增加危机1信号判断逻辑

config.yml

@@ -41,7 +41,7 @@ py-jftech:
     names:
       crisis_one: rebalance.signals.crisis_signal.LastRateCrisisOneSignal
       date-curve: rebalance.drift_solver.DateCurve
-      curve-drift: rebalance.signals.curve_drift.Max120tCurveDrift
+      curve-drift: rebalance.signals.curve_drift.CurveDrift
       market-right: rebalance.signals.right_side.MarketRight
   email:
     server: smtphz.qiye.163.com
@@ -150,7 +150,7 @@ rebalance: # 再平衡模块
       crisis-1: # 危机1相关
         mean-count: 850 # spx去多少交易日计算平均值
         consecut-days: 5 # spx连续多少天跌破平均值则触发
-        threshold: -0.05 # spx计算后跌破阀值
+        threshold: -0.1 # spx计算后跌破阀值
       crisis-2: # 危机2相关
         negative-growth: 1 # 实际利率负增长时长，单位年，点到点取值
         fed-months: 3 # fed 滚动月份，点到点取值

rebalance/signals/curve_drift.py

@@ -22,7 +22,8 @@ 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: