chore: 更新一下高分基金策略条件

src/fund_statistic.py

@@ -261,47 +261,85 @@ def all_stock_holder_detail(each_statistic, *, quarter_index=None, threshold=0):
         update_xlsx_file(path, df_list, quarter_index)
 
 
-def get_special_fund_code_holder_stock_detail(quarter_index, each_statistic):
+def get_special_fund_code_holder_stock_detail(each_statistic, quarter_index=None):
     """ 获取某些基金的十大持仓股票信息
     """
-    # 基金组合信息
-    fund_portfolio = {
-        '001811': {
-            'name': '中欧明睿新常态混合A',
-            'position': 0.2
-        },
-        '001705': {
-            'name': '泓德战略转型股票',
-            'position': 0.2
-        },
-        '163415': {
-            'name': '兴全商业模式优选混合',
-            'position': 0.2
-        },
-        '001043': {
-            'name': '工银美丽城镇主题股票A',
-            'position': 0.2
-        },
-        '000547': {
-            'name': '建信健康民生混合',
-            'position': 0.2
+    if quarter_index == None:
+        quarter_index = get_last_quarter_str()
+        print("quarter_index", quarter_index)
+    holder_history_list = [
+        {
+            '001811': {
+                'name': '中欧明睿新常态混合A',
+                'position': 0.2
+            },
+            '001705': {
+                'name': '泓德战略转型股票',
+                'position': 0.2
+            },
+            '163415': {
+                'name': '兴全商业模式优选混合',
+                'position': 0.2
+            },
+            '001043': {
+                'name': '工银美丽城镇主题股票A',
+                'position': 0.1
+            },
+            '000547': {
+                'name': '建信健康民生混合',
+                'position': 0.1
+            },
+            '450001': {
+                'name': '国富中国收益混合',
+                'position': 0.2
+            },
         },
-        '450001': {
-            'name': '国富中国收益混合',
-            'position': 0.2
+        # """
+        # 根据二季度高分基金池数据，以及近期组合表现，剔除一些不在高性价比基金池中基金，以及结合近期市场风格进行调仓以及调整成分基金比例。
+        # 保留：中欧明睿新常态混合A(001811),建信健康民生混合(000547),
+        # 调出：泓德战略转型股票(001705),兴全商业模式优选混合(163415),工银美丽城镇主题股票A(001043),国富中国收益混合(450001)
+        # 调入：工银新金融股票（001054），工银瑞信战略转型主题股票A（000991），汇丰晋信动态策略混合A（540003）兴全绿色投资混合（163409）
+        # 结合以上基金的近期表现，以及风控，以及维持整个组合均衡配置（目前组合偏科技板块）做出如上调整，欢迎大家跟调。
+        # """
+        {
+            '001811': {
+                'name': '中欧明睿新常态混合A',
+                'position': 0.2
+            },
+            '001054': {
+                'name': '工银新金融股票',
+                'position': 0.2
+            },
+            '000991': {
+                'name': '工银瑞信战略转型主题股票A',
+                'position': 0.1
+            },
+            '540003': {
+                'name': '汇丰晋信动态策略混合A',
+                'position': 0.2
+            },
+            '000547': {
+                'name': '建信健康民生混合',
+                'position': 0.1
+            },
+            '163409': {
+                'name': '兴全绿色投资混合(LOF)',
+                'position': 0.2
+            },
         },
-    }
+    ]
+    # 基金组合信息
+    fund_portfolio = holder_history_list[1]
     fund_code_pool = list(fund_portfolio.keys())
     holder_stock_industry_list = each_statistic.summary_special_funds_stock_detail(
         fund_code_pool, quarter_index)
-    path = './outcome/数据整理/funds/' + '/' + '高分权益基金组合十大持仓明细' + '.xlsx'
+    path = './outcome/数据整理/funds/高分权益基金组合十大持仓明细-加工.xlsx'
     columns = ['基金代码', '基金名称', '基金类型', '基金经理', '基金总资产（亿元）', '基金股票总仓位',
                '十大股票仓位', '股票代码', '股票名称', '所占仓位', '所处仓位排名',  '三级行业', '二级行业', '一级行业']
     df_a_list = pd.DataFrame(holder_stock_industry_list, columns=columns)
+    print("df_a_list", df_a_list)
 
-    writer = pd.ExcelWriter(path, engine='xlsxwriter')
-    df_a_list.to_excel(writer, sheet_name='十大持仓明细--' + quarter_index)
-    writer.save()
+    update_xlsx_file(path, df_a_list, sheet_name='十大持仓明细--' + '2021-08-28')
 
 
 if __name__ == '__main__':
@@ -316,7 +354,7 @@ if __name__ == '__main__':
     # all_stocks_rank(each_statistic)
 
     # 获取Top100股票排名
-    t100_stocks_rank(each_statistic=each_statistic)
+    # t100_stocks_rank(each_statistic=each_statistic)
 
     # 获取某些基金的十大持仓股票信息
-    #get_special_fund_code_holder_stock_detail(quarter_index, each_statistic)
+    get_special_fund_code_holder_stock_detail(each_statistic)

src/fund_strategy.py

@@ -8,13 +8,12 @@ Author: luxuemin2108@gmail.com
 Copyright (c) 2021 Camel Lu
 '''
 
+from utils.index import get_last_quarter_str, update_xlsx_file
+from sql_model.fund_query import FundQuery
 import os
 from pprint import pprint
 import pandas as pd
 
-from sql_model.fund_query import FundQuery
-from utils.index import get_last_quarter_str, update_xlsx_file
-
 
 def output_high_score_funds(each_query, quarter_index=None):
     """
@@ -31,7 +30,8 @@ def output_high_score_funds(each_query, quarter_index=None):
                '两年风险评级', '三年风险评级', '五年风险评级', '阿尔法系数', '贝塔系数', '标准差', '总资产', '数据更新时间']
     df_high_score_funds = pd.DataFrame(high_score_funds, columns=columns)
 
-    pprint(df_high_score_funds)
+    # pprint(df_high_score_funds)
+
     path = './outcome/数据整理/funds/high-score-funds.xlsx'
     update_xlsx_file(path, df_high_score_funds, quarter_index)
 

src/sql_model/fund_query.py

@@ -132,7 +132,8 @@ class FundQuery(BaseQuery):
             a.total_asset, a.quarter_index FROM fund_morning_quarter as a \
             LEFT JOIN fund_morning_base AS b ON a.fund_code = b.fund_code \
               LEFT JOIN fund_morning_manager AS c ON c.manager_id = a.manager_id \
-            WHERE b.fund_name NOT LIKE '%%C' AND b.fund_name NOT LIKE '%%E' AND b.fund_name NOT LIKE '%%H' AND b.fund_name NOT LIKE '%%指数%%'  AND a.quarter_index = %s AND \
+            WHERE b.fund_name NOT LIKE '%%C' AND b.fund_name NOT LIKE '%%E' AND b.fund_name NOT LIKE '%%H%%' AND b.fund_name NOT LIKE '%%指数%%'  \
+            AND a.quarter_index = %s AND a.total_asset < 100 AND \
             a.morning_star_rating_5 >= 3 AND a.morning_star_rating_3 = 5 AND a.stock_position_total >= 50 AND a.stock_position_ten <= 60 \
             AND a.risk_assessment_sharpby > 1 AND a.risk_rating_2 > 1 AND a.risk_rating_3 > 1 AND a.risk_rating_5 > 1 AND a.manager_start_date < %s \
             ORDER BY a.risk_assessment_sharpby DESC, a.risk_statistics_alpha DESC;"
@@ -142,9 +143,9 @@ class FundQuery(BaseQuery):
                     a.risk_assessment_risk_coefficient, a.risk_rating_2, a.risk_rating_3, a.risk_rating_5, a.morning_star_rating_5,\
                     a.morning_star_rating_3, a.stock_position_total, a.stock_position_ten FROM fund_morning_quarter as a \
                     LEFT JOIN fund_morning_base AS b ON a.fund_code = b.fund_code \
-                    WHERE b.fund_name NOT LIKE '%%C' AND b.fund_name NOT LIKE '%%E'  AND a.quarter_index = %s AND \
+                    WHERE b.fund_name NOT LIKE '%%C' AND b.fund_name NOT LIKE '%%H' AND b.fund_name NOT LIKE '%%E'  AND a.quarter_index = %s AND \
                     a.morning_star_rating_5 >= 3 AND a.morning_star_rating_3 = 5 AND a.stock_position_total >= 50 AND a.stock_position_ten <= 60 \
-                    AND a.risk_assessment_sharpby >1 AND a.risk_rating_2 > 1 AND a.risk_rating_3 > 1 AND a.risk_rating_5 > 1 AND a.manager_start_date < %s \
+                    AND a.risk_assessment_sharpby >1 AND a.risk_rating_2 > 1 AND a.risk_rating_3 > 1 AND a.risk_rating_5 > 1 AND a.manager_start_date < %s  \
                     ORDER BY a.risk_assessment_sharpby DESC, a.risk_rating_5 DESC;"
         self.cursor.execute(sql, [quarter_index, last_year_date])    # 执行sql语句
         results = self.cursor.fetchall()    # 获取查询的所有记录