Commit 93275f6c authored by brody's avatar brody

update:roi/risk/cp

parent 33acad43
......@@ -69,8 +69,8 @@ def load_report(max_date=prev_workday(dt.date.today()), min_date=None, combo: Ro
datas.set_index('date', inplace=True)
datas = datas['acc_av']
returns = round(datas.pct_change(), 5)
roi = round(annual_return(returns) * 100, 1)
risk = round(annual_volatility(returns) * 100, 1)
roi = round(annual_return(returns) * 100, 2)
risk = round(annual_volatility(returns) * 100, 2)
cp = round(roi / risk, 2)
return cp, roi, risk
......
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment