完善依赖注入可配置

config.yml

@@ -43,7 +43,7 @@ framework:
         level: INFO
         propagate: no
       portfolios:
-        level: INFO
+        level: DEBUG
     root:
       level: INFO
       handlers: [ console ]

portfolios/builder.py

@@ -109,8 +109,8 @@ class MptSolver:
         return min_rtn, min_var, maxCVaR_whenMinV
 
     def solve_mpt(self, min_rtn, max_rtn):
-        logger.debug(
-            f'...... ...... ...... ...... ...... ...... ...... ...... MPT ... sub risk : pct_value = {self.pct_value}')
+        logger.debug(f'...... ...... ...... ...... ...... ...... ...... ...... '
+                     f'MPT ... sub risk : pct_value = {self.pct_value}')
         big_y = min_rtn + self.pct_value * (max_rtn - min_rtn)
         logger.debug(f'big_Y = target_Return = {big_y}')
         model = self.create_model()
@@ -129,8 +129,8 @@ class MptSolver:
     def solve_poem(self, min_rtn, max_rtn, base_cvar, max_cvar):
         k_history = len(self.rtn_history)
         quantile = self.pct_value
-        logger.debug(
-            f'...... ...... ...... ...... ...... ...... ...... ...... POEM With CVaR constraints ... sub risk : pct_value = {quantile}')
+        logger.debug(f'...... ...... ...... ...... ...... ...... ...... ...... '
+                     f'POEM With CVaR constraints ... sub risk : pct_value = {quantile}')
         big_y = min_rtn + quantile * (max_rtn - min_rtn)
         small_y = base_cvar + (max_cvar - base_cvar) * self.get_config('poem.cvar-scale-factor') * quantile
         logger.debug(f'big_Y = target_Return = {big_y} | small_y = target_cvar = {small_y}')

portfolios/test_case.py

@@ -7,7 +7,7 @@ class PortfoliosTest(unittest.TestCase):
 
     logger = get_logger(__name__)
 
-    @autowired(names={'builder': 'mpt'})
+    @autowired(names={'builder': 'poem'})
     def test_portfolio_builder(self, builder: PortfoliosBuilder = None):
         result, detail = builder.build_portfolio(parse_date('2011-11-07'), PortfoliosType.NORMAL)
         self.logger.info("portfolios: ")