修复中证500的年化等，添加FOF判断策略分类

app/service/portfolio_diagnose.py

@@ -818,12 +818,12 @@ class PortfolioDiagnose(object):
         index_return["new_index_return"] = (index_return["index"] - start_index_return) / (1 + start_index_return)
         index_return_ratio = index_return["new_index_return"].values[-1]
         index_return_ratio_year = annual_return(index_return["new_index_return"].values[-1],
-                                                index_return["new_index_return"], n_freq)
-        index_volatility = volatility(index_return["new_index_return"] + 1, n_freq)
+                                                index_return["new_index_return"], 250)
+        index_volatility = volatility(index_return["new_index_return"] + 1, 250)
         index_drawdown = max_drawdown(index_return["new_index_return"] + 1)
         index_sim = simple_return(index_return["new_index_return"]+1)
-        index_exc = excess_return(index_sim, BANK_RATE, n_freq)
-        index_sharpe = sharpe_ratio(index_exc, index_sim, n_freq)
+        index_exc = excess_return(index_sim, BANK_RATE, 250)
+        index_sharpe = sharpe_ratio(index_exc, index_sim, 250)
 
         # 收益对比数据
         return_compare_df = pd.merge(index_return[["new_index_return"]], old_return_df[["cum_return_ratio"]],

app/service/result_service_v2.py

@@ -434,7 +434,9 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
 
             # 基金持仓数据
             total_market_values = p_sum_profit + p_total_amount #   月末总市值
-            fund_hoding_info = {"fund_strategy_name": dict_substrategy[int(row["substrategy"])], "fund_name": row["fund_name"]}
+            if "长富" in row["fund_name"] or "盈沛" in row["fund_name"]:
+                fund_strategy_name = "FOF"
+            fund_hoding_info = {"fund_strategy_name": fund_strategy_name, "fund_name": row["fund_name"]}
             fund_hoding_info["confirm_date"] = row["confirm_share_date"].strftime("%Y-%m-%d")
             fund_hoding_info["hold_year"] = "%.2f" % round((self.end_date - pd.to_datetime(row["confirm_share_date"])).days/365.0, 2)    # 存续年数
             fund_hoding_info["market_values"] = round((float(row["confirm_share"]) * (fund_basic_info["cur_cnav"] - confirm_cnav) + float(row["confirm_amount"]))/10000, 2)