| {"task_id": "CALC-ev_bridge-001", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某公司未来十二个月 EBITDA 为 9.0 亿元，适用 EV/EBITDA 倍数为 7.5 倍；有息债务 3.4 亿元、少数股东权益 0.6 亿元、优先股 0.25 亿元、现金 1.4 亿元，流通股 2.1 亿股。去年收入 46 亿元仅供背景。请倒推出每股权益价值，单位元/股，保留两位小数。", "topic_category": "valuation", "difficulty": "easy", "step_count": 2, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某公司未来十二个月 EBITDA 为 9.0 亿元，适用 EV/EBITDA 倍数为 7.5 倍；有息债务 3.4 亿元、少数股东权益 0.6 亿元、优先股 0.25 亿元、现金 1.4 亿元，流通股 2.1 亿股。去年收入 46 亿元仅供背景。请倒推出每股权益价值，单位元/股，保留两位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 30.79, "correct_formula": "ev_bridge", "answer_unit": "CNY/share", "reference_steps": [{"name": "enterprise_value", "value": 67.5}, {"name": "equity_value", "value": 64.65}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "ev_bridge", "formula_instance": 0, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-ev_bridge-002", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某公司未来十二个月 EBITDA 为 10.0 亿元，适用 EV/EBITDA 倍数为 8.0 倍；有息债务 3.8 亿元、少数股东权益 0.7 亿元、优先股 0.30 亿元、现金 1.6 亿元，流通股 2.2 亿股。去年收入 46 亿元仅供背景。请倒推出每股权益价值，单位元/股，保留两位小数。", "topic_category": "valuation", "difficulty": "easy", "step_count": 2, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某公司未来十二个月 EBITDA 为 10.0 亿元，适用 EV/EBITDA 倍数为 8.0 倍；有息债务 3.8 亿元、少数股东权益 0.7 亿元、优先股 0.30 亿元、现金 1.6 亿元，流通股 2.2 亿股。去年收入 46 亿元仅供背景。请倒推出每股权益价值，单位元/股，保留两位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 34.91, "correct_formula": "ev_bridge", "answer_unit": "CNY/share", "reference_steps": [{"name": "enterprise_value", "value": 80.0}, {"name": "equity_value", "value": 76.8}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "ev_bridge", "formula_instance": 1, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-ev_bridge-003", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某公司未来十二个月 EBITDA 为 11.0 亿元，适用 EV/EBITDA 倍数为 8.5 倍；有息债务 4.2 亿元、少数股东权益 0.8 亿元、优先股 0.35 亿元、现金 1.8 亿元，流通股 2.3 亿股。去年收入 46 亿元仅供背景。请倒推出每股权益价值，单位元/股，保留两位小数。", "topic_category": "valuation", "difficulty": "easy", "step_count": 2, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某公司未来十二个月 EBITDA 为 11.0 亿元，适用 EV/EBITDA 倍数为 8.5 倍；有息债务 4.2 亿元、少数股东权益 0.8 亿元、优先股 0.35 亿元、现金 1.8 亿元，流通股 2.3 亿股。去年收入 46 亿元仅供背景。请倒推出每股权益价值，单位元/股，保留两位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 39.11, "correct_formula": "ev_bridge", "answer_unit": "CNY/share", "reference_steps": [{"name": "enterprise_value", "value": 93.5}, {"name": "equity_value", "value": 89.95}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "ev_bridge", "formula_instance": 2, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-sharpe_monthly-001", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某策略月均收益率为 0.95%，月收益率标准差为 2.60%，年化无风险利率为 2.25%。样本共有 48 个月（该数字不参与计算）。假定各月独立，按算术均值乘12、波动率乘√12进行年化，计算年化 Sharpe Ratio，保留四位小数。", "topic_category": "portfolio", "difficulty": "easy", "step_count": 2, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某策略月均收益率为 0.95%，月收益率标准差为 2.60%，年化无风险利率为 2.25%。样本共有 48 个月（该数字不参与计算）。假定各月独立，按算术均值乘12、波动率乘√12进行年化，计算年化 Sharpe Ratio，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 1.0159, "correct_formula": "sharpe_monthly", "answer_unit": "ratio", "reference_steps": [{"name": "annualized_return_pct", "value": 11.4}, {"name": "annualized_volatility_pct", "value": 9.006664}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "sharpe_monthly", "formula_instance": 0, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-sharpe_monthly-002", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某策略月均收益率为 1.10%，月收益率标准差为 2.80%，年化无风险利率为 2.50%。样本共有 48 个月（该数字不参与计算）。假定各月独立，按算术均值乘12、波动率乘√12进行年化，计算年化 Sharpe Ratio，保留四位小数。", "topic_category": "portfolio", "difficulty": "easy", "step_count": 2, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某策略月均收益率为 1.10%，月收益率标准差为 2.80%，年化无风险利率为 2.50%。样本共有 48 个月（该数字不参与计算）。假定各月独立，按算术均值乘12、波动率乘√12进行年化，计算年化 Sharpe Ratio，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 1.1032, "correct_formula": "sharpe_monthly", "answer_unit": "ratio", "reference_steps": [{"name": "annualized_return_pct", "value": 13.2}, {"name": "annualized_volatility_pct", "value": 9.699485}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "sharpe_monthly", "formula_instance": 1, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-sharpe_monthly-003", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某策略月均收益率为 1.25%，月收益率标准差为 3.00%，年化无风险利率为 2.75%。样本共有 48 个月（该数字不参与计算）。假定各月独立，按算术均值乘12、波动率乘√12进行年化，计算年化 Sharpe Ratio，保留四位小数。", "topic_category": "portfolio", "difficulty": "easy", "step_count": 2, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某策略月均收益率为 1.25%，月收益率标准差为 3.00%，年化无风险利率为 2.75%。样本共有 48 个月（该数字不参与计算）。假定各月独立，按算术均值乘12、波动率乘√12进行年化，计算年化 Sharpe Ratio，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 1.1788, "correct_formula": "sharpe_monthly", "answer_unit": "ratio", "reference_steps": [{"name": "annualized_return_pct", "value": 15.0}, {"name": "annualized_volatility_pct", "value": 10.392305}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "sharpe_monthly", "formula_instance": 2, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-sharpe_monthly-004", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某策略月均收益率为 1.40%，月收益率标准差为 3.20%，年化无风险利率为 3.00%。样本共有 48 个月（该数字不参与计算）。假定各月独立，按算术均值乘12、波动率乘√12进行年化，计算年化 Sharpe Ratio，保留四位小数。", "topic_category": "portfolio", "difficulty": "easy", "step_count": 2, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某策略月均收益率为 1.40%，月收益率标准差为 3.20%，年化无风险利率为 3.00%。样本共有 48 个月（该数字不参与计算）。假定各月独立，按算术均值乘12、波动率乘√12进行年化，计算年化 Sharpe Ratio，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 1.2449, "correct_formula": "sharpe_monthly", "answer_unit": "ratio", "reference_steps": [{"name": "annualized_return_pct", "value": 16.8}, {"name": "annualized_volatility_pct", "value": 11.085125}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "sharpe_monthly", "formula_instance": 3, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-forward_rate-001", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "1 年期连续复利即期利率为 2.30%，3 年期连续复利即期利率为 3.45%。2 年期国债票面利率 4.5% 仅供背景。计算从第1年开始、期限2年的隐含远期利率，并将连续复利远期利率转换为年有效利率，以百分数输出，保留四位小数。", "topic_category": "fixed_income", "difficulty": "easy", "step_count": 2, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n1 年期连续复利即期利率为 2.30%，3 年期连续复利即期利率为 3.45%。2 年期国债票面利率 4.5% 仅供背景。计算从第1年开始、期限2年的隐含远期利率，并将连续复利远期利率转换为年有效利率，以百分数输出，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 4.1071, "correct_formula": "forward_rate", "answer_unit": "%", "reference_steps": [{"name": "forward_continuous_rate", "value": 0.04025}, {"name": "forward_effective_rate_pct", "value": 4.107101}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "forward_rate", "formula_instance": 0, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-forward_rate-002", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "1 年期连续复利即期利率为 2.60%，3 年期连续复利即期利率为 3.70%。2 年期国债票面利率 4.5% 仅供背景。计算从第1年开始、期限2年的隐含远期利率，并将连续复利远期利率转换为年有效利率，以百分数输出，保留四位小数。", "topic_category": "fixed_income", "difficulty": "easy", "step_count": 2, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n1 年期连续复利即期利率为 2.60%，3 年期连续复利即期利率为 3.70%。2 年期国债票面利率 4.5% 仅供背景。计算从第1年开始、期限2年的隐含远期利率，并将连续复利远期利率转换为年有效利率，以百分数输出，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 4.3416, "correct_formula": "forward_rate", "answer_unit": "%", "reference_steps": [{"name": "forward_continuous_rate", "value": 0.0425}, {"name": "forward_effective_rate_pct", "value": 4.341606}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "forward_rate", "formula_instance": 1, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-forward_rate-003", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "1 年期连续复利即期利率为 2.90%，3 年期连续复利即期利率为 3.95%。2 年期国债票面利率 4.5% 仅供背景。计算从第1年开始、期限2年的隐含远期利率，并将连续复利远期利率转换为年有效利率，以百分数输出，保留四位小数。", "topic_category": "fixed_income", "difficulty": "easy", "step_count": 2, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n1 年期连续复利即期利率为 2.90%，3 年期连续复利即期利率为 3.95%。2 年期国债票面利率 4.5% 仅供背景。计算从第1年开始、期限2年的隐含远期利率，并将连续复利远期利率转换为年有效利率，以百分数输出，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 4.5766, "correct_formula": "forward_rate", "answer_unit": "%", "reference_steps": [{"name": "forward_continuous_rate", "value": 0.04475}, {"name": "forward_effective_rate_pct", "value": 4.576639}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "forward_rate", "formula_instance": 2, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-beta_relever-001", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "可比公司的权益 Beta 为 1.23、债务/权益比为 0.40；目标公司的债务/权益比为 0.71，两者所得税率均为 23.0%。无风险利率为 2.40%，市场预期收益率为 8.80%。假定债务 Beta 为0。先去杠杆再按目标资本结构加杠杆，最后计算目标公司的权益成本，以百分数输出并保留四位小数。可比公司市值 120 亿元仅供背景。", "topic_category": "corporate_finance", "difficulty": "medium", "step_count": 4, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n可比公司的权益 Beta 为 1.23、债务/权益比为 0.40；目标公司的债务/权益比为 0.71，两者所得税率均为 23.0%。无风险利率为 2.40%，市场预期收益率为 8.80%。假定债务 Beta 为0。先去杠杆再按目标资本结构加杠杆，最后计算目标公司的权益成本，以百分数输出并保留四位小数。可比公司市值 120 亿元仅供背景。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 11.7086, "correct_formula": "beta_relever", "answer_unit": "%", "reference_steps": [{"name": "peer_unlevered_beta", "value": 0.940367}, {"name": "target_relevered_beta", "value": 1.454466}, {"name": "market_risk_premium_pct", "value": 6.4}, {"name": "cost_of_equity_pct", "value": 11.70858}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "beta_relever", "formula_instance": 0, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-beta_relever-002", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "可比公司的权益 Beta 为 1.31、债务/权益比为 0.45；目标公司的债务/权益比为 0.77，两者所得税率均为 24.0%。无风险利率为 2.60%，市场预期收益率为 9.10%。假定债务 Beta 为0。先去杠杆再按目标资本结构加杠杆，最后计算目标公司的权益成本，以百分数输出并保留四位小数。可比公司市值 120 亿元仅供背景。", "topic_category": "corporate_finance", "difficulty": "medium", "step_count": 4, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n可比公司的权益 Beta 为 1.31、债务/权益比为 0.45；目标公司的债务/权益比为 0.77，两者所得税率均为 24.0%。无风险利率为 2.60%，市场预期收益率为 9.10%。假定债务 Beta 为0。先去杠杆再按目标资本结构加杠杆，最后计算目标公司的权益成本，以百分数输出并保留四位小数。可比公司市值 120 亿元仅供背景。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 12.6581, "correct_formula": "beta_relever", "answer_unit": "%", "reference_steps": [{"name": "peer_unlevered_beta", "value": 0.976155}, {"name": "target_relevered_beta", "value": 1.547401}, {"name": "market_risk_premium_pct", "value": 6.5}, {"name": "cost_of_equity_pct", "value": 12.658106}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "beta_relever", "formula_instance": 1, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-beta_relever-003", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "可比公司的权益 Beta 为 1.39、债务/权益比为 0.50；目标公司的债务/权益比为 0.83，两者所得税率均为 25.0%。无风险利率为 2.80%，市场预期收益率为 9.40%。假定债务 Beta 为0。先去杠杆再按目标资本结构加杠杆，最后计算目标公司的权益成本，以百分数输出并保留四位小数。可比公司市值 120 亿元仅供背景。", "topic_category": "corporate_finance", "difficulty": "medium", "step_count": 4, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n可比公司的权益 Beta 为 1.39、债务/权益比为 0.50；目标公司的债务/权益比为 0.83，两者所得税率均为 25.0%。无风险利率为 2.80%，市场预期收益率为 9.40%。假定债务 Beta 为0。先去杠杆再按目标资本结构加杠杆，最后计算目标公司的权益成本，以百分数输出并保留四位小数。可比公司市值 120 亿元仅供背景。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 13.6253, "correct_formula": "beta_relever", "answer_unit": "%", "reference_steps": [{"name": "peer_unlevered_beta", "value": 1.010909}, {"name": "target_relevered_beta", "value": 1.6402}, {"name": "market_risk_premium_pct", "value": 6.6}, {"name": "cost_of_equity_pct", "value": 13.62532}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "beta_relever", "formula_instance": 2, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-beta_relever-004", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "可比公司的权益 Beta 为 1.47、债务/权益比为 0.55；目标公司的债务/权益比为 0.89，两者所得税率均为 26.0%。无风险利率为 3.00%，市场预期收益率为 9.70%。假定债务 Beta 为0。先去杠杆再按目标资本结构加杠杆，最后计算目标公司的权益成本，以百分数输出并保留四位小数。可比公司市值 120 亿元仅供背景。", "topic_category": "corporate_finance", "difficulty": "medium", "step_count": 4, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n可比公司的权益 Beta 为 1.47、债务/权益比为 0.55；目标公司的债务/权益比为 0.89，两者所得税率均为 26.0%。无风险利率为 3.00%，市场预期收益率为 9.70%。假定债务 Beta 为0。先去杠杆再按目标资本结构加杠杆，最后计算目标公司的权益成本，以百分数输出并保留四位小数。可比公司市值 120 亿元仅供背景。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 14.6102, "correct_formula": "beta_relever", "answer_unit": "%", "reference_steps": [{"name": "peer_unlevered_beta", "value": 1.044776}, {"name": "target_relevered_beta", "value": 1.732866}, {"name": "market_risk_premium_pct", "value": 6.7}, {"name": "cost_of_equity_pct", "value": 14.6102}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "beta_relever", "formula_instance": 3, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-loan_amortization-001", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "一笔本金 850000 元、期限 20 年的按月等额本息贷款，名义年利率 4.45%，按月计息且利率不变。已按时支付 30 期。贷款审批费 3000 元已在放款时另付，不计入本金。先计算月利率和月供，再计算第 30 期付款刚完成后的剩余本金，单位元，保留两位小数。", "topic_category": "fixed_income", "difficulty": "medium", "step_count": 4, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n一笔本金 850000 元、期限 20 年的按月等额本息贷款，名义年利率 4.45%，按月计息且利率不变。已按时支付 30 期。贷款审批费 3000 元已在放款时另付，不计入本金。先计算月利率和月供，再计算第 30 期付款刚完成后的剩余本金，单位元，保留两位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 780245.28, "correct_formula": "loan_amortization", "answer_unit": "CNY", "reference_steps": [{"name": "monthly_rate", "value": 0.003708}, {"name": "total_months", "value": 240}, {"name": "monthly_payment", "value": 5354.605607}, {"name": "remaining_balance", "value": 780245.278307}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "loan_amortization", "formula_instance": 0, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-loan_amortization-002", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "一笔本金 900000 元、期限 20 年的按月等额本息贷款，名义年利率 4.70%，按月计息且利率不变。已按时支付 36 期。贷款审批费 3000 元已在放款时另付，不计入本金。先计算月利率和月供，再计算第 36 期付款刚完成后的剩余本金，单位元，保留两位小数。", "topic_category": "fixed_income", "difficulty": "medium", "step_count": 4, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n一笔本金 900000 元、期限 20 年的按月等额本息贷款，名义年利率 4.70%，按月计息且利率不变。已按时支付 36 期。贷款审批费 3000 元已在放款时另付，不计入本金。先计算月利率和月供，再计算第 36 期付款刚完成后的剩余本金，单位元，保留两位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 812558.29, "correct_formula": "loan_amortization", "answer_unit": "CNY", "reference_steps": [{"name": "monthly_rate", "value": 0.003917}, {"name": "total_months", "value": 240}, {"name": "monthly_payment", "value": 5791.464903}, {"name": "remaining_balance", "value": 812558.289778}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "loan_amortization", "formula_instance": 1, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-loan_amortization-003", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "一笔本金 950000 元、期限 20 年的按月等额本息贷款，名义年利率 4.95%，按月计息且利率不变。已按时支付 42 期。贷款审批费 3000 元已在放款时另付，不计入本金。先计算月利率和月供，再计算第 42 期付款刚完成后的剩余本金，单位元，保留两位小数。", "topic_category": "fixed_income", "difficulty": "medium", "step_count": 4, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n一笔本金 950000 元、期限 20 年的按月等额本息贷款，名义年利率 4.95%，按月计息且利率不变。已按时支付 42 期。贷款审批费 3000 元已在放款时另付，不计入本金。先计算月利率和月供，再计算第 42 期付款刚完成后的剩余本金，单位元，保留两位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 843636.88, "correct_formula": "loan_amortization", "answer_unit": "CNY", "reference_steps": [{"name": "monthly_rate", "value": 0.004125}, {"name": "total_months", "value": 240}, {"name": "monthly_payment", "value": 6243.369234}, {"name": "remaining_balance", "value": 843636.8764}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "loan_amortization", "formula_instance": 2, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-loan_amortization-004", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "一笔本金 1000000 元、期限 20 年的按月等额本息贷款，名义年利率 5.20%，按月计息且利率不变。已按时支付 48 期。贷款审批费 3000 元已在放款时另付，不计入本金。先计算月利率和月供，再计算第 48 期付款刚完成后的剩余本金，单位元，保留两位小数。", "topic_category": "fixed_income", "difficulty": "medium", "step_count": 4, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n一笔本金 1000000 元、期限 20 年的按月等额本息贷款，名义年利率 5.20%，按月计息且利率不变。已按时支付 48 期。贷款审批费 3000 元已在放款时另付，不计入本金。先计算月利率和月供，再计算第 48 期付款刚完成后的剩余本金，单位元，保留两位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 873463.08, "correct_formula": "loan_amortization", "answer_unit": "CNY", "reference_steps": [{"name": "monthly_rate", "value": 0.004333}, {"name": "total_months", "value": 240}, {"name": "monthly_payment", "value": 6710.540517}, {"name": "remaining_balance", "value": 873463.076582}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "loan_amortization", "formula_instance": 3, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-equity_value_per_share-001", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某公司无风险利率 2.20%，Beta 0.98，市场预期收益率 8.75%；资本结构中权益权重 64.0%、债务权重 36.0%，税前债务成本 4.20%，所得税率 24.0%。刚结束年度的自由现金流 FCF0 为 5.60 亿元，永续增长率 2.15%，净债务 13.00 亿元，股份数 3.20 亿股。上年股利支付率35%仅供背景。先由市场风险溢价求权益成本，再按市值权重计算税后 WACC；注意 Gordon 分子应使用 FCF1。计算每股权益价值，单位元/股，保留两位小数。", "topic_category": "valuation", "difficulty": "medium", "step_count": 4, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某公司无风险利率 2.20%，Beta 0.98，市场预期收益率 8.75%；资本结构中权益权重 64.0%、债务权重 36.0%，税前债务成本 4.20%，所得税率 24.0%。刚结束年度的自由现金流 FCF0 为 5.60 亿元，永续增长率 2.15%，净债务 13.00 亿元，股份数 3.20 亿股。上年股利支付率35%仅供背景。先由市场风险溢价求权益成本，再按市值权重计算税后 WACC；注意 Gordon 分子应使用 FCF1。计算每股权益价值，单位元/股，保留两位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 35.53, "correct_formula": "equity_value_per_share", "answer_unit": "CNY/share", "reference_steps": [{"name": "cost_of_equity_pct", "value": 8.619}, {"name": "wacc_pct", "value": 6.66528}, {"name": "fcf1", "value": 5.7204}, {"name": "equity_value", "value": 113.689818}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "equity_value_per_share", "formula_instance": 0, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-equity_value_per_share-002", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某公司无风险利率 2.40%，Beta 1.06，市场预期收益率 9.00%；资本结构中权益权重 66.0%、债务权重 34.0%，税前债务成本 4.40%，所得税率 25.0%。刚结束年度的自由现金流 FCF0 为 6.20 亿元，永续增长率 2.30%，净债务 14.00 亿元，股份数 3.40 亿股。上年股利支付率35%仅供背景。先由市场风险溢价求权益成本，再按市值权重计算税后 WACC；注意 Gordon 分子应使用 FCF1。计算每股权益价值，单位元/股，保留两位小数。", "topic_category": "valuation", "difficulty": "medium", "step_count": 4, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某公司无风险利率 2.40%，Beta 1.06，市场预期收益率 9.00%；资本结构中权益权重 66.0%、债务权重 34.0%，税前债务成本 4.40%，所得税率 25.0%。刚结束年度的自由现金流 FCF0 为 6.20 亿元，永续增长率 2.30%，净债务 14.00 亿元，股份数 3.40 亿股。上年股利支付率35%仅供背景。先由市场风险溢价求权益成本，再按市值权重计算税后 WACC；注意 Gordon 分子应使用 FCF1。计算每股权益价值，单位元/股，保留两位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 33.02, "correct_formula": "equity_value_per_share", "answer_unit": "CNY/share", "reference_steps": [{"name": "cost_of_equity_pct", "value": 9.396}, {"name": "wacc_pct", "value": 7.32336}, {"name": "fcf1", "value": 6.3426}, {"name": "equity_value", "value": 112.262103}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "equity_value_per_share", "formula_instance": 1, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-equity_value_per_share-003", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某公司无风险利率 2.60%，Beta 1.14，市场预期收益率 9.25%；资本结构中权益权重 68.0%、债务权重 32.0%，税前债务成本 4.60%，所得税率 26.0%。刚结束年度的自由现金流 FCF0 为 6.80 亿元，永续增长率 2.45%，净债务 15.00 亿元，股份数 3.60 亿股。上年股利支付率35%仅供背景。先由市场风险溢价求权益成本，再按市值权重计算税后 WACC；注意 Gordon 分子应使用 FCF1。计算每股权益价值，单位元/股，保留两位小数。", "topic_category": "valuation", "difficulty": "medium", "step_count": 4, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某公司无风险利率 2.60%，Beta 1.14，市场预期收益率 9.25%；资本结构中权益权重 68.0%、债务权重 32.0%，税前债务成本 4.60%，所得税率 26.0%。刚结束年度的自由现金流 FCF0 为 6.80 亿元，永续增长率 2.45%，净债务 15.00 亿元，股份数 3.60 亿股。上年股利支付率35%仅供背景。先由市场风险溢价求权益成本，再按市值权重计算税后 WACC；注意 Gordon 分子应使用 FCF1。计算每股权益价值，单位元/股，保留两位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 30.62, "correct_formula": "equity_value_per_share", "answer_unit": "CNY/share", "reference_steps": [{"name": "cost_of_equity_pct", "value": 10.181}, {"name": "wacc_pct", "value": 8.01236}, {"name": "fcf1", "value": 6.9666}, {"name": "equity_value", "value": 110.245399}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "equity_value_per_share", "formula_instance": 2, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-equity_value_per_share-004", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某公司无风险利率 2.80%，Beta 1.22，市场预期收益率 9.50%；资本结构中权益权重 70.0%、债务权重 30.0%，税前债务成本 4.80%，所得税率 27.0%。刚结束年度的自由现金流 FCF0 为 7.40 亿元，永续增长率 2.60%，净债务 16.00 亿元，股份数 3.80 亿股。上年股利支付率35%仅供背景。先由市场风险溢价求权益成本，再按市值权重计算税后 WACC；注意 Gordon 分子应使用 FCF1。计算每股权益价值，单位元/股，保留两位小数。", "topic_category": "valuation", "difficulty": "medium", "step_count": 4, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某公司无风险利率 2.80%，Beta 1.22，市场预期收益率 9.50%；资本结构中权益权重 70.0%、债务权重 30.0%，税前债务成本 4.80%，所得税率 27.0%。刚结束年度的自由现金流 FCF0 为 7.40 亿元，永续增长率 2.60%，净债务 16.00 亿元，股份数 3.80 亿股。上年股利支付率35%仅供背景。先由市场风险溢价求权益成本，再按市值权重计算税后 WACC；注意 Gordon 分子应使用 FCF1。计算每股权益价值，单位元/股，保留两位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 28.37, "correct_formula": "equity_value_per_share", "answer_unit": "CNY/share", "reference_steps": [{"name": "cost_of_equity_pct", "value": 10.974}, {"name": "wacc_pct", "value": 8.733}, {"name": "fcf1", "value": 7.5924}, {"name": "equity_value", "value": 107.795858}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "equity_value_per_share", "formula_instance": 3, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-bond_semiannual-001", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "一只面值 100、期限 5 年、票面年利率 4.40% 的债券每半年付息一次，年化到期收益率 5.35%（半年复利）。收益率随后平行上升 45 bp。该债券信用评级 A 仅供背景。请从现金流现值计算当前价格，再计算 Macaulay 久期、修正久期和凸性，并用“久期+凸性”二阶近似计算价格变动百分比，保留四位小数。", "topic_category": "fixed_income", "difficulty": "hard", "step_count": 6, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n一只面值 100、期限 5 年、票面年利率 4.40% 的债券每半年付息一次，年化到期收益率 5.35%（半年复利）。收益率随后平行上升 45 bp。该债券信用评级 A 仅供背景。请从现金流现值计算当前价格，再计算 Macaulay 久期、修正久期和凸性，并用“久期+凸性”二阶近似计算价格变动百分比，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": -1.9625, "correct_formula": "bond_semiannual", "answer_unit": "%", "reference_steps": [{"name": "semiannual_coupon", "value": 2.2}, {"name": "bond_price", "value": 95.880112}, {"name": "macaulay_duration", "value": 4.53057}, {"name": "modified_duration", "value": 4.412535}, {"name": "convexity", "value": 22.848542}, {"name": "price_change_pct", "value": -1.962506}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "bond_semiannual", "formula_instance": 0, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-bond_semiannual-002", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "一只面值 100、期限 4 年、票面年利率 4.80% 的债券每半年付息一次，年化到期收益率 5.70%（半年复利）。收益率随后平行上升 55 bp。该债券信用评级 A 仅供背景。请从现金流现值计算当前价格，再计算 Macaulay 久期、修正久期和凸性，并用“久期+凸性”二阶近似计算价格变动百分比，保留四位小数。", "topic_category": "fixed_income", "difficulty": "hard", "step_count": 6, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n一只面值 100、期限 4 年、票面年利率 4.80% 的债券每半年付息一次，年化到期收益率 5.70%（半年复利）。收益率随后平行上升 55 bp。该债券信用评级 A 仅供背景。请从现金流现值计算当前价格，再计算 Macaulay 久期、修正久期和凸性，并用“久期+凸性”二阶近似计算价格变动百分比，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": -1.9452, "correct_formula": "bond_semiannual", "answer_unit": "%", "reference_steps": [{"name": "semiannual_coupon", "value": 2.4}, {"name": "bond_price", "value": 96.821055}, {"name": "macaulay_duration", "value": 3.680651}, {"name": "modified_duration", "value": 3.578659}, {"name": "convexity", "value": 15.217419}, {"name": "price_change_pct", "value": -1.945246}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "bond_semiannual", "formula_instance": 1, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-bond_semiannual-003", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "一只面值 100、期限 5 年、票面年利率 5.20% 的债券每半年付息一次，年化到期收益率 6.05%（半年复利）。收益率随后平行上升 65 bp。该债券信用评级 A 仅供背景。请从现金流现值计算当前价格，再计算 Macaulay 久期、修正久期和凸性，并用“久期+凸性”二阶近似计算价格变动百分比，保留四位小数。", "topic_category": "fixed_income", "difficulty": "hard", "step_count": 6, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n一只面值 100、期限 5 年、票面年利率 5.20% 的债券每半年付息一次，年化到期收益率 6.05%（半年复利）。收益率随后平行上升 65 bp。该债券信用评级 A 仅供背景。请从现金流现值计算当前价格，再计算 Macaulay 久期、修正久期和凸性，并用“久期+凸性”二阶近似计算价格变动百分比，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": -2.7637, "correct_formula": "bond_semiannual", "answer_unit": "%", "reference_steps": [{"name": "semiannual_coupon", "value": 2.6}, {"name": "bond_price", "value": 96.379285}, {"name": "macaulay_duration", "value": 4.454686}, {"name": "modified_duration", "value": 4.323888}, {"name": "convexity", "value": 22.17793}, {"name": "price_change_pct", "value": -2.763677}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "bond_semiannual", "formula_instance": 2, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-bond_semiannual-004", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "一只面值 100、期限 4 年、票面年利率 5.60% 的债券每半年付息一次，年化到期收益率 6.40%（半年复利）。收益率随后平行上升 75 bp。该债券信用评级 A 仅供背景。请从现金流现值计算当前价格，再计算 Macaulay 久期、修正久期和凸性，并用“久期+凸性”二阶近似计算价格变动百分比，保留四位小数。", "topic_category": "fixed_income", "difficulty": "hard", "step_count": 6, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n一只面值 100、期限 4 年、票面年利率 5.60% 的债券每半年付息一次，年化到期收益率 6.40%（半年复利）。收益率随后平行上升 75 bp。该债券信用评级 A 仅供背景。请从现金流现值计算当前价格，再计算 Macaulay 久期、修正久期和凸性，并用“久期+凸性”二阶近似计算价格变动百分比，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": -2.5982, "correct_formula": "bond_semiannual", "answer_unit": "%", "reference_steps": [{"name": "semiannual_coupon", "value": 2.8}, {"name": "bond_price", "value": 97.215663}, {"name": "macaulay_duration", "value": 3.632591}, {"name": "modified_duration", "value": 3.519952}, {"name": "convexity", "value": 14.8472}, {"name": "price_change_pct", "value": -2.598206}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "bond_semiannual", "formula_instance": 3, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-black_scholes_full-001", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某欧式期权标的现价 S=96.00，行权价 K=102.00，连续复利无风险利率 2.30%，连续股息率 1.20%，年化波动率 20.00%，期限 T=1.00 年。标的过去一年最高价 136 仅供背景。不得假定 N(d1)、N(d2) 已知；先计算 d1、d2 与标准正态 CDF，求欧式看涨价格，再通过含股息的看涨看跌平价计算欧式看跌价格。最终输出看跌价格，保留四位小数。", "topic_category": "derivatives", "difficulty": "hard", "step_count": 6, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某欧式期权标的现价 S=96.00，行权价 K=102.00，连续复利无风险利率 2.30%，连续股息率 1.20%，年化波动率 20.00%，期限 T=1.00 年。标的过去一年最高价 136 仅供背景。不得假定 N(d1)、N(d2) 已知；先计算 d1、d2 与标准正态 CDF，求欧式看涨价格，再通过含股息的看涨看跌平价计算欧式看跌价格。最终输出看跌价格，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 10.3973, "correct_formula": "black_scholes_full", "answer_unit": "price", "reference_steps": [{"name": "d1", "value": -0.148123}, {"name": "d2", "value": -0.348123}, {"name": "N_d1", "value": 0.441123}, {"name": "N_d2", "value": 0.363874}, {"name": "call_price", "value": 5.571425}, {"name": "put_price", "value": 10.397313}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "black_scholes_full", "formula_instance": 0, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-black_scholes_full-002", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某欧式期权标的现价 S=100.00，行权价 K=104.00，连续复利无风险利率 2.60%，连续股息率 1.40%，年化波动率 22.00%，期限 T=0.75 年。标的过去一年最高价 136 仅供背景。不得假定 N(d1)、N(d2) 已知；先计算 d1、d2 与标准正态 CDF，求欧式看涨价格，再通过含股息的看涨看跌平价计算欧式看跌价格。最终输出看跌价格，保留四位小数。", "topic_category": "derivatives", "difficulty": "hard", "step_count": 6, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某欧式期权标的现价 S=100.00，行权价 K=104.00，连续复利无风险利率 2.60%，连续股息率 1.40%，年化波动率 22.00%，期限 T=0.75 年。标的过去一年最高价 136 仅供背景。不得假定 N(d1)、N(d2) 已知；先计算 d1、d2 与标准正态 CDF，求欧式看涨价格，再通过含股息的看涨看跌平价计算欧式看跌价格。最终输出看跌价格，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 9.2388, "correct_formula": "black_scholes_full", "answer_unit": "price", "reference_steps": [{"name": "d1", "value": -0.063355}, {"name": "d2", "value": -0.25388}, {"name": "N_d1", "value": 0.474742}, {"name": "N_d2", "value": 0.399794}, {"name": "call_price", "value": 6.202682}, {"name": "put_price", "value": 9.238834}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "black_scholes_full", "formula_instance": 1, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-black_scholes_full-003", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某欧式期权标的现价 S=104.00，行权价 K=106.00，连续复利无风险利率 2.90%，连续股息率 1.60%，年化波动率 24.00%，期限 T=1.00 年。标的过去一年最高价 136 仅供背景。不得假定 N(d1)、N(d2) 已知；先计算 d1、d2 与标准正态 CDF，求欧式看涨价格，再通过含股息的看涨看跌平价计算欧式看跌价格。最终输出看跌价格，保留四位小数。", "topic_category": "derivatives", "difficulty": "hard", "step_count": 6, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某欧式期权标的现价 S=104.00，行权价 K=106.00，连续复利无风险利率 2.90%，连续股息率 1.60%，年化波动率 24.00%，期限 T=1.00 年。标的过去一年最高价 136 仅供背景。不得假定 N(d1)、N(d2) 已知；先计算 d1、d2 与标准正态 CDF，求欧式看涨价格，再通过含股息的看涨看跌平价计算欧式看跌价格。最终输出看跌价格，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 10.1193, "correct_formula": "black_scholes_full", "answer_unit": "price", "reference_steps": [{"name": "d1", "value": 0.094799}, {"name": "d2", "value": -0.145201}, {"name": "N_d1", "value": 0.537763}, {"name": "N_d2", "value": 0.442276}, {"name": "call_price", "value": 9.498377}, {"name": "put_price", "value": 10.119281}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "black_scholes_full", "formula_instance": 2, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
| {"task_id": "CALC-black_scholes_full-004", "category": "CALC", "variant": "multi_step_v2", "time_band": "T1", "status": "ready", "cutoff_date": "2024-06-01", "seed": {"problem_text": "某欧式期权标的现价 S=108.00，行权价 K=108.00，连续复利无风险利率 3.20%，连续股息率 1.80%，年化波动率 26.00%，期限 T=0.75 年。标的过去一年最高价 136 仅供背景。不得假定 N(d1)、N(d2) 已知；先计算 d1、d2 与标准正态 CDF，求欧式看涨价格，再通过含股息的看涨看跌平价计算欧式看跌价格。最终输出看跌价格，保留四位小数。", "topic_category": "derivatives", "difficulty": "hard", "step_count": 6, "cutoff_date": "2024-06-01"}, "prompt": "请根据以下金融问题选择正确的金融关系并进行精确的多步计算。\n\n题目：\n某欧式期权标的现价 S=108.00，行权价 K=108.00，连续复利无风险利率 3.20%，连续股息率 1.80%，年化波动率 26.00%，期限 T=0.75 年。标的过去一年最高价 136 仅供背景。不得假定 N(d1)、N(d2) 已知；先计算 d1、d2 与标准正态 CDF，求欧式看涨价格，再通过含股息的看涨看跌平价计算欧式看跌价格。最终输出看跌价格，保留四位小数。\n\n要求：\n不要因为题目出现某个术语就直接套用单步公式；请区分百分数与小数、bp、复利频率、\n税前/税后成本、企业价值/权益价值等口径。题目可能含有不参与计算的背景数字。\n请按计算顺序给出关键中间结果，并给出最终数值。\n以下面 JSON 格式输出：\n{\n \"steps\": [\n {\"name\": \"<中间结果名称>\", \"value\": <数值>}\n ],\n \"answer\": <数值结果>,\n \"unit\": \"<单位>\"\n}\n\n请严格输出 JSON，不要输出任何额外文字、解释或 markdown 代码块。\n", "expected_output": {"steps": [{"name": "str", "value": "float"}], "answer": "float", "unit": "str"}, "ground_truth": {"correct_answer": 8.9551, "correct_formula": "black_scholes_full", "answer_unit": "price", "reference_steps": [{"name": "d1", "value": 0.159215}, {"name": "d2", "value": -0.065951}, {"name": "N_d1", "value": 0.56325}, {"name": "N_d2", "value": 0.473708}, {"name": "call_price", "value": 10.068079}, {"name": "put_price", "value": 8.955138}]}, "metadata": {"is_template": false, "prompt_template": "prompts/e_formula.txt", "schema_version": "e_formula_v2", "temporal_applicability": "atemporal_formula", "generation_source": "configs/e_formula_templates_v2.json", "formula_id": "black_scholes_full", "formula_instance": 3, "temporal_split": {"time_band": "T1", "cutoff_date": "2024-06-01", "cutoff_date_source": "seed.cutoff_date", "is_synthetic_cutoff_date": false, "model_training_cutoff": "2024-06-30", "reference_current_date": "2026-08-17", "rule": "T1: cutoff_date <= model_training_cutoff; T2: model_training_cutoff < cutoff_date < reference_current_date; T3: cutoff_date >= reference_current_date"}}, "forecast_origin": "2024-06-01", "forecast_origin_source": "seed.cutoff_date", "outcome_available_at": "2024-06-01", "outcome_available_at_source": "formula_static", "outcome_evidence_url": null, "outcome_evidence_code": "formula_ground_truth", "paper_band": "CALC", "paper_band_reason": "category_E_formula", "review_status": "draft", "review_method": null, "reviewed_at": null, "evidence_hash": null, "quality_flags": [], "official_temporal_eligible": true, "backbone_training_cutoff": "2024-06-30", "guard_days": 30, "experiment_as_of": "2026-08-17"} |
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