Commit a90402e2 authored by 赵杰's avatar 赵杰

fix update year ratio

parent 4462d288
......@@ -1201,7 +1201,8 @@ class PortfolioDiagnose(object):
# 新组合区间年化收益率
freq_max = group_order_df["freq"].min()
n_freq = freq_days(int(freq_max))
new_return_ratio_year = annual_return(propose_fund_return_limit_data["new_return"].values[-1], propose_fund_return_limit_data, n_freq)
df_resample = resample(propose_fund_return_limit_data, get_trade_cal(), n_freq)
new_return_ratio_year = annual_return(propose_fund_return_limit_data["new_return"].values[-1], df_resample, n_freq)
# 新组合最大回撤
new_drawdown = max_drawdown(propose_fund_return_limit_data["new_return"]+1)
......
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