波动率

app/service/portfolio_diagnose.py

@@ -1050,12 +1050,12 @@ class PortfolioDiagnose(object):
         # 指标对比
         old_indicator = {"group_name": "现有持仓组合", "return_ratio": "%.2f" % round((old_return - 1) * 100, 2),
                          "return_ratio_year": "%.2f" % round(old_return_ratio_year * 100, 2),
-                         "volatility": "%.2f" % round(old_volatility * 100, 2),
+                         "volatility": "%.2f" % round(old_volatility, 2),
                          "max_drawdown": "%.2f" % round(old_max_drawdown[0] * 100, 2), "sharpe": "%.2f" % round(old_sharpe, 2)}
 
         index_indicator = {"group_name": "中证500", "return_ratio": "%.2f" % round(index_return_ratio * 100, 2),
                            "return_ratio_year": "%.2f" % round(index_return_ratio_year * 100, 2),
-                           "volatility": "%.2f" % round(index_volatility * 100, 2),
+                           "volatility": "%.2f" % round(index_volatility, 2),
                            "max_drawdown": "%.2f" % round(index_drawdown[0] * 100, 2), "sharpe": "%.2f" % round(index_sharpe, 2)}
         old_indicator_compare = [old_indicator, index_indicator]
 
@@ -1239,14 +1239,14 @@ class PortfolioDiagnose(object):
                 return_compare_result["new_combination"]["data"] = return_compare_result["origin_combination"]["data"]
             # 指标对比
             old_indicator = {"group_name": "现有持仓组合", "return_ratio": round((old_return-1)*100, 2), "return_ratio_year": round(old_return_ratio_year*100,2),
-                             "volatility": round(old_volatility*100, 2), "max_drawdown": round(old_max_drawdown[0]*100, 2), "sharpe": round(old_sharpe, 2)}
+                             "volatility": round(old_volatility, 2), "max_drawdown": round(old_max_drawdown[0]*100, 2), "sharpe": round(old_sharpe, 2)}
             new_indicator = {"group_name": "建议优化组合", "return_ratio": round(new_return_ratio*100, 2), "return_ratio_year": round(new_return_ratio_year*100, 2),
-                             "volatility": round(new_volatility*100, 2), "max_drawdown": round(new_drawdown[0]*100, 2), "sharpe": round(new_sharpe, 2)}
+                             "volatility": round(new_volatility, 2), "max_drawdown": round(new_drawdown[0]*100, 2), "sharpe": round(new_sharpe, 2)}
             if default > 0:
                 new_indicator = {"group_name": "建议优化组合", "return_ratio": round((old_return-1)*100, 2), "return_ratio_year": round(old_return_ratio_year*100, 2),
-                             "volatility": round(old_volatility*100, 2), "max_drawdown": round(old_max_drawdown[0]*100, 2), "sharpe": round(old_sharpe, 2)}
+                             "volatility": round(old_volatility, 2), "max_drawdown": round(old_max_drawdown[0]*100, 2), "sharpe": round(old_sharpe, 2)}
             index_indicator = {"group_name": "中证500", "return_ratio": round(index_return_ratio*100, 2), "return_ratio_year": round(index_return_ratio_year*100, 2),
-                             "volatility": round(index_volatility*100, 2), "max_drawdown": round(index_drawdown[0]*100, 2), "sharpe": round(index_sharpe, 2)}
+                             "volatility": round(index_volatility, 2), "max_drawdown": round(index_drawdown[0]*100, 2), "sharpe": round(index_sharpe, 2)}
             indicator_compare = [new_indicator, old_indicator, index_indicator]
 
             # 在保留{}的基础上，建议赎回{}，并增配{}后，整体组合波动率大幅降低，最大回撤从{}降到不足{}，年化收益率提升{}个点