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

依照文档进行模型优化

asset_pool/asset_optimize.py

@@ -167,9 +167,11 @@ class FundDividendSortinoAssetOptimize(SortinoAssetOptimize):
             exclude = f.get('exclude')
             volatility = f.get('volatility')
             records = [fund for fund in funds if fund['customType'] == customType and fund['id'] in annual.keys()]
-            exclude = exclude if len(records) > exclude else len(records)
-            records = records[0:-exclude]
-            records = [record for record in records if annual.get(record['id']) > volatility]
+            if exclude:
+                exclude = exclude if len(records) > exclude else len(records)
+                records = records[0:-exclude]
+            if volatility:
+                records = [record for record in records if annual.get(record['id']) > volatility]
             filtered.extend(records)
         return funds