整理 course 目录：原课程归入同名文件夹，新增学习资料/动手练习分类

2026-09-28 11:52:44 +08:00
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+"""05 | 多因子选股（横截面）
+目标：体验"因子"最朴素的样子——按指标排序选股。
+数据：akshare 全A快照(含市盈率/市净率等)。
+"""
+import time
+import akshare as ak, pandas as pd
+
+def fetch_spot(retries=6):
+    last = None
+    for i in range(retries):
+        try:
+            return ak.stock_zh_a_spot_em()
+        except Exception as e:
+            last = e; time.sleep(3 + i * 3)
+    raise last
+
+try:
+    spot = fetch_spot()
+    print("全A快照:", spot.shape)
+    df = spot.copy()
+    pe = pd.to_numeric(df.get("市盈率-动态"), errors="coerce")
+    df = df[pe.notna()].copy()
+    df["EP"] = 1 / pe[pe.notna()]                 # 盈利收益率(1/PE)
+    df["EP_rank"] = df["EP"].rank(pct=True)
+    top = df.sort_values("EP_rank", ascending=False).head(20)[
+        ["代码", "名称", "最新价", "市盈率-动态", "EP_rank"]]
+    print("\n== 按盈利收益率(EP)选出的前20（低估值）==")
+    print(top.to_string(index=False))
+    top.to_csv("../data/05_top20_EP.csv", index=False, encoding="utf-8-sig")
+    print("已存 data/05_top20_EP.csv")
+except Exception as e:
+    print("取数失败(网络/接口变动):", repr(e)[:200])
+    print("可稍后重跑；或先跑 01-04（已缓存，离线可跑）")
+
+# 思考题：
+# 1) 单因子排序选股有什么坑？(行业偏差/市值偏差/未来函数)
+# 2) 怎么把2个因子合成打分？(标准化后加权，试试 z-score)