理论实践/金融模型/Compound-Annual-Growth-Rate.ipynb

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   "metadata": {},
   "outputs": [],
   "source": [
    "import tushare as ts\n",
    "import pandas as pd\n",
    "\n",
    "#设置完整显示数据\n",
    "pd.set_option('display.max_rows', 500)\n",
    "pd.set_option('display.max_columns', 500)\n",
    "pd.set_option('display.width', 1000)\n",
    "pd.set_option('display.float_format', '{:,.2f}'.format)\n",
    "\n",
    "pro = ts.pro_api('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx')\n",
    "\n",
    "def cagr(start_value, end_value, num_periods):\n",
    "    return (end_value / start_value) ** (1 / (num_periods - 1)) - 1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "#时间段\n",
    "start_date = '20150101'\n",
    "end_date = '20201231'\n",
    "\n",
    "#股票池\n",
    "stock_list = ['爱旭股份', '晶澳科技', '协鑫集成', '中环股份', '东方日升', '中来股份', '亿晶光电', '天合光能', '向日葵', '隆基股份', '通威股份', '正泰电器', '航天机电', '拓日新能']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>代码</th>\n",
       "      <th>股票名称</th>\n",
       "      <th>年复合增长率</th>\n",
       "      <th>周期</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>600732.SH</td>\n",
       "      <td>爱旭股份</td>\n",
       "      <td>106.03</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>002459.SZ</td>\n",
       "      <td>晶澳科技</td>\n",
       "      <td>101.91</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>601012.SH</td>\n",
       "      <td>隆基股份</td>\n",
       "      <td>54.97</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>300393.SZ</td>\n",
       "      <td>中来股份</td>\n",
       "      <td>48.85</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>300118.SZ</td>\n",
       "      <td>东方日升</td>\n",
       "      <td>37.30</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>002129.SZ</td>\n",
       "      <td>中环股份</td>\n",
       "      <td>28.78</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>002506.SZ</td>\n",
       "      <td>协鑫集成</td>\n",
       "      <td>26.33</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>600438.SH</td>\n",
       "      <td>通威股份</td>\n",
       "      <td>19.50</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>601877.SH</td>\n",
       "      <td>正泰电器</td>\n",
       "      <td>18.81</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>002218.SZ</td>\n",
       "      <td>拓日新能</td>\n",
       "      <td>14.07</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>600151.SH</td>\n",
       "      <td>航天机电</td>\n",
       "      <td>12.78</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>600537.SH</td>\n",
       "      <td>亿晶光电</td>\n",
       "      <td>1.84</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>688599.SH</td>\n",
       "      <td>天合光能</td>\n",
       "      <td>1.06</td>\n",
       "      <td>3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>300111.SZ</td>\n",
       "      <td>向日葵</td>\n",
       "      <td>-12.64</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           代码  股票名称  年复合增长率  周期\n",
       "10  600732.SH  爱旭股份  106.03   5\n",
       "2   002459.SZ  晶澳科技  101.91   5\n",
       "11  601012.SH  隆基股份   54.97   5\n",
       "6   300393.SZ  中来股份   48.85   5\n",
       "5   300118.SZ  东方日升   37.30   5\n",
       "0   002129.SZ  中环股份   28.78   5\n",
       "3   002506.SZ  协鑫集成   26.33   5\n",
       "8   600438.SH  通威股份   19.50   5\n",
       "12  601877.SH  正泰电器   18.81   5\n",
       "1   002218.SZ  拓日新能   14.07   5\n",
       "7   600151.SH  航天机电   12.78   5\n",
       "9   600537.SH  亿晶光电    1.84   5\n",
       "13  688599.SH  天合光能    1.06   3\n",
       "4   300111.SZ   向日葵  -12.64   5"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "result_list = []\n",
    "stock_basic = pro.stock_basic(exchange='', list_status='L', fields='ts_code,symbol,name')\n",
    "stock_selections = stock_basic[stock_basic['name'].isin(stock_list)]\n",
    "\n",
    "for ticker, name in zip(stock_selections['ts_code'], stock_selections['name']):\n",
    "    result_dict = {}\n",
    "    total_revenue = pro.income(ts_code=ticker, start_date=start_date, end_date=end_date,fields='ts_code,end_date,total_revenue')\n",
    "    total_revenue.drop_duplicates(subset=['ts_code','end_date'],keep='first',inplace=True)\n",
    "    total_revenue.set_index('end_date', inplace=True)\n",
    "    total_revenue_yrs = total_revenue.filter(like='1231', axis=0)\n",
    "    \n",
    "    #计算CAGR\n",
    "    start_value = float(total_revenue_yrs.iloc[-1]['total_revenue'])\n",
    "    end_value = float(total_revenue_yrs.iloc[0]['total_revenue'])\n",
    "    num_periods = len(total_revenue_yrs['total_revenue'])\n",
    "    cagr_y = cagr(start_value, end_value, num_periods)\n",
    "    \n",
    "    result_dict['代码'] = ticker\n",
    "    result_dict['股票名称'] = name\n",
    "    result_dict['年复合增长率'] = cagr_y * 100\n",
    "    result_dict['周期'] = num_periods - 1\n",
    "    result_list.append(result_dict)\n",
    "    \n",
    "df = pd.DataFrame(result_list)\n",
    "df.sort_values(by='年复合增长率', ascending=False)"
   ]
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