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robo-dividend
Commit 582e5dac authored by wenwen.tang's avatar wenwen.tang 😕
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bugfix

parent 3c0efd88
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config-svrobo6.yml
View file @ 582e5dac
...@@ -88,7 +88,7 @@ portfolios: # 投组模块 ...@@ -88,7 +88,7 @@ portfolios: # 投组模块
solver: # 解算器相关 solver: # 解算器相关
model: prr # 结算模型 ARC ,PRR, ~ 标准解算器 model: prr # 结算模型 ARC ,PRR, ~ 标准解算器
arc: on #是否开启ARC arc: on #是否开启ARC
brr: 0.01 brr: 0.01 #误差补偿值
trr: 3 trr: 3
tol: 1E-10 # 误差满足条件 tol: 1E-10 # 误差满足条件
navs: # 净值要求 navs: # 净值要求
......
portfolios/holder.py
View file @ 582e5dac
...@@ -114,6 +114,7 @@ class DividendPortfoliosHolder(PortfoliosHolder): ...@@ -114,6 +114,7 @@ class DividendPortfoliosHolder(PortfoliosHolder):
dividend = last_nav['div_forecast'] dividend = last_nav['div_forecast']
fund_av = fund_av - last_nav['div_forecast'] fund_av = fund_av - last_nav['div_forecast']
dividend_acc = last_nav['div_forecast'] + dividend_acc dividend_acc = last_nav['div_forecast'] + dividend_acc
div_forecast = dividend
asset_nav = fund_av + fund_dividend + dividend asset_nav = fund_av + fund_dividend + dividend
nav = last_nav['nav'] * asset_nav / last_nav['asset_nav'] nav = last_nav['nav'] * asset_nav / last_nav['asset_nav']
share = {x: fund_av * w / navs[x] for x, w in weight.items()} share = {x: fund_av * w / navs[x] for x, w in weight.items()}
......
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