这个算法比较可靠，太严格效益不好
```
# peg因子
def get_peg(stock_list, end_date):
q = query(
#valuation.market_cap,
valuation.code,
valuation.pe_ratio,
indicator.inc_net_profit_year_on_year,
).filter(
valuation.code.in_(stock_list),
valuation.pe_ratio > 0,
indicator.inc_net_profit_year_on_year > 0,
#valuation.pe_ratio > 0,
#valuation.pb_ratio > 0,
)
df = get_fundamentals(q, date=end_date)
df = df.set_index(['code'])
df['peg'] = 1.0 * df['pe_ratio'] / df['inc_net_profit_year_on_year']
Series = __error_drop(df['peg'])
Series = __mkt_cap_ind_neu(Series, end_date)
Series = __ind_neu(Series, end_date)
new_Series = Series.copy()
new_Series.sort(ascending=True, inplace=True)
new_Series = new_Series.iloc[:int(0.2*len(new_Series))]
print(new_Series)
return new_Series
```
2023-01-29
雪球
