Merge pull request #188 from fasiondog/feature/analysis

fixed sys_performance 除0
fasiondog · Mar 5, 2024 · a0844ff · a0844ff
2 parents 568f756 + a688b51
commit a0844ff
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/hikyuu/draw/drawplot/matplotlib_draw.py b/hikyuu/draw/drawplot/matplotlib_draw.py
@@ -776,7 +776,7 @@ def sys_performance(sys, ref_stk=None):
     bond = ZHBOND10(ref_dates)
     sigma = STDEV(ROCP(funds), len(ref_dates))
     sigma = 15.874507866387544 * sigma[-1]  # 15.874 = sqrt(252)
-    sharp = (per['帐户平均年收益率%'] - bond[-1]) * 0.01 / sigma
+    sharp = (per['帐户平均年收益率%'] - bond[-1]) * 0.01 / sigma if sigma != 0.0 else 0.0
 
     invest_total = per['累计投入本金'] + per['累计投入资产']
     cur_fund = per['当前总资产']