Feature Request: Direct Tracking Error Minimization with BenchmarkTracker

Feature Request: Direct Tracking Error Minimization with BenchmarkTracker: a task in LegoFlow-SWE (Harbor dataset). Currently, tracking error can only be used as a constraint ( max tracking error ) in portfolio optimization, not as an optimization objective itself. This prevents users from…

The task

Currently, tracking error can only be used as a constraint (`max_tracking_error`) in portfolio optimization, not as an optimization objective itself. This prevents users from directly minimizing tracking error—a common requirement in index tracking and portfolio management.

Part of Lego-X/LegoFlow-SWE.