Commit c41b1987 authored by jichao's avatar jichao

增加危机1信号判断逻辑

parent adbb221f
......@@ -50,10 +50,6 @@ class MarketRight(BaseRebalanceSignal):
if last_re is not None and SignalType(last_re['type']) in self.include_last_type:
return False
spx = self.load_spx_close_rtns(day)
# if self.is_fall(day, risk, spx=spx):
# return True
if spx[-1]['rtn'] > self.min_threshold:
return False
cvar = self.get_cvar(day, risk, spx=spx)
......
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