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fund_report
Commit ba4371dc authored by pengxiong@wealthgrow.cn's avatar pengxiong@wealthgrow.cn
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新模版2

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.idea/fund_report.iml
View file @ ba4371dc
......@@ -2,7 +2,7 @@
<module type="PYTHON_MODULE" version="4">
<component name="NewModuleRootManager">
<content url="file://$MODULE_DIR$" />
<orderEntry type="jdk" jdkName="Python 3.8" jdkType="Python SDK" />
<orderEntry type="jdk" jdkName="Python 3.7" jdkType="Python SDK" />
<orderEntry type="sourceFolder" forTests="false" />
</component>
<component name="TestRunnerService">
......
.idea/misc.xml
View file @ ba4371dc
......@@ -3,5 +3,5 @@
<component name="JavaScriptSettings">
<option name="languageLevel" value="ES6" />
</component>
<component name="ProjectRootManager" version="2" project-jdk-name="Python 3.8" project-jdk-type="Python SDK" />
<component name="ProjectRootManager" version="2" project-jdk-name="Python 3.7" project-jdk-type="Python SDK" />
</project>
\ No newline at end of file
app/templates/monthReport.html
View file @ ba4371dc
......@@ -2561,8 +2561,6 @@
<th>优化前(万元）</th>
<th>优化后(万元）</th>
</tr>
<!-- <dl>-->
{% for key, value in suggestions_result.items() %}
{% for i in range(value|length) %}
<tr>
......@@ -2574,9 +2572,7 @@
<td class="font_green">{{value[i]["after_optimization"]}}</td>
</tr>
{% endfor %}
{% endfor %}
{% endfor %}
<tr>
<td colspan="2" class="back_gray font_bold">总市值(万元）</td>
<td class="font_bold">{{suggestions_result_asset["before"]}}</td>
......@@ -2816,88 +2812,6 @@
</div>
</div>
<!-- 新组合对比 -->
<div class="mr_block6-1 have_sub_tb">
<!--标题-->
<div class="head_wrap clearfix">
<div class="head_title fl">
新组合对比
</div>
<div class="head_logo_wrap fr">
<img src="./img/logo-blue.png" alt="">
<span class="com_brand_line"></span>
<span class="com_brand_name">
飞度工作室
</span>
</div>
</div>
<div class="new_compare_content">
<div class="profit_chart margin0">
<div class="profit_chart_item" style="width: 100%;">
<div class="profit_chart_title">
【收益比较】
</div>
<div class="profit_chart_graphic">
<img src="./img/logo-blue.png" alt="" class="profit_chart_img">
</div>
</div>
</div>
<div class="aim_table">
<div class="aim_head clearfix">
<div class="aim_title fl">
【指标对比】
</div>
<div class="aim_time fr">
截止日：最新净值日（2020-11-05）
</div>
</div>
<table border="1">
<tr>
<th>类型</th>
<th>区间收益(%)</th>
<th>年化收益(%)</th>
<th>波动率(%)</th>
<th>最大回撤(%)</th>
<th>夏普比率</th>
</tr>
<tr class="back_yellow1">
<td>建议优化组合</td>
<td>5.75</td>
<td>0.40</td>
<td>2.29</td>
<td>2.15</td>
<td>3.05</td>
</tr>
<tr class="back_yellow2">
<td>建议优化组合</td>
<td>5.75</td>
<td>0.40</td>
<td>2.29</td>
<td>2.15</td>
<td>3.05</td>
</tr>
<tr>
<td>现有持仓组合</td>
<td>5.75</td>
<td>0.40</td>
<td>2.29</td>
<td>2.15</td>
<td>3.05</td>
</tr>
</table>
<div class="aim_foot">
注：以上指标自持仓首日开始计算，结果仅供参考，如果持仓时间过短会造成指标失真的情况。
</div>
</div>
</div>
</div>
<!-- 尾部 -->
<div class="mr_block_end have_sub_tb">
<!--标题-->
......
app/templates/v2/monthReportV2.html
View file @ ba4371dc
......@@ -1064,7 +1064,7 @@
组合月度及累计回报率曲线
</div>
<div class="tss2_content">
<img src="./img/logo.png" alt="" class="tss2_img">
<img src={{monthly_return_performance_pic}} alt="" class="tss2_img">
</div>
</div>
......@@ -1327,7 +1327,7 @@
收益比较
</div>
<div class="par_content">
<img src="./img/logo.png" alt="" class="par_img">
<img src={{old_return_compare_pic}} alt="" class="par_img">
</div>
</div>
<div class="par_item fr">
......@@ -1337,129 +1337,72 @@
<div class="par_content relative_chart">
<div class="rc_chart clearfix">
<div class="rcc_left fl">
<table border="1" style="border-color: transparent;margin-right: 20px;">
<tr>
<td>
<span class="rcc_index">1</span>
</td>
</tr>
<tr>
<td>
<span class="rcc_index">2</span>
</td>
</tr>
<tr>
<td>
<span class="rcc_index">3</span>
</td>
</tr>
<tr>
<td>
<span class="rcc_index">4</span>
</td>
</tr>
<tr>
<td>
<span class="rcc_index">5</span>
</td>
</tr>
<tr>
<td>
<span class="rcc_index">6</span>
</td>
</tr>
<tr>
<td>
<span class="rcc_index">7</span>
</td>
</tr>
</table>
<table border="1" style="border-color: transparent;margin-right: 20px;">
{% for correlation in old_correlation %}
<tr>
<td>
<span class="rcc_index">{{correlation[0]}}</span>
</td>
</tr>
{% endfor %}
</table>
</div>
<div class="rcc_right fr">
<table border="1">
<tr>
<td>
<span class="rcc_index">1</span>
</td>
<td class="level_color1">0.56</td>
<td class="level_color2">0.56</td>
<td class="level_color3">0.56</td>
<td class="level_color4">0.56</td>
<td class="level_color5">0.56</td>
<td class="level_color6">0.56</td>
</tr>
<tr>
<td>0.56</td>
<td>
<span class="rcc_index">2</span>
</td>
<td class="level_color1">0.56</td>
<td class="level_color2">0.56</td>
<td class="level_color3">0.56</td>
<td class="level_color4">0.56</td>
<td class="level_color5">0.56</td>
</tr>
<tr>
<td>0.56</td>
<td>0.56</td>
<td>
<span class="rcc_index">3</span>
</td>
<td class="level_color1">0.56</td>
<td class="level_color2">0.56</td>
<td class="level_color3">0.56</td>
<td class="level_color4">0.56</td>
</tr>
<tr>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>
<span class="rcc_index">4</span>
</td>
<td class="level_color1">0.56</td>
<td class="level_color2">0.56</td>
<td class="level_color3">0.56</td>
</tr>
<tr>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>
<span class="rcc_index">5</span>
</td>
<td class="level_color1">0.56</td>
<td class="level_color2">0.56</td>
</tr>
<tr>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>
<span class="rcc_index">6</span>
</td>
<td class="level_color1">0.56</td>
</tr>
<tr>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>
<span class="rcc_index">7</span>
</td>
</tr>
</table>
<table border="1">
{% for correlation in old_correlation %}
<tr>
{% for i in range(correlation[2]|length) %}
{% if i == correlation[0] - 1 %}
<td>
<span class="rcc_index">{{correlation[0]}}</span>
</td>
{% elif -1 <= correlation[2][i] < -0.5 and i < correlation[0] - 1 %}
<td>{{correlation[2][i]}}</td>
{% elif -1 <= correlation[2][i] < -0.5 %}
<td class="level_color6">{{correlation[2][i]}}</td>
{% elif -0.5 <= correlation[2][i] < -0.25 and i < correlation[0] - 1 %}
<td>{{correlation[2][i]}}</td>
{% elif -0.5 <= correlation[2][i] < -0.25 %}
<td class="level_color5">{{correlation[2][i]}}</td>
{% elif -0.25 <= correlation[2][i] < 0 and i < correlation[0] - 1 %}
<td>{{correlation[2][i]}}</td>
{% elif -0.25 <= correlation[2][i] < 0 %}
<td class="level_color4">{{correlation[2][i]}}</td>
{% elif 0 <= correlation[2][i] < 0.25 and i < correlation[0] - 1 %}
<td>{{correlation[2][i]}}</td>
{% elif 0 <= correlation[2][i] < 0.25 %}
<td class="level_color3">{{correlation[2][i]}}</td>
{% elif 0.25 <= correlation[2][i] < 0.5 and i < correlation[0] - 1 %}
<td>{{correlation[2][i]}}</td>
{% elif 0.25 <= correlation[2][i] < 0.5 %}
<td class="level_color2">{{correlation[2][i]}}</td>
{% elif 0.5 <= correlation[2][i] <= 1 and i < correlation[0] - 1 %}
<td>{{correlation[2][i]}}</td>
{% elif 0.5 <= correlation[2][i] <= 1 %}
<td class="level_color1">{{correlation[2][i]}}</td>
{% endif %}
{% endfor %}
</tr>
{% endfor %}
</table>
</div>
</div>
</div>
<div class="rc_tooltip">
<div class="rct_color clearfix">
<div class="rct_color_item fl level_color1"></div>
......@@ -1482,62 +1425,16 @@
</div>
</div>
<div class="rc_label clearfix">
<div class="rcl_item fl">
<div class="rcl_item_number">
1
</div>
<div class="rcl_item_name">
基金名称1
</div>
</div>
<div class="rcl_item fl">
<div class="rcl_item_number">
2
</div>
<div class="rcl_item_name">
基金名称2
</div>
</div>
<div class="rcl_item fl">
<div class="rcl_item_number">
3
</div>
<div class="rcl_item_name">
基金名称3
</div>
</div>
<div class="rcl_item fl">
<div class="rcl_item_number">
4
</div>
<div class="rcl_item_name">
基金名称4
</div>
</div>
<div class="rcl_item fl">
<div class="rcl_item_number">
5
</div>
<div class="rcl_item_name">
基金名称5
</div>
</div>
<div class="rcl_item fl">
<div class="rcl_item_number">
6
</div>
<div class="rcl_item_name">
基金名称6
</div>
</div>
<div class="rcl_item fl">
<div class="rcl_item_number">
7
</div>
<div class="rcl_item_name">
基金名称7
{% for correlation in old_correlation %}
<div class="rcl_item fl">
<div class="rcl_item_number">
{{correlation[0]}}
</div>
<div class="rcl_item_name">
{{correlation[1]}}
</div>
</div>
</div>
{% endfor %}
</div>
</div>
</div>
......@@ -1731,20 +1628,22 @@
<th>今年以来</th>
<th>成立以来</th>
</tr>
<tr>
<td>1.半夏宏观对冲</td>
<td>5.75</td>
<td>5.75</td>
<td>5.75</td>
<td>5.75</td>
<td>5.75</td>
<td>5.75</td>
<td>5.75</td>
<td>5.75</td>
<td>5.75</td>
<td>5.75</td>
<td>5.75</td>
</tr>
{% for nav_info in group_nav_info %}
<tr>
<td>{{nav_info['fund_name']}}</td>
<td>{{nav_info['confirm_nav']}}</td>
<td>{{nav_info['cur_nav']}}</td>
<td>{{nav_info['cur_cnav']}}</td>
<td>{{nav_info['ret_1w']}}</td>
<td>{{nav_info['ret_after_confirm']}}</td>
<td>{{nav_info['ret_cum_1m']}}</td>
<td>{{nav_info['ret_cum_6m']}}</td>
<td>{{nav_info['ret_cum_1y']}}</td>
<td>{{nav_info['ret_cum_ytd']}}</td>
<td>{{nav_info['ret_cum_incep']}}</td>
<td>{{nav_info['distribution']}}</td>
</tr>
{% endfor %}
</table>
</div>
......@@ -1754,7 +1653,7 @@
贡献分解
</div>
<div class="tss2_content">
<img src="./img/logo.png" alt="" class="tss2_img">
<img src={{contribution_decomposition}} alt="" class="tss2_img">
</div>
</div>
......@@ -1786,8 +1685,8 @@
</div>
<div class="box5_content">
<div class="geji_list_wrap">
{% for single_fund in propose_fund_data_list %}
<div class="self_item">
<table>
<tr>
......@@ -1795,226 +1694,36 @@
<div class="self_item_left">
<div class="self_header clearfix">
<div class="self_title fl">
远澜银杏 1 号
{{single_fund.fund_name}}
</div>
<div class="self_type fl">
保留
</div>
</div>
<div class="self_description">
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
1、该基金整体表现
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
收益能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
回撤控制能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
风险收益比例
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>;
</div>
</div>
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
2、在收益方面，该基金年化收益能力
<span class="self_description_red">高于</span>/
<span class="self_description_green">持平</span>/
<span class="self_description_green">低于</span>，
同类基金平均水平，有x%区间跑赢大盘/指数，绝对收益能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>；
</div>
</div>
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
3、在风险方面，该基金抵御风险能力优秀，在同类基金中处于中等水平，最大回撤为x%，低于同类基金平均水平；
</div>
</div>
</div>
</div>
</td>
<td style="padding: 0;text-align: left;vertical-align: middle;">
<div class="self_item_right">
<img src="./img/logo.png" alt="" class="self_img">
</div>
</td>
</tr>
</table>
</div>
<div class="self_item">
<table>
<tr>
<td style="padding: 0;text-align: left;vertical-align: middle;">
<div class="self_item_left">
<div class="self_header clearfix">
<div class="self_title fl">
远澜银杏 1 号
</div>
<div class="self_type fl red">
增仓
{{single_fund.status}}
</div>
</div>
<div class="self_description">
{% for one in single_fund.evaluation %}
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
1、该基金整体表现
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
收益能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
回撤控制能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
风险收益比例
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>;
</div>
</div>
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
2、在收益方面，该基金年化收益能力
<span class="self_description_red">高于</span>/
<span class="self_description_green">持平</span>/
<span class="self_description_green">低于</span>，
同类基金平均水平，有x%区间跑赢大盘/指数，绝对收益能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>；
</div>
</div>
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
3、在风险方面，该基金抵御风险能力优秀，在同类基金中处于中等水平，最大回撤为x%，低于同类基金平均水平；
{{one}}
</div>
</div>
{% endfor %}
</div>
</div>
</td>
<td style="padding: 0;text-align: left;vertical-align: middle;">
<div class="self_item_right">
<img src="./img/logo.png" alt="" class="self_img">
</div>
</td>
</tr>
</table>
</div>
<div class="self_item">
<table>
<tr>
<td style="padding: 0;text-align: left;vertical-align: middle;">
<div class="self_item_left">
<div class="self_header clearfix">
<div class="self_title fl">
远澜银杏 1 号
</div>
<div class="self_type fl green">
减仓
</div>
</div>
<div class="self_description">
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
1、该基金整体表现
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
收益能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
回撤控制能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
风险收益比例
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>;
</div>
</div>
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
2、在收益方面，该基金年化收益能力
<span class="self_description_red">高于</span>/
<span class="self_description_green">持平</span>/
<span class="self_description_green">低于</span>，
同类基金平均水平，有x%区间跑赢大盘/指数，绝对收益能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>；
</div>
</div>
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
3、在风险方面，该基金抵御风险能力优秀，在同类基金中处于中等水平，最大回撤为x%，低于同类基金平均水平；
</div>
</div>
</div>
</div>
</td>
<td style="padding: 0;text-align: left;vertical-align: middle;">
<div class="self_item_right">
<img src="./img/logo.png" alt="" class="self_img">
<img src={{single_fund.radar_chart_path}} alt="" class="self_img">
</div>
</td>
</tr>
</table>
</div>
{% endfor %}
</div>
<!-- 持仓点评 -->
<div class="target_comment">
<div class="comment_title">
......@@ -2022,35 +1731,14 @@
<div class="comment_tri"></div>
</div>
<div class="comment_content">
<div class="comment_item">
<div class="comment_dot"></div>
<div class="comment_text">
1、组合构建于XXXX年XX月，至今已运行XX个月。投入成本为XXXX万元，截止XXXX年XX月XX日，整体盈利XX万元，整体表现
<span class="comment_tag_red">优秀</span>/
<span class="comment_tag_red">良好</span>/
<span class="comment_tag_green">一般</span>/
<span class="comment_tag_green">合格</span>/
<span class="comment_tag_green">较差</span>，
回撤控制能力
<span class="comment_tag_red">优秀</span>/
<span class="comment_tag_red">良好</span>/
<span class="comment_tag_green">一般</span>/
<span class="comment_tag_green">合格</span>/
<span class="comment_tag_green">较差</span>；
</div>
</div>
<div class="comment_item">
<div class="comment_dot"></div>
<div class="comment_text">
2、组合共持有7只基金，XX和XX两只产品收益稳健，对组合的收益率贡献明显，6只基金取得正收益【根据情况变化】，2只基金综合得分较低建议更换，1只基金因为成立时间较短，暂不做评价；
</div>
</div>
<div class="comment_item">
<div class="comment_dot"></div>
<div class="comment_text">
3、策略角度来看，组合涵盖了管理期货及全市场套利策略【说明：二级分类】，以管理期货【说明：二级分类】为主，策略上有一定分散【根据情况变化】，从组合的相关性矩阵来看，XX和XX相关性较高，建议调整组合配比；
{% for eval in old_evaluation %}
<div class="comment_item">
<div class="comment_dot"></div>
<div class="comment_text">
{{eval}}
</div>
</div>
</div>
{% endfor %}
</div>
</div>
......@@ -2097,21 +1785,22 @@
<th>优化前(万元）</th>
<th>优化后(万元）</th>
</tr>
<tr>
<td rowspan="2">宏观策略</td>
<td>半夏宏观对冲</td>
<td>200</td>
<td class="text_red">1000</td>
</tr>
<tr>
<td>丹羿-锐进1号</td>
<td>200</td>
<td class="text_green">1000</td>
</tr>
{% for key, value in suggestions_result.items() %}
{% for i in range(value|length) %}
<tr>
{% if i == 0%}
<td rowspan={{value|length }}>{{key}}</td>
{% endif %}
<td> {{value[i]["fund_name"]}}</td>
<td class="font_red">{{value[i]["before_optimization"]}}</td>
<td class="font_green">{{value[i]["after_optimization"]}}</td>
</tr>
{% endfor %}
{% endfor %}
<tr>
<td colspan="2" class="gray">总市值(万元）</td>
<td class="summary">1200</td>
<td class="summary">1200</td>
<td class="summary">{{suggestions_result_asset["before"]}}</td>
<td class="summary">{{suggestions_result_asset["after"]}}</td>
</tr>
</table>
</div>
......@@ -2135,28 +1824,28 @@
<th>最大回撤(%)</th>
<th>夏普比率</th>
</tr>
<tr class="yellow">
<td>现有持仓组合</td>
<td>5.75</td>
<td>0.40</td>
<td>2.29</td>
<td>2.15</td>
<td>3.05</td>
</tr>
<tr>
<td>中证500</td>
<td>5.75</td>
<td>0.40</td>
<td>2.29</td>
<td>2.15</td>
<td>3.05</td>
</tr>
{%for i in range(indicator_compare|length)%}
{%if i<(indicator_compare|length)-1%}
{%if i%2==0 %}
<tr>
{%endif%}
{%if i%2==1 %}
<tr class="yellow">
{%endif%}
{%endif%}
<td>{{indicator_compare[i]["group_name"]}}</td>
<td>{{indicator_compare[i]["return_ratio"]}}</td>
<td>{{indicator_compare[i]["return_ratio_year"]}}</td>
<td>{{indicator_compare[i]["volatility"]}}</td>
<td>{{indicator_compare[i]["max_drawdown"]}}</td>
<td>{{indicator_compare[i]["sharpe"]}}</td>
</tr>
{% endfor %}
</table>
<div class="tss3_tip">
注：以上指标自持仓首日开始计算，结果仅供参考，如果持仓时间过短会造成指标失真的情况。
</div>
</div>
<!-- 收益比较、相关性分析 -->
<div class="par clearfix" cellpadding="38">
<div class="par_item fl">
......@@ -2164,7 +1853,7 @@
收益比较
</div>
<div class="par_content">
<img src="./img/logo.png" alt="" class="par_img">
<img src={{return_compare_pic}} alt="" class="par_img">
</div>
</div>
<div class="par_item fr">
......@@ -2174,129 +1863,72 @@
<div class="par_content relative_chart">
<div class="rc_chart clearfix">
<div class="rcc_left fl">
<table border="1" style="border-color: transparent;margin-right: 20px;">
<tr>
<td>
<span class="rcc_index">1</span>
</td>
</tr>
<tr>
<td>
<span class="rcc_index">2</span>
</td>
</tr>
<tr>
<td>
<span class="rcc_index">3</span>
</td>
</tr>
<tr>
<td>
<span class="rcc_index">4</span>
</td>
</tr>
<tr>
<td>
<span class="rcc_index">5</span>
</td>
</tr>
<tr>
<td>
<span class="rcc_index">6</span>
</td>
</tr>
<tr>
<td>
<span class="rcc_index">7</span>
</td>
</tr>
</table>
<table border="1" style="border-color: transparent;margin-right: 20px;">
{% for correlation in new_correlation %}
<tr>
<td>
<span class="rcc_index">{{correlation[0]}}</span>
</td>
</tr>
{% endfor %}
</table>
</div>
<div class="rcc_right fr">
<table border="1">
<tr>
<td>
<span class="rcc_index">1</span>
</td>
<td class="level_color1">0.56</td>
<td class="level_color2">0.56</td>
<td class="level_color3">0.56</td>
<td class="level_color4">0.56</td>
<td class="level_color5">0.56</td>
<td class="level_color6">0.56</td>
</tr>
<tr>
<td>0.56</td>
<td>
<span class="rcc_index">2</span>
</td>
<td class="level_color1">0.56</td>
<td class="level_color2">0.56</td>
<td class="level_color3">0.56</td>
<td class="level_color4">0.56</td>
<td class="level_color5">0.56</td>
</tr>
<tr>
<td>0.56</td>
<td>0.56</td>
<td>
<span class="rcc_index">3</span>
</td>
<td class="level_color1">0.56</td>
<td class="level_color2">0.56</td>
<td class="level_color3">0.56</td>
<td class="level_color4">0.56</td>
</tr>
<tr>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>
<span class="rcc_index">4</span>
</td>
<td class="level_color1">0.56</td>
<td class="level_color2">0.56</td>
<td class="level_color3">0.56</td>
</tr>
<tr>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>
<span class="rcc_index">5</span>
</td>
<td class="level_color1">0.56</td>
<td class="level_color2">0.56</td>
</tr>
<tr>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>
<span class="rcc_index">6</span>
</td>
<td class="level_color1">0.56</td>
</tr>
<tr>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>0.56</td>
<td>
<span class="rcc_index">7</span>
</td>
</tr>
</table>
<table border="1">
{% for correlation in new_correlation %}
<tr>
{% for i in range(correlation[2]|length) %}
{% if i == correlation[0] - 1 %}
<td>
<span class="rcc_index">{{correlation[0]}}</span>
</td>
{% elif -1 <= correlation[2][i] < -0.5 and i < correlation[0] - 1 %}
<td>{{correlation[2][i]}}</td>
{% elif -1 <= correlation[2][i] < -0.5 %}
<td class="level_color6">{{correlation[2][i]}}</td>
{% elif -0.5 <= correlation[2][i] < -0.25 and i < correlation[0] - 1 %}
<td>{{correlation[2][i]}}</td>
{% elif -0.5 <= correlation[2][i] < -0.25 %}
<td class="level_color5">{{correlation[2][i]}}</td>
{% elif -0.25 <= correlation[2][i] < 0 and i < correlation[0] - 1 %}
<td>{{correlation[2][i]}}</td>
{% elif -0.25 <= correlation[2][i] < 0 %}
<td class="level_color4">{{correlation[2][i]}}</td>
{% elif 0 <= correlation[2][i] < 0.25 and i < correlation[0] - 1 %}
<td>{{correlation[2][i]}}</td>
{% elif 0 <= correlation[2][i] < 0.25 %}
<td class="level_color3">{{correlation[2][i]}}</td>
{% elif 0.25 <= correlation[2][i] < 0.5 and i < correlation[0] - 1 %}
<td>{{correlation[2][i]}}</td>
{% elif 0.25 <= correlation[2][i] < 0.5 %}
<td class="level_color2">{{correlation[2][i]}}</td>
{% elif 0.5 <= correlation[2][i] <= 1 and i < correlation[0] - 1 %}
<td>{{correlation[2][i]}}</td>
{% elif 0.5 <= correlation[2][i] <= 1 %}
<td class="level_color1">{{correlation[2][i]}}</td>
{% endif %}
{% endfor %}
</tr>
{% endfor %}
</table>
</div>
</div>
</div>
<div class="rc_tooltip">
<div class="rct_color clearfix">
<div class="rct_color_item fl level_color1"></div>
......@@ -2319,62 +1951,16 @@
</div>
</div>
<div class="rc_label clearfix">
<div class="rcl_item fl">
<div class="rcl_item_number">
1
</div>
<div class="rcl_item_name">
基金名称1
</div>
</div>
<div class="rcl_item fl">
<div class="rcl_item_number">
2
</div>
<div class="rcl_item_name">
基金名称2
</div>
</div>
<div class="rcl_item fl">
<div class="rcl_item_number">
3
</div>
<div class="rcl_item_name">
基金名称3
</div>
</div>
<div class="rcl_item fl">
<div class="rcl_item_number">
4
</div>
<div class="rcl_item_name">
基金名称4
</div>
</div>
<div class="rcl_item fl">
<div class="rcl_item_number">
5
</div>
<div class="rcl_item_name">
基金名称5
</div>
</div>
<div class="rcl_item fl">
<div class="rcl_item_number">
6
</div>
<div class="rcl_item_name">
基金名称6
</div>
</div>
<div class="rcl_item fl">
<div class="rcl_item_number">
7
</div>
<div class="rcl_item_name">
基金名称7
{% for correlation in new_correlation %}
<div class="rcl_item fl">
<div class="rcl_item_number">
{{correlation[0]}}
</div>
<div class="rcl_item_name">
{{correlation[1]}}
</div>
</div>
</div>
{% endfor %}
</div>
</div>
</div>
......@@ -2410,6 +1996,7 @@
<div class="box7_content">
<div class="geji_list_wrap">
{% for single_fund in propose_fund_data_list %}
<div class="self_item">
<table>
<tr>
......@@ -2417,224 +2004,33 @@
<div class="self_item_left">
<div class="self_header clearfix">
<div class="self_title fl">
远澜银杏 1 号
</div>
<div class="self_type fl">
保留
{{single_fund.fund_name}}
</div>
<!-- <div class="self_type fl">-->
<!-- {{single_fund.status}}-->
<!-- </div>-->
</div>
<div class="self_description">
{% for one in single_fund.evaluation %}
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
1、该基金整体表现
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
收益能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
回撤控制能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
风险收益比例
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>;
</div>
</div>
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
2、在收益方面，该基金年化收益能力
<span class="self_description_red">高于</span>/
<span class="self_description_green">持平</span>/
<span class="self_description_green">低于</span>，
同类基金平均水平，有x%区间跑赢大盘/指数，绝对收益能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>；
</div>
</div>
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
3、在风险方面，该基金抵御风险能力优秀，在同类基金中处于中等水平，最大回撤为x%，低于同类基金平均水平；
{{one}}
</div>
</div>
{% endfor %}
</div>
</div>
</td>
<td style="padding: 0;text-align: left;vertical-align: middle;">
<div class="self_item_right">
<img src="./img/logo.png" alt="" class="self_img">
</div>
</td>
</tr>
</table>
</div>
<div class="self_item">
<table>
<tr>
<td style="padding: 0;text-align: left;vertical-align: middle;">
<div class="self_item_left">
<div class="self_header clearfix">
<div class="self_title fl">
远澜银杏 1 号
</div>
<div class="self_type fl red">
增仓
</div>
</div>
<div class="self_description">
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
1、该基金整体表现
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
收益能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
回撤控制能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
风险收益比例
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>;
</div>
</div>
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
2、在收益方面，该基金年化收益能力
<span class="self_description_red">高于</span>/
<span class="self_description_green">持平</span>/
<span class="self_description_green">低于</span>，
同类基金平均水平，有x%区间跑赢大盘/指数，绝对收益能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>；
</div>
</div>
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
3、在风险方面，该基金抵御风险能力优秀，在同类基金中处于中等水平，最大回撤为x%，低于同类基金平均水平；
</div>
</div>
</div>
</div>
</td>
<td style="padding: 0;text-align: left;vertical-align: middle;">
<div class="self_item_right">
<img src="./img/logo.png" alt="" class="self_img">
</div>
</td>
</tr>
</table>
</div>
<div class="self_item">
<table>
<tr>
<td style="padding: 0;text-align: left;vertical-align: middle;">
<div class="self_item_left">
<div class="self_header clearfix">
<div class="self_title fl">
远澜银杏 1 号
</div>
<div class="self_type fl green">
减仓
</div>
</div>
<div class="self_description">
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
1、该基金整体表现
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
收益能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
回撤控制能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>，
风险收益比例
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>;
</div>
</div>
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
2、在收益方面，该基金年化收益能力
<span class="self_description_red">高于</span>/
<span class="self_description_green">持平</span>/
<span class="self_description_green">低于</span>，
同类基金平均水平，有x%区间跑赢大盘/指数，绝对收益能力
<span class="self_description_red">优秀</span>/
<span class="self_description_red">良好</span>/
<span class="self_description_green">一般</span>/
<span class="self_description_green">合格</span>/
<span class="self_description_green">较差</span>；
</div>
</div>
<div class="self_description_item">
<div class="self_description_dot"></div>
<div class="self_description_text">
3、在风险方面，该基金抵御风险能力优秀，在同类基金中处于中等水平，最大回撤为x%，低于同类基金平均水平；
</div>
</div>
</div>
</div>
</td>
<td style="padding: 0;text-align: left;vertical-align: middle;">
<div class="self_item_right">
<img src="./img/logo.png" alt="" class="self_img">
<img src={{single_fund.radar_chart_path}} alt="" class="self_img">
</div>
</td>
</tr>
</table>
</div>
{% endfor %}
</div>
<!-- 持仓点评 -->
......@@ -2647,30 +2043,7 @@
<div class="comment_item">
<div class="comment_dot"></div>
<div class="comment_text">
1、组合构建于XXXX年XX月，至今已运行XX个月。投入成本为XXXX万元，截止XXXX年XX月XX日，整体盈利XX万元，整体表现
<span class="comment_tag_red">优秀</span>/
<span class="comment_tag_red">良好</span>/
<span class="comment_tag_green">一般</span>/
<span class="comment_tag_green">合格</span>/
<span class="comment_tag_green">较差</span>，
回撤控制能力
<span class="comment_tag_red">优秀</span>/
<span class="comment_tag_red">良好</span>/
<span class="comment_tag_green">一般</span>/
<span class="comment_tag_green">合格</span>/
<span class="comment_tag_green">较差</span>；
</div>
</div>
<div class="comment_item">
<div class="comment_dot"></div>
<div class="comment_text">
2、组合共持有7只基金，XX和XX两只产品收益稳健，对组合的收益率贡献明显，6只基金取得正收益【根据情况变化】，2只基金综合得分较低建议更换，1只基金因为成立时间较短，暂不做评价；
</div>
</div>
<div class="comment_item">
<div class="comment_dot"></div>
<div class="comment_text">
3、策略角度来看，组合涵盖了管理期货及全市场套利策略【说明：二级分类】，以管理期货【说明：二级分类】为主，策略上有一定分散【根据情况变化】，从组合的相关性矩阵来看，XX和XX相关性较高，建议调整组合配比；
{{new_group_evaluation}}
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......
app/utils/draw.py
View file @ ba4371dc
......@@ -253,8 +253,47 @@ def draw_comment_chart(xlabels, source_prod, target_prod):
plt.show()
def draw_old_combination_chart(xlabels, origin_combination, index):
"""旧组合对比图"""
figsize = (20, 12)
# 标签文字大小
fontsize = 22
# 初始化
fig = plt.figure(figsize=figsize)
ax1 = fig.add_subplot(111)
ax3 = ax1.twiny()
# ax = plt.gca() # gca:get current axis得到当前轴
# ax.spines['bottom'].set_position(('data', 0)) # data表示通过值来设置x轴的位置，将x轴绑定在y=0的位置
product_list = [origin_combination, index]
max_x_count = max([x['data'].size for x in product_list])
loc = np.arange(max_x_count) # the x locations for the groups
# 坐标轴
ax1.tick_params(labelsize=fontsize)
ax3.tick_params(labelsize=fontsize)
ax1.set_xticks(loc)
ax1.set_xticklabels(xlabels)
ax1.yaxis.set_major_formatter(FuncFormatter(to_percent))
ax3.set_xticks([])
# 新组合折线图
ax1.plot(loc, origin_combination['data'], color='#C6A774', marker='', linewidth=3, label=origin_combination['name'])
ax1.legend(loc='upper left', fontsize=fontsize)
# 指数折线图
ax3.plot(loc, index['data'], color='black', marker='', linewidth=3, label=index['name'])
ax3.legend(loc='upper right', fontsize=fontsize)
# plt.show()
imgdata = BytesIO()
fig.savefig(imgdata, format='png', bbox_inches='tight')
imgdata.seek(0) # rewind the data
return_compare_img = 'data:image/png;base64,' + base64.b64encode(imgdata.getvalue()).decode('utf-8')
return return_compare_img
def draw_combination_chart(xlabels, new_combination, origin_combination, index):
"""组合对比图"""
"""新组合对比图"""
figsize = (20, 12)
# 标签文字大小
fontsize = 22
......@@ -280,11 +319,11 @@ def draw_combination_chart(xlabels, new_combination, origin_combination, index):
ax3.set_xticks([])
# 新组合折线图
ax1.plot(loc, new_combination['data'], color='#C6A774', marker='', linewidth=3, label=origin_combination['name'])
ax1.plot(loc, new_combination['data'], color='#C6A774', marker='', linewidth=3, label=new_combination['name'])
ax1.legend(loc='upper left', fontsize=fontsize)
# 原组合折线图
ax2.plot(loc, origin_combination['data'], color='#222A77', marker='', linewidth=3, label=new_combination['name'])
ax2.plot(loc, origin_combination['data'], color='#222A77', marker='', linewidth=3, label=origin_combination['name'])
ax2.legend(loc='upper center', fontsize=fontsize)
# 指数折线图
......@@ -298,10 +337,6 @@ def draw_combination_chart(xlabels, new_combination, origin_combination, index):
return_compare_img = 'data:image/png;base64,' + base64.b64encode(imgdata.getvalue()).decode('utf-8')
return return_compare_img
def draw_correlation_chart():
"""相关性分析图"""
pass
if __name__ == '__main__':
# xlabels = ('2020-1', '2020-2', '2020-3', '2020-4', '2020-5', '2020-6', '2020-7', '2020-8', '2020-9', '2020-10', '2020-11', '2020-12')
......
app/utils/html_to_pdf.py
View file @ ba4371dc
......@@ -9,6 +9,7 @@
import pdfkit
from PyPDF2 import PdfFileMerger, PdfFileReader, PdfFileWriter
import uuid
def html_to_pdf(source_path, target_path):
options = {
......@@ -16,16 +17,15 @@ def html_to_pdf(source_path, target_path):
'encoding': "utf-8",
# 'page-size': 'A5',
# 'page-width': '300mm',
# 'page-height': '200mm',
# 'page-height': 'auto',
'margin-top': '0mm',
'margin-right': '0mm',
'margin-bottom': '0mm',
'margin-left': '0mm'
}
url1 = 'http://www.qimontech.com'
# pdfkit.from_url(url1, '/Users/pengxiong/Desktop/out5.pdf', options=options)
pdfkit.from_string(source_path, target_path, options=options)
# pdfkit.from_file(source_path, target_path, options=options)
# pdfkit.from_string(source_path, target_path, options=options)
pdfkit.from_file(source_path, target_path, options=options)
def merge_pdf(pdfFiles, target_file='/Users/pengxiong/Desktop/combine.pdf'):
""""""
merger = PdfFileMerger()
......@@ -40,5 +40,5 @@ def merge_pdf(pdfFiles, target_file='/Users/pengxiong/Desktop/combine.pdf'):
if __name__ == '__main__':
html_to_pdf()
html_to_pdf('/Users/pengxiong/Desktop/fund_report/app/templates/v2/monthReportV2.html', '/Users/pengxiong/Desktop/fund_report/app/pdf/%s.pdf' % str(uuid.uuid4()))
# merge_pdf(['/Users/pengxiong/Desktop/out1.pdf', '/Users/pengxiong/Desktop/out.pdf'])
app/utils/jinjia2html.py
View file @ ba4371dc
......@@ -7,7 +7,8 @@ from app.service.result_service import UserCustomerResultAdaptor
import numpy as np
# 准备数据
from app.utils.draw import draw_month_return_chart, draw_contribution_chart, draw_combination_chart
from app.utils.draw import draw_month_return_chart, draw_contribution_chart, draw_combination_chart, \
draw_old_combination_chart
from app.utils.radar_chart import gen_radar_chart
......@@ -30,10 +31,15 @@ class DataIntegrate:
self.single_fund_comment()
# 旧相关性
self.get_old_correlation()
# 新相关性
self.get_new_correlation()
# 新增基金
self.propose_fund()
# 目标与业绩
self.objectives_performance(self.group_result)
# 旧收益比较
self.get_old_compare_pic()
# 新收益比较
self.get_transfer_suggestions()
# 渲染模版
self.render_data()
......@@ -74,14 +80,16 @@ class DataIntegrate:
'radar_chart_path': gen_radar_chart(radar_chart_data[i])
})
# 调仓建议
def get_transfer_suggestions(self):
self.suggestions_result, self.suggestions_result_asset, return_compare_data,\
def get_old_compare_pic(self):
"""旧收益比较"""
self.suggestions_result, self.suggestions_result_asset, self.return_compare_data,\
self.indicator_compare, self.new_group_evaluation = portfolio_diagnose.new_evaluation("default", self.d, self.user_customer)
self.return_compare_pic = draw_combination_chart(return_compare_data["xlabels"], return_compare_data["new_combination"],
return_compare_data["origin_combination"], return_compare_data["index"])
self.old_return_compare_pic = draw_old_combination_chart(self.return_compare_data["xlabels"], self.return_compare_data["origin_combination"], self.return_compare_data["index"])
# 收益比较
def get_transfer_suggestions(self):
"""新收益比较，调仓建议"""
self.return_compare_pic = draw_combination_chart(self.return_compare_data["xlabels"], self.return_compare_data["new_combination"],
self.return_compare_data["origin_combination"], self.return_compare_data["index"])
def get_old_correlation(self):
......@@ -92,6 +100,14 @@ class DataIntegrate:
self.old_correlation = list(zip(range(1, len(old_correlation_columns)+1), old_correlation_columns, old_correlation_values))
def get_new_correlation(self):
"""新相关性分析."""
new_correlation = portfolio_diagnose.new_correlation
new_correlation_columns = new_correlation.columns.tolist()
new_correlation_values = new_correlation.values.tolist()
self.new_correlation = list(zip(range(1, len(new_correlation_columns)+1), new_correlation_columns, new_correlation_values))
def propose_fund(self):
"""新增基金"""
# 优化组合建议1 -- 新增基金
......@@ -101,7 +117,7 @@ class DataIntegrate:
for i in range(len(propose_fund_evaluation)):
self.propose_fund_data_list.append({
'fund_name': propose_fund_evaluation[i]['name'],
'status': '保留',
'status': '增仓',
'evaluation': propose_fund_evaluation[i]['data'],
'radar_chart_path': gen_radar_chart(propose_radar_chart_data[i])
})
......@@ -162,9 +178,11 @@ class DataIntegrate:
'contribution_decomposition': self.contribution_decomposition,
'single_fund_data_list': self.single_fund_data_list,
'old_correlation': self.old_correlation,
'new_correlation': self.new_correlation,
'propose_fund_data_list': self.propose_fund_data_list,
'suggestions_result': self.suggestions_result,
'suggestions_result_asset': self.suggestions_result_asset,
'old_return_compare_pic': self.old_return_compare_pic,
'return_compare_pic': self.return_compare_pic,
'indicator_compare': self.indicator_compare,
'new_group_evaluation': self.new_group_evaluation
......@@ -172,11 +190,16 @@ class DataIntegrate:
}
# 开始渲染html模板
env = Environment(loader=PackageLoader('app', 'templates')) # 创建一个包加载器对象
template = env.get_template('monthReport.html') # 获取一个模板文件
# template = env.get_template('monthReport.html') # 获取一个模板文件
template = env.get_template('/v2/monthReportV2.html') # 获取一个模板文件
monthReport_html = template.render(data) # 渲染
# 保存 monthReport_html
save_file = "app/html/monthReport.html"
# save_file = "app/html/monthReport.html"
# with open(save_file, 'w', encoding="utf-8") as f:
# f.write(monthReport_html)
save_file = "app/html/v2/monthReportV2.html"
with open(save_file, 'w', encoding="utf-8") as f:
f.write(monthReport_html)
......
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