FinanceFactor

class zvt.domain.fundamental.finance.FinanceFactor(**kwargs)

Bases: Base, Mixin

__init__(**kwargs)

A simple constructor that allows initialization from kwargs.

Sets attributes on the constructed instance using the names and values in kwargs.

Only keys that are present as attributes of the instance’s class are allowed. These could be, for example, any mapped columns or relationships.

basic_eps

基本每股收益(元)

deducted_eps

扣非每股收益(元)

diluted_eps

稀释每股收益(元)

bps

每股净资产(元)

capital_reserve_ps

每股资本公积(元)

undistributed_profit_ps

每股未分配利润(元)

op_cash_flow_ps

每股经营现金流(元)

total_op_income

营业总收入(元)

gross_profit

毛利润(元)

net_profit

归属净利润(元)

deducted_net_profit

扣非净利润(元)

op_income_growth_yoy

营业总收入同比增长

net_profit_growth_yoy

归属净利润同比增长

deducted_net_profit_growth_yoy

扣非净利润同比增长

op_income_growth_qoq

营业总收入滚动环比增长

net_profit_growth_qoq

归属净利润滚动环比增长

deducted_net_profit_growth_qoq

扣非净利润滚动环比增长

roe

净资产收益率(加权)

deducted_roe

净资产收益率(扣非/加权)

rota

总资产收益率(加权)

gross_profit_margin

毛利率

net_margin

净利率

advance_receipts_per_op_income

预收账款/营业收入

sales_net_cash_flow_per_op_income

销售净现金流/营业收入

op_net_cash_flow_per_op_income

经营净现金流/营业收入

actual_tax_rate

实际税率

current_ratio

流动比率

quick_ratio

速动比率

cash_flow_ratio

现金流量比率

debt_asset_ratio

资产负债率

em

权益乘数

equity_ratio

产权比率

total_assets_turnover_days

总资产周转天数(天)

inventory_turnover_days

存货周转天数(天)

receivables_turnover_days

应收账款周转天数(天)

total_assets_turnover

总资产周转率(次)

inventory_turnover

存货周转率(次)

receivables_turnover

应收账款周转率(次)

fi_total_deposit

存款总额

fi_total_loan

贷款总额

fi_loan_deposit_ratio

存贷款比例

fi_capital_adequacy_ratio

资本充足率

fi_core_capital_adequacy_ratio

核心资本充足率

fi_npl_ratio

不良贷款率

fi_npl_provision_coverage

不良贷款拨备覆盖率

fi_net_capital

资本净额

insurance_roi

总投资收益率

insurance_net_investment_yield

净投资收益率

insurance_earned_premium

已赚保费

insurance_payout

赔付支出

insurance_surrender_rate

退保率

insurance_solvency_adequacy_ratio

偿付能力充足率

broker_net_capital

净资本

broker_net_assets

净资产

broker_net_capital_assets_ratio

净资本/净资产

broker_self_operated_fixed_income_securities_net_capital_ratio

自营固定收益类证券规模/净资本

entity_id

entity id

classmethod get_providers() → List[str]

providers of the schema defined by cls

Returns:

providers

classmethod get_storages(provider: str = None)

get the storages info

Parameters:

provider – provider

Returns:

storages

id

id

classmethod query_data(provider_index: int = 0, ids: List[str] = None, entity_ids: List[str] = None, entity_id: str = None, codes: List[str] = None, code: str = None, level: IntervalLevel | str = None, provider: str = None, columns: List = None, col_label: dict = None, return_type: str = 'df', start_timestamp: Timestamp | str = None, end_timestamp: Timestamp | str = None, filters: List = None, session: Session = None, order=None, limit: int = None, distinct=None, index: str | list = None, drop_index_col=False, time_field: str = 'timestamp')

query data by the arguments

Parameters:

  • provider_index

  • data_schema

  • ids

  • entity_ids

  • entity_id

  • codes

  • code

  • level

  • provider

  • columns

  • col_label – dict with key(column), value(label)

  • return_type – df, domain or dict. default is df

  • start_timestamp

  • end_timestamp

  • filters

  • session

  • order

  • limit

  • index – index field name, str for single index, str list for multiple index

  • drop_index_col – whether drop the col if it’s in index, default False

  • time_field

Returns:

results basing on return_type.

classmethod record_data(provider_index: int = 0, provider: str = None, force_update=None, sleeping_time=None, exchanges=None, entity_id=None, entity_ids=None, code=None, codes=None, real_time=None, fix_duplicate_way=None, start_timestamp=None, end_timestamp=None, one_day_trading_minutes=None, **kwargs)

record data by the arguments

Parameters:

  • entity_id

  • provider_index

  • provider

  • force_update

  • sleeping_time

  • exchanges

  • entity_ids

  • code

  • codes

  • real_time

  • fix_duplicate_way

  • start_timestamp

  • end_timestamp

  • one_day_trading_minutes

  • kwargs

Returns:

classmethod register_provider(provider)

register the provider to the schema defined by cls

Parameters:

provider

classmethod register_recorder_cls(provider, recorder_cls)

register the recorder for the schema

Parameters:

  • provider

  • recorder_cls

timestamp

the meaning could be different for different case,most time it means ‘happen time’ Need replace with your timezone