nan充值为0

app/service/result_service_v2.py

@@ -91,7 +91,7 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
 
             # 波动率
             volatility_ = volatility(resample_df["cum_return_ratio"], n_freq)
-            folio_report_data["volatility"] = float(volatility_)
+            folio_report_data["volatility"] = float(volatility_) if not math.isnan(volatility_) else 0.0
 
             # 最大回撤
             drawdown = max_drawdown(resample_df["cum_return_ratio"])
@@ -104,7 +104,7 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
                 sharpe = sharpe_ratio(exc, sim, n_freq)
             except ZeroDivisionError:
                 sharpe = 0.0
-            folio_report_data["sharpe"] = float(sharpe)
+            folio_report_data["sharpe"] = float(sharpe) if not math.isnan(sharpe) else 0.0
 
             # 期末资产
             ending_assets = cumulative_profit + total_cost
@@ -581,7 +581,7 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
 
         # 波动率
         volatility_ = volatility(fund_nav_df["cum_return_ratio"], n_freq)
-        result["volatility"] = float(volatility_)
+        result["volatility"] = float(volatility_) if not math.isnan(volatility_) else 0.0
 
         # 最大回撤
         drawdown = max_drawdown(fund_nav_df["cum_return_ratio"])

app/utils/week_evaluation.py

@@ -53,6 +53,8 @@ def sharpe_ratio(excess_return, simple_return, n):
         d = math.sqrt(n) * excess_return / simple_return.std(ddof=1)
         if d == float("inf") or d == float("-inf"):
             return 0.0
+        if math.isnan(d):
+            return 0.0
     except:
         return 0.0
     return d