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wenwen.tang
robo-dividend
Commits
c41b1987
Commit
c41b1987
authored
Jan 10, 2023
by
jichao
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增加危机1信号判断逻辑
parent
adbb221f
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right_side.py
rebalance/signals/right_side.py
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rebalance/signals/right_side.py
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c41b1987
...
...
@@ -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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