{
    "id": "OPT-050",
    "category": "OPT",
    "title": "策略成交假設敏感度",
    "question": "策略結果對中價成交假設有多敏感？",
    "chart": "range",
    "metric": "不同成交假設回測損益（USD）",
    "secondary": "費用與失敗報價比例",
    "x": "成交假設",
    "y": "不同成交假設回測損益（USD）",
    "panels": [
        "主圖：不同成交假設回測損益（USD），依成交假設排列",
        "輔圖：費用與失敗報價比例",
        "明細：策略成交假設敏感度的資料列、觀測日期與缺值狀態"
    ],
    "filters": [
        "美股標的與報價日",
        "到期日與行權價",
        "策略規則／費用／滑價"
    ],
    "apis": [
        "OPTIONS",
        "USER"
    ],
    "calculation": "同一用戶策略分別按中價、買ask賣bid、額外滑價三種規則計損益；保留相同交易日。",
    "caveat": "僅日終資料，不能證明日內可成交；用戶提供策略、成本及乘數。 Marketplace 額外方案；僅美股日終快照，不含逐筆買賣方向或券商庫存；先驗證合約乘數。",
    "data_class": "用戶資料",
    "complexity": "高",
    "audience": "專業",
    "reach": 5,
    "frequency": 6,
    "decision": 7,
    "clarity": 8,
    "sample_labels": [
        "全部中價",
        "保守bid／ask",
        "增加滑價",
        "缺價不成交"
    ],
    "cadence": "美股收市後日更",
    "category_name": "美股期權",
    "score": 61.0,
    "requires_user_input": true,
    "requires_extra_plan": true,
    "source_urls": [
        "https://eodhd.com/marketplace/unicornbay/options"
    ],
    "rank": 788,
    "stage": "P3",
    "svg_file": "mockups/0788-OPT-050.svg",
    "demo_fingerprint": "55b0399fb65afbc9",
    "collection": "catalogue",
    "sample_annotation": {
        "sample": true,
        "as_of": "2026-10-16",
        "notice": "Charts and tables for this report are generated, deterministic synthetic sample observations for educational layout and unit demonstration only. No provider, market data or analysis engine is called, and nothing here is a statement about real securities.",
        "notice_zh": "此報告的圖表與數據為確定性生成的合成示例數據，僅供教育及版面展示；並無連接任何資料供應商或實際分析引擎，不代表任何真實證券的表現。",
        "default_filters": {
            "symbol": "0700.HK",
            "period": "1Y",
            "benchmark": "HSI"
        },
        "filters": {
            "symbol": [
                "0700.HK",
                "0005.HK",
                "AAPL.US",
                "MSFT.US",
                "SPY.US",
                "BTC-USD.CC"
            ],
            "period": [
                "1Y",
                "3Y",
                "5Y"
            ],
            "benchmark": [
                "HSI",
                "SPX",
                "BTC"
            ]
        },
        "library": {
            "version": "2026-10-19",
            "source": "https://chatgpt.com/share/6ad67223-c610-83e8-adb2-33aaf792e584",
            "sample": true
        }
    }
}