File size: 6,716 Bytes
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"training_dataset": "json\\synthetic_preference_training.jsonl",
"solver_weights": "json\\active_preference_weights_example.json",
"transcript": [
{
"question": "如果只能先顧好風險控制或抗跌與回撤控制其中一邊，您直覺上會比較在意哪一個？",
"answer": "我主要想讓資產長期成長，短期波動可以忍受一點。",
"ready_for_optimization": false
},
{
"question": "如果只能先顧好抗跌與回撤控制或風險控制其中一邊，您直覺上會比較在意哪一個？",
"answer": "我會在意市場新聞和外界評價，不想買負面消息太多的標的。",
"ready_for_optimization": false
},
{
"question": "如果只能先顧好抗跌與回撤控制或風險控制其中一邊，您直覺上會比較在意哪一個？",
"answer": "遇到大跌時，我希望最大虧損不要太深。",
"ready_for_optimization": false
}
],
"state": {
"main_mu": {
"Return": 0.1770213697985457,
"Risk": 0.34614272128958895,
"Cost": 0.07385509799373298,
"Liquidity": 0.07385509799373298,
"Diversification": 0.07385509799373298,
"Sentiment": 0.2552706149306665
},
"main_sigma": {
"Return": 0.9023974627555281,
"Risk": 0.7945004273214784,
"Cost": 1.0,
"Liquidity": 1.0,
"Diversification": 1.0,
"Sentiment": 0.83593863378125
},
"sub_mu": {
"Return": {
"Return_CAGR": 0.5294239443214411,
"Return_Div": 0.470576055678559
},
"Risk": {
"Risk_Vol": 0.4778868757854307,
"Risk_MaxDD": 0.5221131242145693
},
"Cost": {
"Cost_ExpRatio": 1.0
},
"Liquidity": {
"Liq_Volume": 0.5,
"Liq_AUM": 0.5
},
"Diversification": {
"Div_Score": 1.0
},
"Sentiment": {
"FinBERT_score": 1.0
}
},
"sub_sigma": {
"Return": {
"Return_CAGR": 0.93121975,
"Return_Div": 1.0
},
"Risk": {
"Risk_Vol": 0.93121975,
"Risk_MaxDD": 0.887965
},
"Cost": {
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},
"Liquidity": {
"Liq_Volume": 1.0,
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},
"Diversification": {
"Div_Score": 1.0
},
"Sentiment": {
"FinBERT_score": 0.882575
}
},
"turn": 3,
"history": [
{
"turn": 1,
"source_text": "我主要想讓資產長期成長，短期波動可以忍受一點。",
"evidence": {
"Return": 0.45,
"Risk": 0.45,
"Cost": 0.0,
"Liquidity": 0.0,
"Diversification": 0.0,
"Sentiment": 0.0,
"Return_CAGR": 0.45,
"Return_Div": 0.0,
"Risk_Vol": 0.45,
"Risk_MaxDD": 0.0,
"Cost_ExpRatio": 0.0,
"Liq_Volume": 0.0,
"Liq_AUM": 0.0,
"Div_Score": 0.0,
"FinBERT_score": 0.0
},
"confidence": 0.794,
"notes": [
"Return: keyword_hits=1",
"Risk: keyword_hits=1",
"Return_CAGR: keyword_hits=1",
"Risk_Vol: keyword_hits=1"
]
},
{
"turn": 2,
"source_text": "我會在意市場新聞和外界評價，不想買負面消息太多的標的。",
"evidence": {
"Return": 0.0,
"Risk": 0.0,
"Cost": 0.0,
"Liquidity": 0.0,
"Diversification": 0.0,
"Sentiment": 1.0,
"Return_CAGR": 0.0,
"Return_Div": 0.0,
"Risk_Vol": 0.0,
"Risk_MaxDD": 0.0,
"Cost_ExpRatio": 0.0,
"Liq_Volume": 0.0,
"Liq_AUM": 0.0,
"Div_Score": 0.0,
"FinBERT_score": 1.0
},
"confidence": 0.61,
"notes": [
"Sentiment: keyword_hits=3",
"FinBERT_score: keyword_hits=3"
]
},
{
"turn": 3,
"source_text": "遇到大跌時，我希望最大虧損不要太深。",
"evidence": {
"Return": 0.0,
"Risk": 0.65,
"Cost": 0.0,
"Liquidity": 0.0,
"Diversification": 0.0,
"Sentiment": 0.0,
"Return_CAGR": 0.0,
"Return_Div": 0.0,
"Risk_Vol": 0.0,
"Risk_MaxDD": 1.0,
"Cost_ExpRatio": 0.0,
"Liq_Volume": 0.0,
"Liq_AUM": 0.0,
"Div_Score": 0.0,
"FinBERT_score": 0.0
},
"confidence": 0.5820000000000001,
"notes": [
"Risk: keyword_hits=1",
"Risk_MaxDD: keyword_hits=2"
]
}
],
"solver_mu": {
"Return_CAGR": 0.0937193518279305,
"Return_Div": 0.08330201797061522,
"Risk_Vol": 0.16541706365294873,
"Risk_MaxDD": 0.1807256576366402,
"Cost_ExpRatio": 0.07385509799373297,
"Liq_Volume": 0.03692754899686648,
"Liq_AUM": 0.03692754899686648,
"Div_Score": 0.07385509799373297,
"FinBERT_score": 0.25527061493066644
},
"solver_sigma": {
"Return_CAGR": 0.93121975,
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"Risk_Vol": 0.93121975,
"Risk_MaxDD": 0.887965,
"Cost_ExpRatio": 1.0,
"Liq_Volume": 1.0,
"Liq_AUM": 1.0,
"Div_Score": 1.0,
"FinBERT_score": 0.882575
}
}
} |