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彭熊
fund_report
Commits
0aac4573
Commit
0aac4573
authored
Jan 06, 2021
by
赵杰
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修复相关性不一致
parent
e3c86dee
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1 changed file
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3 additions
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2 deletions
+3
-2
result_service_v2.py
app/service/result_service_v2.py
+3
-2
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app/service/result_service_v2.py
View file @
0aac4573
...
...
@@ -195,7 +195,7 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
folio_report_data
[
"return_df"
]
=
resample_df
# 对应组合相关性
correlation
=
self
.
old_correlation
(
self
.
fund_cnav_total
[
fund_id_list
])
correlation
=
self
.
old_correlation
(
cur_folio_result_cnav_data
[
fund_id_list
])
folio_report_data
[
"correlation"
]
=
correlation
self
.
group_result_data
[
folio
]
=
folio_report_data
...
...
@@ -627,7 +627,8 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
return
self
.
group_result_data
def
old_correlation
(
self
,
cnav_data
):
folio_cnav_data
=
cnav_data
.
fillna
(
method
=
"bfill"
)
folio_cnav_data
=
cnav_data
.
copy
()
folio_cnav_data
=
folio_cnav_data
.
fillna
(
method
=
"bfill"
)
old_correlation
=
cal_correlation
(
folio_cnav_data
)
old_correlation
=
old_correlation
.
fillna
(
1
)
.
round
(
2
)
old_correlation
.
columns
=
old_correlation
.
columns
.
map
(
lambda
x
:
get_fund_name
(
x
)
.
values
[
0
][
0
])
...
...
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