Commit 706c11b3 authored by 赵杰's avatar 赵杰

fix update corr

parent a90402e2
...@@ -740,7 +740,12 @@ class PortfolioDiagnose(object): ...@@ -740,7 +740,12 @@ class PortfolioDiagnose(object):
prod.drop(labels='cal_date', inplace=True, axis=1) prod.drop(labels='cal_date', inplace=True, axis=1)
if 'end_date' in prod.columns: if 'end_date' in prod.columns:
prod.drop(labels='end_date', inplace=True, axis=1) prod.drop(labels='end_date', inplace=True, axis=1)
self.new_correlation = cal_correlation(prod)
corr_df = prod.copy()
corr_df.ffill(inplace=True)
corr_df.bfill(inplace=True)
self.new_correlation = cal_correlation(corr_df)
prod.dropna(how='all', inplace=True) prod.dropna(how='all', inplace=True)
prod.ffill(inplace=True) prod.ffill(inplace=True)
......
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