625回测

basic/datum.py

 import json
+from datetime import datetime as dt
+from typing import List
 
-from py_jftech import component, parse_date, get_config, to_tuple
+import pandas as pd
+from py_jftech import component, parse_date, get_config, to_tuple, autowired
 
-from api import DatumType, Datum, PortfoliosRisk
+from api import DatumType, Datum, PortfoliosRisk, RoboReportor
 from basic.dao import robo_base_datum as rbd
 
 
@@ -43,3 +46,21 @@ class DefaultDatum(Datum):
         if risk is PortfoliosRisk.FT9:
             return risk3 + self.get_datums(type=DatumType.FUND, risk=(4, 5))
         return None
+
+
+@component(bean_name='funds-report')
+class FundReportor(RoboReportor):
+
+    @autowired
+    def __init__(self, datum: Datum = None):
+        self._datum = datum
+
+    @property
+    def report_name(self) -> str:
+        return '基金资料'
+
+    def load_report(self, max_date=dt.today(), min_date=None) -> List[dict]:
+        datums = self._datum.get_datums(type=DatumType.FUND)
+        datums = pd.DataFrame(datums)
+        datums = datums[['id', 'ftTicker', 'bloombergTicker', 'chineseName', 'englishName', 'lipperKey', 'isin', 'currency', 'risk', 'inceptDate', 'category', 'assetType']]
+        return datums.to_dict('records')

basic/test_case.py

@@ -38,6 +38,11 @@ class BasicTest(unittest.TestCase):
         result = report.load_report()
         logger.info(to_str(result))
 
+    @autowired(names={'report': 'funds-report'})
+    def test_export_funds(self, report: RoboReportor = None):
+        result = report.load_report()
+        logger.info(to_str(result))
+
 
 if __name__ == '__main__':
     unittest.main()

config.yml

@@ -208,17 +208,18 @@ reports: # 报告模块相关
   backtest: # 回测导出曹策略
     exist-build: on # 如果报告文件存在，是否重新构建文件
     save-path: ${EXPORT_PATH:excels} # 导出报告文件存放路径，如果以./或者../开头，则会以执行python文件为根目录，如果以/开头，则为系统绝对路径，否则，以项目目录为根目录
-    file-name: ${EXPORT_FILENAME:backtest}
+    file-name: ${EXPORT_FILENAME:fund_infos}
     include-report: # 需要导出的报告类型列表，下面的顺序，也代表了excel中sheet的顺序
+      - funds-report # 基金资料
 #      - navs-report # 净值报告
-      - hold-report # 持仓报告
-      - signal-report # 信号报告
-      - asset-pool-report # 基金池报告
-      - mpt-report # 最优投组报告
-      - benckmark-report # benckmark报告
-      - indicators-report # 各种特殊指标报告
-      - fixed-range-report # 固定区间收益报告
-      - relative-range-report # 相对区间收益报告
+#      - hold-report # 持仓报告
+#      - signal-report # 信号报告
+#      - asset-pool-report # 基金池报告
+#      - mpt-report # 最优投组报告
+#      - benckmark-report # benckmark报告
+#      - indicators-report # 各种特殊指标报告
+#      - fixed-range-report # 固定区间收益报告
+#      - relative-range-report # 相对区间收益报告
 robo-executor: # 执行器相关
   use: ${ROBO_EXECUTOR:backtest} #执行哪个执行器，优先取系统环境变量ROBO_EXECUTOR的值，默认backtest
   sync-data: ${SYNC_DATA:off}