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wenwen.tang
robo-dividend
Commits
a35ac510
Commit
a35ac510
authored
Jan 10, 2023
by
jichao
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增加危机1信号判断逻辑
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c41b1987
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config.yml
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a35ac510
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@@ -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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