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Bondya commited on Jan 5

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e290282

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1 Parent(s): 79cc9b7

Update index.html

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index.html +59 -70

index.html CHANGED Viewed

@@ -291,6 +291,12 @@
             background: #e8f5e9;
             color: #2e7d32;
         }
     </style>
 </head>
 <body>
@@ -557,15 +563,11 @@
             const p25 = normalQuantile(0.25, annualMean, annualStd);
             const p75 = normalQuantile(0.75, annualMean, annualStd);
-            // 计算正收益概率
-            const positiveProb = (1 - normalCDF(0, annualMean, annualStd)) * 100;
             return {
                 lower: p25 / 100,  // 转换为百分比
                 upper: p75 / 100,
                 mean: annualMean / 100,
-                std: annualStd / 100,
-                positiveProbability: positiveProb.toFixed(1)
             };
         }
@@ -637,19 +639,19 @@
             // 资产预期收益率区间（使用您提供的数据）
             const assetReturnRanges = {
                 'CONVERTIBLE_BOND': {
-                    'PESSIMISTIC': { min: 5, max: 8, label: '5-8%' },
-                    'NEUTRAL': { min: 8, max: 11, label: '8-11%' },
-                    'OPTIMISTIC': { min: 11, max: 14, label: '11-14%' }
                 },
                 'EQUITY': {
-                    'PESSIMISTIC': { min: 5, max: 10, label: '5-10%' },
-                    'NEUTRAL': { min: 10, max: 15, label: '10-15%' },
-                    'OPTIMISTIC': { min: 15, max: 20, label: '15-20%' }
                 },
                 'REITS': {
-                    'PESSIMISTIC': { min: 4, max: 6, label: '4-6%' },
-                    'NEUTRAL': { min: 6, max: 8, label: '6-8%' },
-                    'OPTIMISTIC': { min: 8, max: 10, label: '8-10%' }
                 }
             };
@@ -759,7 +761,6 @@
                     totalReturn: `${totalLower.toFixed(2)}% ~ ${totalUpper.toFixed(2)}%`,
                     totalLower: totalLower,
                     totalUpper: totalUpper,
-                    positiveProbability: capGain.positiveProbability + '%',
                     marketRef: `${marketRef.pure_bond[period][0]}% - ${marketRef.pure_bond[period][1]}%`,
                     hasCapitalGain: true
                 };
@@ -770,12 +771,8 @@
                 const bondResult = calculateBaseReturn();
                 const capGain = calculateCapitalGainRange(period);
-                // 使用乐观情景的资本利得（75分位数）
-                const pureBondReturn = bondResult.baseReturn + capGain.upper;
-                // 获取资产预期收益率（使用中性值）
                 const assetRange = assetReturnRanges[asset][expectation];
-                const assetReturn = (assetRange.min + assetRange.max) / 2; // 取区间中值
                 // 配置比例
                 let bondWeight, assetWeight;
@@ -790,15 +787,24 @@
                     assetWeight = 20;
                 }
-                // 计算总收益率
-                const totalReturn = (pureBondReturn * bondWeight + assetReturn * assetWeight) / 100;
-                // 计算各部分贡献
-                const bondContribution = pureBondReturn * bondWeight / 100;
-                const assetContribution = assetReturn * assetWeight / 100;
-                const capitalGainContribution = capGain.upper * bondWeight / 100;
                 const baseBondContribution = bondResult.baseReturn * bondWeight / 100;
                 return {
                     strategy: '固收+策略',
                     period: state.getPeriodLabel(period),
@@ -809,20 +815,15 @@
                     bondWeight: bondWeight + '%',
                     assetWeight: assetWeight + '%',
                     baseBondReturn: bondResult.baseReturn.toFixed(2) + '%',
-                    capitalGain: (capGain.upper * 100).toFixed(2) + 'bp',
-                    capitalGainValue: capGain.upper,
-                    pureBondReturn: pureBondReturn.toFixed(2) + '%',
-                    assetReturnRange: assetRange.label,
-                    assetReturn: assetReturn.toFixed(2) + '%',
-                    totalReturn: totalReturn.toFixed(2) + '%',
-                    // 贡献分解
-                    bondContribution: bondContribution.toFixed(2) + '%',
-                    assetContribution: assetContribution.toFixed(2) + '%',
-                    capitalGainContribution: capitalGainContribution.toFixed(2) + '%',
                     baseBondContribution: baseBondContribution.toFixed(2) + '%',
-                    positiveProbability: capGain.positiveProbability + '%',
                     marketRef: `${marketRef.fixed_income_plus[period][0]}% - ${marketRef.fixed_income_plus[period][1]}%`,
                     hasCapitalGain: true
                 };
@@ -889,59 +890,46 @@
                     </div>
                     <div class="result-card">
-                        <h3>📈 收益率分析</h3>`;
             if (result.strategy === '纯债策略') {
                 html += `
-                        <div class="contribution-breakdown">
                             <div class="contribution-item">
                                 <span>基础收益率：</span>
                                 <span>${result.baseReturn}</span>
                             </div>
                             <div class="contribution-item">
                                 <span>资本利得贡献：</span>
-                                <span>${result.capitalGainRange}</span>
-                            </div>
-                            <div class="contribution-item" style="margin-top: 10px; padding-top: 10px; border-top: 1px dashed #ddd;">
-                                <span><strong>理论预期收益率：</strong></span>
-                                <span class="highlight"><strong>${result.totalReturn}</strong></span>
-                            </div>
-                        </div>
-                        <div class="result-item" style="margin-top: 15px;">
-                            <span>正收益概率：</span>
-                            <span>${result.positiveProbability}</span>
-                        </div>`;
             } else {
                 html += `
-                        <div class="contribution-breakdown">
                             <div class="contribution-item">
-                                <span>纯债基础部分：</span>
-                                <span>${result.baseBondReturn}</span>
                             </div>
                             <div class="contribution-item">
                                 <span>资本利得贡献：</span>
-                                <span>${result.capitalGain}</span>
                             </div>
                             <div class="contribution-item">
                                 <span>增强资产贡献：</span>
-                                <span>${result.assetReturn}
-                                    <span class="range-indicator range-${result.expectationType.toLowerCase()}">
-                                        ${result.assetReturnRange}
-                                    </span>
-                                </span>
                             </div>
-                            <div class="contribution-item" style="margin-top: 10px; padding-top: 10px; border-top: 1px dashed #ddd;">
-                                <span><strong>理论预期收益率：</strong></span>
-                                <span class="highlight"><strong>${result.totalReturn}</strong></span>
-                            </div>
-                        </div>
-                        <div class="result-item" style="margin-top: 15px;">
-                            <span>正收益概率：</span>
-                            <span>${result.positiveProbability}</span>
-                        </div>`;
             }
             html += `
                         <div class="result-item" style="margin-top: 15px;">
                             <span>市场实际参考区间：</span>
                             <span>${result.marketRef}</span>
@@ -961,6 +949,7 @@
                     <p><strong>资产预期：</strong>${result.strategy === '固收+策略' ?
                         `采用${result.expectation}预期，${result.asset}指数预测区间为${result.assetReturnRange}` :
                         '纯债策略主要依赖票息收入和资本利得'}</p>
                 </div>`;
             content.innerHTML = html;

             background: #e8f5e9;
             color: #2e7d32;
         }
+        .bp-unit {
+            font-size: 0.85rem;
+            color: #666;
+            margin-left: 2px;
+        }
     </style>
 </head>
 <body>
             const p25 = normalQuantile(0.25, annualMean, annualStd);
             const p75 = normalQuantile(0.75, annualMean, annualStd);
             return {
                 lower: p25 / 100,  // 转换为百分比
                 upper: p75 / 100,
                 mean: annualMean / 100,
+                std: annualStd / 100
             };
         }
             // 资产预期收益率区间（使用您提供的数据）
             const assetReturnRanges = {
                 'CONVERTIBLE_BOND': {
+                    'PESSIMISTIC': { min: 5, max: 8 },
+                    'NEUTRAL': { min: 8, max: 11 },
+                    'OPTIMISTIC': { min: 11, max: 14 }
                 },
                 'EQUITY': {
+                    'PESSIMISTIC': { min: 5, max: 10 },
+                    'NEUTRAL': { min: 10, max: 15 },
+                    'OPTIMISTIC': { min: 15, max: 20 }
                 },
                 'REITS': {
+                    'PESSIMISTIC': { min: 4, max: 6 },
+                    'NEUTRAL': { min: 6, max: 8 },
+                    'OPTIMISTIC': { min: 8, max: 10 }
                 }
             };
                     totalReturn: `${totalLower.toFixed(2)}% ~ ${totalUpper.toFixed(2)}%`,
                     totalLower: totalLower,
                     totalUpper: totalUpper,
                     marketRef: `${marketRef.pure_bond[period][0]}% - ${marketRef.pure_bond[period][1]}%`,
                     hasCapitalGain: true
                 };
                 const bondResult = calculateBaseReturn();
                 const capGain = calculateCapitalGainRange(period);
+                // 获取资产预期收益率区间
                 const assetRange = assetReturnRanges[asset][expectation];
                 // 配置比例
                 let bondWeight, assetWeight;
                     assetWeight = 20;
                 }
+                // 计算资本利得贡献（考虑债券权重）
+                const capitalGainLower = capGain.lower * bondWeight / 100;
+                const capitalGainUpper = capGain.upper * bondWeight / 100;
+                // 计算增强资产贡献区间（考虑资产权重）
+                const assetContributionLower = assetRange.min * assetWeight / 100;
+                const assetContributionUpper = assetRange.max * assetWeight / 100;
+                // 计算纯债基础部分贡献（考虑债券权重）
                 const baseBondContribution = bondResult.baseReturn * bondWeight / 100;
+                // 计算总收益率区间
+                // 下限：基础债券贡献 + 资本利得下限 + 资产贡献下限
+                const totalLower = baseBondContribution + capitalGainLower + assetContributionLower;
+                // 上限：基础债券贡献 + 资本利得上限 + 资产贡献上限
+                const totalUpper = baseBondContribution + capitalGainUpper + assetContributionUpper;
                 return {
                     strategy: '固收+策略',
                     period: state.getPeriodLabel(period),
                     bondWeight: bondWeight + '%',
                     assetWeight: assetWeight + '%',
                     baseBondReturn: bondResult.baseReturn.toFixed(2) + '%',
                     baseBondContribution: baseBondContribution.toFixed(2) + '%',
+                    capitalGainRange: `${(capGain.lower * 100).toFixed(2)}bp ~ ${(capGain.upper * 100).toFixed(2)}bp`,
+                    capitalGainLower: capitalGainLower,
+                    capitalGainUpper: capitalGainUpper,
+                    assetReturnRange: `${assetRange.min}% ~ ${assetRange.max}%`,
+                    assetContributionRange: `${assetContributionLower.toFixed(2)}% ~ ${assetContributionUpper.toFixed(2)}%`,
+                    totalReturn: `${totalLower.toFixed(2)}% ~ ${totalUpper.toFixed(2)}%`,
+                    totalLower: totalLower,
+                    totalUpper: totalUpper,
                     marketRef: `${marketRef.fixed_income_plus[period][0]}% - ${marketRef.fixed_income_plus[period][1]}%`,
                     hasCapitalGain: true
                 };
                     </div>
                     <div class="result-card">
+                        <h3>📈 收益率分析</h3>
+                        <div class="contribution-breakdown">`;
             if (result.strategy === '纯债策略') {
                 html += `
                             <div class="contribution-item">
                                 <span>基础收益率：</span>
                                 <span>${result.baseReturn}</span>
                             </div>
                             <div class="contribution-item">
                                 <span>资本利得贡献：</span>
+                                <span>${result.capitalGainRange}<span class="bp-unit">bp</span></span>
+                            </div>`;
             } else {
                 html += `
                             <div class="contribution-item">
+                                <span>债券基础部分：</span>
+                                <span>${result.baseBondContribution}</span>
                             </div>
                             <div class="contribution-item">
                                 <span>资本利得贡献：</span>
+                                <span>${result.capitalGainRange}<span class="bp-unit">bp</span></span>
                             </div>
                             <div class="contribution-item">
                                 <span>增强资产贡献：</span>
+                                <span>${result.assetContributionRange}</span>
                             </div>
+                            <div class="contribution-item" style="font-size: 0.9rem; color: #666;">
+                                <span>（资产预期收益率：</span>
+                                <span>${result.assetReturnRange}）</span>
+                            </div>`;
             }
             html += `
+                            <div class="contribution-item" style="margin-top: 10px; padding-top: 10px; border-top: 2px solid #ddd; font-weight: 600;">
+                                <span>理论预期收益率：</span>
+                                <span class="highlight">${result.totalReturn}</span>
+                            </div>
+                        </div>
                         <div class="result-item" style="margin-top: 15px;">
                             <span>市场实际参考区间：</span>
                             <span>${result.marketRef}</span>
                     <p><strong>资产预期：</strong>${result.strategy === '固收+策略' ?
                         `采用${result.expectation}预期，${result.asset}指数预测区间为${result.assetReturnRange}` :
                         '纯债策略主要依赖票息收入和资本利得'}</p>
+                    <p><strong>最终收益率：</strong>基础收益率 + 资本利得区间 + 增强资产贡献区间（固收+策略）</p>
                 </div>`;
             content.innerHTML = html;