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set_index.py
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from connection import MongoConnection
import pymongo
INDEX_TUPLE = {
"年化收益率": [("strategy_analysis.策略绩效概要.年化收益利率.所有交易", pymongo.DESCENDING)],
"风报比": [("strategy_analysis.策略绩效概要.策略最大潜在亏损收益比.所有交易", pymongo.DESCENDING)],
"最大回撤率": [("strategy_analysis.策略绩效概要.策略最大潜在亏损(%).所有交易", pymongo.DESCENDING)],
"总盈利": [("strategy_analysis.策略绩效概要.账户资金收益比.所有交易", pymongo.DESCENDING)],
"夏普比率": [("strategy_analysis.绩效比率.夏普比率.value", pymongo.DESCENDING)],
"索提诺比率": [("strategy_analysis.绩效比率.Sortino 比率.value", pymongo.DESCENDING)],
"Calmar比率": [("strategy_analysis.绩效比率.Calmar 比率.value", pymongo.DESCENDING)],
"胜率": [("trade_analysis.总体交易分析.% 胜率.所有交易", pymongo.DESCENDING)],
"平均盈利": [("trade_analysis.总体交易分析.平均盈利额.所有交易", pymongo.DESCENDING)],
"当月收益率": [("period_analysis.Monthly Rolling Period Analysis.0.盈利(%)", pymongo.DESCENDING)],
"策略名称": [("info.策略名称", pymongo.ASCENDING)],
}
if __name__ == "__main__":
c = MongoConnection()
indexes = [pymongo.IndexModel(v, name=k) for k, v in INDEX_TUPLE.items()]
c.collection.create_indexes(indexes)
print(c.collection.index_information())