调整信号规则逻辑

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

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)