新版不需要经过计算推荐的客观持仓报告

app/service/result_service_v2.py

@@ -11,6 +11,7 @@ import numpy as np
 import datetime
 from decimal import Decimal
 from app.service.data_service_v2 import UserCustomerDataAdaptor
+from app.service.portfolio_diagnose import cal_correlation, get_fund_name
 from app.utils.week_evaluation import *
 
 
@@ -173,6 +174,10 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
                                                           "index")
             folio_report_data["index_result"] = index_result
             folio_report_data["return_df"] = resample_df
+
+            # 对应组合相关性
+            correlation = self.old_correlation(self.fund_cnav_total[fund_id_list])
+            folio_report_data["correlation"] = correlation
             self.group_result_data[folio] = folio_report_data
 
         return self.group_result_data
@@ -562,12 +567,9 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
     def get_group_data(self):
         return self.group_result_data
 
-    # def __month_return(self, folio_cnav_data):
-    #     # 月度回报
-    #     def year_month(x):
-    #         a = x.year
-    #         b = x.month
-    #         return str(a) + "-" + str(b)
-    #     p_folio_cnav_data = folio_cnav_data.copy()
-    #     p_folio_cnav_data["date"] = p_folio_cnav_data.index
-    #     grouped_data = p_folio_cnav_data.groupby(p_folio_cnav_data["date"].apply(year_month))
+    def old_correlation(self, folio_cnav_data):
+        old_correlation = cal_correlation(folio_cnav_data)
+        old_correlation = old_correlation.fillna(1).round(2)
+        old_correlation.columns = old_correlation.columns.map(lambda x: get_fund_name(x).values[0][0])
+        old_correlation.index = old_correlation.index.map(lambda x: get_fund_name(x).values[0][0])
+        return old_correlation

app/templates/v2/monthReportV2.1.html

@@ -959,7 +959,7 @@
 
           </span>
         </div>
-        <img class="cover_img" src={{red-rect}} >
+        <img class="cover_img" src={{red_rect}} >
         <div class="cover_title_text dcell">
           资产<br>
           存续报告

app/utils/jinjia2html_v2.py

@@ -54,7 +54,8 @@ class DataIntegrate:
                 'suggestions_result_asset': {},
                 'return_compare_pic': [],
                 'indicator_compare': [],
-                'new_group_evaluation': []
+                'new_group_evaluation': [],
+                "correlation": group_result["correlation"]
             }
 
             # 旧持仓组合点评
@@ -64,11 +65,11 @@ class DataIntegrate:
             # 目标与业绩
             self.objectives_performance(group_result, cur_group_portfolio_result)
             # 个基点评
-            self.single_fund_comment(portfolio_diagnose, cur_group_portfolio_result)
+            # self.single_fund_comment(portfolio_diagnose, cur_group_portfolio_result)
             # 旧收益比较
             self.get_old_compare_pic(cur_group_portfolio_result)
             # 旧相关性
-            self.get_old_correlation(portfolio_diagnose, cur_group_portfolio_result)
+            self.get_old_correlation(cur_group_portfolio_result)
             # # 新增基金
             # self.propose_fund(portfolio_diagnose, cur_group_portfolio_result)
             # # 新收益比较
@@ -81,7 +82,7 @@ class DataIntegrate:
     def get_portfolio_diagnose(self, portfolio, client_type=1, invest_amount=10000000):
         portfolio_diagnose = PortfolioDiagnose(client_type=client_type, portfolio=portfolio, invest_amount=float(invest_amount),
                                                start_date=self.user_customer.start_date)
-        portfolio_diagnose.optimize()
+        # portfolio_diagnose.optimize()
         return portfolio_diagnose
 
     # 全部数据综述结果
@@ -169,9 +170,9 @@ class DataIntegrate:
                                                                                   cur_group_portfolio_result["return_compare_data"]["origin_combination"],
                                                                                   cur_group_portfolio_result["return_compare_data"]["index"])
 
-    def get_old_correlation(self, portfolio_diagnose, cur_group_portfolio_result):
+    def get_old_correlation(self, cur_group_portfolio_result):
         """旧相关性分析."""
-        old_correlation = portfolio_diagnose.old_correlation
+        old_correlation = cur_group_portfolio_result["correlation"]
         old_correlation_columns = old_correlation.columns.tolist()
         old_correlation_values = old_correlation.values.tolist()
         cur_group_portfolio_result["old_correlation"] = list(zip(range(1, len(old_correlation_columns)+1), old_correlation_columns, old_correlation_values))
@@ -246,7 +247,7 @@ class DataIntegrate:
                 'logo': template_folder + '/v2/img/logo.png',
                 'scene': template_folder + '/v2/img/scene.png',
                 'team': template_folder + '/v2/img/default-user.png',
-                'red-rect': template_folder + '/v2/img/red-rect.png',
+                'red_rect': template_folder + '/v2/img/red-rect.png',
                 'sh': template_folder + '/v2/img/sh.png',
                 # 全局数据
                 'customer_name': self.customer_name,