guarantee-admin-api-v0.2/Modules/Models/ScoreAndRankModel.py

"""
打分评级模型
"""
from DBHelper.MongoHelperInstance import DB_GUA
from Utils.CommonUtil import sub_dict
from Utils.ObjUtil import SpecObject
from Utils.ScoreUtils import ScoreUtils
from Utils.ValidateUtil import ValidateAttr, Validate

refs = dict()
ref_items = DB_GUA.find_all_data(
    "模型数据",
    "ScoreRefs_v0.1",
    {},
    ["name", "weight", "b1", "b2", "b3", "b4", "b5"]
)
for item in ref_items:
    refs = {**refs, **{item['name']: sub_dict(item, ["weight", "b1", "b2", "b3", "b4", "b5"])}}


class CreditIndexScore(SpecObject):

    compensation = ValidateAttr(field="compensation", type=[float, int], default=None)
    compensation_rate = ValidateAttr(field="compensation_rate", type=[float, int], default=None)
    compensation_reserve_ratio = ValidateAttr(field="compensation_reserve_ratio", type=[float, int], default=None)
    cash_assets_ratio = ValidateAttr(field="cash_assets_ratio", type=[float, int], default=None)
    risk_reserve_adequacy_ratio = ValidateAttr(field="risk_reserve_adequacy_ratio", type=[float, int], default=None)
    current_ratio = ValidateAttr(field="current_ratio", type=[float, int], default=None)
    growth_ability = ValidateAttr(field="growth_ability", type=[float, int], default=None)
    guaranteed_insured_balance_growth_rate = ValidateAttr(field="guaranteed_insured_balance_growth_rate", type=[float, int], default=None)
    guaranteed_revenue_growth_rate = ValidateAttr(field="guaranteed_revenue_growth_rate", type=[float, int], default=None)
    growth_rate_of_total_assets = ValidateAttr(field="growth_rate_of_total_assets", type=[float, int], default=None)
    guaranteed_asset_quality = ValidateAttr(field="guaranteed_asset_quality", type=[float, int], default=None)
    single_customer_concentration = ValidateAttr(field="single_customer_concentration", type=[float, int], default=None)
    current_guarantee_compensation_rate = ValidateAttr(field="current_guarantee_compensation_rate", type=[float, int], default=None)
    financing_guarantee_magnification = ValidateAttr(field="financing_guarantee_magnification", type=[float, int], default=None)
    industry_concentration = ValidateAttr(field="industry_concentration", type=[float, int], default=None)
    current_compensation_recovery_rate = ValidateAttr(field="current_compensation_recovery_rate", type=[float, int], default=None)
    enterprise_size = ValidateAttr(field="enterprise_size", type=[float, int], default=None)
    paid_capital = ValidateAttr(field="paid_capital", type=[float, int], default=None)
    guarantee_business_income = ValidateAttr(field="guarantee_business_income", type=[float, int], default=None)
    profitability = ValidateAttr(field="profitability", type=[float, int], default=None)
    return_total_assets = ValidateAttr(field="return_total_assets", type=[float, int], default=None)
    operating_margin = ValidateAttr(field="operating_margin", type=[float, int], default=None)
    roe = ValidateAttr(field="roe", type=[float, int], default=None)
    capital_structure = ValidateAttr(field="capital_structure", type=[float, int], default=None)
    actual_asset_liability_ratio = ValidateAttr(field="actual_asset_liability_ratio", type=[float, int], default=None)
    capital_adequacy_ratio = ValidateAttr(field="capital_adequacy_ratio", type=[float, int], default=None)

    def score_compensation(self):
        """代偿能力"""
        self.compensation = sum([
            self.compensation_rate,
            self.compensation_reserve_ratio,
            self.cash_assets_ratio,
            self.risk_reserve_adequacy_ratio
        ])

    def score_compensation_rate(self, value):
        """代偿保障率(%)"""
        self.compensation_rate = ScoreUtils.ladder_score_positive(value, refs['代偿保障率(%)'])

    def score_compensation_reserve_ratio(self, value):
        """代偿准备金比率(%)"""
        self.compensation_reserve_ratio = ScoreUtils.ladder_score_negative(value, refs['代偿准备金比率(%)'])

    def score_cash_assets_ratio(self, value):
        """现金类资产比率(%)"""
        self.cash_assets_ratio = ScoreUtils.ladder_score_positive(value, refs['现金类资产比率(%)'])

    def score_risk_reserve_adequacy_ratio(self, value):
        """风险准备金充足率(%)"""
        self.risk_reserve_adequacy_ratio = ScoreUtils.ladder_score_positive(value, refs['风险准备金充足率(%)'])

    def score_current_ratio(self, value):
        """流动比率(%)"""
        self.current_ratio = ScoreUtils.ladder_score_positive(value, refs['流动比率(%)'])

    def score_growth_ability(self):
        """成长能力"""
        self.growth_ability = sum([
            self.guaranteed_insured_balance_growth_rate,
            self.guaranteed_revenue_growth_rate,
            self.growth_rate_of_total_assets
        ])

    def score_guaranteed_insured_balance_growth_rate(self, value):
        """担保在保余额增长率(%)"""
        self.guaranteed_insured_balance_growth_rate = ScoreUtils.ladder_score_positive(value, refs['担保在保余额增长率(%)'])

    def score_guaranteed_revenue_growth_rate(self, value):
        """担保收入增长率(%)"""
        self.guaranteed_revenue_growth_rate = ScoreUtils.ladder_score_positive(value, refs['担保收入增长率(%)'])

    def score_growth_rate_of_total_assets(self, value):
        """资产总额增长率(%)"""
        self.growth_rate_of_total_assets = ScoreUtils.ladder_score_positive(value, refs['资产总额增长率(%)'])

    def score_guaranteed_asset_quality(self):
        """担保资产质量"""
        self.guaranteed_asset_quality = sum([
            self.single_customer_concentration,
            self.current_guarantee_compensation_rate,
            self.financing_guarantee_magnification,
            self.industry_concentration,
            self.current_compensation_recovery_rate
        ])

    def score_single_customer_concentration(self, value):
        """单一客户集中度(%)"""
        self.single_customer_concentration = ScoreUtils.ladder_score_negative(value, refs['单一客户集中度(%)'])

    def score_current_guarantee_compensation_rate(self, value):
        """当期担保代偿率(%)"""
        self.current_guarantee_compensation_rate = ScoreUtils.ladder_score_negative(value, refs['当期担保代偿率(%)'])

    def score_financing_guarantee_magnification(self, value):
        """融资担保放大倍数(倍)"""
        self.financing_guarantee_magnification = ScoreUtils.ladder_score_centered(value, refs['融资担保放大倍数(倍)'])

    def score_industry_concentration(self, value):
        """行业集中度(%)"""
        self.industry_concentration = ScoreUtils.ladder_score_negative(value, refs['行业集中度(%)'])

    def score_current_compensation_recovery_rate(self, value):
        """当期代偿回收率(%)"""
        self.current_compensation_recovery_rate = ScoreUtils.ladder_score_positive(value, refs['当期代偿回收率(%)'])

    def score_enterprise_size(self):
        """企业规模"""
        self.enterprise_size = sum([
            self.paid_capital,
            self.guarantee_business_income
        ])

    def score_paid_capital(self, value):
        """实收资本(亿元)"""
        self.paid_capital = ScoreUtils.ladder_score_positive(value, refs['实收资本(亿元)'])

    def score_guarantee_business_income(self, value):
        """担保业务收入(万元)"""
        self.guarantee_business_income = ScoreUtils.ladder_score_positive(value, refs['担保业务收入(万元)'])

    def score_profitability(self):
        """盈利能力"""
        self.profitability = sum([
            self.return_total_assets,
            self.operating_margin,
            self.roe
        ])

    def score_return_total_assets(self, value):
        """总资产收益率(%)"""
        self.return_total_assets = ScoreUtils.ladder_score_positive(value, refs['总资产收益率(%)'])

    def score_operating_margin(self, value):
        """营业利润率(%)"""
        self.operating_margin = ScoreUtils.ladder_score_positive(value, refs['营业利润率(%)'])

    def score_roe(self, value):
        """净资产收益率(%)"""
        self.roe = ScoreUtils.ladder_score_positive(value, refs['净资产收益率(%)'])

    def score_capital_structure(self):
        """资本结构"""
        self.capital_structure = sum([
            self.actual_asset_liability_ratio,
            self.capital_adequacy_ratio
        ])

    def score_actual_asset_liability_ratio(self, value):
        """实际资产负债率(%)"""
        self.actual_asset_liability_ratio = ScoreUtils.ladder_score_negative(value, refs['实际资产负债率(%)'])

    def score_capital_adequacy_ratio(self, value):
        """资本充足率(%)"""
        self.capital_adequacy_ratio = ScoreUtils.ladder_score_positive(value, refs['资本充足率(%)'])

    fields_map = {
        "compensation": "代偿能力",
        "compensation_rate": "代偿保障率(%)",
        "compensation_reserve_ratio": "代偿准备金比率(%)",
        "cash_assets_ratio": "现金类资产比率(%)",
        "risk_reserve_adequacy_ratio": "风险准备金充足率(%)",
        "current_ratio": "流动比率(%)",

        "growth_ability": "成长能力",
        "guaranteed_insured_balance_growth_rate": "担保在保余额增长率(%)",
        "guaranteed_revenue_growth_rate": "担保收入增长率(%)",
        "growth_rate_of_total_assets": "资产总额增长率(%)",

        "guaranteed_asset_quality": "担保资产质量",
        "single_customer_concentration": "单一客户集中度(%)",
        "current_guarantee_compensation_rate": "当期担保代偿率(%)",
        "financing_guarantee_magnification": "融资担保放大倍数(倍)",
        "industry_concentration": "行业集中度(%)",
        "current_compensation_recovery_rate": "当期代偿回收率(%)",

        "enterprise_size": "企业规模",
        "paid_capital": "实收资本(亿元)",
        "guarantee_business_income": "担保业务收入(万元)",

        "profitability": "盈利能力",
        "return_total_assets": "总资产收益率(%)",
        "operating_margin": "营业利润率(%)",
        "roe": "净资产收益率(%)",

        "capital_structure": "资本结构",
        "actual_asset_liability_ratio": "实际资产负债率(%)",
        "capital_adequacy_ratio": "资本充足率(%)"
    }


class ScoreAndRankModel(SpecObject):

    rid = ValidateAttr(field="rid", type=str)
    cid = ValidateAttr(field="cid", type=str)
    report_date = ValidateAttr(field="report_date", func=Validate.date_format)
    rank_level = ValidateAttr(field="rank_level", type=str)
    rank_score = ValidateAttr(field="rank_score", type=float)
    credit_index_score = ValidateAttr(field="credit_index_score", type=CreditIndexScore)

    fields_map = {
        "rid": "评级ID",
        "cid": "企业ID",
        "report_date": "报告期",
        "rank_level": "信用级别",
        "rank_score": "信用得分",
        "credit_index_score": "信用指标得分"
    }