Commit 05c3b6dc authored by 吕先亚's avatar 吕先亚

update

parent c862f571
......@@ -29,7 +29,8 @@ class FundSelectionProcessReportor(RoboReportor):
def load_report(self, max_date=dt.today(), min_date=None) -> List[dict]:
day = prev_workday(filter_weekend(max_date))
funds = self._datum.get_datums(type=DatumType.FUND)
fund_ids = [fund['id'] for fund in funds]
funds_dict = {fund['id']: fund['chineseName'] for fund in funds}
fund_ids = funds_dict.keys()
pct_change = pd.DataFrame(self._optimize.get_pct_change(fund_ids, day))
pct_change.set_index('date', inplace=True)
pct_change = pct_change.truncate(before=(day - relativedelta(
......
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment