freq nan

app/service/portfolio_diagnose.py

@@ -593,7 +593,8 @@ class PortfolioDiagnose(object):
             temp.sort_index(inplace=True)
             temp.ffill(inplace=True)
             temp = resample(temp, get_trade_cal(), min(self.freq_list))
-
+            if "cal_date" in temp.columns:
+                temp.drop(labels=['cal_date', 'end_date'], axis=1, inplace=True)
             self.new_correlation = cal_correlation(temp)
             judge_correlation = self.new_correlation.fillna(0)
 
@@ -843,6 +844,8 @@ class PortfolioDiagnose(object):
         group_order_start_date = pd.to_datetime(group_order_df["confirm_share_date"].min())
 
         freq_max = group_order_df["freq"].max()
+        if math.isnan(freq_max):
+            freq_max = 1
         n_freq = freq_days(int(freq_max))
 
         old_return_df = group_result_data["return_df"]