Commit 760941c3 authored by jichao's avatar jichao

调整信号规则逻辑

parent 53a13791
......@@ -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:211}
file-name: ${EXPORT_FILENAME:131}
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
......
......@@ -22,8 +22,7 @@ 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:
......
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