diff --git a/strategies/shared/signals/selectors.py b/strategies/shared/signals/selectors.py index 2e81484..3b5dd9c 100644 --- a/strategies/shared/signals/selectors.py +++ b/strategies/shared/signals/selectors.py @@ -151,6 +151,11 @@ class TopNSelector(SignalGenerator): if should: current_held = target last_rebalance_idx = i + else: + # 目标信号为空(所有标的动量得分低于min_score),清仓 + # 不继续持有负动量标的,转为空仓 + current_held = '' + last_rebalance_idx = i signals.append(current_held)