Commit 0aac4573 authored by 赵杰's avatar 赵杰

修复相关性不一致

parent e3c86dee
...@@ -195,7 +195,7 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor): ...@@ -195,7 +195,7 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
folio_report_data["return_df"] = resample_df folio_report_data["return_df"] = resample_df
# 对应组合相关性 # 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 folio_report_data["correlation"] = correlation
self.group_result_data[folio] = folio_report_data self.group_result_data[folio] = folio_report_data
...@@ -627,7 +627,8 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor): ...@@ -627,7 +627,8 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
return self.group_result_data return self.group_result_data
def old_correlation(self, cnav_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 = cal_correlation(folio_cnav_data)
old_correlation = old_correlation.fillna(1).round(2) old_correlation = old_correlation.fillna(1).round(2)
old_correlation.columns = old_correlation.columns.map(lambda x: get_fund_name(x).values[0][0]) old_correlation.columns = old_correlation.columns.map(lambda x: get_fund_name(x).values[0][0])
......
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