/// <summary>
/// 基本面選股方式篩選:
/// 1. EPS 大於 前一季EPS
/// 2. 月營收 大於 上月營收 和 去年同月營收
/// 3. 本益比 大於 15 , 股價淨值比 小於 2 , 殖利率 大於 4 => GetFundamentalDailyList(date, 15, 2, 4)
/// 4. 股價 大於 10 , 股價 小於 50
/// </summary>
/// <param name="date"></param>
/// <returns></returns>
public IEnumerable <string> GetPackingStockIds_1(DateTime date)
{
var seasonReportList = GetSeasonReportPivotListEPSOverThenLastSeason(date, 1);
var lastMonthDate = date.AddMonths(-1);
var monthRevenueIncreaseList = _revenueRepository.GetMonthRevenueIncrease(lastMonthDate.Year - 1911, lastMonthDate.Month);
var fundamentalDailyList = GetFundamentalDailyList(date, 15, 2, 4);
return(seasonReportList.Select(x => x.stock_id)
.Intersect(monthRevenueIncreaseList.Select(x => x.stock_id))
.Intersect(fundamentalDailyList.Select(x => x.stock_id))
.Where(stock_id => {
var stockList = _stockRepository.GetStocks(new StockQuery()
{
stock_id = stock_id,
start_date = date.AddDays(-36),
end_date = date
}).OrderByDescending(x => x.trading_date).Take(20).OrderBy(x => x.trading_date).ToList();
var closeValue = Convert.ToDecimal(stockList.ElementAt(0).close);
if (closeValue > 10 && closeValue < 50)
{
return (stockList.Sum(stock => Convert.ToDecimal(stock.close)) / stockList.Count) < Convert.ToDecimal(stockList.ElementAt(0).close);
}
else
{
return false;
}
})); //.ToList();
}
public IActionResult GetMonthRevenueIncrease(int year, int month)
{
return(new JsonResult(_revenueRepository.GetMonthRevenueIncrease(year, month)));
}