调整信号规则逻辑

a63e7233 · jichao · 0050187e · a63e7233
Commit a63e7233 authored Jan 19, 2023 by jichao
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config.yml config.yml +1 -1

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--- a/config.yml
+++ b/config.yml
@@ -160,7 +160,7 @@ rebalance: # 再平衡模块
      coef: 0.95 # 计算cvar的系数
      cvar-min-volume: 30 # 计算cvar至少需要多少交易日数据
    high-low-buy: # 高低买入相关
-      threshold: [ 0.55, 0.8 ] # [ 低买入阀值，高买入阀值 ]
+      threshold: [ 0.5, 0.8 ] # [ 低买入阀值，高买入阀值 ]
 reports: # 报告模块相关
  navs:
    type: FUND