update

web/robo_controller.py

@@ -63,11 +63,11 @@ def get_fund_infos(datum: Datum = None):
 
 
 @autowired(names={'combo': 'hold-report'})
-def load_report(max_date=prev_workday(dt.date.today()), min_date=None, combo: RoboReportor = None):
+def load_report(max_date=None, min_date=None, combo: RoboReportor = None):
     global cp, roi, risk
     datas = pd.DataFrame(combo.load_report(max_date=max_date, min_date=min_date))
     datas.set_index('date', inplace=True)
-    datas = datas['acc_av']
+    datas = datas['fund_av']
     returns = round(datas.pct_change(), 5)
     roi = round(annual_return(returns) * 100, 2)
     risk = round(annual_volatility(returns) * 100, 2)
@@ -85,7 +85,7 @@ async def recommend():
         funds = json.loads(sig['portfolio'])
         rec_list = []
         portfolios = {'recomm_guid': REC_GID}
-        load_report(min_date=prev_workday(dt.date.today()) - relativedelta(years=1))
+        load_report(max_date=prev_workday(dt.date.today()), min_date=(dt.date.today()) - relativedelta(years=1))
         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.items()], 'creat_date': sig['create_time'].strftime('%Y-%m-%d %H:%M:%S'),