调整信号规则逻辑

config.yml

@@ -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
@@ -160,7 +160,7 @@ rebalance: # 再平衡模块
       coef: 0.95 # 计算cvar的系数
       cvar-min-volume: 30 # 计算cvar至少需要多少交易日数据
     high-low-buy: # 高低买入相关
-      threshold: [ 0.55, 0.8 ] # [ 低买入阀值，高买入阀值 ]
+      threshold: [ 0.5, 0.8 ] # [ 低买入阀值，高买入阀值 ]
 reports: # 报告模块相关
   navs:
     type: FUND