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order_target_portfolio算法性能优化#1001

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Cuizi7 merged 3 commits intoricequant:developfrom
lingjun55:optimize_order_portfolio_algo_perm
Apr 22, 2026
Merged

order_target_portfolio算法性能优化#1001
Cuizi7 merged 3 commits intoricequant:developfrom
lingjun55:optimize_order_portfolio_algo_perm

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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

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
1. benchmark 测试过重,暂且移除出标准测试,改为内部测试
2. fix testcase
@Cuizi7 Cuizi7 merged commit 030d754 into ricequant:develop Apr 22, 2026
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