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彭熊
fund_report
Commits
21db4b8f
Commit
21db4b8f
authored
Dec 09, 2020
by
pengxiong
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Merge branch 'dev' of
http://47.100.44.39:10001/pengxiong/fund_report
into dev
parents
45a17671
3f339d08
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portfolio_diagnose.py
app/service/portfolio_diagnose.py
+12
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app/service/portfolio_diagnose.py
View file @
21db4b8f
...
...
@@ -1121,7 +1121,7 @@ class PortfolioDiagnose(object):
result
=
[]
for
fund
in
self
.
portfolio
:
try
:
result
.
append
(
self
.
single_evaluation
(
fund
),
objective
)
result
.
append
(
self
.
single_evaluation
(
fund
,
objective
)
)
except
IndexError
:
continue
return
result
...
...
@@ -1155,14 +1155,14 @@ class PortfolioDiagnose(object):
return
radar_data
# portfolio = ['HF00002JJ2', 'HF00005DBQ', 'HF0000681Q', 'HF00006693', 'HF00006AZF', 'HF00006BGS']
# portfolio_diagnose = PortfolioDiagnose(client_type=1, portfolio=portfolio, invest_amount=10000000)
# portfolio_diagnose.optimize()
# if __name__ == '__main__':
# print(portfolio_diagnose.single_fund_radar())
# print(portfolio_diagnose.propose_fund_radar())
# print(portfolio_diagnose.old_portfolio_evaluation())
# print('旧组合相关性:', portfolio_diagnose.old_correlation)
# print('新组合相关性:', portfolio_diagnose.new_correlation)
# print('旧组合个基评价:', portfolio_diagnose.old_portfolio_evaluation())
# print('新组合个基评价:', portfolio_diagnose.propose_fund_evaluation())
\ No newline at end of file
portfolio
=
[
'HF00002JJ2'
,
'HF00005DBQ'
,
'HF0000681Q'
,
'HF00006693'
,
'HF00006AZF'
,
'HF00006BGS'
]
portfolio_diagnose
=
PortfolioDiagnose
(
client_type
=
1
,
portfolio
=
portfolio
,
invest_amount
=
10000000
)
portfolio_diagnose
.
optimize
()
if
__name__
==
'__main__'
:
print
(
portfolio_diagnose
.
single_fund_radar
())
print
(
portfolio_diagnose
.
propose_fund_radar
())
print
(
portfolio_diagnose
.
old_portfolio_evaluation
())
print
(
'旧组合相关性:'
,
portfolio_diagnose
.
old_correlation
)
print
(
'新组合相关性:'
,
portfolio_diagnose
.
new_correlation
)
print
(
'旧组合个基评价:'
,
portfolio_diagnose
.
old_portfolio_evaluation
())
print
(
'新组合个基评价:'
,
portfolio_diagnose
.
propose_fund_evaluation
())
\ No newline at end of file
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