plot add weekly_excess_sharpe indicator

Author: Lin-Dongzhao

rqalpha/mod/rqalpha_mod_sys_analyser/mod.py

@@ -602,6 +602,7 @@ def tear_down(self, code, exception=None):
             "weekly_volatility": weekly_risk.annual_volatility,
             "weekly_ulcer_index": weekly_risk.ulcer_index,
             "weekly_ulcer_performance_index": weekly_risk.ulcer_performance_index,
+            "weekly_excess_sharpe": weekly_risk.excess_sharpe,
         })
 
         # 月度风险指标

rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py

@@ -132,6 +132,7 @@ class DefaultPlot(PlotTemplate):
         IndicatorInfo("weekly_information_ratio", _("WeeklyInfoRatio"), BLACK, "{0:.4}", 11, 1),
         IndicatorInfo("weekly_tracking_error", _("WeeklyTrackingError"), BLACK, "{0:.3%}", 11, 1),
         IndicatorInfo("weekly_max_drawdown", _("WeeklyMaxDrawdown"), BLACK, "{0:.3%}", 11, 1),
+        IndicatorInfo("weekly_excess_sharpe", _("WeeklyExcessSharpe"), BLACK, "{0:.4}", 11, 1.4)
     ]]
 
     EXCESS_INDICATORS = [[

rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.mo

@@ -727,37 +727,41 @@ msgstr "周度跟踪误差"
 msgid "WeeklyMaxDrawdown"
 msgstr "周度最大回撤"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:138
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:135
+msgid "WeeklyExcessSharpe"
+msgstr "周度超额夏普"
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:139
 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:177
 msgid "ExcessReturns"
 msgstr "超额收益率（几何）"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:139
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:140
 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:178
 msgid "ExcessAnnual"
 msgstr "年化超额收益率（几何）"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:140
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:141
 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:181
 msgid "ExcessSharpe"
 msgstr "超额夏普率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:141
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:142
 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:182
 msgid "ExcessVolatility"
 msgstr "超额收益波动率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:142
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:143
 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:184
 msgid "ExcessMaxDD"
 msgstr "超额收益最大回撤（几何）"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:143
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:144
 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:185
 msgid "ExcessMaxDD/ExcessMaxDDD"
 msgstr "超额收益最大回撤/最长回撤持续期"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:144
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:145
 msgid "WeeklyExcessUlcerPerformanceIndex"
 msgstr "周度超额累计回撤夏普率"