|
|
| """
|
| 智能分析系统（股票） - 股票市场数据分析系统
|
| 开发者：熊猫大侠
|
| 版本：v2.1.0
|
| 许可证：MIT License
|
| """
|
|
|
| import akshare as ak
|
| import pandas as pd
|
| import numpy as np
|
|
|
|
|
| class FundamentalAnalyzer:
|
| def __init__(self):
|
| """初始化基础分析类"""
|
| self.data_cache = {}
|
|
|
| def get_financial_indicators(self, stock_code):
|
| """获取财务指标数据"""
|
| try:
|
|
|
| financial_data = ak.stock_financial_analysis_indicator(symbol=stock_code,start_year="2022")
|
|
|
|
|
| valuation = ak.stock_value_em(symbol=stock_code)
|
|
|
|
|
| indicators = {
|
| 'pe_ttm': float(valuation['PE(TTM)'].iloc[0]),
|
| 'pb': float(valuation['市净率'].iloc[0]),
|
| 'ps_ttm': float(valuation['市销率'].iloc[0]),
|
| 'roe': float(financial_data['加权净资产收益率(%)'].iloc[0]),
|
| 'gross_margin': float(financial_data['销售毛利率(%)'].iloc[0]),
|
| 'net_profit_margin': float(financial_data['总资产净利润率(%)'].iloc[0]),
|
| 'debt_ratio': float(financial_data['资产负债率(%)'].iloc[0])
|
| }
|
|
|
| return indicators
|
| except Exception as e:
|
| print(f"获取财务指标出错: {str(e)}")
|
| return {}
|
|
|
| def get_growth_data(self, stock_code):
|
| """获取成长性数据"""
|
| try:
|
|
|
| financial_data = ak.stock_financial_abstract(symbol=stock_code)
|
|
|
|
|
| revenue = financial_data['营业收入'].astype(float)
|
| net_profit = financial_data['净利润'].astype(float)
|
|
|
| growth = {
|
| 'revenue_growth_3y': self._calculate_cagr(revenue, 3),
|
| 'profit_growth_3y': self._calculate_cagr(net_profit, 3),
|
| 'revenue_growth_5y': self._calculate_cagr(revenue, 5),
|
| 'profit_growth_5y': self._calculate_cagr(net_profit, 5)
|
| }
|
|
|
| return growth
|
| except Exception as e:
|
| print(f"获取成长数据出错: {str(e)}")
|
| return {}
|
|
|
| def _calculate_cagr(self, series, years):
|
| """计算复合年增长率"""
|
| if len(series) < years:
|
| return None
|
|
|
| latest = series.iloc[0]
|
| earlier = series.iloc[min(years, len(series) - 1)]
|
|
|
| if earlier <= 0:
|
| return None
|
|
|
| return ((latest / earlier) ** (1 / years) - 1) * 100
|
|
|
| def calculate_fundamental_score(self, stock_code):
|
| """计算基本面综合评分"""
|
| indicators = self.get_financial_indicators(stock_code)
|
| growth = self.get_growth_data(stock_code)
|
|
|
|
|
| valuation_score = 0
|
| if 'pe_ttm' in indicators and indicators['pe_ttm'] > 0:
|
| pe = indicators['pe_ttm']
|
| if pe < 15:
|
| valuation_score += 25
|
| elif pe < 25:
|
| valuation_score += 20
|
| elif pe < 35:
|
| valuation_score += 15
|
| elif pe < 50:
|
| valuation_score += 10
|
| else:
|
| valuation_score += 5
|
|
|
|
|
| financial_score = 0
|
| if 'roe' in indicators:
|
| roe = indicators['roe']
|
| if roe > 20:
|
| financial_score += 15
|
| elif roe > 15:
|
| financial_score += 12
|
| elif roe > 10:
|
| financial_score += 8
|
| elif roe > 5:
|
| financial_score += 4
|
|
|
| if 'debt_ratio' in indicators:
|
| debt_ratio = indicators['debt_ratio']
|
| if debt_ratio < 30:
|
| financial_score += 15
|
| elif debt_ratio < 50:
|
| financial_score += 10
|
| elif debt_ratio < 70:
|
| financial_score += 5
|
|
|
|
|
| growth_score = 0
|
| if 'revenue_growth_3y' in growth and growth['revenue_growth_3y']:
|
| rev_growth = growth['revenue_growth_3y']
|
| if rev_growth > 30:
|
| growth_score += 15
|
| elif rev_growth > 20:
|
| growth_score += 12
|
| elif rev_growth > 10:
|
| growth_score += 8
|
| elif rev_growth > 0:
|
| growth_score += 4
|
|
|
| if 'profit_growth_3y' in growth and growth['profit_growth_3y']:
|
| profit_growth = growth['profit_growth_3y']
|
| if profit_growth > 30:
|
| growth_score += 15
|
| elif profit_growth > 20:
|
| growth_score += 12
|
| elif profit_growth > 10:
|
| growth_score += 8
|
| elif profit_growth > 0:
|
| growth_score += 4
|
|
|
|
|
| total_score = valuation_score + financial_score + growth_score
|
|
|
| return {
|
| 'total': total_score,
|
| 'valuation': valuation_score,
|
| 'financial_health': financial_score,
|
| 'growth': growth_score,
|
| 'details': {
|
| 'indicators': indicators,
|
| 'growth': growth
|
| }
|
| } |
