feat: 10장 가치지표 계산 추가

example/10-calculate-stock-value.py

@@ -0,0 +1,96 @@
+# 패키지 불러오기
+import os
+from urllib.parse import quote_plus
+
+import pymysql
+from sqlalchemy import create_engine
+import pandas as pd
+import numpy as np
+from dotenv import load_dotenv
+
+load_dotenv()
+user = os.getenv('DB_USER')
+pw = os.getenv('DB_PW')
+engine_for_pw = quote_plus(pw)
+host = os.getenv('DB_HOST')
+port = int(os.getenv('DB_PORT'))
+db = os.getenv('DB_DB')
+
+# DB 연결
+engine = create_engine(f'mysql+pymysql://{user}:{engine_for_pw}@{host}:{port}/{db}')
+con = pymysql.connect(user=user,
+                      passwd=pw,
+                      host=host,
+                      port=port,
+                      db=db,
+                      charset='utf8')
+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)['값'].rolling(
+    window=4, min_periods=4).sum()['값']
+
+# 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': '값'}, inplace=True)
+kor_fs_merge = kor_fs_merge[['종목코드', '기준일', '지표', '값']]
+kor_fs_merge = kor_fs_merge.replace([np.inf, -np.inf, np.nan], None)
+
+query = """
+    insert into kor_value (종목코드, 기준일, 지표, 값)
+    values (%s,%s,%s,%s) as new
+    on duplicate key update
+    값=new.값
+"""
+
+args_fs = kor_fs_merge.values.tolist()
+mycursor.executemany(query, args_fs)
+con.commit()
+
+ticker_list['값'] = ticker_list['주당배당금'] / ticker_list['종가']
+ticker_list['값'] = ticker_list['값'].round(4)
+ticker_list['지표'] = 'DY'
+dy_list = ticker_list[['종목코드', '기준일', '지표', '값']]
+dy_list = dy_list.replace([np.inf, -np.inf, np.nan], None)
+dy_list = dy_list[dy_list['값'] != 0]
+
+args_dy = dy_list.values.tolist()
+mycursor.executemany(query, args_dy)
+con.commit()
+
+engine.dispose()
+con.close()