iomgaa
60c21ae346
rules 是纯计算，src/rules 共 1761 行：方法.md 第六部分的全部公式、第七部分的余额与扣次、4.2 的入口分配，以及种子与规则登记表。 预期值有三个来源：方法.md 的手算例；tests/fixtures/rules/ 下不看实现写的 Python 脚本；参考项目 calc15、calc14b 里与现行方法一致的部分。审阅做了两轮，每轮都换一个全新上下文的子 Agent，提出的问题都已修复或写明不修的理由。 用户确认的约定（原话"1–8 都同意"）：入池、采纳、消融中发现都用严格不等号；成本用 max(0, ĝ₀)；没测的格附"含它的最好组合"的净值；战绩在分数原值上判。三个数改为严格递增后，删掉了尖峰的全部专门处理（bfb96ba）。vocab 里 Range 的说明同步改为严格递增。 Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
3863 lines
79 KiB
JSON
3863 lines
79 KiB
JSON
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"exact": "有理数精确算出的量（G、撑、i、h、权重、成分期望收益、ĝ₀、voiFullExact、exactK1VOI、成本、m′）：绝对误差 1e-12",
|
||
"grid": "网格 VOI 及由它得到的价值、净值：|差| ≤ 1e-12 + 1e-9·|值|（逐项浮点累加顺序不同，约 1e-13 量级）",
|
||
"discrete": "标签、选中组合、原因、押的因子、状态：必须完全相同",
|
||
"gridVsExact": "同一输入全测时 gridFullVOI 与 voiFullExact 的对照（两种算法之间，不是实现与本脚本之间）：k ≤ 3 时 |差| ≤ 5e-4·|精确值|，k = 4 时 ≤ 3e-3·|精确值|；本脚本实测相对差 7.3e-6（calc15，k=2）、4.7e-5（minimize，k=2）、1.05e-4（r1real，k=3，s=5–7）、1.0e-3（fourCells，k=4，s=1 和 0）。理由：网格用小段中点代表整段，误差随小段宽度平方缩小、随格数增多（m 变小）变大；s ≥ 1 时各成分在小段内是均匀分布，max 是凸函数，按 Jensen 不等式网格值不会超过精确值，所以还可以断言 gridFullVOI ≤ voiFullExact + 1e-12（fourCells 有 s = 0 的格，不适用）。"
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"q1": 1.8,
|
||
"q5": 2.05,
|
||
"q9": 2.3
|
||
},
|
||
"p2": {
|
||
"q1": 1.85,
|
||
"q5": 2,
|
||
"q9": 2.15
|
||
},
|
||
"p3": {
|
||
"q1": 1.5065,
|
||
"q5": 1.7565,
|
||
"q9": 2.0065
|
||
},
|
||
"p4": {
|
||
"q1": 1.9535,
|
||
"q5": 2.1035,
|
||
"q9": 2.2535
|
||
}
|
||
}
|
||
},
|
||
{
|
||
"id": "e7",
|
||
"author": "researcher-3",
|
||
"cells": {
|
||
"p1": {
|
||
"q1": 1.9,
|
||
"q5": 2.15,
|
||
"q9": 2.4
|
||
},
|
||
"p2": {
|
||
"q1": 1.95,
|
||
"q5": 2.1,
|
||
"q9": 2.2
|
||
},
|
||
"p3": {
|
||
"q1": 1.6078,
|
||
"q5": 1.8578,
|
||
"q9": 2.1078
|
||
},
|
||
"p4": {
|
||
"q1": 2.0542,
|
||
"q5": 2.2042,
|
||
"q9": 2.3042
|
||
}
|
||
}
|
||
},
|
||
{
|
||
"id": "e8",
|
||
"author": "researcher-3",
|
||
"cells": {
|
||
"p1": {
|
||
"q1": 2.25,
|
||
"q5": 2.45,
|
||
"q9": 2.55
|
||
},
|
||
"p2": {
|
||
"q1": 1.7,
|
||
"q5": 1.9,
|
||
"q9": 2.05
|
||
},
|
||
"p3": {
|
||
"q1": 1.9591,
|
||
"q5": 2.1591,
|
||
"q9": 2.2591
|
||
},
|
||
"p4": {
|
||
"q1": 1.8049,
|
||
"q5": 2.0049,
|
||
"q9": 2.1549
|
||
}
|
||
}
|
||
},
|
||
{
|
||
"id": "e9",
|
||
"author": "researcher-3",
|
||
"cells": {
|
||
"p1": {
|
||
"q1": 1.7,
|
||
"q5": 1.95,
|
||
"q9": 2.2
|
||
},
|
||
"p2": {
|
||
"q1": 1.85,
|
||
"q5": 2,
|
||
"q9": 2.15
|
||
},
|
||
"p3": {
|
||
"q1": 1.4104,
|
||
"q5": 1.6604,
|
||
"q9": 1.9104
|
||
},
|
||
"p4": {
|
||
"q1": 1.9556,
|
||
"q5": 2.1056,
|
||
"q9": 2.2556
|
||
}
|
||
}
|
||
}
|
||
]
|
||
}
|
||
},
|
||
"gainNotPositive": {
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"B": 1.0,
|
||
"full": 2.0,
|
||
"knownBest": null,
|
||
"direction": "maximize",
|
||
"cells": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"explanations": [
|
||
{
|
||
"id": "e1",
|
||
"author": "ra",
|
||
"cells": {
|
||
"p1": {
|
||
"q1": 1.9,
|
||
"q5": 2.0,
|
||
"q9": 2.1
|
||
},
|
||
"p2": {
|
||
"q1": 2.1,
|
||
"q5": 2.2,
|
||
"q9": 2.3
|
||
}
|
||
}
|
||
},
|
||
{
|
||
"id": "e2",
|
||
"author": "rb",
|
||
"cells": {
|
||
"p1": {
|
||
"q1": 1.95,
|
||
"q5": 2.0,
|
||
"q9": 2.05
|
||
},
|
||
"p2": {
|
||
"q1": 2.05,
|
||
"q5": 2.15,
|
||
"q9": 2.25
|
||
}
|
||
}
|
||
}
|
||
]
|
||
}
|
||
},
|
||
"negativeG0": {
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"B": 1.0,
|
||
"full": 2.0,
|
||
"knownBest": null,
|
||
"direction": "maximize",
|
||
"cells": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"explanations": [
|
||
{
|
||
"id": "e1",
|
||
"author": "ra",
|
||
"cells": {
|
||
"p1": {
|
||
"q1": 2.05,
|
||
"q5": 2.15,
|
||
"q9": 2.3
|
||
},
|
||
"p2": {
|
||
"q1": 1.9,
|
||
"q5": 2.1,
|
||
"q9": 2.2
|
||
}
|
||
}
|
||
},
|
||
{
|
||
"id": "e2",
|
||
"author": "rb",
|
||
"cells": {
|
||
"p1": {
|
||
"q1": 2.0,
|
||
"q5": 2.1,
|
||
"q9": 2.2
|
||
},
|
||
"p2": {
|
||
"q1": 2.02,
|
||
"q5": 2.08,
|
||
"q9": 2.15
|
||
}
|
||
}
|
||
},
|
||
{
|
||
"id": "e3",
|
||
"author": "rb",
|
||
"cells": {
|
||
"p1": {
|
||
"q1": 1.95,
|
||
"q5": 2.05,
|
||
"q9": 2.1
|
||
},
|
||
"p2": {
|
||
"q1": 1.85,
|
||
"q5": 2.0,
|
||
"q9": 2.2
|
||
}
|
||
}
|
||
}
|
||
]
|
||
}
|
||
}
|
||
},
|
||
"scenarios": [
|
||
{
|
||
"name": "label_method_example_independent",
|
||
"section": "6.6；约定 17–19",
|
||
"params": {},
|
||
"input": {
|
||
"B": 1.0,
|
||
"full": 1.5,
|
||
"direction": "maximize",
|
||
"cells": [
|
||
{
|
||
"factor": "p1",
|
||
"kind": "valid",
|
||
"value": 1.45
|
||
},
|
||
{
|
||
"factor": "p2",
|
||
"kind": "valid",
|
||
"value": 1.1
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"G": 0.5,
|
||
"supports": {
|
||
"p1": 0.10000000000000009,
|
||
"p2": 0.7999999999999998
|
||
},
|
||
"interaction": -0.10000000000000009,
|
||
"label": "independent"
|
||
},
|
||
"note": "方法 6.6 示例：撑 0.10、0.80，i = −0.10，各管各（independent）。"
|
||
},
|
||
{
|
||
"name": "label_calc15_substitute",
|
||
"section": "6.6；约定 17–19",
|
||
"params": {},
|
||
"input": {
|
||
"B": 0.9597642169962064,
|
||
"full": 2.6276819772628,
|
||
"direction": "maximize",
|
||
"cells": [
|
||
{
|
||
"factor": "p1",
|
||
"kind": "valid",
|
||
"value": 2.5989997592071172
|
||
},
|
||
{
|
||
"factor": "p2",
|
||
"kind": "valid",
|
||
"value": 1.7602769492805097
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"G": 1.6679177602665936,
|
||
"supports": {
|
||
"p1": 0.017196422233131125,
|
||
"p2": 0.5200526360746033
|
||
},
|
||
"interaction": -0.46275094169226555,
|
||
"label": "substitute"
|
||
},
|
||
"note": "calc15 实测：撑 0.017、0.518，i ≈ −0.465 < −0.2，替代（substitute）。"
|
||
},
|
||
{
|
||
"name": "label_r1_negative",
|
||
"section": "6.6；约定 17–19",
|
||
"params": {},
|
||
"input": {
|
||
"B": 0.9597642169962064,
|
||
"full": 1.552176048093269,
|
||
"direction": "maximize",
|
||
"cells": [
|
||
{
|
||
"factor": "p1",
|
||
"kind": "valid",
|
||
"value": 2.250011787062861
|
||
},
|
||
{
|
||
"factor": "p2",
|
||
"kind": "valid",
|
||
"value": 1.9535929459502979
|
||
},
|
||
{
|
||
"factor": "p3",
|
||
"kind": "valid",
|
||
"value": 2.4389662413796342
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"G": 0.5924118310970625,
|
||
"supports": {
|
||
"p1": -1.1779571276915577,
|
||
"p2": -0.6775977061661005,
|
||
"p3": -1.4969150626923773
|
||
},
|
||
"interaction": null,
|
||
"label": "negative"
|
||
},
|
||
"note": "真实第 1 轮：三格关掉后分数都比完整高，撑全 < 0，negative（不贴标签，i 不给）。"
|
||
},
|
||
{
|
||
"name": "label_incomplete_with_other_outcomes",
|
||
"section": "6.6；约定 17–19",
|
||
"params": {},
|
||
"input": {
|
||
"B": 1.0,
|
||
"full": 1.5,
|
||
"direction": "maximize",
|
||
"cells": [
|
||
{
|
||
"factor": "p1",
|
||
"kind": "valid",
|
||
"value": 1.45
|
||
},
|
||
{
|
||
"factor": "p2",
|
||
"kind": "insufficient"
|
||
},
|
||
{
|
||
"factor": "p3",
|
||
"kind": "joint",
|
||
"value": 1.2
|
||
},
|
||
{
|
||
"factor": "p4",
|
||
"kind": "untested"
|
||
},
|
||
{
|
||
"factor": "p5",
|
||
"kind": "cannotRun"
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"G": 0.5,
|
||
"supports": {
|
||
"p1": 0.10000000000000009,
|
||
"p2": null,
|
||
"p3": null,
|
||
"p4": null,
|
||
"p5": null
|
||
},
|
||
"interaction": null,
|
||
"label": "incomplete"
|
||
},
|
||
"note": "只有有效分数进标签：p2–p5 都不是 valid（joint 有分数也不算），有因子没有有效格 → incomplete。"
|
||
},
|
||
{
|
||
"name": "label_negative_beats_incomplete",
|
||
"section": "6.6；约定 17–19",
|
||
"params": {},
|
||
"input": {
|
||
"B": 1.0,
|
||
"full": 1.5,
|
||
"direction": "maximize",
|
||
"cells": [
|
||
{
|
||
"factor": "p1",
|
||
"kind": "valid",
|
||
"value": 1.6
|
||
},
|
||
{
|
||
"factor": "p2",
|
||
"kind": "insufficient"
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"G": 0.5,
|
||
"supports": {
|
||
"p1": -0.20000000000000018,
|
||
"p2": null
|
||
},
|
||
"interaction": null,
|
||
"label": "negative"
|
||
},
|
||
"note": "表从上往下判：任一有效格撑 < 0 先命中 negative，即使另一格没有有效分数。"
|
||
},
|
||
{
|
||
"name": "label_indispensable",
|
||
"section": "6.6；约定 17–19",
|
||
"params": {},
|
||
"input": {
|
||
"B": 1.0,
|
||
"full": 2.0,
|
||
"direction": "maximize",
|
||
"cells": [
|
||
{
|
||
"factor": "p1",
|
||
"kind": "valid",
|
||
"value": 1.05
|
||
},
|
||
{
|
||
"factor": "p2",
|
||
"kind": "valid",
|
||
"value": 1.0
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"G": 1.0,
|
||
"supports": {
|
||
"p1": 0.95,
|
||
"p2": 1.0
|
||
},
|
||
"interaction": 0.95,
|
||
"label": "indispensable"
|
||
},
|
||
"note": "撑 0.95、1.0，都 > 0.9：缺一不可（indispensable），虽然 i = 0.95 > 0.2 也先命中这一条。"
|
||
},
|
||
{
|
||
"name": "label_complementary",
|
||
"section": "6.6；约定 17–19",
|
||
"params": {},
|
||
"input": {
|
||
"B": 1.0,
|
||
"full": 2.0,
|
||
"direction": "maximize",
|
||
"cells": [
|
||
{
|
||
"factor": "p1",
|
||
"kind": "valid",
|
||
"value": 1.3
|
||
},
|
||
{
|
||
"factor": "p2",
|
||
"kind": "valid",
|
||
"value": 1.4
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"G": 1.0,
|
||
"supports": {
|
||
"p1": 0.7,
|
||
"p2": 0.6000000000000001
|
||
},
|
||
"interaction": 0.30000000000000004,
|
||
"label": "complementary"
|
||
},
|
||
"note": "撑 0.7、0.6，i = 0.3 > 0.2：互补（complementary）。"
|
||
},
|
||
{
|
||
"name": "label_boundary_exact_0.9",
|
||
"section": "6.6；约定 17–19",
|
||
"params": {},
|
||
"input": {
|
||
"B": 1.0,
|
||
"full": 2.0,
|
||
"direction": "maximize",
|
||
"cells": [
|
||
{
|
||
"factor": "p1",
|
||
"kind": "valid",
|
||
"value": 1.0
|
||
},
|
||
{
|
||
"factor": "p2",
|
||
"kind": "valid",
|
||
"value": 1.125
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"G": 1.0,
|
||
"supports": {
|
||
"p1": 1.0,
|
||
"p2": 0.875
|
||
},
|
||
"interaction": 0.875,
|
||
"label": "complementary"
|
||
},
|
||
"note": "撑 1.0、0.875；0.875 不 > 0.9，不是缺一不可；i = 0.875 > 0.2 → 互补。用二进制精确数避免舍入。"
|
||
},
|
||
{
|
||
"name": "label_minimize_substitute",
|
||
"section": "6.6；约定 17–19",
|
||
"params": {},
|
||
"input": {
|
||
"B": 0.4,
|
||
"full": 0.35,
|
||
"direction": "minimize",
|
||
"cells": [
|
||
{
|
||
"factor": "p1",
|
||
"kind": "valid",
|
||
"value": 0.372
|
||
},
|
||
{
|
||
"factor": "p2",
|
||
"kind": "valid",
|
||
"value": 0.361
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"G": 0.050000000000000044,
|
||
"supports": {
|
||
"p1": 0.44,
|
||
"p2": 0.22
|
||
},
|
||
"interaction": -0.34,
|
||
"label": "substitute"
|
||
},
|
||
"note": "越小越好：G = 0.40−0.35；撑(p) = (x − 0.35)/G = 0.44、0.22；i = −0.34 → 替代。"
|
||
},
|
||
{
|
||
"name": "label_G_not_positive",
|
||
"section": "6.6；约定 17–19",
|
||
"params": {},
|
||
"input": {
|
||
"B": 1.5,
|
||
"full": 1.5,
|
||
"direction": "maximize",
|
||
"cells": [
|
||
{
|
||
"factor": "p1",
|
||
"kind": "valid",
|
||
"value": 1.45
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"error": "totalGainNotPositive"
|
||
},
|
||
"note": "G = 0 时报错。"
|
||
},
|
||
{
|
||
"name": "label_G_negative_minimize",
|
||
"section": "6.6；约定 17–19",
|
||
"params": {},
|
||
"input": {
|
||
"B": 0.4,
|
||
"full": 0.41,
|
||
"direction": "minimize",
|
||
"cells": [
|
||
{
|
||
"factor": "p1",
|
||
"kind": "valid",
|
||
"value": 0.405
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"error": "totalGainNotPositive"
|
||
},
|
||
"note": "越小越好时完整比基线还大，G < 0，报错。"
|
||
},
|
||
{
|
||
"name": "confirm_r1_real",
|
||
"section": "6.6 确认与否定、现有测法分不开；约定 21–22",
|
||
"params": {},
|
||
"input": {
|
||
"model": "r1real",
|
||
"valid": {
|
||
"p1": 2.250011787062861,
|
||
"p2": 1.9535929459502979,
|
||
"p3": 2.4389662413796342
|
||
}
|
||
},
|
||
"expected": {
|
||
"verdicts": {
|
||
"r1-e1-1": {
|
||
"p1": "confirmed",
|
||
"p2": "refuted",
|
||
"p3": "confirmed"
|
||
},
|
||
"r1-e1-2": {
|
||
"p1": "refuted",
|
||
"p2": "refuted",
|
||
"p3": "refuted"
|
||
},
|
||
"r1-e2-1": {
|
||
"p1": "refuted",
|
||
"p2": "refuted",
|
||
"p3": "confirmed"
|
||
},
|
||
"r1-e2-2": {
|
||
"p1": "refuted",
|
||
"p2": "refuted",
|
||
"p3": "confirmed"
|
||
},
|
||
"r1-e3-1": {
|
||
"p1": "refuted",
|
||
"p2": "refuted",
|
||
"p3": "confirmed"
|
||
},
|
||
"r1-e3-2": {
|
||
"p1": "confirmed",
|
||
"p2": "refuted",
|
||
"p3": "confirmed"
|
||
}
|
||
},
|
||
"inseparableGroups": [
|
||
[
|
||
"r1-e1-1",
|
||
"r1-e3-2"
|
||
],
|
||
[
|
||
"r1-e2-1",
|
||
"r1-e2-2",
|
||
"r1-e3-1"
|
||
]
|
||
]
|
||
},
|
||
"note": "落在 [q1,q9]（含两端）记确认。分不开：在全部 valid 格上确认/否定序列相同的两条以上解释为一组（组内按解释顺序）。"
|
||
},
|
||
{
|
||
"name": "confirm_calc15",
|
||
"section": "6.6 确认与否定、现有测法分不开；约定 21–22",
|
||
"params": {},
|
||
"input": {
|
||
"model": "calc15",
|
||
"valid": {
|
||
"p1": 2.5989997592071172,
|
||
"p2": 1.7602769492805097
|
||
}
|
||
},
|
||
"expected": {
|
||
"verdicts": {
|
||
"e1": {
|
||
"p1": "refuted",
|
||
"p2": "refuted"
|
||
},
|
||
"e2": {
|
||
"p1": "refuted",
|
||
"p2": "refuted"
|
||
},
|
||
"e3": {
|
||
"p1": "refuted",
|
||
"p2": "refuted"
|
||
},
|
||
"e4": {
|
||
"p1": "refuted",
|
||
"p2": "refuted"
|
||
},
|
||
"e5": {
|
||
"p1": "refuted",
|
||
"p2": "refuted"
|
||
},
|
||
"e6": {
|
||
"p1": "refuted",
|
||
"p2": "refuted"
|
||
},
|
||
"e7": {
|
||
"p1": "refuted",
|
||
"p2": "refuted"
|
||
},
|
||
"e8": {
|
||
"p1": "refuted",
|
||
"p2": "confirmed"
|
||
},
|
||
"e9": {
|
||
"p1": "refuted",
|
||
"p2": "refuted"
|
||
}
|
||
},
|
||
"inseparableGroups": [
|
||
[
|
||
"e1",
|
||
"e2",
|
||
"e3",
|
||
"e4",
|
||
"e5",
|
||
"e6",
|
||
"e7",
|
||
"e9"
|
||
]
|
||
]
|
||
},
|
||
"note": "calc15 两格都有效。"
|
||
},
|
||
{
|
||
"name": "confirm_endpoint_inclusive",
|
||
"section": "6.6 确认与否定、现有测法分不开；约定 21–22",
|
||
"params": {},
|
||
"input": {
|
||
"model": "gainNotPositive",
|
||
"valid": {
|
||
"p1": 2.1,
|
||
"p2": 2.05
|
||
}
|
||
},
|
||
"expected": {
|
||
"verdicts": {
|
||
"e1": {
|
||
"p1": "confirmed",
|
||
"p2": "refuted"
|
||
},
|
||
"e2": {
|
||
"p1": "refuted",
|
||
"p2": "confirmed"
|
||
}
|
||
},
|
||
"inseparableGroups": []
|
||
},
|
||
"note": "端点：e1 的 p1 上沿正好 2.1、e2 的 p2 下沿正好 2.05，都算确认；e2 在 p1（上沿 2.05）否定，e1 在 p2（下沿 2.1）否定。"
|
||
},
|
||
{
|
||
"name": "discovery_r1real",
|
||
"section": "4.3 ⑰、6.5；约定 23",
|
||
"params": {
|
||
"eps": 0.01
|
||
},
|
||
"input": {
|
||
"model": "r1real",
|
||
"cells": [
|
||
{
|
||
"factor": "p1",
|
||
"kind": "valid",
|
||
"value": 2.250011787062861
|
||
},
|
||
{
|
||
"factor": "p2",
|
||
"kind": "valid",
|
||
"value": 1.9535929459502979
|
||
},
|
||
{
|
||
"factor": "p3",
|
||
"kind": "valid",
|
||
"value": 2.4389662413796342
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"line": 0.01,
|
||
"overLine": [
|
||
"p1",
|
||
"p2",
|
||
"p3"
|
||
],
|
||
"newBaseline": "p3"
|
||
},
|
||
"note": "B 取 f(完整)=1.5522，采纳线 min(0.01,(2.635983−1.5522)/4)=0.01。三格都过线，取分数最好的 p3。"
|
||
},
|
||
{
|
||
"name": "discovery_calc15",
|
||
"section": "4.3 ⑰、6.5；约定 23",
|
||
"params": {
|
||
"eps": 0.01
|
||
},
|
||
"input": {
|
||
"model": "calc15",
|
||
"cells": [
|
||
{
|
||
"factor": "p1",
|
||
"kind": "valid",
|
||
"value": 2.5989997592071172
|
||
},
|
||
{
|
||
"factor": "p2",
|
||
"kind": "joint",
|
||
"value": 2.64
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"line": 0.001829505684299959,
|
||
"overLine": [
|
||
"p2"
|
||
],
|
||
"newBaseline": "p2"
|
||
},
|
||
"note": "采纳线 = (2.635−2.62768)/4 ≈ 0.00183；p1 低于完整不过线；p2 是构造的一起关格、分数 2.64（不是真实数据），参与并过线。"
|
||
},
|
||
{
|
||
"name": "discovery_gainNotPositive",
|
||
"section": "4.3 ⑰、6.5；约定 23",
|
||
"params": {
|
||
"eps": 0.01
|
||
},
|
||
"input": {
|
||
"model": "gainNotPositive",
|
||
"cells": [
|
||
{
|
||
"factor": "p1",
|
||
"kind": "valid",
|
||
"value": 2.5
|
||
},
|
||
{
|
||
"factor": "p2",
|
||
"kind": "valid",
|
||
"value": 2.5
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"line": 0.01,
|
||
"overLine": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"newBaseline": "p1"
|
||
},
|
||
"note": "无已知最好，采纳线 ε；两格同分 2.5 都过线，取因子编号小的 p1。"
|
||
},
|
||
{
|
||
"name": "voi_calc15",
|
||
"section": "6.7 方向收益、成分与权重、信息价值；约定 24–27",
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"model": "calc15"
|
||
},
|
||
"expected": {
|
||
"G": 1.6679177602665936,
|
||
"h": 0.007318022737199836,
|
||
"componentNames": [
|
||
"e1",
|
||
"e2",
|
||
"e3",
|
||
"e4",
|
||
"e5",
|
||
"e6",
|
||
"e7",
|
||
"e8",
|
||
"e9",
|
||
"reserve"
|
||
],
|
||
"weights": [
|
||
0.1,
|
||
0.1,
|
||
0.1,
|
||
0.1,
|
||
0.1,
|
||
0.1,
|
||
0.1,
|
||
0.1,
|
||
0.1,
|
||
0.1
|
||
],
|
||
"reserve": {
|
||
"p1": [
|
||
0.17499999999999982,
|
||
3.675
|
||
],
|
||
"p2": [
|
||
1.0799999999999998,
|
||
2.7600000000000007
|
||
]
|
||
},
|
||
"componentExpectedPayoff": {
|
||
"e1": {
|
||
"p1": 0.0038508473371091563,
|
||
"p2": 0.0025653039409786215
|
||
},
|
||
"e2": {
|
||
"p1": 0.001668056075761235,
|
||
"p2": 0.002973343312446675
|
||
},
|
||
"e3": {
|
||
"p1": 0.002611372902273402,
|
||
"p2": 0.0028570740291788965
|
||
},
|
||
"e4": {
|
||
"p1": 0.0008102958916536589,
|
||
"p2": 0.0026815732242463997
|
||
},
|
||
"e5": {
|
||
"p1": 0.003050124914604642,
|
||
"p2": 0.002521428739745497
|
||
},
|
||
"e6": {
|
||
"p1": 0.0025345913001154348,
|
||
"p2": 0.0027539673062810547
|
||
},
|
||
"e7": {
|
||
"p1": 0.0020958392877841944,
|
||
"p2": 0.002391996896107781
|
||
},
|
||
"e8": {
|
||
"p1": 0.0009331464551064064,
|
||
"p2": 0.003269500920770263
|
||
},
|
||
"e9": {
|
||
"p1": 0.002973343312446675,
|
||
"p2": 0.0027539673062810547
|
||
},
|
||
"reserve": {
|
||
"p1": 0.003083031315529486,
|
||
"p2": 0.0031049689161460467
|
||
}
|
||
},
|
||
"priorExpectedPayoff": {
|
||
"p1": 0.002361064879238429,
|
||
"p2": 0.002787312459218229
|
||
},
|
||
"g0": 0.002787312459218229,
|
||
"voiFullExact": 0.0006313506372333815,
|
||
"partial": [
|
||
{
|
||
"cells": [
|
||
"p1"
|
||
],
|
||
"voiGrid": 0.0005820672232162904,
|
||
"grid": {
|
||
"k": 1,
|
||
"m": 4000000,
|
||
"cells": {
|
||
"p1": {
|
||
"breakpoints": 32,
|
||
"segments": 31,
|
||
"s": 20,
|
||
"subsegments": 620
|
||
}
|
||
},
|
||
"method": "grid"
|
||
},
|
||
"exactK1VOI": 0.0005820672330401876,
|
||
"gridMinusExact": -9.823897229553624e-12
|
||
},
|
||
{
|
||
"cells": [
|
||
"p2"
|
||
],
|
||
"voiGrid": 0.00020536458175531578,
|
||
"grid": {
|
||
"k": 1,
|
||
"m": 4000000,
|
||
"cells": {
|
||
"p2": {
|
||
"breakpoints": 31,
|
||
"segments": 30,
|
||
"s": 20,
|
||
"subsegments": 600
|
||
}
|
||
},
|
||
"method": "grid"
|
||
},
|
||
"exactK1VOI": 0.00020536666249124859,
|
||
"gridMinusExact": -2.0807359328090577e-09
|
||
}
|
||
],
|
||
"gridFullVOI": 0.0006313460547053657,
|
||
"gridFullInfo": {
|
||
"k": 2,
|
||
"m": 2000,
|
||
"cells": {
|
||
"p1": {
|
||
"breakpoints": 32,
|
||
"segments": 31,
|
||
"s": 20,
|
||
"subsegments": 620
|
||
},
|
||
"p2": {
|
||
"breakpoints": 31,
|
||
"segments": 30,
|
||
"s": 20,
|
||
"subsegments": 600
|
||
}
|
||
}
|
||
},
|
||
"gridFullMinusExact": -4.582528015796387e-09
|
||
},
|
||
"note": "weights/componentExpectedPayoff 的成分顺序 = explanations 顺序 + reserve。voiFullExact：全部格都测，一维精确（有理数 Stieltjes 积分）。partial[].voiGrid：照约定 27 的网格。partial[].exactK1VOI：只测一格时的精确值，只用来看网格误差，实现不需要算。gridFullVOI：全测时也用网格算一份，与 voiFullExact 对照（gridFullMinusExact）。grid.cells 给出每格折点数、段数、s、小段数：网格折点在浮点上按 q1-(q5-q1)、q9+(q9-q5)、L-W/2、U+W/2 计算后去重，实现应先核对这几个数一致（差一个 ulp 就会多出一段宽约 2e-16 的段，例如 calc15 p1 里 1.0499999999999998 与 1.05 并存）。"
|
||
},
|
||
{
|
||
"name": "voi_r1real",
|
||
"section": "6.7 方向收益、成分与权重、信息价值；约定 24–27",
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"model": "r1real"
|
||
},
|
||
"expected": {
|
||
"G": 0.5924118310970625,
|
||
"h": 1.083806951906731,
|
||
"componentNames": [
|
||
"r1-e1-1",
|
||
"r1-e1-2",
|
||
"r1-e2-1",
|
||
"r1-e2-2",
|
||
"r1-e3-1",
|
||
"r1-e3-2",
|
||
"reserve"
|
||
],
|
||
"weights": [
|
||
0.15,
|
||
0.15,
|
||
0.15,
|
||
0.15,
|
||
0.15,
|
||
0.15,
|
||
0.1
|
||
],
|
||
"reserve": {
|
||
"p1": [
|
||
-1.1500000000000001,
|
||
5.05
|
||
],
|
||
"p2": [
|
||
1.0599999999999996,
|
||
1.9400000000000004
|
||
],
|
||
"p3": [
|
||
-2.7750000000000004,
|
||
5.525
|
||
]
|
||
},
|
||
"componentExpectedPayoff": {
|
||
"r1-e1-1": {
|
||
"p1": -0.5887712197116215,
|
||
"p2": 0.028679052324877385,
|
||
"p3": -1.5410167503634666
|
||
},
|
||
"r1-e1-2": {
|
||
"p1": 0.316822512608577,
|
||
"p2": 0.028679052324877385,
|
||
"p3": 0.29944243087717926
|
||
},
|
||
"r1-e2-1": {
|
||
"p1": 0.1777818587573949,
|
||
"p2": 0.059780251212641806,
|
||
"p3": -0.5906007019991372
|
||
},
|
||
"r1-e2-2": {
|
||
"p1": 0.17320815303860604,
|
||
"p2": 0.0716718860814929,
|
||
"p3": 0.09088145010040616
|
||
},
|
||
"r1-e3-1": {
|
||
"p1": 0.3643890520839813,
|
||
"p2": 0.031423275756150774,
|
||
"p3": -1.2931219004051093
|
||
},
|
||
"r1-e3-2": {
|
||
"p1": -0.28324767769652415,
|
||
"p2": 0.02776431118111961,
|
||
"p3": -1.3617274861869422
|
||
},
|
||
"reserve": {
|
||
"p1": -0.7278118735628034,
|
||
"p2": 0.09545515581919511,
|
||
"p3": 0.32414044175863876
|
||
}
|
||
},
|
||
"priorExpectedPayoff": {
|
||
"p1": -0.0487537854942183,
|
||
"p2": 0.04674518991409349,
|
||
"p3": -0.6270073995206966
|
||
},
|
||
"g0": 0.04674518991409349,
|
||
"voiFullExact": 0.6768856765570694,
|
||
"partial": [
|
||
{
|
||
"cells": [
|
||
"p1"
|
||
],
|
||
"voiGrid": 0.3932819565009106,
|
||
"grid": {
|
||
"k": 1,
|
||
"m": 4000000,
|
||
"cells": {
|
||
"p1": {
|
||
"breakpoints": 31,
|
||
"segments": 30,
|
||
"s": 20,
|
||
"subsegments": 600
|
||
}
|
||
},
|
||
"method": "grid"
|
||
},
|
||
"exactK1VOI": 0.39328196654270475,
|
||
"gridMinusExact": -1.0041794173965002e-08
|
||
},
|
||
{
|
||
"cells": [
|
||
"p2"
|
||
],
|
||
"voiGrid": 0.04469391965086199,
|
||
"grid": {
|
||
"k": 1,
|
||
"m": 4000000,
|
||
"cells": {
|
||
"p2": {
|
||
"breakpoints": 21,
|
||
"segments": 20,
|
||
"s": 20,
|
||
"subsegments": 400
|
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||
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||
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||
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||
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|
||
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||
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||
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|
||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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|
||
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|
||
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|
||
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|
||
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||
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|
||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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|
||
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||
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||
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|
||
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|
||
},
|
||
"note": "weights/componentExpectedPayoff 的成分顺序 = explanations 顺序 + reserve。voiFullExact：全部格都测，一维精确（有理数 Stieltjes 积分）。partial[].voiGrid：照约定 27 的网格。partial[].exactK1VOI：只测一格时的精确值，只用来看网格误差，实现不需要算。gridFullVOI：全测时也用网格算一份，与 voiFullExact 对照（gridFullMinusExact）。grid.cells 给出每格折点数、段数、s、小段数：网格折点在浮点上按 q1-(q5-q1)、q9+(q9-q5)、L-W/2、U+W/2 计算后去重，实现应先核对这几个数一致（差一个 ulp 就会多出一段宽约 2e-16 的段，例如 calc15 p1 里 1.0499999999999998 与 1.05 并存）。"
|
||
},
|
||
{
|
||
"name": "voi_minimize",
|
||
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|
||
"params": {
|
||
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|
||
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||
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|
||
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|
||
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|
||
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||
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|
||
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|
||
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|
||
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|
||
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||
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||
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||
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||
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||
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||
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||
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||
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|
||
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||
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||
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||
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|
||
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||
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||
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||
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||
0.4575000000000001
|
||
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||
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|
||
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|
||
0.4600000000000001
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||
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|
||
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||
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||
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||
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||
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|
||
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||
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||
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||
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||
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||
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||
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||
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|
||
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||
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|
||
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||
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||
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|
||
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||
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|
||
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||
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|
||
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|
||
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||
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||
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||
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||
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||
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||
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||
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|
||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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|
||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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|
||
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||
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||
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||
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||
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||
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|
||
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||
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||
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||
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||
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||
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|
||
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||
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||
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||
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||
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||
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||
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||
}
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||
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|
||
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|
||
},
|
||
"note": "weights/componentExpectedPayoff 的成分顺序 = explanations 顺序 + reserve。voiFullExact：全部格都测，一维精确（有理数 Stieltjes 积分）。partial[].voiGrid：照约定 27 的网格。partial[].exactK1VOI：只测一格时的精确值，只用来看网格误差，实现不需要算。gridFullVOI：全测时也用网格算一份，与 voiFullExact 对照（gridFullMinusExact）。grid.cells 给出每格折点数、段数、s、小段数：网格折点在浮点上按 q1-(q5-q1)、q9+(q9-q5)、L-W/2、U+W/2 计算后去重，实现应先核对这几个数一致（差一个 ulp 就会多出一段宽约 2e-16 的段，例如 calc15 p1 里 1.0499999999999998 与 1.05 并存）。"
|
||
},
|
||
{
|
||
"name": "voi_fourCells",
|
||
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|
||
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|
||
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||
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||
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||
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||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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||
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||
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||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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||
0.1,
|
||
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|
||
0.1,
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||
0.1,
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||
0.1,
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||
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||
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||
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||
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||
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||
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|
||
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|
||
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|
||
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|
||
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|
||
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||
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|
||
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|
||
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||
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||
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|
||
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|
||
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||
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||
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|
||
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|
||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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|
||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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|
||
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||
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|
||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
}
|
||
},
|
||
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|
||
},
|
||
"note": "weights/componentExpectedPayoff 的成分顺序 = explanations 顺序 + reserve。voiFullExact：全部格都测，一维精确（有理数 Stieltjes 积分）。partial[].voiGrid：照约定 27 的网格。partial[].exactK1VOI：只测一格时的精确值，只用来看网格误差，实现不需要算。gridFullVOI：全测时也用网格算一份，与 voiFullExact 对照（gridFullMinusExact）。grid.cells 给出每格折点数、段数、s、小段数：网格折点在浮点上按 q1-(q5-q1)、q9+(q9-q5)、L-W/2、U+W/2 计算后去重，实现应先核对这几个数一致（差一个 ulp 就会多出一段宽约 2e-16 的段，例如 calc15 p1 里 1.0499999999999998 与 1.05 并存）。"
|
||
},
|
||
{
|
||
"name": "voi_negativeG0",
|
||
"section": "6.7 方向收益、成分与权重、信息价值；约定 24–27",
|
||
"params": {
|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
},
|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
],
|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
],
|
||
"p2": [
|
||
1.3499999999999994,
|
||
2.750000000000001
|
||
]
|
||
},
|
||
"componentExpectedPayoff": {
|
||
"e1": {
|
||
"p1": -0.16749999999999984,
|
||
"p2": -0.06500000000000006
|
||
},
|
||
"e2": {
|
||
"p1": -0.10000000000000009,
|
||
"p2": -0.08349999999999999
|
||
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|
||
"e3": {
|
||
"p1": -0.03249999999999996,
|
||
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|
||
},
|
||
"reserve": {
|
||
"p1": -0.1499999999999999,
|
||
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|
||
}
|
||
},
|
||
"priorExpectedPayoff": {
|
||
"p1": -0.12018749999999993,
|
||
"p2": -0.05697500000000005
|
||
},
|
||
"g0": -0.05697500000000005,
|
||
"voiFullExact": 0.049642821428571494,
|
||
"partial": [
|
||
{
|
||
"cells": [
|
||
"p1"
|
||
],
|
||
"voiGrid": 0.023196666666666692,
|
||
"grid": {
|
||
"k": 1,
|
||
"m": 4000000,
|
||
"cells": {
|
||
"p1": {
|
||
"breakpoints": 15,
|
||
"segments": 14,
|
||
"s": 20,
|
||
"subsegments": 280
|
||
}
|
||
},
|
||
"method": "grid"
|
||
},
|
||
"exactK1VOI": 0.02319666666666669,
|
||
"gridMinusExact": 3.469446951953614e-18
|
||
},
|
||
{
|
||
"cells": [
|
||
"p2"
|
||
],
|
||
"voiGrid": 0.029396450892857223,
|
||
"grid": {
|
||
"k": 1,
|
||
"m": 4000000,
|
||
"cells": {
|
||
"p2": {
|
||
"breakpoints": 16,
|
||
"segments": 15,
|
||
"s": 20,
|
||
"subsegments": 300
|
||
}
|
||
},
|
||
"method": "grid"
|
||
},
|
||
"exactK1VOI": 0.02939925782355029,
|
||
"gridMinusExact": -2.8069306930653126e-06
|
||
}
|
||
],
|
||
"gridFullVOI": 0.04964022946875037,
|
||
"gridFullInfo": {
|
||
"k": 2,
|
||
"m": 2000,
|
||
"cells": {
|
||
"p1": {
|
||
"breakpoints": 15,
|
||
"segments": 14,
|
||
"s": 20,
|
||
"subsegments": 280
|
||
},
|
||
"p2": {
|
||
"breakpoints": 16,
|
||
"segments": 15,
|
||
"s": 20,
|
||
"subsegments": 300
|
||
}
|
||
}
|
||
},
|
||
"gridFullMinusExact": -2.591959821121592e-06
|
||
},
|
||
"note": "weights/componentExpectedPayoff 的成分顺序 = explanations 顺序 + reserve。voiFullExact：全部格都测，一维精确（有理数 Stieltjes 积分）。partial[].voiGrid：照约定 27 的网格。partial[].exactK1VOI：只测一格时的精确值，只用来看网格误差，实现不需要算。gridFullVOI：全测时也用网格算一份，与 voiFullExact 对照（gridFullMinusExact）。grid.cells 给出每格折点数、段数、s、小段数：网格折点在浮点上按 q1-(q5-q1)、q9+(q9-q5)、L-W/2、U+W/2 计算后去重，实现应先核对这几个数一致（差一个 ulp 就会多出一段宽约 2e-16 的段，例如 calc15 p1 里 1.0499999999999998 与 1.05 并存）。"
|
||
},
|
||
{
|
||
"name": "select_calc15",
|
||
"section": "6.7 价值减成本、选格；约定 28–29、文末",
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"model": "calc15",
|
||
"balances": [
|
||
0,
|
||
1,
|
||
2,
|
||
3,
|
||
10
|
||
]
|
||
},
|
||
"expected": {
|
||
"g0": 0.002787312459218229,
|
||
"byBalance": [
|
||
{
|
||
"balance": 0,
|
||
"combos": [],
|
||
"selected": [],
|
||
"selectedNet": 0.0,
|
||
"unselected": {
|
||
"p1": {
|
||
"reason": "insufficientBudget",
|
||
"bestCombo": null,
|
||
"bestNet": null
|
||
},
|
||
"p2": {
|
||
"reason": "insufficientBudget",
|
||
"bestCombo": null,
|
||
"bestNet": null
|
||
}
|
||
},
|
||
"fullRule": {
|
||
"selected": [],
|
||
"insufficientBudget": [
|
||
"p1",
|
||
"p2"
|
||
]
|
||
}
|
||
},
|
||
{
|
||
"balance": 1,
|
||
"combos": [],
|
||
"selected": [],
|
||
"selectedNet": 0.0,
|
||
"unselected": {
|
||
"p1": {
|
||
"reason": "insufficientBudget",
|
||
"bestCombo": null,
|
||
"bestNet": null
|
||
},
|
||
"p2": {
|
||
"reason": "insufficientBudget",
|
||
"bestCombo": null,
|
||
"bestNet": null
|
||
}
|
||
},
|
||
"fullRule": {
|
||
"selected": [],
|
||
"insufficientBudget": [
|
||
"p1",
|
||
"p2"
|
||
]
|
||
}
|
||
},
|
||
{
|
||
"balance": 2,
|
||
"combos": [
|
||
{
|
||
"combo": [
|
||
"p1"
|
||
],
|
||
"voi": 0.0005820672232162904,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.0002910336116081452,
|
||
"cost": 0.0004645520765363715,
|
||
"net": -0.0001735184649282263
|
||
},
|
||
{
|
||
"combo": [
|
||
"p2"
|
||
],
|
||
"voi": 0.00020536458175531578,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.00010268229087765789,
|
||
"cost": 0.0004645520765363715,
|
||
"net": -0.0003618697856587136
|
||
}
|
||
],
|
||
"selected": [],
|
||
"selectedNet": 0.0,
|
||
"unselected": {
|
||
"p1": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p1"
|
||
],
|
||
"bestNet": -0.0001735184649282263
|
||
},
|
||
"p2": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p2"
|
||
],
|
||
"bestNet": -0.0003618697856587136
|
||
}
|
||
},
|
||
"fullRule": {
|
||
"selected": [
|
||
"p1"
|
||
],
|
||
"insufficientBudget": [
|
||
"p2"
|
||
]
|
||
}
|
||
},
|
||
{
|
||
"balance": 3,
|
||
"combos": [
|
||
{
|
||
"combo": [
|
||
"p1"
|
||
],
|
||
"voi": 0.0005820672232162904,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.0002910336116081452,
|
||
"cost": 0.0004645520765363715,
|
||
"net": -0.0001735184649282263
|
||
},
|
||
{
|
||
"combo": [
|
||
"p2"
|
||
],
|
||
"voi": 0.00020536458175531578,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.00010268229087765789,
|
||
"cost": 0.0004645520765363715,
|
||
"net": -0.0003618697856587136
|
||
},
|
||
{
|
||
"combo": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"voi": 0.0006313506372333815,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.00031567531861669077,
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||
"cost": 0.0007432833224581943,
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||
"net": -0.00042760800384150356
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||
}
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||
],
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||
"selected": [],
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||
"selectedNet": 0.0,
|
||
"unselected": {
|
||
"p1": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
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||
"p1"
|
||
],
|
||
"bestNet": -0.0001735184649282263
|
||
},
|
||
"p2": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p2"
|
||
],
|
||
"bestNet": -0.0003618697856587136
|
||
}
|
||
},
|
||
"fullRule": {
|
||
"selected": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"insufficientBudget": []
|
||
}
|
||
},
|
||
{
|
||
"balance": 10,
|
||
"combos": [
|
||
{
|
||
"combo": [
|
||
"p1"
|
||
],
|
||
"voi": 0.0005820672232162904,
|
||
"Rhat": 5,
|
||
"mPrime": 1.9375,
|
||
"value": 0.0005638776224907813,
|
||
"cost": 0.0004645520765363715,
|
||
"net": 9.932554595440982e-05
|
||
},
|
||
{
|
||
"combo": [
|
||
"p2"
|
||
],
|
||
"voi": 0.00020536458175531578,
|
||
"Rhat": 5,
|
||
"mPrime": 1.9375,
|
||
"value": 0.00019894693857546217,
|
||
"cost": 0.0004645520765363715,
|
||
"net": -0.00026560513796090933
|
||
},
|
||
{
|
||
"combo": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"voi": 0.0006313506372333815,
|
||
"Rhat": 4,
|
||
"mPrime": 1.875,
|
||
"value": 0.0005918912224062952,
|
||
"cost": 0.0007432833224581943,
|
||
"net": -0.00015139210005189914
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||
}
|
||
],
|
||
"selected": [
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||
"p1"
|
||
],
|
||
"selectedNet": 9.932554595440982e-05,
|
||
"unselected": {
|
||
"p2": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"bestNet": -0.00015139210005189914
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||
}
|
||
},
|
||
"fullRule": {
|
||
"selected": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"insufficientBudget": []
|
||
}
|
||
}
|
||
]
|
||
},
|
||
"note": "余额 0、1 不做消融，各格 reason=insufficientBudget、bestCombo=null；余额 2 只能选单格；余额 3 起可以两格全测（VOI 用一维精确值），部分格用网格。R̂ = ⌈(余额−|S|)/每批上限⌉，m′ = Σ_{j<R̂} 0.5^j，成本 = 2·max(0,ĝ₀)·[(K+|S|)/(K+|S|+1) − K/(K+1)]。unselected 里附“含这一格的可选组合中净值最大的那个”。fullRule = 全测规则（格数超过余额−1 时按编号取前余额−1 格）。"
|
||
},
|
||
{
|
||
"name": "select_r1real",
|
||
"section": "6.7 价值减成本、选格；约定 28–29、文末",
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"model": "r1real",
|
||
"balances": [
|
||
0,
|
||
1,
|
||
2,
|
||
4,
|
||
12
|
||
]
|
||
},
|
||
"expected": {
|
||
"g0": 0.04674518991409349,
|
||
"byBalance": [
|
||
{
|
||
"balance": 0,
|
||
"combos": [],
|
||
"selected": [],
|
||
"selectedNet": 0.0,
|
||
"unselected": {
|
||
"p1": {
|
||
"reason": "insufficientBudget",
|
||
"bestCombo": null,
|
||
"bestNet": null
|
||
},
|
||
"p2": {
|
||
"reason": "insufficientBudget",
|
||
"bestCombo": null,
|
||
"bestNet": null
|
||
},
|
||
"p3": {
|
||
"reason": "insufficientBudget",
|
||
"bestCombo": null,
|
||
"bestNet": null
|
||
}
|
||
},
|
||
"fullRule": {
|
||
"selected": [],
|
||
"insufficientBudget": [
|
||
"p1",
|
||
"p2",
|
||
"p3"
|
||
]
|
||
}
|
||
},
|
||
{
|
||
"balance": 1,
|
||
"combos": [],
|
||
"selected": [],
|
||
"selectedNet": 0.0,
|
||
"unselected": {
|
||
"p1": {
|
||
"reason": "insufficientBudget",
|
||
"bestCombo": null,
|
||
"bestNet": null
|
||
},
|
||
"p2": {
|
||
"reason": "insufficientBudget",
|
||
"bestCombo": null,
|
||
"bestNet": null
|
||
},
|
||
"p3": {
|
||
"reason": "insufficientBudget",
|
||
"bestCombo": null,
|
||
"bestNet": null
|
||
}
|
||
},
|
||
"fullRule": {
|
||
"selected": [],
|
||
"insufficientBudget": [
|
||
"p1",
|
||
"p2",
|
||
"p3"
|
||
]
|
||
}
|
||
},
|
||
{
|
||
"balance": 2,
|
||
"combos": [
|
||
{
|
||
"combo": [
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||
"p1"
|
||
],
|
||
"voi": 0.3932819565009106,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.1966409782504553,
|
||
"cost": 0.007790864985682248,
|
||
"net": 0.18885011326477305
|
||
},
|
||
{
|
||
"combo": [
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||
"p2"
|
||
],
|
||
"voi": 0.04469391965086199,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.022346959825430994,
|
||
"cost": 0.007790864985682248,
|
||
"net": 0.014556094839748745
|
||
},
|
||
{
|
||
"combo": [
|
||
"p3"
|
||
],
|
||
"voi": 0.41273577238295406,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.20636788619147703,
|
||
"cost": 0.007790864985682248,
|
||
"net": 0.1985770212057948
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||
}
|
||
],
|
||
"selected": [
|
||
"p3"
|
||
],
|
||
"selectedNet": 0.1985770212057948,
|
||
"unselected": {
|
||
"p1": {
|
||
"reason": "insufficientBudget",
|
||
"bestCombo": [
|
||
"p1"
|
||
],
|
||
"bestNet": 0.18885011326477305
|
||
},
|
||
"p2": {
|
||
"reason": "insufficientBudget",
|
||
"bestCombo": [
|
||
"p2"
|
||
],
|
||
"bestNet": 0.014556094839748745
|
||
}
|
||
},
|
||
"fullRule": {
|
||
"selected": [
|
||
"p1"
|
||
],
|
||
"insufficientBudget": [
|
||
"p2",
|
||
"p3"
|
||
]
|
||
}
|
||
},
|
||
{
|
||
"balance": 4,
|
||
"combos": [
|
||
{
|
||
"combo": [
|
||
"p1"
|
||
],
|
||
"voi": 0.3932819565009106,
|
||
"Rhat": 2,
|
||
"mPrime": 1.5,
|
||
"value": 0.29496146737568296,
|
||
"cost": 0.007790864985682248,
|
||
"net": 0.2871706023900007
|
||
},
|
||
{
|
||
"combo": [
|
||
"p2"
|
||
],
|
||
"voi": 0.04469391965086199,
|
||
"Rhat": 2,
|
||
"mPrime": 1.5,
|
||
"value": 0.03352043973814649,
|
||
"cost": 0.007790864985682248,
|
||
"net": 0.02572957475246424
|
||
},
|
||
{
|
||
"combo": [
|
||
"p3"
|
||
],
|
||
"voi": 0.41273577238295406,
|
||
"Rhat": 2,
|
||
"mPrime": 1.5,
|
||
"value": 0.30955182928721553,
|
||
"cost": 0.007790864985682248,
|
||
"net": 0.30176096430153326
|
||
},
|
||
{
|
||
"combo": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"voi": 0.40801451007605366,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.20400725503802683,
|
||
"cost": 0.012465383977091597,
|
||
"net": 0.19154187106093523
|
||
},
|
||
{
|
||
"combo": [
|
||
"p1",
|
||
"p3"
|
||
],
|
||
"voi": 0.6745232756112371,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.3372616378056186,
|
||
"cost": 0.012465383977091597,
|
||
"net": 0.324796253828527
|
||
},
|
||
{
|
||
"combo": [
|
||
"p2",
|
||
"p3"
|
||
],
|
||
"voi": 0.43115260873837397,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.21557630436918698,
|
||
"cost": 0.012465383977091597,
|
||
"net": 0.20311092039209538
|
||
},
|
||
{
|
||
"combo": [
|
||
"p1",
|
||
"p2",
|
||
"p3"
|
||
],
|
||
"voi": 0.6768856765570694,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.3384428382785347,
|
||
"cost": 0.015581729971364497,
|
||
"net": 0.32286110830717024
|
||
}
|
||
],
|
||
"selected": [
|
||
"p1",
|
||
"p3"
|
||
],
|
||
"selectedNet": 0.324796253828527,
|
||
"unselected": {
|
||
"p2": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p1",
|
||
"p2",
|
||
"p3"
|
||
],
|
||
"bestNet": 0.32286110830717024
|
||
}
|
||
},
|
||
"fullRule": {
|
||
"selected": [
|
||
"p1",
|
||
"p2",
|
||
"p3"
|
||
],
|
||
"insufficientBudget": []
|
||
}
|
||
},
|
||
{
|
||
"balance": 12,
|
||
"combos": [
|
||
{
|
||
"combo": [
|
||
"p1"
|
||
],
|
||
"voi": 0.3932819565009106,
|
||
"Rhat": 6,
|
||
"mPrime": 1.96875,
|
||
"value": 0.38713692593058385,
|
||
"cost": 0.007790864985682248,
|
||
"net": 0.3793460609449016
|
||
},
|
||
{
|
||
"combo": [
|
||
"p2"
|
||
],
|
||
"voi": 0.04469391965086199,
|
||
"Rhat": 6,
|
||
"mPrime": 1.96875,
|
||
"value": 0.04399557715631727,
|
||
"cost": 0.007790864985682248,
|
||
"net": 0.03620471217063503
|
||
},
|
||
{
|
||
"combo": [
|
||
"p3"
|
||
],
|
||
"voi": 0.41273577238295406,
|
||
"Rhat": 6,
|
||
"mPrime": 1.96875,
|
||
"value": 0.4062867759394704,
|
||
"cost": 0.007790864985682248,
|
||
"net": 0.3984959109537881
|
||
},
|
||
{
|
||
"combo": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"voi": 0.40801451007605366,
|
||
"Rhat": 5,
|
||
"mPrime": 1.9375,
|
||
"value": 0.395264056636177,
|
||
"cost": 0.012465383977091597,
|
||
"net": 0.3827986726590854
|
||
},
|
||
{
|
||
"combo": [
|
||
"p1",
|
||
"p3"
|
||
],
|
||
"voi": 0.6745232756112371,
|
||
"Rhat": 5,
|
||
"mPrime": 1.9375,
|
||
"value": 0.653444423248386,
|
||
"cost": 0.012465383977091597,
|
||
"net": 0.6409790392712944
|
||
},
|
||
{
|
||
"combo": [
|
||
"p2",
|
||
"p3"
|
||
],
|
||
"voi": 0.43115260873837397,
|
||
"Rhat": 5,
|
||
"mPrime": 1.9375,
|
||
"value": 0.41767908971529977,
|
||
"cost": 0.012465383977091597,
|
||
"net": 0.4052137057382082
|
||
},
|
||
{
|
||
"combo": [
|
||
"p1",
|
||
"p2",
|
||
"p3"
|
||
],
|
||
"voi": 0.6768856765570694,
|
||
"Rhat": 5,
|
||
"mPrime": 1.9375,
|
||
"value": 0.655732999164661,
|
||
"cost": 0.015581729971364497,
|
||
"net": 0.6401512691932965
|
||
}
|
||
],
|
||
"selected": [
|
||
"p1",
|
||
"p3"
|
||
],
|
||
"selectedNet": 0.6409790392712944,
|
||
"unselected": {
|
||
"p2": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p1",
|
||
"p2",
|
||
"p3"
|
||
],
|
||
"bestNet": 0.6401512691932965
|
||
}
|
||
},
|
||
"fullRule": {
|
||
"selected": [
|
||
"p1",
|
||
"p2",
|
||
"p3"
|
||
],
|
||
"insufficientBudget": []
|
||
}
|
||
}
|
||
]
|
||
},
|
||
"note": "真实第 1 轮三格。余额 4 时可选到三格全测；12 时 R̂ 更大、价值更高。"
|
||
},
|
||
{
|
||
"name": "select_minimize",
|
||
"section": "6.7 价值减成本、选格；约定 28–29、文末",
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"model": "minimize",
|
||
"balances": [
|
||
2,
|
||
3,
|
||
6
|
||
]
|
||
},
|
||
"expected": {
|
||
"g0": 0.009894999999999982,
|
||
"byBalance": [
|
||
{
|
||
"balance": 2,
|
||
"combos": [
|
||
{
|
||
"combo": [
|
||
"p1"
|
||
],
|
||
"voi": 0.0029590833333333205,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.0014795416666666603,
|
||
"cost": 0.0016491666666666636,
|
||
"net": -0.00016962500000000332
|
||
},
|
||
{
|
||
"combo": [
|
||
"p2"
|
||
],
|
||
"voi": 0.0026489437499999935,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.0013244718749999967,
|
||
"cost": 0.0016491666666666636,
|
||
"net": -0.00032469479166666684
|
||
}
|
||
],
|
||
"selected": [],
|
||
"selectedNet": 0.0,
|
||
"unselected": {
|
||
"p1": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p1"
|
||
],
|
||
"bestNet": -0.00016962500000000332
|
||
},
|
||
"p2": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p2"
|
||
],
|
||
"bestNet": -0.00032469479166666684
|
||
}
|
||
},
|
||
"fullRule": {
|
||
"selected": [
|
||
"p1"
|
||
],
|
||
"insufficientBudget": [
|
||
"p2"
|
||
]
|
||
}
|
||
},
|
||
{
|
||
"balance": 3,
|
||
"combos": [
|
||
{
|
||
"combo": [
|
||
"p1"
|
||
],
|
||
"voi": 0.0029590833333333205,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.0014795416666666603,
|
||
"cost": 0.0016491666666666636,
|
||
"net": -0.00016962500000000332
|
||
},
|
||
{
|
||
"combo": [
|
||
"p2"
|
||
],
|
||
"voi": 0.0026489437499999935,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.0013244718749999967,
|
||
"cost": 0.0016491666666666636,
|
||
"net": -0.00032469479166666684
|
||
},
|
||
{
|
||
"combo": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"voi": 0.003645968749999993,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.0018229843749999965,
|
||
"cost": 0.0026386666666666616,
|
||
"net": -0.0008156822916666651
|
||
}
|
||
],
|
||
"selected": [],
|
||
"selectedNet": 0.0,
|
||
"unselected": {
|
||
"p1": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p1"
|
||
],
|
||
"bestNet": -0.00016962500000000332
|
||
},
|
||
"p2": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p2"
|
||
],
|
||
"bestNet": -0.00032469479166666684
|
||
}
|
||
},
|
||
"fullRule": {
|
||
"selected": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"insufficientBudget": []
|
||
}
|
||
},
|
||
{
|
||
"balance": 6,
|
||
"combos": [
|
||
{
|
||
"combo": [
|
||
"p1"
|
||
],
|
||
"voi": 0.0029590833333333205,
|
||
"Rhat": 3,
|
||
"mPrime": 1.75,
|
||
"value": 0.0025891979166666555,
|
||
"cost": 0.0016491666666666636,
|
||
"net": 0.0009400312499999919
|
||
},
|
||
{
|
||
"combo": [
|
||
"p2"
|
||
],
|
||
"voi": 0.0026489437499999935,
|
||
"Rhat": 3,
|
||
"mPrime": 1.75,
|
||
"value": 0.0023178257812499943,
|
||
"cost": 0.0016491666666666636,
|
||
"net": 0.0006686591145833307
|
||
},
|
||
{
|
||
"combo": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"voi": 0.003645968749999993,
|
||
"Rhat": 2,
|
||
"mPrime": 1.5,
|
||
"value": 0.002734476562499995,
|
||
"cost": 0.0026386666666666616,
|
||
"net": 9.580989583333338e-05
|
||
}
|
||
],
|
||
"selected": [
|
||
"p1"
|
||
],
|
||
"selectedNet": 0.0009400312499999919,
|
||
"unselected": {
|
||
"p2": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p2"
|
||
],
|
||
"bestNet": 0.0006686591145833307
|
||
}
|
||
},
|
||
"fullRule": {
|
||
"selected": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"insufficientBudget": []
|
||
}
|
||
}
|
||
]
|
||
},
|
||
"note": "越小越好的合成例。"
|
||
},
|
||
{
|
||
"name": "select_negativeG0",
|
||
"section": "6.7 价值减成本、选格；约定 28–29、文末",
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"model": "negativeG0",
|
||
"balances": [
|
||
3,
|
||
5
|
||
]
|
||
},
|
||
"expected": {
|
||
"g0": -0.05697500000000005,
|
||
"byBalance": [
|
||
{
|
||
"balance": 3,
|
||
"combos": [
|
||
{
|
||
"combo": [
|
||
"p1"
|
||
],
|
||
"voi": 0.023196666666666692,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.011598333333333346,
|
||
"cost": 0.0,
|
||
"net": 0.011598333333333346
|
||
},
|
||
{
|
||
"combo": [
|
||
"p2"
|
||
],
|
||
"voi": 0.029396450892857223,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.014698225446428612,
|
||
"cost": 0.0,
|
||
"net": 0.014698225446428612
|
||
},
|
||
{
|
||
"combo": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"voi": 0.049642821428571494,
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.024821410714285747,
|
||
"cost": 0.0,
|
||
"net": 0.024821410714285747
|
||
}
|
||
],
|
||
"selected": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"selectedNet": 0.024821410714285747,
|
||
"unselected": {},
|
||
"fullRule": {
|
||
"selected": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"insufficientBudget": []
|
||
}
|
||
},
|
||
{
|
||
"balance": 5,
|
||
"combos": [
|
||
{
|
||
"combo": [
|
||
"p1"
|
||
],
|
||
"voi": 0.023196666666666692,
|
||
"Rhat": 2,
|
||
"mPrime": 1.5,
|
||
"value": 0.017397500000000017,
|
||
"cost": 0.0,
|
||
"net": 0.017397500000000017
|
||
},
|
||
{
|
||
"combo": [
|
||
"p2"
|
||
],
|
||
"voi": 0.029396450892857223,
|
||
"Rhat": 2,
|
||
"mPrime": 1.5,
|
||
"value": 0.022047338169642917,
|
||
"cost": 0.0,
|
||
"net": 0.022047338169642917
|
||
},
|
||
{
|
||
"combo": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"voi": 0.049642821428571494,
|
||
"Rhat": 2,
|
||
"mPrime": 1.5,
|
||
"value": 0.03723211607142862,
|
||
"cost": 0.0,
|
||
"net": 0.03723211607142862
|
||
}
|
||
],
|
||
"selected": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"selectedNet": 0.03723211607142862,
|
||
"unselected": {},
|
||
"fullRule": {
|
||
"selected": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"insufficientBudget": []
|
||
}
|
||
}
|
||
]
|
||
},
|
||
"note": "ĝ₀ < 0（各因子事前期望收益都为负）：g0 照记原始负值，成本 = 2·max(0, ĝ₀)·[…] = 0，净值 = 价值。"
|
||
},
|
||
{
|
||
"name": "value_cost_pure",
|
||
"section": "6.7 价值减成本；约定 28",
|
||
"params": {
|
||
"u": 0.5,
|
||
"r": 0.5
|
||
},
|
||
"input": {
|
||
"cases": [
|
||
{
|
||
"balance": 5,
|
||
"size": 1,
|
||
"batchCap": 2,
|
||
"g0": 0.01,
|
||
"voi": 0.004
|
||
},
|
||
{
|
||
"balance": 13,
|
||
"size": 2,
|
||
"batchCap": 2,
|
||
"g0": 0.01,
|
||
"voi": 0.004
|
||
},
|
||
{
|
||
"balance": 3,
|
||
"size": 3,
|
||
"batchCap": 2,
|
||
"g0": 0.01,
|
||
"voi": 0.004
|
||
},
|
||
{
|
||
"balance": 4,
|
||
"size": 1,
|
||
"batchCap": 3,
|
||
"g0": 0.02,
|
||
"voi": 0.01
|
||
},
|
||
{
|
||
"balance": 6,
|
||
"size": 2,
|
||
"batchCap": 2,
|
||
"g0": -0.005,
|
||
"voi": 0.003
|
||
}
|
||
]
|
||
},
|
||
"expected": {
|
||
"cases": [
|
||
{
|
||
"Rhat": 2,
|
||
"mPrime": 1.5,
|
||
"value": 0.003,
|
||
"cost": 0.0016666666666666668,
|
||
"net": 0.0013333333333333333
|
||
},
|
||
{
|
||
"Rhat": 6,
|
||
"mPrime": 1.96875,
|
||
"value": 0.0039375,
|
||
"cost": 0.0026666666666666666,
|
||
"net": 0.0012708333333333335
|
||
},
|
||
{
|
||
"Rhat": 0,
|
||
"mPrime": 0.0,
|
||
"value": 0.0,
|
||
"cost": 0.0033333333333333335,
|
||
"net": -0.0033333333333333335
|
||
},
|
||
{
|
||
"Rhat": 1,
|
||
"mPrime": 1.0,
|
||
"value": 0.005,
|
||
"cost": 0.002,
|
||
"net": 0.003
|
||
},
|
||
{
|
||
"Rhat": 2,
|
||
"mPrime": 1.5,
|
||
"value": 0.0022500000000000003,
|
||
"cost": 0.0,
|
||
"net": 0.0022500000000000003
|
||
}
|
||
]
|
||
},
|
||
"note": "R̂ = ⌈(余额−|S|)/每批上限⌉，余额−|S| = 0 时 R̂ = 0、m′ = 0；m′ = Σ_{j<R̂} r^j；成本 = 2·max(0,ĝ₀)·[(K+|S|)/(K+|S|+1) − K/(K+1)]，ĝ₀ < 0 时成本 0。例：余额 13、|S| 2、K 2 → R̂ 6、m′ 1.96875。"
|
||
},
|
||
{
|
||
"name": "select_pure_net_at_tolerance",
|
||
"section": "6.7 选格第 2–3 条；约定 29",
|
||
"params": {
|
||
"tolerance": 1e-12
|
||
},
|
||
"input": {
|
||
"cells": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"balance": 3,
|
||
"nets": {
|
||
"p1": 1e-12,
|
||
"p2": 9e-13,
|
||
"p1,p2": 1e-12
|
||
}
|
||
},
|
||
"expected": {
|
||
"selected": [],
|
||
"selectedNet": 0.0,
|
||
"unselected": {
|
||
"p1": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p1"
|
||
],
|
||
"bestNet": 1e-12
|
||
},
|
||
"p2": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p2"
|
||
],
|
||
"bestNet": 9e-13
|
||
}
|
||
}
|
||
},
|
||
"note": "净值都不大于 1e-12：一格都不测；各格 notWorthCost，附各自含它的最大净值组合（同一条规则：差不到 1e-12 视为相同，先取格数少的）。p2 的附带组合曾是 {p1,p2}（1e-12，按“严格更大才替换”）；改后 {p2}（0.9e-12）与它差不到 1e-12，格数少，取 {p2}。"
|
||
},
|
||
{
|
||
"name": "select_pure_just_above_tolerance",
|
||
"section": "6.7 选格第 2–3 条；约定 29",
|
||
"params": {
|
||
"tolerance": 1e-12
|
||
},
|
||
"input": {
|
||
"cells": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"balance": 3,
|
||
"nets": {
|
||
"p1": 2.5e-12,
|
||
"p2": 1e-12,
|
||
"p1,p2": 3e-12
|
||
}
|
||
},
|
||
"expected": {
|
||
"selected": [
|
||
"p1"
|
||
],
|
||
"selectedNet": 2.5e-12,
|
||
"unselected": {
|
||
"p2": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"bestNet": 3e-12
|
||
}
|
||
}
|
||
},
|
||
"note": "p1 = 2.5e-12 > 1e-12，入选；{p1,p2} = 3.0e-12 只比当前最好多 0.5e-12（不超过 1e-12），视为相同，保留格数少的 p1。"
|
||
},
|
||
{
|
||
"name": "select_pure_tie_chain",
|
||
"section": "6.7 选格第 2–3 条；约定 29",
|
||
"params": {
|
||
"tolerance": 1e-12
|
||
},
|
||
"input": {
|
||
"cells": [
|
||
"p1",
|
||
"p2",
|
||
"p3"
|
||
],
|
||
"balance": 4,
|
||
"nets": {
|
||
"p1": 0.01,
|
||
"p2": 0.010000000000800001,
|
||
"p3": 0.0100000000016,
|
||
"p1,p2": 0.0,
|
||
"p1,p3": 0.0,
|
||
"p2,p3": 0.0,
|
||
"p1,p2,p3": -1.0
|
||
}
|
||
},
|
||
"expected": {
|
||
"selected": [
|
||
"p2"
|
||
],
|
||
"selectedNet": 0.010000000000800001,
|
||
"unselected": {
|
||
"p1": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p1"
|
||
],
|
||
"bestNet": 0.01
|
||
},
|
||
"p3": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p3"
|
||
],
|
||
"bestNet": 0.0100000000016
|
||
}
|
||
}
|
||
},
|
||
"note": "最大净值 M = p3 = 0.01+1.6e-12；净值 ≥ M − 1e-12 的 p2、p3 视为相同，同格数按编号取小的 p2。（预期值曾按“逐个扫描、比当前最好多 1e-12 才替换”的接力写法选 p3；审阅指出方法 6.7 是先求最大净值、再在差不到 1e-12 的组合里按格数和编号挑，改后选 p2。）"
|
||
},
|
||
{
|
||
"name": "select_pure_filter_before_max",
|
||
"section": "6.7 选格第 2–3 条；约定 29",
|
||
"params": {
|
||
"tolerance": 1e-12
|
||
},
|
||
"input": {
|
||
"cells": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"balance": 3,
|
||
"nets": {
|
||
"p1": 6e-13,
|
||
"p2": -1.0,
|
||
"p1,p2": 1.5e-12
|
||
}
|
||
},
|
||
"expected": {
|
||
"selected": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"selectedNet": 1.5e-12,
|
||
"unselected": {}
|
||
},
|
||
"note": "第二轮审阅的反例：先只留净值 > 1e-12 的组合（只剩 {p1,p2}），再在其中求最大值和容差窗口，选 {p1,p2}。若先在全部组合里求 M = 1.5e-12、窗口 ≥ 0.5e-12，{p1}（0.6e-12）会因格数少被选中，而它的净值并不 > 1e-12。p1、p2 都被选中，没有没测的格。"
|
||
},
|
||
{
|
||
"name": "select_pure_tolerance_relay",
|
||
"section": "6.7 选格第 2–3 条；约定 29",
|
||
"params": {
|
||
"tolerance": 1e-12
|
||
},
|
||
"input": {
|
||
"cells": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"balance": 3,
|
||
"nets": {
|
||
"p1": 1.0,
|
||
"p2": 1.0000000000009,
|
||
"p1,p2": 1.0000000000018
|
||
}
|
||
},
|
||
"expected": {
|
||
"selected": [
|
||
"p2"
|
||
],
|
||
"selectedNet": 1.0000000000009,
|
||
"unselected": {
|
||
"p1": {
|
||
"reason": "notWorthCost",
|
||
"bestCombo": [
|
||
"p1",
|
||
"p2"
|
||
],
|
||
"bestNet": 1.0000000000018
|
||
}
|
||
}
|
||
},
|
||
"note": "审阅给的接力反例：M = {p1,p2} = 1+1.8e-12，窗口 ≥ 1+0.8e-12 内有 {p2} 和 {p1,p2}，先取格数少的 {p2}。接力写法会因 {p2} 比 {p1} 只多 0.9e-12 不替换、{p1,p2} 比 {p1} 多 1.8e-12 替换而选 {p1,p2}。p1 没选中，含它的组合 {p1}、{p1,p2} 里同样按这条挑：M = 1+1.8e-12，窗口内只有 {p1,p2}。"
|
||
},
|
||
{
|
||
"name": "select_pure_budget_reason",
|
||
"section": "6.7 选格第 2–3 条；约定 29",
|
||
"params": {
|
||
"tolerance": 1e-12
|
||
},
|
||
"input": {
|
||
"cells": [
|
||
"p1",
|
||
"p2",
|
||
"p3"
|
||
],
|
||
"balance": 2,
|
||
"nets": {
|
||
"p1": 0.002,
|
||
"p2": 0.003,
|
||
"p3": -0.001
|
||
}
|
||
},
|
||
"expected": {
|
||
"selected": [
|
||
"p2"
|
||
],
|
||
"selectedNet": 0.003,
|
||
"unselected": {
|
||
"p1": {
|
||
"reason": "insufficientBudget",
|
||
"bestCombo": [
|
||
"p1"
|
||
],
|
||
"bestNet": 0.002
|
||
},
|
||
"p3": {
|
||
"reason": "insufficientBudget",
|
||
"bestCombo": [
|
||
"p3"
|
||
],
|
||
"bestNet": -0.001
|
||
}
|
||
}
|
||
},
|
||
"note": "余额 2 只能测 1 格：选 p2；p1、p3 再加进来就超过余额−1，reason = insufficientBudget。"
|
||
},
|
||
{
|
||
"name": "bet_calc15_all_valid",
|
||
"section": "6.8；约定 30",
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"model": "calc15",
|
||
"outcomes": {
|
||
"p1": {
|
||
"kind": "valid",
|
||
"value": 2.5989997592071172
|
||
},
|
||
"p2": {
|
||
"kind": "valid",
|
||
"value": 1.7602769492805097
|
||
}
|
||
}
|
||
},
|
||
"expected": {
|
||
"weightsUpdated": true,
|
||
"weights": {
|
||
"e1": 0.0,
|
||
"e2": 0.08322400974382729,
|
||
"e3": 0.049538101037992416,
|
||
"e4": 0.14121721110377944,
|
||
"e5": 0.04876406820927372,
|
||
"e6": 0.0,
|
||
"e7": 0.0,
|
||
"e8": 0.6241800730787067,
|
||
"e9": 0.0,
|
||
"reserve": 0.053076536826420426
|
||
},
|
||
"payoffs": {
|
||
"p1": 0.00012584380890054235,
|
||
"p2": 0.0038057570153346588
|
||
},
|
||
"picked": "p2",
|
||
"predictedGain": 0.0038057570153346588,
|
||
"status": "bet",
|
||
"negativeFactors": []
|
||
},
|
||
"note": "两格都有效：收益用实测换算，押 p2。weights 是按两格密度更新后的成分权重（只用于没有有效分数的格，这里只是记录）。"
|
||
},
|
||
{
|
||
"name": "bet_calc15_p2_insufficient",
|
||
"section": "6.8；约定 30",
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"model": "calc15",
|
||
"outcomes": {
|
||
"p1": {
|
||
"kind": "valid",
|
||
"value": 2.5989997592071172
|
||
},
|
||
"p2": {
|
||
"kind": "insufficient"
|
||
}
|
||
}
|
||
},
|
||
"expected": {
|
||
"weightsUpdated": true,
|
||
"weights": {
|
||
"e1": 0.0,
|
||
"e2": 0.11797115540431034,
|
||
"e3": 0.08426511100307879,
|
||
"e4": 0.22686760654675084,
|
||
"e5": 0.07373197212769395,
|
||
"e6": 0.0,
|
||
"e7": 0.11797115540431034,
|
||
"e8": 0.2949278885107769,
|
||
"e9": 0.0,
|
||
"reserve": 0.08426511100307882
|
||
},
|
||
"payoffs": {
|
||
"p1": 0.00012584380890054235,
|
||
"p2": 0.002893886609905632
|
||
},
|
||
"picked": "p2",
|
||
"predictedGain": 0.002893886609905632,
|
||
"status": "bet",
|
||
"negativeFactors": []
|
||
},
|
||
"note": "p2 证据不足：权重 ∝ 起始权重 × 各成分在 p1 实测处的密度，再用新权重估 p2 的期望收益。"
|
||
},
|
||
{
|
||
"name": "bet_calc15_joint_ignored",
|
||
"section": "6.8；约定 30",
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"model": "calc15",
|
||
"outcomes": {
|
||
"p1": {
|
||
"kind": "valid",
|
||
"value": 2.5989997592071172
|
||
},
|
||
"p2": {
|
||
"kind": "joint",
|
||
"value": 1.76
|
||
}
|
||
}
|
||
},
|
||
"expected": {
|
||
"weightsUpdated": true,
|
||
"weights": {
|
||
"e1": 0.0,
|
||
"e2": 0.11797115540431034,
|
||
"e3": 0.08426511100307879,
|
||
"e4": 0.22686760654675084,
|
||
"e5": 0.07373197212769395,
|
||
"e6": 0.0,
|
||
"e7": 0.11797115540431034,
|
||
"e8": 0.2949278885107769,
|
||
"e9": 0.0,
|
||
"reserve": 0.08426511100307882
|
||
},
|
||
"payoffs": {
|
||
"p1": 0.00012584380890054235,
|
||
"p2": 0.002893886609905632
|
||
},
|
||
"picked": "p2",
|
||
"predictedGain": 0.002893886609905632,
|
||
"status": "bet",
|
||
"negativeFactors": []
|
||
},
|
||
"note": "p2 是一起关，它的分数不参与权重更新，也不当实测用；结果应与 p2 证据不足那一例完全相同。"
|
||
},
|
||
{
|
||
"name": "bet_r1_negative_support",
|
||
"section": "6.8；约定 30",
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"model": "r1real",
|
||
"outcomes": {
|
||
"p1": {
|
||
"kind": "valid",
|
||
"value": 2.250011787062861
|
||
},
|
||
"p2": {
|
||
"kind": "valid",
|
||
"value": 1.9535929459502979
|
||
},
|
||
"p3": {
|
||
"kind": "valid",
|
||
"value": 2.4389662413796342
|
||
}
|
||
}
|
||
},
|
||
"expected": {
|
||
"weightsUpdated": false,
|
||
"weights": {
|
||
"r1-e1-1": 0.15,
|
||
"r1-e1-2": 0.15,
|
||
"r1-e2-1": 0.15,
|
||
"r1-e2-2": 0.15,
|
||
"r1-e3-1": 0.15,
|
||
"r1-e3-2": 0.15,
|
||
"reserve": 0.1
|
||
},
|
||
"payoffs": {
|
||
"p1": -1.276678124040195,
|
||
"p2": -0.7343851045388742,
|
||
"p3": -1.6223669513598986
|
||
},
|
||
"picked": "p2",
|
||
"predictedGain": -0.7343851045388742,
|
||
"status": "noBetNegativeSupport",
|
||
"negativeFactors": [
|
||
{
|
||
"factor": "p1",
|
||
"offBetterBy": 0.697835738969592
|
||
},
|
||
{
|
||
"factor": "p2",
|
||
"offBetterBy": 0.40141689785702894
|
||
},
|
||
{
|
||
"factor": "p3",
|
||
"offBetterBy": 0.8867901932863653
|
||
}
|
||
]
|
||
},
|
||
"note": "三格撑都 < 0：不押，negativeFactors 记“关掉反而更好”的分数（x − 完整，按方向，正数）。挑出的因子与预测收益照记。另外：p2 实测 1.9536 落在 p2 所有成分（含预留 [1.06,1.94]）之外，各成分在三格密度连乘全为 0，权重无从更新、保持起始权重（weightsUpdated=false）——真实数据里就出现了这种情况。"
|
||
},
|
||
{
|
||
"name": "bet_gain_not_positive",
|
||
"section": "6.8；约定 30",
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"model": "gainNotPositive",
|
||
"outcomes": {
|
||
"p1": {
|
||
"kind": "valid",
|
||
"value": 2.0
|
||
},
|
||
"p2": {
|
||
"kind": "untested"
|
||
}
|
||
}
|
||
},
|
||
"expected": {
|
||
"weightsUpdated": true,
|
||
"weights": {
|
||
"e1": 0.325791855203619,
|
||
"e2": 0.6515837104072408,
|
||
"reserve": 0.02262443438914021
|
||
},
|
||
"payoffs": {
|
||
"p1": 0.0,
|
||
"p2": -0.16685520361990938
|
||
},
|
||
"picked": "p1",
|
||
"predictedGain": 0.0,
|
||
"status": "noBetNonPositiveGain",
|
||
"negativeFactors": []
|
||
},
|
||
"note": "p1 实测正好等于完整，收益 0（撑 0，不是负）；p2 各成分都预计关掉更好，估计收益为负。最大收益 0 ≤ 0，不押。"
|
||
},
|
||
{
|
||
"name": "bet_weights_not_updatable",
|
||
"section": "6.8；约定 30",
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"model": "gainNotPositive",
|
||
"outcomes": {
|
||
"p1": {
|
||
"kind": "valid",
|
||
"value": -5.0
|
||
},
|
||
"p2": {
|
||
"kind": "untested"
|
||
}
|
||
}
|
||
},
|
||
"expected": {
|
||
"weightsUpdated": false,
|
||
"weights": {
|
||
"e1": 0.45,
|
||
"e2": 0.45,
|
||
"reserve": 0.1
|
||
},
|
||
"payoffs": {
|
||
"p1": 7.0,
|
||
"p2": -0.17499999999999993
|
||
},
|
||
"picked": "p1",
|
||
"predictedGain": 7.0,
|
||
"status": "bet",
|
||
"negativeFactors": []
|
||
},
|
||
"note": "p1 实测 −5 落在所有成分（含预留）之外，密度全为 0，权重无从更新：保持起始权重，weightsUpdated=false。"
|
||
},
|
||
{
|
||
"name": "bet_minimize",
|
||
"section": "6.8；约定 30",
|
||
"params": {
|
||
"eps": 0.01,
|
||
"lambda": 0.1,
|
||
"u": 0.5,
|
||
"r": 0.5,
|
||
"batchCap": 2
|
||
},
|
||
"input": {
|
||
"model": "minimize",
|
||
"outcomes": {
|
||
"p1": {
|
||
"kind": "valid",
|
||
"value": 0.372
|
||
},
|
||
"p2": {
|
||
"kind": "cannotRun"
|
||
}
|
||
}
|
||
},
|
||
"expected": {
|
||
"weightsUpdated": true,
|
||
"weights": {
|
||
"e1": 0.19424460431654675,
|
||
"e2": 0.0,
|
||
"e3": 0.776978417266187,
|
||
"reserve": 0.02877697841726619
|
||
},
|
||
"payoffs": {
|
||
"p1": 0.008799999999999983,
|
||
"p2": 0.006328057553956823
|
||
},
|
||
"picked": "p1",
|
||
"predictedGain": 0.008799999999999983,
|
||
"status": "bet",
|
||
"negativeFactors": []
|
||
},
|
||
"note": "越小越好：收益 = h·(x − 完整)/G，h = max(完整 − K*, ε/100) = 0.02。"
|
||
}
|
||
]
|
||
}
|