update

config-industryfund.yml

@@ -217,28 +217,8 @@ reports: # 报告模块相关
     daily-monitor:
       file-name: svROBO6_monitor
       include-report:
-        - name: relative-range-report # 相对区间收益报告
-          min-date: ~
-        - name: contribution-report # 贡献率报告
-          min-date: {days: 30}
-        - name: high-weight-report # 高风险资产占比
-          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: mpt-report
-          min-date: {days: 30}
-        - name: signal-report
-          min-date: ~
-        - name: crisis-one-report
-          min-date: {days: 30}
-        - name: crisis-two-report
-          min-date: {days: 30}
-        - name: market-right-report
-          min-date: {days: 30}
-        - name: drift-buy-report
-          min-date: {days: 30}
+        #        - daily-mpt-report
+        #     - fund_selection_process
       email:
         receives:
           - wenwen.tang@thizgroup.com

config-mdis_prr3.yml

@@ -196,7 +196,7 @@ reports: # 报告模块相关
     backtest: # 回测导出曹策略
       save-path: ${EXPORT_PATH:excels} # 导出报告文件存放路径，如果以./或者../开头，则会以执行python文件为根目录，如果以/开头，则为系统绝对路径，否则，以项目目录为根目录
       file-name: ${EXPORT_FILENAME:real} # 导出报告的文件名
-      save-config: ${EXPORT_CONFIG:off} # 是否保存配置文件
+      save-config: ${EXPORT_CONFIG:on} # 是否保存配置文件
       include-report: # 需要导出的报告类型列表，下面的顺序，也代表了excel中sheet的顺序
   #      - funds-report # 基金资料
   #      - navs-report # 净值报告
@@ -211,13 +211,14 @@ reports: # 报告模块相关
 #        - month-div-rate-report # 月度配息率比较
 #        - year-div-rate-report # 年度配息率比较
     real-daily:
-      file-name: MdisFoF_prr3(實盤)-每月投組推薦
+      file-name: MdisFopF_rr3(實盤)-每月投組推薦
+      save-path: ${EXPORT_PATH:excels} # 导出报告文件存放路径，如果以./或者../开头，则会以执行python文件为根目录，如果以/开头，则为系统绝对路径，否则，以项目目录为根目录
       include-report:
 #        - daily-hold-report
         - daily-signal-report
 #        - daily-mpt-report
       email:
-        receives: ${REAL_EMAIL_RECEIVES:['brody_wu@chifufund.com']}
+        receives: ${REAL_EMAIL_RECEIVES:['wenwen.tang@thizgroup.com']}
         copies: ${REAL_EMAIL_COPIES:['wenwen.tang@thizgroup.com']}
         subject:
 #          default: "MdisFoF_prr3(實盤)-每日投組推薦_{today}"
@@ -226,35 +227,18 @@ reports: # 报告模块相关
 #          default: "Dear All: 附件是今天生成的推薦組合，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 brody_wu@chifufund.com"
           rebalance: "Dear All: 附檔為每月投資組合推薦，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 brody_wu@chifufund.com"
     daily-monitor:
-      file-name: svROBO6_monitor
+      file-name: MdisFopF_rr3
+      save-path: ${EXPORT_PATH:excels}
       include-report:
-        - name: relative-range-report # 相对区间收益报告
+        - name: daily-mpt-report # 相对区间收益报告
           min-date: ~
-        - name: contribution-report # 贡献率报告
-          min-date: {days: 30}
-        - name: high-weight-report # 高风险资产占比
-          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: mpt-report
-          min-date: {days: 30}
-        - name: signal-report
+        - name: fund-selection-process-report
           min-date: ~
-        - name: crisis-one-report
-          min-date: {days: 30}
-        - name: crisis-two-report
-          min-date: {days: 30}
-        - name: market-right-report
-          min-date: {days: 30}
-        - name: drift-buy-report
-          min-date: {days: 30}
       email:
         receives:
           - wenwen.tang@thizgroup.com
         copies: ${MONITOR_EMAIL_COPIES}
-        subject: "SVROBO6-实盘版-每日监测_{today}"
+        subject: "MdisFopF_rr3-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:real} # 执行哪个执行器，优先取系统环境变量ROBO_EXECUTOR的值，默认backtest

robo_executor.py

@@ -136,7 +136,7 @@ class BacktestExecutor(RoboExecutor):
 @component(bean_name='real')
 class RealExecutor(RoboExecutor):
 
-    @autowired(names={'daily_export': 'daily-real-export'})
+    @autowired(names={'daily_export': 'daily-real-export', 'monitor_export': 'daily-monitor-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):
@@ -195,6 +195,8 @@ class RealExecutor(RoboExecutor):
                 now = dt.now()
                 # 每日实盘报告
                 self._daily_export.export(max_date=date)
+                # 每日监测报告
+                self._monitor_export.export(max_date=date)
                 logger.info(
                     f'export email for date[{format_date(date)}] send success, use[{(dt.now() - now).seconds}s]')
         else: