Commit a35ac510 authored by jichao's avatar jichao

增加危机1信号判断逻辑

parent c41b1987
......@@ -150,7 +150,7 @@ rebalance: # 再平衡模块
crisis-1: # 危机1相关
mean-count: 850 # spx去多少交易日计算平均值
consecut-days: 5 # spx连续多少天跌破平均值则触发
threshold: -0.1 # spx计算后跌破阀值
threshold: -0.05 # spx计算后跌破阀值
crisis-2: # 危机2相关
negative-growth: 1 # 实际利率负增长时长,单位年,点到点取值
fed-months: 3 # fed 滚动月份,点到点取值
......
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