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