组合评价评分标准

app/service/portfolio_diagnose.py

@@ -662,9 +662,9 @@ class PortfolioDiagnose(object):
         z_score = fund_rank_data["z_score"].mean()
         drawdown_rank = fund_rank_data["max_drawdown_rank"].mean()
         return_rank_df = fund_rank_data["annual_return_rank"]
-        z_score_level = np.select([z_score >= 80,
-                                   70 <= z_score < 80,
-                                   z_score < 70], [0, 1, 2]).item()
+        z_score_level = np.select([z_score >= 70,
+                                   50 <= z_score < 70,
+                                   z_score < 50], [0, 1, 2]).item()
         drawdown_level = np.select([drawdown_rank >= 0.8,
                                     0.7 <= drawdown_rank < 0.8,
                                     0.6 <= drawdown_rank < 0.7,