Commit 32bdb40e authored by jichao's avatar jichao

614回测

parent 1ac6afe6
......@@ -225,7 +225,7 @@ robo-executor: # 执行器相关
backtest: # 回测执行器相关
start-date: 2008-01-02 # 回测起始日期
end-date: 2022-11-01 # 回测截止日期
start-step: 1 # 回测从哪一步开始执行 1:计算资产ewma;2:计算资产池;3:计算最优投组:4:计算再平衡信号以及持仓投组
start-step: 4 # 回测从哪一步开始执行 1:计算资产ewma;2:计算资产池;3:计算最优投组:4:计算再平衡信号以及持仓投组
end-step: 4 # 回测从哪一步执行完成后结束执行 1:计算资产ewma;2:计算资产池;3:计算最优投组:4:计算再平衡信号以及持仓投组
clean-up: on
real: # 实盘执行器
......
......@@ -21,7 +21,8 @@ class CurveDrift(BaseRebalanceSignal):
SignalType.CRISIS_ONE,
SignalType.CRISIS_TWO,
SignalType.MARKET_RIGHT,
SignalType.INIT
SignalType.INIT,
SignalType.LOW_BUY
]
def is_trigger(self, day, risk: PortfoliosRisk) -> bool:
......
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