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

依照文档进行模型优化

asset_pool/asset_optimize.py

@@ -175,9 +175,10 @@ class FundDividendSortinoAssetOptimize(SortinoAssetOptimize):
             records = [fund for fund in funds if fund['customType'] == customType and fund['id'] in annual.keys()]
             if exclude is not None:
                 exclude = exclude if len(records) > exclude else len(records)
-                filtered.extend(records[-exclude:])
+                if exclude > 0:
+                    records = records[:len(records) - exclude]
             if volatility is not None:
-                records = [record for record in records[0:exclude] if annual.get(record['id']) > volatility]
+                records = [record for record in records if annual.get(record['id']) > volatility]
             filtered.extend(records)
         for f in filtered:
             funds.remove(f)