完成日志、配置文件、数据库工具模块

portfolios/builder.py

 import json
 import os
 import sys
+from logging import DEBUG
 
 import pandas as pd
 from dateutil.relativedelta import relativedelta
@@ -108,7 +109,8 @@ class MptSolver:
         return min_rtn, min_var, maxCVaR_whenMinV
 
     def solve_mpt(self, min_rtn, max_rtn):
-        logger.debug(f'...... ...... ...... ...... ...... ...... ...... ...... MPT ... sub risk : pct_value = {self.pct_value}')
+        logger.debug(
+            f'...... ...... ...... ...... ...... ...... ...... ...... MPT ... sub risk : pct_value = {self.pct_value}')
         big_y = min_rtn + self.pct_value * (max_rtn - min_rtn)
         logger.debug(f'big_Y = target_Return = {big_y}')
         model = self.create_model()
@@ -127,7 +129,8 @@ class MptSolver:
     def solve_poem(self, min_rtn, max_rtn, base_cvar, max_cvar):
         k_history = len(self.rtn_history)
         quantile = self.pct_value
-        logger.debug(f'...... ...... ...... ...... ...... ...... ...... ...... POEM With CVaR constraints ... sub risk : pct_value = {quantile}')
+        logger.debug(
+            f'...... ...... ...... ...... ...... ...... ...... ...... POEM With CVaR constraints ... sub risk : pct_value = {quantile}')
         big_y = min_rtn + quantile * (max_rtn - min_rtn)
         small_y = base_cvar + (max_cvar - base_cvar) * self.get_config('poem.cvar-scale-factor') * quantile
         logger.debug(f'big_Y = target_Return = {big_y} | small_y = target_cvar = {small_y}')

test.py

@@ -7,8 +7,11 @@ logger = get_logger('test')
 @autowired(names={'builder': 'poem'})
 def test_portfolio_builder(builder: PortfoliosBuilder = None):
     result, detail = builder.build_portfolio(parse_date('2011-11-07'), PortfoliosType.NORMAL)
-    logger.info(result)
-    logger.info(detail)
+    logger.info("portfolios: ")
+    for risk, portfolio in result.items():
+        logger.info(risk.name)
+        logger.info(portfolio)
+        logger.info(detail[risk])
 
 
 if __name__ == '__main__':