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

依照文档进行模型优化

asset_pool/asset_optimize.py

@@ -109,6 +109,7 @@ class FundDividendSortinoAssetOptimize(SortinoAssetOptimize):
         sortino = sortino.T
         sortino['score'] = sortino.apply(lambda r: sum([x['weight'] * r[x['name']] for x in self._config]), axis=1)
         sortino.sort_values('score', ascending=False, inplace=True)
+        # todo 将记录入库
         # 取得分数高的前optimize_count个
         return pct_change.columns[sortino.index[0:self.optimize_count]].values,sortino['score']