Question

我的客户在Excel中有许多不同的经纪帐户。对于每个帐户，它都有一个帐户名称，帐户类型，股票名称以及每个股票的分配。每个帐户中的股票数量各不相同。该文件如下所示：

Account Name  Account Type   Stock Name  Stock Allocation     
MN001         #1             ABC         40%    
MN001         #1             ABD         60%

MN002         #2             ABC         50%    
MN002         #2             ABD         40%    
MN002         #2             EFG         10%    

MN003         #3             ABC         20%    
MN003         #3             ABD         40%    
MN003         #3             EFG         40%    

MN004         #4             ABC         30%    
MN004         #4             ABD         70%

我们要从帐户类型＃1（MN001）转移到其他帐户类型（MN002，MN003或MN004）。标准是找到营业额最少的帐户。例如，MN001和MN002之间的周转率是ABC（0.1）+ ABD（0.2）+ EFG（0.1）= 0.4。 MN001和MN003之间的周转率是ABC（0.2）+ ABD（0.2）+ EFG（0.4）= 0.8。 MN001和MN004之间的周转率是ABC（0.1）+ ABD（0.1）= 0.2。 MN004的营业额最低。

因此，所需的输出：

From Account/Account Type    To Account/Account Type    Minimum TurnOver
MN001        #1              MN004      #4              0.2 

MN002        #2              MN001      #1              0.4

在Excel中似乎很难做到。可以用Python完成吗？非常感谢您的帮助！

Answer 1

是的，它可以用Python完成，看起来可能像这样。

accounts = [{'ABC':0.4, 'ABD':0.6}, {'ABC':0.5, 'ABD':0.4, 'EFG':0.1}]

这是您的帐户，MN001是accounts[0]，而MN002是accounts[1]，依此类推。

def compute_turnover(first_account, second_account):
    turnover = 0

    for stock_name, stock_allocation in first_account.items():
        other_allocation = second_account.get(stock_name) 
        if other_allocation is not None:
            turnover += abs(stock_allocation - second_account[stock_name])
        else:
            turnover += stock_allocation

    for stock_name, stock_allocation in second_account.items():
        other_allocation = first_account.get(stock_name) 
        if other_allocation is None:
            turnover += stock_allocation

    return turnover

定义如上的compute_turnover函数，用MN001和MN002调用它，可以得到预期的结果

>>> compute_turnover(accounts[0], accounts[1])
0.4

现在让我们假设您有一个list1带有需要转移的帐户，一个list2带有目标帐户。您只需要在python字典中转换两个列表，然后按以下步骤进行迭代

list1 = [{'ABC':0.4, 'ABD':0.6}, {'ABC':0.5, 'ABD':0.4, 'EFG':0.1}]
list2 = [{'ABC':0.4, 'ABD':0.6}, {'ABC':0.5, 'ABD':0.4, 'EFG':0.1}]

turnover_accounts = []
for account in list1:
    min_turnover = 1e9
    turnover_account = None

    for target_account in list2:
        if compute_turnover(account, target_account) < min_turnover:
            min_turnover = compute_turnover(account, target_account)
            turnover_account = target_account

    turnover_accounts.append(turnover_account)

您的turnover_accounts列表将列出营业额最低的目标帐户的索引。

查找最低营业额账户

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