diff --git a/qlib/contrib/strategy/signal_strategy.py b/qlib/contrib/strategy/signal_strategy.py
index bad19ddfdc9..5397827acd8 100644
--- a/qlib/contrib/strategy/signal_strategy.py
+++ b/qlib/contrib/strategy/signal_strategy.py
@@ -263,7 +263,7 @@ def filter_stock(li):
         # buy new stock
         # note the current has been changed
         # current_stock_list = current_temp.get_stock_list()
-        value = cash * self.risk_degree / len(buy) if len(buy) > 0 else 0
+        value = cash * self.get_risk_degree(trade_step) / len(buy) if len(buy) > 0 else 0
 
         # open_cost should be considered in the real trading environment, while the backtest in evaluate.py does not
         # consider it as the aim of demo is to accomplish same strategy as evaluate.py, so comment out this line