https://www.tapd.cn/59187493/documents/show/1159187493001000730

依照文档进行模型优化

portfolios/utils.py

@@ -41,9 +41,9 @@ def format_weight(weight: dict, to=1) -> dict:
     low = get_config('portfolios.solver.mpt.low-weight')
     high = get_config('portfolios.solver.mpt.high-weight')[0]
     # 低风险
-    minidx = [i for i in id_sort if weight[i] < high][0]
+    minidx = [i for i in id_sort if weight_series[i] < high][0]
     # 高风险
-    maxidx = [i for i in id_sort if weight[i] > low][-1]
+    maxidx = [i for i in id_sort if weight_series[i] > low][-1]
     if weight_series.sum() < to:
         weight_series[minidx] += to - weight_series.sum()
     elif weight_series.sum() > to: