Commit 3e6b279e authored by 李宗熹's avatar 李宗熹

新组合收益异常

parent 89adaa4a
...@@ -757,11 +757,14 @@ class PortfolioDiagnose(object): ...@@ -757,11 +757,14 @@ class PortfolioDiagnose(object):
propose_fund_return_limit_data["new_return"] = (propose_fund_return_limit_data["return"] - start_return)/(1+start_return) propose_fund_return_limit_data["new_return"] = (propose_fund_return_limit_data["return"] - start_return)/(1+start_return)
# 新组合累积收益 # 新组合累积收益
new_return_ratio = propose_fund_return_limit_data["new_return"].values[-1] try:
new_return_ratio = propose_fund_return_limit_data["new_return"].values[-1]
except:
new_return_ratio = 0
# 新组合区间年化收益率 # 新组合区间年化收益率
freq_max = group_order_df["freq"].max() freq_max = group_order_df["freq"].max()
n_freq = freq_days(int(freq_max)) n_freq = freq_days(int(freq_max))
new_return_ratio_year = annual_return(propose_fund_return_limit_data["new_return"].values[-1], propose_fund_return_limit_data, n_freq) new_return_ratio_year = annual_return(new_return_ratio, propose_fund_return_limit_data, n_freq)
# 新组合波动率 # 新组合波动率
new_volatility = volatility(propose_fund_return_limit_data["new_return"]+1, n_freq) new_volatility = volatility(propose_fund_return_limit_data["new_return"]+1, n_freq)
......
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