feat(backtest): 补全第5图VolatilityChart—metrics加rolling波动率时序+risk-series端点+前端接入(凑齐聚宽5图全套)
This commit is contained in:
@@ -387,12 +387,16 @@ def risk_series(task_id: str):
|
||||
alpha = series.get("alpha", {})
|
||||
beta = series.get("beta", {})
|
||||
drawdown = series.get("drawdown", {})
|
||||
vol_s = series.get("volatility_strategy", {})
|
||||
vol_b = series.get("volatility_benchmark", {})
|
||||
|
||||
return {
|
||||
"dates": alpha.get("dates", []),
|
||||
"alpha": alpha.get("values", []),
|
||||
"beta": beta.get("values", []),
|
||||
"drawdown": drawdown.get("values", [])
|
||||
"drawdown": drawdown.get("values", []),
|
||||
"strategy_vol": vol_s.get("values", []),
|
||||
"benchmark_vol": vol_b.get("values", [])
|
||||
}
|
||||
|
||||
|
||||
|
||||
Reference in New Issue
Block a user