OptETF Deploy
Deploy OptETF web app (cache-only on server, cross-platform paths, tz+dedup fixes) for HF Spaces
e8ccbfa | { | |
| "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": { | |
| "Cost_ExpRatio": 1.0 | |
| }, | |
| "Liquidity": { | |
| "Liq_Volume": 1.0, | |
| "Liq_AUM": 1.0 | |
| }, | |
| "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, | |
| "Return_Div": 1.0, | |
| "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 | |
| } | |
| } | |
| } |