def check_stocks(context): # 获取沪深成分股 security = get_index_stocks(g.stockindex) Stocks = get_fundamentals(query( valuation.code, valuation.pb_ratio, balance.total_assets, balance.total_liability, balance.total_current_assets, balance.total_current_liability ).filter( valuation.code.in_(security), valuation.pb_ratio < 2, #市净率低于2 balance.total_current_assets/balance.total_current_liability > 1.2 #流动资产至少是流动负债的1.2倍 )) # 计算股票的负债比例 Stocks['Debt_Asset'] = Stocks['total_liability']/Stocks['total_assets'] # 获取负债比率的市场均值 me = Stocks['Debt_Asset'].median() # 获取满足上述条件的股票列表 Codes = Stocks[Stocks['Debt_Asset'] > me].code return list(Codes)
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