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wenwen.tang
robo-dividend
Commits
8a1ab768
Commit
8a1ab768
authored
Jan 11, 2023
by
jichao
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调整信号规则逻辑
parent
c81dcea7
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2 changed files
with
7 additions
and
6 deletions
+7
-6
config.yml
config.yml
+5
-5
curve_drift.py
rebalance/signals/curve_drift.py
+2
-1
No files found.
config.yml
View file @
8a1ab768
...
...
@@ -40,10 +40,10 @@ py-jftech:
api.PortfoliosBuilder
:
portfolios.builder.PoemPortfoliosBuilder
names
:
crisis_one
:
rebalance.signals.crisis_signal.LastRateCrisisOneSignal
date-curve
:
rebalance.drift_solver.DateCurve
curve-drift
:
rebalance.signals.curve_drift.Max120tCurveDrift
#
date-curve: rebalance.drift_solver.NonnegativeDateCurve
#
curve-drift: rebalance.signals.curve_drift.AbsCurveDrift
#
date-curve: rebalance.drift_solver.DateCurve
#
curve-drift: rebalance.signals.curve_drift.Max120tCurveDrift
date-curve
:
rebalance.drift_solver.NonnegativeDateCurve
curve-drift
:
rebalance.signals.curve_drift.AbsCurveDrift
email
:
server
:
smtphz.qiye.163.com
user
:
jft-ra@thizgroup.com
...
...
@@ -215,7 +215,7 @@ 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:
13
111}
file-name
:
${EXPORT_FILENAME:
21
111}
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
...
...
rebalance/signals/curve_drift.py
View file @
8a1ab768
...
...
@@ -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
:
...
...
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