动态调整UARC

8a727166 · 吕先亚 · 7c7c9fc7 · 8a727166
Commit 8a727166 authored Oct 11, 2024 by 吕先亚
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solver.py portfolios/solver.py +2 -0

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--- a/portfolios/solver.py
+++ b/portfolios/solver.py
@@ -351,6 +351,8 @@ class ARCSolver(DefaultSolver):

    @property
    def UARC(self):
+        if not self._config.get('uarc-index'):
+            return self._config['UARC']
        ecos = self._datum.get_datums(ticker=['CPI YOY Index', 'FDTR Index'])
        cpi_id = [data['id'] for data in ecos if data['bloombergTicker'] == 'CPI YOY Index']
        fdtr_id = [data['id'] for data in ecos if data['bloombergTicker'] == 'FDTR Index']