调整信号规则逻辑

rebalance/ruler.py

@@ -68,7 +68,7 @@ class LevelRebalanceRuler(RebalanceRuler):
             signals = {x[0]: x[1] for x in signals.items() if x[0] not in [SignalType.CRISIS_ONE, SignalType.CRISIS_TWO]}
         # 检查买入信号，只有当天需要检查
         if not signals and self.without_disable_period(day, risk):
-            signals = {x.signal_type: x.get_signal(start, risk) for x in buy_signals}
+            signals = {x.signal_type: x.get_signal(day, risk) for x in buy_signals}
             signals = {x[0]: x[1] for x in signals.items() if x[1] is not None}
         if signals:
             if SignalType(last_signal['type']) is SignalType.NONE:

rebalance/test_case.py

@@ -23,7 +23,7 @@ class RebalanceTest(unittest.TestCase):
 
     @autowired(names={'builder': 'crisis_two'})
     def test_crisis_two(self, builder: RebalanceSignal = None):
-        start = parse_date('2020-04-29')
+        start = parse_date('2008-01-02')
         end = start + relativedelta(years=3)
         while start < end:
             signal = builder.is_trigger(start, PortfoliosRisk.FT9)