From e2038ae722520da69c60d8546bfc761dac6a4489 Mon Sep 17 00:00:00 2001
From: aszerW <aszer27937@gmail.com>
Date: Tue, 9 Jun 2026 00:39:27 +0800
Subject: [PATCH] =?UTF-8?q?chore:=20=E4=BF=AE=E5=A4=8D=20.env=20=E6=B3=A8?=
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- .env: 第10行添加 # 注释前缀，修复 source .env 命令报错
- simple_rotation.py: is_crash 判断后添加空行，提升可读性

回测结果 (2020-01-10 ~ 2026-06-09):
- 总收益: 241.73% | 年化: 22.10%
- 最大回撤: -16.27% | Sharpe: 1.09
- 调仓次数: 393
---
 .env                        | 2 +-
 rotation/simple_rotation.py | 2 ++
 2 files changed, 3 insertions(+), 1 deletion(-)

diff --git a/.env b/.env
index 9536579..8c0d9f0 100644
--- a/.env
+++ b/.env
@@ -7,7 +7,7 @@ TUSHARE_TOKEN=725296d48ec74da89422e8be76bd770895a4bf93b4998aca4b898db6
 DINGTALK_WEBHOOK_1=https://oapi.dingtalk.com/robot/send?access_token=fb70c1561d8beba94b4f11568f4bb15e3ae07ccbdc8ac19676434a9d1cd17546
 DINGTALK_SECRET_1=SEC1ae7cd2f1a6f9da3611af37da3e7d954c1e8533fc073c6c8cc5e5af3b6e5926b
 
-钉钉机器人配置 - 群2
+# 钉钉机器人配置 - 群2
 DINGTALK_WEBHOOK_2=https://oapi.dingtalk.com/robot/send?access_token=87c7abfcdd69b699c32da4e4f5981cd2ca6b0445474fc6ffb36f2ed0f6262fbb
 DINGTALK_SECRET_2=SECf3d6b43f2f8a87ab91feffd052e71ec314fbf57a1842e483fe07af3c0a0e5aa6
 
diff --git a/rotation/simple_rotation.py b/rotation/simple_rotation.py
index 53532db..ad33fb1 100644
--- a/rotation/simple_rotation.py
+++ b/rotation/simple_rotation.py
@@ -504,6 +504,7 @@ class SimpleRotationStrategy:
         prices = recent['close'].values[-self.n_days:]
         if len(prices) >= 4 and is_crash(prices):
             return 0.0
+
         # Dispatch based on factor type
         ft = self.config.factor.type
         if ft == FactorType.VOL_ADJUSTED_MOMENTUM:
@@ -530,6 +531,7 @@ class SimpleRotationStrategy:
         prices = recent['close'].values[-self.n_days:]
         if len(prices) >= 4 and is_crash(prices):
             return 0.0
+
         if self.config.factor.type == FactorType.VOL_ADJUSTED_MOMENTUM:
             return weighted_momentum_score(prices)
         # All other factors: use the same score function as ranking