Commit 3f339d08 authored by 李宗熹's avatar 李宗熹

修改objective

parent 68c1d166
......@@ -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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