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基本面分析指标自动获取程序

发表于 2022-01-15
作者 Huang Wei
次浏览 9 分钟阅读

程序目的

快速获取上市公司多年报表数据，用于企业分析初步筛选

程序下载链接

下载链接: https://pan.baidu.com/s/1xVukyB12ZYIxTF2eSp0oLg 提取码: zpz8

程序运行条件

须按使用说明操作步骤，在聚宽网站上调用使用，不支持离线（主要弄离线版有调用次数限制，大家一起用的话免费版撑不住） 试了几个网站，聚宽还算数据比较全的，暂时使用聚宽，后续有必要再换到其他同类网站。

小白操作步骤

  1. 注册聚宽免费账号。网址：www.joinquant.com
  2. 进入菜单 “策略研究”->”研究环境” 研究环境
  3. 点击上传，上传附件文件（企业基本分析0721_2.ipynb） 上传
  4. 点击进入上传的文件
  5. 修改需要查询数据的股票代码。格式：沪市6xxxx.XSHG,深市0xxxx.XSHE 选择股票 可按需要修改年报年份 选择年份 可修改需要显示的指标数据 修改指标
  6. 点击“运行”按钮获得结果数据 结果

附：源代码

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#股票代码，需要其他公司可修改这里。格式：沪市6xxxx.XSHG,深市0xxxx.XSHE
code= '603606.XSHG'

import pandas as pd

years= ['2020','2019','2018','2017','2016','2015']

#转化单位为亿
toBillion = 100000000

#定义字典
balanceDict={}
cash_flowDict={}
incomeDict={}
indicatorDict={}
balanceCompareDict={}
cash_flowCompareDict={}
incomeCompareDict={}
indicatorCompareDict={}

#定义输出
myReport=pd.DataFrame()

#资产负载
balanceQ = query(
      balance
  ).filter(
      balance.code == code
  )

#现金流量
cash_flowQ = query(
      cash_flow
  ).filter(
      cash_flow.code == code
  )

#利润    
incomeQ = query(
      income
  ).filter(
      income.code == code
  )

#财务指标    
indicatorQ = query(
      indicator
  ).filter(
      indicator.code == code
  )

#营业收入(亿)
operating_revenue = []
#营业收入同比
operating_revenueCompare = []
#应收账款及票据(亿)
account_receivable = []
#应收账票占收入比
account_receivale_margin=[]
#销售毛利率
gross_profit_margin = []
#扣非净利润
adjusted_profit = []
#扣非净利润增速
adjusted_profit_compare = []
#销售净利率
net_profit_margin = []
#归母股东净利润（亿）
np_parent_company_owners = []
#归母股东净利润增速
np_parent_company_ownersCompare = []
#营业成本（营业成本，也称运营成本）（亿）
operating_cost = []
#销售、管理、财务费用总占比
all_expense_margin=[]
#销售费用占比
sale_expense_margin = []
#管理成本占比
administration_expense_margin = []
#财务费用占比
financial_expense_margin = []

#货币占总资产比
cash_total_assets_margin = []

#资产负债率
assets_liability = []
#短期借款
shortterm_loan=[]
#长期借款
longterm_loan = []
#固定资产+在建工程占比
constru_in_process_margin = []
#存货/留到资产
inventories_margin = []
#总资产增长率
total_assetsCompare_margin = []

#归母股东权益
equities_parent_company_owners = []
#少数股东权益
minority_interests =[]
#股东权益合计
total_owner_equities = []
#股东权益占总资产比
total_owner_total_assets_margin =[]

#存货周转率
inventories_turnover_margin = []

#经营活动产生的现金流量净额
net_operate_cash_flow = []
#经营活动产生的现金流量净额占营收比
ocf_to_revenue = []
#经营活动产生的现金流量净额/经营活动净收益
ocf_to_operating_profit = []
#净利润含金量 经营活动产生的现金流量净额/扣非净利润
net_cash_flow_ad_profit = []


#roe
roe = []
#roa
roa = []

for y in years:
    #获取每年的4张表
    balanceDict[y]=get_fundamentals(balanceQ, statDate=int(y))
    cash_flowDict[y]=get_fundamentals(cash_flowQ, statDate=int(y))
    incomeDict[y]=get_fundamentals(incomeQ, statDate=int(y))
    indicatorDict[y]=get_fundamentals(indicatorQ, statDate=int(y))
    
    balanceCompareDict[y]=get_fundamentals(balanceQ, statDate=int(y)-1)
    cash_flowCompareDict[y]=get_fundamentals(cash_flowQ, statDate=int(y)-1)
    incomeCompareDict[y]=get_fundamentals(incomeQ, statDate=int(y)-1)
    indicatorCompareDict[y]=get_fundamentals(indicatorQ, statDate=int(y)-1)
    
    
    #营业收入(亿)
    revenue=round(incomeDict[y]['operating_revenue'][0]/toBillion,2)
    operating_revenue.append(revenue)
    #营业收入同比
    revenuCompare = round(incomeCompareDict[y]['operating_revenue'][0]/toBillion,2)
    compare= (float(revenue) - float(revenuCompare))/float(revenuCompare)
    operating_revenueCompare.append(str(round(compare*100,2))+'%')
    #应收账款(亿)
    receivalbe=round(balanceDict[y]['account_receivable'][0]/toBillion,2)
    +round(balanceDict[y]['bill_receivable'][0]/toBillion,2)
    account_receivable.append(receivalbe)
    #应收账款占收入比
    account_receivale_margin.append(str(round(receivalbe/revenue*100,2))+'%')
    #销售毛利率
    gross_profit_margin.append(str(round(indicatorDict[y]['gross_profit_margin'][0],2))+'%')
    #销售净利率
    net_profit_margin.append(str(round(indicatorDict[y]['net_profit_margin'][0],2))+'%')
    #归母股东净利润（亿）
    np_parent = round(incomeDict[y]['np_parent_company_owners'][0]/toBillion,2)
    np_parent_company_owners.append(np_parent)
    #归母净利润增速
    np_parentCompare = round(incomeCompareDict[y]['np_parent_company_owners'][0]/toBillion,2)
    compare= (float(np_parent) - float(np_parentCompare))/float(np_parentCompare)
    np_parent_company_ownersCompare.append(str(round(compare*100,2))+'%')
    #扣非净利润
    ad_profit = round(indicatorDict[y]['adjusted_profit'][0]/toBillion,2)
    adjusted_profit.append(ad_profit)
    #扣非净利润增速
    adjusted_profitCompare = round(indicatorCompareDict[y]['adjusted_profit'][0]/toBillion,2)
    compare= (float(ad_profit) - float(adjusted_profitCompare))/float(adjusted_profitCompare)
    adjusted_profit_compare.append(str(round(compare*100,2))+'%')
    
    
    #营业成本（营业成本，也称运营成本）（亿）
    all_cost = round(incomeDict[y]['operating_cost'][0]/toBillion,2)
    operating_cost.append(all_cost)
    #销售费用（亿）
    sale_expense = round(incomeDict[y]['sale_expense'][0]/toBillion,2)
    #管理成本（亿）
    administration_expense = round(incomeDict[y]['administration_expense'][0]/toBillion,2)
    #财务费用（亿）
    financial_expense = round(incomeDict[y]['financial_expense'][0]/toBillion,2)
    #费用合计
    all_expense = sale_expense + administration_expense + financial_expense
    #费用占成本比
    all_expense_margin.append(str(round(all_expense/all_cost*100,2))+'%')
    #销售费用占比
    sale_expense_margin.append(str(round(sale_expense/all_cost*100,2))+'%')
    #管理费用占比
    administration_expense_margin.append(str(round(administration_expense/all_cost*100,2))+'%')
    #财务费用占比
    financial_expense_margin.append(str(round(financial_expense/all_cost*100,2))+'%')

    
    #资产合计（亿）
    total_assets = round(balanceDict[y]['total_assets'][0]/toBillion,2)
    #固定资产（亿）
    fixed_assets = round(balanceDict[y]['fixed_assets'][0]/toBillion,2)
    #在建工程（亿）
    constru_in_process = round(balanceDict[y]['constru_in_process'][0]/toBillion,2)
    #固定资产+在建工程占总资产比
    constru_in_process_margin.append(str(round((fixed_assets+constru_in_process)/total_assets*100,2))+'%')
    #货币占总资产比
    cash_equivalents= round(balanceDict[y]['cash_equivalents'][0]/toBillion,2)
    cash_total_assets_margin.append(str(round(cash_equivalents/total_assets*100,2))+'%')
    
     #总资产增长率
    total_assetsCompare = round(balanceCompareDict[y]['total_assets'][0]/toBillion,2)
    compare= (float(total_assets) - float(total_assetsCompare))/float(total_assetsCompare)
    total_assetsCompare_margin.append(str(round(compare*100,2))+'%')
    
    #存货（亿）
    inventories = round(balanceDict[y]['inventories'][0]/toBillion,2)
    #流动资产合计（亿）
    total_current_assets = round(balanceDict[y]['total_current_assets'][0]/toBillion,2)
    #存货与流动资产比
    inventories_margin.append(str(round(inventories/total_current_assets*100,2))+'%')
    #存货周转率
    inventories_turnover_margin.append(round(all_cost/inventories,2))
    
    #负债合计（亿）
    total_liability = round(balanceDict[y]['total_liability'][0]/toBillion,2)
    #资产负债率
    assets_liability.append(str(round(total_liability/total_assets*100,2))+'%')
    #短期借款
    shortterm_loan.append(round(balanceDict[y]['shortterm_loan'][0]/toBillion,2))
    #长期借款
    longterm_loan.append(round(balanceDict[y]['longterm_loan'][0]/toBillion,2))
    
    #归母股东权益
    equities_parent_company_owners.append(round(balanceDict[y]['equities_parent_company_owners'][0]/toBillion,2))
    #少数股东权益
    minority_interests.append(round(balanceDict[y]['minority_interests'][0]/toBillion,2))
    #股东权益合计
    total_owner = round(balanceDict[y]['total_owner_equities'][0]/toBillion,2)
    total_owner_equities.append(total_owner)
    #股东权益占总资产比
    total_owner_total_assets_margin.append(str(round(total_owner/total_assets*100,2))+'%')
    
    #roe
    roe.append(str(round(indicatorDict[y]['roe'][0],2))+'%')
    #roa
    roa.append(str(round(indicatorDict[y]['roa'][0],2))+'%')
    
    #经营活动产生的现金流量净额
    net_cash = round(cash_flowDict[y]['net_operate_cash_flow'][0]/toBillion,2)
    net_operate_cash_flow.append(net_cash)
    #经营活动产生的现金流量净额占营收比
    ocf_to_revenue.append(str(round(indicatorDict[y]['ocf_to_revenue'][0],2))+'%')
    #经营活动产生的现金流量净额/经营活动净收益
    ocf_to_operating_profit.append(str(round(indicatorDict[y]['ocf_to_operating_profit'][0],2))+'%')
    #净利润含金量 经营活动产生的现金流量净额/扣非净利润
    net_cash_flow_ad_profit.append(str(round(net_cash/ad_profit*100,2))+'%')

myReport = pd.DataFrame({'(亿)':years, 
                         'ROE':roe,
                         'ROA':roa,
                         '销售毛利率':gross_profit_margin,
                         '销售净利率': net_profit_margin,
                          '营业收入' :operating_revenue,
                         '营收同比':operating_revenueCompare,
                         '扣非净利润':adjusted_profit,
                         '扣非净利润增速':adjusted_profit_compare,
                         '经营活动产生的现金流量净额': net_operate_cash_flow,
                         '净利润含金量':net_cash_flow_ad_profit,
                         '资产负债率':assets_liability, 
                         '短期借款': shortterm_loan,
                         '长期借款': longterm_loan,
                         '股东权益占总资产比':total_owner_total_assets_margin,
                         '固定资产+在建工程占总资产比':constru_in_process_margin,
                         '货币资金占总资产比':cash_total_assets_margin,
                         '应收账票占收入比':account_receivale_margin,
                        '三项费用总占成本比':all_expense_margin,
                        '销售费用占比':sale_expense_margin,
                        '管理费用占比':administration_expense_margin,
                        '财务费用占比':financial_expense_margin,
                        '存货/流动资产 比':inventories_margin,
                        '存货周转率(次)':inventories_turnover_margin
                        })
myReport.T
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