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fund_report
Commit a90402e2 authored by 赵杰's avatar 赵杰
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fix update year ratio

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