Commit 33acad43 authored by 吕先亚's avatar 吕先亚

update

parent 5c95206a
......@@ -71,7 +71,7 @@ def load_report(max_date=prev_workday(dt.date.today()), min_date=None, combo: Ro
returns = round(datas.pct_change(), 5)
roi = round(annual_return(returns) * 100, 1)
risk = round(annual_volatility(returns) * 100, 1)
cp = roi / risk
cp = round(roi / risk, 2)
return cp, roi, risk
......
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