期末-全自动艺术评分系统-1

2025-12-09 16:01:02 +08:00
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+# 投资组合分析结果
+
+## 分析概要
+- 分析资产: A股515450 + 美股QQQ
+- 分析期间: 2020-12-07 至 2025-12-05
+- 总交易日数: 1300
+- 生成时间: 2025-12-05 19:04:16
+
+## 目录结构
+portfolio_analysis_20251205_190343/
+├── tables/           # 各种分析表格（CSV格式）
+│   ├── stock_prices_detailed.csv      # 详细价格数据
+│   ├── stock_prices_summary.csv       # 价格汇总统计
+│   ├── daily_returns.csv              # 日收益率数据
+│   ├── returns_summary.csv            # 收益率汇总统计
+│   ├── monthly_returns.csv            # 月度收益率
+│   ├── yearly_returns.csv             # 年度收益率
+│   ├── portfolio_configuration.csv    # 投资组合配置
+│   ├── portfolio_performance.csv      # 绩效指标
+│   ├── drawdown_analysis.csv          # 回撤分析
+│   ├── correlation_matrix.csv         # 相关性矩阵
+│   ├── investment_recommendations.csv # 投资建议
+│   ├── investment_simulation_details.csv # 投资模拟详情
+│   ├── investment_simulation_summary.csv # 投资模拟汇总
+│   └── investment_asset_details.csv   # 各资产投资明细
+├── charts/           # 分析图表（PNG格式）
+│   ├── 01_price_trend.png             # 价格走势图
+│   ├── 02_cumulative_returns.png      # 累计收益图
+│   ├── 03_drawdown_analysis.png       # 回撤分析图
+│   ├── 04_returns_distribution.png    # 收益率分布图
+│   ├── 05_monthly_returns_heatmap.png # 月度收益率热力图
+│   ├── 06_yearly_returns.png          # 年度收益率图
+│   ├── 07_rolling_returns.png         # 滚动收益图
+│   ├── 08_investment_growth.png       # 资产增长曲线
+│   ├── 09_investment_returns.png      # 投资累计收益率
+│   └── 10_investment_progress.png     # 投资进度图
+└── data/             # 原始数据文件
+    ├── raw_prices.csv                 # 原始价格数据
+    ├── raw_returns.csv                # 原始收益率数据
+    ├── portfolio_performance.csv      # 投资组合表现数据
+    └── exchange_rate.csv              # 汇率数据
+
+## 使用说明
+1. 所有表格均为CSV格式，可用Excel、Python pandas等工具打开
+2. 所有图表均为PNG格式，分辨率为300dpi
+3. 原始数据可用于进一步分析
+4. 投资建议基于历史数据分析，仅供参考
+
+## 注意事项
+- 本分析基于历史数据，不代表未来表现
+- 投资有风险，决策需谨慎
+- 建议结合其他分析工具和个人风险偏好进行投资决策
@@ -0,0 +1,3 @@
+,A股_515450,美股_QQQ
+A股_515450,1.0,-0.015097729726382599
+美股_QQQ,-0.015097729726382599,1.0
@@ -0,0 +1,19 @@
+开始日期,最低点日期,结束日期,持续天数,最大回撤%
+2021-10-12,2021-10-13,2021-10-14,2,-5.345319729377957
+2022-01-20,2022-01-27,2022-02-09,20,-9.890172360970094
+2022-02-11,2022-03-15,2022-04-04,52,-16.11938237996469
+2022-04-05,2022-11-03,2023-04-17,377,-25.996214468121533
+2023-04-21,2023-04-26,2023-04-27,6,-6.349619780758392
+2023-08-17,2023-08-18,2023-08-21,4,-5.431421795356658
+2023-08-24,2023-08-24,2023-08-25,1,-5.38036953552816
+2023-09-26,2023-09-27,2023-09-28,2,-5.173698977917544
+2023-10-03,2023-10-03,2023-10-04,1,-5.391574000626489
+2023-10-19,2023-10-26,2023-11-07,19,-8.274669075606301
+2024-07-25,2024-07-25,2024-07-29,4,-5.823125732178426
+2024-07-30,2024-07-30,2024-07-31,1,-6.038004905189959
+2024-08-01,2024-08-07,2024-08-15,14,-9.177082682498089
+2024-08-29,2024-08-29,2024-08-30,1,-5.14699471668637
+2024-09-03,2024-09-06,2024-09-19,16,-8.47766443723466
+2025-01-10,2025-01-13,2025-01-15,5,-5.731586886289918
+2025-02-27,2025-02-27,2025-02-28,1,-5.274571577202268
+2025-03-03,2025-04-08,2025-05-12,70,-14.868199658009631
@@ -0,0 +1,3 @@
+资产名称,配置权重,投资金额(元),最终价值(元),资产收益(元),资产收益率(%)
+A股_515450,40.0%,28000.00,57301.41,29301.41,104.65
+美股_QQQ,60.0%,42000.00,95030.40,53030.40,126.26
@@ -0,0 +1,5 @@
+投资建议
+优秀收益：年化收益率超过10%
+良好风险调整收益：夏普比率在0.5-1.0之间
+风险较高：最大回撤在20%-30%之间
+适中胜率：在45%-55%之间
@@ -0,0 +1,14 @@
+指标,数值
+初始本金,10000.00 元
+每月定投金额,1000.00 元
+总投资金额,70000.00 元
+最终资产总值,125322.47 元
+总收益,55322.47 元
+总收益率,79.03%
+投资天数,1824 天
+投资年数,4.99 年
+年化收益率,12.37%
+投资起始日期,2020-12-07
+投资结束日期,2025-12-05
+投资组合增长倍数,2.2626
+现金投资笔数,61 笔
@@ -0,0 +1,62 @@
+Date,A股_515450,美股_QQQ,投资组合
+2020-12-31,-0.028169014084507782,0.022973589895306956,0.0026693478985437835
+2021-01-31,0.00869565217391366,0.002613753327755708,0.005693625453307538
+2021-02-28,0.0747126436781611,-0.0013350205719570019,0.030029907227626218
+2021-03-31,0.08556149732620377,0.01716781449690341,0.04571856226840154
+2021-04-30,-0.04556650246305416,0.059098060619892756,0.016463359041053893
+2021-05-31,0.030967741935483906,-0.012012049914711165,0.005597924430240875
+2021-06-30,0.007509386733416834,0.0626213395244759,0.04056115829593909
+2021-07-31,-0.08571428571428574,0.028609492999671637,-0.018262642764437786
+2021-08-31,0.08967391304347827,0.042186255617352675,0.061472866847305685
+2021-09-30,0.13341645885286813,-0.056831486175964896,0.016830042902364672
+2021-10-31,-0.08800880088008789,0.07863998550062123,0.0091393352597966
+2021-11-30,-0.02171290711700824,0.0199685601118047,0.0037356373049526326
+2021-12-31,0.11097410604192337,0.011523298274333849,0.05104079926020599
+2022-01-31,-0.029966703662596794,-0.08747018710844967,-0.06351492437321804
+2022-02-28,0.012585812356979309,-0.0447597692159013,-0.020602811236780427
+2022-03-31,-0.005649717514124464,0.046678897680205056,0.028156100919961125
+2022-04-30,-0.018181818181817966,-0.13595726521043972,-0.08856463998060837
+2022-05-31,-0.019675925925926152,-0.015865867382185317,-0.01582800860273237
+2022-06-30,0.024793388429751984,-0.08907895156557832,-0.043938777189685196
+2022-07-31,-0.04262672811059898,0.1255170257911764,0.05649193585372325
+2022-08-31,0.008423586040914532,-0.05132163276449053,-0.02692539831231533
+2022-09-30,-0.03699284009546555,-0.10535543521207635,-0.07747858146008224
+2022-10-31,-0.06443618339529122,0.03999832421446059,-0.0014108186457921779
+2022-11-30,0.15761589403973564,0.055441668000120625,0.09686401592467075
+2022-12-31,-0.024027459954233277,-0.0901367715013166,-0.0631988276137424
+2023-01-31,0.044548651817116314,0.10642963020965657,0.08182813987614135
+2023-02-28,0.03254769921436629,-0.003597867460767623,0.011462198731197581
+2023-03-31,0.06956521739130461,0.09492691400991671,0.08560861089471494
+2023-04-30,0.08434959349593507,0.005079201741815531,0.03674664709776554
+2023-05-31,-0.01874414245548317,0.07883798975827871,0.03946176919620026
+2023-06-30,0.02101241642788887,0.06303846324021167,0.046391842998301236
+2023-07-31,0.06080449017773626,0.03860102702700008,0.04764099057743998
+2023-08-31,-0.045855379188712075,-0.014830181157515554,-0.026855402737903655
+2023-09-30,0.021256931608132357,-0.05079865308908249,-0.02235664890776734
+2023-10-31,-0.0434389140271495,-0.020654499336953402,-0.02916860895718254
+2023-11-30,-0.005676442762534983,0.1081879634742815,0.06153138276143877
+2023-12-31,-0.01998097050428127,0.05586963199030848,0.02505165866259995
+2024-01-31,0.06407766990291242,0.01819218440678272,0.03699848451615906
+2024-02-29,0.05565693430656915,0.05283351036560724,0.05439579030248165
+2024-03-31,0.002592912705272399,0.012749727228263508,0.00913987335080968
+2024-04-30,0.03620689655172438,-0.0437377897850022,-0.011687012037205347
+2024-05-31,0.02163061564059876,0.06151816494288931,0.04564133240949242
+2024-06-30,-0.012214983713355054,0.06470126545718702,0.03359970197965545
+2024-07-31,-0.00824402308326444,-0.01678112829300238,-0.012686378565013423
+2024-08-31,-0.026600166251038893,0.01103869213534403,-0.003674992907479413
+2024-09-30,0.15456874466268178,0.02621590366159121,0.07716290499617728
+2024-10-31,-0.054733727810651,-0.008646258709956167,-0.025706669543485994
+2024-11-30,0.03599374021909174,0.05350828415195763,0.04682608593560378
+2024-12-31,0.05211480362537757,0.004540284050956744,0.0240101445363059
+2025-01-31,-0.023689877961235006,0.021634103760289403,0.0039534149732574075
+2025-02-28,-0.01764705882352935,-0.02703475629118124,-0.022830847661838627
+2025-03-31,0.024700598802395612,-0.07586179208966692,-0.036305424668499064
+2025-04-30,-0.005843681519357324,0.013968176770035257,0.009904792605049062
+2025-05-31,0.03085966201322532,0.09178291098793623,0.06743455757836436
+2025-06-30,0.008553100498931654,0.06385834083613418,0.04154085020513376
+2025-07-31,0.010600706713781216,0.024236885002931308,0.018910829652943217
+2025-08-31,-0.004895104895104918,0.009539707594464986,0.00404610084932755
+2025-09-30,-0.025298664792691272,0.053762164537511925,0.021652612781514424
+2025-10-31,0.04325883201153635,0.04780387501115824,0.04664476761070935
+2025-11-30,0.0006910850034553828,-0.015610356891736843,-0.008600068102285086
+2025-12-31,0.0034530386740327934,0.0059588250971438494,0.004973816190793068
@@ -0,0 +1,3 @@
+资产,权重%,"配置金额(假设¥10,000)",累计收益%,年化波动率%
+A股_515450,40.0,4000.0,104.6478873239447,18.182899641321402
+美股_QQQ,60.0,6000.0,109.03466068947787,22.271976902809236
@@ -0,0 +1,15 @@
+指标类别,指标名称,数值
+时间信息,分析期间,2020-12-07 至 2025-12-05
+时间信息,总交易日数,1299 天
+时间信息,分析周期,4.99 年
+收益指标,累计收益率,118.29%
+收益指标,年化收益率,16.92%
+收益指标,日均收益率,0.0646%
+收益指标,正收益天数,705 天
+收益指标,胜率,54.3%
+风险指标,年化波动率,15.12%
+风险指标,最大回撤,-26.00%
+风险指标,年化下行风险,10.40%
+风险指标,日收益率标准差,0.9523%
+风险调整后收益,夏普比率,0.987
+风险调整后收益,索提诺比率,1.435
@@ -0,0 +1,4 @@
+资产,日均收益率%,日收益率标准差%,单日最大收益%,单日最大亏损%,累计收益率%,正收益天数,总天数,胜率%
+A股_515450,0.06170392771528309,1.1454150134519516,7.131537242472263,-8.41121495327103,104.6478873239447,603,1299,46.4203233256351
+美股_QQQ,0.06659646500778976,1.4030026688239954,12.00308181135814,-6.210886967050778,109.03466068947787,690,1299,53.11778290993071
+投资组合,0.0646394500907871,0.9523130222588321,7.083066607230623,-3.7265321802304663,118.28638572226033,705,1299,54.27251732101617
@@ -0,0 +1,3 @@
+资产名称,起始价格,结束价格,总收益率%,年化收益率%,最高价格,最低价格,平均价格,价格标准差,数据点数,起始日期,结束日期
+A股_515450,0.71,1.453,104.64788732394368,15.419232450949071,1.49,0.672,1.0504576923076923,0.23247297006631246,1300,2020-12-07,2025-12-05
+美股_QQQ,298.00799560546875,622.9400024414062,109.03466068947805,15.910468706517111,635.77001953125,255.5943145751953,395.3660239703839,95.85359595479295,1300,2020-12-07,2025-12-05
@@ -0,0 +1,7 @@
+Date,A股_515450,美股_QQQ,投资组合
+2020-12-31,-0.028169014084507782,0.022973589895306956,0.0026693478985437835
+2021-12-31,0.3057971014492762,0.2741976397937589,0.299740624879248
+2022-12-31,-0.053274139844617485,-0.32577015425318634,-0.212995524281959
+2023-12-31,0.20750293083235638,0.5485560368358247,0.41042314567907723
+2024-12-31,0.3524271844660216,0.2557826334648212,0.30427402439152185
+2025-12-31,0.0430725053840626,0.2231161881697863,0.15695573826719333