aszer/etf
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix: generate_report now uses actual position_weights from daily_records

Browse Source 
Previously hardcoded equal weight (1/select_num), ignoring config weight type.
Now reads position_weights from last daily_record, correctly showing rank-based weights.
This commit is contained in:
aszerW
2026-06-07 23:29:27 +08:00
parent d898ba0fd5
commit 6a5ae8efbf
4 changed files with 468 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
rotation/simple_rotation.py
View File

@@ -1203,7 +1203,7 @@ class SimpleRotationStrategy:
# Build positions info for table
# Sort holdings by momentum score descending
weight = 1.0 / self.select_num if self.select_num > 0 else 1.0
position_weights = last_rec.get('position_weights', {})
sorted_holdings = sorted(holdings, key=lambda c: factors.get(c, 0) or 0, reverse=True)
# Determine previous holdings to distinguish "调入" vs "维持"
@@ -1249,7 +1249,7 @@ class SimpleRotationStrategy:
positions_info.append({
'name': name, 'code': code, 'etf': etf_code,
'weight': weight, 'score': score,
'weight': position_weights.get(code, 1.0 / len(holdings)), 'score': score,
'idx_close': idx_close, 'etf_close': etf_close,
'premium': premium, 'action': action,
'entry_date': entry_date, 'entry_price': entry_price,
@@ -1276,7 +1276,7 @@ class SimpleRotationStrategy:
premium = self._get_latest_premium(trade_code, last_date)
exit_positions.append({
'name': name, 'code': code, 'etf': etf_code,
'weight': weight, 'score': None,
'weight': 0, 'score': None,
'idx_close': idx_close, 'etf_close': etf_close,
'premium': premium, 'action': '调出',
'entry_date': None, 'entry_price': None,