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Brinson归因分析，分解组合超额收益的资产配置效应与选股效应。适用于业绩归因理论与实践的。未处理基准漂移与多期链接效应的复杂性，不适用于正式业绩归因报告，不构成投资建议。
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| name | portfolio-attribution |
| description | Brinson归因分析，分解组合超额收益的资产配置效应与选股效应。适用于业绩归因理论与实践的。未处理基准漂移与多期链接效应的复杂性，不适用于正式业绩归因报告，不构成投资建议。 |
| version | 1.0.0 |
| author | wangyi |
业绩归因分析工具，基于 Brinson 模型分解组合超额收益的来源，包括资产配置效应和选股效应，仅使用 Python 标准库。
brinson_attribution(portfolio_weights, benchmark_weights, portfolio_returns, benchmark_returns, asset_names=None)Brinson 归因分析（含交互效应）。 必填: portfolio_weights, benchmark_weights, portfolio_returns, benchmark_returns
brinson_fachler(portfolio_weights, benchmark_weights, portfolio_returns, benchmark_returns, asset_names=None)Brinson-Fachler 归因分析（无交互效应）。 必填: portfolio_weights, benchmark_weights, portfolio_returns, benchmark_returns
multi_period_attribution(periods, linking_method='arithmetic')多期归因分析。 必填: periods
attribution_with_interaction(portfolio_weights, benchmark_weights, portfolio_returns, benchmark_returns, asset_names=None)带交互效应分解的归因分析。 必填: portfolio_weights, benchmark_weights, portfolio_returns, benchmark_returns
python scripts/main.py \
--periods <periods> \
--linking-method <linking_method> \