修复业绩时间去值遇到节假日情况

rebalance/drift_solver.py

@@ -21,7 +21,7 @@ class DateCurve(DriftSolver):
     def get_drift(self, day, risk: PortfoliosRisk):
         last_re = rrs.get_last_one(max_date=day, risk=risk, effective=True)
         result = self.diff_threshold - self.init_factor * (day - last_re['date']).days ** 4
-        return result
+        return max(0, result)
 
 
 @component(bean_name='high-weight')

rebalance/signals/curve_drift.py

@@ -22,16 +22,15 @@ class CurveDrift(BaseRebalanceSignal):
             SignalType.CRISIS_ONE,
             SignalType.CRISIS_TWO,
             SignalType.MARKET_RIGHT,
-            SignalType.INIT,
-            SignalType.LOW_BUY
+            SignalType.INIT
         ]
 
     def is_trigger(self, day, risk: PortfoliosRisk) -> bool:
         last_re = rrs.get_last_one(max_date=day, risk=risk, effective=True)
         if last_re is None or SignalType(last_re['type']) in self.exclude_last_type:
             return False
-        # if last_re['date'] + relativedelta(days=120) <= day:
-        #     return True
+        if last_re['date'] + relativedelta(days=120) <= day:
+            return True
         hr_datums = self._datum.get_high_risk_datums(risk)
         datum_ids = [x['id'] for x in hr_datums]
         normal_portfolio = self._builder.get_portfolios(day, risk)