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wenwen.tang
Quant_API_SDK
Commits
1e6d6d90
Commit
1e6d6d90
authored
Apr 09, 2025
by
吕先亚
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fix(vender): 修正模型組合再平衡判斷條件
- 將模型組合再平衡日期判斷條件從「大於等於」修改為「大於」 - 確保只有在新的推薦日期後才進行再平衡
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sv_quant_api.py
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vender/sv_quant_api.py
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1e6d6d90
...
...
@@ -29,7 +29,7 @@ class Quant_api(base_Quant_api):
if
not
pt
.
get
(
'rp_id'
)
or
pt
.
get
(
'rp_id'
)
!=
model_portfolio
[
'rp_id'
]:
# 如果推薦生成日data_Date在最後一次觸發再平衡时间之后,视为需要再平衡
if
(
not
pt
.
get
(
'last_recomm_date'
)
or
type
(
pt
.
get
(
'last_recomm_date'
))
!=
str
or
model_portfolio
[
'data_Date'
]
>
=
pt
.
get
(
'last_recomm_date'
)
.
replace
(
'-'
,
''
)):
model_portfolio
[
'data_Date'
]
>
pt
.
get
(
'last_recomm_date'
)
.
replace
(
'-'
,
''
)):
note
=
json
.
loads
(
model_portfolio
.
get
(
'note'
))
if
not
note
.
get
(
'recomm_reason'
):
raise
RuntimeError
(
'未輸入推薦理由'
)
...
...
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