小数位

app/service/portfolio_diagnose.py

@@ -844,15 +844,15 @@ class PortfolioDiagnose(object):
             "xlabels": return_compare_df["date"].values
         }
         # 指标对比
-        old_indicator = {"group_name": "现有持仓组合", "return_ratio": round((old_return - 1) * 100, 2),
-                         "return_ratio_year": round(old_return_ratio_year * 100, 2),
-                         "volatility": round(old_volatility * 100, 2),
-                         "max_drawdown": round(old_max_drawdown[0] * 100, 2), "sharpe": round(old_sharpe, 2)}
-
-        index_indicator = {"group_name": "中证500", "return_ratio": round(index_return_ratio * 100, 2),
-                           "return_ratio_year": round(index_return_ratio_year * 100, 2),
-                           "volatility": round(index_volatility * 100, 2),
-                           "max_drawdown": round(index_drawdown[0] * 100, 2), "sharpe": round(index_sharpe, 2)}
+        old_indicator = {"group_name": "现有持仓组合", "return_ratio": "%.2f" % round((old_return - 1) * 100, 2),
+                         "return_ratio_year": "%.2f" % round(old_return_ratio_year * 100, 2),
+                         "volatility": "%.2f" % round(old_volatility * 100, 2),
+                         "max_drawdown": "%.2f" % round(old_max_drawdown[0] * 100, 2), "sharpe": "%.2f" % round(old_sharpe, 2)}
+
+        index_indicator = {"group_name": "中证500", "return_ratio": "%.2f" % round(index_return_ratio * 100, 2),
+                           "return_ratio_year": "%.2f" % round(index_return_ratio_year * 100, 2),
+                           "volatility": "%.2f" % round(index_volatility * 100, 2),
+                           "max_drawdown": "%.2f" % round(index_drawdown[0] * 100, 2), "sharpe": "%.2f" % round(index_sharpe, 2)}
         old_indicator_compare = [old_indicator, index_indicator]
 
         return ret, old_return_compare_result, old_indicator_compare

app/service/result_service_v2.py

@@ -158,14 +158,14 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
             folio_report_data["group_nav_info"] = result_fund_nav_info
             folio_report_data["group_hoding_info"] = result_fund_hoding_info
             folio_report_data["group_hoding_info_total"] = \
-                {"total_cost": ".2f" % round(total_cost/10000.0, 2),
-                 "cur_month_profit": ".2f" % round(cur_month_profit/10000.0, 2),
-                 "cur_month_profit_ratio": ".2f" % round(cur_month_profit_ratio*100, 2),
-                 "ending_assets": ".2f" % round(ending_assets/10000.0, 2),
+                {"total_cost": "%.2f" % round(float(total_cost)/10000.0, 2),
+                 "cur_month_profit": "%.2f" % round(cur_month_profit/10000.0, 2),
+                 "cur_month_profit_ratio": "%.2f" % round(cur_month_profit_ratio*100, 2),
+                 "ending_assets": "%.2f" % round(ending_assets/10000.0, 2),
                  "weight": 100,
-                 "cumulative_profit": ".2f" % round(cumulative_profit/10000.0, 2),
-                 "cumulative_return": ".2f" % round((cumulative_return-1)*100, 2),
-                 "return_ratio_year": ".2f" % round(return_ratio_year*100, 2)}
+                 "cumulative_profit": "%.2f" % round(cumulative_profit/10000.0, 2),
+                 "cumulative_return": "%.2f" % round((cumulative_return-1)*100, 2),
+                 "return_ratio_year": "%.2f" % round(return_ratio_year*100, 2)}
 
             # 对应指数数据
             index_df = self.get_customer_index_nav_data()