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QLD
+- 分析期间: 2020-12-07 至 2025-12-05
+- 总交易日数: 1300
+- 生成时间: 2025-12-05 19:10:15
+
+## 目录结构
+portfolio_analysis_20251205_190933/
+├── 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_QLD
+A股_515450,1.0,-0.014654686942570994
+美股_QLD,-0.014654686942570994,1.0
@@ -0,0 +1,31 @@
+开始日期,最低点日期,结束日期,持续天数,最大回撤%
+2021-01-29,2021-01-29,2021-02-01,3,-6.336814231417308
+2021-02-25,2021-02-26,2021-03-01,4,-5.942020376082131
+2021-03-03,2021-03-08,2021-03-11,8,-10.330175408301399
+2021-05-04,2021-05-05,2021-05-06,2,-5.545632933984341
+2021-05-10,2021-05-12,2021-05-24,14,-8.21618241356616
+2021-09-20,2021-09-20,2021-09-22,2,-5.825342434936698
+2021-09-28,2021-10-04,2021-10-18,20,-8.748819556682008
+2021-12-20,2021-12-20,2021-12-21,1,-5.374327842573186
+2022-01-05,2022-01-07,2022-01-11,6,-6.4855770191360325
+2022-01-13,2022-11-03,2023-07-13,546,-44.99452706205869
+2023-08-08,2023-08-18,2023-08-30,22,-10.050132250676526
+2023-09-07,2023-09-08,2023-09-11,4,-5.938567934296863
+2023-09-12,2023-09-12,2023-09-13,1,-5.467485973854617
+2023-09-15,2023-10-26,2023-11-14,60,-15.453058941908667
+2023-12-06,2023-12-06,2023-12-07,1,-5.232787390723527
+2024-04-19,2024-04-19,2024-04-24,5,-6.831684679916792
+2024-04-25,2024-04-25,2024-04-26,1,-5.216238062387064
+2024-04-30,2024-05-01,2024-05-02,2,-6.138696144172647
+2024-07-18,2024-07-19,2024-07-22,4,-6.219387642218693
+2024-07-23,2024-08-07,2024-09-26,65,-17.195460924717715
+2024-11-15,2024-11-15,2024-11-18,3,-5.045787325321878
+2024-12-19,2024-12-19,2024-12-20,1,-5.369849011433967
+2024-12-31,2025-01-02,2025-01-06,6,-6.859752567190915
+2025-01-07,2025-01-13,2025-01-21,14,-9.42885157809205
+2025-01-27,2025-01-27,2025-01-28,1,-6.335687357915913
+2025-02-03,2025-02-03,2025-02-04,1,-5.512050161432351
+2025-02-07,2025-02-07,2025-02-10,3,-5.094555686141452
+2025-02-24,2025-04-08,2025-05-19,84,-28.110338081413357
+2025-05-20,2025-05-26,2025-06-02,13,-7.911305597596667
+2025-11-17,2025-11-20,2025-11-25,8,-8.773134947957889
@@ -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_QLD,60.0%,42000.00,121068.72,79068.72,188.26
@@ -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
+风险很高：最大回撤超过30%
+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,160627.06 元
+总收益,90627.06 元
+总收益率,129.47%
+投资天数,1824 天
+投资年数,4.99 年
+年化收益率,18.10%
+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,2.8826
+现金投资笔数,61 笔
@@ -0,0 +1,62 @@
+Date,A股_515450,美股_QLD,投资组合
+2020-12-31,-0.028169014084507782,0.04360832351935784,0.015108043137775917
+2021-01-31,0.00869565217391366,0.0022588766621036704,0.006682234704102674
+2021-02-28,0.0747126436781611,-0.007194352850293462,0.028235195823167247
+2021-03-31,0.08556149732620377,0.02313596316189681,0.05232096999909408
+2021-04-30,-0.04556650246305416,0.11844025866743157,0.05110959902710044
+2021-05-31,0.030967741935483906,-0.0281530185929183,-0.0030565552554123743
+2021-06-30,0.007509386733416834,0.12749223955540945,0.07872813062551343
+2021-07-31,-0.08571428571428574,0.055563625237113,-0.0026227161892143913
+2021-08-31,0.08967391304347827,0.08390510648761929,0.08720162078011895
+2021-09-30,0.13341645885286813,-0.11428941403891091,-0.02002208268960992
+2021-10-31,-0.08800880088008789,0.16174263828884938,0.055822693256789346
+2021-11-30,-0.02171290711700824,0.036314159159185566,0.014072153127262732
+2021-12-31,0.11097410604192337,0.016094018090536455,0.055467443663886895
+2022-01-31,-0.029966703662596794,-0.17198374975256814,-0.11417801214435408
+2022-02-28,0.012585812356979309,-0.09550954711342574,-0.049126307963638594
+2022-03-31,-0.005649717514124464,0.0787462022302623,0.050578924897504374
+2022-04-30,-0.018181818181817966,-0.2602893110623311,-0.1664897860583675
+2022-05-31,-0.019675925925926152,-0.04755642695964413,-0.030272543974223076
+2022-06-30,0.024793388429751984,-0.18275104496119488,-0.10070084635946419
+2022-07-31,-0.04262672811059898,0.2562183829293325,0.13132706803690142
+2022-08-31,0.008423586040914532,-0.10861202702036299,-0.06059161662036905
+2022-09-30,-0.03699284009546555,-0.2094026891922358,-0.14115330951397453
+2022-10-31,-0.06443618339529122,0.06601192124072508,0.01714113822870167
+2022-11-30,0.15761589403973564,0.09774829215365877,0.12705384626542227
+2022-12-31,-0.024027459954233277,-0.18081702771247465,-0.11879532651351743
+2023-01-31,0.044548651817116314,0.2120433545924938,0.1443066797188186
+2023-02-28,0.03254769921436629,-0.017424133817290133,0.004654768822418109
+2023-03-31,0.06956521739130461,0.18787420010040967,0.14145659148655776
+2023-04-30,0.08434959349593507,0.003429699121144214,0.03653269316345309
+2023-05-31,-0.01874414245548317,0.15239247915264054,0.08226381614143663
+2023-06-30,0.02101241642788887,0.12316807673093733,0.08222506168583443
+2023-07-31,0.06080449017773626,0.07222755223165334,0.06817192089671265
+2023-08-31,-0.045855379188712075,-0.03983810150715816,-0.04071912888767659
+2023-09-30,0.021256931608132357,-0.10206518526049502,-0.0539307680742922
+2023-10-31,-0.0434389140271495,-0.04936807950882838,-0.04522115272946703
+2023-11-30,-0.005676442762534983,0.21783075713626476,0.12421951875788673
+2023-12-31,-0.01998097050428127,0.10723319728735725,0.05510127031661205
+2024-01-31,0.06407766990291242,0.02894728324475726,0.04441213302165137
+2024-02-29,0.05565693430656915,0.10025580630531516,0.08343197651820211
+2024-03-31,0.002592912705272399,0.017389811916386222,0.012675317541985143
+2024-04-30,0.03620689655172438,-0.09327822071305336,-0.04140864233571451
+2024-05-31,0.02163061564059876,0.1235500710409676,0.08239335371071776
+2024-06-30,-0.012214983713355054,0.12113684708391181,0.06666461885656938
+2024-07-31,-0.00824402308326444,-0.04308179998082262,-0.026888653282652775
+2024-08-31,-0.026600166251038893,0.010888881092655955,-0.002086761977614038
+2024-09-30,0.15456874466268178,0.043516214673051445,0.08920016226111827
+2024-10-31,-0.054733727810651,-0.024031711322724525,-0.0340564957532139
+2024-11-30,0.03599374021909174,0.10103783351126427,0.07552048736801975
+2024-12-31,0.05211480362537757,0.0008249726098503718,0.023035347486108027
+2025-01-31,-0.023689877961235006,0.03483005098964531,0.012981120607885366
+2025-02-28,-0.01764705882352935,-0.059994619628694235,-0.04187210159651278
+2025-03-31,0.024700598802395612,-0.15563281116121386,-0.08525659491383131
+2025-04-30,-0.005843681519357324,-0.003375284998661132,0.008543659680450233
+2025-05-31,0.03085966201322532,0.1823210933954289,0.12094982120226372
+2025-06-30,0.008553100498931654,0.12517333887755022,0.07761246620267648
+2025-07-31,0.010600706713781216,0.04298700298395053,0.030234444524507964
+2025-08-31,-0.004895104895104918,0.011810747806612731,0.006093978879168516
+2025-09-30,-0.025298664792691272,0.10482401685188725,0.05140981959855084
+2025-10-31,0.04325883201153635,0.0895043662714472,0.07290169475622443
+2025-11-30,0.0006910850034553828,-0.039202574109198474,-0.021671347964936416
+2025-12-31,0.0034530386740327934,0.011279838678832421,0.008187125548752228
@@ -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_QLD,60.0,6000.0,166.3101204053575,44.53233309483803
@@ -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,176.89%
+收益指标,年化收益率,22.62%
+收益指标,日均收益率,0.0935%
+收益指标,正收益天数,699 天
+收益指标,胜率,53.8%
+风险指标,年化波动率,27.59%
+风险指标,最大回撤,-44.99%
+风险指标,年化下行风险,19.43%
+风险指标,日收益率标准差,1.7379%
+风险调整后收益,夏普比率,0.748
+风险调整后收益,索提诺比率,1.061
@@ -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_QLD,0.11469872180478634,2.8052733016769706,23.4929328172222,-12.212730032427366,166.3101204053575,686,1299,52.80985373364126
+投资组合,0.09350080416898503,1.7379167439877563,13.976977210749059,-7.327638019456419,176.8948938144213,699,1299,53.81062355658198
@@ -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_QLD,27.26896095275879,72.62000274658203,166.31012040535816,21.669712491977087,76.38500213623047,16.587970733642578,38.406993022331825,13.585959300291872,1300,2020-12-07,2025-12-05
@@ -0,0 +1,7 @@
+Date,A股_515450,美股_QLD,投资组合
+2020-12-31,-0.028169014084507782,0.04360832351935784,0.015108043137775917
+2021-12-31,0.3057971014492762,0.5466943981092007,0.47861179916538865
+2022-12-31,-0.053274139844617485,-0.6052240874315733,-0.4069057572571425
+2023-12-31,0.20750293083235638,1.17721584291309,0.7490826433156279
+2024-12-31,0.3524271844660216,0.4281466388088715,0.42565476395896606
+2025-12-31,0.0430725053840626,0.34406629359925156,0.24738380876972688