scripts/nav.py
3.3 KB| 1 | # -*- coding: utf-8 -*- |
| 2 | """场外基金净值工具：拉历史净值、算区间收益/回撤/60日线状态。 |
| 3 | |
| 4 | 用法：python fund/nav.py 007466 006965 110020 |
| 5 | """ |
| 6 | import sys, os, json |
| 7 | import requests |
| 8 | import numpy as np |
| 9 | |
| 10 | sys.stdout.reconfigure(encoding="utf-8", errors="replace") |
| 11 | S = requests.Session() |
| 12 | S.trust_env = False |
| 13 | H = {"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) Chrome/131.0", |
| 14 | "Referer": "https://fundf10.eastmoney.com/"} |
| 15 | |
| 16 | |
| 17 | def history(code, need=1400, max_pages=90): |
| 18 | """该接口 pageSize 最多只给 20 条，只能翻页。""" |
| 19 | out = [] |
| 20 | for i in range(1, max_pages + 1): |
| 21 | u = "https://api.fund.eastmoney.com/f10/lsjz?fundCode=%s&pageIndex=%d&pageSize=20" % (code, i) |
| 22 | try: |
| 23 | r = S.get(u, headers=H, timeout=20) |
| 24 | lst = ((r.json() or {}).get("Data") or {}).get("LSJZList") or [] |
| 25 | except Exception: |
| 26 | break |
| 27 | if not lst: |
| 28 | break |
| 29 | out += lst |
| 30 | if len(out) >= need: |
| 31 | break |
| 32 | rows = [(x["FSRQ"], float(x["DWJZ"])) for x in out if x.get("DWJZ")] |
| 33 | rows.sort(key=lambda x: x[0]) |
| 34 | # 去重 |
| 35 | seen, clean = set(), [] |
| 36 | for d, v in rows: |
| 37 | if d not in seen: |
| 38 | seen.add(d) |
| 39 | clean.append((d, v)) |
| 40 | return clean |
| 41 | |
| 42 | |
| 43 | def ma(v, n): |
| 44 | o = np.full(len(v), np.nan) |
| 45 | if len(v) >= n: |
| 46 | c = np.cumsum(np.insert(v, 0, 0)) |
| 47 | o[n - 1:] = (c[n:] - c[:-n]) / n |
| 48 | return o |
| 49 | |
| 50 | |
| 51 | def report(code): |
| 52 | h = history(code) |
| 53 | if len(h) < 30: |
| 54 | print(code, "没拿到净值") |
| 55 | return None |
| 56 | d = [x[0] for x in h] |
| 57 | v = np.array([x[1] for x in h], dtype=float) |
| 58 | m60 = ma(v, 60) |
| 59 | |
| 60 | def ret(days): |
| 61 | if len(v) <= days: |
| 62 | return None |
| 63 | return v[-1] / v[-1 - days] - 1 |
| 64 | |
| 65 | peak = np.maximum.accumulate(v) |
| 66 | mdd = ((v - peak) / peak).min() |
| 67 | years = len(v) / 244 |
| 68 | ann = (v[-1] / v[0]) ** (1 / years) - 1 if years > 0 else 0 |
| 69 | above = v[-1] > m60[-1] |
| 70 | side = v > m60 |
| 71 | streak = 0 |
| 72 | for i in range(len(v) - 1, -1, -1): |
| 73 | if np.isnan(m60[i]): |
| 74 | break |
| 75 | if side[i] == above: |
| 76 | streak += 1 |
| 77 | else: |
| 78 | break |
| 79 | r = {"code": code, "from": d[0], "to": d[-1], "n": len(v), "nav": v[-1], |
| 80 | "r1y": ret(244), "r3y": ret(244 * 3), "ann": ann, "mdd": mdd, |
| 81 | "above": bool(above), "streak": streak, |
| 82 | "gap": (v[-1] / m60[-1] - 1) * 100 if not np.isnan(m60[-1]) else None} |
| 83 | f = lambda x: "%+.1f%%" % (x * 100) if x is not None else "-" |
| 84 | print("%s | 净值 %s (%s) | 区间 %s~%s | 近1年 %s | 近3年 %s | 年化 %s | 最大回撤 %.1f%% | 60日线 %s 第%d天 | 偏离 %s" % ( |
| 85 | code, "%.4f" % r["nav"], r["to"], r["from"], r["to"], f(r["r1y"]), f(r["r3y"]), |
| 86 | f(r["ann"]), r["mdd"] * 100, "上方" if above else "下方", streak, |
| 87 | "%+.1f%%" % r["gap"] if r["gap"] is not None else "-")) |
| 88 | return r |
| 89 | |
| 90 | |
| 91 | if __name__ == "__main__": |
| 92 | codes = sys.argv[1:] or ["007466", "006965", "110020"] |
| 93 | res = [report(c) for c in codes] |
| 94 | os.makedirs(os.path.join(os.path.dirname(os.path.dirname(os.path.abspath(__file__))), "out"), exist_ok=True) |
| 95 | with open(os.path.join(os.path.dirname(os.path.dirname(os.path.abspath(__file__))), "out", "基金净值核对.json"), "w", encoding="utf-8") as f: |
| 96 | json.dump(res, f, ensure_ascii=False, indent=2) |
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