':
+    ticker='AAPL'
+    isa = get_isA(ticker)
+
+#==============================================================================
+class CashFlowQ(YahooFin):
+
+  def __init__(self, ticker):
+        super().__init__(ticker)
+        self._module = 'cashflowStatementHistoryQuarterly'
+        self._url = (f'https://query1.finance.yahoo.com/v10/finance/quoteSummary/'
+                    f'{self.ticker}?'
+                    f'modules={self.module}')
+        self._dict = self._cash_flow()
+        self._df = None
+
+  @property
+  def module(self):
+      return self._module
+
+  @property
+  def url(self):
+      return self._url
+
+  @property
+  def df(self):
+      return self._df
+
+  @YahooFin.extract_raw
+  def _cash_flow(self):
+    """Returns a cash flow statement"""
+    data = self.data()
+    query =  data[0]
+    #print(data)
+    cash_flow_qty = query['cashflowStatementHistoryQuarterly']
+    #print(cash_flow_qty)
+    cash_flow_statements = cash_flow_qty['cashflowStatements']
+    return cash_flow_statements
+
+
+if __name__ == '__main__':
+    cfdata = CashFlowQ('AAPL')
+    cfdf=cfdata.to_df()
+    print(cfdf)
+
+#==============================================================================
+def get_cfQ(ticker):
+    """
+    功能： 获取最近4个季度现金流量表
+    注意：数字单位为K
+    """
+    try:
+        cfdata = CashFlowQ(ticker)
+    except:
+        cfdata = CashFlowQ(ticker)
+    
+    cfdf=cfdata.to_df()
+    cfdf['ticker']=ticker
+    cfdf['date']=cfdf['endDate']
+    cfdf.set_index(['date'],inplace=True)
+    return cfdf
+
+if __name__ == '__main__':
+    ticker='AAPL'
+    cfq = get_cfQ(ticker)
+
+
+#==============================================================================
+class CashFlowA(YahooFin):
+
+  def __init__(self, ticker):
+        super().__init__(ticker)
+        self._module = 'cashflowStatementHistory'
+        self._url = (f'https://query1.finance.yahoo.com/v10/finance/quoteSummary/'
+                    f'{self.ticker}?'
+                    f'modules={self.module}')
+        self._dict = self._cash_flow()
+        self._df = None
+
+  @property
+  def module(self):
+      return self._module
+
+  @property
+  def url(self):
+      return self._url
+
+  @property
+  def df(self):
+      return self._df
+
+  @YahooFin.extract_raw
+  def _cash_flow(self):
+    """Returns a cash flow statement"""
+    data=self.data()
+    #print(data)
+    #print(data)
+    query=data[0]
+    #print(query)
+    
+    cash_flow_qty = query['cashflowStatementHistory']
+    #print(cash_flow_qty)
+    
+    cash_flow_statements = cash_flow_qty['cashflowStatements']
+    #print(cash_flow_qty)
+    
+    return cash_flow_statements
+
+
+if __name__ == '__main__':
+    cfdata = CashFlowA('AAPL')
+    cfdf=cfdata.to_df()
+    print(cfdf)
+
+    
+#==============================================================================
+def get_cfA(ticker):
+    """
+    功能： 获取最近4个年度现金流量表
+    注意：数字单位为K
+    """
+    try:
+        cfdata = CashFlowA(ticker)
+    except:
+        try:
+            cfdata = CashFlowA(ticker)
+        except:
+            cfdata = CashFlowA(ticker)
+    
+    cfdf=cfdata.to_df()
+    cfdf['ticker']=ticker
+    cfdf['date']=cfdf['endDate']
+    cfdf.set_index(['date'],inplace=True)
+    return cfdf
+
+if __name__ == '__main__':
+    ticker='AAPL'
+    cfa = get_cfA(ticker)
+
+#==============================================================================
+def get_balance_sheet(ticker):
+    """
+    功能：获取雅虎财经上一只股票所有的年度和季度资产负债表
+    """
+    #获取年报
+    try:
+        fsa = get_bsA(ticker)
+    except:
+        print("#Error(get_balance_sheet): no annual info available for",ticker)
+        return None
+    fsa['reportType']="Annual"
+    colsa=list(fsa)
+    
+    #获取季度报
+    try:
+        fsq = get_bsQ(ticker)
+    except:
+        print("#Error(get_balance_sheet): no quarterly info available for",ticker)
+        return None
+    fsq['reportType']="Quarterly"    
+    colsq=list(fsq)
+
+    #两个列表中的共同部分
+    cols= [x for x in colsa if x in colsq]   #两个列表中都存在
+    colsdiff=[y for y in (colsa + colsq) if y not in cols] #两个列表中的不同元素
+    
+    #合并年度和季度报表
+    import pandas as pd
+    fs=pd.concat([fsa[cols],fsq[cols]])
+    #排序
+    fs.sort_values(by=['endDate','reportType'],inplace=True)
+    #去掉重复记录
+    fs.drop_duplicates(subset=['endDate'],keep='first',inplace=True)
+    
+    return fs    
+    
+if __name__ == '__main__':
+    ticker='AAPL'  
+    fs=get_balance_sheet('AAPL')
+    fs_aapl=get_balance_sheet('AAPL')
+    fs_msft=get_balance_sheet('MSFT')
+    fs_c=get_balance_sheet('C')
+
+#==============================================================================
+def get_income_statements(ticker):
+    """
+    功能：获取雅虎财经上一只股票所有的年度和季度利润表
+    """
+    #获取年报
+    try:
+        fsa = get_isA(ticker)
+    except:
+        print("#Error(get_income_statements): no annual info available for",ticker)
+        return None
+    fsa['reportType']="Annual"
+    colsa=list(fsa)
+    
+    #获取季度报
+    try:
+        fsq = get_isQ(ticker)
+    except:
+        print("#Error(get_income_statements): no quarterly info available for",ticker)
+        return None
+    fsq['reportType']="Quarterly"    
+    colsq=list(fsq)
+
+    #两个列表中的共同部分
+    cols= [x for x in colsa if x in colsq]   #两个列表中都存在
+    colsdiff=[y for y in (colsa + colsq) if y not in cols] #两个列表中的不同元素
+    
+    #合并年度和季度报表
+    import pandas as pd
+    fs=pd.concat([fsa[cols],fsq[cols]])
+    #排序
+    fs.sort_values(by=['endDate','reportType'],inplace=True)
+    #去掉重复记录
+    fs.drop_duplicates(subset=['endDate'],keep='first',inplace=True)
+    
+    return fs    
+    
+if __name__ == '__main__':
+    ticker='AAPL'  
+    fs=get_income_statements('AAPL')
+    fs_aapl=get_income_statements('AAPL')
+    fs_msft=get_income_statements('MSFT')
+    fs_c=get_income_statements('C')
+
+#==============================================================================
+def get_cashflow_statements(ticker):
+    """
+    功能：获取雅虎财经上一只股票所有的年度和季度现金流量表
+    """
+    #获取年报
+    try:
+        fsa = get_cfA(ticker)
+    except:
+        print("#Error(get_cashflow_statements): no annual info available for",ticker)
+        return None
+    fsa['reportType']="Annual"
+    colsa=list(fsa)
+    
+    #获取季度报
+    try:
+        fsq = get_cfQ(ticker)
+    except:
+        print("#Error(get_cashflow_statements): no quarterly info available for",ticker)
+        return None
+    fsq['reportType']="Quarterly"    
+    colsq=list(fsq)
+
+    #两个列表中的共同部分
+    cols= [x for x in colsa if x in colsq]   #两个列表中都存在
+    colsdiff=[y for y in (colsa + colsq) if y not in cols] #两个列表中的不同元素
+    
+    #合并年度和季度报表
+    import pandas as pd
+    fs=pd.concat([fsa[cols],fsq[cols]])
+    #排序
+    fs.sort_values(by=['endDate','reportType'],inplace=True)
+    #去掉重复记录
+    fs.drop_duplicates(subset=['endDate'],keep='first',inplace=True)
+    
+    return fs    
+    
+if __name__ == '__main__':
+    ticker='AAPL'  
+    fs=get_cashflow_statements('AAPL')
+    fs_aapl=get_cashflow_statements('AAPL')
+    fs_msft=get_cashflow_statements('MSFT')
+    fs_c=get_cashflow_statements('C')
+
+#==============================================================================
+def get_financial_statements(ticker):
+    """
+    功能：获取雅虎财经上一只股票所有的年度和季度财务报表
+    """
+    print("...Searching for financial info of",ticker,"\b, please wait...")
+    #获取资产负债表
+    try:
+        fbs = get_balance_sheet(ticker)
+    except:
+        import time; time.sleep(3)
+        try:
+            fbs = get_balance_sheet(ticker)
+        except:
+            import time; time.sleep(5)
+            try:
+                fbs = get_balance_sheet(ticker)
+            except:
+                print("#Error(get_financial_statements): balance sheet info not available for",ticker)
+                return None
+    if fbs is None:
+        print("#Error(get_financial_statements): balance sheet info not available for",ticker)
+        return None
+    
+    #获取利润表
+    try:
+        fis = get_income_statements(ticker)
+    except:
+        import time; time.sleep(3)
+        try:
+            fis = get_income_statements(ticker)
+        except:
+            import time; time.sleep(5)
+            try:
+                fis = get_income_statements(ticker)
+            except:
+                print("#Error(get_financial_statements): income info not available for",ticker)
+                return None
+    if fis is None:
+        print("#Error(get_financial_statements): income info not available for",ticker)
+        return None
+    
+    #获取现金流量表
+    try:
+        fcf = get_cashflow_statements(ticker)
+    except:
+        import time; time.sleep(3)
+        try:
+            fcf = get_cashflow_statements(ticker)
+        except:
+            import time; time.sleep(5)
+            try:
+                fcf = get_cashflow_statements(ticker)
+            except:
+                print("#Error(get_financial_statements): cash flow info not available for",ticker)
+                return None
+    if fcf is None:
+        print("#Error(get_financial_statements): cash flow info not available for",ticker)
+        return None
+    
+    #合并1：资产负债表+利润表
+    cols= [x for x in fis if x not in fbs]   #不在第2个列表中在第1个列表
+    import pandas as pd
+    fbs_fis=pd.merge(fbs,fis[cols+['endDate']],on='endDate')
+    #合并2：+现金流量表
+    cols= [x for x in fcf if x not in fbs_fis]   #不在第1个列表中只在第2个列表
+    fbs_fis_fcf=pd.merge(fbs_fis,fcf[cols+['endDate']],on='endDate')
+    
+    #建立索引
+    fbs_fis_fcf['date']=fbs_fis_fcf['endDate']
+    bic=fbs_fis_fcf.set_index('date')
+    
+    #某些金融企业缺乏一些字段，特殊处理：
+    cols=list(bic)
+    cols_special=['inventory','totalCashFromOperatingActivities','interestExpense','dividendsPaid']
+    for e in cols_special:
+        if not (e in cols):
+            bic[e]=0
+    
+    return bic    
+    
+if __name__ == '__main__':
+    ticker='AAPL'  
+    fs=get_financial_statements('AAPL')
+    fs_aapl=get_financial_statements('AAPL')
+    fs_msft=get_financial_statements('MSFT')
+    fs_c=get_financial_statements('C')
+
+"""
+最终获得的bic表结构：
+['cash',
+ 'shortTermInvestments',
+ 'netReceivables',
+ 'inventory',
+ 'otherCurrentAssets',
+ 'totalCurrentAssets',
+ 'longTermInvestments',
+ 'propertyPlantEquipment',
+ 'otherAssets',
+ 'totalAssets',
+ 'accountsPayable',
+ 'shortLongTermDebt',
+ 'otherCurrentLiab',
+ 'longTermDebt',
+ 'otherLiab',
+ 'totalCurrentLiabilities',
+ 'totalLiab',
+ 'commonStock',
+ 'retainedEarnings',
+ 'treasuryStock',
+ 'otherStockholderEquity',
+ 'totalStockholderEquity',
+ 'netTangibleAssets',
+ 
+ 'ticker',
+ 'reportType',
+ 
+ 'totalRevenue',
+ 'costOfRevenue',
+ 'grossProfit',
+ 'researchDevelopment',
+ 'sellingGeneralAdministrative',
+ 'totalOperatingExpenses',
+ 'operatingIncome',
+ 'totalOtherIncomeExpenseNet',
+ 'ebit',
+ 'interestExpense',
+ 'incomeBeforeTax',
+ 'incomeTaxExpense',
+ 'netIncomeFromContinuingOps',
+ 'netIncome',
+ 'netIncomeApplicableToCommonShares',
+ 
+ 'depreciation',
+ 'changeToNetincome',
+ 'changeToAccountReceivables',
+ 'changeToLiabilities',
+ 'changeToInventory',
+ 'changeToOperatingActivities',
+ 'totalCashFromOperatingActivities',
+ 'capitalExpenditures',
+ 'investments',
+ 'otherCashflowsFromInvestingActivities',
+ 'totalCashflowsFromInvestingActivities',
+ 'dividendsPaid',
+ 'netBorrowings',
+ 'otherCashflowsFromFinancingActivities',
+ 'totalCashFromFinancingActivities',
+ 'changeInCash',
+ 
+ 'repurchaseOfStock',
+ 'issuanceOfStock']
+"""
+
+#==============================================================================
+def get_EPS(fsdf):
+    """
+    功能：抓取股票的EPS，并计算流通股数
+    """
+    ticker=list(fsdf['ticker'])[0]
+    print("...Searching for EPS info of",ticker,"\b, please wait...")    
+    
+    #局限：目前取不到非美股的EPS信息！
+    from yahoo_earnings_calendar import YahooEarningsCalendar
+    # 实例化装饰器
+    yec = YahooEarningsCalendar()
+    earnings = yec.get_earnings_of(ticker)
+    
+    import pandas as pd
+    earnings_df = pd.DataFrame.from_records(earnings) 
+    if (earnings_df is None) or (len(earnings_df)==0):
+        print("#Error(get_EPS): no EPS info available for",ticker)
+        return False,fsdf
+    
+    earnings_df['datedt']=pd.to_datetime(earnings_df.startdatetime)
+    datecvt=lambda x: str(x)[0:10]
+    earnings_df['publish_date']=earnings_df['datedt'].apply(datecvt)
+    eps=earnings_df[['ticker','epsactual','publish_date']]
+    eps.dropna(inplace=True)
+    if (eps is None) or (len(eps)==0):
+        print("#Error(get_EPS): no EPS info available for",ticker)
+        return False,fsdf
+    
+    eps.drop_duplicates(['publish_date'],keep='first',inplace=True)
+    eps.sort_values('publish_date',inplace=True)
+
+    epsdf=pd.DataFrame(columns=('endDate','publishDate','EPS'))
+
+    edatelist=list(fsdf['endDate'])
+    for d in edatelist:
+        eps_sub=eps[eps['publish_date']>d]
+        pdate=list(eps_sub['publish_date'])[0]
+        epsactual=list(eps_sub['epsactual'])[0]
+
+        #记录股价
+        row=pd.Series({'endDate':d,'publishDate':pdate,'EPS':epsactual})
+        try:
+            epsdf=epsdf.append(row,ignore_index=True)
+        except:
+            epsdf=epsdf._append(row,ignore_index=True)
+
+    fsdf1=pd.merge(fsdf,epsdf,on='endDate')
+    fsdf1['outstandingStock']=fsdf1['netIncomeApplicableToCommonShares']/fsdf1['EPS']
+
+    return True,fsdf1
+
+if __name__ == '__main__':
+    fsdf=get_financial_statements('AAPL')  
+    result,fsdf1=get_EPS(fsdf)
+    fsdf=get_financial_statements('0700.HK')  
+    result,fsdf1=get_EPS(fsdf)
+
+#==============================================================================
+def get_PE(fsdf):
+    """
+    功能：计算PE
+    """
+    #获得各个报表的日期范围，适当扩大以规避非交易日
+    start=min(list(fsdf['endDate']))
+    fromdate=date_adjust(start,adjust=-30)
+    end=max(list(fsdf['endDate']))
+    todate=date_adjust(end,adjust=30)
+
+    #获取股价
+    ticker=list(fsdf['ticker'])[0]
+    prices=get_price(ticker, fromdate, todate)
+    prices['datedt']=prices.index.date
+    datecvt=lambda x: str(x)[0:10]
+    prices['Date']=prices['datedt'].apply(datecvt)
+
+    #报表日期列表
+    datelist_fs=list(fsdf['endDate'])
+    #价格日期列表    
+    datelist_price=list(prices['Date'])
+    date_price_min=min(datelist_price)
+    date_price_max=max(datelist_price)
+    
+    #股价列表
+    pricelist=list(prices['Close'])
+    
+    import pandas as pd
+    pricedf=pd.DataFrame(columns=('endDate','actualDate','Price'))
+    for d in datelist_fs:
+        found=False
+        d1=d
+        if d in datelist_price:
+            found=True
+            pos=datelist_price.index(d)
+            p=pricelist[pos]
+        else:
+            while (d1 >= date_price_min) and not found:
+                d1=date_adjust(d1,adjust=-1)
+                if d1 in datelist_price:
+                    found=True
+                    pos=datelist_price.index(d1)
+                    p=pricelist[pos]
+            while (d1 <= date_price_max) and not found:
+                d1=date_adjust(d1,adjust=1)
+                if d1 in datelist_price:
+                    found=True
+                    pos=datelist_price.index(d1)
+                    p=pricelist[pos]            
+        #记录股价
+        row=pd.Series({'endDate':d,'actualDate':d1,'Price':p})
+        try:
+            pricedf=pricedf.append(row,ignore_index=True)
+        except:
+            pricedf=pricedf._append(row,ignore_index=True)
+
+    #合成表
+    fsdf1=pd.merge(fsdf,pricedf,on='endDate')
+    fsdf1['PE']=fsdf1['Price']/fsdf1['EPS']
+
+    return fsdf1
+
+if __name__ == '__main__':
+    fs=get_financial_statements('AAPL')   
+    fsdf=get_EPS(fs)
+    fsdf1=get_PE(fsdf)
+
+#==============================================================================
+def calcFinRates(fsdf):
+    """
+    功能：基于财报计算各种指标
+    """
+    #前后填充缺失值
+    fs = fsdf.fillna(method='ffill').fillna(method='bfill')
+    
+    #短期偿债能力指标
+    #流动比率：流动资产 / 流动负债
+    fs['Current Ratio']=fs['totalCurrentAssets']/fs['totalCurrentLiabilities']
+    fs['Current Ratio']=round(fs['Current Ratio'],2)
+    #速动比率：（流动资产-存货） / 流动负债
+    fs['Quick Ratio']=(fs['totalCurrentAssets']-fs['inventory'])/fs['totalCurrentLiabilities']
+    fs['Quick Ratio']=round(fs['Quick Ratio'],2)
+    #现金比率: （现金+现金等价物） / 流动负债
+    fs['Cash Ratio']=fs['cash']/fs['totalCurrentLiabilities']
+    fs['Cash Ratio']=round(fs['Cash Ratio'],2)
+    #现金流量比率：经营活动现金流量 / 流动负债
+    fs['Cash Flow Ratio']=fs['totalCashFromOperatingActivities']/fs['totalCurrentLiabilities']
+    fs['Cash Flow Ratio']=round(fs['Cash Flow Ratio'],2)
+    #到期债务本息偿付比率：经营活动现金净流量 / （本期到期债务本金+现金利息支出）
+    fs['Debt Service Ratio']=fs['totalCashFromOperatingActivities']/(fs['shortLongTermDebt']+fs['interestExpense'])
+    fs['Debt Service Ratio']=round(fs['Debt Service Ratio'],2)
+    
+    #长期偿债能力指标
+    #资产负债率：负债总额 / 资产总额
+    fs['Debt to Asset Ratio']=fs['totalLiab']/fs['totalAssets']
+    fs['Debt to Asset Ratio']=round(fs['Debt to Asset Ratio'],2)
+    #股东权益比率：股东权益总额 / 资产总额
+    fs['Equity to Asset Ratio']=fs['totalStockholderEquity']/fs['totalAssets']
+    fs['Equity to Asset Ratio']=round(fs['Equity to Asset Ratio'],2)
+    #权益乘数：资产总额 / 股东权益总额
+    fs['Equity Multiplier']=fs['totalAssets']/fs['totalStockholderEquity']
+    fs['Equity Multiplier']=round(fs['Equity Multiplier'],2)
+    #负债股权比率：负债总额 / 股东权益总额
+    fs['Debt to Equity Ratio']=fs['totalLiab']/fs['totalStockholderEquity']
+    fs['Debt to Equity Ratio']=round(fs['Debt to Equity Ratio'],2)
+    #有形净值债务率：负债总额 / （股东权益-无形资产净额）
+    fs['netIntangibleAssets']=fs['totalAssets']-fs['netTangibleAssets']
+    fs['Debt to Tangible Net Asset Ratio']=fs['totalAssets']/(fs['totalStockholderEquity']-fs['netIntangibleAssets'])
+    fs['Debt to Tangible Net Asset Ratio']=round(fs['Debt to Tangible Net Asset Ratio'],2)
+    #偿债保障比率：负债总额 / 经营活动现金净流量
+    fs['Debt Service Coverage Ratio']=fs['totalLiab']/fs['totalCashFromOperatingActivities']
+    fs['Debt Service Coverage Ratio']=round(fs['Debt Service Coverage Ratio'],2)
+    #利息保障倍数：（税前利润+利息费用）/ 利息费用
+    fs['Times Interest Earned Ratio']=fs['incomeBeforeTax']/fs['interestExpense']+1
+    fs['Times Interest Earned Ratio']=round(fs['Times Interest Earned Ratio'],2)
+    #现金利息保障倍数：（经营活动现金净流量+付现所得税） / 现金利息支出    
+    fs['Cash Interest Coverage Ratio']=(fs['totalCashFromOperatingActivities']+fs['incomeTaxExpense'])/fs['interestExpense']
+    fs['Cash Interest Coverage Ratio']=round(fs['Cash Interest Coverage Ratio'],2)
+    
+    #营运能力指标
+    #存货周转率：销售成本 / 平均存货
+    fs['avgInventory']=(fs['inventory']+fs['inventory'].shift(1))/2.0  
+    fs['Inventory Turnover']=fs['costOfRevenue']/fs['avgInventory']
+    fs['Inventory Turnover']=round(fs['Inventory Turnover'],2)    
+    #应收账款周转率：赊销收入净额 / 平均应收账款余额    
+    fs['avgReceivables']=(fs['netReceivables']+fs['netReceivables'].shift(1))/2.0  
+    fs['Receivable Turnover']=fs['totalRevenue']/fs['avgReceivables']
+    fs['Receivable Turnover']=round(fs['Receivable Turnover'],2)
+    #流动资产周转率：销售收入 / 平均流动资产余额
+    fs['avgCurrentAssets']=(fs['totalCurrentAssets']+fs['totalCurrentAssets'].shift(1))/2.0  
+    fs['Current Asset Turnover']=fs['totalRevenue']/fs['avgCurrentAssets']
+    fs['Current Asset Turnover']=round(fs['Current Asset Turnover'],2)
+    #固定资产周转率：销售收入 / 平均固定资产净额
+    fs['avgPPE']=(fs['propertyPlantEquipment']+fs['propertyPlantEquipment'].shift(1))/2.0  
+    fs['Fixed Asset Turnover']=fs['totalRevenue']/fs['avgPPE']
+    fs['Fixed Asset Turnover']=round(fs['Fixed Asset Turnover'],2)
+    #总资产周转率：销售收入 / 平均资产总额
+    fs['avgTotalAssets']=(fs['totalAssets']+fs['totalAssets'].shift(1))/2.0  
+    fs['Total Asset Turnover']=fs['totalRevenue']/fs['avgTotalAssets']
+    fs['Total Asset Turnover']=round(fs['Total Asset Turnover'],2)
+    
+    #主营业务利润率=主营业务利润/主营业务收入*100%
+    fs['Operating Profit%']=fs['operatingIncome']/fs['totalRevenue']*100.0
+    fs['Operating Profit%']=round(fs['Operating Profit%'],2)
+    
+    #发展潜力指标
+    #营业收入增长率：本期营业收入增长额 / 上年同期营业收入总额
+    fs['Revenue Growth%']=(fs['totalRevenue']-fs['totalRevenue'].shift(1))/(fs['totalRevenue'].shift(1))*100.0
+    fs['Revenue Growth%']=round(fs['Revenue Growth%'],2)
+    #资本积累率：本期所有者权益增长额 / 年初所有者权益
+    fs['Capital Accumulation%']=(fs['totalStockholderEquity']-fs['totalStockholderEquity'].shift(1))/(fs['totalStockholderEquity'].shift(1))*100.0
+    fs['Capital Accumulation%']=round(fs['Capital Accumulation%'],2)
+    #总资产增长率：本期总资产增长额 / 年初资产总额    
+    fs['Total Asset Growth%']=(fs['totalAssets']-fs['totalAssets'].shift(1))/(fs['totalAssets'].shift(1))*100.0
+    fs['Total Asset Growth%']=round(fs['Total Asset Growth%'],2)
+    #固定资产成新率：平均固定资产净值 / 平均固定资产原值。又称“固定资产净值率”或“有用系数”
+    #fs['avgPPE']=(fs['propertyPlantEquipment']+fs['propertyPlantEquipment'].shift(1))/2.0
+    fs['avgLTInvestments']=(fs['longTermInvestments']+fs['longTermInvestments'].shift(1))/2.0
+    fs['Fixed Asset Net Value%']=fs['avgPPE']/fs['avgLTInvestments']*100.0
+    fs['Fixed Asset Net Value%']=round(fs['Fixed Asset Net Value%'],2)
+    
+    #其他指标
+
+    #盈利能力指标
+    #资产报酬率（息前税后）：利润总额+利息支出 / 平均资产总额        
+    #fs['avgTotalAssets']=(fs['totalAssets']+fs['totalAssets'].shift(1))/2.0  
+    fs['Return on Asset']=(fs['netIncome']+fs['interestExpense'])/fs['avgTotalAssets']
+    fs['Return on Asset']=round(fs['Return on Asset'],2)
+    fs['ROA']=fs['Return on Asset']
+    #资本回报率（Return on Invested Capital，简称ROIC）
+    #ROIC=NOPLAT(息前税后经营利润)/IC(投入资本)
+    #NOPLAT=EBIT×(1－T)=(营业利润+财务费用－非经常性投资损益) ×(1－所得税率)
+    #IC=有息负债+净资产－超额现金－非经营性资产
+    fs['Return on Invested Capital']=(fs['netIncome']+fs['interestExpense'])/fs['avgTotalAssets']
+    fs['Return on Invested Capital']=round(fs['Return on Invested Capital'],2)
+    fs['ROIC']=fs['Return on Invested Capital']
+    #净资产报酬率：净利润 / 平均净资产    
+    fs['avgTotalEquity']=(fs['totalStockholderEquity']+fs['totalStockholderEquity'].shift(1))/2.0  
+    fs['Return on Net Asset']=fs['netIncome']/fs['avgTotalEquity']
+    fs['Return on Net Asset']=round(fs['Return on Net Asset'],2)
+    #股东权益报酬率：净利润 / 平均股东权益总额
+    fs['Return on Equity']=fs['netIncome']/fs['avgTotalEquity']
+    fs['Return on Equity']=round(fs['Return on Equity'],2)
+    fs['ROE']=fs['Return on Equity']
+    #毛利率：销售毛利 / 销售收入净额    
+    fs['Gross Profit%']=fs['grossProfit']/fs['totalRevenue']*100.0
+    fs['Gross Profit%']=round(fs['Gross Profit%'],2)
+    #销售净利率：净利润 / 销售收入净额
+    fs['Net Profit%']=fs['netIncome']/fs['totalRevenue']*100.0
+    fs['Net Profit%']=round(fs['Net Profit%'],2)
+    #成本费用净利率：净利润 / 成本费用总额
+    fs['Net Profit on Costs%']=fs['netIncome']/fs['costOfRevenue']*100.0
+    fs['Net Profit on Costs%']=round( fs['Net Profit on Costs%'],2)
+    #股利发放率：每股股利 / 每股利润   
+    fs['Payout Ratio%']=fs['dividendsPaid']/fs['netIncome']*100.0
+    fs['Payout Ratio%']=round(fs['Payout Ratio%'],2)
+
+    ###每股指标，受EPS可用性影响    
+    #每股利润：（净利润-优先股股利） / 流通在外股数。基本EPS
+    #注意：流通股股数=期初commonStock-treasuryStock,加本年增加的股数issuanceOfStock*月份占比-本年减少的股数repurchaseOfStock*月份占比
+    fsdf=fs.copy()
+    result,fs=get_EPS(fsdf)
+    if not result: 
+        ticker=list(fsdf['ticker'])[0]
+        print("#Error(calcFinRates): EPS info unavailable for",ticker)
+        print("#Side effect: per-share related rates are not calculateable, others are still useable.")
+    else:
+        fs['Earnings per Share']=fs['EPS']
+        #每股现金流量：（经营活动现金净流量-优先股股利） / 流通在外股数
+        fs['Cash Flow per Share']=fs['totalCashFromOperatingActivities']/fs['outstandingStock']
+        fs['Cash Flow per Share']=round(fs['Cash Flow per Share'],2)
+        fs['CFPS']=fs['Cash Flow per Share']
+        #每股股利：（现金股利总额-优先股股利） /流通在外股数    
+        fs['Dividend per Share']=fs['dividendsPaid']/fs['outstandingStock']
+        fs['Dividend per Share']=round(fs['Dividend per Share'],2)
+        fs['DPS']=fs['Dividend per Share']
+        #每股净资产：股东权益总额 / 流通在外股数  
+        fs['Net Asset per Share']=fs['totalStockholderEquity']/fs['outstandingStock']
+        fs['Net Asset per Share']=round(fs['Net Asset per Share'],2)
+    
+        #市盈率：每股市价 / 每股利润，依赖EPS反推出的流通股数量
+        fsdf=fs.copy()
+        fs=get_PE(fsdf)
+        fs['Price Earnings Ratio']=fs['PE']
+    
+    fs['date']=fs['endDate']
+    fs.set_index('date',inplace=True)    
+    
+    return fs
+    
+    
+if __name__ == '__main__':
+    ticker='AAPL'     
+    fsdf=get_financial_statements('AAPL')   
+    fs=calcFinRates(fsdf)
+
+#==============================================================================
+def get_financial_rates(ticker):
+    """
+    功能：获得股票的财务报表和财务比率
+    财务报表：资产负债表，利润表，现金流量表
+    财务比率：短期还债能力，长期还债能力，营运能力，盈利能力，发展能力
+
+短期偿债能力分析：
+1、流动比率，计算公式： 流动资产 / 流动负债
+2、速动比率，计算公式： （流动资产-存货） / 流动负债
+3、现金比率，计算公式： （现金+现金等价物） / 流动负债
+4、现金流量比率，计算公式： 经营活动现金流量 / 流动负债
+5、到期债务本息偿付比率，计算公式： 经营活动现金净流量 / （本期到期债务本金+现金利息支出）
+
+长期偿债能力分析：
+1、资产负债率，计算公式： 负债总额 / 资产总额
+2、股东权益比率，计算公式： 股东权益总额 / 资产总额
+3、权益乘数，计算公式： 资产总额 / 股东权益总额
+4、负债股权比率，计算公式： 负债总额 / 股东权益总额
+5、有形净值债务率，计算公式： 负债总额 / （股东权益-无形资产净额）
+6、偿债保障比率，计算公式： 负债总额 / 经营活动现金净流量
+7、利息保障倍数，计算公式： （税前利润+利息费用）/ 利息费用
+8、现金利息保障倍数，计算公式： （经营活动现金净流量+付现所得税） / 现金利息支出
+
+营运分析
+1、存货周转率，计算公式： 销售成本 / 平均存货
+2、应收账款周转率，计算公式： 赊销收入净额 / 平均应收账款余额
+3、流动资产周转率，计算公式： 销售收入 / 平均流动资产余额
+4、固定资产周转率，计算公式： 销售收入 / 平均固定资产净额
+5、总资产周转率，计算公式： 销售收入 / 平均资产总额
+
+盈利分析
+1、资产报酬率，计算公式： 利润总额+利息支出 / 平均资产总额
+2、净资产报酬率，计算公式： 净利润 / 平均净资产
+3、股东权益报酬率，计算公式： 净利润 / 平均股东权益总额
+4、毛利率，计算公式： 销售毛利 / 销售收入净额
+5、销售净利率，计算公式： 净利润 / 销售收入净额
+6、成本费用净利率，计算公式： 净利润 / 成本费用总额
+7、每股利润，计算公式： （净利润-优先股股利） / 流通在外股数
+8、每股现金流量，计算公式： （经营活动现金净流量-优先股股利） / 流通在外股数
+9、每股股利，计算公式： （现金股利总额-优先股股利） /流通在外股数
+10、股利发放率，计算公式： 每股股利 / 每股利润
+11、每股净资产，计算公式： 股东权益总额 / 流通在外股数
+12、市盈率，计算公式： 每股市价 / 每股利润
+13、主营业务利润率=主营业务利润/主营业务收入*100%
+
+发展分析
+1、营业增长率，计算公式： 本期营业增长额 / 上年同期营业收入总额
+2、资本积累率，计算公式： 本期所有者权益增长额 / 年初所有者权益
+3、总资产增长率，计算公式： 本期总资产增长额 / 年初资产总额
+4、固定资产成新率，计算公式： 平均固定资产净值 / 平均固定资产原值
+
+    返回：报表+比率    
+    """
+    # 变换港股代码5位-->4位
+    result,prefix,suffix=split_prefix_suffix(ticker)
+    if result & (suffix=='HK'):
+        if len(prefix)==5:
+            ticker=ticker[1:]    
+    
+    print("\nAnalyzing financial rates of",ticker,"\b, it may take lots of time...")
+    
+    #抓取股票的财务报表
+    try:
+        fsdf=get_financial_statements(ticker)
+    except:
+        print("......Failed to get financial statements of",ticker,"\b!")
+        print("......If the stock code",ticker,"\b is correct, please try a few minutes later.")
+        return None
+        
+    #抓取股票的稀释后EPS，计算财务比率
+    fsr=calcFinRates(fsdf)
+    """
+    try:
+        fsr=calcFinRates(fsdf)
+    except:
+        print("......Failed to calculate financial rates of",ticker,"\b, please retry later!")
+        return None
+    """    
+    #整理列名：将股票代码、截止日期、报表类型排在开头
+    cols=list(fsr)
+    cols.remove('endDate')
+    cols.remove('ticker')
+    cols.remove('reportType')
+    fsr2=fsr[['ticker','endDate','reportType']+cols]
+    
+    return fsr2
+
+
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+#==============================================================================
+
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