手把手教你利用Python爬蟲(chóng)分析基金、股票
從前大家朋友圈都在曬美食，曬旅游，曬玩樂(lè)，現(xiàn)在翻來(lái)朋友圈一看，竟然有很多人在曬炒股。這是一個(gè)好現(xiàn)象，說(shuō)明人民日益增長(zhǎng)的美好生活需要，已經(jīng)從溫飽休息，變成了投資和理財(cái)。股票和基金等似乎依然還是大眾眼中新鮮和高級(jí)的事物，買(mǎi)過(guò)股票，漲漲跌跌，也值得網(wǎng)上凡爾賽一番。
在通貨膨脹的時(shí)代，錢(qián)放著就是在貶值。如果你有余錢(qián)且有些許碎片化時(shí)間的話(huà)，投資和理財(cái)是很有必要的。股票對(duì)于大部分散戶(hù)來(lái)說(shuō)，無(wú)疑是坐等著被割韭菜。所以，比起股票，對(duì)于散戶(hù)，我更建議買(mǎi)一些基金。當(dāng)然，若是真的鐘情于股票，倒是可以花一些無(wú)關(guān)緊要丟了也罷的小錢(qián)玩一玩。
經(jīng)常會(huì)聽(tīng)到別人喜歡給人推薦股票，這種人都是新手。因?yàn)檎嬲?jīng)歷了股海沉浮的人，是不敢給人推薦股票的，這句話(huà)懂的人都懂。每一個(gè)炒股的人，都應(yīng)該有自己的選股系統(tǒng)，否則，你憑別人推薦贏(yíng)得的錢(qián)，遲早會(huì)憑自己的無(wú)知輸?shù)簟?/span>
我想了想，花了一天的時(shí)間，爬了些數(shù)據(jù)，寫(xiě)了兩個(gè)基金推薦的程序。一個(gè)是網(wǎng)上流行的 4433 法則，另外一個(gè)我自己想的，基于最受歡迎股票的持倉(cāng)穩(wěn)合度。我不買(mǎi)基金。需要我推薦基金的可以找我。去年來(lái)行情那么好，投資回報(bào)只做到 30% 的，都算是差的。
不妨和大家分享一下我的選股和選基金的思路。簡(jiǎn)單來(lái)說(shuō)就是“抄作業(yè)”。
作為專(zhuān)業(yè)投資機(jī)構(gòu)，基金公司選擇股票都有特定的程序，一般基金公司有自己的研究人員，研究人員把自己的研究結(jié)果匯總給基金經(jīng)理，基金公司也會(huì)從券商的研究機(jī)構(gòu)那里付費(fèi)買(mǎi)研究報(bào)告，另外，基金公司的研究團(tuán)隊(duì)還經(jīng)常到上市企業(yè)實(shí)地考察，以便了解第一手資料。基金經(jīng)理根據(jù)匯總過(guò)來(lái)的資料和自己的經(jīng)驗(yàn)判斷大盤(pán)走勢(shì)、板塊趨勢(shì)及個(gè)股存在的機(jī)會(huì)，然后有的還要經(jīng)過(guò)開(kāi)會(huì)討論，集思廣益。最后才讓操盤(pán)人員買(mǎi)賣(mài)股票。
作為普通人，我們大概率是比不上這些機(jī)構(gòu)的。那么我們應(yīng)該怎么做？我們可以抄基金公司的作業(yè)呀，把別人的成果據(jù)為己有，站在巨人的肩膀上看問(wèn)題，不香么。現(xiàn)在問(wèn)題來(lái)了，根據(jù)法律規(guī)定基金公司在特定時(shí)間，只會(huì)公布上一個(gè)季度的持倉(cāng)數(shù)據(jù)，那么它的作業(yè)就是老作業(yè)，布置了新作業(yè)，卻交上一次的作業(yè)，肯定是不行的。那有什么辦法呢？有。就是多抄幾分作業(yè)，用頻率來(lái)替代概率。我的程序可以抄所有基金公司的作業(yè)，把它整合成一個(gè)作業(yè)，雖然不那么完美，但是總歸是不錯(cuò)的。怎么樣把七千多份作業(yè)抄成一份，這就是我的賣(mài)點(diǎn)所在。我不懂選股，但是我希望能站在基金這個(gè)巨人的肩膀上看問(wèn)題，總是不會(huì)錯(cuò)的。
學(xué)數(shù)據(jù)科學(xué)的應(yīng)該清楚，數(shù)據(jù)分析的三板斧，其實(shí)非常有用的一招就是“count”（數(shù)數(shù)），小學(xué)就會(huì)的，最簡(jiǎn)單的，也是非常有效的。
廢話(huà)不多說(shuō)，直接上菜。
第一步：基金數(shù)據(jù)爬取
打開(kāi)天天基金網(wǎng)（https://fund.eastmoney.com/），通過(guò)瀏覽器的開(kāi)發(fā)者工具，我們能觀(guān)察到用戶(hù)的請(qǐng)求和數(shù)據(jù)的返回過(guò)程。從而利用正則表達(dá)式，以及 xpath 等工具，輔以一點(diǎn) python 爬蟲(chóng)的知識(shí)，很容易就能獲取到每支基金的增長(zhǎng)率和持倉(cāng)情況。
我所用到的代碼如下。
XMtool.py：
import pandas as pdimport requestsfrom lxml import etreeimport reimport numpy as npsample = '150000'sc = '6yzf'st = 'desc'ft = 'gp'dx = '1'season = 1r1r = 1r1z = 1r1y = 1r3y = 0.3333r6y = 0.3333r1n = 0.25r2n = 0.25r3n = 0.25rjnl = 0.25rcll = 1sd = '2021-01-07'ed = '2021-02-07'from PyQt5.QtWidgets import QDialogimport sysfrom PyQt5.QtWidgets import QApplicationimport dialogclass TestDialog1(QDialog,dialog.Ui_XMtool):def __init__(self,parent=None):super(TestDialog1,self).__init__(parent)self.setupUi(self)app=QApplication(sys.argv)dlg=TestDialog1()dlg.show()app.exec_()sample = dlg.sample.text()sc = dlg.sc.currentText()st = dlg.st.currentText()ft = dlg.ft.currentText()dx = dlg.dx.currentText()season = int(dlg.season.currentText())r1r = float(dlg.r1r.text())r1z = float(dlg.r1z.text())r1y = float(dlg.r1y.text())r3y = float(dlg.r3y.text())r6y = float(dlg.r6y.text())r1n = float(dlg.r1n.text())r2n = float(dlg.r2n.text())r3n = float(dlg.r3n.text())rjnl = float(dlg.rjnl.text())rcll = float(dlg.rcll.text())header = {'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/88.0.4324.96 Safari/537.36','Referer': 'http://fund.eastmoney.com/data/fundranking.html','Cookie':'st_si=74949607860286; st_asi=delete; ASP.NET_SessionId=gekyucnll0wte0wrks2rr23b; _adsame_fullscreen_18503=1; EMFUND1=null; EMFUND2=null; EMFUND3=null; EMFUND4=null; EMFUND5=null; EMFUND6=null; EMFUND7=null; EMFUND8=null; EMFUND0=null; EMFUND9=02-07 16:37:21@#$%u521B%u91D1%u5408%u4FE1%u5DE5%u4E1A%u5468%u671F%u80A1%u7968A@%23%24005968; st_pvi=90009717841707; st_sp=2021-02-07%2012%3A14%3A29; st_inirUrl=https%3A%2F%2Fwww.baidu.com%2Flink; st_sn=21; st_psi=2021020716562364-0-0372414431'}url = 'http://fund.eastmoney.com/data/rankhandler.aspx?op=ph&dt=kf&ft='+ft+'&rs=&gs=0&sc='+sc+'&st='+st+'&sd='+sd+'&ed='+ed+'&qdii=&tabSubtype=,,,,,&pi=1&pn='+sample+'&dx='+dx+'&v=0.2692835962833908'response = requests.get(url=url, headers=header)text = response.textdata = text.split('=')[1]compile_data = re.findall("{datas:\\[(.*)\\],allRecords", str(data))[0]strip_data = str(compile_data).strip('[').strip(']')replace_quta = strip_data.replace('"', "")quota_arrays = replace_quta.split(",")intervals = [[i * 25, (i + 1) * 25] for i in range(15000)]#生成10000個(gè)區(qū)間，每個(gè)區(qū)間長(zhǎng)度為25narrays = []for k in intervals:start, end = k[0], k[1]line = quota_arrays[start:end]narrays.append(line)header = ["基金代碼", "基金簡(jiǎn)稱(chēng)", "基金條碼", "日期","單位凈值", "累計(jì)凈值", "日增長(zhǎng)率", "近1周", "近1月", "近3月", "近半年", "近1年", "近2年", "近3年","今年來(lái)", "成立來(lái)", "其他1", "其他2", "其他3", "其他4", "其他5", "其他6", "其他7", "其他8", "其他9"]df = pd.DataFrame(narrays, columns=header)df.dropna()total = df.count()[0]print("共有{}支基金！".format(total))df = df.head(total)df_part = df[["基金代碼", "基金簡(jiǎn)稱(chēng)", "日增長(zhǎng)率", "近1周", "近1月", "近3月", "近半年", "近1年", "近2年", "近3年","今年來(lái)", "成立來(lái)"]]df.to_csv("./基金增長(zhǎng)率.csv", encoding="utf_8_sig")df_picked_part = df_partrates = [r1r,r1z,r1y,r3y,r6y,r1n,r2n,r3n,rjnl,rcll]i = -1for sc in ["日增長(zhǎng)率", "近1周", "近1月", "近3月", "近半年", "近1年", "近2年", "近3年","今年來(lái)", "成立來(lái)"]:i = i+1rate = rates[i]rate_num = int(total*rate)df_tmp = df_part.sort_values(by=[sc], ascending=False, axis=0)df_tmp = df_tmp.head(rate_num)df_picked_part = pd.merge(df_picked_part,df_tmp,how='inner')print(df_picked_part.head(10))df_picked_part.to_csv("./4433法則結(jié)果.csv", encoding="utf_8_sig")rank_codes = df_part['基金代碼'].values.tolist()stocks_array = []stock_funds = []total_part = int(total/100)+1for index, code in enumerate(rank_codes):# if index < 1:# print("<" * 30 + "所有基金的股票池前10情況" + ">" * 30)# print(code)if index%total_part==0:print("<" * 30 + "獲得基金持倉(cāng)數(shù)據(jù)中："+str(index)+"/"+str(total)+ ">" * 30)url = "http://fundf10.eastmoney.com/FundArchivesDatas.aspx?type=jjcc&code={}&topline=10&year=&month=&rt=0.5032668912422176".format(code)head = {"Cookie": "EMFUND1=null; EMFUND2=null; EMFUND3=null; EMFUND4=null; EMFUND5=null; EMFUND6=null; EMFUND7=null; EMFUND8=null; EMFUND0=null; st_si=44023331838789; st_asi=delete; EMFUND9=08-16 22:04:25@#$%u4E07%u5BB6%u65B0%u5229%u7075%u6D3B%u914D%u7F6E%u6DF7%u5408@%23%24519191; ASP.NET_SessionId=45qdofapdlm1hlgxapxuxhe1; st_pvi=87492384111747; st_sp=2020-08-16%2000%3A05%3A17; st_inirUrl=http%3A%2F%2Ffund.eastmoney.com%2Fdata%2Ffundranking.html; st_sn=12; st_psi=2020081622103685-0-6169905557","User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/84.0.4147.125 Safari/537.36"}response = requests.get(url, headers=head)text = response.textdiv = re.findall('content:\\"(.*)\\",arryear', text)[0]html_body = '<!DOCTYPE html><html lang="en"><head><meta charset="UTF-8"><title>test</title></head><body>%s</body></html>' % (div)html = etree.HTML(html_body)stock_info = html.xpath('//div[{}]/div/table/tbody/tr/td/a'.format(season))stock_money = html.xpath('//div[{}]/div/table/tbody/tr/td[@class="tor"]'.format(season))if stock_money == []:stock_money = html.xpath('//div[{}]/div/table/tbody/tr/td[@class="toc"]'.format(season))stock_attr = []stock_money_text = []for ii in stock_money:ii_text = ii.textif ii_text!=None:ii.text = ii.text.replace('---','0')stock_money_text.append(float(ii.text.replace(',','').replace('%','')))stock_one_fund = []if len(stock_info)!=0 and len(stock_money_text)!=0:count = -1for i in range(0,len(stock_info)):stock = stock_info[i]if stock.text==None:stock.text = '缺失'tmp0 = stock.text.split('.')tmp = tmp0[0]if stock.text and (tmp.isdigit() or (tmp.isupper() and tmp.isalnum() and len(tmp0)>1)):# if stock.text and stock.text.isdigit():# list_tmp = [stock.text,stock_info[i+1].text]count = count+1stock_one_fund.append([stock_info[i+1].text,stock_money_text[3*count+0],stock_money_text[3*count+1],stock_money_text[3*count+2]])stock_funds.append([code,stock_one_fund])stocks_array.extend(stock_one_fund)print("<" * 30 + "獲得基金持倉(cāng)數(shù)據(jù)中：done!!!"+ ">" * 30)tmp = pd.DataFrame(stock_funds,columns=['基金代碼','十大重倉(cāng)'])df_funds_info_extend = pd.merge(df_part,tmp,how='inner',on='基金代碼')df_funds_info_extend.set_index('基金代碼')df_funds_info_extend.to_csv("./基金持倉(cāng).csv", encoding="utf_8_sig")stock_info_list = []for row in df_funds_info_extend.iterrows():tenpos = row[1]['十大重倉(cāng)']fund_jc = row[1]['基金簡(jiǎn)稱(chēng)']if len(tenpos)!=0:tmp = [tenpos[0][0],fund_jc,tenpos[0][1],tenpos[0][2],tenpos[0][3]]stock_info_list.append(tmp)df_stock_info = pd.DataFrame(stock_info_list,columns=['股票簡(jiǎn)稱(chēng)','所屬基金','占凈值比例','持股數(shù)_萬(wàn)','持倉(cāng)市值_萬(wàn)'])df_stock_info.to_csv("./股票被持有信息.csv", encoding="utf_8_sig")df_stock_info_cp = df_stock_infodf_stock_info_cp['所屬基金cp'] = df_stock_info['所屬基金']df_stock_info_gb = df_stock_info_cp.groupby('股票簡(jiǎn)稱(chēng)')stock_agg_result = df_stock_info_gb.agg({'持股數(shù)_萬(wàn)':np.sum,'持倉(cāng)市值_萬(wàn)':np.sum,'占凈值比例':np.mean,'所屬基金':len,'所屬基金cp':list})stock_agg_result.columns = ['被持股數(shù)_萬(wàn)','被持倉(cāng)市值_萬(wàn)','平均占比','所屬基金數(shù)目','所屬基金集合']stock_agg_result.to_csv("./股票被持有信息統(tǒng)計(jì).csv", encoding="utf_8_sig")rank = 10stock_agg_result = stock_agg_result.sort_values(by="所屬基金數(shù)目",ascending=False)stock_agg_result_head0 = stock_agg_result.head(rank)stock_agg_result = stock_agg_result.sort_values(by="被持倉(cāng)市值_萬(wàn)",ascending=False)stock_agg_result_head1 = stock_agg_result.head(rank)stock_agg_result = stock_agg_result.sort_values(by="平均占比",ascending=False)stock_agg_result_head2 = stock_agg_result.head(rank)funds_stocks_count = []for st_funds_ in stock_funds:st_funds = st_funds_[1]tmp = [i[0] for i in st_funds]df_stock_funds = pd.DataFrame(tmp,columns=['股票簡(jiǎn)稱(chēng)'])count0 = pd.merge(stock_agg_result_head0,df_stock_funds,how='inner',on='股票簡(jiǎn)稱(chēng)').iloc[:,0].sizecount1 = pd.merge(stock_agg_result_head1,df_stock_funds,how='inner',on='股票簡(jiǎn)稱(chēng)').iloc[:,0].sizecount2 = pd.merge(stock_agg_result_head2,df_stock_funds,how='inner',on='股票簡(jiǎn)稱(chēng)').iloc[:,0].sizejc_tmp = df_part[df_part['基金代碼']==st_funds_[0]].iloc[0,1]funds_stocks_count.append([jc_tmp,count0,count1,count2])df_funds_stock_count = pd.DataFrame(funds_stocks_count,columns = ['基金簡(jiǎn)稱(chēng)','優(yōu)倉(cāng)數(shù)目_所屬基金數(shù)','優(yōu)倉(cāng)數(shù)目_被持倉(cāng)市值','平均占比'])df_funds_stock_count = df_funds_stock_count.sort_values(by=["優(yōu)倉(cāng)數(shù)目_所屬基金數(shù)"], ascending=False, axis=0)df_funds_stock_count = pd.merge(df_funds_stock_count,df_part,how='inner',on='基金簡(jiǎn)稱(chēng)')df_funds_stock_count.to_csv("./基金持受歡迎股數(shù)目統(tǒng)計(jì).csv", encoding="utf_8_sig")
dialog.py
# -*- coding: utf-8 -*-# Form implementation generated from reading ui file 'dialog.ui'## Created by: PyQt5 UI code generator 5.9.2## WARNING! All changes made in this file will be lost!from PyQt5 import QtCore, QtGui, QtWidgetsclass Ui_XMtool(object):def setupUi(self, XMtool):XMtool.setObjectName("XMtool")XMtool.resize(701, 622)self.verticalLayout = QtWidgets.QVBoxLayout(XMtool)self.verticalLayout.setObjectName("verticalLayout")self.formGroupBox_2 = QtWidgets.QGroupBox(XMtool)self.formGroupBox_2.setObjectName("formGroupBox_2")self.gridLayout = QtWidgets.QGridLayout(self.formGroupBox_2)self.gridLayout.setObjectName("gridLayout")self.label_18 = QtWidgets.QLabel(self.formGroupBox_2)self.label_18.setObjectName("label_18")self.gridLayout.addWidget(self.label_18, 0, 0, 1, 1)self.pushButton = QtWidgets.QPushButton(self.formGroupBox_2)self.pushButton.setObjectName("pushButton")self.gridLayout.addWidget(self.pushButton, 2, 0, 1, 2)self.frame = QtWidgets.QFrame(self.formGroupBox_2)self.frame.setObjectName("frame")self.formLayout_4 = QtWidgets.QFormLayout(self.frame)self.formLayout_4.setObjectName("formLayout_4")self.label = QtWidgets.QLabel(self.frame)self.label.setObjectName("label")self.formLayout_4.setWidget(0, QtWidgets.QFormLayout.LabelRole, self.label)self.r1r = QtWidgets.QLineEdit(self.frame)self.r1r.setObjectName("r1r")self.formLayout_4.setWidget(0, QtWidgets.QFormLayout.FieldRole, self.r1r)self.label_2 = QtWidgets.QLabel(self.frame)self.label_2.setObjectName("label_2")self.formLayout_4.setWidget(1, QtWidgets.QFormLayout.LabelRole, self.label_2)self.r1z = QtWidgets.QLineEdit(self.frame)self.r1z.setObjectName("r1z")self.formLayout_4.setWidget(1, QtWidgets.QFormLayout.FieldRole, self.r1z)self.label_3 = QtWidgets.QLabel(self.frame)self.label_3.setObjectName("label_3")self.formLayout_4.setWidget(2, QtWidgets.QFormLayout.LabelRole, self.label_3)self.r1y = QtWidgets.QLineEdit(self.frame)self.r1y.setObjectName("r1y")self.formLayout_4.setWidget(2, QtWidgets.QFormLayout.FieldRole, self.r1y)self.label_4 = QtWidgets.QLabel(self.frame)self.label_4.setObjectName("label_4")self.formLayout_4.setWidget(3, QtWidgets.QFormLayout.LabelRole, self.label_4)self.r3y = QtWidgets.QLineEdit(self.frame)self.r3y.setObjectName("r3y")self.formLayout_4.setWidget(3, QtWidgets.QFormLayout.FieldRole, self.r3y)self.label_5 = QtWidgets.QLabel(self.frame)self.label_5.setObjectName("label_5")self.formLayout_4.setWidget(4, QtWidgets.QFormLayout.LabelRole, self.label_5)self.r6y = QtWidgets.QLineEdit(self.frame)self.r6y.setObjectName("r6y")self.formLayout_4.setWidget(4, QtWidgets.QFormLayout.FieldRole, self.r6y)self.label_6 = QtWidgets.QLabel(self.frame)self.label_6.setObjectName("label_6")self.formLayout_4.setWidget(5, QtWidgets.QFormLayout.LabelRole, self.label_6)self.r1n = QtWidgets.QLineEdit(self.frame)self.r1n.setObjectName("r1n")self.formLayout_4.setWidget(5, QtWidgets.QFormLayout.FieldRole, self.r1n)self.label_7 = QtWidgets.QLabel(self.frame)self.label_7.setObjectName("label_7")self.formLayout_4.setWidget(6, QtWidgets.QFormLayout.LabelRole, self.label_7)self.r2n = QtWidgets.QLineEdit(self.frame)self.r2n.setObjectName("r2n")self.formLayout_4.setWidget(6, QtWidgets.QFormLayout.FieldRole, self.r2n)self.label_8 = QtWidgets.QLabel(self.frame)self.label_8.setObjectName("label_8")self.formLayout_4.setWidget(7, QtWidgets.QFormLayout.LabelRole, self.label_8)self.r3n = QtWidgets.QLineEdit(self.frame)self.r3n.setObjectName("r3n")self.formLayout_4.setWidget(7, QtWidgets.QFormLayout.FieldRole, self.r3n)self.label_9 = QtWidgets.QLabel(self.frame)self.label_9.setObjectName("label_9")self.formLayout_4.setWidget(8, QtWidgets.QFormLayout.LabelRole, self.label_9)self.rjnl = QtWidgets.QLineEdit(self.frame)self.rjnl.setObjectName("rjnl")self.formLayout_4.setWidget(8, QtWidgets.QFormLayout.FieldRole, self.rjnl)self.label_10 = QtWidgets.QLabel(self.frame)self.label_10.setObjectName("label_10")self.formLayout_4.setWidget(9, QtWidgets.QFormLayout.LabelRole, self.label_10)self.rcll = QtWidgets.QLineEdit(self.frame)self.rcll.setObjectName("rcll")self.formLayout_4.setWidget(9, QtWidgets.QFormLayout.FieldRole, self.rcll)self.gridLayout.addWidget(self.frame, 1, 1, 1, 1)self.frame_2 = QtWidgets.QFrame(self.formGroupBox_2)self.frame_2.setObjectName("frame_2")self.label_11 = QtWidgets.QLabel(self.frame_2)self.label_11.setGeometry(QtCore.QRect(18, 18, 96, 24))self.label_11.setObjectName("label_11")self.label_12 = QtWidgets.QLabel(self.frame_2)self.label_12.setGeometry(QtCore.QRect(18, 61, 96, 24))self.label_12.setObjectName("label_12")self.sc = QtWidgets.QComboBox(self.frame_2)self.sc.setGeometry(QtCore.QRect(126, 61, 91, 30))self.sc.setObjectName("sc")self.sc.addItem("")self.sc.addItem("")self.sc.addItem("")self.sc.addItem("")self.sc.addItem("")self.sc.addItem("")self.sc.addItem("")self.sc.addItem("")self.sc.addItem("")self.sc.addItem("")self.sc.addItem("")self.sc.addItem("")self.sc.addItem("")self.sc.addItem("")self.sc.addItem("")self.sc.addItem("")self.sc.setItemText(15, "")self.label_13 = QtWidgets.QLabel(self.frame_2)self.label_13.setGeometry(QtCore.QRect(18, 103, 96, 24))self.label_13.setObjectName("label_13")self.st = QtWidgets.QComboBox(self.frame_2)self.st.setGeometry(QtCore.QRect(126, 103, 90, 30))self.st.setObjectName("st")self.st.addItem("")self.st.addItem("")self.label_14 = QtWidgets.QLabel(self.frame_2)self.label_14.setGeometry(QtCore.QRect(18, 145, 96, 24))self.label_14.setObjectName("label_14")self.ft = QtWidgets.QComboBox(self.frame_2)self.ft.setGeometry(QtCore.QRect(126, 145, 90, 30))self.ft.setObjectName("ft")self.ft.addItem("")self.ft.addItem("")self.ft.addItem("")self.ft.addItem("")self.ft.addItem("")self.ft.addItem("")self.ft.addItem("")self.ft.addItem("")self.label_15 = QtWidgets.QLabel(self.frame_2)self.label_15.setGeometry(QtCore.QRect(18, 187, 96, 24))self.label_15.setObjectName("label_15")self.dx = QtWidgets.QComboBox(self.frame_2)self.dx.setGeometry(QtCore.QRect(126, 187, 55, 30))self.dx.setObjectName("dx")self.dx.addItem("")self.dx.addItem("")self.label_16 = QtWidgets.QLabel(self.frame_2)self.label_16.setGeometry(QtCore.QRect(18, 229, 96, 24))self.label_16.setObjectName("label_16")self.season = QtWidgets.QComboBox(self.frame_2)self.season.setGeometry(QtCore.QRect(126, 229, 56, 30))self.season.setObjectName("season")self.season.addItem("")self.season.addItem("")self.season.addItem("")self.season.addItem("")self.sample = QtWidgets.QLineEdit(self.frame_2)self.sample.setGeometry(QtCore.QRect(126, 18, 151, 30))self.sample.setObjectName("sample")self.gridLayout.addWidget(self.frame_2, 1, 0, 1, 1)self.label_17 = QtWidgets.QLabel(self.formGroupBox_2)self.label_17.setObjectName("label_17")self.gridLayout.addWidget(self.label_17, 0, 1, 1, 1)self.frame.raise_()self.frame_2.raise_()self.label_18.raise_()self.label_17.raise_()self.pushButton.raise_()self.verticalLayout.addWidget(self.formGroupBox_2)self.retranslateUi(XMtool)self.pushButton.clicked.connect(XMtool.accept)QtCore.QMetaObject.connectSlotsByName(XMtool)def retranslateUi(self, XMtool):_translate = QtCore.QCoreApplication.translateXMtool.setWindowTitle(_translate("XMtool", "股林秘籍小明三式"))XMtool.setToolTip(_translate("XMtool", "<html><head/><body><p>歡迎使用小明選股軟件！</p></body></html>"))XMtool.setWhatsThis(_translate("XMtool", "<html><head/><body><p>不認(rèn)識(shí)爸爸？</p></body></html>"))self.label_18.setText(_translate("XMtool", "基金數(shù)據(jù)參數(shù)設(shè)定："))self.pushButton.setText(_translate("XMtool", "小明已確定"))self.label.setText(_translate("XMtool", "日增長(zhǎng)率"))self.r1r.setText(_translate("XMtool", "1"))self.label_2.setText(_translate("XMtool", "近1周"))self.r1z.setText(_translate("XMtool", "1"))self.label_3.setText(_translate("XMtool", "近1月"))self.r1y.setText(_translate("XMtool", "1"))self.label_4.setText(_translate("XMtool", "近3月"))self.r3y.setText(_translate("XMtool", "0.33333"))self.label_5.setText(_translate("XMtool", "近6月"))self.r6y.setText(_translate("XMtool", "0.33333"))self.label_6.setText(_translate("XMtool", "近1年"))self.r1n.setText(_translate("XMtool", "0.25"))self.label_7.setText(_translate("XMtool", "近2年"))self.r2n.setText(_translate("XMtool", "0.25"))self.label_8.setText(_translate("XMtool", "近3年"))self.r3n.setText(_translate("XMtool", "0.25"))self.label_9.setText(_translate("XMtool", "今年來(lái)"))self.rjnl.setText(_translate("XMtool", "0.25"))self.label_10.setText(_translate("XMtool", "成立來(lái)"))self.rcll.setText(_translate("XMtool", "1"))self.label_11.setText(_translate("XMtool", "樣本數(shù)量"))self.label_12.setText(_translate("XMtool", "排序鍵值"))self.sc.setItemText(0, _translate("XMtool", "6yzf"))self.sc.setItemText(1, _translate("XMtool", "dm"))self.sc.setItemText(2, _translate("XMtool", "jc"))self.sc.setItemText(3, _translate("XMtool", "jzrq"))self.sc.setItemText(4, _translate("XMtool", "dwjz"))self.sc.setItemText(5, _translate("XMtool", "ljjz"))self.sc.setItemText(6, _translate("XMtool", "rzdf"))self.sc.setItemText(7, _translate("XMtool", "zzf"))self.sc.setItemText(8, _translate("XMtool", "1yzf"))self.sc.setItemText(9, _translate("XMtool", "3yzf"))self.sc.setItemText(10, _translate("XMtool", "1nzf"))self.sc.setItemText(11, _translate("XMtool", "2nzf"))self.sc.setItemText(12, _translate("XMtool", "3nzf"))self.sc.setItemText(13, _translate("XMtool", "jnzf"))self.sc.setItemText(14, _translate("XMtool", "lnzf"))self.label_13.setText(_translate("XMtool", "排序方式"))self.st.setItemText(0, _translate("XMtool", "desc"))self.st.setItemText(1, _translate("XMtool", "asc"))self.label_14.setText(_translate("XMtool", "基金類(lèi)型"))self.ft.setItemText(0, _translate("XMtool", "all"))self.ft.setItemText(1, _translate("XMtool", "gp"))self.ft.setItemText(2, _translate("XMtool", "hh"))self.ft.setItemText(3, _translate("XMtool", "zs"))self.ft.setItemText(4, _translate("XMtool", "qdii"))self.ft.setItemText(5, _translate("XMtool", "zq"))self.ft.setItemText(6, _translate("XMtool", "lof"))self.ft.setItemText(7, _translate("XMtool", "fof"))self.label_15.setText(_translate("XMtool", "是否可購(gòu)"))self.dx.setItemText(0, _translate("XMtool", "1"))self.dx.setItemText(1, _translate("XMtool", "0"))self.label_16.setText(_translate("XMtool", "季度選擇"))self.season.setItemText(0, _translate("XMtool", "1"))self.season.setItemText(1, _translate("XMtool", "2"))self.season.setItemText(2, _translate("XMtool", "3"))self.season.setItemText(3, _translate("XMtool", "4"))self.sample.setText(_translate("XMtool", "15000"))self.label_17.setText(_translate("XMtool", "四四三三法則參數(shù)："))
運(yùn)行之后，需要填一些參數(shù)，如下。
確定之后，除了爬下來(lái)了我們后面所要用到的全部數(shù)據(jù)之外，我們還利用 4433 法則，對(duì)于基金進(jìn)行了一個(gè)初步的分析和篩選。
第二步：股票增持計(jì)算
有了上面爬下來(lái)的原始數(shù)據(jù)之后，我們就可以統(tǒng)計(jì)：?jiǎn)喂善北换鸸境钟械臄?shù)量、單股票被基金公司持有的市值和持有單股票基金公司的數(shù)目。對(duì)于不同的相鄰季度，我們可以計(jì)算這三個(gè)量的增長(zhǎng)，又得到三個(gè)新的指標(biāo)。對(duì)于不同的指標(biāo)進(jìn)行降排序，我們可以得到股票在基金公司中的受歡迎程度，以此得到股票好壞度，指標(biāo)值作為權(quán)重。不同的指標(biāo)得到的不同的股票排序還可以拿前幾取交集。從而我們就得到了基金公司們期待值比較高的股票。
我所用的代碼如下：
#!/usr/bin/env python# coding: utf-8# In[]:import pandas as pd#import osimport tkinter as tkfrom tkinter import filedialogdef getLocalFile():root=tk.Tk()root.withdraw()filePath=filedialog.askopenfilename()print('文件路徑：',filePath)return filePath#if __name__ == '__main__':# In[]:file1 = getLocalFile()file2 = getLocalFile()#sheet1 = pd.read_csv('./all_1/股票被持有信息統(tǒng)計(jì).csv')sheet1 = pd.read_csv(file1)sheet1#sheet2 = pd.read_csv('./all_2/股票被持有信息統(tǒng)計(jì).csv')sheet2 = pd.read_csv(file2)sheet3 = pd.merge(sheet1,sheet2,how='inner',on='股票簡(jiǎn)稱(chēng)')sheet3sheet3['增持股數(shù)'] = sheet3['被持股數(shù)_萬(wàn)_x'] - sheet3['被持股數(shù)_萬(wàn)_y']# In[]:sheet3['增持市值'] = sheet3['被持倉(cāng)市值_萬(wàn)_x'] - sheet3['被持倉(cāng)市值_萬(wàn)_y']#sheet3['增持占比'] = sheet3['平均占比_x'] - sheet3['平均占比_y']sheet3['增持基金數(shù)量'] = sheet3['所屬基金數(shù)目_x'] - sheet3['所屬基金數(shù)目_y']sheet3.to_csv('增持情況統(tǒng)計(jì).csv',encoding="utf_8_sig")
第三步：好股基金選取
第二步中，我們其實(shí)已經(jīng)得到了被基金公司看重的股票，如果炒股，直接取其前幾，按其權(quán)重進(jìn)行金額配置即可。現(xiàn)在問(wèn)題是，國(guó)內(nèi)股票交易，一手起步，選出來(lái)的股票很貴，比如說(shuō)茅臺(tái)，你不一定買(mǎi)得起。這時(shí)候，我們還是寄希望于買(mǎi)基金。我們希望選出的基金的持倉(cāng)和我們選出的好股票集合的“相似度”盡可能高。相似度的衡量又很多方法。比如說(shuō)：基金持有的十大重倉(cāng)含有好股的數(shù)目、基金持有的十大重倉(cāng)含有好股的市值、基金持有的十大重倉(cāng)含有好股的占比、基金持有的十大重倉(cāng)含有好股的加權(quán)占比（加權(quán)基于增持市值或增持基金數(shù)量）等等。
下面是我所用到的代碼，細(xì)節(jié)可看。
#!/usr/bin/env python# coding: utf-8# In[]:import pandas as pd#import os# In[]:import tkinter as tkfrom tkinter import filedialogdef getLocalFile():root=tk.Tk()root.withdraw()filePath=filedialog.askopenfilename()print('文件路徑：',filePath)return filePath#if __name__ == '__main__':# In[]print('請(qǐng)輸入增持情況統(tǒng)計(jì)：')increase_hold_add = getLocalFile()inc = pd.read_csv(increase_hold_add,index_col = 0)inc# In[]:#print('請(qǐng)輸入比率：')str_num = input("Enter your number: ")rate = int(str_num)rate# In[]:inc_sort_zcgs = inc.sort_values(by=["增持股數(shù)"], ascending=False, axis=0)inc_sort_zcsz = inc.sort_values(by=["增持市值"], ascending=False, axis=0)inc_sort_zcjjsl = inc.sort_values(by=["增持基金數(shù)量"], ascending=False, axis=0)inc_sort_zcgsinc_sort_zcgs = inc_sort_zcgs.head(rate)inc_sort_zcsz = inc_sort_zcsz.head(rate)inc_sort_zcjjsl = inc_sort_zcjjsl.head(rate)inc_merge = pd.merge(inc_sort_zcsz,inc_sort_zcjjsl,how='inner',on='股票簡(jiǎn)稱(chēng)')inc_mergeintersec = inc_merge['股票簡(jiǎn)稱(chēng)']intersecprint('選出來(lái)的前{}股票交集為：'.format(rate))print(intersec)print('共{}只！'.format(len(intersec)))# In[]:print('請(qǐng)選擇基金持倉(cāng)：')funds_hold_add = getLocalFile()funds_hold = pd.read_csv(funds_hold_add,index_col = 0)stock_funds = funds_holdstock_fundsintersecintersec_ex = pd.merge(intersec,inc,how='inner',on='股票簡(jiǎn)稱(chēng)')intersec_ex['權(quán)重_增持市值'] = intersec_ex['增持市值']/intersec_ex['增持市值'].sum()intersec_ex['權(quán)重_增持基金數(shù)量'] = intersec_ex['增持基金數(shù)量']/intersec_ex['增持基金數(shù)量'].sum()intersec_ex.to_csv("./好股.csv", encoding="utf_8_sig")# In[ ]:result = []# pd.DataFrame()for row in stock_funds.iterrows():tenpos = row[1]['十大重倉(cāng)']exec('tps='+tenpos)fund_jc = row[1]['基金簡(jiǎn)稱(chēng)']#tmp = [i[0] for i in tps]#rate = [r[1] for r in tps]list_tmp = [[i[0],i[1]] for i in tps]df_stock_rate = pd.DataFrame(list_tmp,columns=['股票簡(jiǎn)稱(chēng)','股票占比'])# good_stock_rate# df_stock_funds = pd.DataFrame(tmp,columns=['股票簡(jiǎn)稱(chēng)'])# print(df_stock_funds)good_stock = pd.merge(intersec_ex,df_stock_rate,how='inner',on='股票簡(jiǎn)稱(chēng)')#.iloc[:,0]count = good_stock['股票簡(jiǎn)稱(chēng)'].sizerate_vector = good_stock['股票占比']total_rate = rate_vector.sum()tmp = (rate_vector.mul(good_stock['權(quán)重_增持市值']))#.sumtmp = tmp.sum()total_rate_weighted_zcsz = tmptmp = (rate_vector.mul(good_stock['權(quán)重_增持基金數(shù)量']))#.sumtmp = tmp.sum()total_rate_weighted_zcjjsl = tmp#good_stock_jc = good_stock['基金簡(jiǎn)稱(chēng)']result.append([fund_jc,count,total_rate,total_rate_weighted_zcsz,total_rate_weighted_zcjjsl])pd_result = pd.DataFrame(result,columns = ['基金簡(jiǎn)稱(chēng)','好股數(shù)目','好股占比','加權(quán)好股占比_增持市值','加權(quán)好股占比_增持基金數(shù)量'])pd_result = pd_result.sort_values(by='加權(quán)好股占比_增持市值',ascending=False)pd_result = pd.merge(pd_result,stock_funds,how='inner',on='基金簡(jiǎn)稱(chēng)')# In[]:pd_result.to_csv("./基金持好股情況統(tǒng)計(jì).csv", encoding="utf_8_sig")print('完成！按任意鍵退出！')stop = input()
使用以往的數(shù)據(jù)做個(gè)測(cè)試驗(yàn)證，如下：
從上圖可看出，用我的基金選擇策略，選出來(lái)的基金一個(gè)月漲跌為 15 個(gè)點(diǎn)，兩個(gè)指數(shù)基金翻車(chē)，只有百分之五，勉強(qiáng)跑得贏(yíng)上證。
“風(fēng)險(xiǎn)越高，收益越高”總是不變的鐵律，從這個(gè)角度來(lái)看，似乎就不必糾結(jié)于哪種方案或者策略收益是最高的，差不多就行了。
最后給大家推薦視頻號(hào)，每天更新爬蟲(chóng)高階實(shí)戰(zhàn)視頻。
掃描關(guān)注??
自強(qiáng)不息
評(píng)論
圖片
表情