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