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README
Apache-2.0

StockAnalysisSystem

This program is designed for Chinese market and Chinese accounting policies (currently). So this document will only provide Chinese version.

注意(NOTICE)

由于空间占用问题,旧的github仓库已经废弃,请重新clone代码并手动合并你的更改(如果有的话)
Because the space occupancy issue. The old github repo was deprecated. Please re-clone and merge your updates manually (if has)

Gitee

https://gitee.com/SleepySoft/StockAnalysisSystem

Github

https://github.com/SleepySoft/StockAnalysisSystem

网盘下载:

应网友要求,对于网络访问受限的用户,提供网盘下载:
链接:https://pan.baidu.com/s/1H-viluqOoKrKRNJJmU17jg
提取码:4r3u

最后更新内容:

接入交易数据 -> 20200221: Done

联系作者

如果有任何意见及建议,或者对此项目感兴趣的,请联系我:
微博:SleepySoft
邮箱:sleepysoft##163.com
QQ群:931499339,进群验证码:SleepySoft
如果遇到BUG,可以给我发邮件,或直接在git上提交issue


股票分析系统

更确切的说,应该叫上市公司财报分析系统。当初写这个程序的目的就是能够快速高效地分析和排除上市公司。这一想法来源于《手把手教你读财报》里的一句话:财报是用来排除公司的。 现在量化非常流行,但比较流行的做法还是将技术分析程序化。常见的开源库也专注于获取交易数据。然而本人还是倾向于稳,所以从去年开始学习财务知识和财务分析方法,希望通过寻找优秀的股票,以稳定的增长达到财富自由。

好了梦想说完了,下面是程序的说明。


本程序的目的:

  1. 自动选择合适的数据抓取模块和数据源下载所需要的数据
  2. 数据抓取模块能够进行有效性检测,并且能够方便地扩充和替换,可以通过适配器接入其它的库
  3. 增加一个数据源以及将其本地化所需的代码应尽可能少
  4. 能进行离线分析
  5. 分析模块(策略模块)应该可以动态扩充和组合
  6. 最终能生成矩阵式excel报告:以证券为行,以分析方法为列,相交点为此分析方法对此证券的评分;最后一列为该证券的总分

使用方法及软件依赖与配置

懒人看这里

  1. 对于打包好的程序,直接运行main.exe即可
  2. 程序现在提供了脚本帮助用户自动配置python环境,请直接运行“build.bat -e”,为当前的Python环境安装依赖库
  3. 程序第一次启动时,会自动检查配置并弹出配置界面,请按照提示填写即可。同时这个界面提供mongodb数据的一键导入功能:

请将offline_data/StockAnalysisSystem.zip.1解压到当前文件夹,导入时选择解压出来的StockAnalysisSystem其文件夹即可
如果不导入数据,可以通过数据管理界面重新下载(需要正确配置Ts Token)

  1. 如果是直接运行EXE的用户,导入数据的同时,sAsUtility.db需要手动拷贝到Data目录

环境及软件依赖

  1. 使用python3,推荐python3.7. IDE推荐pycharm(如果需要调试):https://www.jetbrains.com/pycharm/download/#section=windows
  2. 依赖pandas,推荐使用anaconda的环境:https://www.anaconda.com/distribution/
  3. 需要安装sqlite:https://www.sqlite.org/index.html
  4. 需要安装mongodb(免费的社区版即可):https://www.mongodb.com/what-is-mongodb
  5. 当前数据采集依赖于tushare的pro接口(未来会加入其它采集方式)

1.1 在当前运行的python环境中安装tushare:pip install tushare
1.2 注册一个tushare的账号:https://tushare.pro/register?reg=271027
1.3 想办法获取500以上的积分(如果没有,无法更新数据,但可以使用离线数据):https://tushare.pro/document/1?doc_id=13
1.4 获取你的token并填入配置界面:https://tushare.pro/document/1?doc_id=39

  1. 其它的依赖项请参照build.bat,或者在当前环境下直接运行build.bat -e

软件配置

当前软件配置全部通过界面进行,请按照界面提示操作即可

软件运行

请直接运行main.py,如果有库缺失,请下载依赖库 对于使用打包好的程序的用户,请直接运行main.exe 如果不想运行,也可以直接打开analysis_report.xlsx查看分析结果。

报告格式说明

报告为表格矩阵,以股票代码为列,以分析算法为行,相交格子为该算法对此股票的评分(0 - 100),默认50分以上为PASS
结果分为两页,第一页为评分,第二页为分析算法输出的详细信息,以供人工核对及查阅
绿色为PASS,红色为FAIL,灰色为不适用,或因数据缺失导致无法分析
最后一列为总评分,在一行中,只要有一个评分为FAIL,则总评分为FAIL;如果不存在FAIL但存在灰色结果,则总评分为灰色的PASS
当前分析算法还不够完善,结果仅供参考,遇到和自己分析存在偏差的情况,请参阅详细信息并进行人工复核


开发计划:

  1. TODO:

股东人数和十大股东

  1. 生成EXCEL格式的报告 -> 20200129: Done
  2. 编写数据更新的管理界面 -> 20200130: Done

硬编码过多,待重构数据结构解决 -> 20200201: Partly done
data_update_ui: 将线程任务打包,并正确显示各个项目的进度 -> 20200212: Done

  1. 编写策略选择界面 -> 20200131: Done
  2. 策略运行进度显示 -> 20200131: Done
  3. 界面集成 -> 20200201: Done
  4. 完善设计文档 -> 2020.2.2: Partly done
  5. 加入配置界面,而非写入config.py,使程序便于打包成EXE -> 20200203: Done
  6. 加入配置检查功能 -> 20200203: Done
  7. 加入打包功能,使程序能打包成EXE直接执行 -> 20200204: Done
  8. 改善mongodb读写性能和内存使用 ->20200214: Done

加入connection计数与限制,超过后关闭client以释放连接及内存 ->20200214: Done
为nosql数据库加入索引,提升查询和upsert速度 ->20200214: Done
使用bulk减少IO操作 -> 20200222: Done
使用多线程同时下载数据和写入数据库 -> 20200305: Done

  1. 接入更多财务数据

股权质押数据 -> 20200212: Done
限售股解禁: https://tushare.pro/document/2?doc_id=160
回购数据
增减持数据(2000积分暂时没戏): https://tushare.pro/document/2?doc_id=175

  1. 接入股东数据

股权质押数据 -> 20200221: Done
股东人数和十大股东: 20200227: Done 实际控制人数据(巨潮): http://webapi.cninfo.com.cn/#/dataBrowse?id=266

  1. 接入交易数据 -> 20200221: Done
  2. 加入更多分析算法

存贷双高 -> 20200206: Done
股权质押过高 -> 20200223: Done
商誉过高 -> 2200223: Done
无实际控制人
去年及未来一年有减持计划

  1. 将数据迁移到MongoDB

UpdateTable -> 20200209: Done
XList Table

  1. 废弃旧仓库,重新建立仓库以减少空间占用,并同时迁移数据到gitee(今后代码会同时提交到两个仓库) -> 20200218: Done
  2. 整合测试入口,执行一个文件即可运行所有测试
  3. 策略参数可配置可保存
  4. 接入交易数据
  5. 加入实时数据
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简介

上市公司财报分析系统 展开 收起
Python
Apache-2.0
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