risk = pf_src[0][0]
weight = pf_src[0][1]
print "risk:", risk, "weight:", weight
if bt.strategy == 'avg':
weight = []
for j in range(len(stock_pool)):
weight.append(1.0 / len(stock_pool))
print weight
Filter.filter_main(portfolio_pool, date_seq[i], date_seq[i - 1],
weight)
print "date_seq[i],date_seq[i-1],weight", date_seq[i], date_seq[
i - 1], weight
else:
print "not 5 days"
Filter.filter_main([], date_seq[i], date_seq[i - 1], [])
cap_update_ans = cap_update.cap_update_daily(date_seq[i])
print('Runnig to Date : ' + str(date_seq[i]))
# aa=raw_input('wait...')
print('ALL FINISHED!!')
sharp, c_std = get_sharp_rate()
print('Sharp Rate : ' + str(sharp))
print('Risk Factor : ' + str(c_std))
sql_show_btc = "select * from stock_index a where a.stock_code = 'sh' and a.state_dt >= '%s' and a.state_dt <= '%s' order by state_dt asc" % (
date_seq_start, date_seq_end)
cursor.execute(sql_show_btc)
done_set_show_btc = cursor.fetchall()
#btc_x = [x[0] for x in done_set_show_btc]
btc_x = list(range(len(done_set_show_btc)))
# print btc_x,done_set_show_btc[0][3]
def update_only(aday, pre_day):
Filter.filter_main([], aday, pre_day, [])
cap_update_ans = cap_update.cap_update_daily(aday)