diff --git a/rqalpha/mod/rqalpha_mod_sys_analyser/report/report.py b/rqalpha/mod/rqalpha_mod_sys_analyser/report/report.py index 8d2b244a1..71aacf023 100644 --- 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 index 7dd8c7bd4..8cd1b1506 100644 Binary files a/rqalpha/mod/rqalpha_mod_sys_analyser/report/templates/summary.xlsx and b/rqalpha/mod/rqalpha_mod_sys_analyser/report/templates/summary.xlsx differ diff --git a/setup.cfg b/setup.cfg index 0cbbaa59f..2533036a7 100644 --- a/setup.cfg +++ b/setup.cfg @@ -5,7 +5,7 @@ [metadata] name = rqalpha -version = 5.3.9 +version = 5.3.10 [versioneer] VCS = git