├── .gitignore ├── LICENSE ├── README.md ├── __init__.py ├── analysis.ipynb ├── fund_info.py ├── fund_list.py ├── main.py ├── output ├── fund_info │ └── __init__.py └── fund_list │ └── __init__.py ├── requirements.txt ├── strategy.py └── tool.py /.gitignore: -------------------------------------------------------------------------------- 1 | __pycache__ 2 | .vscode 3 | output/* 4 | venv -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | GNU GENERAL PUBLIC LICENSE 2 | Version 3, 29 June 2007 3 | 4 | Copyright (C) 2007 Free Software Foundation, Inc. 5 | Everyone is permitted to copy and distribute verbatim copies 6 | of this license document, but changing it is not allowed. 7 | 8 | Preamble 9 | 10 | The GNU General Public License is a free, copyleft license for 11 | software and other kinds of works. 12 | 13 | The licenses for most software and other practical works are designed 14 | to take away your freedom to share and change the works. By contrast, 15 | the GNU General Public License is intended to guarantee your freedom to 16 | share and change all versions of a program--to make sure it remains free 17 | software for all its users. We, the Free Software Foundation, use the 18 | GNU General Public License for most of our software; it applies also to 19 | any other work released this way by its authors. You can apply it to 20 | your programs, too. 21 | 22 | When we speak of free software, we are referring to freedom, not 23 | price. Our General Public Licenses are designed to make sure that you 24 | have the freedom to distribute copies of free software (and charge for 25 | them if you wish), that you receive source code or can get it if you 26 | want it, that you can change the software or use pieces of it in new 27 | free programs, and that you know you can do these things. 28 | 29 | To protect your rights, we need to prevent others from denying you 30 | these rights or asking you to surrender the rights. Therefore, you have 31 | certain responsibilities if you distribute copies of the software, or if 32 | you modify it: responsibilities to respect the freedom of others. 33 | 34 | For example, if you distribute copies of such a program, whether 35 | gratis or for a fee, you must pass on to the recipients the same 36 | freedoms that you received. You must make sure that they, too, receive 37 | or can get the source code. And you must show them these terms so they 38 | know their rights. 39 | 40 | Developers that use the GNU GPL protect your rights with two steps: 41 | (1) assert copyright on the software, and (2) offer you this License 42 | giving you legal permission to copy, distribute and/or modify it. 43 | 44 | For the developers' and authors' protection, the GPL clearly explains 45 | that there is no warranty for this free software. For both users' and 46 | authors' sake, the GPL requires that modified versions be marked as 47 | changed, so that their problems will not be attributed erroneously to 48 | authors of previous versions. 49 | 50 | Some devices are designed to deny users access to install or run 51 | modified versions of the software inside them, although the manufacturer 52 | can do so. This is fundamentally incompatible with the aim of 53 | protecting users' freedom to change the software. The systematic 54 | pattern of such abuse occurs in the area of products for individuals to 55 | use, which is precisely where it is most unacceptable. Therefore, we 56 | have designed this version of the GPL to prohibit the practice for those 57 | products. If such problems arise substantially in other domains, we 58 | stand ready to extend this provision to those domains in future versions 59 | of the GPL, as needed to protect the freedom of users. 60 | 61 | Finally, every program is threatened constantly by software patents. 62 | States should not allow patents to restrict development and use of 63 | software on general-purpose computers, but in those that do, we wish to 64 | avoid the special danger that patents applied to a free program could 65 | make it effectively proprietary. To prevent this, the GPL assures that 66 | patents cannot be used to render the program non-free. 67 | 68 | The precise terms and conditions for copying, distribution and 69 | modification follow. 70 | 71 | TERMS AND CONDITIONS 72 | 73 | 0. Definitions. 74 | 75 | "This License" refers to version 3 of the GNU General Public License. 76 | 77 | "Copyright" also means copyright-like laws that apply to other kinds of 78 | works, such as semiconductor masks. 79 | 80 | "The Program" refers to any copyrightable work licensed under this 81 | License. Each licensee is addressed as "you". "Licensees" and 82 | "recipients" may be individuals or organizations. 83 | 84 | To "modify" a work means to copy from or adapt all or part of the work 85 | in a fashion requiring copyright permission, other than the making of an 86 | exact copy. The resulting work is called a "modified version" of the 87 | earlier work or a work "based on" the earlier work. 88 | 89 | A "covered work" means either the unmodified Program or a work based 90 | on the Program. 91 | 92 | To "propagate" a work means to do anything with it that, without 93 | permission, would make you directly or secondarily liable for 94 | infringement under applicable copyright law, except executing it on a 95 | computer or modifying a private copy. Propagation includes copying, 96 | distribution (with or without modification), making available to the 97 | public, and in some countries other activities as well. 98 | 99 | To "convey" a work means any kind of propagation that enables other 100 | parties to make or receive copies. Mere interaction with a user through 101 | a computer network, with no transfer of a copy, is not conveying. 102 | 103 | An interactive user interface displays "Appropriate Legal Notices" 104 | to the extent that it includes a convenient and prominently visible 105 | feature that (1) displays an appropriate copyright notice, and (2) 106 | tells the user that there is no warranty for the work (except to the 107 | extent that warranties are provided), that licensees may convey the 108 | work under this License, and how to view a copy of this License. If 109 | the interface presents a list of user commands or options, such as a 110 | menu, a prominent item in the list meets this criterion. 111 | 112 | 1. Source Code. 113 | 114 | The "source code" for a work means the preferred form of the work 115 | for making modifications to it. "Object code" means any non-source 116 | form of a work. 117 | 118 | A "Standard Interface" means an interface that either is an official 119 | standard defined by a recognized standards body, or, in the case of 120 | interfaces specified for a particular programming language, one that 121 | is widely used among developers working in that language. 122 | 123 | The "System Libraries" of an executable work include anything, other 124 | than the work as a whole, that (a) is included in the normal form of 125 | packaging a Major Component, but which is not part of that Major 126 | Component, and (b) serves only to enable use of the work with that 127 | Major Component, or to implement a Standard Interface for which an 128 | implementation is available to the public in source code form. A 129 | "Major Component", in this context, means a major essential component 130 | (kernel, window system, and so on) of the specific operating system 131 | (if any) on which the executable work runs, or a compiler used to 132 | produce the work, or an object code interpreter used to run it. 133 | 134 | The "Corresponding Source" for a work in object code form means all 135 | the source code needed to generate, install, and (for an executable 136 | work) run the object code and to modify the work, including scripts to 137 | control those activities. However, it does not include the work's 138 | System Libraries, or general-purpose tools or generally available free 139 | programs which are used unmodified in performing those activities but 140 | which are not part of the work. For example, Corresponding Source 141 | includes interface definition files associated with source files for 142 | the work, and the source code for shared libraries and dynamically 143 | linked subprograms that the work is specifically designed to require, 144 | such as by intimate data communication or control flow between those 145 | subprograms and other parts of the work. 146 | 147 | The Corresponding Source need not include anything that users 148 | can regenerate automatically from other parts of the Corresponding 149 | Source. 150 | 151 | The Corresponding Source for a work in source code form is that 152 | same work. 153 | 154 | 2. Basic Permissions. 155 | 156 | All rights granted under this License are granted for the term of 157 | copyright on the Program, and are irrevocable provided the stated 158 | conditions are met. This License explicitly affirms your unlimited 159 | permission to run the unmodified Program. The output from running a 160 | covered work is covered by this License only if the output, given its 161 | content, constitutes a covered work. This License acknowledges your 162 | rights of fair use or other equivalent, as provided by copyright law. 163 | 164 | You may make, run and propagate covered works that you do not 165 | convey, without conditions so long as your license otherwise remains 166 | in force. You may convey covered works to others for the sole purpose 167 | of having them make modifications exclusively for you, or provide you 168 | with facilities for running those works, provided that you comply with 169 | the terms of this License in conveying all material for which you do 170 | not control copyright. Those thus making or running the covered works 171 | for you must do so exclusively on your behalf, under your direction 172 | and control, on terms that prohibit them from making any copies of 173 | your copyrighted material outside their relationship with you. 174 | 175 | Conveying under any other circumstances is permitted solely under 176 | the conditions stated below. Sublicensing is not allowed; section 10 177 | makes it unnecessary. 178 | 179 | 3. Protecting Users' Legal Rights From Anti-Circumvention Law. 180 | 181 | No covered work shall be deemed part of an effective technological 182 | measure under any applicable law fulfilling obligations under article 183 | 11 of the WIPO copyright treaty adopted on 20 December 1996, or 184 | similar laws prohibiting or restricting circumvention of such 185 | measures. 186 | 187 | When you convey a covered work, you waive any legal power to forbid 188 | circumvention of technological measures to the extent such circumvention 189 | is effected by exercising rights under this License with respect to 190 | the covered work, and you disclaim any intention to limit operation or 191 | modification of the work as a means of enforcing, against the work's 192 | users, your or third parties' legal rights to forbid circumvention of 193 | technological measures. 194 | 195 | 4. Conveying Verbatim Copies. 196 | 197 | You may convey verbatim copies of the Program's source code as you 198 | receive it, in any medium, provided that you conspicuously and 199 | appropriately publish on each copy an appropriate copyright notice; 200 | keep intact all notices stating that this License and any 201 | non-permissive terms added in accord with section 7 apply to the code; 202 | keep intact all notices of the absence of any warranty; and give all 203 | recipients a copy of this License along with the Program. 204 | 205 | You may charge any price or no price for each copy that you convey, 206 | and you may offer support or warranty protection for a fee. 207 | 208 | 5. Conveying Modified Source Versions. 209 | 210 | You may convey a work based on the Program, or the modifications to 211 | produce it from the Program, in the form of source code under the 212 | terms of section 4, provided that you also meet all of these conditions: 213 | 214 | a) The work must carry prominent notices stating that you modified 215 | it, and giving a relevant date. 216 | 217 | b) The work must carry prominent notices stating that it is 218 | released under this License and any conditions added under section 219 | 7. This requirement modifies the requirement in section 4 to 220 | "keep intact all notices". 221 | 222 | c) You must license the entire work, as a whole, under this 223 | License to anyone who comes into possession of a copy. This 224 | License will therefore apply, along with any applicable section 7 225 | additional terms, to the whole of the work, and all its parts, 226 | regardless of how they are packaged. This License gives no 227 | permission to license the work in any other way, but it does not 228 | invalidate such permission if you have separately received it. 229 | 230 | d) If the work has interactive user interfaces, each must display 231 | Appropriate Legal Notices; however, if the Program has interactive 232 | interfaces that do not display Appropriate Legal Notices, your 233 | work need not make them do so. 234 | 235 | A compilation of a covered work with other separate and independent 236 | works, which are not by their nature extensions of the covered work, 237 | and which are not combined with it such as to form a larger program, 238 | in or on a volume of a storage or distribution medium, is called an 239 | "aggregate" if the compilation and its resulting copyright are not 240 | used to limit the access or legal rights of the compilation's users 241 | beyond what the individual works permit. Inclusion of a covered work 242 | in an aggregate does not cause this License to apply to the other 243 | parts of the aggregate. 244 | 245 | 6. Conveying Non-Source Forms. 246 | 247 | You may convey a covered work in object code form under the terms 248 | of sections 4 and 5, provided that you also convey the 249 | machine-readable Corresponding Source under the terms of this License, 250 | in one of these ways: 251 | 252 | a) Convey the object code in, or embodied in, a physical product 253 | (including a physical distribution medium), accompanied by the 254 | Corresponding Source fixed on a durable physical medium 255 | customarily used for software interchange. 256 | 257 | b) Convey the object code in, or embodied in, a physical product 258 | (including a physical distribution medium), accompanied by a 259 | written offer, valid for at least three years and valid for as 260 | long as you offer spare parts or customer support for that product 261 | model, to give anyone who possesses the object code either (1) a 262 | copy of the Corresponding Source for all the software in the 263 | product that is covered by this License, on a durable physical 264 | medium customarily used for software interchange, for a price no 265 | more than your reasonable cost of physically performing this 266 | conveying of source, or (2) access to copy the 267 | Corresponding Source from a network server at no charge. 268 | 269 | c) Convey individual copies of the object code with a copy of the 270 | written offer to provide the Corresponding Source. This 271 | alternative is allowed only occasionally and noncommercially, and 272 | only if you received the object code with such an offer, in accord 273 | with subsection 6b. 274 | 275 | d) Convey the object code by offering access from a designated 276 | place (gratis or for a charge), and offer equivalent access to the 277 | Corresponding Source in the same way through the same place at no 278 | further charge. You need not require recipients to copy the 279 | Corresponding Source along with the object code. If the place to 280 | copy the object code is a network server, the Corresponding Source 281 | may be on a different server (operated by you or a third party) 282 | that supports equivalent copying facilities, provided you maintain 283 | clear directions next to the object code saying where to find the 284 | Corresponding Source. Regardless of what server hosts the 285 | Corresponding Source, you remain obligated to ensure that it is 286 | available for as long as needed to satisfy these requirements. 287 | 288 | e) Convey the object code using peer-to-peer transmission, provided 289 | you inform other peers where the object code and Corresponding 290 | Source of the work are being offered to the general public at no 291 | charge under subsection 6d. 292 | 293 | A separable portion of the object code, whose source code is excluded 294 | from the Corresponding Source as a System Library, need not be 295 | included in conveying the object code work. 296 | 297 | A "User Product" is either (1) a "consumer product", which means any 298 | tangible personal property which is normally used for personal, family, 299 | or household purposes, or (2) anything designed or sold for incorporation 300 | into a dwelling. In determining whether a product is a consumer product, 301 | doubtful cases shall be resolved in favor of coverage. For a particular 302 | product received by a particular user, "normally used" refers to a 303 | typical or common use of that class of product, regardless of the status 304 | of the particular user or of the way in which the particular user 305 | actually uses, or expects or is expected to use, the product. A product 306 | is a consumer product regardless of whether the product has substantial 307 | commercial, industrial or non-consumer uses, unless such uses represent 308 | the only significant mode of use of the product. 309 | 310 | "Installation Information" for a User Product means any methods, 311 | procedures, authorization keys, or other information required to install 312 | and execute modified versions of a covered work in that User Product from 313 | a modified version of its Corresponding Source. The information must 314 | suffice to ensure that the continued functioning of the modified object 315 | code is in no case prevented or interfered with solely because 316 | modification has been made. 317 | 318 | If you convey an object code work under this section in, or with, or 319 | specifically for use in, a User Product, and the conveying occurs as 320 | part of a transaction in which the right of possession and use of the 321 | User Product is transferred to the recipient in perpetuity or for a 322 | fixed term (regardless of how the transaction is characterized), the 323 | Corresponding Source conveyed under this section must be accompanied 324 | by the Installation Information. But this requirement does not apply 325 | if neither you nor any third party retains the ability to install 326 | modified object code on the User Product (for example, the work has 327 | been installed in ROM). 328 | 329 | The requirement to provide Installation Information does not include a 330 | requirement to continue to provide support service, warranty, or updates 331 | for a work that has been modified or installed by the recipient, or for 332 | the User Product in which it has been modified or installed. Access to a 333 | network may be denied when the modification itself materially and 334 | adversely affects the operation of the network or violates the rules and 335 | protocols for communication across the network. 336 | 337 | Corresponding Source conveyed, and Installation Information provided, 338 | in accord with this section must be in a format that is publicly 339 | documented (and with an implementation available to the public in 340 | source code form), and must require no special password or key for 341 | unpacking, reading or copying. 342 | 343 | 7. Additional Terms. 344 | 345 | "Additional permissions" are terms that supplement the terms of this 346 | License by making exceptions from one or more of its conditions. 347 | Additional permissions that are applicable to the entire Program shall 348 | be treated as though they were included in this License, to the extent 349 | that they are valid under applicable law. If additional permissions 350 | apply only to part of the Program, that part may be used separately 351 | under those permissions, but the entire Program remains governed by 352 | this License without regard to the additional permissions. 353 | 354 | When you convey a copy of a covered work, you may at your option 355 | remove any additional permissions from that copy, or from any part of 356 | it. (Additional permissions may be written to require their own 357 | removal in certain cases when you modify the work.) You may place 358 | additional permissions on material, added by you to a covered work, 359 | for which you have or can give appropriate copyright permission. 360 | 361 | Notwithstanding any other provision of this License, for material you 362 | add to a covered work, you may (if authorized by the copyright holders of 363 | that material) supplement the terms of this License with terms: 364 | 365 | a) Disclaiming warranty or limiting liability differently from the 366 | terms of sections 15 and 16 of this License; or 367 | 368 | b) Requiring preservation of specified reasonable legal notices or 369 | author attributions in that material or in the Appropriate Legal 370 | Notices displayed by works containing it; or 371 | 372 | c) Prohibiting misrepresentation of the origin of that material, or 373 | requiring that modified versions of such material be marked in 374 | reasonable ways as different from the original version; or 375 | 376 | d) Limiting the use for publicity purposes of names of licensors or 377 | authors of the material; or 378 | 379 | e) Declining to grant rights under trademark law for use of some 380 | trade names, trademarks, or service marks; or 381 | 382 | f) Requiring indemnification of licensors and authors of that 383 | material by anyone who conveys the material (or modified versions of 384 | it) with contractual assumptions of liability to the recipient, for 385 | any liability that these contractual assumptions directly impose on 386 | those licensors and authors. 387 | 388 | All other non-permissive additional terms are considered "further 389 | restrictions" within the meaning of section 10. If the Program as you 390 | received it, or any part of it, contains a notice stating that it is 391 | governed by this License along with a term that is a further 392 | restriction, you may remove that term. If a license document contains 393 | a further restriction but permits relicensing or conveying under this 394 | License, you may add to a covered work material governed by the terms 395 | of that license document, provided that the further restriction does 396 | not survive such relicensing or conveying. 397 | 398 | If you add terms to a covered work in accord with this section, you 399 | must place, in the relevant source files, a statement of the 400 | additional terms that apply to those files, or a notice indicating 401 | where to find the applicable terms. 402 | 403 | Additional terms, permissive or non-permissive, may be stated in the 404 | form of a separately written license, or stated as exceptions; 405 | the above requirements apply either way. 406 | 407 | 8. Termination. 408 | 409 | You may not propagate or modify a covered work except as expressly 410 | provided under this License. Any attempt otherwise to propagate or 411 | modify it is void, and will automatically terminate your rights under 412 | this License (including any patent licenses granted under the third 413 | paragraph of section 11). 414 | 415 | However, if you cease all violation of this License, then your 416 | license from a particular copyright holder is reinstated (a) 417 | provisionally, unless and until the copyright holder explicitly and 418 | finally terminates your license, and (b) permanently, if the copyright 419 | holder fails to notify you of the violation by some reasonable means 420 | prior to 60 days after the cessation. 421 | 422 | Moreover, your license from a particular copyright holder is 423 | reinstated permanently if the copyright holder notifies you of the 424 | violation by some reasonable means, this is the first time you have 425 | received notice of violation of this License (for any work) from that 426 | copyright holder, and you cure the violation prior to 30 days after 427 | your receipt of the notice. 428 | 429 | Termination of your rights under this section does not terminate the 430 | licenses of parties who have received copies or rights from you under 431 | this License. If your rights have been terminated and not permanently 432 | reinstated, you do not qualify to receive new licenses for the same 433 | material under section 10. 434 | 435 | 9. Acceptance Not Required for Having Copies. 436 | 437 | You are not required to accept this License in order to receive or 438 | run a copy of the Program. Ancillary propagation of a covered work 439 | occurring solely as a consequence of using peer-to-peer transmission 440 | to receive a copy likewise does not require acceptance. However, 441 | nothing other than this License grants you permission to propagate or 442 | modify any covered work. These actions infringe copyright if you do 443 | not accept this License. Therefore, by modifying or propagating a 444 | covered work, you indicate your acceptance of this License to do so. 445 | 446 | 10. Automatic Licensing of Downstream Recipients. 447 | 448 | Each time you convey a covered work, the recipient automatically 449 | receives a license from the original licensors, to run, modify and 450 | propagate that work, subject to this License. You are not responsible 451 | for enforcing compliance by third parties with this License. 452 | 453 | An "entity transaction" is a transaction transferring control of an 454 | organization, or substantially all assets of one, or subdividing an 455 | organization, or merging organizations. If propagation of a covered 456 | work results from an entity transaction, each party to that 457 | transaction who receives a copy of the work also receives whatever 458 | licenses to the work the party's predecessor in interest had or could 459 | give under the previous paragraph, plus a right to possession of the 460 | Corresponding Source of the work from the predecessor in interest, if 461 | the predecessor has it or can get it with reasonable efforts. 462 | 463 | You may not impose any further restrictions on the exercise of the 464 | rights granted or affirmed under this License. For example, you may 465 | not impose a license fee, royalty, or other charge for exercise of 466 | rights granted under this License, and you may not initiate litigation 467 | (including a cross-claim or counterclaim in a lawsuit) alleging that 468 | any patent claim is infringed by making, using, selling, offering for 469 | sale, or importing the Program or any portion of it. 470 | 471 | 11. Patents. 472 | 473 | A "contributor" is a copyright holder who authorizes use under this 474 | License of the Program or a work on which the Program is based. The 475 | work thus licensed is called the contributor's "contributor version". 476 | 477 | A contributor's "essential patent claims" are all patent claims 478 | owned or controlled by the contributor, whether already acquired or 479 | hereafter acquired, that would be infringed by some manner, permitted 480 | by this License, of making, using, or selling its contributor version, 481 | but do not include claims that would be infringed only as a 482 | consequence of further modification of the contributor version. For 483 | purposes of this definition, "control" includes the right to grant 484 | patent sublicenses in a manner consistent with the requirements of 485 | this License. 486 | 487 | Each contributor grants you a non-exclusive, worldwide, royalty-free 488 | patent license under the contributor's essential patent claims, to 489 | make, use, sell, offer for sale, import and otherwise run, modify and 490 | propagate the contents of its contributor version. 491 | 492 | In the following three paragraphs, a "patent license" is any express 493 | agreement or commitment, however denominated, not to enforce a patent 494 | (such as an express permission to practice a patent or covenant not to 495 | sue for patent infringement). To "grant" such a patent license to a 496 | party means to make such an agreement or commitment not to enforce a 497 | patent against the party. 498 | 499 | If you convey a covered work, knowingly relying on a patent license, 500 | and the Corresponding Source of the work is not available for anyone 501 | to copy, free of charge and under the terms of this License, through a 502 | publicly available network server or other readily accessible means, 503 | then you must either (1) cause the Corresponding Source to be so 504 | available, or (2) arrange to deprive yourself of the benefit of the 505 | patent license for this particular work, or (3) arrange, in a manner 506 | consistent with the requirements of this License, to extend the patent 507 | license to downstream recipients. "Knowingly relying" means you have 508 | actual knowledge that, but for the patent license, your conveying the 509 | covered work in a country, or your recipient's use of the covered work 510 | in a country, would infringe one or more identifiable patents in that 511 | country that you have reason to believe are valid. 512 | 513 | If, pursuant to or in connection with a single transaction or 514 | arrangement, you convey, or propagate by procuring conveyance of, a 515 | covered work, and grant a patent license to some of the parties 516 | receiving the covered work authorizing them to use, propagate, modify 517 | or convey a specific copy of the covered work, then the patent license 518 | you grant is automatically extended to all recipients of the covered 519 | work and works based on it. 520 | 521 | A patent license is "discriminatory" if it does not include within 522 | the scope of its coverage, prohibits the exercise of, or is 523 | conditioned on the non-exercise of one or more of the rights that are 524 | specifically granted under this License. You may not convey a covered 525 | work if you are a party to an arrangement with a third party that is 526 | in the business of distributing software, under which you make payment 527 | to the third party based on the extent of your activity of conveying 528 | the work, and under which the third party grants, to any of the 529 | parties who would receive the covered work from you, a discriminatory 530 | patent license (a) in connection with copies of the covered work 531 | conveyed by you (or copies made from those copies), or (b) primarily 532 | for and in connection with specific products or compilations that 533 | contain the covered work, unless you entered into that arrangement, 534 | or that patent license was granted, prior to 28 March 2007. 535 | 536 | Nothing in this License shall be construed as excluding or limiting 537 | any implied license or other defenses to infringement that may 538 | otherwise be available to you under applicable patent law. 539 | 540 | 12. No Surrender of Others' Freedom. 541 | 542 | If conditions are imposed on you (whether by court order, agreement or 543 | otherwise) that contradict the conditions of this License, they do not 544 | excuse you from the conditions of this License. If you cannot convey a 545 | covered work so as to satisfy simultaneously your obligations under this 546 | License and any other pertinent obligations, then as a consequence you may 547 | not convey it at all. For example, if you agree to terms that obligate you 548 | to collect a royalty for further conveying from those to whom you convey 549 | the Program, the only way you could satisfy both those terms and this 550 | License would be to refrain entirely from conveying the Program. 551 | 552 | 13. Use with the GNU Affero General Public License. 553 | 554 | Notwithstanding any other provision of this License, you have 555 | permission to link or combine any covered work with a work licensed 556 | under version 3 of the GNU Affero General Public License into a single 557 | combined work, and to convey the resulting work. The terms of this 558 | License will continue to apply to the part which is the covered work, 559 | but the special requirements of the GNU Affero General Public License, 560 | section 13, concerning interaction through a network will apply to the 561 | combination as such. 562 | 563 | 14. Revised Versions of this License. 564 | 565 | The Free Software Foundation may publish revised and/or new versions of 566 | the GNU General Public License from time to time. Such new versions will 567 | be similar in spirit to the present version, but may differ in detail to 568 | address new problems or concerns. 569 | 570 | Each version is given a distinguishing version number. If the 571 | Program specifies that a certain numbered version of the GNU General 572 | Public License "or any later version" applies to it, you have the 573 | option of following the terms and conditions either of that numbered 574 | version or of any later version published by the Free Software 575 | Foundation. If the Program does not specify a version number of the 576 | GNU General Public License, you may choose any version ever published 577 | by the Free Software Foundation. 578 | 579 | If the Program specifies that a proxy can decide which future 580 | versions of the GNU General Public License can be used, that proxy's 581 | public statement of acceptance of a version permanently authorizes you 582 | to choose that version for the Program. 583 | 584 | Later license versions may give you additional or different 585 | permissions. However, no additional obligations are imposed on any 586 | author or copyright holder as a result of your choosing to follow a 587 | later version. 588 | 589 | 15. Disclaimer of Warranty. 590 | 591 | THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY 592 | APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT 593 | HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY 594 | OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, 595 | THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR 596 | PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM 597 | IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF 598 | ALL NECESSARY SERVICING, REPAIR OR CORRECTION. 599 | 600 | 16. Limitation of Liability. 601 | 602 | IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING 603 | WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS 604 | THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY 605 | GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE 606 | USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF 607 | DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD 608 | PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS), 609 | EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF 610 | SUCH DAMAGES. 611 | 612 | 17. Interpretation of Sections 15 and 16. 613 | 614 | If the disclaimer of warranty and limitation of liability provided 615 | above cannot be given local legal effect according to their terms, 616 | reviewing courts shall apply local law that most closely approximates 617 | an absolute waiver of all civil liability in connection with the 618 | Program, unless a warranty or assumption of liability accompanies a 619 | copy of the Program in return for a fee. 620 | 621 | END OF TERMS AND CONDITIONS 622 | 623 | How to Apply These Terms to Your New Programs 624 | 625 | If you develop a new program, and you want it to be of the greatest 626 | possible use to the public, the best way to achieve this is to make it 627 | free software which everyone can redistribute and change under these terms. 628 | 629 | To do so, attach the following notices to the program. It is safest 630 | to attach them to the start of each source file to most effectively 631 | state the exclusion of warranty; and each file should have at least 632 | the "copyright" line and a pointer to where the full notice is found. 633 | 634 | 635 | Copyright (C) 636 | 637 | This program is free software: you can redistribute it and/or modify 638 | it under the terms of the GNU General Public License as published by 639 | the Free Software Foundation, either version 3 of the License, or 640 | (at your option) any later version. 641 | 642 | This program is distributed in the hope that it will be useful, 643 | but WITHOUT ANY WARRANTY; without even the implied warranty of 644 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 645 | GNU General Public License for more details. 646 | 647 | You should have received a copy of the GNU General Public License 648 | along with this program. If not, see . 649 | 650 | Also add information on how to contact you by electronic and paper mail. 651 | 652 | If the program does terminal interaction, make it output a short 653 | notice like this when it starts in an interactive mode: 654 | 655 | Copyright (C) 656 | This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'. 657 | This is free software, and you are welcome to redistribute it 658 | under certain conditions; type `show c' for details. 659 | 660 | The hypothetical commands `show w' and `show c' should show the appropriate 661 | parts of the General Public License. Of course, your program's commands 662 | might be different; for a GUI interface, you would use an "about box". 663 | 664 | You should also get your employer (if you work as a programmer) or school, 665 | if any, to sign a "copyright disclaimer" for the program, if necessary. 666 | For more information on this, and how to apply and follow the GNU GPL, see 667 | . 668 | 669 | The GNU General Public License does not permit incorporating your program 670 | into proprietary programs. If your program is a subroutine library, you 671 | may consider it more useful to permit linking proprietary applications with 672 | the library. If this is what you want to do, use the GNU Lesser General 673 | Public License instead of this License. But first, please read 674 | . 675 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # fundSpider 2 | 爬取天天基金数据 3 | 4 | ## 获取全量基金信息(基金代码、基金名、类型...) 5 | 截止2019-09-21 共有8966只基金 6 | 7 | ```python 8 | import fund_list 9 | # dataframe 10 | fund_list.get_fund_df() 11 | # list 12 | fund_list.get_fund_list() 13 | ``` 14 | 15 | ## 获取基金指定日期内单位净值、累计净值、日增长率等 16 | ```python 17 | import fund_info 18 | from datetime import datetime 19 | # 招商中证白酒指数分级 20 | info = fund_info.FuncInfo(code=161725) 21 | # 爬取9.1~9.20的涨跌信息 22 | info.load_net_value_info(datetime(2018, 9, 1), datetime(2019, 9, 20)) 23 | # 9.20的单位净值、累计净值、日增长率 24 | # 必须先调用load_net_value_info 25 | date = "2019-09-20" 26 | info.get_unit_value(date) 27 | info.get_cumulative_value(date) 28 | info.get_daily_growth_rate(date) 29 | # dataframe 30 | df = info.get_data_frame() 31 | ``` 32 | 33 | ## 爬取所有基金以及相应单位净值、累计净值、日增长率等 34 | 数据以csv格式保存在output/csv_data目录下 35 | 36 | 默认2000-01-01~2019-09-20, 大概耗时1h 37 | ```shell 38 | python main.py 39 | ``` -------------------------------------------------------------------------------- /__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/luricheng/fundSpider/2c878a955fd8be05b328b442b0d516855e2a24ee/__init__.py -------------------------------------------------------------------------------- /analysis.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "cells": [ 3 | { 4 | "cell_type": "code", 5 | "execution_count": 1, 6 | "metadata": { 7 | "collapsed": true, 8 | "pycharm": { 9 | "is_executing": false 10 | } 11 | }, 12 | "outputs": [], 13 | "source": [ 14 | "import sys\n", 15 | "base_path = \"/home/luricheng/PycharmProjects/fundSpider\"\n", 16 | "sys.path.append(base_path)" 17 | ] 18 | }, 19 | { 20 | "cell_type": "code", 21 | "execution_count": 2, 22 | "outputs": [], 23 | "source": [ 24 | "from tool import Tool\n", 25 | "from strategy import Strategy\n", 26 | "import numpy as np\n", 27 | "# from tqdm import tqdm" 28 | ], 29 | "metadata": { 30 | "collapsed": false, 31 | "pycharm": { 32 | "name": "#%%\n", 33 | "is_executing": false 34 | } 35 | } 36 | }, 37 | { 38 | "cell_type": "code", 39 | "execution_count": 3, 40 | "outputs": [ 41 | { 42 | "name": "stdout", 43 | "text": [ 44 | "total fund: 4301\n" 45 | ], 46 | "output_type": "stream" 47 | } 48 | ], 49 | "source": [ 50 | "fund_dict = Tool.load_fund_info_by_type(base_path=base_path)\n", 51 | "print(\"total fund: %s\" % len(fund_dict))" 52 | ], 53 | "metadata": { 54 | "collapsed": false, 55 | "pycharm": { 56 | "name": "#%%\n", 57 | "is_executing": false 58 | } 59 | } 60 | }, 61 | { 62 | "cell_type": "code", 63 | "execution_count": 15, 64 | "outputs": [ 65 | { 66 | "name": "stdout", 67 | "text": [ 68 | "strategy_res_dict len: 2719\n" 69 | ], 70 | "output_type": "stream" 71 | } 72 | ], 73 | "source": [ 74 | "invest_time = 120\n", 75 | "strategy_res_dict = {}\n", 76 | "expect_profit_rate = 0.03\n", 77 | "for k, v in fund_dict.items():\n", 78 | " value_list = Tool.get_value_list(v)\n", 79 | " if len(value_list) - 365 > invest_time:\n", 80 | " end_idx = len(value_list) - 365\n", 81 | " start_idx = end_idx - invest_time\n", 82 | " strategy_res_dict[k] = Strategy.bottom_suction_high_throw(value_list,\n", 83 | " start_idx,\n", 84 | " end_idx,\n", 85 | " take_profit_rate=expect_profit_rate)\n", 86 | " # assert strategy_res_dict[k] is not None\n", 87 | "print(\"strategy_res_dict len: %s\" % len(strategy_res_dict))" 88 | ], 89 | "metadata": { 90 | "collapsed": false, 91 | "pycharm": { 92 | "name": "#%%\n", 93 | "is_executing": false 94 | } 95 | } 96 | }, 97 | { 98 | "cell_type": "code", 99 | "execution_count": 16, 100 | "outputs": [ 101 | { 102 | "name": "stdout", 103 | "text": [ 104 | "profit_rate:\n\tmean: 0.026267830594902473, \n\tmax: 8.889860674865464, \n\tmin: -0.14285379837719955\ntotal_cost:\n\tmean: 276.65318131666055, \n\tmax: 1220, \n\tmin: 100\ntime_cost:\n\tmean: 50.111805810959915, \n\tmax: 119, \n\tmin: 2\n" 105 | ], 106 | "output_type": "stream" 107 | } 108 | ], 109 | "source": [ 110 | "def fmt_mean_max_min(ls, title):\n", 111 | " return \"%s:\\n\\tmean: %s, \\n\\tmax: %s, \\n\\tmin: %s\" % (title, np.mean(ls), np.max(ls), np.min(ls))\n", 112 | " \n", 113 | "profit_rate_list = [v.get(\"profit_rate\") for v in strategy_res_dict.values()]\n", 114 | "cost_list = [v.get(\"total_cost\") for v in strategy_res_dict.values()]\n", 115 | "time_list = [v.get(\"cost_time\") for v in strategy_res_dict.values()]\n", 116 | "print(fmt_mean_max_min(profit_rate_list, \"profit_rate\"))\n", 117 | "print(fmt_mean_max_min(cost_list, \"total_cost\"))\n", 118 | "print(fmt_mean_max_min(time_list, \"time_cost\"))" 119 | ], 120 | "metadata": { 121 | "collapsed": false, 122 | "pycharm": { 123 | "name": "#%%\n", 124 | "is_executing": false 125 | } 126 | } 127 | }, 128 | { 129 | "cell_type": "code", 130 | "execution_count": null, 131 | "outputs": [], 132 | "source": [ 133 | "\n" 134 | ], 135 | "metadata": { 136 | "collapsed": false, 137 | "pycharm": { 138 | "name": "#%%\n" 139 | } 140 | } 141 | } 142 | ], 143 | "metadata": { 144 | "language_info": { 145 | "codemirror_mode": { 146 | "name": "ipython", 147 | "version": 2 148 | }, 149 | "file_extension": ".py", 150 | "mimetype": "text/x-python", 151 | "name": "python", 152 | "nbconvert_exporter": "python", 153 | "pygments_lexer": "ipython2", 154 | "version": "2.7.6" 155 | }, 156 | "kernelspec": { 157 | "name": "spider", 158 | "language": "python", 159 | "display_name": "spider" 160 | }, 161 | "pycharm": { 162 | "stem_cell": { 163 | "cell_type": "raw", 164 | "source": [], 165 | "metadata": { 166 | "collapsed": false 167 | } 168 | } 169 | } 170 | }, 171 | "nbformat": 4, 172 | "nbformat_minor": 0 173 | } -------------------------------------------------------------------------------- /fund_info.py: -------------------------------------------------------------------------------- 1 | # -*- coding: utf-8 -*- 2 | import requests 3 | from datetime import datetime 4 | from bs4 import BeautifulSoup 5 | import copy 6 | import pandas as pd 7 | 8 | 9 | class FuncInfo(object): 10 | def __init__(self, code, name=None, fund_type=None): 11 | self.code = code, # 基金代码 12 | self.name = name # 基金名 13 | self.fund_type = fund_type # 类型 14 | self._unit_value_ls = [] # 单位净值list 15 | self._cumulative_value_ls = [] # 累计净值list 16 | self._daily_growth_rate_ls = [] # 日增长率 17 | self._date_ls = [] # 交易日list 18 | self._purchase_state_ls = [] # 申购状态 19 | self._redemption_state_ls = [] # 赎回状态 20 | self._bonus_distribution_ls = [] # 分红送配 21 | self._date2idx_map = {} # 交易日 -> 单位净值list/累计净值list.. idx 22 | 23 | def clear_data(self): 24 | self._unit_value_ls = [] 25 | self._cumulative_value_ls = [] 26 | self._daily_growth_rate_ls = [] 27 | self._date_ls = [] 28 | self._date2idx_map = {} 29 | 30 | @staticmethod 31 | def _parse_date(date, fmt): 32 | if isinstance(date, datetime): 33 | date = date.strftime(fmt) 34 | if not isinstance(date, str): 35 | raise Exception("date type(%s) error, required: datetime or str" % type(date)) 36 | return date 37 | 38 | def _date2idx(self, date): 39 | date = self._parse_date(date, "%Y-%m-%d") 40 | return self._date2idx_map.get(date) 41 | 42 | def get_unit_value(self, date): 43 | idx = self._date2idx(date) 44 | return None if idx is None else self._unit_value_ls[idx] 45 | 46 | def get_cumulative_value(self, date): 47 | idx = self._date2idx(date) 48 | return None if idx is None else self._cumulative_value_ls[idx] 49 | 50 | def get_purchase_state(self, date): 51 | idx = self._date2idx(date) 52 | return None if idx is None else self._purchase_state_ls[idx] 53 | 54 | def get_redemption_state(self, date): 55 | idx = self._date2idx(date) 56 | return None if idx is None else self._redemption_state_ls[idx] 57 | 58 | def get_bonus_distribution(self, date): 59 | idx = self._date2idx(date) 60 | return None if idx is None else self._bonus_distribution_ls[idx] 61 | 62 | def get_daily_growth_rate(self, date): 63 | idx = self._date2idx(date) 64 | return None if idx is None else self._daily_growth_rate_ls[idx] 65 | 66 | def load_net_value_info(self, start_date, end_date): 67 | url = "http://fund.eastmoney.com/f10/F10DataApi.aspx" 68 | date_fmt = "%Y-%m-%d" 69 | info = { 70 | "type": "lsjz", 71 | "code": self.code, 72 | "per": 49, 73 | "sdate": self._parse_date(start_date, date_fmt), 74 | "edate": self._parse_date(end_date, date_fmt), 75 | } 76 | page = 0 77 | # fp = open("./output/fund_info/%s_%s_raw.txt" % (self.code, self.name), "w") 78 | update_flag = True 79 | while update_flag: 80 | page = page + 1 81 | update_flag = False 82 | info["page"] = page 83 | r = requests.get(url, info) 84 | soup = BeautifulSoup(r.text, 'lxml') 85 | th_list = None 86 | for idx, tr in enumerate(soup.find_all('tr')): 87 | if idx == 0: 88 | th_list = [x.text for x in tr.find_all("th")] 89 | else: 90 | tds = tr.find_all('td') 91 | values = [w.text for w in tds] 92 | if values[0] == "暂无数据!": 93 | break 94 | dict_data = dict(zip(th_list, values)) 95 | # fp.write("%s\n" % dict_data) 96 | date = dict_data.get("净值日期") 97 | if date and not self._date2idx_map.get(date): 98 | self._date2idx_map[dict_data.get("净值日期")] = len(self._unit_value_ls) 99 | self._unit_value_ls.append(dict_data.get("单位净值")) 100 | self._cumulative_value_ls.append(dict_data.get("累计净值")) 101 | self._date_ls.append(date) 102 | self._purchase_state_ls.append(dict_data.get("申购状态")) 103 | self._redemption_state_ls.append(dict_data.get("赎回状态")) 104 | self._bonus_distribution_ls.append(dict_data.get("分红送配")) 105 | self._daily_growth_rate_ls.append(dict_data.get("日增长率")) 106 | update_flag = True 107 | 108 | def get_data_frame(self): 109 | date_list = self._date_ls 110 | df = pd.DataFrame({ 111 | "净值日期": date_list, 112 | "单位净值": [self.get_unit_value(date) for date in date_list], 113 | "累计净值": [self.get_cumulative_value(date) for date in date_list], 114 | "日增长率": [self.get_daily_growth_rate(date) for date in date_list], 115 | "申购状态": [self.get_purchase_state(date) for date in date_list], 116 | "赎回状态": [self.get_redemption_state(date) for date in date_list], 117 | "分红送配": [self.get_bonus_distribution(date) for date in date_list], 118 | }) 119 | return df 120 | 121 | 122 | if __name__ == '__main__': 123 | j = FuncInfo(code=161725, name="招商中证白酒指数分级") 124 | j.load_net_value_info(datetime(2018, 9, 1), datetime(2019, 9, 20)) 125 | date = "2019-09-20" 126 | print(j.get_unit_value(date), j.get_cumulative_value(date), j.get_daily_growth_rate(date)) 127 | df = j.get_data_frame() 128 | df.to_csv("./output/fund_info/161725招商中证白酒指数分级.csv") 129 | 130 | 131 | 132 | -------------------------------------------------------------------------------- /fund_list.py: -------------------------------------------------------------------------------- 1 | # -*- coding: utf-8 -*- 2 | 3 | import requests 4 | import json 5 | import pandas as pd 6 | import numpy as np 7 | 8 | 9 | fund_list_url = "http://fund.eastmoney.com/js/fundcode_search.js" 10 | 11 | 12 | def fund_list_str2fmt_data(raw_str): 13 | """ 14 | :param raw_str: "var r = [["000001","HXCZHH","华夏成长混合","混合型","HUAXIACHENGZHANGHUNHE"],["000002","HXCZHH","华夏成长混合(后端)","混合型","HUAXIACHENGZHANGHUNHE"]];" 15 | :return: [ 16 | ["000001","HXCZHH","华夏成长混合","混合型","HUAXIACHENGZHANGHUNHE"], 17 | ["000002","HXCZHH","华夏成长混合(后端)","混合型","HUAXIACHENGZHANGHUNHE"] 18 | ] 19 | """ 20 | prefix = "var r = " 21 | suffix = ";" 22 | json_str = raw_str[len(prefix): len(raw_str) - len(suffix)] 23 | fmt_data = json.loads(json_str) 24 | return fmt_data 25 | 26 | 27 | def fund_list2dict_list(fund_list): 28 | dict_list = [] 29 | for fund in fund_list: 30 | dict_list.append({ 31 | "code": fund[0], 32 | "name_short": fund[1], 33 | "name": fund[2], 34 | "type": fund[3], 35 | }) 36 | return dict_list 37 | 38 | 39 | def fund_list2data_frame(fund_list): 40 | """ 41 | :param fund_list: [ 42 | ["000001","HXCZHH","华夏成长混合","混合型","HUAXIACHENGZHANGHUNHE"], 43 | ["000002","HXCZHH","华夏成长混合(后端)","混合型","HUAXIACHENGZHANGHUNHE"] 44 | ] 45 | :return: 46 | code name type name_short 47 | 0 000001 华夏成长混合 混合型 HXCZHH 48 | 1 000002 华夏成长混合(后端) 混合型 HXCZHH 49 | """ 50 | np_array = np.array(fund_list) 51 | np_array = np_array.transpose() 52 | df = pd.DataFrame({ 53 | "code": np_array[0], 54 | "name_short": np_array[1], 55 | "name": np_array[2], 56 | "type": np_array[3] 57 | }, columns=["code", "name", "type", "name_short"]) 58 | return df 59 | 60 | 61 | def _get_fund_list(): 62 | r = requests.get(fund_list_url) 63 | raw_fund_list = r.content.decode("utf-8") 64 | with open("./output/fund_list/raw.txt", "w", encoding='utf-8') as fp: 65 | fp.write(raw_fund_list) 66 | print("get fund raw list: %s..." % raw_fund_list[:100]) 67 | fund_list = fund_list_str2fmt_data(raw_fund_list) 68 | return fund_list 69 | 70 | 71 | def get_fund_df(): 72 | """ 73 | 获取基金表单 74 | :return: dataFrame 75 | """ 76 | fund_df = fund_list2data_frame(_get_fund_list()) 77 | fund_df.to_csv("./output/fund_list/fund_list.csv") 78 | print("parse raw data to data frame success, df head:") 79 | print(fund_df.head()) 80 | return fund_df 81 | 82 | 83 | def get_fund_list(): 84 | dict_list = fund_list2dict_list(_get_fund_list()) 85 | return dict_list 86 | 87 | 88 | if __name__ == '__main__': 89 | get_fund_df() 90 | -------------------------------------------------------------------------------- /main.py: -------------------------------------------------------------------------------- 1 | # -*- coding: utf-8 -*- 2 | 3 | from fund_list import get_fund_list 4 | from fund_info import FuncInfo 5 | # from tqdm import tqdm 6 | import os 7 | from p_tqdm import p_umap 8 | import time 9 | 10 | csv_data_dir = "./output/csv_data" 11 | start_date, end_date = "2015-01-01", time.strftime("%Y-%m-%d", time.localtime()) 12 | 13 | 14 | def get_fund(fund): 15 | code = fund.get("code") 16 | # name = fund.get("name") 17 | file_name = os.path.join(csv_data_dir, u"%s.csv" % code) 18 | if not os.path.exists(csv_data_dir): 19 | os.mkdir(csv_data_dir) 20 | if os.path.isfile(file_name): 21 | return 22 | info = FuncInfo(code=code) 23 | info.load_net_value_info(start_date, end_date) 24 | df = info.get_data_frame() 25 | df.to_csv(file_name) 26 | 27 | 28 | if __name__ == '__main__': 29 | # 抓取全量基金 start_date~end_date净值数据 30 | fund_list = get_fund_list() 31 | fund_num = len(fund_list) 32 | print("total fund: %s" % fund_num) 33 | p_umap(get_fund, fund_list) 34 | -------------------------------------------------------------------------------- /output/fund_info/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/luricheng/fundSpider/2c878a955fd8be05b328b442b0d516855e2a24ee/output/fund_info/__init__.py -------------------------------------------------------------------------------- /output/fund_list/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/luricheng/fundSpider/2c878a955fd8be05b328b442b0d516855e2a24ee/output/fund_list/__init__.py -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- 1 | beautifulsoup4==4.9.3 2 | bs4==0.0.1 3 | certifi==2020.12.5 4 | chardet==4.0.0 5 | dill==0.3.3 6 | idna==2.10 7 | lxml==4.6.2 8 | multiprocess==0.70.11.1 9 | numpy==1.19.5 10 | p-tqdm==1.3.3 11 | pandas==1.2.0 12 | pathos==0.2.7 13 | pox==0.2.9 14 | ppft==1.6.6.3 15 | python-dateutil==2.8.1 16 | pytz==2020.5 17 | request==1.0.117 18 | requests==2.25.1 19 | six==1.15.0 20 | soupsieve==2.1 21 | tqdm==4.56.0 22 | urllib3==1.26.2 23 | -------------------------------------------------------------------------------- /strategy.py: -------------------------------------------------------------------------------- 1 | # -*- coding: utf-8 -*- 2 | 3 | class Strategy(object): 4 | @classmethod 5 | def bottom_suction_high_throw(cls, 6 | value_list, 7 | start_idx=0, 8 | end_idx=None, 9 | base_money=100, 10 | add_money=10, 11 | take_profit_rate=0.05): 12 | """ 13 | 低吸高抛策略, 一只基金从发行到现在 投入资金&回报 14 | :param value_list: 基金净值list 15 | :param start_idx: 开始投资时刻 16 | :param end_idx: 结束投资时刻 17 | :param base_money: 建仓成本 18 | :param add_money: 每次加仓成本 19 | :param take_profit_rate: 止盈率 20 | :return: 21 | """ 22 | if len(value_list) < 2: 23 | raise Exception("value_list's length must > 1, but got %s" % len(value_list)) 24 | end_idx = end_idx or len(value_list) 25 | end_idx = min(end_idx, len(value_list)) 26 | total_cost = base_money # 总成本 27 | holding_share = 1.0 * base_money / value_list[start_idx] # 持有份额 28 | for i in range(start_idx+1, end_idx): 29 | value = value_list[i] 30 | pre_value = value_list[i-1] 31 | # 跌 32 | if value < pre_value: 33 | total_cost += add_money 34 | holding_share += 1.0 * add_money / value 35 | # 涨 收益 > 止盈率 36 | if i + 1 == end_idx or cls._get_growth_rate(total_cost, holding_share, value) > take_profit_rate: 37 | return { 38 | "cost_time": i-start_idx, 39 | "total_cost": total_cost, 40 | "profit_rate": cls._get_growth_rate(total_cost, holding_share, value), 41 | } 42 | 43 | @staticmethod 44 | def _get_growth_rate(cost, holding_share, value): 45 | cur_val = 1.0 * holding_share * value 46 | return (cur_val - cost) / cost 47 | 48 | 49 | if __name__ == '__main__': 50 | value_list = [1.0, 1.01, 1.0125, 0.99, 0.97, 1.009, 1.029, 1.059] 51 | print(Strategy.bottom_suction_high_throw(value_list)) 52 | -------------------------------------------------------------------------------- /tool.py: -------------------------------------------------------------------------------- 1 | # -*- coding: utf-8 -*- 2 | import pickle 3 | import numpy as np 4 | import os 5 | 6 | 7 | class Tool(object): 8 | FUND_INFO_DICT_PKL = "pkl_data/fund_info_dict.pkl" 9 | HIGH_RISK_TYPES = ["股票指数", "混合型", "股票型"] 10 | 11 | @classmethod 12 | def load_fund_info_by_type(cls, fund_types=None, base_path='.'): 13 | fund_types = fund_types or cls.HIGH_RISK_TYPES 14 | path = os.path.join(base_path, cls.FUND_INFO_DICT_PKL) 15 | with open(path, 'rb') as fp: 16 | fund_info_dict = pickle.load(fp) 17 | target_funds = {} 18 | for k, v in fund_info_dict.items(): 19 | if v['type'] in fund_types: 20 | target_funds[k] = v 21 | return target_funds 22 | 23 | @staticmethod 24 | def get_value_list(fund, unit_value=False): 25 | detail = fund.get("detail") 26 | date_value = [] 27 | value_name = "unit_value" if unit_value else "cumulative_value" 28 | for k, v in detail.items(): 29 | date_value.append((k, float(v.get(value_name)))) 30 | date_value.sort(key=lambda x: x[0]) 31 | return [x[1] for x in date_value] 32 | 33 | 34 | if __name__ == '__main__': 35 | f = Tool.load_fund_info_by_type() 36 | print(Tool.get_value_list(f[161725])) 37 | --------------------------------------------------------------------------------