# core/external_scoring.py from __future__ import annotations from typing import Dict, Any, List, Tuple import pandas as pd __all__ = [ "get_external_template_df", "fill_missing_with_external", "merge_market_into_external_df", "score_external_from_df", ] # ひな形(+市場成長率系の列を追加) _TEMPLATE_ROWS: List[Tuple[str, str]] = [ ("経営者能力", "予実達成率_3年平均(%)"), ("経営者能力", "監査・内部統制の重大な不備 件数(過去3年)"), ("経営者能力", "重大コンプライアンス件数(過去3年)"), ("経営者能力", "社外取締役比率(%)"), ("経営者能力", "代表者の業界経験年数"), ("経営者能力", "現預金(円)"), ("経営者能力", "月商(円)"), ("経営者能力", "担保余力評価額(円)"), ("経営者能力", "倒産歴の有無(TRUE/FALSE)"), ("経営者能力", "倒産からの経過年数"), ("経営者能力", "重大事件・事故件数(過去10年)"), ("成長率", "売上_期3(最新期)"), ("成長率", "売上_期2"), ("成長率", "売上_期1(最古期)"), ("成長率", "営業利益_期3(最新期)"), ("成長率", "営業利益_期2"), ("成長率", "営業利益_期1(最古期)"), ("成長率", "主力商品数"), ("成長率", "成長中主力商品数"), ("成長率", "市場の年成長率(%)"), ("安定性", "自己資本比率(%)"), ("安定性", "利益剰余金(円)"), ("安定性", "支払遅延件数(直近12ヶ月)"), ("安定性", "不渡り件数(直近12ヶ月)"), ("安定性", "平均支払遅延日数"), ("安定性", "メインバンク明確か(TRUE/FALSE)"), ("安定性", "借入先数"), ("安定性", "メインバンク借入シェア(%)"), ("安定性", "コミットメントライン等の長期与信枠あり(TRUE/FALSE)"), ("安定性", "担保余力評価額(円)"), ("安定性", "月商(円)_再掲"), ("安定性", "主要顧客上位1社売上比率(%)"), ("安定性", "主要顧客上位3社売上比率(%)"), ("安定性", "主要顧客の平均信用スコア(0-100)"), ("安定性", "不良債権件数(直近12ヶ月)"), ("安定性", "業歴(年)"), ("公平性・総合世評", "有価証券報告書提出企業か(TRUE/FALSE)"), ("公平性・総合世評", "決算公告や官報での公開あり(TRUE/FALSE)"), ("公平性・総合世評", "HP/IRサイトで財務資料公開あり(TRUE/FALSE)"), ("公平性・総合世評", "直近更新が定め通りか(TRUE/FALSE)"), ] def get_external_template_df() -> pd.DataFrame: return pd.DataFrame([(c, i, "") for c, i in _TEMPLATE_ROWS], columns=["カテゴリー", "入力項目", "値"]) def fill_missing_with_external(df: pd.DataFrame, suggestions: Dict[str, Any] | None = None) -> pd.DataFrame: if not suggestions: return df.copy() df2 = df.copy() for idx, row in df2.iterrows(): k = row["入力項目"] if (row["値"] in (None, "", "—")) and (k in suggestions): df2.at[idx, "値"] = suggestions[k] return df2 def merge_market_into_external_df(ext_df: pd.DataFrame, market: Dict[str, Any], products: List[str]) -> pd.DataFrame: """市場推定結果と商品リストをext_dfへ反映(必ずDataFrameを返す)""" df = ext_df.copy() def _set(df_: pd.DataFrame, label: str, val: Any, cat_hint: str = "成長率") -> pd.DataFrame: m = df_["入力項目"].eq(label) if m.any(): df_.loc[m, "値"] = val return df_ # 行がない場合は追加 return pd.concat([df_, pd.DataFrame([[cat_hint, label, val]], columns=df_.columns)], ignore_index=True) if market.get("市場の年成長率(%)") is not None: df = _set(df, "市場の年成長率(%)", float(market["市場の年成長率(%)"]), "成長率") prods = [p for p in products if str(p).strip()] df = _set(df, "主力商品数", len(prods), "成長率") growing = 0 prod_growth: Dict[str, float] = market.get("製品別年成長率(%)") or {} for p in prods: try: if float(prod_growth.get(p, 0.0)) > 10.0: growing += 1 except Exception: pass df = _set(df, "成長中主力商品数", growing, "成長率") return df # ===== スコア計算(定量化+ばらつきストレッチ) ===== _WEIGHTS = { ("経営者能力", "経営姿勢"): 8, ("経営者能力", "事業経験"): 5, ("経営者能力", "資産担保力"): 6, ("経営者能力", "減点事項"): 7, ("成長率", "売上高伸長性"): 10, ("成長率", "利益伸長性"): 10, ("成長率", "商品"): 6, ("成長率", "市場成長調整"): 6, ("安定性", "自己資本"): 8, ("安定性", "決済振り"): 10, ("安定性", "金融取引"): 6, ("安定性", "資産担保余力"): 6, ("安定性", "取引先"): 6, ("安定性", "業歴"): 4, ("公平性・総合世評", "ディスクロージャー"): 8, } _WEIGHT_NORM = 100.0 / float(sum(_WEIGHTS.values())) def _clamp(v, a, b): return max(a, min(b, v)) def _to_float(x): if x is None: return None try: return float(str(x).replace(",", "").replace("▲", "-").replace("△", "-")) except Exception: return None def _to_bool(x): if x is None: return None s = str(x).strip().lower() if s in ("true","t","1","yes","y","有","あり"): return True if s in ("false","f","0","no","n","無","なし"): return False return None def _ratio(a,b): if a is None or b is None or b == 0: return None return a/b def _ramp(x, good, bad, lo=0.0, hi=10.0, neutral=None): if x is None: return neutral if neutral is not None else (lo+hi)/2.0 if good > bad: if x <= bad: return lo if x >= good: return hi return lo + (hi-lo) * (x-bad)/(good-bad) else: if x >= bad: return lo if x <= good: return hi return lo + (hi-lo) * (x-good)/(bad-good) def _stretch_0_10(x: float, k: float = 1.25) -> float: if x is None: return None t = (x/10.0) t = t**(1.0/k) if t >= 0.5 else (t**k) return _clamp(t*10.0, 0.0, 10.0) def _add(items, cat, name, raw, weight, reason): raw2 = _stretch_0_10(raw, k=1.25) if raw is not None else None w = round(weight * _WEIGHT_NORM, 2) sc = 0.0 if raw2 is None else round((raw2 / 10.0) * w, 2) items.append({ "category": cat, "name": name, "raw": None if raw is None else round(raw,2), "raw_stretched": None if raw2 is None else round(raw2,2), "weight": w, "score": sc, "reason": reason }) def score_external_from_df(df: pd.DataFrame) -> Dict[str, Any]: # 必ず dict を返す。途中で例外にならないよう to_x で吸収。 def ref(label: str): m = df["入力項目"].eq(label) return df.loc[m, "値"].values[0] if m.any() else None items: List[Dict[str, Any]] = [] yoy3 = _to_float(ref("予実達成率_3年平均(%)")) audit_bad = _to_float(ref("監査・内部統制の重大な不備 件数(過去3年)")) comp_bad = _to_float(ref("重大コンプライアンス件数(過去3年)")) indep = _to_float(ref("社外取締役比率(%)")) exp_years = _to_float(ref("代表者の業界経験年数")) cash = _to_float(ref("現預金(円)")) sales_m = _to_float(ref("月商(円)")) collat = _to_float(ref("担保余力評価額(円)")) has_bk = _to_bool(ref("倒産歴の有無(TRUE/FALSE)")) bk_years = _to_float(ref("倒産からの経過年数")) incidents = _to_float(ref("重大事件・事故件数(過去10年)")) s1 = _to_float(ref("売上_期1(最古期)")) s2 = _to_float(ref("売上_期2")) s3 = _to_float(ref("売上_期3(最新期)")) p1 = _to_float(ref("営業利益_期1(最古期)")) p2 = _to_float(ref("営業利益_期2")) p3 = _to_float(ref("営業利益_期3(最新期)")) equity = _to_float(ref("自己資本比率(%)")) delay_cnt = _to_float(ref("支払遅延件数(直近12ヶ月)")) boun_cnt = _to_float(ref("不渡り件数(直近12ヶ月)")) delay_days = _to_float(ref("平均支払遅延日数")) mainbank = _to_bool(ref("メインバンク明確か(TRUE/FALSE)")) lenders = _to_float(ref("借入先数")) main_share = _to_float(ref("メインバンク借入シェア(%)")) has_line = _to_bool(ref("コミットメントライン等の長期与信枠あり(TRUE/FALSE)")) sales_m2 = _to_float(ref("月商(円)_再掲")) or sales_m top1 = _to_float(ref("主要顧客上位1社売上比率(%)")) top3 = _to_float(ref("主要顧客上位3社売上比率(%)")) cust_score = _to_float(ref("主要顧客の平均信用スコア(0-100)")) npl_cnt = _to_float(ref("不良債権件数(直近12ヶ月)")) years = _to_float(ref("業歴(年)")) prod_total = _to_float(ref("主力商品数")) prod_growing = _to_float(ref("成長中主力商品数")) market_growth = _to_float(ref("市場の年成長率(%)")) cash_to_ms = _ratio(cash, sales_m2) coll_to_ms = _ratio(collat, sales_m2) def cagr(v1, v3): if v1 is None or v3 is None or v1 <= 0: return None try: return (v3/v1)**(1/2) - 1.0 except Exception: return None s_cagr = cagr(s1, s3) p_cagr = cagr(p1, p3) # 経営者能力 mg_att = (_ramp(yoy3, 90, 50) + _ramp(0 if not audit_bad else -audit_bad, 0, -3) + _ramp(0 if not comp_bad else -comp_bad, 0, -2) + _ramp(indep, 33, 0)) / 4 _add(items, "経営者能力", "経営姿勢", mg_att, _WEIGHTS[("経営者能力","経営姿勢")], f"予実{yoy3 or '—'}%/監査{audit_bad or 0}/違反{comp_bad or 0}/社外{indep or '—'}%") mg_exp = _ramp(exp_years if exp_years is not None else 5.0, 15, 0) _add(items, "経営者能力", "事業経験", mg_exp, _WEIGHTS[("経営者能力","事業経験")], f"経験{exp_years if exp_years is not None else '不明→中立'}年") mg_asset = _ramp(cash_to_ms, 1.5, 0.2) _add(items, "経営者能力", "資産担保力", mg_asset, _WEIGHTS[("経営者能力","資産担保力")], f"現預金/月商≈{round(cash_to_ms,2) if cash_to_ms else '—'}") if incidents and incidents>0: pen=0.0; rs=f"重大事故{int(incidents)}件→大幅減点" elif has_bk: pen=6.0 if (bk_years and bk_years>=10) else 3.0; rs=f"倒産歴あり({bk_years or '不明'}年)" else: pen=10.0; rs="事故/倒産なし" _add(items,"経営者能力","減点事項",pen,_WEIGHTS[("経営者能力","減点事項")],rs) # 成長率 _add(items,"成長率","売上高伸長性", _ramp(s_cagr,0.08,-0.05), _WEIGHTS[("成長率","売上高伸長性")], f"CAGR売上{round((s_cagr or 0)*100,1) if s_cagr is not None else '—'}%") _add(items,"成長率","利益伸長性", _ramp(p_cagr,0.08,-0.05), _WEIGHTS[("成長率","利益伸長性")], f"CAGR営業{round((p_cagr or 0)*100,1) if p_cagr is not None else '—'}%") # 商品 if prod_total is None or prod_total <= 0: pr_sc = 5.0; rs = "不明→中立" else: ratio = _ratio(prod_growing, prod_total) or 0.0 pr_sc = ( _ramp(prod_total, 3, 0) + _ramp(ratio, 0.7, 0.1) ) / 2 rs = f"主力{int(prod_total)}/成長中比{round(ratio*100,1)}%" _add(items,"成長率","商品", pr_sc, _WEIGHTS[("成長率","商品")], rs) # 市場成長調整 _add(items,"成長率","市場成長調整", _ramp(market_growth,15,-5), _WEIGHTS[("成長率","市場成長調整")], f"市場年成長{market_growth or '—'}%") # 安定性 _add(items,"安定性","自己資本", _ramp(equity,40,5), _WEIGHTS[("安定性","自己資本")], f"自己資本比率{equity or '—'}%") if (delay_cnt is not None) or (boun_cnt is not None) or (delay_days is not None): sc=( _ramp(-(delay_cnt or 0),0,-6) + _ramp(-(boun_cnt or 0),0,-1) + _ramp(-(delay_days or 0),0,-30) )/3 rs=f"遅延{int(delay_cnt or 0)}/不渡{int(boun_cnt or 0)}/平均{int(delay_days or 0)}日" else: sc=_ramp(_ratio(cash, sales_m2),1.0,0.2); rs=f"代理:現預金/月商≈—" _add(items,"安定性","決済振り", sc, _WEIGHTS[("安定性","決済振り")], rs) sc_mb = 5.0 sc_mb += 2.0 if mainbank else (-0.5 if mainbank is False else 0) sc_mb += 1.0 if has_line else 0 sc_mb = _clamp(sc_mb,0,10) _add(items,"安定性","金融取引", sc_mb, _WEIGHTS[("安定性","金融取引")], f"メイン{'有' if mainbank else '無' if mainbank is False else '—'}/与信枠{'有' if has_line else '無' if has_line is False else '—'}") _add(items,"安定性","資産担保余力", _ramp(_ratio(collat, sales_m2),4.0,0.0), _WEIGHTS[("安定性","資産担保余力")], f"担保/月商≈—") _add(items,"安定性","取引先", ( _ramp(-(top1 or 50),0,-80) + _ramp(cust_score,80,50) + _ramp(-(npl_cnt or 1),0,-3) )/3, _WEIGHTS[("安定性","取引先")], f"上位1社{top1 or '—'}%/信用{cust_score or '—'}/不良{int(npl_cnt or 0)}") _add(items,"安定性","業歴", _ramp(years,20,1), _WEIGHTS[("安定性","業歴")], f"{years or '—'}年") # 公平性 sc_dis = 0.0 has_sec = _to_bool(ref("有価証券報告書提出企業か(TRUE/FALSE)")) sc_dis += 10.0 if has_sec else 0.0 if sc_dis == 0.0: pub_off = _to_bool(ref("決算公告や官報での公開あり(TRUE/FALSE)")) pub_web = _to_bool(ref("HP/IRサイトで財務資料公開あり(TRUE/FALSE)")) sc_dis += 7.0 if (pub_off or pub_web) else 4.0 upd_on = _to_bool(ref("直近更新が定め通りか(TRUE/FALSE)")) if upd_on: sc_dis += 1.0 sc_dis = _clamp(sc_dis,0,10) _add(items,"公平性・総合世評","ディスクロージャー", sc_dis, _WEIGHTS[("公平性・総合世評","ディスクロージャー")], f"{'有報' if has_sec else '公開あり' if sc_dis>=7.0 else '公開乏しい'} / 更新{'◯' if upd_on else '—'}") total = round(sum(x["score"] for x in items),1) from collections import defaultdict cat_sum, cat_w = defaultdict(float), defaultdict(float) for it in items: cat_sum[it["category"]] += it["score"] cat_w[it["category"]] += it["weight"] cat_scores = {c: round((cat_sum[c] / cat_w[c]) * 100.0 if cat_w[c] > 0 else 0.0, 1) for c in cat_sum} return { "name": "企業評価(外部・定量)", "external_total": total, "items": items, "category_scores": cat_scores, "notes": "欠損は中立+市場成長/商品構成を反映。ストレッチでばらつきを拡大。", }