Skip to content
Projects
Groups
Snippets
Help
Loading...
Help
Sign in
Toggle navigation
F
fund_report
Project
Project
Details
Activity
Cycle Analytics
Repository
Repository
Files
Commits
Branches
Tags
Contributors
Graph
Compare
Charts
Issues
0
Issues
0
List
Board
Labels
Milestones
Merge Requests
0
Merge Requests
0
CI / CD
CI / CD
Pipelines
Jobs
Schedules
Charts
Packages
Packages
Wiki
Wiki
Snippets
Snippets
Members
Members
Collapse sidebar
Close sidebar
Activity
Graph
Charts
Create a new issue
Jobs
Commits
Issue Boards
Open sidebar
彭熊
fund_report
Commits
3e6b279e
Commit
3e6b279e
authored
Dec 08, 2020
by
李宗熹
Browse files
Options
Browse Files
Download
Email Patches
Plain Diff
新组合收益异常
parent
89adaa4a
Show whitespace changes
Inline
Side-by-side
Showing
1 changed file
with
5 additions
and
2 deletions
+5
-2
portfolio_diagnose.py
app/service/portfolio_diagnose.py
+5
-2
No files found.
app/service/portfolio_diagnose.py
View file @
3e6b279e
...
@@ -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
try
:
new_return_ratio
=
propose_fund_return_limit_data
[
"new_return"
]
.
values
[
-
1
]
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
)
...
...
Write
Preview
Markdown
is supported
0%
Try again
or
attach a new file
Attach a file
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Cancel
Please
register
or
sign in
to comment