chore: 재구성한 example 삭제
All checks were successful
CI Build / build (push) Successful in 5s

This commit is contained in:
Ayuriel 2025-03-30 21:20:59 +09:00
parent 57ba71cb3b
commit 218bf72874
10 changed files with 0 additions and 1132 deletions

View File

@ -1,81 +0,0 @@
# 패키지 불러오기
import numpy as np
import pandas as pd
from streamlit_quant import quantcommon
# DB 연결
common = quantcommon.QuantCommon()
engine = common.create_engine()
con = common.connect()
mycursor = con.cursor()
# 가치 지표 계산
# 분기 재무제표 불러오기
kor_fs = pd.read_sql("""
select * from kor_fs
where 공시구분 = 'q'
and 계정 in ('당기순이익', '자본', '영업활동으로인한현금흐름', '매출액');
""", con=engine)
# 티커 리스트 불러오기
ticker_list = pd.read_sql("""
select * from kor_ticker
where 기준일 = (select max(기준일) from kor_ticker)
and 종목구분 = '보통주';
""", con=engine)
engine.dispose()
# TTM 구하기
kor_fs = kor_fs.sort_values(['종목코드', '계정', '기준일'])
kor_fs['ttm'] = kor_fs.groupby(['종목코드', '계정'], as_index=False)[''].rolling(
window=4, min_periods=4).sum()['']
# 자본은 평균 구하기
kor_fs['ttm'] = np.where(kor_fs['계정'] == '자본', kor_fs['ttm'] / 4,
kor_fs['ttm'])
kor_fs = kor_fs.groupby(['계정', '종목코드']).tail(1)
kor_fs_merge = kor_fs[['계정', '종목코드',
'ttm']].merge(ticker_list[['종목코드', '시가총액', '기준일']],
on='종목코드')
kor_fs_merge['시가총액'] = kor_fs_merge['시가총액'] / 100000000
kor_fs_merge['value'] = kor_fs_merge['시가총액'] / kor_fs_merge['ttm']
kor_fs_merge['value'] = kor_fs_merge['value'].round(4)
kor_fs_merge['지표'] = np.where(
kor_fs_merge['계정'] == '매출액', 'PSR',
np.where(
kor_fs_merge['계정'] == '영업활동으로인한현금흐름', 'PCR',
np.where(kor_fs_merge['계정'] == '자본', 'PBR',
np.where(kor_fs_merge['계정'] == '당기순이익', 'PER', None))))
kor_fs_merge.rename(columns={'value': ''}, inplace=True)
kor_fs_merge = kor_fs_merge[['종목코드', '기준일', '지표', '']]
kor_fs_merge = kor_fs_merge.replace([np.inf, -np.inf, np.nan], None)
query = """
insert into kor_value (종목코드, 기준일, 지표, )
values (%s,%s,%s,%s) as new
on duplicate key update
=new.
"""
args_fs = kor_fs_merge.values.tolist()
mycursor.executemany(query, args_fs)
con.commit()
ticker_list[''] = ticker_list['주당배당금'] / ticker_list['종가']
ticker_list[''] = ticker_list[''].round(4)
ticker_list['지표'] = 'DY'
dy_list = ticker_list[['종목코드', '기준일', '지표', '']]
dy_list = dy_list.replace([np.inf, -np.inf, np.nan], None)
dy_list = dy_list[dy_list[''] != 0]
args_dy = dy_list.values.tolist()
mycursor.executemany(query, args_dy)
con.commit()
engine.dispose()
con.close()

View File

@ -1,112 +0,0 @@
import re
import pandas as pd
import requests as rq
from bs4 import BeautifulSoup
from streamlit_quant import quantcommon
# DB 연결
common = quantcommon.QuantCommon()
engine = common.create_engine()
con = common.connect()
mycursor = con.cursor()
# 재무제표 크롤링
# 티커리스트 불러오기
ticker_list = pd.read_sql("""
select * from kor_ticker
where 기준일 = (select max(기준일) from kor_ticker)
and 종목구분 = '보통주';
""", con=engine)
# DB 저장 쿼리
query = """
insert into kor_fs (계정, 기준일, , 종목코드, 공시구분)
values (%s,%s,%s,%s,%s) as new
on duplicate key update
=new.
"""
# 오류 발생시 저장할 리스트 생성
error_list = []
# 재무제표 클렌징 함수
def clean_fs(df, ticker, frequency):
df = df[~df.loc[:, ~df.columns.isin(['계정'])].isna().all(axis=1)]
df = df.drop_duplicates(['계정'], keep='first')
df = pd.melt(df, id_vars='계정', var_name='기준일', value_name='')
df = df[~pd.isnull(df[''])]
df['계정'] = df['계정'].replace({'계산에 참여한 계정 펼치기': ''}, regex=True)
print(df)
df['기준일'] = pd.to_datetime(df['기준일'],
format='%Y/%m') + pd.tseries.offsets.MonthEnd()
df['종목코드'] = ticker
df['공시구분'] = frequency
return df
i = 0
ticker = ticker_list['종목코드'][i]
try:
# url 생성
url = f'https://comp.fnguide.com/SVO2/ASP/SVD_Finance.asp?pGB=1&gicode=A{ticker}'
# 데이터 받아오기
data = pd.read_html(url, displayed_only=False)
# print([item.head(3) for item in data])
# 연간 데이터
data_fs_y = pd.concat([
data[0].iloc[:, ~data[0].columns.str.contains('전년동기')], data[2],
data[4]
])
data_fs_y = data_fs_y.rename(columns={data_fs_y.columns[0]: "계정"})
# 결산년 찾기
page_data = rq.get(url)
page_data_html = BeautifulSoup(page_data.content, 'html.parser')
fiscal_data = page_data_html.select('div.corp_group1 > h2')
fiscal_data_text = fiscal_data[1].text
fiscal_data_text = re.findall('[0-9]+', fiscal_data_text)
# 결산년에 해당하는 계정만 남기기
data_fs_y = data_fs_y.loc[:, (data_fs_y.columns == '계정') | (
data_fs_y.columns.str[-2:].isin(fiscal_data_text))]
# 클렌징
data_fs_y_clean = clean_fs(data_fs_y, ticker, 'y')
# 분기 데이터
data_fs_q = pd.concat([
data[1].iloc[:, ~data[1].columns.str.contains('전년동기')], data[3],
data[5]
])
data_fs_q = data_fs_q.rename(columns={data_fs_q.columns[0]: "계정"})
data_fs_q_clean = clean_fs(data_fs_q, ticker, 'q')
# 두개 합치기
data_fs_bind = pd.concat([data_fs_y_clean, data_fs_q_clean])
print(data_fs_bind.head(3))
# 재무제표 데이터를 DB에 저장
args = data_fs_bind.values.tolist()
mycursor.executemany(query, args)
con.commit()
except Exception as e:
# 오류 발생시 해당 종목명을 저장하고 다음 루프로 이동
print(e)
error_list.append(ticker)
# DB 연결 종료
engine.dispose()
con.close()

View File

@ -1,120 +0,0 @@
import re
import time
import pandas as pd
import requests as rq
from bs4 import BeautifulSoup
from tqdm import tqdm
from streamlit_quant import quantcommon
# src/current-financial-statement.py 로 개선
# DB 연결
common = quantcommon.QuantCommon()
engine = common.create_engine()
con = common.connect()
mycursor = con.cursor()
# 재무제표 크롤링
# 티커리스트 불러오기
ticker_list = pd.read_sql("""
select * from kor_ticker
where 기준일 = (select max(기준일) from kor_ticker)
and 종목구분 = '보통주';
""", con=engine)
# DB 저장 쿼리
query = """
insert into kor_fs (계정, 기준일, , 종목코드, 공시구분)
values (%s,%s,%s,%s,%s) as new
on duplicate key update
=new.
"""
# 오류 발생시 저장할 리스트 생성
error_list = []
# 재무제표 클렌징 함수
def clean_fs(df, ticker, frequency):
df = df[~df.loc[:, ~df.columns.isin(['계정'])].isna().all(axis=1)]
df = df.drop_duplicates(['계정'], keep='first')
df = pd.melt(df, id_vars='계정', var_name='기준일', value_name='')
df = df[~pd.isnull(df[''])]
df['계정'] = df['계정'].replace({'계산에 참여한 계정 펼치기': ''}, regex=True)
df['기준일'] = pd.to_datetime(df['기준일'],
format='%Y/%m') + pd.tseries.offsets.MonthEnd()
df['종목코드'] = ticker
df['공시구분'] = frequency
return df
# for loop
for i in tqdm(range(0, len(ticker_list))):
# 티커 선택
ticker = ticker_list['종목코드'][i]
# 오류 발생 시 이를 무시하고 다음 루프로 진행
try:
# url 생성
url = f'https://comp.fnguide.com/SVO2/ASP/SVD_Finance.asp?pGB=1&gicode=A{ticker}'
# 데이터 받아오기
data = pd.read_html(url, displayed_only=False)
# 연간 데이터
data_fs_y = pd.concat([
data[0].iloc[:, ~data[0].columns.str.contains('전년동기')], data[2],
data[4]
])
data_fs_y = data_fs_y.rename(columns={data_fs_y.columns[0]: "계정"})
# 결산년 찾기
page_data = rq.get(url)
page_data_html = BeautifulSoup(page_data.content, 'html.parser')
fiscal_data = page_data_html.select('div.corp_group1 > h2')
fiscal_data_text = fiscal_data[1].text
fiscal_data_text = re.findall('[0-9]+', fiscal_data_text)
# 결산년에 해당하는 계정만 남기기
data_fs_y = data_fs_y.loc[:, (data_fs_y.columns == '계정') | (
data_fs_y.columns.str[-2:].isin(fiscal_data_text))]
# 클렌징
data_fs_y_clean = clean_fs(data_fs_y, ticker, 'y')
# 분기 데이터
data_fs_q = pd.concat([
data[1].iloc[:, ~data[1].columns.str.contains('전년동기')], data[3],
data[5]
])
data_fs_q = data_fs_q.rename(columns={data_fs_q.columns[0]: "계정"})
data_fs_q_clean = clean_fs(data_fs_q, ticker, 'q')
# 두개 합치기
data_fs_bind = pd.concat([data_fs_y_clean, data_fs_q_clean])
# 재무제표 데이터를 DB에 저장
args = data_fs_bind.values.tolist()
mycursor.executemany(query, args)
con.commit()
except:
# 오류 발생시 해당 종목명을 저장하고 다음 루프로 이동
print(ticker)
error_list.append(ticker)
# 타임슬립 적용
time.sleep(2)
# DB 연결 종료
engine.dispose()
con.close()

View File

@ -1,193 +0,0 @@
import re
import time
from io import BytesIO
import numpy as np
import pandas as pd
import requests as rq
from tqdm import tqdm
from bs4 import BeautifulSoup
from dotenv import load_dotenv
from streamlit_quant import quantcommon
# src/current-stock.py 로 개선
load_dotenv()
GEN_OTP_URL = 'http://data.krx.co.kr/comm/fileDn/GenerateOTP/generate.cmd'
DOWN_URL = 'http://data.krx.co.kr/comm/fileDn/download_csv/download.cmd'
# 최근 영업일을 가져옴
def get_latest_biz_day():
url = 'https://finance.naver.com/sise/sise_deposit.nhn'
data = rq.post(url)
data_html = BeautifulSoup(data.content, 'lxml')
parse_day = data_html.select_one('div.subtop_sise_graph2 > ul.subtop_chart_note > li > span.tah').text
biz_day = re.findall('[0-9]+', parse_day)
biz_day = ''.join(biz_day)
return biz_day
# 업종 분류 현황 가져옴
def get_stock_data(biz_day, mkt_id):
# logging.basicConfig(level=logging.DEBUG)
gen_otp_data = {
'locale': 'ko_KR',
'mktId': mkt_id, # STK: 코스피, KSQ: 코스닥
'trdDd': biz_day,
'money': '1',
'csvxls_isNo': 'false',
'name': 'fileDown',
'url': 'dbms/MDC/STAT/standard/MDCSTAT03901'
}
headers = {
'Referer': 'http://data.krx.co.kr/contents/MDC/MDI/mdiLoader/index.cmd?menuId=MDC0201050201',
'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/131.0.0.0 Safari/537.36'
}
otp = rq.post(url=GEN_OTP_URL, data=gen_otp_data, headers=headers, verify=False)
# # 요청 디버깅
# print("===== Request Details =====")
# print(f"Method: {otp.request.method}")
# print(f"URL: {otp.request.url}")
# print(f"Headers: {otp.request.headers}")
# print(f"Body: {otp.request.body}")
#
# # 응답 디버깅
# print("===== Response Details =====")
# print(f"Status Code: {otp.status_code}")
# print(f"Headers: {otp.headers}")
# print(f"Body: {otp.text}")
down_sector = rq.post(url=DOWN_URL, data={'code': otp.text}, headers=headers)
return pd.read_csv(BytesIO(down_sector.content), encoding='EUC-KR')
# 개별 지표 조회
def get_ind_stock_data(biz_day):
gen_otp_data = {
'locale': 'ko_KR',
'searchType': '1',
'mktId': 'ALL',
'trdDd': biz_day,
'csvxls_isNo': 'false',
'name': 'fileDown',
'url': 'dbms/MDC/STAT/standard/MDCSTAT03501'
}
headers = {
'Referer': 'http://data.krx.co.kr/contents/MDC/MDI/mdiLoader/index.cmd?menuId=MDC0201050201',
'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/131.0.0.0 Safari/537.36'
}
otp = rq.post(url=GEN_OTP_URL, data=gen_otp_data, headers=headers, verify=False)
down_ind_sector = rq.post(url=DOWN_URL, data={'code': otp.text}, headers=headers)
return pd.read_csv(BytesIO(down_ind_sector.content), encoding='EUC-KR')
def process_for_total_stock(biz_day):
# 업종 분류 현황(코스피, 코스닥)
sector_stk = get_stock_data(biz_day, 'STK')
sector_ksq = get_stock_data(biz_day, 'KSQ')
# 각각 조회 후 합침
krx_sector = pd.concat([sector_stk, sector_ksq]).reset_index(drop=True)
krx_sector['종목명'] = krx_sector['종목명'].str.strip()
krx_sector['기준일'] = biz_day
# 개별 지표 조회
krx_ind = get_ind_stock_data(biz_day)
krx_ind['종목명'] = krx_ind['종목명'].str.strip()
krx_ind['기준일'] = biz_day
# 데이터 정리
# 종목, 개별 중 한군데만 있는 데이터 삭제(선박펀드, 광물펀드, 해외종목 등)
diff = list(set(krx_sector['종목명']).symmetric_difference(set(krx_ind['종목명'])))
kor_ticker = pd.merge(krx_sector,
krx_ind,
on=krx_sector.columns.intersection(
krx_ind.columns).tolist(),
how='outer')
# 일반적인 종목과 SPAC, 우선주, 리츠, 기타 주식을 구분
kor_ticker['종목구분'] = np.where(kor_ticker['종목명'].str.contains('스팩|제[0-9]+호'), '스팩',
np.where(kor_ticker['종목코드'].str[-1:] != '0', '우선주',
np.where(kor_ticker['종목명'].str.endswith('리츠'), '리츠',
np.where(kor_ticker['종목명'].isin(diff), '기타',
'보통주'))))
kor_ticker = kor_ticker.reset_index(drop=True)
kor_ticker.columns = kor_ticker.columns.str.replace(' ', '')
kor_ticker = kor_ticker[['종목코드', '종목명', '시장구분', '종가',
'시가총액', '기준일', 'EPS', '선행EPS', 'BPS', '주당배당금', '종목구분']]
kor_ticker = kor_ticker.replace({np.nan: None})
kor_ticker['기준일'] = pd.to_datetime(kor_ticker['기준일'])
save_ticker(kor_ticker)
def save_ticker(ticker):
con = quantcommon.QuantCommon().connect()
mycursor = con.cursor()
query = f"""
insert into kor_ticker (종목코드,종목명,시장구분,종가,시가총액,기준일,EPS,선행EPS,BPS,주당배당금,종목구분)
values (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s) as new
on duplicate key update
종목명=new.종목명,시장구분=new.시장구분,종가=new.종가,시가총액=new.시가총액,EPS=new.EPS,선행EPS=new.선행EPS,
BPS=new.BPS,주당배당금=new.주당배당금,종목구분 = new.종목구분;
"""
args = ticker.values.tolist()
mycursor.executemany(query, args)
con.commit()
con.close()
# WICS 기준 섹터정보 크롤링
def process_for_wics(biz_day):
sector_code = [
'G25', 'G35', 'G50', 'G40', 'G10', 'G20', 'G55', 'G30', 'G15', 'G45'
]
data_sector = []
# 모든 섹터에 대한 데이터 받아서 가공
for i in tqdm(sector_code):
url = f'''http://www.wiseindex.com/Index/GetIndexComponets?ceil_yn=0&dt={biz_day}&sec_cd={i}'''
data = rq.get(url).json()
data_pd = pd.json_normalize(data['list'])
data_sector.append(data_pd)
time.sleep(2)
kor_sector = pd.concat(data_sector, axis=0)
kor_sector = kor_sector[['IDX_CD', 'CMP_CD', 'CMP_KOR', 'SEC_NM_KOR']]
kor_sector['기준일'] = biz_day
kor_sector['기준일'] = pd.to_datetime(kor_sector['기준일'])
save_sector(kor_sector)
def save_sector(sector):
con = quantcommon.QuantCommon().connect()
mycursor = con.cursor()
query = f"""
insert into kor_sector (IDX_CD, CMP_CD, CMP_KOR, SEC_NM_KOR, 기준일)
values (%s,%s,%s,%s,%s) as new
on duplicate key update
IDX_CD = new.IDX_CD, CMP_KOR = new.CMP_KOR, SEC_NM_KOR = new.SEC_NM_KOR
"""
args = sector.values.tolist()
mycursor.executemany(query, args)
con.commit()
con.close()
if __name__ == '__main__':
latest_biz_day = get_latest_biz_day()
process_for_total_stock(latest_biz_day)
process_for_wics(latest_biz_day)

View File

@ -1,87 +0,0 @@
# 패키지 불러오기
import time
from datetime import date
from io import BytesIO
import pandas as pd
import requests as rq
from dateutil.relativedelta import relativedelta
from tqdm import tqdm
from streamlit_quant import quantcommon
# src/current-price.py 로 개선
# DB 연결
common = quantcommon.QuantCommon()
engine = common.create_engine()
con = common.connect()
mycursor = con.cursor()
# 티커리스트 불러오기
ticker_list = pd.read_sql("""
select * from kor_ticker
where 기준일 = (select max(기준일) from kor_ticker)
and 종목구분 = '보통주';
""", con=engine)
# DB 저장 쿼리
query = """
insert into kor_price (날짜, 시가, 고가, 저가, 종가, 거래량, 종목코드)
values (%s,%s,%s,%s,%s,%s,%s) as new
on duplicate key update
시가 = new.시가, 고가 = new.고가, 저가 = new.저가,
종가 = new.종가, 거래량 = new.거래량;
"""
# 오류 발생시 저장할 리스트 생성
error_list = []
# 전종목 주가 다운로드 및 저장
for i in tqdm(range(0, len(ticker_list))):
# 티커 선택
ticker = ticker_list['종목코드'][i]
# 시작일과 종료일
fr = (date.today() + relativedelta(years=-5)).strftime("%Y%m%d")
to = (date.today()).strftime("%Y%m%d")
# 오류 발생 시 이를 무시하고 다음 루프로 진행
try:
# url 생성
url = f'''https://fchart.stock.naver.com/siseJson.nhn?symbol={ticker}&requestType=1
&startTime={fr}&endTime={to}&timeframe=day'''
# 데이터 다운로드
data = rq.get(url).content
data_price = pd.read_csv(BytesIO(data))
# 데이터 클렌징
price = data_price.iloc[:, 0:6]
price.columns = ['날짜', '시가', '고가', '저가', '종가', '거래량']
price = price.dropna()
price['날짜'] = price['날짜'].str.extract("(\d+)")
price['날짜'] = pd.to_datetime(price['날짜'])
price['종목코드'] = ticker
# 주가 데이터를 DB에 저장
args = price.values.tolist()
mycursor.executemany(query, args)
con.commit()
except:
# 오류 발생시 error_list에 티커 저장하고 넘어가기
print(ticker)
error_list.append(ticker)
# 타임슬립 적용
time.sleep(2)
# DB 연결 종료
engine.dispose()
con.close()

View File

@ -1,113 +0,0 @@
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
import statsmodels.api as sm
import numpy as np
from streamlit_quant import quantcommon
# strategy/momentum에 구현
# 모멘텀 포트폴리오. 최근 12개월 수익률이 높은 주식
engine = quantcommon.QuantCommon().create_engine()
ticker_list = pd.read_sql(
"""
select * from kor_ticker
where 기준일 = (select max(기준일) from kor_ticker)
and 종목구분 = '보통주';
""", 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)
engine.dispose()
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=['return'])
data_bind = ticker_list[['종목코드', '종목명']].merge(ret_list, how='left', on='종목코드')
momentum_rank = data_bind['return'].rank(axis=0, ascending=False)
price_momentum = price_list[price_list['종목코드'].isin(
data_bind.loc[momentum_rank <= 20, '종목코드'])]
plt.rc('font', family='Malgun Gothic')
g = sns.relplot(data=price_momentum,
x='날짜',
y='종가',
col='종목코드',
col_wrap=5,
kind='line',
facet_kws={
'sharey': False,
'sharex': True
})
g.set(xticklabels=[])
g.set(xlabel=None)
g.set(ylabel=None)
g.fig.set_figwidth(15)
g.fig.set_figheight(8)
plt.subplots_adjust(wspace=0.5, hspace=0.2)
# plt.show()
# k-ratio(모멘텀의 꾸준함 지표)
ret = price_pivot.pct_change().iloc[1:]
ret_cum = np.log(1 + ret).cumsum()
x = np.array(range(len(ret)))
y = ret_cum.iloc[:, 0].values
reg = sm.OLS(y, x).fit()
reg.summary()
x = np.array(range(len(ret)))
k_ratio = {}
for i in range(0, len(ticker_list)):
ticker = data_bind.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 = data_bind.merge(k_ratio_bind, how='left', on='종목코드')
k_ratio_rank = data_bind['K_ratio'].rank(axis=0, ascending=False)
print(data_bind[k_ratio_rank <= 20])
k_ratio_momentum = price_list[price_list['종목코드'].isin(data_bind.loc[k_ratio_rank <= 20, '종목코드'])]
plt.rc('font', family='Malgun Gothic')
g = sns.relplot(data=k_ratio_momentum,
x='날짜',
y='종가',
col='종목코드',
col_wrap=5,
kind='line',
facet_kws={
'sharey': False,
'sharex': True
})
g.set(xticklabels=[])
g.set(xlabel=None)
g.set(ylabel=None)
g.fig.set_figwidth(15)
g.fig.set_figheight(8)
plt.subplots_adjust(wspace=0.5, hspace=0.2)
plt.show()

View File

@ -1,32 +0,0 @@
import pandas as pd
import numpy as np
from streamlit_quant import quantcommon
# strategy/value 에서 구현
#가치주 포트폴리오. PER, PBR이 낮은 회사 20개
# DB 연결
engine = quantcommon.QuantCommon().create_engine()
ticker_list = pd.read_sql("""
select * from kor_ticker
where 기준일 = (select max(기준일) from kor_ticker)
and 종목구분 = '보통주';
""", con=engine)
value_list = pd.read_sql("""
select * from kor_value
where 기준일 = (select max(기준일) from kor_value);
""", con=engine)
engine.dispose()
value_list.loc[value_list[''] <= 0, ''] = np.nan
value_pivot = value_list.pivot(index='종목코드', columns='지표', values='')
data_bind = ticker_list[['종목코드', '종목명']].merge(value_pivot,
how='left',
on='종목코드')
# print(data_bind.head())
value_rank = data_bind[['PER', 'PBR']].rank(axis = 0)
value_sum = value_rank.sum(axis = 1, skipna = False).rank()
print(data_bind.loc[value_sum <= 20, ['종목코드', '종목명', 'PER', 'PBR']])

View File

@ -1,84 +0,0 @@
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
from streamlit_quant import quantcommon
# 마법 공식 포트폴리오. 밸류와 퀄리티의 조합. 조엘 그린블라트의 '마법공식
engine = quantcommon.QuantCommon().create_engine()
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 ('매출액', '당기순이익', '법인세비용', '이자비용', '현금및현금성자산',
'부채', '유동부채', '유동자산', '비유동자산', '감가상각비')
and 공시구분 = 'q';
""", 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(['부채', '유동부채', '유동자산', '비유동자산']),
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')
data_bind = ticker_list[['종목코드', '종목명', '시가총액']].merge(fs_list_pivot,
how='left',
on='종목코드')
data_bind['시가총액'] = data_bind['시가총액'] / 100000000
# 분자(EBIT)
magic_ebit = data_bind['당기순이익'] + data_bind['법인세비용'] + data_bind['이자비용']
# 분모
magic_cap = data_bind['시가총액']
magic_debt = data_bind['부채']
## 분모: 여유자금
magic_excess_cash = data_bind['유동부채'] - data_bind['유동자산'] + data_bind[
'현금및현금성자산']
magic_excess_cash[magic_excess_cash < 0] = 0
magic_excess_cash_final = data_bind['현금및현금성자산'] - magic_excess_cash
magic_ev = magic_cap + magic_debt - magic_excess_cash_final
# 이익수익률
magic_ey = magic_ebit / magic_ev
# 투하자본 수익률
magic_ic = (data_bind['유동자산'] - data_bind['유동부채']) + (data_bind['비유동자산'] -
data_bind['감가상각비'])
magic_roc = magic_ebit / magic_ic
# 열 입력하기
data_bind['이익 수익률'] = magic_ey
data_bind['투하자본 수익률'] = magic_roc
magic_rank = (magic_ey.rank(ascending=False, axis=0) +
magic_roc.rank(ascending=False, axis=0)).rank(axis=0)
print(data_bind.loc[magic_rank <= 20, ['종목코드', '종목명', '이익 수익률', '투하자본 수익률']].round(4))
data_bind['투자구분'] = np.where(magic_rank <= 20, '마법공식', '기타')
plt.rc('font', family='Malgun Gothic')
plt.subplots(1, 1, figsize=(10, 6))
sns.scatterplot(data=data_bind,
x='이익 수익률',
y='투하자본 수익률',
hue='투자구분',
style='투자구분',
s=200)
plt.xlim(0, 1)
plt.ylim(0, 1)
plt.show()

View File

@ -1,248 +0,0 @@
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
from streamlit_quant import quantcommon
# strategy/multi-factor에서 구현
# 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)

View File

@ -1,62 +0,0 @@
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
from streamlit_quant import quantcommon
# strategy/quality에서 구현
# 퀄리티(우량주) 포트폴리오. 영업수익성이 높은 주식
engine = quantcommon.QuantCommon().create_engine()
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)
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']
quality_list = ticker_list[['종목코드', '종목명']].merge(fs_list_pivot,
how='left',
on='종목코드')
# print(quality_list.round(4).head())
quality_list_copy = quality_list[['ROE', 'GPA', 'CFO']].copy()
quality_rank = quality_list_copy.rank(ascending=False, axis=0)
mask = np.triu(quality_rank.corr())
fig, ax = plt.subplots(figsize=(10, 6))
sns.heatmap(quality_rank.corr(),
annot=True,
mask=mask,
annot_kws={"size": 16},
vmin=0,
vmax=1,
center=0.5,
cmap='coolwarm',
square=True)
ax.invert_yaxis()
quality_sum = quality_rank.sum(axis=1, skipna=False).rank()
print(quality_list.loc[quality_sum <= 20,
['종목코드', '종목명', 'ROE', 'GPA', 'CFO']].round(4))