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

app/service/fund_service.py

-# -*- coding: UTF-8 -*-
-"""
-@author:Zongxi.Li
-@file:test.py
-@time:2021/01/15
-"""
 # -*- encoding: utf-8 -*-
 # -----------------------------------------------------------------------------
 # @File Name  : fund_service.py
@@ -71,10 +65,9 @@ def single_evaluation(fund_id, invest_type=2, index_id='000905.SH'):
        3、在风险方面，该基金抵御风险能力优秀/良好/一般，在同类基金中处于高/中/低等水平，最大回撤为x%，高于/持平/低于同类基金平均水平；
        4、该基金收益较好/较差的同时回撤较大/较小，也就是说，该基金在用较大/较小风险换取较大/较小收益，存在较高/较低风险；
        5、基金经理，投资年限5.23年，经验丰富；投资能力较强，生涯中共管理过X只基金，历任的X只基金平均业绩在同类中处于上游水平，其中x只排名在前x%；生涯年化回报率x%，同期大盘只有x%；
-    Args:
-        fund_id:
-
-    Returns:
+    :param fund_id: 基金ID
+    :param index_id: 指数ID
+    :param invest_type: 投资类型：0：公募 1：私募 2：探普优选
     """
     end_date = datetime.datetime(datetime.date.today().year,
                                  datetime.date.today().month, 1) - datetime.timedelta(1)
@@ -171,14 +164,25 @@ def single_evaluation(fund_id, invest_type=2, index_id='000905.SH'):
     return evaluation_dict
 
 
+def fund_index_compare(fund_id, invest_type=2, index_id='000905.SH'):
+    start_date = datetime.datetime(2000, 1, 1)
+    index_daily = get_index_daily(index_id, start_date)
+    fund_nav = get_tamp_nav(fund_id, start_date, invest_type=invest_type)
+    fund_nav = rename_col(fund_nav, fund_id)
+    compare = pd.merge(index_daily, fund_nav, how='inner', left_index=True, right_index=True)
+    compare[index_id + '_return_ratio'] = (compare[index_id] / compare[index_id].iloc[0] - 1) * 100
+    compare[fund_id + '_return_ratio'] = (compare[fund_id] / compare[fund_id].iloc[0] - 1) * 100
+    return compare
+
+
 def get_fund_evaluation(args):
     """返回个基点评和雷达图"""
     fund_id = args.get('fund_id')
     invest_type = args.get('invest_type')
     print(single_evaluation(fund_id='HF00005AFK'))
-    print(get_radar_data('HF00005AFK'))
 
 
 if __name__ == '__main__':
-    print(single_evaluation(fund_id='HF00005AFK'))
-    print(get_radar_data('HF00005AFK'))
\ No newline at end of file
+    # print(single_evaluation(fund_id='HF00005AFK'))
+    # print(get_radar_data('HF00005AFK'))
+    test = fund_index_compare(fund_id="HF00005AFK")
\ No newline at end of file

app/service/portfolio_diagnose.py

@@ -194,7 +194,7 @@ def get_index_daily(index_id, start_date):
         cur = tamp_product_session.execute(sql)
         data = cur.fetchall()
 
-        df = pd.DataFrame(list(data), columns=['ts_code', 'trade_date', ' close'])
+        df = pd.DataFrame(list(data), columns=['ts_code', 'trade_date', 'close'])
         df.rename({'ts_code': 'fund_id', 'trade_date': 'end_date', 'close': 'adj_nav'}, axis=1, inplace=True)
         df['end_date'] = pd.to_datetime(df['end_date'])
         df.set_index('end_date', drop=True, inplace=True)
@@ -1019,8 +1019,8 @@ class PortfolioDiagnose(object):
 
             # 指数收益
             index_return = index_return[index_return.index >= group_order_start_date]
-            start_index_return = index_return[" close"].values[0]
-            index_return["new_index_return"] = (index_return[" close"] - start_index_return) / (1 + start_index_return)
+            start_index_return = index_return[self.index_id].values[0]
+            index_return["new_index_return"] = (index_return[self.index_id] - start_index_return) / (1 + start_index_return)
             index_return_ratio = index_return["new_index_return"].values[-1]
             index_return_ratio_year = annual_return(index_return["new_index_return"].values[-1], index_return["new_index_return"], n_freq)
             index_volatility = volatility(index_return["new_index_return"]+1, n_freq)