Add api get_change_ratio

examples/research/top_tags.py

@@ -7,10 +7,10 @@
 # 每月涨幅前30，市值90%分布在100亿以下
 # 重复上榜的有1/4左右
 # 连续两个月上榜的1/10左右
-def top_tags(data_provider="em", start_timestamp="2010-01-01"):
+def top_tags(data_provider="em", start_timestamp="2020-01-01", end_timestamp="2021-01-01"):
     records = []
     for _, timestamp, df in get_top_performance_by_month(
-        start_timestamp=start_timestamp, list_days=250, data_provider=data_provider
+        start_timestamp=start_timestamp, end_timestamp=end_timestamp, list_days=250, data_provider=data_provider
     ):
         for entity_id in df.index[:30]:
             query_timestamp = timestamp

src/zvt/api/stats.py

@@ -449,20 +449,29 @@ def show_industry_composition(entity_ids, timestamp):
     drawer.draw_pie(show=True)
 
 
+def get_change_ratio(
+    entity_type="stock",
+    start_timestamp=None,
+    end_timestamp=None,
+    adjust_type: Union[AdjustType, str] = None,
+    provider="em",
+):
+    def cal_ratio(df):
+        positive = df[df["direction"]]
+        other = df[~df["direction"]]
+        return len(positive) / len(other)
+
+    if not adjust_type:
+        adjust_type = default_adjust_type(entity_type=entity_type)
+    data_schema = get_kdata_schema(entity_type=entity_type, adjust_type=adjust_type)
+    kdata_df = data_schema.query_data(provider=provider, start_timestamp=start_timestamp, end_timestamp=end_timestamp)
+    kdata_df["direction"] = kdata_df["change_pct"] > 0
+    ratio_df = kdata_df.groupby("timestamp").apply(lambda df: cal_ratio(df))
+    return ratio_df
+
+
 if __name__ == "__main__":
-    df = get_performance_stats_by_month()
-    print(df)
-    dfs = []
-    for timestamp, _, df in get_top_performance_by_month(start_timestamp="2012-01-01", list_days=250):
-        if pd_is_not_null(df):
-            entity_ids = df.index.tolist()
-            the_date = pre_month_end_date(timestamp)
-            show_industry_composition(entity_ids=entity_ids, timestamp=timestamp)
-    for entity_id in df.index:
-        from zvt.utils.time_utils import month_end_date, pre_month_start_date
-
-        end_date = month_end_date(pre_month_start_date(timestamp))
-        TechnicalFactor(entity_ids=[entity_id], end_timestamp=end_date).draw(show=True)
+    get_change_ratio(start_timestamp="2022-06-01")
 
 # the __all__ is generated
 __all__ = [

src/zvt/contract/__init__.py

@@ -126,10 +126,10 @@ class AdjustType(Enum):
     #: 不复权
     bfq = "bfq"
     #: pre adjusted
-    #: 不复权
+    #: 前复权
     qfq = "qfq"
     #: post adjusted
-    #: 不复权
+    #: 后复权
     hfq = "hfq"
 
 

src/zvt/contract/api.py

@@ -217,7 +217,7 @@ def del_data(data_schema: Type[Mixin], filters: List = None, provider=None):
     session.commit()
 
 
-def get_one(data_schema, id: str, provider: str = None, session: Session = None):
+def get_by_id(data_schema, id: str, provider: str = None, session: Session = None):
     """
     get one record by id from data schema
 
@@ -661,7 +661,7 @@ def get_entity_ids(
     "get_schema_columns",
     "common_filter",
     "del_data",
-    "get_one",
+    "get_by_id",
     "get_data",
     "data_exist",
     "get_data_count",

src/zvt/contract/base_service.py

@@ -69,7 +69,7 @@ class OneStateService(StatefulService):
 
     def __init__(self) -> None:
         super().__init__()
-        self.state_domain = self.state_schema.get_one(id=self.name)
+        self.state_domain = self.state_schema.get_by_id(id=self.name)
         if self.state_domain:
             self.state: dict = self.decode_state(self.state_domain.state)
         else:
@@ -106,7 +106,7 @@ def persist_state(self, entity_id):
         state = self.states.get(entity_id)
         if state:
             domain_id = f"{self.name}_{entity_id}"
-            state_domain = self.state_schema.get_one(domain_id)
+            state_domain = self.state_schema.get_by_id(domain_id)
             state_str = self.encode_state(state)
             if not state_domain:
                 state_domain = self.state_schema(id=domain_id, entity_id=entity_id, state_name=self.name)

src/zvt/contract/schema.py

@@ -90,12 +90,12 @@ def test_data_correctness(cls, provider, data_samples):
                     assert item[0][k] == data[k]
 
     @classmethod
-    def get_one(cls, id, provider_index: int = 0, provider: str = None):
-        from .api import get_one
+    def get_by_id(cls, id, provider_index: int = 0, provider: str = None):
+        from .api import get_by_id
 
         if not provider:
             provider = cls.providers[provider_index]
-        return get_one(data_schema=cls, id=id, provider=provider)
+        return get_by_id(data_schema=cls, id=id, provider=provider)
 
     @classmethod
     def query_data(

src/zvt/tag/tag.py

@@ -46,7 +46,7 @@ def get_tag_timestamps(self):
     def get_tag_domain(self, entity_id, timestamp, **fill_kv):
         the_date = to_time_str(timestamp, fmt=TIME_FORMAT_DAY)
         the_id = f"{entity_id}_{the_date}"
-        the_domain = self.data_schema.get_one(id=the_id)
+        the_domain = self.data_schema.get_by_id(id=the_id)
 
         if the_domain:
             for k, v in fill_kv.items():

src/zvt/trader/trader.py

@@ -308,9 +308,6 @@ def on_finish(self, timestmap):
         self.on_trading_finish(timestmap)
         # show the result
         if self.draw_result:
-            import plotly.io as pio
-
-            pio.renderers.default = "browser"
             reader = AccountStatsReader(trader_names=[self.trader_name])
             df = reader.data_df
             drawer = Drawer(