tfse-model-api-v0.2/Rating/RatingModel.py

import copy
import time

from Rating.db import update_data
from Rating.scripts.financial_score import financial_score
from Rating.scripts.operating_score.Manufacturing import manufacturing
from Rating.scripts.risk_score import *
from Rating.scripts.Indicators import *
from common.scripts import read_json_file, file_path


class RatingModel:
    """
    综合信用评价模型
    """

    def __init__(self, param):
        """
        模型初始化方法
        Parameters
            param dict 数据模板
            eid str 评价ID
            cid str 企业ID
            company str 企业名称
            industry str 所属行业
            period str 评价年度
            questionnaire dict 经营问卷
            financial_statement dict 财务填报数据
            risk_data dict 风险数据
            financial_indicators list 财务指标
        """
        # Parameters
        self.eid = param['评价ID']
        self.cid = param['企业ID']
        self.company = param['企业名称']
        self.industry = param['行业选择']
        self.period = param['评价年度']
        self.questionnaire = param['经营问卷']
        self.financial_statement = param['财务填报']
        self.risk_data = param['风险数据']
        self.financial_indicators = self.calculate_financial_indicators()
        self.operating_score = self.calculate_business_elements_score()
        self.financial_score = self.calculate_financial_elements_score()
        self.risk_score = self.calculate_risk_score()
        self.rating_result = self.general_rating_result()

    def calculate_financial_indicators(self):
        """
        计算财务指标
        Parameters:
            bs dict 近三年资产负债表
            ps dict 近三年利润表
            sds dict 近三年补充数据表
        Returns:
            financial_indicators list 进两年财务指标
        """
        # Parameters
        bs = self.financial_statement['资产负债表']
        ps = self.financial_statement['利润表']
        sds = self.financial_statement['补充数据表']

        # Returns
        financial_indicators = list()

        # main
        for i in range(3):
            ele = dict()
            ele['年报期'] = bs[i]['报告期']

            if i == 2:
                ele['净资产收益率'] = None
                ele['总资产报酬率'] = None
                ele['总资产周转率'] = None
                ele['存货周转率'] = None
                ele['营业增长率'] = None
                ele['总资产增长率'] = None
            else:
                ele['净资产收益率'] = roe(ps[i]['净利润'], bs[i]['所有者权益合计'], bs[i+1]['所有者权益合计'])
                ele['总资产报酬率'] = roa(ps[i]['利润总额'], sds[i]['计入财务费的利息支出'], bs[i]['资产总计'], bs[i+1]['资产总计'])
                ele['总资产周转率'] = tat(ps[i]['营业收入'], bs[i]['资产总计'], bs[i+1]['资产总计'])
                ele['存货周转率'] = ivtt(ps[i]['营业成本'], bs[i]['存货'], bs[i + 1]['存货'])
                ele['营业增长率'] = bgr(ps[i]['营业收入'], ps[i + 1]['营业收入'])
                ele['总资产增长率'] = tagr(bs[i]['资产总计'], bs[i + 1]['资产总计'])

            ele['应收账款周转率'] = acrt(ps[i]['营业收入'], bs[i]['应收账款'])
            ele['资产负债率'] = dbar(bs[i]['负债合计'], bs[i]['资产总计'])
            ele['已获利息倍数'] = icm(ps[i]['利润总额'], sds[i]['计入财务费的利息支出'], sds[i]['资本化利息支出'], bs[i]['短期借款'], bs[i]['长期借款'])
            ele['速动比率'] = qkr(bs[i]['流动资产合计'], bs[i]['存货'], bs[i]['流动负债合计'])
            ele['技术投入比率'] = tio(sds[i]['研发费用'], ps[i]['营业收入'])
            financial_indicators.append(ele)

        return financial_indicators

    def calculate_business_elements_score(self):
        """
        计算经营要素得分
        Parameters:
            level_1_industry str 一级行业
        Returns:
            score dict 分数
        """
        # main
        level_1_industry = self.industry[0]
        if level_1_industry == '制造业':
            score = manufacturing(self.questionnaire)
        else:
            score = {"环境": 0, "社会责任": 0, "公司治理": 0, "合计": 0}

        return score

    def calculate_financial_elements_score(self):
        """
        计算财务要素指标得分
        Parameters:
            elements dict 近一年财务指标
            industry str 所属行业
        Returns:
            score dict 财务要素得分
        """
        # Parameters
        elements = copy.deepcopy(self.financial_indicators[0])
        industry = self.industry[1]

        # main
        elements.pop('年报期')  # 计算指标分数前移除年报期字段
        score = financial_score(industry, elements)

        return score

    def calculate_risk_score(self):
        """
        计算风险得分
        Parameters
            -
        Returns
            -
        """
        score = dict()
        dm = self.risk_data
        score['合规风险'] = compliance_risk(dm['合规风险'])
        score['经营风险'] = management_risk(dm['经营风险'])
        score['关联风险'] = peripheral_risk(dm['关联风险'])
        score['合计'] = score['合规风险'] + score['经营风险']['合计'] + score['关联风险']['合计']
        return score

    def general_rating_result(self):
        """
        计算综合信用评价结果
        Parameters
            score1 float 经营+财务得分
            score2 float 合规风险得分
            benchmark 调整基准分
        Returns
            result 综合信用得分
        """
        # Parameter
        score1 = self.financial_score['合计'] + self.operating_score['合计']
        score2 = self.risk_score['合规风险']
        benchmark = score1 if score1 < (100-score2) else (100-33)

        # Return
        result = dict()

        # main
        result['评价ID'] = self.eid
        result['企业ID'] = self.cid
        result['企业名称'] = self.company
        result['评价年度'] = self.period
        result['评价方式'] = '企业申报'
        result['评价时间'] = time.strftime("%Y-%m-%d", time.localtime())
        result['信用评分'] = round(benchmark - self.risk_score['经营风险']['合计'] - self.risk_score['关联风险']['合计'], 2)
        result['信用等级'] = self.score_rank(result['信用评分'])
        result['经营评分'] = self.operating_score
        result['财务评分'] = self.financial_score
        result['风险评分'] = self.risk_score

        return result

    @staticmethod
    def score_rank(param):
        """
        计算信用级别
        Parameters
            param float 综合信用评价分数
            rank_ref dict 信用级别参考
            level string 信用级别
        """
        rank_refer = read_json_file(file_path('/Rating/static/rank.json'))
        result = "C"  # 初始级别设为C
        for level in rank_refer.keys():
            if param >= rank_refer[level]:
                result = level
                break
        return result

    def save_result(self):
        """
        保存评价结果
        """
        rating_result = self.rating_result
        update_data('评价', '评价结果', {"企业ID": self.cid}, rating_result)

    def save_indicators(self):
        """
        保存指标值
        """
        for item in self.financial_indicators:
            item['企业ID'] = self.cid
            item['企业名称'] = self.company
            update_data('企业', '指标明细', {"企业ID": self.cid, "年报期": item['年报期']}, item)


if __name__ == '__main__':
    data = read_json_file(file_path('/static/test_data/demo01.json'))
    model = RatingModel(data)
    model.save_result()