SeanChenTaipei 2 years ago
parent 72aa37391b
commit 9c214de61a
  1. 2
      main.py

@ -339,7 +339,7 @@ def buildPort():
info = MVO.portfolio_info(np.array([1]), rets['Portfolio'].to_numpy().reshape(-1, 1), market.pct_change().dropna().to_numpy())
data = (ts, name, session.get('username').split('@')[0], comp, role, info['annual_ret'],
info['vol'], info['mdd'], info['annual_sr'],
info['beta'], info['alpha'], info['var10'], info['R2'], True, comment, stock_list, json.dumps(weight.to_dict()), json.dumps(rets.to_dict()))
info['beta'], info['alpha'], info['var10'], info['R2'], gamma, True, comment, stock_list, json.dumps(weight.to_dict()), json.dumps(rets.to_dict()))
sql='insert into strategy \
(date, name, username,\
competition, role, annual_ret,\

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