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59 lines
1.5 KiB
59 lines
1.5 KiB
3 years ago
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import pandas as pd
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export_cols_bs = {
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'存货' : 'INVENTORIES',
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'负债合计' : 'TOT_LIAB',
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'流动资产合计' : 'TOT_CUR_ASSETS'
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}
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export_cols_pl = {
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'净利润' : 'NET_PROFIT_INCL_MIN_INT_INC',
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'营业外收入' : 'PLUS_NON_OPER_REV',
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'营业收入' : 'OPER_REV'
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}
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def adj_split(df):
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df.reset_index(inplace=True)
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df_ori = df[df['截止日'] == df['数据报告期']]
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df_adj = df[df['截止日'] != df['数据报告期']]
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return df_ori, df_adj
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def to_qlib_format_pl(df):
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index_cols = ['截止日', '数据报告期', '公布日']
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sel_cols = index_cols + export_cols_pl
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df_export = df[sel_cols]
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df_export.set_index(index_cols, inplace=True)
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df_export_ori, df_export_adj = adj_split(df_export)
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df_export_ori.set_index(index_cols, inplace=True)
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df_export_adj.set_index(index_cols, inplace=True)
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adj_col_rename = {name : name+'（调整）' for name in export_cols_pl.keys()}
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df_export_adj.rename(columns=adj_col_rename, inplace=True)
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df_list = []
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def _T(df, df_list):
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for col in list(df.columns):
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df_tmp = df[[col]].copy(deep=True)
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df_tmp['field'] = col
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df_tmp.rename(columns={col:'value'}, inplace=True)
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df_list.append(df_tmp)
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_T(df_export_adj, df_list)
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_T(df_export_ori, df_list)
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df = pd.concat(df_list, axis=0)
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return df
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def single_quarter(df):
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DataFrame.sort_values(by, axis=0, ascending=True, inplace=False)
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