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RIM.py
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RIM.py
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from datetime import datetime
import numpy as np
import numpy_financial as np_f
class RIM:
def __init__(self, fn_soup):
self.fn_soup = fn_soup
def get_total_stock_treasury_stock(self):
total = int(1e9)
treasury = 0
data = self.fn_soup.findAll(class_='us_table_ty1 table-hb thbg_g h_fix zigbg_no')[0].findAll('tr')
for row in data:
name = row.find('div')
if name and name.text.strip() == "발행주식수(보통주/ 우선주)":
try:
total = int(row.find(class_='r').text.split('/')[0].strip().replace(',', '')) + int(
row.find(class_='r').text.split('/')[1].strip().replace(',', ''))
except:
total = 2
data = self.fn_soup.findAll(class_='us_table_ty1 h_fix zigbg_no notres')[1].findAll('tr')
for row in data:
name = row.find('div')
if name and "자기주식" in name.text.strip():
try:
treasury = int(row.findAll(class_='r')[1].text.replace(',', '').replace('\xa0', '0'))
except:
treasury = 1
return total, treasury
def get_category(self):
data = self.fn_soup.find('span', {'class': 'stxt stxt2'})
category = data.text.strip('FICS ').strip()
return category
def get_RIM_price(self, capital, ROE, demand):
today = datetime.today()
# criterion_year: 최근 결산연도
ROE_annual, criterion_year = self.get_value_by_name_from_snapshot('ROE(%)(지배주주순이익(연율화) / 지배주주지분(평균)) * 100ROE',
"연간")
ROE_quarter, _ = self.get_value_by_name_from_snapshot('ROE(%)(지배주주순이익(연율화) / 지배주주지분(평균)) * 100ROE', "분기")
total_stock, treasury_stock = self.get_total_stock_treasury_stock()
try:
# 컨센 없음
if int(list(ROE_annual.keys())[-1].split('/')[0]) < datetime.today().year:
start_year = int(list(ROE_quarter.keys())[-1].split('/')[0])
start_month = int(list(ROE_quarter.keys())[-1].split('/')[1])
ROE_quarter_data = list(ROE_quarter.values())[-4:]
ROE_raw = 0.0
for weight, val in enumerate(ROE_quarter_data):
ROE_raw += float(val.replace(',', '')) * (int(weight) + 1)
ROE_raw /= 1000
capital_raw = int(
list(self.get_value_by_name_from_snapshot('지배주주지분', "분기")[0].values())[-1].strip().replace(',', ''))
else:
# 컨센 있음
start_year = int(list(ROE_annual.keys())[-1].split('/')[0])
start_month = int(list(ROE_annual.keys())[-1].split('/')[1])
ROE_raw = float(list(ROE_annual.values())[-1]) / 100
capital_raw = int(
list(self.get_value_by_name_from_snapshot('지배주주지분', "연간")[0].values())[-1].strip().replace(',', ''))
time_delta = (datetime(year=start_year, month=start_month, day=30) - today).days / 365
duration = criterion_year + 10 - start_year if start_month == 12 else criterion_year + 11 - start_year
reduce_0_1, reduce_10_1, reduce_20_1 = self.get_RIM_price_calc(capital, ROE, demand, time_delta,
total_stock, treasury_stock,
duration)
reduce_0_2, reduce_10_2, reduce_20_2 = self.get_RIM_price_calc(capital_raw, ROE_raw, demand, time_delta,
total_stock, treasury_stock,
duration)
return round((reduce_0_1 * 1.5 + reduce_0_2) / 2.5), round((reduce_10_1 * 1.5 + reduce_10_2) / 2.5), round(
(reduce_20_1 * 1.5 + reduce_20_2) / 2.5)
except Exception:
return -1, -1, -1
def get_RIM_price_calc(self, capital, ROE, demand, timedelta, total_stock, treasury_stock, duration):
surplus_profit_none = []
surplus_profit_reduce_10 = []
surplus_profit_reduce_20 = []
capital_calc_none = capital
capital_calc_reduce_10 = capital
capital_calc_reduce_20 = capital
surplus_profit_rate_none = ROE - demand
surplus_profit_rate_reduce_10 = ROE - demand
surplus_profit_rate_reduce_20 = ROE - demand
for i in range(duration):
surplus_profit_rate_none *= 1
ROE_calc_none = surplus_profit_rate_none + demand
surplus_profit_none.append(capital_calc_none * (ROE_calc_none - demand))
capital_calc_none += capital_calc_none * ROE_calc_none
surplus_profit_rate_reduce_10 *= 0.9
ROE_calc_reduce_10 = surplus_profit_rate_reduce_10 + demand
surplus_profit_reduce_10.append(capital_calc_reduce_10 * (ROE_calc_reduce_10 - demand))
capital_calc_reduce_10 += capital_calc_reduce_10 * ROE_calc_reduce_10
surplus_profit_rate_reduce_20 *= 0.8
ROE_calc_reduce_20 = surplus_profit_rate_reduce_20 + demand
surplus_profit_reduce_20.append(capital_calc_reduce_20 * (ROE_calc_reduce_20 - demand))
capital_calc_reduce_20 += capital_calc_reduce_20 * ROE_calc_reduce_20
total_value = (np_f.npv(demand, surplus_profit_none) + capital)
reduce_10_value = (np_f.npv(demand, surplus_profit_reduce_10) + capital)
reduce_20_value = (np_f.npv(demand, surplus_profit_reduce_20) + capital)
total_value_price = round(total_value * int(1e8) / (total_stock - treasury_stock) / (1 + demand) ** timedelta)
reduce_10_price = round(reduce_10_value * int(1e8) / (total_stock - treasury_stock) / (1 + demand) ** timedelta)
reduce_20_price = round(reduce_20_value * int(1e8) / (total_stock - treasury_stock) / (1 + demand) ** timedelta)
return total_value_price, reduce_10_price, reduce_20_price
def get_value_by_name_from_snapshot(self, name, data_type):
try:
if data_type == "연간":
data_1 = self.fn_soup.find('div', {'id': 'highlight_D_Y'}).findAll('tr')
data_2 = self.fn_soup.find('div', {'id': 'highlight_B_Y'}).findAll('tr')
elif data_type == "분기":
data_1 = self.fn_soup.find('div', {'id': 'highlight_D_Q'}).findAll('tr')
data_2 = self.fn_soup.find('div', {'id': 'highlight_B_Q'}).findAll('tr')
if data_1[2].text.replace('\xa0', '').split(' ').count('') <= data_2[2].text.replace('\xa0', '').split(
' ').count(''):
data = data_1
linked = "연결"
else:
data = data_2
linked = "별도"
if name == "지배주주지분":
if linked == "연결":
keyword = "지배주주지분"
elif linked == "별도":
keyword = "자본총계"
else:
keyword = name
for content in data:
if content.find('th').text.strip() == keyword:
value = [i.text.replace('\xa0', '0') for i in content.findAll('td')]
date_temp = data[1].findAll('th', {'scope': 'col'})
date = [i.text for i in date_temp[:5]]
criterion_year = int(date[-1].split('/')[0])
date += [i.find(class_='txt_acd').text.strip('(E)') for i in date_temp[5:8]]
return {year: val for year, val in zip(date, value) if val != '0'}, criterion_year
except Exception:
return None, None
def get_allocation_rate(self):
data = self.fn_soup.findAll('div', {'id': 'highlight_D_Y'})[0].findAll('tr')
for content in data:
name = content.find('span', {'class': 'txt_acd'})
if name and name.text == "배당수익률":
temp = [i.text for i in content.findAll('td') if i.text != '\xa0']
if len(temp):
return float(temp[-1])
else:
return 0