回测报告增加基金池

asset_pool/asset_risk.py

@@ -94,7 +94,6 @@ class CvarEwmaAssetRisk(AssetRisk):
                 tigger = False
                 cvar_rtns = rtns[(rtns.date >= cvar_start_date) & (rtns.date <= row['date'])]
                 if row.nav < rtns[rtns.date == cvar_start_date].iloc[0].nav:
-                    # 当日回报率跌破最低点, 则直接触发
                     tigger = True
                 elif row['rtn'] <= self._config['cvar']['threshold'] and len(cvar_rtns) >= self._config['cvar']['min-volume']:
                     # 当日回报率小于等于阀值并且有足够cvar累计计算数据，则计算cvar判断