Commit 53a13791 authored by jichao's avatar jichao

调整信号规则逻辑

parent 501a3fc7
......@@ -40,8 +40,8 @@ py-jftech:
api.PortfoliosBuilder: portfolios.builder.PoemPortfoliosBuilder
names:
crisis_one: rebalance.signals.crisis_signal.LastRateCrisisOneSignal
curve-drift: rebalance.signals.curve_drift.Max120tCurveDrift
# curve-drift: rebalance.signals.curve_drift.AbsCurveDrift
# curve-drift: rebalance.signals.curve_drift.Max120tCurveDrift
curve-drift: rebalance.signals.curve_drift.AbsCurveDrift
email:
server: smtphz.qiye.163.com
user: jft-ra@thizgroup.com
......@@ -213,7 +213,7 @@ reports: # 报告模块相关
backtest: # 回测导出曹策略
exist-build: on # 如果报告文件存在,是否重新构建文件
save-path: ${EXPORT_PATH:excels} # 导出报告文件存放路径,如果以./或者../开头,则会以执行python文件为根目录,如果以/开头,则为系统绝对路径,否则,以项目目录为根目录
file-name: ${EXPORT_FILENAME:112}
file-name: ${EXPORT_FILENAME:211}
include-report: # 需要导出的报告类型列表,下面的顺序,也代表了excel中sheet的顺序
# - funds-report # 基金资料
# - navs-report # 净值报告
......
......@@ -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:
......
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment