a cOj|@sdZddlZddZdS)u 退市新规风险信号计算。 信号基于 41 号 PG 的 financial_summary、balance_sheet_snapshot 和 daily_kline 计算， 不需要额外外部数据源。 当前覆盖的退市风险指标： 1. 财务类：最近年报净利润 < 0 且营业收入 < 1 亿元 2. 财务类：连续两年净利润 < 0 3. 交易类：连续 20 个交易日收盘价 < 1 元 4. 交易类：连续 20 个交易日总市值 < 3 亿元 注意： - 审计意见非标、重大违法等规范类退市指标需要额外数据源，当前未覆盖； - 创业板/科创板部分阈值与主板不同，本项目统一使用主板标准（营收 1 亿、市值 3 亿）。 NcCszd}tj||dtid}d}tj||dtid}g}|js|dtjddt|d<|dD]L\}}|dd }t |d kr|d d k rd nd } | || d qft |} d} tj| |dtid} d} tj| |dtid}|ddg }| js|j| ddd}nd |d<|j| ddd}|j|ddd}gd}|D]}||d t||<qL|dg|S)u 计算退市新规风险信号。 返回 DataFrame：code, delist_revenue_profit_flag, delist_consecutive_loss_flag, delist_price_low_flag, delist_market_value_low_flag aV SELECT DISTINCT ON (code) code, net_profit, revenue, CASE WHEN net_profit < 0 AND revenue < 100000000.0 THEN 1 ELSE 0 END AS delist_revenue_profit_flag FROM financial_summary WHERE report_date LIKE '%1231' AND net_profit IS NOT NULL AND revenue IS NOT NULL ORDER BY code, report_date DESC code)dtypez SELECT code, report_date, net_profit FROM financial_summary WHERE report_date LIKE '%1231' AND net_profit IS NOT NULL report_dateNyearZ net_profitr)rdelist_consecutive_loss_flagaR WITH recent AS ( SELECT code, close, ROW_NUMBER() OVER (PARTITION BY code ORDER BY date DESC) AS rn FROM daily_kline ) SELECT code, CASE WHEN COUNT(*) >= 20 AND bool_and(close < 1.0) THEN 1 ELSE 0 END AS delist_price_low_flag FROM recent WHERE rn <= 20 GROUP BY code a WITH recent AS ( SELECT k.code, k.close, s.total_share, ROW_NUMBER() OVER (PARTITION BY k.code ORDER BY k.date DESC) AS rn FROM daily_kline k JOIN stock_info s ON k.code = s.code WHERE s.total_share IS NOT NULL AND s.total_share > 0 ) SELECT code, CASE WHEN COUNT(*) >= 20 AND bool_and(close * total_share < 300000000.0) THEN 1 ELSE 0 END AS delist_market_value_low_flag FROM recent WHERE rn <= 20 GROUP BY code delist_revenue_profit_flagleft)onhowr )r r delist_price_low_flagdelist_market_value_low_flag)pdread_sqlstremptyastypeintgroupby sort_valuestaillenallappend DataFramecopymergefillna)pg_connZsql_revenue_profitZdf_rpZsql_consecutive_lossZdf_lossZ loss_resultsrgZrecentflagZ df_loss_flagZ sql_priceZdf_priceZsql_mvZdf_mvdf flag_colscolr&1/Users/admin/quant_ocf/ocf/signals/delist_risk.pyfetch_delist_risks4 "$  r()__doc__pandasrr(r&r&r&r's