Commit 3ec14cf8 authored by pengxiong's avatar pengxiong

Merge remote-tracking branch 'origin/manage' into manage

parents 66139239 2c336f9d
......@@ -862,7 +862,7 @@ class PortfolioDiagnose(object):
# 指数收益
# index_data = get_index_daily(self.index_id, self.start_date)
# index_data = pd.merge(index_data, self.propose_portfolio, how='inner', left_index=True, right_index=True)
index_data = data_adaptor.fund_cnav_total[["index"]]
index_data = data_adaptor.fund_cnav_total[["index"]].fillna(method="ffill")
index_data = index_data[index_data.index >= pd.to_datetime(data_adaptor.start_date)]
index_return = index_data.iloc[:, :] / index_data.iloc[0, :] - 1
......
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