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fund_report
Commit 4462d288 authored by 赵杰's avatar 赵杰
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波动率

parent 828fe9bd
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app/service/portfolio_diagnose.py
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...@@ -1216,7 +1216,7 @@ class PortfolioDiagnose(object): ...@@ -1216,7 +1216,7 @@ class PortfolioDiagnose(object):
except: except:
new_sharpe = 0 new_sharpe = 0
# 新组合波动率 # 新组合波动率
new_volatility = volatility(sim, n_freq) new_volatility = volatility(sim, n_freq) * 100
# 指数收益 # 指数收益
index_return = index_return[index_return.index >= group_order_start_date] index_return = index_return[index_return.index >= group_order_start_date]
......
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