diff --git a/rebalance/signals/curve_drift.py b/rebalance/signals/curve_drift.py index f8f93e029acff634dff88fbb5457d0f3242c7b63..a6079efd128d41f74986670a02aee3fe8fb93f4f 100644 --- a/rebalance/signals/curve_drift.py +++ b/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 å·¦è¾¹åº”è¯¥åŠ ç»å¯¹å€¼ + return normal_weight - hold_weight >= self._solver.get_drift(day, risk) @property def signal_type(self) -> SignalType: diff --git a/rebalance/signals/high_low_buy.py b/rebalance/signals/high_low_buy.py index d1d35164c02eb32504aeae1fa484cfe488bee84a..3b283f9533bc53039890370d682b11c16e7783a4 100644 --- a/rebalance/signals/high_low_buy.py +++ b/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è¦ä¸è¦å‡å¦‚driftä¹°å…¥ + def include_last_type(self): return [ SignalType.CRISIS_ONE, SignalType.CRISIS_TWO,