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彭熊
fund_report
Commits
a8ad4861
Commit
a8ad4861
authored
Dec 28, 2020
by
赵杰
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修复指数nan
parent
7e6c74d7
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2 changed files
with
7 additions
and
7 deletions
+7
-7
portfolio_diagnose.py
app/service/portfolio_diagnose.py
+1
-1
result_service_v2.py
app/service/result_service_v2.py
+6
-6
No files found.
app/service/portfolio_diagnose.py
View file @
a8ad4861
...
...
@@ -807,7 +807,7 @@ class PortfolioDiagnose(object):
# 指数收益
# index_data = get_index_daily(self.index_id, self.start_date)
# index_data = pd.merge(index_data, self.propose_portfolio, how='inner', left_index=True, right_index=True)
index_data
=
data_adaptor
.
fund_cnav_total
[[
"index"
]]
index_data
=
data_adaptor
.
fund_cnav_total
[[
"index"
]]
.
fillna
(
method
=
'ffill'
)
index_data
=
index_data
[
index_data
.
index
>=
pd
.
to_datetime
(
data_adaptor
.
start_date
)]
index_return
=
index_data
.
iloc
[:,
:]
/
index_data
.
iloc
[
0
,
:]
-
1
...
...
app/service/result_service_v2.py
View file @
a8ad4861
...
...
@@ -204,12 +204,12 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
cur_folio_result_cnav_data
=
self
.
total_customer_order_cnav_df
.
copy
()
cur_folio_order_data
=
self
.
user_customer_order_df
#
freq_max = cur_folio_order_data["freq"].max()
freq_list
=
[
get_frequency
(
cur_folio_result_cnav_data
[[
p_nav
]])
for
p_nav
in
cur_folio_result_cnav_data
.
columns
]
freq_dict
=
{
250
:
1
,
52
:
2
,
24
:
4
,
12
:
3
,
4
:
5
}
freq_max
=
freq_dict
[
min
(
freq_list
)]
#
freq_max
=
cur_folio_order_data
[
"freq"
]
.
max
()
#
freq_list = [get_frequency(cur_folio_result_cnav_data[[p_nav]]) for p_nav in
#
cur_folio_result_cnav_data.columns]
#
freq_dict = {250: 1, 52: 2, 24: 4, 12: 3, 4: 5}
#
freq_max = freq_dict[min(freq_list)]
fund_id_list
=
list
(
cur_folio_order_data
[
"fund_id"
]
.
unique
())
fund_id_list_earn
=
[
i
+
"_earn"
for
i
in
fund_id_list
]
fund_id_list_amount
=
[
i
+
"_net_amount"
for
i
in
fund_id_list
]
...
...
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