禁止目标组合调仓放大目标权重

2026-07-09 20:27:50 +08:00
parent 7397a2d69f
commit 825de1d886
2 changed files with 174 additions and 1 deletions
@@ -2162,7 +2162,7 @@ where

        let mut best_targets = targets.clone();
        let mut best_proportion_diff = f64::INFINITY;
-        let initial_safety = if target_weight_sum > 0.95 { 1.2 } else { 1.0 };
+        let initial_safety = 1.0;
        let mut safety = initial_safety;
        loop {
            let mut candidate_targets = targets.clone();