如果在getfundamental之前,query并且进行排序
initial_list = filter_stocks(context, get_all_securities().index.tolist())
q = query(valuation.code,valuation.market_cap,
valuation.market_cap,
valuation.pb_ratio,
indicator.inc_return,
indicator.ocf_to_revenue,
indicator.roe,
indicator.roa
).filter(valuation.code.in_(initial_list),
valuation.market_cap.between(5,300),
valuation.pb_ratio>0,
indicator.inc_return>0,
indicator.ocf_to_revenue>0,
indicator.roe>0.15,
indicator.roa>0.1
).order_by(valuation.market_cap.asc())
df_fun = get_fundamentals(q)
df_fun = df_fun[:g.stock_num*3]
final_list = list(df_fun.code)
那这个排序是根据当前季度排序,还是按照啥排序的?
2025-03-13