每只的股票的权重,如下的权重分配会使得靠前的股票分配多一点的资金,[0.339160, 0.213986, 0.169580, ..] context.stock_weights = T.norm([1 / math.log(i + 2) for i in range(0, stock_count)])
改为等权重配置: context.stock_weights = [1 / stock_count for i in range(0, stock_count)]
https://bigquant.com/experimentshare/7449b86f9a17476b8283e39326825be0
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