Merge e72ebbe into e5949d7

ricequant · Apr 17, 2024 · ae64b98 · ae64b98
2 parents e5949d7 + e72ebbe
commit ae64b98
Show file tree

Hide file tree

Showing 3 changed files with 3 additions and 1 deletion.
diff --git a/rqalpha/mod/rqalpha_mod_sys_analyser/report/report.py b/rqalpha/mod/rqalpha_mod_sys_analyser/report/report.py
@@ -88,6 +88,8 @@ def _yearly_indicators(
         data["annual_volatility"].append(risk.annual_volatility)
         data["max_drawdown"].append(risk.max_drawdown)
         data["max_drawdown_days"].append((max_dd.end_date - max_dd.start_date).days)
+        data["alpha"].append(risk.alpha)
+        data["beta"].append(risk.beta)
     return data
 
 

diff --git a/rqalpha/mod/rqalpha_mod_sys_analyser/report/templates/summary.xlsx b/rqalpha/mod/rqalpha_mod_sys_analyser/report/templates/summary.xlsx
diff --git a/setup.cfg b/setup.cfg
@@ -5,7 +5,7 @@
 
 [metadata]
 name = rqalpha
-version = 5.3.9
+version = 5.3.10
 
 [versioneer]
 VCS = git