import math from datetime import datetime as dt from typing import List import pandas as pd from py_jftech import component, autowired from api import RoboReportor @component(bean_name='month-div-rate-report') class MonthDivRateReportor(RoboReportor): @autowired(names={'hold_reportor': 'hold-report', 'benchmark': 'benckmark-report'}) def __init__(self, hold_reportor: RoboReportor = None, benchmark: RoboReportor = None): self._hold_reportor = hold_reportor self._benchmark = benchmark @property def report_name(self) -> str: return '月度配息率比较' def load_report(self, max_date=dt.today(), min_date=None) -> List[dict]: holds = pd.DataFrame(self._hold_reportor.load_report(max_date=max_date, min_date=min_date)) benchmark = pd.DataFrame(self._benchmark.load_report(max_date=max_date, min_date=min_date)) if not holds.empty and not benchmark.empty: holds['divrobo'] = round(holds['port_div'] * 12 / holds['real_av'].shift() * 100, 2) holds = holds[['date', 'divrobo']] holds.replace(0, math.nan, inplace=True) holds.dropna(inplace=True) holds['date'] = holds['date'].dt.to_period('m') holds.set_index('date', inplace=True) benchmark['alligam'] = round(benchmark['alligam_div'] * 12 / benchmark['alligam_av'].shift() * 100, 2) benchmark = benchmark[['date', 'alligam']] benchmark.replace(0, math.nan, inplace=True) benchmark.dropna(inplace=True) benchmark['date'] = benchmark['date'].dt.to_period('m') benchmark.set_index('date', inplace=True) result = holds.join(benchmark) result.reset_index(inplace=True) return result.to_dict('records') return [] @component(bean_name='year-div-rate-report') class YearDivRateReportor(RoboReportor): @autowired(names={'month_div_rate': 'month-div-rate-report'}) def __init__(self, month_div_rate: RoboReportor = None): self._month_div_rate = month_div_rate @property def report_name(self) -> str: return '年度配息率比较' def load_report(self, max_date=dt.today(), min_date=None) -> List[dict]: month_datas = pd.DataFrame(self._month_div_rate.load_report(max_date=max_date, min_date=min_date)) if not month_datas.empty: result = pd.DataFrame(columns=month_datas.columns) month_datas['year'] = month_datas['date'].dt.year month_datas.set_index('date', inplace=True) result = round(month_datas.groupby(by='year').mean(), 2) result.loc['平均'] = round(month_datas.drop(columns='year').mean(), 2) result.reset_index(inplace=True) return result.to_dict('records') return []