Commit 3418e444 authored by jichao's avatar jichao

定版

parent 59181600
...@@ -520,12 +520,11 @@ class RebalanceRuler(ABC): ...@@ -520,12 +520,11 @@ class RebalanceRuler(ABC):
''' '''
@abstractmethod @abstractmethod
def take_next_signal(self, day, risk: PortfoliosRisk, only_today=True): def take_next_signal(self, day, risk: PortfoliosRisk):
''' '''
取出指定日期,指定风险等级的再平衡信号数据,注意取出消费后,无法退回,非幂等函数 取出指定日期,指定风险等级的再平衡信号数据,注意取出消费后,无法退回,非幂等函数
:param day: 指定日期 :param day: 指定日期
:param risk: 指定风险等级 :param risk: 指定风险等级
:param only_today: 只获取今天是否有信号
:return: 如果存在,则返回取出的再平衡信号信息,否则返回None :return: 如果存在,则返回取出的再平衡信号信息,否则返回None
''' '''
pass pass
......
...@@ -45,7 +45,7 @@ class LevelRebalanceRuler(RebalanceRuler): ...@@ -45,7 +45,7 @@ class LevelRebalanceRuler(RebalanceRuler):
return len(workday_range(last_re['date'], day)) > self.disable_period[SignalType(last_re['type']).p_type] return len(workday_range(last_re['date'], day)) > self.disable_period[SignalType(last_re['type']).p_type]
return False return False
def take_next_signal(self, day, risk: PortfoliosRisk, only_today=True): def take_next_signal(self, day, risk: PortfoliosRisk):
last_re = rrs.get_last_one(max_date=day, risk=risk, effective=True) last_re = rrs.get_last_one(max_date=day, risk=risk, effective=True)
if not last_re: if not last_re:
builder = [x for x in self._signals if x.signal_type is SignalType.INIT][0] builder = [x for x in self._signals if x.signal_type is SignalType.INIT][0]
......
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