a cOj:@sdZddlZddZdS)u# 收入现金含量信号计算。 NcCs2d}tj||dtid}|ddd|d<|S)u3计算所有股票最新年报收入现金含量。u SELECT cf.code, cf.value::double precision / pl.value::double precision AS cash_to_revenue_ratio FROM ( SELECT DISTINCT ON (code) code, value FROM financial_reports WHERE statement_type='cashflow' AND item_name='销售商品、提供劳务收到的现金' AND report_date LIKE '%1231' AND value IS NOT NULL ORDER BY code, report_date DESC ) cf JOIN ( SELECT DISTINCT ON (code) code, value FROM financial_reports WHERE statement_type='profit' AND item_name='营业收入' AND report_date LIKE '%1231' AND value IS NOT NULL AND value::numeric != 0 ORDER BY code, report_date DESC ) pl ON cf.code = pl.code code)dtypecash_to_revenue_ratiocSst|r|dkrdSdS)Ngffffff?r)pdnotna)xr 2/Users/admin/quant_ocf/ocf/signals/cash_revenue.pyz$fetch_cash_revenue..cash_to_revenue_flag)rread_sqlstrapply)connsqldfr r r fetch_cash_revenues r)__doc__pandasrrr r r r s