diff --git a/config.yml b/config.yml index 55324dcd94ab43d1fc425099f5ac8e57783306e7..6de9aafc0b647e32e2c7960af5d7139ca5d45750 100644 --- a/config.yml +++ b/config.yml @@ -40,8 +40,7 @@ py-jftech: api.PortfoliosBuilder: portfolios.builder.PoemPortfoliosBuilder names: crisis_one: rebalance.signals.crisis_signal.LastRateCrisisOneSignal - date-curve: rebalance.drift_solver.NonnegativeDateCurve - curve-drift: rebalance.signals.curve_drift.Max120tCurveDrift + curve-drift: rebalance.signals.curve_drift.AbsCurveDrift # curve-drift: rebalance.signals.curve_drift.AbsCurveDrift email: server: smtphz.qiye.163.com diff --git a/rebalance/drift_solver.py b/rebalance/drift_solver.py index d127cd2b1c2923db265876481f4e60b92bda85f2..2856421962e6106a0e5bd1dbe583b7582549c372 100644 --- a/rebalance/drift_solver.py +++ b/rebalance/drift_solver.py @@ -20,14 +20,7 @@ class DateCurve(DriftSolver): def get_drift(self, day, risk: PortfoliosRisk): last_re = rrs.get_last_one(max_date=day, risk=risk, effective=True) - return self.diff_threshold - self.init_factor * (day - last_re['date']).days ** 4 - - -@component(bean_name='date-curve') -class NonnegativeDateCurve(DateCurve): - - def get_drift(self, day, risk: PortfoliosRisk): - result = super(NonnegativeDateCurve, self).get_drift(day, risk) + result = self.diff_threshold - self.init_factor * (day - last_re['date']).days ** 4 return max(0, result)