依赖注入实现中

api.py

@@ -80,6 +80,15 @@ class Datum(ABC):
         '''
         pass
 
+    @abstractmethod
+    def get_high_risk_datums(self, risk: PortfoliosRisk):
+        '''
+        根据指定的投组风险等级，获取高风险资产资料数据
+        :param risk: 投组风险等级
+        :return: 高风险资料信息
+        '''
+        pass
+
 
 class Navs(ABC):
     '''

rebalance/crisis_signal.py

@@ -114,10 +114,7 @@ class CrisisTwoSignal(CrisisSignal):
     def get_signal(self, day, risk: PortfoliosRisk):
         exp_date = self.get_exp_start_date(day, risk)
         if exp_date:
-            crisis_one = rrs.get_last_one(type=SignalType.CRISIS_ONE, risk=risk, max_date=day, effective=True)
-            if crisis_one:
-                return None
-            crisis_two = rrs.get_first_after(type=SignalType.CRISIS_TWO, risk=risk, min_date=exp_date, effective=True)
+            crisis_two = rrs.get_first_after(type=SignalType.CRISIS_TWO, risk=risk, min_date=exp_date)
             if not crisis_two:
                 ng_date = day - relativedelta(years=self.negative_growth_years)
                 ten_today = self._navs.get_last_index_close(max_date=day, ticker='USGG10YR Index')

rebalance/curve_drift.py

+from framework import component, autowired
+from api import SignalBuilder, PortfoliosRisk, SignalType
+from rebalance.dao import robo_rebalance_signal as rrs
+
+
+@component(bean_name='curve-drift')
+class CurveDrift(SignalBuilder):
+
+    @property
+    def exclude_last_type(self):
+        return [
+            SignalType.CRISIS_ONE,
+            SignalType.CRISIS_TWO,
+            SignalType.MARKET_RIGHT,
+            SignalType.INIT,
+            SignalType.LOW_BUY
+        ]
+
+    def get_signal(self, day, risk: PortfoliosRisk):
+        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 None
+