update

portfolios/holder.py

@@ -237,11 +237,12 @@ class InvTrustPortfoliosHolder(DividendPortfoliosHolder):
             fund_div_tuple = self.get_navs_and_div(fund_ids=tuple(set(weight) | set(share)), day=day)
             navs = fund_div_tuple[0]
             fund_dividend = fund_div_tuple[1]
-            fund_dividend = last_nav['fund_div'] + sum(
+            day_div = sum(
                 map(lambda k: share[k] * fund_dividend[k], filter(lambda k: k in fund_dividend, share.keys())))
+            fund_dividend = last_nav['fund_div'] + day_div
             dividend_acc = last_nav['div_acc']
-            fund_av = round(sum([navs[x] * y for x, y in share.items()]), 4) + last_nav['fund_div']
-            asset_nav = fund_av
+            fund_av = round(sum([navs[x] * y for x, y in share.items()]), 4)
+            asset_nav = fund_av + fund_dividend
             nav = last_nav['nav'] * asset_nav / last_nav['asset_nav']
             share = {x: fund_av * w / navs[x] for x, w in weight.items()}
             if self.is_first_workday(day):
@@ -294,6 +295,7 @@ class InvTrustPortfoliosHolder(DividendPortfoliosHolder):
         fund_dividend = fund_div_tuple[1]
         # 配息日当天取得调仓日计算的应调仓金额,做实际份额赎回,这里的金额(即月初计算的赎回金额)用于转换成“赎回目标的份额”
         need_div = last_nav['div_forecast']
+        portfolio_div = 0
         if self.is_dividend_date(day) and need_div > 0:
             funds = self._datum.get_datums(type=DatumType.FUND, ticker=self._config['redeem-list'])
             # 获取需要配息的金额
@@ -308,12 +310,15 @@ class InvTrustPortfoliosHolder(DividendPortfoliosHolder):
                         break
             port_div = last_nav['div_forecast']
             dividend_acc = dividend_acc + port_div
+            portfolio_div = port_div
         fund_av = round(sum([navs[x] * y for x, y in share.items()]), 4)
         weight = {x: round(y * navs[x] / fund_av, 2) for x, y in share.items()}
         weight = format_weight(weight)
-        fund_dividend = last_nav['fund_div'] + sum(
+        day_div = sum(
             map(lambda k: share[k] * fund_dividend[k], filter(lambda k: k in fund_dividend, share.keys())))
-        asset_nav = fund_av
+        fund_dividend = last_nav['fund_div'] + day_div
+        # 基金净值+基金配息+产品配息
+        asset_nav = fund_av + fund_dividend + portfolio_div
         nav = last_nav['nav'] * asset_nav / last_nav['asset_nav']
         div_forecast = last_nav['div_forecast']
         if self.is_first_workday(day):
@@ -369,7 +374,6 @@ class DailyHoldReportor(RoboReportor):
         return '每日持仓信息'
 
     def load_report(self, max_date=prev_workday(dt.today()), min_date=None) -> List[dict]:
-
         holds = pd.DataFrame(rhp.get_list(max_date=max_date, min_date=min_date))
         holds = holds[holds['date'].dt.date == max_date.date()]
         if not holds.empty:

rebalance/base_signal.py

@@ -92,8 +92,9 @@ class SignalReportor(RoboReportor):
     def load_report(self, max_date=dt.today(), min_date=None) -> List[dict]:
         result = []
         datums = {str(x['id']): x for x in self._datum.get_datums(type=DatumType.FUND, exclude=False)}
-        for signal in rrs.get_list(max_date=max_date, min_date=min_date, effective=True):
+        for signal in rrs.get_list(max_date=max_date, min_date=prev_workday(min_date), effective=True):
             rebalance_date = self._hold.get_rebalance_date_by_signal(signal['id'])
+            if rebalance_date:
                 for fund_id, weight in json.loads(signal['portfolio']).items():
                     result.append({
                         'risk': PortfoliosRisk(signal['risk']).name,

robo_executor.py

@@ -37,6 +37,7 @@ class BacktestExecutor(RoboExecutor):
 
     @staticmethod
     def get_last_business_day(start_date, end_date):
+        start_date = prev_workday(start_date)
         # 生成日期范围并转换为DataFrame
         dates = pd.date_range(start_date, end_date, freq='M')
         if dates[0] != start_date: