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优化 performance 绘图，参考标的累积收益率使用等比后复权计算

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fasiondog 2024-06-13 15:10:23 +08:00
parent 038b3bd423
commit a9d8081810
1 changed files with 3 additions and 2 deletions
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5
hikyuu/draw/drawplot/matplotlib_draw.py
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@ -760,7 +760,8 @@ def sys_performance(sys, ref_stk=None):
ref_k = ref_stk.get_kdata(sys.query)
hku_check(len(ref_k) > 0, "The length of ref_k is zero! Maybe The query date is out of the ref-stock range!\n ref_k: {}", ref_k)
query = Query(ref_k[0].datetime.start_of_day(), ref_k[-1].datetime.start_of_day() + Seconds(1), Query.DAY)
query = Query(ref_k[0].datetime.start_of_day(), ref_k[-1].datetime.start_of_day() +
Seconds(1), Query.DAY, recover_type=Query.EQUAL_BACKWARD)
ref_k = ref_stk.get_kdata(query)
ref_dates = ref_k.get_datetime_list()
@ -772,7 +773,7 @@ def sys_performance(sys, ref_stk=None):
funds_return = VALUE(funds_return)
funds_return.name = "系统累积收益率"
ref_return = ROCR(ref_k.close, 0)
ref_return.name = ref_stk.name
ref_return.name = f"{ref_stk.name}({ref_stk.market_code})"
per = Performance()
text = per.report(sys.tm, query.end_datetime)