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Object.py
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# -*-coding:utf-8-*-
# @Time: 2020/9/11 10:17
# @Author: FC
# @Email: 18817289038@163.com
from dataclasses import dataclass
from datetime import datetime
import pandas as pd
import yagmail
@dataclass
class GroupData(object):
"""
Candlestick bar data of a certain trading period.
"""
stock_id: str = ''
industry: str = ''
date: datetime = None
datetime_update: datetime = None
group: int = None
stock_return: float = None
holding_period: int = None
factor_name: str = None
factor_name_chinese: str = None
factor_value: float = None
factor_type: str = None # 因子类型
@dataclass
class FactorRetData(object):
"""
Candlestick bar data of a certain trading period.
"""
date: datetime = None
datetime_update: datetime = None
factor_return: float = None
holding_period: int = None
factor_T: float = None
factor_name: str = None
factor_name_chinese: str = None
ret_type: str = None # 因子收益类型
@dataclass
class FactorData(object):
"""
Candlestick bar data of a certain trading period.
"""
stock_id: str = ''
date_report: datetime = None # 报告期
date: datetime = None # 公布期(数据实际获得的日期)
datetime_update: datetime = None
factor_name: str = None
factor_name_chinese: str = None
factor_category: str = None
factor_value: float = None
factor_type: str = None # 因子类型
# 因子数据的存储
@dataclass
class FactorInfo(object):
"""
对于交易日产生的数据计算出来的因子报告期等于公布期，
对于采用财务数据计算出来的因子有公布期和报告期之分
公布期属于财务会计年度日期，存在未来数据
报告期数据数据实际公布日期，正常数据
"""
#:param data: 该数据用来进行后续的数据分析
#:param data_raw: 该数据用来进行数据存储
data_raw: pd.DataFrame = None # 因子[股票ID，公布期,因子值, 报告期]
data: pd.Series = None # 因子[双索引[股票ID， 交易日]：因子值]
factor_category: str = None
factor_name: str = None
factor_type: str = None # 因子类型
# 发送邮件
def send_email(email, theme, contents):
"""
:param email:
{"person_name": {"user": "email_address",
"password": "password",
"host": "smtp.qq.com"}}
:param theme: email theme
:param contents: email contents
:return:
"""
for person in email.keys():
user = email[person]['user']
password = email[person]['password']
host = email[person]['host']
try:
yag = yagmail.SMTP(user=user,
password=password,
host=host)
yag.send([user], theme, contents)
except:
# Alternate mailbox
yag = yagmail.SMTP(user="18817289038@163.com", password="excejuxyyuthbiaa",
host="smtp.qq.com")
yag.send([user], theme, contents)
# @dataclass
# class FactorData(object):
# """
# Candlestick bar data of a certain trading period.
# 回归结果
# """
#
# stock_id: str = ''
# industry: str = ''
# date: datetime = None
# datetime_update: datetime = None
# group: int = None
#
# stock_return: float = None
# factor_name: str = None
# factor_category: str = None
# factor_name_chinese: str = None
# factor_value: float = None