https://www.tapd.cn/59187493/documents/show/1159187493001000730

依照文档进行模型优化

portfolios/utils.py

@@ -3,9 +3,20 @@ from py_jftech import autowired
 
 from api import DatumType, Datum
 
+risk_dict = {}
+
 
 @autowired
-def format_weight(weight: dict, to=1, datum: Datum = None) -> dict:
+def build_risk_dict(datum: Datum = None):
+    global risk_dict
+    if risk_dict:
+        pass
+    else:
+        funds = datum.get_datums(type=DatumType.FUND)
+        risk_dict = {fund['id']: fund['risk'] for fund in funds}
+
+
+def format_weight(weight: dict, to=1) -> dict:
     """
     对权重的小数点进行截取，到指定权重
     @param datum:
@@ -13,19 +24,19 @@ def format_weight(weight: dict, to=1, datum: Datum = None) -> dict:
     @param to: 指定权重
     @return:
     """
+
     # funds = datum.get_datums(type=DatumType.FUND)
     # risk_dict = {fund['id']: fund['risk'] for fund in funds}
     # risk = 0
     # for k, v in weight.items():
     #     risk += risk_dict.get(int(k)) * v
     # print(risk)
+    build_risk_dict()
     weight_series = pd.Series(weight)
     weight_series = weight_series.fillna(0)
     weight_series = weight_series.apply(lambda x: round(x, 2))
     if weight_series.sum() == to:
         return dict(weight_series)
-    funds = datum.get_datums(type=DatumType.FUND)
-    risk_dict = {fund['id']: fund['risk'] for fund in funds}
     id_sort = sorted(weight_series.to_dict().keys(), key=lambda x: risk_dict.get(int(x)))
     # 低风险
     minidx = id_sort[0]