From 9c214de61a88463411281f228555aa623ee2a2d6 Mon Sep 17 00:00:00 2001 From: SeanChenTaipei Date: Wed, 15 Mar 2023 23:50:46 +0800 Subject: [PATCH] f --- main.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/main.py b/main.py index 9b44e87..abdebef 100644 --- a/main.py +++ b/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,\