Commit c846a38e authored by 吕先亚's avatar 吕先亚

update

parent ef8b2c67
...@@ -2,7 +2,6 @@ import datetime as dt ...@@ -2,7 +2,6 @@ import datetime as dt
import json import json
import logging import logging
import os import os
from statistics import pstdev
from tempfile import TemporaryDirectory from tempfile import TemporaryDirectory
import pandas as pd import pandas as pd
...@@ -10,9 +9,9 @@ import uvicorn ...@@ -10,9 +9,9 @@ import uvicorn
from apscheduler.schedulers.asyncio import AsyncIOScheduler from apscheduler.schedulers.asyncio import AsyncIOScheduler
from apscheduler.triggers.date import DateTrigger from apscheduler.triggers.date import DateTrigger
from dateutil.relativedelta import relativedelta from dateutil.relativedelta import relativedelta
from empyrical import sharpe_ratio, annual_volatility, annual_return from empyrical import annual_volatility, annual_return
from fastapi import FastAPI, Request from fastapi import FastAPI, Request
from py_jftech import prev_workday, filter_weekend, autowired, next_workday, sendmail, format_date, get_config from py_jftech import prev_workday, filter_weekend, autowired, sendmail, format_date, get_config
from starlette.responses import JSONResponse from starlette.responses import JSONResponse
import main import main
...@@ -85,7 +84,8 @@ async def recommend(): ...@@ -85,7 +84,8 @@ async def recommend():
funds = json.loads(sig['portfolio']) funds = json.loads(sig['portfolio'])
rec_list = [] rec_list = []
portfolios = {'recomm_guid': REC_GID} portfolios = {'recomm_guid': REC_GID}
load_report(max_date=prev_workday(dt.date.today()), min_date=(dt.date.today()) - relativedelta(years=1)) last_year = dt.datetime(dt.date.today().year - 1, 12, 31)
load_report(max_date=last_year, min_date=last_year - relativedelta(years=10))
data = {'recomm_guid': REC_GID, 'data_date': sig['create_time'].strftime('%Y-%m-%d'), data = {'recomm_guid': REC_GID, 'data_date': sig['create_time'].strftime('%Y-%m-%d'),
'funds': [{'weight': round(weight * 100), 'fund_id': id_ticker_map[key]['ftTicker']} for key, weight in 'funds': [{'weight': round(weight * 100), 'fund_id': id_ticker_map[key]['ftTicker']} for key, weight in
funds.items()], 'creat_date': sig['create_time'].strftime('%Y-%m-%d %H:%M:%S'), funds.items()], 'creat_date': sig['create_time'].strftime('%Y-%m-%d %H:%M:%S'),
......
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