修改现有持仓，新组合，中证500对比表格

app/service/portfolio_diagnose.py

@@ -719,6 +719,13 @@ class PortfolioDiagnose(object):
         index_return = index_return[index_return.index >= group_order_start_date]
         start_index_return = index_return[" close"].values[0]
         index_return["new_index_return"] = (index_return[" close"] - start_index_return) / (1 + start_index_return)
+        index_return_ratio = index_return["new_index_return"].values[-1]
+        index_return_ratio_year = annual_return(index_return["new_index_return"].values[-1], index_return["new_index_return"], 250)
+        index_volatility = volatility(index_return["new_index_return"]+1, 250)
+        index_drawdown = max_drawdown(index_return["new_index_return"]+1)
+        index_sim = simple_return(propose_fund_return_limit_data["new_return"]+1)
+        index_exc = excess_return(index_sim, BANK_RATE, 250)
+        index_sharpe = sharpe_ratio(index_exc, index_sim, 250)
 
         # 新组合累积收益
         new_return_ratio = propose_fund_return_limit_data["new_return"].values[-1]
@@ -738,6 +745,7 @@ class PortfolioDiagnose(object):
         exc = excess_return(sim, BANK_RATE, n_freq)
         new_sharpe = sharpe_ratio(exc, sim, n_freq)
 
+
         # 收益对比数据
         return_compare_df = pd.merge(index_return[["new_index_return"]], old_return_df[["cum_return_ratio"]], right_index=True,
                  left_index=True)
@@ -754,11 +762,13 @@ class PortfolioDiagnose(object):
         }
 
         # 指标对比
-        odl_indicator = {"group_name": "现有持仓组合", "return_ratio": round((old_return-1)*100, 2), "return_ratio_year": round(old_return_ratio_year*100,2),
+        old_indicator = {"group_name": "现有持仓组合", "return_ratio": round((old_return-1)*100, 2), "return_ratio_year": round(old_return_ratio_year*100,2),
                          "volatility": round(old_volatility*100, 2), "max_drawdown": round(old_max_drawdown[0]*100, 2), "sharpe": round(old_sharpe, 2)}
         new_indicator = {"group_name": "建议优化组合", "return_ratio": round(new_return_ratio*100, 2), "return_ratio_year": round(new_return_ratio_year*100, 2),
                          "volatility": round(new_volatility*100, 2), "max_drawdown": round(new_drawdown[0]*100, 2), "sharpe": round(new_sharpe, 2)}
-        indicator_compare = [new_indicator, odl_indicator]
+        index_indicator = {"group_name": "中证500", "return_ratio": round(index_return_ratio*100, 2), "return_ratio_year": round(index_return_ratio_year*100, 2),
+                         "volatility": round(index_volatility*100, 2), "max_drawdown": round(index_drawdown[0]*100, 2), "sharpe": round(index_sharpe, 2)}
+        indicator_compare = [new_indicator, old_indicator, index_indicator]
 
 
         # 在保留{}的基础上，建议赎回{}，并增配{}后，整体组合波动率大幅降低，最大回撤从{}降到不足{}，年化收益率提升{}个点