手把手教你利用 python 爬虫分析基金、股票

手把手教你利用 python 爬虫分析基金、股票

从前大家朋友圈都在晒美食,晒旅游,晒玩乐,现在翻来朋友圈一看,竟然有很多人在晒炒股。这是一个好现象,说明人民日益增长的美好生活需要,已经从温饱休息,变成了投资和理财。股票和基金等似乎依然还是大众眼中新鲜和高级的事物,买过股票,涨涨跌跌,也值得网上凡尔赛一番。
在通货膨胀的时代,钱放着就是在贬值。如果你有余钱且有些许碎片化时间的话,投资和理财是很有必要的。股票对于大部分散户来说,无疑是坐等着被割韭菜。所以,比起股票,对于散户,我更建议买一些基金。当然,若是真的钟情于股票,倒是可以花一些无关紧要丢了也罢的小钱玩一玩。
经常会听到别人喜欢给人推荐股票,这种人都是新手。因为真正经历了股海沉浮的人,是不敢给人推荐股票的,这句话懂的人都懂。每一个炒股的人,都应该有自己的选股系统,否则,你凭别人推荐赢得的钱,迟早会凭自己的无知输掉。
我想了想,花了一天的时间,爬了些数据,写了两个基金推荐的程序。一个是网上流行的 4433 法则,另外一个我自己想的,基于最受欢迎股票的持仓稳合度。我不买基金。需要我推荐基金的可以找我。去年来行情那么好,投资回报只做到 30% 的,都算是差的。
不妨和大家分享一下我的选股和选基金的思路。简单来说就是“抄作业”。
作为专业投资机构,基金公司选择股票都有特定的程序,一般基金公司有自己的研究人员,研究人员把自己的研究结果汇总给基金经理,基金公司也会从券商的研究机构那里付费买研究报告,另外,基金公司的研究团队还经常到上市企业实地考察,以便了解第一手资料。基金经理根据汇总过来的资料和自己的经验判断大盘走势、板块趋势及个股存在的机会,然后有的还要经过开会讨论,集思广益。最后才让操盘人员买卖股票。
作为普通人,我们大概率是比不上这些机构的。那么我们应该怎么做?我们可以抄基金公司的作业呀,把别人的成果据为己有,站在巨人的肩膀上看问题,不香么。现在问题来了,根据法律规定基金公司在特定时间,只会公布上一个季度的持仓数据,那么它的作业就是老作业,布置了新作业,却交上一次的作业,肯定是不行的。那有什么办法呢?有。就是多抄几分作业,用频率来替代概率。我的程序可以抄所有基金公司的作业,把它整合成一个作业,虽然不那么完美,但是总归是不错的。怎么样把七千多份作业抄成一份,这就是我的卖点所在。我不懂选股,但是我希望能站在基金这个巨人的肩膀上看问题,总是不会错的。
学数据科学的应该清楚,数据分析的三板斧,其实非常有用的一招就是“count”(数数),小学就会的,最简单的,也是非常有效的。

废话不多说,直接上菜。

第一步:基金数据爬取

打开天天基金网,通过浏览器的开发者工具,我们能观察到用户的请求和数据的返回过程。从而利用正则表达式,以及 xpath 等工具,辅以一点 python 爬虫的知识,很容易就能获取到每支基金的增长率和持仓情况。

我所用到的代码如下。

XMtool.py:

# In[]: 
#!/usr/bin/env python
# coding: utf-8
# encoding=utf-8
import pandas as pd
import requests
from lxml import etree
import re
#import collections
import numpy as np


# In[]: 
sample = '150000'#样本数量
sc = '6yzf'#排序键值
st = 'desc'#排序方式
ft = 'gp'#基金类型
dx = '1'#是否可购
season = 1#季度选择


r1r = 1#日增长率
r1z = 1#近1周
r1y = 1#近1月
r3y = 0.3333#近3月
r6y = 0.3333#近6月
r1n = 0.25#近1年
r2n = 0.25#近2年
r3n = 0.25#近3年
rjnl = 0.25#今年来
rcll = 1#成立来


    
sd = '2021-01-07'
ed = '2021-02-07'

# In[] 在参数文书写单元后加上这么一段就可以了
#from PyQt5.QtWidgets import QInputDialog, QLineEdit, QDialog
from PyQt5.QtWidgets import QDialog
import sys
from PyQt5.QtWidgets import QApplication
import dialog
class 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() #样本数量
sc = dlg.sc.currentText() #排序键值
st = dlg.st.currentText() #排序方式
ft = dlg.ft.currentText() #基金类型
dx = dlg.dx.currentText() #是否可购
season = int(dlg.season.currentText()) #季度选择


r1r = float(dlg.r1r.text()) #日增长率
r1z = float(dlg.r1z.text())#近1周
r1y = float(dlg.r1y.text())#近1月
r3y = float(dlg.r3y.text())#近3月
r6y = float(dlg.r6y.text())#近6月
r1n = float(dlg.r1n.text())#近1年
r2n = float(dlg.r2n.text())#近2年
r3n = float(dlg.r3n.text())#近3年
rjnl = float(dlg.rjnl.text())#今年来
rcll = float(dlg.rcll.text())#成立来

# In[]:
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.text
data = text.split('=')[1]#使用等号分开去后面一部分
compile_data = re.findall("{datas:\\[(.*)\\],allRecords", str(data))[0]#取datas和allRecords中的所有内容
strip_data = str(compile_data).strip('[').strip(']')#移除字符串头尾的中括号
replace_quta = strip_data.replace('"', "")#双引号替换为空
quota_arrays = replace_quta.split(",")#使用逗号转为列表
intervals = [[i * 25, (i + 1) * 25] for i in range(15000)]#生成10000个区间,每个区间长度为25
narrays = []
for k in intervals:
    start, end = k[0], k[1]
    line = quota_arrays[start:end]#将条目25个分为一组,表示一只基金
    narrays.append(line)
header = ["基金代码", "基金简称", "基金条码", "日期",
          "单位净值", "累计净值", "日增长率", "近1周", "近1月", "近3月", "近半年", "近1年", "近2年", "近3年",
          "今年来", "成立来", "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)#生成pd数据结构
df.dropna()
total = df.count()[0]
print("共有{}支基金!".format(total))
df = df.head(total)
df_part = df[["基金代码", "基金简称", "日增长率", "近1周", "近1月", "近3月", "近半年", "近1年", "近2年", "近3年",
          "今年来", "成立来"]]#挑选部分感兴趣的条目
df.to_csv("./基金增长率.csv", encoding="utf_8_sig")

# In[]:
df_picked_part = df_part
rates = [r1r,r1z,r1y,r3y,r6y,r1n,r2n,r3n,rjnl,rcll]
i = -1
for sc in ["日增长率", "近1周", "近1月", "近3月", "近半年", "近1年", "近2年", "近3年",
          "今年来", "成立来"]:
    i = i+1
    #print(sc)
    rate = 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法则结果.csv", encoding="utf_8_sig")

# In[]:
rank_codes = df_part['基金代码'].values.tolist()
#len_codes = len(rank_codes)
stocks_array = []
stock_funds = []
total_part = int(total/100)+1 #每百分之一报一次进度
for index, code in enumerate(rank_codes):
#    if index < 1:
#        print("<" * 30 + "所有基金的股票池前10情况" + ">" * 30)
#    print(code)
    if index%total_part==0:
        print("<" * 30 + "获得基金持仓数据中:"+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.text
    div = 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)#构造网页
    html = etree.HTML(html_body)#将传进去的字符串转变成_Element对象
    stock_info = html.xpath('//div[{}]/div/table/tbody/tr/td/a'.format(season))
    # for ii in stock_info:
    #     print(ii.text)
    #print(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 = []
    # for i in range(0,len(stock_money)):
    
    stock_money_text = []
    for ii in stock_money:
        ii_text = ii.text
 #       print(ii_text)
        if ii_text!=None:
            ii.text = ii.text.replace('---','0')
            stock_money_text.append(float(ii.text.replace(',','').replace('%','')))
    
#        print(ii.text)
   # stock_money_text.dropna()
    stock_one_fund = []
    if len(stock_info)!=0 and len(stock_money_text)!=0:
        count = -1
        for 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+1
                stock_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]])
    #            print(stock_info[i+1].text)
#    if len(stock_one_fund)>1:
  #      print("基金代码:{}".format(code), "基金持有前10股票池", stock_one_fund)
    stock_funds.append([code,stock_one_fund])
        # print(code)
        # print(stock_one_fund)
#    else:
#        print('发现无持仓基金!')
#   if len(stock_one_fund) > 1 and stock_one_fund:
    stocks_array.extend(stock_one_fund)
print("<" * 30 + "获得基金持仓数据中:done!!!"+ ">" * 30)
# print("test")
tmp = pd.DataFrame(stock_funds,columns=['基金代码','十大重仓'])
df_funds_info_extend = pd.merge(df_part,tmp,how='inner',on='基金代码')
df_funds_info_extend.set_index('基金代码')
df_funds_info_extend.to_csv("./基金持仓.csv", encoding="utf_8_sig")


# In[]:
stock_info_list = []
for row in df_funds_info_extend.iterrows():
    tenpos = row[1]['十大重仓']
    fund_jc = row[1]['基金简称']
    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=['股票简称','所属基金','占净值比例','持股数_万','持仓市值_万'])
df_stock_info.to_csv("./股票被持有信息.csv", encoding="utf_8_sig")

# In[]
#df_stock_info.loc[:,['股票简称','持股数_万','持仓市值_万','占净值比例']]
df_stock_info_cp = df_stock_info
df_stock_info_cp['所属基金cp'] = df_stock_info['所属基金']
df_stock_info_gb = df_stock_info_cp.groupby('股票简称')
#df_stock_info.drop(axis=1,['所属基金'])
# for n in df_stock_info_gb:
#     print(n)
#     print('\n')
#stock_agg_result = df_stock_info_gb.agg({'持股数_万':np.sum,'持仓市值_万':np.sum,'占净值比例':np.mean})
stock_agg_result = df_stock_info_gb.agg({'持股数_万':np.sum,'持仓市值_万':np.sum,'占净值比例':np.mean,'所属基金':len,'所属基金cp':list})
stock_agg_result.columns = ['被持股数_万','被持仓市值_万','平均占比','所属基金数目','所属基金集合']
stock_agg_result.to_csv("./股票被持有信息统计.csv", encoding="utf_8_sig")
# df_stock_info_gb.to_csv("./测试.csv", encoding="utf_8_sig")

# In[]
rank = 10
stock_agg_result = stock_agg_result.sort_values(by="所属基金数目",ascending=False)
stock_agg_result_head0 = stock_agg_result.head(rank)
stock_agg_result = stock_agg_result.sort_values(by="被持仓市值_万",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_ = stock_funds[0]
    st_funds = st_funds_[1]
    tmp = [i[0] for i in st_funds]
    df_stock_funds = pd.DataFrame(tmp,columns=['股票简称'])
#    print(df_stock_funds)
    count0 = pd.merge(stock_agg_result_head0,df_stock_funds,how='inner',on='股票简称').iloc[:,0].size
    count1 = pd.merge(stock_agg_result_head1,df_stock_funds,how='inner',on='股票简称').iloc[:,0].size
    count2 = pd.merge(stock_agg_result_head2,df_stock_funds,how='inner',on='股票简称').iloc[:,0].size
    jc_tmp = df_part[df_part['基金代码']==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 = ['基金简称','优仓数目_所属基金数','优仓数目_被持仓市值','平均占比'])
df_funds_stock_count = df_funds_stock_count.sort_values(by=["优仓数目_所属基金数"], ascending=False, axis=0)
df_funds_stock_count = pd.merge(df_funds_stock_count,df_part,how='inner',on='基金简称')
df_funds_stock_count.to_csv("./基金持受欢迎股数目统计.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, QtWidgets

class 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.translate
        XMtool.setWindowTitle(_translate("XMtool", "股林秘籍小明三式"))
        XMtool.setToolTip(_translate("XMtool", "<html><head/><body><p>欢迎使用小明选股软件!</p></body></html>"))
        XMtool.setWhatsThis(_translate("XMtool", "<html><head/><body><p>不认识爸爸?</p></body></html>"))
        self.label_18.setText(_translate("XMtool", "基金数据参数设定:"))
        self.pushButton.setText(_translate("XMtool", "小明已确定"))
        self.label.setText(_translate("XMtool", "日增长率"))
        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", "今年来"))
        self.rjnl.setText(_translate("XMtool", "0.25"))
        self.label_10.setText(_translate("XMtool", "成立来"))
        self.rcll.setText(_translate("XMtool", "1"))
        self.label_11.setText(_translate("XMtool", "样本数量"))
        self.label_12.setText(_translate("XMtool", "排序键值"))
        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", "基金类型"))
        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", "是否可购"))
        self.dx.setItemText(0, _translate("XMtool", "1"))
        self.dx.setItemText(1, _translate("XMtool", "0"))
        self.label_16.setText(_translate("XMtool", "季度选择"))
        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", "四四三三法则参数:"))

运行之后,需要填一些参数,如下。
在这里插入图片描述
确定之后,除了爬下来了我们后面所要用到的全部数据之外,我们还利用 4433 法则,对于基金进行了一个初步的分析和筛选。

第二步:股票增持计算

有了上面爬下来的原始数据之后,我们就可以统计:单股票被基金公司持有的数量、单股票被基金公司持有的市值和持有单股票基金公司的数目。对于不同的相邻季度,我们可以计算这三个量的增长,又得到三个新的指标。对于不同的指标进行降排序,我们可以得到股票在基金公司中的受欢迎程度,以此得到股票好坏度,指标值作为权重。不同的指标得到的不同的股票排序还可以拿前几取交集。从而我们就得到了基金公司们期待值比较高的股票。

我所用的代码如下:

#!/usr/bin/env python
# coding: utf-8
# In[]:
import pandas as pd
#import os
import tkinter as tk
from tkinter import filedialog
def getLocalFile():
    root=tk.Tk()
    root.withdraw()
    filePath=filedialog.askopenfilename()
    print('文件路径:',filePath)
    return filePath
#if __name__ == '__main__':
# In[]: 
file1 = getLocalFile()
file2 = getLocalFile()
#sheet1 = pd.read_csv('./all_1/股票被持有信息统计.csv')
sheet1 = pd.read_csv(file1)
sheet1
#sheet2 = pd.read_csv('./all_2/股票被持有信息统计.csv')
sheet2 = pd.read_csv(file2)
sheet3 = pd.merge(sheet1,sheet2,how='inner',on='股票简称')
sheet3
sheet3['增持股数'] = sheet3['被持股数_万_x'] - sheet3['被持股数_万_y']


# In[]:
sheet3['增持市值'] = sheet3['被持仓市值_万_x'] - sheet3['被持仓市值_万_y']
#sheet3['增持占比'] = sheet3['平均占比_x'] - sheet3['平均占比_y']
sheet3['增持基金数量'] = sheet3['所属基金数目_x'] - sheet3['所属基金数目_y']
sheet3.to_csv('增持情况统计.csv',encoding="utf_8_sig")

第三步:好股基金选取

第二步中,我们其实已经得到了被基金公司看重的股票,如果炒股,直接取其前几,按其权重进行金额配置即可。现在问题是,国内股票交易,一手起步,选出来的股票很贵,比如说茅台,你不一定买得起。这时候,我们还是寄希望于买基金。我们希望选出的基金的持仓和我们选出的好股票集合的“相似度”尽可能高。相似度的衡量又很多方法。比如说:基金持有的十大重仓含有好股的数目、基金持有的十大重仓含有好股的市值、基金持有的十大重仓含有好股的占比、基金持有的十大重仓含有好股的加权占比(加权基于增持市值或增持基金数量)等等。

下面是我所用到的代码,细节可看。

#!/usr/bin/env python
# coding: utf-8

# In[]:
import pandas as pd
#import os


# In[]:
import tkinter as tk
from tkinter import filedialog
def getLocalFile():
    root=tk.Tk()
    root.withdraw()
    filePath=filedialog.askopenfilename()
    print('文件路径:',filePath)
    return filePath
#if __name__ == '__main__':


# In[]
print('请输入增持情况统计:')
increase_hold_add  = getLocalFile()
inc = pd.read_csv(increase_hold_add,index_col = 0)
inc
# In[]:
#print('请输入比率:')
str_num = input("Enter your number: ")
rate = int(str_num)
rate


# In[]:


inc_sort_zcgs = inc.sort_values(by=["增持股数"], 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=["增持基金数量"], ascending=False, axis=0)
inc_sort_zcgs
inc_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='股票简称')
inc_merge
intersec = inc_merge['股票简称']
intersec
print('选出来的前{}股票交集为:'.format(rate))
print(intersec)
print('共{}只!'.format(len(intersec)))


# In[]:


print('请选择基金持仓:')
funds_hold_add = getLocalFile()
funds_hold = pd.read_csv(funds_hold_add,index_col = 0)
stock_funds = funds_hold
stock_funds
intersec
intersec_ex = pd.merge(intersec,inc,how='inner',on='股票简称')
intersec_ex['权重_增持市值'] = intersec_ex['增持市值']/intersec_ex['增持市值'].sum()
intersec_ex['权重_增持基金数量'] = intersec_ex['增持基金数量']/intersec_ex['增持基金数量'].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]['十大重仓']
    exec('tps='+tenpos)
    fund_jc = row[1]['基金简称']
    #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=['股票简称','股票占比'])
 #   good_stock_rate 
 #   df_stock_funds = pd.DataFrame(tmp,columns=['股票简称'])
#    print(df_stock_funds)
    good_stock = pd.merge(intersec_ex,df_stock_rate,how='inner',on='股票简称')#.iloc[:,0]
    count = good_stock['股票简称'].size
    rate_vector = good_stock['股票占比']
    total_rate = rate_vector.sum()
    tmp = (rate_vector.mul(good_stock['权重_增持市值']))#.sum
    tmp = tmp.sum()
    total_rate_weighted_zcsz = tmp
    tmp = (rate_vector.mul(good_stock['权重_增持基金数量']))#.sum
    tmp = tmp.sum()
    total_rate_weighted_zcjjsl = tmp
    #good_stock_jc = good_stock['基金简称']   
    result.append([fund_jc,count,total_rate,total_rate_weighted_zcsz,total_rate_weighted_zcjjsl])

pd_result = pd.DataFrame(result,columns = ['基金简称','好股数目','好股占比','加权好股占比_增持市值','加权好股占比_增持基金数量'])
pd_result = pd_result.sort_values(by='加权好股占比_增持市值',ascending=False)



pd_result = pd.merge(pd_result,stock_funds,how='inner',on='基金简称')


# In[]:


pd_result.to_csv("./基金持好股情况统计.csv", encoding="utf_8_sig")
print('完成!按任意键退出!')
stop = input() 

使用以往的数据做个测试验证,如下:
在这里插入图片描述
从上图可看出,用我的基金选择策略,选出来的基金一个月涨跌为 15 个点,两个指数基金翻车,只有百分之五,勉强跑得赢上证。

“风险越高,收益越高”总是不变的铁律,从这个角度来看,似乎就不必纠结于哪种方案或者策略收益是最高的,差不多就行了。

桌面程序 exe

我重新升级和修改了算法,对程序进行了重构和封装,并上传到了 CSDN 资源网站,欢迎下载。特别适合于没有程序基础的人使用,有详尽的说明文档,鼠标点击即可操作。
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在这里插入图片描述

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