波动率

4462d288 · 赵杰 · 828fe9bd · 4462d288
Commit 4462d288 authored Mar 12, 2021 by 赵杰
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portfolio_diagnose.py app/service/portfolio_diagnose.py +1 -1

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--- a/app/service/portfolio_diagnose.py
+++ b/app/service/portfolio_diagnose.py
@@ -1216,7 +1216,7 @@ class PortfolioDiagnose(object):
            except:
                new_sharpe = 0
            # 新组合波动率
-            new_volatility = volatility(sim, n_freq)
+            new_volatility = volatility(sim, n_freq) * 100

            # 指数收益
            index_return = index_return[index_return.index >= group_order_start_date]