de-portfolio-opt

name	de-portfolio-opt
description	差分进化（DE）组合优化。用户说「DE组合优化」「差分进化权重」「/de-portfolio-opt」时使用。长仅权重最大化样本夏普；纯 Python。默认 create_web。
license	Apache-2.0
metadata	{"author":"opptrix","version":"1.0","title":"DE组合优化","summary":"差分进化约束下优化组合权重","category":"quant","slash-rank":"522","default-deliverable":"web","required-packs":"market instrument_analytics artifacts"}
allowed-tools	search_instruments get_instrument_chart batch_instrument_snapshots ask_user opptrix_run workspace_write workspace_read create_web update_web read_web list_web_vendor
references	["scripts/de_portfolio_opt.py","scripts/fixtures/sample_input.json"]

DE 组合优化

映射名 de-portfolio-opt（非 optimize）。DE/rand/1/bin，长仅、sum w=1、单票上限。勿与 @skill:lean-mean-variance 合并。

python scripts/de_portfolio_opt.py --input data.json --output result.json