同步汇率

rebalance/signals/curve_drift.py

@@ -22,23 +22,22 @@ class CurveDrift(BaseRebalanceSignal):
             SignalType.CRISIS_ONE,
             SignalType.CRISIS_TWO,
             SignalType.MARKET_RIGHT,
-            SignalType.INIT,
-            SignalType.LOW_BUY
+            SignalType.INIT
         ]
 
     def is_trigger(self, day, risk: PortfoliosRisk) -> bool:
         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)
         normal_weight = round(sum([x[1] for x in normal_portfolio.items() if x[0] in datum_ids]), 2)
         hold_portfolio = self._hold.get_portfolios_weight(day, risk)
         hold_weight = round(sum([x[1] for x in hold_portfolio.items() if x[0] in datum_ids]), 2)
-        return abs(normal_weight - hold_weight) >= self._solver.get_drift(day, risk)
+        return normal_weight - hold_weight >= self._solver.get_drift(day, risk)
 
     @property
     def signal_type(self) -> SignalType: