Commit a8ad4861 authored by 赵杰's avatar 赵杰

修复指数nan

parent 7e6c74d7
......@@ -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
......
......@@ -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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