# --- auto report api of private part ---
@classmethod
def __create_source_data_excel(cls, settlement_jsonfile):
"""
Create dataframe about source data
"""
TQZAutoReportFilePath.ensure_sourceDataFold_is_exist()
account_models = cls.__sourceData_to_modelList(settlement_jsonfile=settlement_jsonfile)
accounts_name = []
accounts_id = []
accounts_balance = []
accounts_risk_percent = []
accounts_deposit = [] # 当日入金
accounts_transfer = [] # 当日出金
accounts_bonus = [] # 当日分红 (盈利分红 不动份额)
for account_model in account_models:
accounts_name.append(account_model.account_name)
accounts_id.append(account_model.account_id)
accounts_balance.append(account_model.balance)
accounts_risk_percent.append(str(account_model.risk_percent) + "%")
accounts_deposit.append(0)
accounts_transfer.append(0)
accounts_bonus.append(0)
source_dataframe = pandas.DataFrame({
TQZAutoReportSourceDataColumnType.ACCOUNT_NAME.value: accounts_name,
TQZAutoReportSourceDataColumnType.ACCOUNT_ID.value: accounts_id,
TQZAutoReportSourceDataColumnType.ACCOUNT_BALANCE.value: accounts_balance,
TQZAutoReportSourceDataColumnType.ACCOUNT_RISK_PERCENT.value: accounts_risk_percent,
TQZAutoReportSourceDataColumnType.ACCOUNT_DEPOSIT.value: accounts_deposit,
TQZAutoReportSourceDataColumnType.ACCOUNT_TRANSFER.value: accounts_transfer,
TQZAutoReportSourceDataColumnType.ACCOUNT_BONUS.value: accounts_bonus
})
cls.__to_excel(
dataframe=source_dataframe,
excel_path=TQZAutoReportFilePath.theory_source_data_excel_path(),
sheet_name=TQZAutoReportSheetType.SOURCE_DATA.value,
empty_others=True
)
@classmethod
def __update_per_account_data_excel(cls):
"""
Update excel data of per account after source data excel was update
"""
if cls.__per_account_data_updateable() is False:
return
# source data excel
source_dataframe_path = TQZAutoReportFilePath.theory_source_data_excel_path()
source_dataframe = pandas.read_excel(
io=source_dataframe_path,
sheet_name=TQZAutoReportSheetType.SOURCE_DATA.value
)
# get current running accounts_id_list
accounts_id_list = source_dataframe[TQZAutoReportSourceDataColumnType.ACCOUNT_ID.value].values.tolist()
# 根据 account_id 拿 账户权益
source_dataframe.set_index(TQZAutoReportSourceDataColumnType.ACCOUNT_ID.value, inplace=True)
for account_id in accounts_id_list:
per_account_filename = account_id + '.xlsx'
per_account_all_path = TQZAutoReportFilePath.per_account_data_fold() + f'/{per_account_filename}'
if per_account_filename not in os.listdir(TQZAutoReportFilePath.per_account_data_fold()):
cls.__create_per_account_data_excel(
account_all_path=per_account_all_path,
account_balance=source_dataframe.loc[account_id][TQZAutoReportSourceDataColumnType.ACCOUNT_BALANCE.value],
account_deposit=source_dataframe.loc[account_id][TQZAutoReportSourceDataColumnType.ACCOUNT_DEPOSIT.value],
account_transfer=source_dataframe.loc[account_id][TQZAutoReportSourceDataColumnType.ACCOUNT_TRANSFER.value],
account_bonus=source_dataframe.loc[account_id][TQZAutoReportSourceDataColumnType.ACCOUNT_BONUS.value]
)
else:
per_account_dataframe = pandas.read_excel(io=per_account_all_path, sheet_name=TQZAutoReportSheetType.PER_ACCOUNT_DATA.value)
per_account_dataframe = cls.__per_account_dataframe_update_last_line(
per_account_dataframe=per_account_dataframe,
account_balance=source_dataframe.loc[account_id][TQZAutoReportSourceDataColumnType.ACCOUNT_BALANCE.value],
account_deposit=source_dataframe.loc[account_id][TQZAutoReportSourceDataColumnType.ACCOUNT_DEPOSIT.value],
account_transfer=source_dataframe.loc[account_id][TQZAutoReportSourceDataColumnType.ACCOUNT_TRANSFER.value],
account_bonus=source_dataframe.loc[account_id][TQZAutoReportSourceDataColumnType.ACCOUNT_BONUS.value]
)
cls.__to_excel(
dataframe=per_account_dataframe,
excel_path=per_account_all_path,
sheet_name=TQZAutoReportSheetType.PER_ACCOUNT_DATA.value,
empty_others=False
)
@classmethod
def __update_today_images(cls):
"""
Update today images of current running accounts.
"""
for file_name in os.listdir(TQZAutoReportFilePath.today_images_fold()):
os.remove(path=TQZAutoReportFilePath.today_images_fold() + f'/{file_name}')
current_running_account_list = cls.__current_source_data_dataframe()[TQZAutoReportSourceDataColumnType.ACCOUNT_ID.value].values.tolist()
for file_name in os.listdir(TQZAutoReportFilePath.per_account_data_fold()):
all_path = TQZAutoReportFilePath.per_account_data_fold() + f'/{file_name}'
per_account_dataframe = pandas.read_excel(io=all_path, sheet_name=TQZAutoReportSheetType.PER_ACCOUNT_DATA.value)
account_id = file_name.split(".")[0]
if account_id not in current_running_account_list:
print(f'{account_id} not in current_running_account_list')
continue
font_type_daily = 'Microsoft YaHei'
plt.rcParams['font.sans-serif'] = [font_type_daily] # 用来正常显示中文标签
plt.rcParams['axes.unicode_minus'] = False # 用来正常显示负号
plt.style.use('seaborn-darkgrid')
my_dpi = 96
plt.figure(figsize=(8, 8), dpi=my_dpi)
grid = plt.GridSpec(7, 6, wspace=2, hspace=2)
ax1 = plt.subplot(grid[3:7, 0:10], frameon=True)
plt.grid(axis='x')
if len(per_account_dataframe) <= 8:
plt.ylim(0.80, 1.2)
ax1.xaxis.set_major_formatter(mdate.DateFormatter('%Y-%m-%d'))
plt.xticks(pandas.date_range(per_account_dataframe.loc[1, TQZAutoReportPerAccountDataColumnType.DATE.value], per_account_dataframe.loc[len(per_account_dataframe)-1, TQZAutoReportPerAccountDataColumnType.DATE.value], freq='D'))
plt.subplots_adjust(left=0.05, bottom=0.0, right=0.95, top=1, hspace=0.1, wspace=0.1)
plt.plot(per_account_dataframe[TQZAutoReportPerAccountDataColumnType.DATE.value], per_account_dataframe[TQZAutoReportPerAccountDataColumnType.NET_VALUE.value], marker='', color="red", linewidth=2.5, alpha=0.6)
for tick in ax1.get_xticklabels():
tick.set_rotation(30)
ax2 = plt.subplot(grid[0:3, 0:10], frameon=False)
ax2.grid(False)
plt.subplots_adjust(left=0.05, bottom=0.1, right=0.95, top=1, hspace=0.1, wspace=0.1)
plt.gca().get_xaxis().set_visible(False)
plt.gca().get_yaxis().set_visible(False)
font_title = fm.FontProperties(family=font_type_daily, size=18, stretch=0, weight='black')
font_data = fm.FontProperties(family=font_type_daily, size=25, stretch=0, )
font_dataNote = fm.FontProperties(family=font_type_daily, size=10, stretch=0, weight='black')
font_netValue = fm.FontProperties(family=font_type_daily, size=40, stretch=1, weight='medium')
font_introduce = fm.FontProperties(family=font_type_daily, size=10, stretch=0, weight='black')
plt.rcParams['axes.unicode_minus'] = False # 用来正常显示负号
balance = per_account_dataframe.loc[len(per_account_dataframe)-1, TQZAutoReportPerAccountDataColumnType.BALANCE.value]
profit_and_loss = round(per_account_dataframe.loc[len(per_account_dataframe)-1, TQZAutoReportPerAccountDataColumnType.RESULT_PROFIT_AND_LOSS.value], 2)
source_data_dataframe = cls.__current_source_data_dataframe().set_index(TQZAutoReportSourceDataColumnType.ACCOUNT_ID.value)
risk_percent = source_data_dataframe.loc[account_id][TQZAutoReportSourceDataColumnType.ACCOUNT_RISK_PERCENT.value]
max_dropDown_singleDay = round(per_account_dataframe[TQZAutoReportPerAccountDataColumnType.NET_VALUE_FLUCTUATION_SINGLE_DAY.value].min() * 100, 3)
sharpe_ratio = round(per_account_dataframe.loc[len(per_account_dataframe)-1, TQZAutoReportPerAccountDataColumnType.SHARPE_RATIO.value], 2)
max_dropDown_top = round(per_account_dataframe[TQZAutoReportPerAccountDataColumnType.MAX_DRAWDOWN.value].max() * (-1) * 100, 2)
net_value = per_account_dataframe.loc[len(per_account_dataframe)-1, TQZAutoReportPerAccountDataColumnType.NET_VALUE.value]
yield_rate_annualized = per_account_dataframe.loc[len(per_account_dataframe)-1, TQZAutoReportPerAccountDataColumnType.YIELD_RATE_ANNUALIZED.value]
share = per_account_dataframe.loc[len(per_account_dataframe)-1, TQZAutoReportPerAccountDataColumnType.SHARE.value]
ax2.text(0, 0.8, f'{cls.__get_account_image_title(account_id=account_id)} - CTA全天候', fontproperties=font_title, bbox={'facecolor': 'red', 'alpha': 0.1}, verticalalignment='bottom', horizontalalignment='left')
ax2.text(0.11, 0.45, f'{format(int(balance), ",")}', fontproperties=font_data, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.11, 0.35, r'账户权益', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.11, 0.00, f'{format(int(profit_and_loss), ",")}', fontproperties=font_data, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.11, -0.10, r'累计盈利', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.35, 0.45, f'{risk_percent}', fontproperties=font_data, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.35, 0.35, r'风险度', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.35, 0.00, f'{max_dropDown_singleDay}%', fontproperties=font_data, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.35, -0.10, r'最大单日回撤', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.55, 0.45, f'{sharpe_ratio}', fontproperties=font_data, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.55, 0.35, r'夏普比率', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.57, 0.00, f'{max_dropDown_top}%', fontproperties=font_data, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.57, -0.10, r'最大高点回撤', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.80, 0.80, f'{round(net_value, 4)}', fontproperties=font_netValue, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.80, 0.68, r'累计净值', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.81, 0.55, f'{round(yield_rate_annualized * 100, 3)}%', fontproperties=font_data, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.81, 0.45, r'年化收益率', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.73, 0.35, r'*产品说明', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.74, 0.27, r'投资范围:', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.80, 0.27, r'股指、国债、商品期货', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='left')
ax2.text(0.74, 0.19, r'起始日期:', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
start_day = per_account_dataframe.loc[0, TQZAutoReportPerAccountDataColumnType.DATE.value].to_pydatetime()
ax2.text(0.80, 0.19, f'{start_day.year}-{start_day.month}-{start_day.day}', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='left')
ax2.text(0.74, 0.11, r'产品份额:', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.80, 0.11, f'{int(share)}', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='left')
end_day = per_account_dataframe.loc[len(per_account_dataframe) - 1, TQZAutoReportPerAccountDataColumnType.DATE.value].to_pydatetime()
ax2.text(0.00, 0.73, f'{end_day.year}-{end_day.month}-{end_day.day}', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='left')
ax2.text(0.12, 0.73, f'{str(account_id)}', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='left')
plt.savefig(f"{TQZAutoReportFilePath.today_images_fold()}/{account_id}.png")
plt.close("all")
@classmethod
def __update_total_data_excel(cls):
"""
Update total data excel
"""
# source data of all accounts
account_id_account_dataframe_dictionary = cls.__init_account_id_account_dataframe_dictionary()
# create new total_balance_following dataframe | balance_fluctuation_singleDay_dataframe | profit_and_loss_total_dataframe
total_balance_following_dataframe = cls.__init_total_balance_following_dataframe(account_id_account_dataframe_dictionary=account_id_account_dataframe_dictionary)
balance_fluctuation_singleDay_dataframe = cls.__init_balance_fluctuation_singleDay_dataframe(account_id_account_dataframe_dictionary=account_id_account_dataframe_dictionary)
profit_and_loss_total_dataframe = cls.__init_profit_and_loss_total_dataframe(account_id_account_dataframe_dictionary=account_id_account_dataframe_dictionary)
# all accounts by sort in date
ACCOUNT_ABBR = "账户缩写"
date_sort_dataframe = pandas.DataFrame(columns=[TQZAutoReportPerAccountDataColumnType.DATE.value, TQZAutoReportSourceDataColumnType.ACCOUNT_ID.value, ACCOUNT_ABBR])
for account_id, per_account_dataframe in account_id_account_dataframe_dictionary.items():
new_column = len(date_sort_dataframe)
date_sort_dataframe.loc[new_column, TQZAutoReportPerAccountDataColumnType.DATE.value] = per_account_dataframe.iloc[0][TQZAutoReportPerAccountDataColumnType.DATE.value]
date_sort_dataframe.loc[new_column, TQZAutoReportSourceDataColumnType.ACCOUNT_ID.value] = account_id
date_sort_dataframe.loc[new_column, ACCOUNT_ABBR] = cls.__get_account_image_title(account_id=account_id)
date_sort_dataframe.sort_values(TQZAutoReportPerAccountDataColumnType.DATE.value, inplace=True)
account_id_list = date_sort_dataframe[TQZAutoReportSourceDataColumnType.ACCOUNT_ID.value].values.tolist()
account_name_list = date_sort_dataframe[ACCOUNT_ABBR].values.tolist()
# add new account_name columns to total_balance_following_dataframe
for account_id in account_id_list:
per_account_dataframe = account_id_account_dataframe_dictionary[account_id]
per_account_dataframe.set_index(TQZAutoReportPerAccountDataColumnType.DATE.value, inplace=True)
balance_fluctuation_singleDay_dataframe = pandas.merge(
left=balance_fluctuation_singleDay_dataframe,
right=per_account_dataframe[TQZAutoReportPerAccountDataColumnType.BALANCE_FLUCTUATION_SINGLE_DAY.value],
left_index=True,
right_index=True,
how='left'
)
profit_and_loss_total_dataframe = pandas.merge(
left=profit_and_loss_total_dataframe,
right=per_account_dataframe[TQZAutoReportPerAccountDataColumnType.RESULT_PROFIT_AND_LOSS.value],
left_index=True,
right_index=True,
how='left'
)
total_balance_following_dataframe.loc[:, cls.__get_account_image_title(account_id=account_id)] = per_account_dataframe[TQZAutoReportPerAccountDataColumnType.BALANCE.value]
# add TOTAL_BALANCE | PRIFIT_AND_LOSS_TODAY | PROFIT_AND_LOSS_TODAY_PERCENT | PROFIT_AND_LOSS_TOTAL | PROFIT_AND_LOSS_TOTAL_HISTORY to total_balance_following_dataframe
total_balance_following_dataframe[TQZAutoReportTotalBalanceFollowingColumnType.TOTAL_BALANCE.value] = round(total_balance_following_dataframe[account_name_list].sum(axis=1), 0)
total_balance_following_dataframe[TQZAutoReportTotalBalanceFollowingColumnType.PROFIT_AND_LOSS_TODAY.value] = round(balance_fluctuation_singleDay_dataframe[:].sum(axis=1), 0)
total_balance_following_dataframe[TQZAutoReportTotalBalanceFollowingColumnType.PROFIT_AND_LOSS_TODAY_PERCENT.value] = round((total_balance_following_dataframe[TQZAutoReportTotalBalanceFollowingColumnType.PROFIT_AND_LOSS_TODAY.value] / total_balance_following_dataframe[TQZAutoReportTotalBalanceFollowingColumnType.TOTAL_BALANCE.value]) * 100, 3)
total_balance_following_dataframe[TQZAutoReportTotalBalanceFollowingColumnType.PROFIT_AND_LOSS_TODAY_PERCENT.value] = total_balance_following_dataframe[TQZAutoReportTotalBalanceFollowingColumnType.PROFIT_AND_LOSS_TODAY_PERCENT.value].astype(str) + "%"
total_balance_following_dataframe[TQZAutoReportTotalBalanceFollowingColumnType.PROFIT_AND_LOSS_TOTAL.value] = round(profit_and_loss_total_dataframe[:].sum(axis=1), 0)
profit_and_loss_total_dataframe.fillna(method="ffill", inplace=True) # 缺失值的数据由上一行的数据来补齐
total_balance_following_dataframe[TQZAutoReportTotalBalanceFollowingColumnType.PROFIT_AND_LOSS_TOTAL_HISTORY.value] = round(profit_and_loss_total_dataframe[:].sum(axis=1), 0)
# delete hour|minute|second when write to excel
total_balance_following_dataframe[TQZAutoReportTotalBalanceFollowingColumnType.DATE_ACCOUNT.value] = total_balance_following_dataframe[TQZAutoReportTotalBalanceFollowingColumnType.DATE_ACCOUNT.value].dt.date
cls.__to_excel(
dataframe=total_balance_following_dataframe,
excel_path=TQZAutoReportFilePath.total_data_fold() + f'/total_data({TQZAutoReportFilePath.today_string()}).xlsx',
sheet_name=TQZAutoReportSheetType.BALANCE_TOTLE_FOLLOWING.value,
freeze_panes=(1, 1),
empty_others=True
)
@classmethod
def __update_weekly_pdfs(cls, begin_weekday):
"""
Update weekly pdfs of current running accounts.
"""
for file_name in os.listdir(TQZAutoReportFilePath.weekly_pdfs_fold()):
os.remove(path=TQZAutoReportFilePath.weekly_pdfs_fold() + f'/{file_name}')
current_running_account_list = cls.__current_source_data_dataframe()[
TQZAutoReportSourceDataColumnType.ACCOUNT_ID.value
].values.tolist()
for file_name in os.listdir(TQZAutoReportFilePath.per_account_data_fold()):
all_path = TQZAutoReportFilePath.per_account_data_fold() + f'/{file_name}'
per_account_dataframe = pandas.read_excel(
io=all_path,
sheet_name=TQZAutoReportSheetType.PER_ACCOUNT_DATA.value
)
per_account_dataframe = per_account_dataframe.loc[per_account_dataframe[TQZAutoReportPerAccountDataColumnType.DATE.value].dt.dayofweek == begin_weekday, :]
per_account_dataframe.reset_index(inplace=True)
if len(per_account_dataframe) < 2:
continue
account_id = file_name.split(".")[0]
if account_id not in current_running_account_list:
print(f'{account_id} not in current_running_account_list')
continue
font_type_pdf_weekly = 'KaiTi'
plt.rcParams['font.sans-serif'] = [font_type_pdf_weekly] # 用来正常显示中文标签
plt.rcParams['axes.unicode_minus'] = False # 用来正常显示负号
plt.style.use('seaborn-darkgrid')
my_dpi = 96
plt.figure(figsize=(8, 8), dpi=my_dpi)
grid = plt.GridSpec(7, 6, wspace=2, hspace=2)
ax1 = plt.subplot(grid[3:7, 0:10], frameon=True)
plt.grid(axis='x')
if len(per_account_dataframe) <= 8:
plt.ylim(0.80, 1.2)
ax1.xaxis.set_major_formatter(mdate.DateFormatter('%Y-%m-%d'))
plt.xticks(pandas.date_range(per_account_dataframe.loc[0, TQZAutoReportPerAccountDataColumnType.DATE.value], per_account_dataframe.loc[len(per_account_dataframe) - 1, TQZAutoReportPerAccountDataColumnType.DATE.value], freq='W-FRI'))
continue
plt.subplots_adjust(left=0.05, bottom=0.0, right=0.95, top=1, hspace=0.1, wspace=0.1)
plt.plot(
per_account_dataframe[TQZAutoReportPerAccountDataColumnType.DATE.value],
per_account_dataframe[TQZAutoReportPerAccountDataColumnType.NET_VALUE.value],
marker='',
color="red",
linewidth=2.5,
alpha=0.6
)
for tick in ax1.get_xticklabels():
tick.set_rotation(30)
ax2 = plt.subplot(grid[0:3, 0:10], frameon=False)
ax2.grid(False)
plt.subplots_adjust(left=0.05, bottom=0.1, right=0.95, top=1, hspace=0.1, wspace=0.1)
plt.gca().get_xaxis().set_visible(False)
plt.gca().get_yaxis().set_visible(False)
font_title = fm.FontProperties(family=font_type_pdf_weekly, size=18, stretch=0, weight='black')
font_data = fm.FontProperties(family=font_type_pdf_weekly, size=25, stretch=0)
font_dataNote = fm.FontProperties(family=font_type_pdf_weekly, size=10, stretch=0, weight='black')
font_netValue = fm.FontProperties(family=font_type_pdf_weekly, size=40, stretch=1, weight='medium')
font_introduce = fm.FontProperties(family=font_type_pdf_weekly, size=10, stretch=0, weight='black')
plt.rcParams['axes.unicode_minus'] = False # 用来正常显示负号
max_dropDown_singleDay = round(
per_account_dataframe[TQZAutoReportPerAccountDataColumnType.NET_VALUE_FLUCTUATION_SINGLE_DAY.value].min() * 100,
3
)
sharpe_ratio = round(
per_account_dataframe.loc[len(per_account_dataframe) - 1, TQZAutoReportPerAccountDataColumnType.SHARPE_RATIO.value],
2
)
max_dropDown_top = round(
per_account_dataframe[TQZAutoReportPerAccountDataColumnType.MAX_DRAWDOWN.value].max() * (-1) * 100,
2
)
net_value = per_account_dataframe.loc[
len(per_account_dataframe) - 1, TQZAutoReportPerAccountDataColumnType.NET_VALUE.value
]
yield_rate_annualized = round(per_account_dataframe.loc[
len(per_account_dataframe) - 1,
TQZAutoReportPerAccountDataColumnType.YIELD_RATE_ANNUALIZED.value
] * 100, 3)
share = per_account_dataframe.loc[
len(per_account_dataframe) - 1,
TQZAutoReportPerAccountDataColumnType.SHARE.value
]
ax2.text(0, 0.8, f'翡熙CTA组合净值报告(周度)',
fontproperties=font_title, bbox={'facecolor': 'red', 'alpha': 0.1}, verticalalignment='bottom',
horizontalalignment='left')
ax2.text(0.11, 0.45, f'{round(per_account_dataframe[TQZAutoReportPerAccountDataColumnType.NET_VALUE.value].max(), 4)}', fontproperties=font_data,
bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center',
horizontalalignment='center')
ax2.text(0.11, 0.35, r'净值峰值 (周度)', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0},
verticalalignment='center', horizontalalignment='center')
ax2.text(0.11, 0.00, f'{max_dropDown_top}%', fontproperties=font_data, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.11, -0.10, r'最大高点回撤', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.35, 0.45, f'8%-15%', fontproperties=font_data, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='center')
ax2.text(0.35, 0.35, r'保证金利用率', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0},
verticalalignment='center', horizontalalignment='center')
ax2.text(0.35, 0.00, f'{max_dropDown_singleDay}%', fontproperties=font_data,
bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center',
horizontalalignment='center')
ax2.text(0.35, -0.10, r'最大单周回撤', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0},
verticalalignment='center', horizontalalignment='center')
ax2.text(0.55, 0.45, f'{sharpe_ratio}', fontproperties=font_data,
bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center',
horizontalalignment='center')
ax2.text(0.55, 0.35, r'夏普比率', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0},
verticalalignment='center', horizontalalignment='center')
ax2.text(0.57, 0.00, f'{round(yield_rate_annualized/abs(max_dropDown_top), 2)}', fontproperties=font_data,
bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center',
horizontalalignment='center')
ax2.text(0.57, -0.10, r'收益风险比', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0},
verticalalignment='center', horizontalalignment='center')
ax2.text(0.80, 0.80, f'{round(net_value, 4)}', fontproperties=font_netValue,
bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center',
horizontalalignment='center')
ax2.text(0.81, 0.68, r'当前净值 (周度)', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0},
verticalalignment='center', horizontalalignment='center')
ax2.text(0.81, 0.55, f'{yield_rate_annualized}%', fontproperties=font_data,
bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center',
horizontalalignment='center')
ax2.text(0.81, 0.45, r'年化收益率', fontproperties=font_dataNote, bbox={'facecolor': 'yellow', 'alpha': 0.0},
verticalalignment='center', horizontalalignment='center')
ax2.text(0.73, 0.35, r'*产品说明', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0},
verticalalignment='center', horizontalalignment='center')
ax2.text(0.74, 0.27, r'投资范围:', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0},
verticalalignment='center', horizontalalignment='center')
ax2.text(0.80, 0.27, r'股指、国债、商品期货', fontproperties=font_introduce,
bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='left')
ax2.text(0.74, 0.19, r'起始日期:', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0},
verticalalignment='center', horizontalalignment='center')
start_day = per_account_dataframe.loc[0, TQZAutoReportPerAccountDataColumnType.DATE.value].to_pydatetime()
ax2.text(0.80, 0.19, f'{start_day.year}-{start_day.month}-{start_day.day}', fontproperties=font_introduce,
bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='left')
ax2.text(0.74, 0.11, r'产品份额:', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0},
verticalalignment='center', horizontalalignment='center')
ax2.text(0.80, 0.11, f'{int(share)}', fontproperties=font_introduce,
bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='left')
end_day = per_account_dataframe.loc[
len(per_account_dataframe) - 1, TQZAutoReportPerAccountDataColumnType.DATE.value
].to_pydatetime()
ax2.text(0.00, 0.73, f'{end_day.year}-{end_day.month}-{end_day.day}', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='left')
ax2.text(0.12, 0.73, f'{str(account_id)}', fontproperties=font_introduce, bbox={'facecolor': 'yellow', 'alpha': 0.0}, verticalalignment='center', horizontalalignment='left')
plt.savefig(f'{TQZAutoReportFilePath.weekly_pdfs_fold()}/翡熙CTA周净值报告_{TQZAutoReportFilePath.today_string()}({cls.__get_account_image_title(account_id=account_id)}).pdf')
plt.close("all")
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