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robo-dividend
Commit 49454519 authored by brody's avatar brody
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update:roi/risk/cp

parent 26d4bb99
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web/robo_controller.py
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...@@ -69,8 +69,8 @@ def load_report(max_date=prev_workday(dt.date.today()), min_date=None, combo: Ro ...@@ -69,8 +69,8 @@ def load_report(max_date=prev_workday(dt.date.today()), min_date=None, combo: Ro
datas.set_index('date', inplace=True) datas.set_index('date', inplace=True)
datas = datas['acc_av'] datas = datas['acc_av']
returns = round(datas.pct_change(), 5) returns = round(datas.pct_change(), 5)
roi = round(annual_return(returns), 1) roi = round(annual_return(returns), 1) * 100
risk = round(annual_volatility(returns), 1) risk = round(annual_volatility(returns), 1) * 100
cp = roi / risk cp = roi / risk
return cp, roi, risk return cp, roi, risk
......
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