{% extends "audit/base.html" %} {% load audit_filters %} {% block title %}归因分析报告 - 审计模块{% endblock %} {% block extra_css %} {% endblock %} {% block page_subtitle %}

归因分析报告 · 收益分解与损失归因

{% endblock %} {% block header_actions %} 返回列表 {% endblock %} {% block audit_content %}
{{ report.total_pnl|percentage:2 }}
总收益
{{ report.regime_timing_pnl|percentage:2 }}
择时收益
{{ report.asset_selection_pnl|percentage:2 }}
选股收益
{{ report.interaction_pnl|percentage:2 }}
交互收益
{{ report.regime_accuracy|percentage:2 }}
Regime 准确率

收益分解瀑布图

按周期归因趋势

周期归因详情

周期 组合收益 基准收益 超额收益 择时贡献 选股贡献 交互贡献
{% if report.loss_analyses %}

损失分析

{% for loss in report.loss_analyses %}
{{ loss.get_loss_source_display }}
影响: {{ loss.impact|percentage:2 }} ({{ loss.impact_percentage|floatformat:1 }}%)
{{ loss.description }}
{% if loss.improvement_suggestion %}
改进建议: {{ loss.improvement_suggestion }}
{% endif %}
{% endfor %}
{% endif %} {% if report.experience_summaries %}

经验总结

{% for exp in report.experience_summaries %}
{{ exp.get_priority_display }} {{ exp.lesson }} {% if exp.recommendation %}
建议: {{ exp.recommendation }}
{% endif %} {% if exp.is_applied %}
已应用
{% endif %}
{% endfor %}
{% endif %} {% endblock %} {% block audit_js %} {% load static %} {% endblock %}