order_target_portfolio算法性能优化#1001
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Cuizi7 merged 3 commits intoricequant:developfrom Apr 22, 2026
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1. 改用P 控制器算法缩减循环开支 2. 新增测试用例检测算法效果 具体效果概要: a. 对比测试的权重信号,平均耗时为原本的1/3左右 b. 相比原算法100、500、1000持仓下一个月平均差异均有小幅提升,以1000持仓举例:0.00079 -> 0.00081 c. 相比原算法1500持仓有十万分之1的误差增加
…_all_denials 无需改动
1. benchmark 测试过重,暂且移除出标准测试,改为内部测试 2. fix testcase
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a. 对比测试的权重信号,平均耗时为原本的1/3左右
b. 相比原算法100、500、1000持仓下一个月平均差异均有小幅提升,以1000持仓举例:0.00079 -> 0.00081 c. 相比原算法1500持仓有十万分之1的误差增加