月度回报净值表

app/service/result_service_v2.py

@@ -183,7 +183,9 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
         #
         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]
         profit_df = cur_folio_result_cnav_data[fund_id_list_earn]
+        amount_df = cur_folio_result_cnav_data[fund_id_list_amount].copy()
 
         # 持仓周期
         first_trade_date = cur_folio_order_data["confirm_share_date"].min()
@@ -282,6 +284,28 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
         month_result.sort_values(by="datetime", inplace=True)
         report_data["month_return"] = month_result
 
+        #
+        amount_df["date"] = amount_df.index
+        grouped_amount = amount_df.groupby(amount_df["date"].apply(year_month))
+        month_amount = grouped_amount.last()
+        del month_amount["date"]
+        month_amount_sum = month_amount.sum(axis=1)
+
+        # 月度回报表格数据
+        start_year = self.start_date.year
+        now_year = datetime.datetime.now().year
+        month_return_data_dict = {}
+        for i in range(now_year-start_year+1):
+            month_return_data_dict[start_year+i] = {j+1: {"profit": 0, "net_amount": 0} for j in range(12)}
+        for d_index, d_row in month_sum.items():
+            cur_year = int(d_index[:4])
+            cur_month = int(d_index[5:])
+            cur_profit = round(d_row/10000.0, 2)
+            cur_net_amount = round(month_amount_sum.loc[d_index]/10000, 2)
+            month_return_data_dict[cur_year][cur_month]["profit"] = cur_profit
+            month_return_data_dict[cur_year][cur_month]["net_amount"] = cur_net_amount
+        # 组合月度回报表
+        report_data["month_return_data_dict"] = month_return_data_dict
 
         # # 贡献分解
         # month_earn = sum_group.div(month_sum, axis='rows')
@@ -296,7 +320,7 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
         index_result = self.signal_fund_profit_result(index_df[index_df.index >= pd.to_datetime(first_trade_date)], "index")
         report_data["index_result"] = index_result
 
-        self.__month_return()
+        self.__month_return(cur_folio_result_cnav_data, fund_id_list)
 
         self.total_result_data = report_data
         return report_data
@@ -490,6 +514,12 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
     def get_group_data(self):
         return self.group_result_data
 
-    def __month_return(self):
-
-        pass
+    def __month_return(self, folio_cnav_data):
+        # 月度回报
+        def year_month(x):
+            a = x.year
+            b = x.month
+            return str(a) + "-" + str(b)
+        p_folio_cnav_data = folio_cnav_data.copy()
+        p_folio_cnav_data["date"] = p_folio_cnav_data.index
+        grouped_data = p_folio_cnav_data.groupby(p_folio_cnav_data["date"].apply(year_month))