From 4f25956fe0f626a06d8102942420a8ca8cd9d645 Mon Sep 17 00:00:00 2001
From: ayuriel <zephyrdark@gmail.com>
Date: Fri, 31 Jan 2025 22:51:00 +0900
Subject: [PATCH] =?UTF-8?q?feat:=2013=EC=9E=A5=20=EA=B0=80=EC=B9=98?=
 =?UTF-8?q?=EC=A3=BC=20=ED=8F=AC=ED=8A=B8=ED=8F=B4=EB=A6=AC=EC=98=A4=20?=
 =?UTF-8?q?=EA=B3=84=EC=82=B0=20=EC=B6=94=EA=B0=80(=20PER,PBR=EC=9D=B4=20?=
 =?UTF-8?q?=EB=82=AE=EC=9D=80=20=ED=9A=8C=EC=82=AC=2020=EA=B0=9C)?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 example/13-kor-value-portfolio.py | 31 +++++++++++++++++++++++++++++++
 1 file changed, 31 insertions(+)
 create mode 100644 example/13-kor-value-portfolio.py

diff --git a/example/13-kor-value-portfolio.py b/example/13-kor-value-portfolio.py
new file mode 100644
index 0000000..b870b16
--- /dev/null
+++ b/example/13-kor-value-portfolio.py
@@ -0,0 +1,31 @@
+import pandas as pd
+import numpy as np
+import quantcommon
+
+
+#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['값'] <= 0, '값'] = np.nan
+value_pivot = value_list.pivot(index='종목코드', columns='지표', values='값')
+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']])