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fund_report
Commit f0f0f190 authored by 李宗熹's avatar 李宗熹
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Merge remote-tracking branch 'origin/dev' into dev

parents 416fd0a4 fbac2590
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.idea/fund_report.iml
View file @ f0f0f190
...@@ -4,6 +4,8 @@ ...@@ -4,6 +4,8 @@
<content url="file://$MODULE_DIR$" /> <content url="file://$MODULE_DIR$" />
<orderEntry type="jdk" jdkName="Python 3.7" jdkType="Python SDK" /> <orderEntry type="jdk" jdkName="Python 3.7" jdkType="Python SDK" />
<orderEntry type="sourceFolder" forTests="false" /> <orderEntry type="sourceFolder" forTests="false" />
<orderEntry type="module" module-name="tamp_course_order" />
<orderEntry type="module" module-name="tamp_app_scan" />
</component> </component>
<component name="TestRunnerService"> <component name="TestRunnerService">
<option name="PROJECT_TEST_RUNNER" value="Unittests" /> <option name="PROJECT_TEST_RUNNER" value="Unittests" />
......
.idea/modules.xml
View file @ f0f0f190
...@@ -3,6 +3,8 @@ ...@@ -3,6 +3,8 @@
<component name="ProjectModuleManager"> <component name="ProjectModuleManager">
<modules> <modules>
<module fileurl="file://$PROJECT_DIR$/.idea/fund_report.iml" filepath="$PROJECT_DIR$/.idea/fund_report.iml" /> <module fileurl="file://$PROJECT_DIR$/.idea/fund_report.iml" filepath="$PROJECT_DIR$/.idea/fund_report.iml" />
<module fileurl="file://$PROJECT_DIR$/../tamp_app_scan/.idea/tamp_app_scan.iml" filepath="$PROJECT_DIR$/../tamp_app_scan/.idea/tamp_app_scan.iml" />
<module fileurl="file://$PROJECT_DIR$/../tamp_course_order/.idea/tamp_course_order.iml" filepath="$PROJECT_DIR$/../tamp_course_order/.idea/tamp_course_order.iml" />
</modules> </modules>
</component> </component>
</project> </project>
\ No newline at end of file
.idea/vcs.xml
View file @ f0f0f190
<?xml version="1.0" encoding="UTF-8"?> <?xml version="1.0" encoding="UTF-8"?>
<project version="4"> <project version="4">
<component name="VcsDirectoryMappings"> <component name="VcsDirectoryMappings">
<mapping directory="$PROJECT_DIR$" vcs="Git" /> <mapping directory="" vcs="Git" />
<mapping directory="$PROJECT_DIR$/../tamp_app_scan" vcs="Git" />
</component> </component>
</project> </project>
\ No newline at end of file
app/service/data_service.py
View file @ f0f0f190
...@@ -190,7 +190,7 @@ class UserCustomerDataAdaptor: ...@@ -190,7 +190,7 @@ class UserCustomerDataAdaptor:
confirm_date_nav_data = p_nav_df[p_nav_df.index == confirm_share_date][cur_fund_id].tail(1) confirm_date_nav_data = p_nav_df[p_nav_df.index == confirm_share_date][cur_fund_id].tail(1)
confirm_date_cnav_data = p_cnav_df[p_cnav_df.index == confirm_share_date][cur_fund_id].tail(1) confirm_date_cnav_data = p_cnav_df[p_cnav_df.index == confirm_share_date][cur_fund_id].tail(1)
diff_nav = Decimal(row["nav"]) - Decimal(confirm_date_nav_data.values[0]) diff_nav = Decimal(row["nav"]) - Decimal(confirm_date_nav_data.values[0])
cur_cnav = confirm_date_cnav_data.values[0] + diff_nav cur_cnav = Decimal(confirm_date_cnav_data.values[0]) + diff_nav
cnav_df.loc[confirm_share_date, cur_fund_id] = cur_cnav cnav_df.loc[confirm_share_date, cur_fund_id] = cur_cnav
cnav_df = cnav_df.dropna(axis=0, how="all").fillna(method='ffill') cnav_df = cnav_df.dropna(axis=0, how="all").fillna(method='ffill')
...@@ -285,7 +285,7 @@ class UserCustomerDataAdaptor: ...@@ -285,7 +285,7 @@ class UserCustomerDataAdaptor:
confirm_date_nav_data = p_nav_df[p_nav_df.index == confirm_share_date][cur_fund_id].tail(1) confirm_date_nav_data = p_nav_df[p_nav_df.index == confirm_share_date][cur_fund_id].tail(1)
confirm_date_cnav_data = p_cnav_df[p_cnav_df.index == confirm_share_date][cur_fund_id].tail(1) confirm_date_cnav_data = p_cnav_df[p_cnav_df.index == confirm_share_date][cur_fund_id].tail(1)
diff_nav = Decimal(row["nav"]) - Decimal(confirm_date_nav_data.values[0]) diff_nav = Decimal(row["nav"]) - Decimal(confirm_date_nav_data.values[0])
cur_cnav = confirm_date_cnav_data.values[0] + diff_nav cur_cnav = Decimal(confirm_date_cnav_data.values[0]) + diff_nav
cnav_df.loc[confirm_share_date, cur_fund_id] = cur_cnav cnav_df.loc[confirm_share_date, cur_fund_id] = cur_cnav
cnav_df = cnav_df.dropna(axis=0, how="all").fillna(method='ffill') cnav_df = cnav_df.dropna(axis=0, how="all").fillna(method='ffill')
......
app/service/portfolio_diagnose.py
View file @ f0f0f190
...@@ -707,9 +707,12 @@ class PortfolioDiagnose(object): ...@@ -707,9 +707,12 @@ class PortfolioDiagnose(object):
# 覆盖的基金名称 # 覆盖的基金名称
strategy_name_evaluate = "".join(uniqe_strategy_name)[:-1] strategy_name_evaluate = "".join(uniqe_strategy_name)[:-1]
if len(uniqe_strategy) / float(len(strategy_list)) > 0.6: try:
strategy_distribution_evaluate = "策略上有一定分散" if len(uniqe_strategy) / float(len(strategy_list)) > 0.6:
else: strategy_distribution_evaluate = "策略上有一定分散"
else:
strategy_distribution_evaluate = "策略分散程度不高"
except ZeroDivisionError:
strategy_distribution_evaluate = "策略分散程度不高" strategy_distribution_evaluate = "策略分散程度不高"
# 相关性 # 相关性
if len(self.abandon_fund_corr) > 0: if len(self.abandon_fund_corr) > 0:
...@@ -749,7 +752,73 @@ class PortfolioDiagnose(object): ...@@ -749,7 +752,73 @@ class PortfolioDiagnose(object):
ret = [] ret = []
for k, v in data.items(): for k, v in data.items():
ret.append(sentence[k].format(*data[k]).replace("，；", "；")) ret.append(sentence[k].format(*data[k]).replace("，；", "；"))
return ret
# 旧组合累积收益df
group_result_data = group_result[group_name]
hold_info = group_result_data["group_hoding_info"]
hold_info_df = pd.DataFrame(hold_info)
group_order_df = data_adaptor.user_customer_order_df[
data_adaptor.user_customer_order_df["folio_name"] == group_name]
group_order_start_date = pd.to_datetime(group_order_df["confirm_share_date"].min())
freq_max = group_order_df["freq"].max()
n_freq = freq_days(int(freq_max))
old_return_df = group_result_data["return_df"]
old_return_df["cum_return_ratio"] = old_return_df["cum_return_ratio"] - 1
# 原组合总市值, 区间收益, 年化收益, 波动率, 最大回撤, 夏普比率
total_asset = round(hold_info_df["market_values"].sum(), 2)
old_return = group_result_data["cumulative_return"]
old_return_ratio_year = group_result_data["return_ratio_year"]
old_volatility = group_result_data["volatility"]
old_max_drawdown = group_result_data["max_drawdown"]
old_sharpe = group_result_data["sharpe"]
# 指数收益
index_data = get_index_daily(self.index_id, self.start_date)
index_data = pd.merge(index_data, self.propose_portfolio, how='inner', left_index=True, right_index=True)
index_return = index_data.iloc[:, :] / index_data.iloc[0, :] - 1
# 指数收益
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"], n_freq)
index_volatility = volatility(index_return["new_index_return"] + 1, n_freq)
index_drawdown = max_drawdown(index_return["new_index_return"] + 1)
index_sim = simple_return(index_return["new_index_return"]+1)
index_exc = excess_return(index_sim, BANK_RATE, n_freq)
index_sharpe = sharpe_ratio(index_exc, index_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)
return_compare_df["date"] = return_compare_df.index
return_compare_df["date"] = return_compare_df["date"].apply(lambda x: x.strftime("%Y-%m-%d"))
return_compare_df.iloc[1:-1, :]["date"] = ""
old_return_compare_result = {
"index": {"name": "中证500", "data": return_compare_df["new_index_return"].values*100},
"origin_combination": {"name": "原组合", "data": return_compare_df["cum_return_ratio"].values*100},
"xlabels": return_compare_df["date"].values
}
# 指标对比
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)}
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)}
old_indicator_compare = [old_indicator, index_indicator]
return ret, old_return_compare_result, old_indicator_compare
def new_evaluation(self, group_name, group_result, data_adaptor): def new_evaluation(self, group_name, group_result, data_adaptor):
try: try:
...@@ -855,7 +924,7 @@ class PortfolioDiagnose(object): ...@@ -855,7 +924,7 @@ class PortfolioDiagnose(object):
index_return_ratio_year = annual_return(index_return["new_index_return"].values[-1], index_return["new_index_return"], n_freq) index_return_ratio_year = annual_return(index_return["new_index_return"].values[-1], index_return["new_index_return"], n_freq)
index_volatility = volatility(index_return["new_index_return"]+1, n_freq) index_volatility = volatility(index_return["new_index_return"]+1, n_freq)
index_drawdown = max_drawdown(index_return["new_index_return"]+1) index_drawdown = max_drawdown(index_return["new_index_return"]+1)
index_sim = simple_return(propose_fund_return_limit_data["new_return"]+1) index_sim = simple_return(index_return["new_index_return"]+1)
index_exc = excess_return(index_sim, BANK_RATE, n_freq) index_exc = excess_return(index_sim, BANK_RATE, n_freq)
index_sharpe = sharpe_ratio(index_exc, index_sim, n_freq) index_sharpe = sharpe_ratio(index_exc, index_sim, n_freq)
...@@ -868,9 +937,9 @@ class PortfolioDiagnose(object): ...@@ -868,9 +937,9 @@ class PortfolioDiagnose(object):
return_compare_df["date"] = return_compare_df["date"].apply(lambda x: x.strftime("%Y-%m-%d")) return_compare_df["date"] = return_compare_df["date"].apply(lambda x: x.strftime("%Y-%m-%d"))
return_compare_df.iloc[1:-1,:]["date"] = "" return_compare_df.iloc[1:-1,:]["date"] = ""
return_compare_result = { return_compare_result = {
"new_combination": {"name": "新组合", "data": return_compare_df["new_return"].values}, "new_combination": {"name": "新组合", "data": return_compare_df["new_return"].values*100},
"index": {"name": "中证500", "data": return_compare_df["new_index_return"].values}, "index": {"name": "中证500", "data": return_compare_df["new_index_return"].values*100},
"origin_combination": {"name": "原组合", "data": return_compare_df["cum_return_ratio"].values}, "origin_combination": {"name": "原组合", "data": return_compare_df["cum_return_ratio"].values*100},
"xlabels": return_compare_df["date"].values "xlabels": return_compare_df["date"].values
} }
......
app/service/result_service_v2.py
View file @ f0f0f190
...@@ -369,8 +369,8 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor): ...@@ -369,8 +369,8 @@ class UserCustomerResultAdaptor(UserCustomerDataAdaptor):
fund_hoding_info = {"fund_strategy_name": dict_substrategy[int(row["substrategy"])], "fund_name": row["fund_name"]} fund_hoding_info = {"fund_strategy_name": dict_substrategy[int(row["substrategy"])], "fund_name": row["fund_name"]}
fund_hoding_info["confirm_date"] = row["confirm_share_date"] fund_hoding_info["confirm_date"] = row["confirm_share_date"]
fund_hoding_info["hold_year"] = round((self.end_date - pd.to_datetime(row["confirm_share_date"])).days/365.0, 2) # 存续年数 fund_hoding_info["hold_year"] = round((self.end_date - pd.to_datetime(row["confirm_share_date"])).days/365.0, 2) # 存续年数
fund_hoding_info["weight"] = round(float(row["confirm_amount"]) / total_market_values * 100, 2) # 月末占比
fund_hoding_info["market_values"] = round((float(row["confirm_share"]) * (fund_basic_info["cur_cnav"] - confirm_cnav) + float(row["confirm_amount"]))/10000, 2) fund_hoding_info["market_values"] = round((float(row["confirm_share"]) * (fund_basic_info["cur_cnav"] - confirm_cnav) + float(row["confirm_amount"]))/10000, 2)
fund_hoding_info["weight"] = round(fund_hoding_info["market_values"] / total_market_values * 10000.0 * 100, 2) # 月末占比
fund_hoding_info["cost"] = round(float(row["confirm_amount"])/10000, 2) # 投资本金 fund_hoding_info["cost"] = round(float(row["confirm_amount"])/10000, 2) # 投资本金
# 当月收益 # 当月收益
last_month_cnav_serise = p_result_cnav_data[p_result_cnav_data.index<pd.to_datetime(self.month_start_date)][row["fund_id"]].dropna() last_month_cnav_serise = p_result_cnav_data[p_result_cnav_data.index<pd.to_datetime(self.month_start_date)][row["fund_id"]].dropna()
......
app/templates/v2/monthReportV2.html
View file @ f0f0f190
...@@ -886,7 +886,11 @@ ...@@ -886,7 +886,11 @@
} }
.financial_show .financial_show_right .financial_team .financial_team_img { .financial_show .financial_show_right .financial_team .financial_team_img {
width: 100%; /*width: 100%;*/
/*height: 100%;*/
/*-o-object-fit: cover;*/
/*object-fit: cover;*/
width: auto;
height: 100%; height: 100%;
-o-object-fit: cover; -o-object-fit: cover;
object-fit: cover; object-fit: cover;
...@@ -1363,20 +1367,20 @@ ...@@ -1363,20 +1367,20 @@
<tr> <tr>
<tr class="yellow"> <tr class="yellow">
<td>{{indicator_compare[1]["group_name"]}}</td> <td>{{old_indicator_compare[0]["group_name"]}}</td>
<td>{{indicator_compare[1]["return_ratio"]}}</td> <td>{{old_indicator_compare[0]["return_ratio"]}}</td>
<td>{{indicator_compare[1]["return_ratio_year"]}}</td> <td>{{old_indicator_compare[0]["return_ratio_year"]}}</td>
<td>{{indicator_compare[1]["volatility"]}}</td> <td>{{old_indicator_compare[0]["volatility"]}}</td>
<td>{{indicator_compare[1]["max_drawdown"]}}</td> <td>{{old_indicator_compare[0]["max_drawdown"]}}</td>
<td>{{indicator_compare[1]["sharpe"]}}</td> <td>{{old_indicator_compare[0]["sharpe"]}}</td>
</tr> </tr>
<tr > <tr >
<td>{{indicator_compare[2]["group_name"]}}</td> <td>{{old_indicator_compare[1]["group_name"]}}</td>
<td>{{indicator_compare[2]["return_ratio"]}}</td> <td>{{old_indicator_compare[1]["return_ratio"]}}</td>
<td>{{indicator_compare[2]["return_ratio_year"]}}</td> <td>{{old_indicator_compare[1]["return_ratio_year"]}}</td>
<td>{{indicator_compare[2]["volatility"]}}</td> <td>{{old_indicator_compare[1]["volatility"]}}</td>
<td>{{indicator_compare[2]["max_drawdown"]}}</td> <td>{{old_indicator_compare[1]["max_drawdown"]}}</td>
<td>{{indicator_compare[2]["sharpe"]}}</td> <td>{{old_indicator_compare[1]["sharpe"]}}</td>
</tr> </tr>
</table> </table>
...@@ -1559,12 +1563,12 @@ ...@@ -1559,12 +1563,12 @@
<th>基金简称</th> <th>基金简称</th>
<th>买入时间</th> <th>买入时间</th>
<th>存续年数</th> <th>存续年数</th>
<th>投资本金 (万元)</th> <th>投资本金 (万)</th>
<th>当月收益 (万元)</th> <th>当月收益 (万)</th>
<th>当月收益率 (%)</th> <th>当月收益率 (%)</th>
<th>月末市值 (万元)</th> <th>月末市值 (万)</th>
<th>月末占比 (%)</th> <th>月末占比 (%)</th>
<th>累计收益 (万元)</th> <th>累计收益 (万)</th>
<th>累计收益率 (%)</th> <th>累计收益率 (%)</th>
<th>年化收益率 (%)</th> <th>年化收益率 (%)</th>
</tr> </tr>
......
app/utils/draw.py
View file @ f0f0f190
...@@ -84,7 +84,7 @@ def draw_month_return_chart(xlabels, product_list, cumulative): ...@@ -84,7 +84,7 @@ def draw_month_return_chart(xlabels, product_list, cumulative):
ax2.plot(loc, cumulative['data'], color='#D40000', marker='.', linewidth=3, label=cumulative['name']) ax2.plot(loc, cumulative['data'], color='#D40000', marker='.', linewidth=3, label=cumulative['name'])
# 添加数字标签 # 添加数字标签
for a, b in zip(range(len(xlabels)), cumulative['data']): for a, b in zip(range(len(xlabels)), cumulative['data']):
ax2.text(a+0.2, b + 0.1, '%.2f' % b + '%', ha='center', va='bottom', fontsize=fontsize, color='#D40000') ax2.text(a+0.1, b + 0.1, '%.2f' % b + '%', ha='center', va='bottom', fontsize=fontsize, color='#D40000')
ax2.legend(loc='upper center', fontsize=fontsize) ax2.legend(loc='upper center', fontsize=fontsize)
# plt.show() # plt.show()
...@@ -117,6 +117,7 @@ def draw_contribution_chart(xlabels, product_list, cumulative): ...@@ -117,6 +117,7 @@ def draw_contribution_chart(xlabels, product_list, cumulative):
ax1.set_xticks(loc) ax1.set_xticks(loc)
ax1.set_xticklabels(xlabels) ax1.set_xticklabels(xlabels)
ax1.yaxis.set_major_formatter(FuncFormatter(to_percent)) ax1.yaxis.set_major_formatter(FuncFormatter(to_percent))
ax1.grid(axis='y')
# temp_rate = np.zeros(max_x_count) # temp_rate = np.zeros(max_x_count)
# for i in range(len(product_list)): # for i in range(len(product_list)):
# temp_rate += product_list[i]['data'] # temp_rate += product_list[i]['data']
...@@ -143,6 +144,9 @@ def draw_contribution_chart(xlabels, product_list, cumulative): ...@@ -143,6 +144,9 @@ def draw_contribution_chart(xlabels, product_list, cumulative):
# 画折线图 # 画折线图
ax2.plot(loc, cumulative['data'], color='#B40A15', marker='', linewidth=3, label=cumulative['name']) ax2.plot(loc, cumulative['data'], color='#B40A15', marker='', linewidth=3, label=cumulative['name'])
# 添加数字标签
for a, b in zip(range(len(xlabels)), cumulative['data']):
ax2.text(a + 0.2, b + 0.1, '%.2f' % b + '%', ha='center', va='bottom', fontsize=fontsize, color='#B40A15')
ax2.legend(loc='upper left', fontsize=fontsize) ax2.legend(loc='upper left', fontsize=fontsize)
imgdata = BytesIO() imgdata = BytesIO()
......
app/utils/jinjia2html.py
View file @ f0f0f190
...@@ -37,20 +37,20 @@ class DataIntegrate: ...@@ -37,20 +37,20 @@ class DataIntegrate:
self.comments_on_position_portfolio() self.comments_on_position_portfolio()
# 贡献分解 # 贡献分解
self.contribution_deco() self.contribution_deco()
# 个基点评
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 # 目标与业绩
self.objectives_performance(self.group_result) self.objectives_performance(self.group_result)
# 个基点评
self.single_fund_comment()
# 旧收益比较 # 旧收益比较
self.get_old_compare_pic() self.get_old_compare_pic()
# 新收益比较 # 旧相关性
self.get_transfer_suggestions() self.get_old_correlation()
# # 新增基金
# self.propose_fund()
# # 新收益比较
# self.get_transfer_suggestions()
# # 新相关性
# self.get_new_correlation()
# 渲染模版 # 渲染模版
self.render_data() self.render_data()
...@@ -82,8 +82,8 @@ class DataIntegrate: ...@@ -82,8 +82,8 @@ class DataIntegrate:
self.monthly_table_return = self.df["month_return_data_dict"] self.monthly_table_return = self.df["month_return_data_dict"]
def comments_on_position_portfolio(self): def comments_on_position_portfolio(self):
"""旧持仓组合点评.""" """旧持仓组合点评. 旧贡献分解数据"""
self.old_evaluation = self.portfolio_diagnose.old_evaluation('default', self.d, self.user_customer) self.old_evaluation, self.old_return_compare_data, self.old_indicator_compare = self.portfolio_diagnose.old_evaluation('default', self.d, self.user_customer)
def contribution_deco(self): def contribution_deco(self):
"""贡献分解.""" """贡献分解."""
...@@ -116,12 +116,14 @@ class DataIntegrate: ...@@ -116,12 +116,14 @@ class DataIntegrate:
def get_old_compare_pic(self): def get_old_compare_pic(self):
"""旧收益比较""" """旧收益比较"""
self.suggestions_result, self.suggestions_result_asset, self.return_compare_data,\ self.old_return_compare_pic = draw_old_combination_chart(self.old_return_compare_data["xlabels"], self.old_return_compare_data["origin_combination"], self.old_return_compare_data["index"])
self.indicator_compare, self.new_group_evaluation = self.portfolio_diagnose.new_evaluation("default", self.d, self.user_customer)
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"])
def get_transfer_suggestions(self): def get_transfer_suggestions(self):
"""新收益比较，调仓建议""" """新收益比较，调仓建议"""
self.suggestions_result, self.suggestions_result_asset, self.return_compare_data, \
self.indicator_compare, self.new_group_evaluation = self.portfolio_diagnose.new_evaluation("default", self.d,
self.user_customer)
self.return_compare_pic = draw_combination_chart(self.return_compare_data["xlabels"], self.return_compare_data["new_combination"], 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"]) self.return_compare_data["origin_combination"], self.return_compare_data["index"])
...@@ -199,9 +201,9 @@ class DataIntegrate: ...@@ -199,9 +201,9 @@ class DataIntegrate:
# 个基点评 # 个基点评
'box5': 'block', 'box5': 'block',
# 优化组合建议 # 优化组合建议
'box6': 'block', 'box6': None,
# 新增基金 # 新增基金
'box7': 'block', 'box7': None,
# 结尾 # 结尾
'box8': 'block', 'box8': 'block',
'cover_back': template_folder + '/v2/img/cover-back.png', 'cover_back': template_folder + '/v2/img/cover-back.png',
...@@ -242,17 +244,25 @@ class DataIntegrate: ...@@ -242,17 +244,25 @@ class DataIntegrate:
'group_hoding_info': self.group_hoding_info, 'group_hoding_info': self.group_hoding_info,
'group_hoding_info_total': self.group_hoding_info_total, 'group_hoding_info_total': self.group_hoding_info_total,
'old_evaluation': self.old_evaluation, 'old_evaluation': self.old_evaluation,
'old_indicator_compare': self.old_indicator_compare,
'contribution_decomposition': self.contribution_decomposition, 'contribution_decomposition': self.contribution_decomposition,
'single_fund_data_list': self.single_fund_data_list, 'single_fund_data_list': self.single_fund_data_list,
'old_correlation': self.old_correlation, '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, 'old_return_compare_pic': self.old_return_compare_pic,
'return_compare_pic': self.return_compare_pic, # 'new_correlation': self.new_correlation,
'indicator_compare': self.indicator_compare, # 'propose_fund_data_list': self.propose_fund_data_list,
'new_group_evaluation': self.new_group_evaluation # 'suggestions_result': self.suggestions_result,
# 'suggestions_result_asset': self.suggestions_result_asset,
# 'return_compare_pic': self.return_compare_pic,
# 'indicator_compare': self.indicator_compare,
# 'new_group_evaluation': self.new_group_evaluation
'new_correlation': [],
'propose_fund_data_list': [],
'suggestions_result': {},
'suggestions_result_asset': {},
'return_compare_pic': [],
'indicator_compare': [],
'new_group_evaluation': []
} }
# 开始渲染html模板 # 开始渲染html模板
......
app/utils/timed_task.py
View file @ f0f0f190
...@@ -8,7 +8,7 @@ ...@@ -8,7 +8,7 @@
from app.api.engine import tamp_user_engine, tamp_order_engine, TAMP_SQL from app.api.engine import tamp_user_engine, tamp_order_engine, TAMP_SQL
from sqlalchemy.ext.declarative import declarative_base from sqlalchemy.ext.declarative import declarative_base
from sqlalchemy import Column, String, Integer from sqlalchemy import Column, String, Integer, and_
from app.utils.jinjia2html import DataIntegrate from app.utils.jinjia2html import DataIntegrate
Base = declarative_base() Base = declarative_base()
...@@ -36,26 +36,26 @@ class Customer(Base): ...@@ -36,26 +36,26 @@ class Customer(Base):
def call_month_report(ifauser_id, ifauser_name, customer_id, customer_name): def call_month_report(ifauser_id, ifauser_name, customer_id, customer_name):
print('开始制作IFA: {}, 客户: {}的基金月报'.format(ifauser_name, customer_name)) # print('开始制作IFA: {}, 客户: {}的基金月报'.format(ifauser_name, customer_name))
try: # try:
DataIntegrate(ifauser_id, customer_id, '{}_{}_.pdf'.format(ifauser_name, customer_name)) DataIntegrate(ifauser_id, customer_id, '{}_{}_.pdf'.format(ifauser_name, customer_name))
except: # except IndexError:
print("发生异常，下一个走起！") # print("发生异常，下一个走起！")
with TAMP_SQL(tamp_user_engine) as tamp_user, TAMP_SQL(tamp_order_engine) as tamp_order: with TAMP_SQL(tamp_user_engine) as tamp_user, TAMP_SQL(tamp_order_engine) as tamp_order:
tamp_user_session = tamp_user.session tamp_user_session = tamp_user.session
# 获取所有 ifauser # 获取所有 ifauser
ifausers = tamp_user_session.query(IfaUser).all() ifausers = tamp_user_session.query(IfaUser).filter(IfaUser.id.in_(['USER_INFO15916072577875'])).all()
tamp_order_session = tamp_order.session tamp_order_session = tamp_order.session
# for ifauser in ifausers: # for ifauser in ifausers:
for ifauser in ifausers: for ifauser in ifausers:
# 获取某个 ifa 的所有 customer # 获取某个 ifa 的所有 customer
customers = tamp_order_session.query(Ifa_Customer).\ customers = tamp_order_session.query(Ifa_Customer).\
filter_by(ifa_id = ifauser.id).all() filter(and_(Ifa_Customer.ifa_id == ifauser.id, Ifa_Customer.customer_id.in_(['6716613804966817792']))).all()
# 循环这个 ifa 的所有 customer # 循环这个 ifa 的所有 customer
for customer in customers: for customer in customers:
customer_full = tamp_order_session.query(Customer).\ customer_full = tamp_order_session.query(Customer).\
......
logs/tamp_course_order.log deleted 100644 → 0
View file @ 416fd0a4
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