feat:💯 add high score strategy

src/fund_strategy.py

@@ -0,0 +1,23 @@
+'''
+Desc: 一些基金策略，方案
+File: /agree_strategy.py
+Project: src
+File Created: Monday, 24th May 2021 11:50:25 am
+Author: luxuemin2108@gmail.com
+-----
+Copyright (c) 2021 Camel Lu
+'''
+from sql_model.fund_query import FundQuery
+import pandas as pd
+from pprint import pprint
+
+if __name__ == '__main__':
+    each_query = FundQuery()
+    high_score_funds = each_query.select_high_score_funds()
+    columns = ['代码', '名称', '季度', '总资产', '起始时间', '投资风格', '三月最大回撤', '六月最大回撤', '夏普比率', '阿尔法系数', '贝塔系数',
+               'R平方', '标准差', '风险系数', '两年风险评级', '三年风险评级', '五年风险评级', '五年晨星评级', '三年晨星评级', '股票仓位', '十大持股仓位']
+    df_high_score_funds = pd.DataFrame(high_score_funds, columns=columns)
+
+    pprint(df_high_score_funds)
+    df_high_score_funds.to_excel(
+        './output/xlsx/high-score-funds.xlsx', sheet_name='2021-Q1')

src/sql_model/fund_query.py

@@ -7,6 +7,7 @@ Author: luxuemin2108@gmail.com
 -----
 Copyright (c) 2021 Camel Lu
 '''
+import time
 from threading import Lock
 from db.connect import connect
 
@@ -56,6 +57,50 @@ class FundQuery:
         self.lock.release()
         return results
 
+    def select_high_score_funds(self, *, quarter_index=None):
+        """获取高分基金池
+
+        Args:
+            quarter_index (string, optional): 查询季度. Defaults to None.
+
+        Returns:
+            []tuple: 高分基金池
+        """
+        last_year_time = time.localtime(time.time() - 365 * 24 * 3600)
+        last_year_date = time.strftime('%Y-%m-%d', last_year_time)
+
+        if quarter_index == None:
+            quarter_index = self.quarter_index
+        sql = "SELECT a.fund_code, b.fund_name, a.quarter_index, a.total_asset , a.manager_start_date, \
+                    a.investname_style, a.three_month_retracement, a.june_month_retracement, a.risk_assessment_sharpby,\
+                    a.risk_statistics_alpha, a.risk_statistics_beta, a.risk_statistics_r_square, a.risk_assessment_standard_deviation,\
+                    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 \
+                    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.three_month_retracement DESC "
+        self.lock.acquire()
+        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
+        self.lock.release()
+        return results
+
+    def select_certain_condition_funds(self, *, quarter_index=None, morning_star_rating_5=None, morning_star_rating_3=None):
+        if quarter_index == None:
+            quarter_index = self.quarter_index
+        print("condition", quarter_index, morning_star_rating_5)
+        sql = "SELECT a.fund_code, b.fund_name, a.quarter_index, a.total_asset , a.manager_start_date, \
+            a.investname_style, a.three_month_retracement, a.june_month_retracement, a.risk_assessment_sharpby,\
+            a.risk_statistics_alpha, a.risk_statistics_beta, a.risk_statistics_r_square, a.risk_assessment_standard_deviation,\
+            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 = '2021-Q1' 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 < '2020-05-24'"
+        # TODO: finish
+
     # 筛选同类基金，除了A类
     def select_similar_fund(self, similar_name):
         sql_similar = "SELECT t.fund_code,\