chore: 13장 멀티팩터 포트폴리오 추가

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ayuriel 2025-01-31 23:56:57 +09:00
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import pandas as pd
import numpy as np
import statsmodels.api as sm
from scipy.stats import zscore
import matplotlib.pyplot as plt
import seaborn as sns
import quantcommon
# 멀티 팩터 포트폴리오.
# 퀄리티: 자기자본이익률(ROE), 매출총이익(GPA), 영업활동현금흐름(CFO)
# 밸류: PER, PBR, PSR, PCR, DY
# 모멘텀: 12개월 수익률, K-Ratio
engine = quantcommon.QuantCommon().create_engine()
def col_clean(df, cutoff=0.01, asc=False):
q_low = df.quantile(cutoff)
q_hi = df.quantile(1 - cutoff)
df_trim = df[(df > q_low) & (df < q_hi)]
if asc == False:
df_z_score = df_trim.rank(axis=0, ascending=False).apply(
zscore, nan_policy='omit')
if asc == True:
df_z_score = df_trim.rank(axis=0, ascending=True).apply(
zscore, nan_policy='omit')
return(df_z_score)
def plot_rank(df):
ax = sns.relplot(data=df,
x='rank',
y=1,
col='variable',
hue='invest',
size='size',
sizes=(10, 100),
style='invest',
markers={'Y': 'X','N': 'o'},
palette={'Y': 'red','N': 'grey'},
kind='scatter')
ax.set(xlabel=None)
ax.set(ylabel=None)
plt.show()
ticker_list = pd.read_sql("""
select * from kor_ticker
where 기준일 = (select max(기준일) from kor_ticker)
and 종목구분 = '보통주';
""", con=engine)
fs_list = pd.read_sql("""
select * from kor_fs
where 계정 in ('당기순이익', '매출총이익', '영업활동으로인한현금흐름', '자산', '자본')
and 공시구분 = 'q';
""", con=engine)
value_list = pd.read_sql("""
select * from kor_value
where 기준일 = (select max(기준일) from kor_value);
""", con=engine)
price_list = pd.read_sql("""
select 날짜, 종가, 종목코드
from kor_price
where 날짜 >= (select (select max(날짜) from kor_price) - interval 1 year);
""", con=engine)
sector_list = pd.read_sql("""
select * from kor_sector
where 기준일 = (select max(기준일) from kor_sector);
""", con=engine)
engine.dispose()
fs_list = fs_list.sort_values(['종목코드', '계정', '기준일'])
fs_list['ttm'] = fs_list.groupby(['종목코드', '계정'], as_index=False)[''].rolling(
window=4, min_periods=4).sum()['']
fs_list_clean = fs_list.copy()
fs_list_clean['ttm'] = np.where(fs_list_clean['계정'].isin(['자산', '자본']),
fs_list_clean['ttm'] / 4, fs_list_clean['ttm'])
fs_list_clean = fs_list_clean.groupby(['종목코드', '계정']).tail(1)
fs_list_pivot = fs_list_clean.pivot(index='종목코드', columns='계정', values='ttm')
fs_list_pivot['ROE'] = fs_list_pivot['당기순이익'] / fs_list_pivot['자본']
fs_list_pivot['GPA'] = fs_list_pivot['매출총이익'] / fs_list_pivot['자산']
fs_list_pivot['CFO'] = fs_list_pivot['영업활동으로인한현금흐름'] / fs_list_pivot['자산']
fs_list_pivot.round(4).head()
value_list.loc[value_list[''] <= 0, ''] = np.nan
value_pivot = value_list.pivot(index='종목코드', columns='지표', values='')
value_pivot.head()
price_pivot = price_list.pivot(index='날짜', columns='종목코드', values='종가')
ret_list = pd.DataFrame(data=(price_pivot.iloc[-1] / price_pivot.iloc[0]) - 1,
columns=['12M'])
ret = price_pivot.pct_change().iloc[1:]
ret_cum = np.log(1 + ret).cumsum()
x = np.array(range(len(ret)))
k_ratio = {}
for i in range(0, len(ticker_list)):
ticker = ticker_list.loc[i, '종목코드']
try:
y = ret_cum.loc[:, price_pivot.columns == ticker]
reg = sm.OLS(y, x).fit()
res = float(reg.params / reg.bse)
except:
res = np.nan
k_ratio[ticker] = res
k_ratio_bind = pd.DataFrame.from_dict(k_ratio, orient='index').reset_index()
k_ratio_bind.columns = ['종목코드', 'K_ratio']
k_ratio_bind.head()
data_bind = ticker_list[['종목코드', '종목명']].merge(
sector_list[['CMP_CD', 'SEC_NM_KOR']],
how='left',
left_on='종목코드',
right_on='CMP_CD').merge(
fs_list_pivot[['ROE', 'GPA', 'CFO']], how='left',
on='종목코드').merge(value_pivot, how='left',
on='종목코드').merge(ret_list, how='left',
on='종목코드').merge(k_ratio_bind,
how='left',
on='종목코드')
data_bind.loc[data_bind['SEC_NM_KOR'].isnull(), 'SEC_NM_KOR'] = '기타'
data_bind = data_bind.drop(['CMP_CD'], axis=1)
data_bind.round(4).head()
data_bind_group = data_bind.set_index(['종목코드',
'SEC_NM_KOR']).groupby('SEC_NM_KOR', as_index=False)
data_bind_group.head(1).round(4)
z_quality = data_bind_group[['ROE', 'GPA', 'CFO'
]].apply(lambda x: col_clean(x, 0.01, False)).sum(
axis=1, skipna=False).to_frame('z_quality')
data_bind = data_bind.merge(z_quality, how='left', on=['종목코드', 'SEC_NM_KOR'])
data_bind.round(4).head()
value_1 = data_bind_group[['PBR', 'PCR', 'PER',
'PSR']].apply(lambda x: col_clean(x, 0.01, True))
value_2 = data_bind_group[['DY']].apply(lambda x: col_clean(x, 0.01, False))
z_value = value_1.merge(value_2, on=['종목코드', 'SEC_NM_KOR'
]).sum(axis=1,
skipna=False).to_frame('z_value')
data_bind = data_bind.merge(z_value, how='left', on=['종목코드', 'SEC_NM_KOR'])
data_bind.round(4).head()
z_momentum = data_bind_group[[
'12M', 'K_ratio'
]].apply(lambda x: col_clean(x, 0.01, False)).sum(
axis=1, skipna=False).to_frame('z_momentum')
data_bind = data_bind.merge(z_momentum, how='left', on=['종목코드', 'SEC_NM_KOR'])
print(data_bind.round(4).head())
data_z = data_bind[['z_quality', 'z_value', 'z_momentum']].copy()
fig, axes = plt.subplots(3, 1, figsize=(10, 6), sharex=True, sharey=True)
for n, ax in enumerate(axes.flatten()):
ax.hist(data_z.iloc[:, n])
ax.set_title(data_z.columns[n], size=12)
fig.tight_layout()
data_bind_final = data_bind[['종목코드', 'z_quality', 'z_value', 'z_momentum'
]].set_index('종목코드').apply(zscore,
nan_policy='omit')
data_bind_final.columns = ['quality', 'value', 'momentum']
plt.rc('font', family='Malgun Gothic')
plt.rc('axes', unicode_minus=False)
fig, axes = plt.subplots(3, 1, figsize=(10, 6), sharex=True, sharey=True)
for n, ax in enumerate(axes.flatten()):
ax.hist(data_bind_final.iloc[:, n])
ax.set_title(data_bind_final.columns[n], size=12)
fig.tight_layout()
mask = np.triu(data_bind_final.corr())
fig, ax = plt.subplots(figsize=(10, 6))
sns.heatmap(data_bind_final.corr(),
annot=True,
mask=mask,
annot_kws={"size": 16},
vmin=0,
vmax=1,
center=0.5,
cmap='coolwarm',
square=True)
ax.invert_yaxis()
plt.show()
wts = [0.3, 0.3, 0.3]
data_bind_final_sum = (data_bind_final * wts).sum(axis=1,
skipna=False).to_frame()
data_bind_final_sum.columns = ['qvm']
port_qvm = data_bind.merge(data_bind_final_sum, on='종목코드')
port_qvm['invest'] = np.where(port_qvm['qvm'].rank() <= 20, 'Y', 'N')
port_qvm[port_qvm['invest'] == 'Y'].round(4)
data_melt = port_qvm.melt(id_vars='invest',
value_vars=[
'ROE', 'GPA', 'CFO', 'PER', 'PBR', 'PCR', 'PSR',
'DY', '12M', 'K_ratio'
])
data_melt['size'] = data_melt['invest'].map({'Y': 100, 'N': 10})
data_melt.head()
hist_quality = data_melt[data_melt['variable'].isin(['ROE', 'GPA',
'CFO'])].copy()
hist_quality['rank'] = hist_quality.groupby('variable')['value'].rank(
ascending=False)
plot_rank(hist_quality)
hist_value = data_melt[data_melt['variable'].isin(
['PER', 'PBR', 'PCR', 'PSR', 'DY'])].copy()
hist_value['value'] = np.where(hist_value['variable'] == 'DY',
1 / hist_value['value'], hist_value['value'])
hist_value['rank'] = hist_value.groupby('variable')['value'].rank()
plot_rank(hist_value)
hist_momentum = data_melt[data_melt['variable'].isin(['12M', 'K_ratio'])].copy()
hist_momentum['rank'] = hist_momentum.groupby('variable')['value'].rank(ascending = False)
plot_rank(hist_momentum)
port_qvm[port_qvm['invest'] == 'Y']['종목코드'].to_excel('model.xlsx', index=False)