{ "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 } } }