update config

config-mdis_prr3.yml

@@ -217,9 +217,11 @@ reports: # 报告模块相关
         - daily-signal-report
       email:
         receives:
+          - jlin@ftfintech.com.tw
+          - YYang1@ftsice.com.tw
+        copies:
           - brody_wu@chifufund.com
           - wenwen.tang@thizgroup.com
-        copies: ${DAILY_EMAIL_COPIES}
         subject:
 #          default: "MdisFoF_prr3(實盤)-每日投組推薦_{today}"
           rebalance: "MdisFoF_prr3(實盤)-每月投組推薦_{today}"
@@ -237,8 +239,8 @@ reports: # 报告模块相关
           min-date: {days: 30}
         - name: asset-pool-report # 基金池
           min-date: {days: 30}
-#        - name: combo-report # 持仓报告
-#          min-date: {days: 40}
+        - name: combo-report # 持仓报告
+          min-date: {days: 40}
         - name: mpt-report
           min-date: {days: 30}
         - name: signal-report

config-stable_prr3.yml

@@ -221,8 +221,11 @@ reports: # 报告模块相关
         - daily-signal-report
       email:
         receives:
+          - jlin@ftfintech.com.tw
+          - YYang1@ftsice.com.tw
+        copies:
           - brody_wu@chifufund.com
-        copies: ${DAILY_EMAIL_COPIES}
+          - wenwen.tang@thizgroup.com
         subject:
 #          default: "SteadyFoF_prr3(實盤)-每日投組推薦_{today}"
           rebalance: "SteadyFoF_prr3(實盤)-每月投組推薦_{today}"
@@ -261,7 +264,7 @@ reports: # 报告模块相关
         subject: "SVROBO6-实盘版-每日监测_{today}"
         content: "Dear All: 附件是今天生成的监测数据，請驗收，謝謝！ 注>：該郵件為自動發送，如有問題請聯繫矽谷團隊 telan_qian@chifufund.com"
 robo-executor: # 执行器相关
-  use: ${ROBO_EXECUTOR:backtest} # 执行哪个执行器，优先取系统环境变量ROBO_EXECUTOR的值，默认backtest
+  use: ${ROBO_EXECUTOR:real} # 执行哪个执行器，优先取系统环境变量ROBO_EXECUTOR的值，默认backtest
   sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据
   backtest: # 回测执行器相关
     start-date: 2013-01-02 # 回测起始日期
@@ -271,7 +274,7 @@ robo-executor: # 执行器相关
     end-step: ${BACKTEST_END_STEP:3} # 回测从哪一步执行完成后结束执行 1:计算资产池；2:计算最优投组：3:计算再平衡信号以及持仓投组
     clean-up: on
   real: # 实盘执行器
-    export: ${EXPORT_ENABLE:on} # 是否开启报告
+    export: ${EXPORT_ENABLE:off} # 是否开启报告
     start-date: 2023-05-08 # 实盘开始时间
     include-date: []
 web:

config-usmarket_prr4.yml

@@ -206,8 +206,11 @@ reports: # 报告模块相关
         - daily-signal-report
       email:
         receives:
+          - jlin@ftfintech.com.tw
+          - YYang1@ftsice.com.tw
+        copies:
           - brody_wu@chifufund.com
-        copies: ${DAILY_EMAIL_COPIES}
+          - wenwen.tang@thizgroup.com
         subject:
 #          default: "USFoF_prr4(實盤)-每日投組推薦_{today}"
           rebalance: "USFoF_prr4(實盤)-每月投組推薦_{today}"
@@ -246,7 +249,7 @@ reports: # 报告模块相关
         subject: "SVROBO6-实盘版-每日监测_{today}"
         content: "Dear All: 附件是今天生成的监测数据，請驗收，謝謝！ 注>：該郵件為自動發送，如有問題請聯繫矽谷團隊 telan_qian@chifufund.com"
 robo-executor: # 执行器相关
-  use: ${ROBO_EXECUTOR:backtest} # 执行哪个执行器，优先取系统环境变量ROBO_EXECUTOR的值，默认backtest
+  use: ${ROBO_EXECUTOR:real} # 执行哪个执行器，优先取系统环境变量ROBO_EXECUTOR的值，默认backtest
   sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据
   backtest: # 回测执行器相关
     start-date: 2013-01-02 # 回测起始日期
@@ -254,9 +257,9 @@ robo-executor: # 执行器相关
     sealing-period: 10 #调仓封闭期
     start-step: ${BACKTEST_START_STEP:1} # 回测从哪一步开始执行 1:计算资产池；2:计算最优投组：3:计算再平衡信号以及持仓投组
     end-step: ${BACKTEST_END_STEP:3} # 回测从哪一步执行完成后结束执行 1:计算资产池；2:计算最优投组：3:计算再平衡信号以及持仓投组
-    clean-up: on
+    clean-up: off
   real: # 实盘执行器
-    export: ${EXPORT_ENABLE:on} # 是否开启报告
+    export: ${EXPORT_ENABLE:off} # 是否开启报告
     start-date: 2023-05-08 # 实盘开始时间
     include-date: []
 web:

rebalance/base_signal.py

@@ -130,7 +130,8 @@ class DailySignalReportor(RoboReportor):
 
     def load_report(self, max_date=prev_workday(dt.today()), min_date=None) -> List[dict]:
         signals = pd.DataFrame(rrs.get_list(max_date=max_date, min_date=min_date))
-        signals = signals[(signals['date'].dt.date == max_date.date())]
+        # signals = signals[(signals['date'].dt.date == max_date.date())]
+        signals = signals.tail(1)
         if not signals.empty:
             datum_ids = reduce(lambda x, y: x | y, signals['portfolio'].apply(lambda x: set(json.loads(x).keys())))
             datums = pd.DataFrame(self._datum.get_datums(type=DatumType.FUND, datum_ids=datum_ids))

robo_executor.py

@@ -136,7 +136,7 @@ class BacktestExecutor(RoboExecutor):
 @component(bean_name='real')
 class RealExecutor(RoboExecutor):
 
-    @autowired(names={'daily_export': 'daily-real-export', 'monitor_export': 'daily-monitor-export'})
+    @autowired(names={'daily_export': 'daily-real-export'})
     def __init__(self, builder: PortfoliosBuilder = None, hold: PortfoliosHolder = None, syncs: List[DataSync] = None,
                  daily_export: RoboExportor = None, monitor_export: RoboExportor = None, pool: AssetPool = None,
                  signal: RebalanceSignal = None):

web/robo_controller.py

 import datetime as dt
 import json
 import logging
+import os
 from statistics import pstdev
+from tempfile import TemporaryDirectory
 
 import pandas as pd
 import uvicorn
@@ -24,13 +26,17 @@ fund_infos, cp, roi, risk = None, None, None, None
 
 
 async def send_email():
+    with TemporaryDirectory() as tmpdir:
+        filepath = os.path.join(tmpdir, "portfolio.json")
+        with open(filepath, "w", encoding='utf-8') as file:
+            recommends = await recommend()
+            json.dump(recommends, file, indent=4, ensure_ascii=False)
         email = get_config('reports.exports.real-daily.email')
         receives = email['receives']
         copies = email['copies'] if 'copies' in email and email['copies'] is not None else []
-    recommends = await recommend()
         subject = email['subject']['rebalance'].format(today=format_date(dt.date.today()))
-    content = json.dumps(recommends)
-    sendmail(receives=receives, copies=copies, subject=subject, content=content, attach_paths=None)
+        content = email['content']['rebalance']
+        sendmail(receives=receives, copies=copies, subject=subject, content=content, attach_paths=[filepath])
 
 
 def get_today_rec():
@@ -85,7 +91,7 @@ async def recommend():
                 'risk': risk,
                 'rr': round(sum([id_ticker_map[key]['risk'] * weight for key, weight in funds.items()]), 2), 'cp': cp,
                 'roi': roi}
-        note = {'recomman_reason': "推荐理由是:"}
+        note = {'recomman_reason': "推荐理由是:..."}
         data['note'] = json.dumps(note)
         # 计算股债比
         stock_weight = int(
@@ -116,8 +122,8 @@ async def startup_event():
     current_time = dt.datetime.now()
     target_time = dt.time(10, 20)
     if current_time.time() > target_time:
-        # await send_email()
         scheduler.add_job(main.start, trigger=DateTrigger(run_date=current_time))
+        await send_email()
     # 开启定时任务，执行实盘
     scheduler.add_job(main.start, 'cron', day_of_week='0-4', hour=10, minute=20)
     scheduler.add_job(send_email, 'cron', day_of_week='0-4', hour=10, minute=25)