回测报告增加基金池

rebalance/signals/curve_drift.py

@@ -21,8 +21,7 @@ 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:
@@ -35,7 +34,7 @@ class CurveDrift(BaseRebalanceSignal):
         normal_weight = round(sum([x[1] for x in normal_portfolio.items() if x[0] in datum_ids]), 2)
         hold_portfolio = self._hold.get_portfolios_weight(day, risk)
         hold_weight = round(sum([x[1] for x in hold_portfolio.items() if x[0] in datum_ids]), 2)
-        return normal_weight - hold_weight >= self._solver.get_drift(day, risk)  # TODO 左边应该加绝对值
+        return normal_weight - hold_weight >= self._solver.get_drift(day, risk)
 
     @property
     def signal_type(self) -> SignalType:

rebalance/signals/high_low_buy.py

@@ -47,7 +47,7 @@ class HighBuySignal(BaseRebalanceSignal):
 class LowBuySignal(HighBuySignal):
 
     @property
-    def include_last_type(self):  # TODO 回头看看要不要假如drift买入
+    def include_last_type(self):
         return [
             SignalType.CRISIS_ONE,
             SignalType.CRISIS_TWO,