同步汇率

rebalance/drift_solver.py

@@ -21,7 +21,7 @@ class DateCurve(DriftSolver):
     def get_drift(self, day, risk: PortfoliosRisk):
         last_re = rrs.get_last_one(max_date=day, risk=risk, effective=True)
         result = self.diff_threshold - self.init_factor * (day - last_re['date']).days ** 4
-        return max(0, result)
+        return result
 
 
 @component(bean_name='high-weight')

rebalance/signals/curve_drift.py

@@ -29,8 +29,8 @@ class CurveDrift(BaseRebalanceSignal):
         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 False
-        if last_re['date'] + relativedelta(days=120) <= day:
-            return True
+        # if last_re['date'] + relativedelta(days=120) <= day:
+        #     return True
         hr_datums = self._datum.get_high_risk_datums(risk)
         datum_ids = [x['id'] for x in hr_datums]
         normal_portfolio = self._builder.get_portfolios(day, risk)