Scheduling is an important issue in the field of portfolio optimization, and batch scheduling is more complicated since it takes into consideration of workpieces sizes and machine capacity. In this study, to solve the batch scheduling problems with non-identical sizes, we propose a hybrid algorithm based on ant colony algorithm and fish swarm algorithm. By introducing the fish algorithm's swarm degree into the ant colony algorithm, the hybrid algorithm does not only avoid the premature, but also accelerates the convergence speed of the algorithm. In respect of load rate and utilization, the optimization algorithm has higher efficiency and achieves better results, because it can reduce searching time in finding optimal solution.