{ "trade_date": "2026-04-30", "next_trade_date": "2026-05-06", "market_bias": "", "market_risk_regime": "", "theme_opportunity_regime": "", "trade_mode": "", "external_context_available": true, "external_context_quality": "partial", "external_context_summary": { "available": true, "quality": "partial", "context_stage": "evening", "risk_flags": [ { "flag_type": "regulatory_action", "theme": "半导体材料设备链", "symbol": "SHSE.603360", "company_name": "百傲化学", "description": "百傲化学因涉嫌信息披露违法违规被证监会立案调查。", "impact_strength": "high", "exact_evidence_snippet": "百傲化学(603360.SH)公告称，公司于2026年4月27日收到中国证监会出具的《立案告知书》。因公司涉嫌信息披露违法违规，中国证监会决定对公司立案。", "reason": "信息披露违规是严重的监管问题，可能导致公司面临处罚，并对投资者信心造成打击。" } ], "theme_external_assessment": [ { "theme": "半导体材料设备链", "external_support": "mixed", "external_risk": "high", "assessment": "半导体材料设备链面临混合的外部信号。一方面，盛合晶微上市和联芸科技定增募资显示了行业发展和融资能力；另一方面，百傲化学因信披违规被立案调查带来了显著的监管风险。" }, { "theme": "TOPCon电池", "external_support": "low", "external_risk": "none", "assessment": "TOPCon电池主题的外部信号主要来自微导纳米的利润分配方案，显示了公司层面的积极回报，但整体外部支持力度有限。" } ], "missing_or_unavailable": [] }, "source_files": { "strict": "reports/trade_plan/20260430_next_day_trade_plan_sector_bound_v1_1_strict_news.json", "checklist": "reports/trade_plan/20260430_intraday_watch_checklist_v1_news.csv", "external_context": "external_context/external_context_20260430_strict_v1.json", "previous_agent_summary": "reports/json/20260429_agent_summary_v2.json", "previous_strict": "reports/trade_plan/20260429_next_day_trade_plan_sector_bound_v1_1_strict.json", "previous_outcome_raw": "reports/outcome/20260429_plan_20260430_outcome_raw.json", "full_report": "reports/full/20260430_full_report.md", "wechat": "reports/wechat/20260430_wechat_brief.txt" }, "previous_day_review": { "available": true, "formal_plan_review": [ { "symbol": "SZSE.000792", "name": "盐湖股份", "previous_decision": "active_plan", "theme": "锂矿概念", "review_result": "pending_outcome_eval", "data_basis": "outcome_raw_available", "lesson": "精确 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"稀缺资源", "review_result": "pending_outcome_eval", "data_basis": "outcome_raw_available", "lesson": "精确 trigger / invalid / MFE / MAE / false_breakout 需 outcome_eval 脚本计算；当前只做闭环占位记录。" }, { "symbol": "SZSE.300340", "name": "科恒股份", "previous_decision": "conditional_plan", "theme": "稀缺资源", "review_result": "pending_outcome_eval", "data_basis": "outcome_raw_available", "lesson": "精确 trigger / invalid / MFE / MAE / false_breakout 需 outcome_eval 脚本计算；当前只做闭环占位记录。" }, { "symbol": "SHSE.600549", "name": "厦门钨业", "previous_decision": "conditional_plan", "theme": "稀缺资源", "review_result": "pending_outcome_eval", "data_basis": "outcome_raw_available", "lesson": "精确 trigger / invalid / MFE / MAE / false_breakout 需 outcome_eval 脚本计算；当前只做闭环占位记录。" }, { "symbol": "SHSE.601958", "name": "金钼股份", "previous_decision": "conditional_plan", "theme": "稀缺资源", "review_result": "pending_outcome_eval", "data_basis": "outcome_raw_available", "lesson": "精确 trigger / invalid / MFE / MAE / false_breakout 需 outcome_eval 脚本计算；当前只做闭环占位记录。" }, { "symbol": "SZSE.002237", "name": "恒邦股份", "previous_decision": "conditional_plan", "theme": "稀缺资源", "review_result": "pending_outcome_eval", "data_basis": "outcome_raw_available", "lesson": "精确 trigger / invalid / MFE / MAE / false_breakout 需 outcome_eval 脚本计算；当前只做闭环占位记录。" } ], "watch_stock_review": [ { "symbol": "300438", "name": "鹏辉能源", "previous_role": "strength_anchor", "review_result": "initial_review_only", "data_basis": "previous_agent_summary.watch_stocks.strength_anchors", "lesson": "日报重点观察股已纳入闭环；精确表现需结合 outcome_eval 或次日日线/分钟数据。" }, { "symbol": "002709", "name": "天赐材料", "previous_role": "strength_anchor", "review_result": "initial_review_only", "data_basis": "previous_agent_summary.watch_stocks.strength_anchors", "lesson": "日报重点观察股已纳入闭环；精确表现需结合 outcome_eval 或次日日线/分钟数据。" }, { "symbol": "300769", "name": "德方纳米", "previous_role": "strength_anchor", "review_result": "initial_review_only", "data_basis": "previous_agent_summary.watch_stocks.strength_anchors", "lesson": "日报重点观察股已纳入闭环；精确表现需结合 outcome_eval 或次日日线/分钟数据。" }, { "symbol": "600111", "name": "北方稀土", "previous_role": "strength_anchor", "review_result": "initial_review_only", "data_basis": "previous_agent_summary.watch_stocks.strength_anchors", "lesson": "日报重点观察股已纳入闭环；精确表现需结合 outcome_eval 或次日日线/分钟数据。" }, { "symbol": "002378", "name": "章源钨业", "previous_role": "strength_anchor", "review_result": "initial_review_only", "data_basis": "previous_agent_summary.watch_stocks.strength_anchors", "lesson": "日报重点观察股已纳入闭环；精确表现需结合 outcome_eval 或次日日线/分钟数据。" } ], "risk_validation_review": [], "lessons": [ "本 summary 为确定性保底生成，用于防止 Hermes/DeepSeek 中断导致日报闭环断档。", "昨日正式计划精确表现仍需 outcome_eval 脚本计算。", "20260429正式计划在20260430的outcome_eval已完成：9只中8只触发，平均MFE约+3.01%，平均MAE约-1.45%，平均收盘收益约+0.82%；但invalid_hit和false_breakout比例偏高，说明触发后路径波动较大，需重点优化触发确认与止盈/失效处理。" ], "outcome_eval_available": true, "outcome_eval_path": "reports/outcome/20260429_plan_20260430_outcome_eval.json", "outcome_eval_summary": { "evaluated_count": 9, "triggered_count": 8, "not_triggered_count": 1, "invalid_hit_after_trigger_count": 4, "false_breakout_count": 5, "positive_close_after_entry_count": 6, "avg_mfe_pct": 3.0054, "avg_mae_pct": -1.4509, "avg_close_return_pct": 0.8189, "by_decision": { "active_plan": { "count": 4, "triggered": 3, "invalid_hit_after_trigger": 3, "false_breakout": 3, "positive_close_after_entry": 3, "avg_mfe_pct": 4.3337, "avg_mae_pct": -1.8171, "avg_close_return_pct": 1.7529 }, "conditional_plan": { "count": 5, "triggered": 5, "invalid_hit_after_trigger": 1, "false_breakout": 2, "positive_close_after_entry": 3, "avg_mfe_pct": 2.2084, "avg_mae_pct": -1.2312, "avg_close_return_pct": 0.0717 } }, "outcome_label_count": { "triggered_invalid_hit": 2, "triggered_invalid_but_recovered": 2, "not_triggered": 1, "triggered_positive_close": 3, "triggered_weak_or_flat": 1 } } }, "strict_gate_summary": { "active_plan": 0, "conditional_plan": 1, "observe_only": 29, "main_downgrade_reasons": [ "strict_structure_watch_to_observe", "strict_near_triggered_insufficient_to_observe", "strict_tail_observe_only", "strict_near_triggered_conditional" ] }, "primary_themes": [], "next_day_watch": { "active": [], "conditional": [ { "symbol": "SHSE.688516", "name": "奥特维", "theme": "TOPCon电池", "state": "near_triggered_sectors", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "decision": "conditional_plan", "status": "strict_near_triggered_conditional", "entry_zone_low": 77.62, "entry_zone_high": 79.61, "vwap_reference": 78.86, "invalid_price": 77.12, "chase_ceiling": 84.15, "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "not_recommendation": true } ], "strength_anchors": [ { "symbol": "SHSE.688418", "name": "震有科技", "theme": "通信技术", "role": "FRONT", "decision": "observe_only", "note": "强度锚，不等于买点" }, { "symbol": "SZSE.301517", "name": "陕西华达", "theme": "通信技术", "role": "FRONT", "decision": "observe_only", "note": "强度锚，不等于买点" }, { "symbol": "SZSE.301306", "name": "西测测试", "theme": "卫星军工信息化", "role": "FRONT", "decision": "observe_only", "note": "强度锚，不等于买点" }, { "symbol": "SHSE.688820", "name": "盛合晶微", "theme": "半导体材料设备", "role": "FRONT", "decision": "observe_only", "note": "强度锚，不等于买点" }, { "symbol": "SHSE.688123", "name": "聚辰股份", "theme": "中芯概念", "role": "FRONT", "decision": "observe_only", "note": "强度锚，不等于买点" } ], "mid_observe": [ { "symbol": "SHSE.600673", "name": "东阳光", "theme": "机器人智能制造", "role": "MID", "decision": "observe_only", "note": "中军观察，只验证承接" }, { "symbol": "SZSE.002025", "name": "航天电器", "theme": "通信技术", "role": "MID", "decision": "observe_only", "note": "中军观察，只验证承接" }, { "symbol": "SHSE.688629", "name": "华丰科技", "theme": "卫星军工信息化", "role": "MID", "decision": "observe_only", "note": "中军观察，只验证承接" }, { "symbol": "SZSE.002747", "name": "埃斯顿", "theme": "机器人智能制造", "role": "MID", "decision": "observe_only", "note": "中军观察，只验证承接" }, { "symbol": "SZSE.000700", "name": "模塑科技", "theme": "机器人智能制造", "role": "MID", "decision": "observe_only", "note": "中军观察，只验证承接" }, { "symbol": "SHSE.603286", "name": "日盈电子", "theme": "机器人智能制造", "role": "MID", "decision": "observe_only", "note": "中军观察，只验证承接" }, { "symbol": "SZSE.002465", "name": "海格通信", "theme": "无人机", "role": "MID", "decision": "observe_only", "note": "中军观察，只验证承接" }, { "symbol": "SZSE.002654", "name": "万润科技", "theme": "LED概念", "role": "MID", "decision": "observe_only", "note": "中军观察，只验证承接" }, { "symbol": "SZSE.002638", "name": "勤上股份", "theme": "LED概念", "role": "MID", "decision": "observe_only", "note": "中军观察，只验证承接" }, { "symbol": "SHSE.688368", "name": "晶丰明源", "theme": "LED概念", "role": "MID", "decision": "observe_only", "note": "中军观察，只验证承接" }, { "symbol": "SZSE.002400", "name": "省广集团", "theme": "网红经济", "role": "MID", "decision": "observe_only", "note": "中军观察，只验证承接" }, { "symbol": "SHSE.688172", "name": "燕东微", "theme": "传感器", "role": "MID", "decision": "observe_only", "note": "中军观察，只验证承接" } ], "risk_validation_targets": [], "tail_validate": [ { "symbol": "SHSE.603990", "name": "麦迪科技", "theme": "机器人智能制造", "role": "TAIL", "decision": "observe_only", "note": "后排扩散验证" }, { "symbol": "SHSE.688333", "name": "铂力特", "theme": "无人机", "role": "TAIL", "decision": "observe_only", "note": "后排扩散验证" }, { "symbol": "SZSE.000901", "name": "航天科技", "theme": "传感器", "role": "TAIL", "decision": "observe_only", "note": "后排扩散验证" } ] }, "checklist_rows": [ { "rank": "1", "symbol": "SHSE.688516", "name": "奥特维", "decision": "conditional_plan", "template": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": "", "entry_zone_low": "77.62", "entry_zone_high": "79.61", "entry_reference": "78.86", "invalid_price": "77.12", "invalid_type": "fail_reclaim_vwap_or_break_entry_zone_low", "chase_ceiling": "84.15", "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": "price_reclaim_vwap_reference;no_effective_break_below_entry_zone_low;theme_not_weakening;amount_or_turnover_not_shrinking_intraday", "trigger_condition": "回踩 VWAP 参考区后重新站回 VWAP；必须有日内承接，不使用集合竞价脑补。", "prev_close": "81.7", "prev_high": "82.5", "prev_low": "74.2", "vwap_reference": "78.8649", "ma5": "78.142", "ma10": "78.965", "ma20": "77.1805", "atr14": "4.995", "limit_up": "98.04", "limit_down": "65.36", "turnover_rate": "4.8912", "plan_permission": "active_candidate", "pre_strict_gate_decision": "active_plan", "strict_sector_gate_status": "strict_near_triggered_conditional", "strict_layer": "near_triggered_sectors", "strict_role": "MID", "strict_actionable_hint": "True", "strict_amount_state": "mild_expansion", "strict_theme_cluster": "TOPCon电池", "strict_theme_level": "valid", "strict_decision_path": "near_triggered_max_conditional_without_mid_strong", "strict_hard_flags": "", "evidence_grade": "B", "evidence_eligibility": "active_candidate", "evidence_amount_state": "mild_expansion", "evidence_amount_ratio_5d": "1.4874", "evidence_turnover_ratio_5d": "1.4756", "evidence_position_quality": "strong_close_above_vwap", "evidence_trend_quality": "mixed_but_above_ma5", "evidence_risk_flags": "[]", "evidence_block_flags": "[]", "notes": "站上 VWAP，使用回踩 VWAP 重新确认模板", "price_fill_validation_notes": "" } ], "risk_flags": [ { "flag_type": "regulatory_action", "theme": "半导体材料设备链", "symbol": "SHSE.603360", "company_name": "百傲化学", "description": "百傲化学因涉嫌信息披露违法违规被证监会立案调查。", "impact_strength": "high", "exact_evidence_snippet": "百傲化学(603360.SH)公告称，公司于2026年4月27日收到中国证监会出具的《立案告知书》。因公司涉嫌信息披露违法违规，中国证监会决定对公司立案。", "reason": "信息披露违规是严重的监管问题，可能导致公司面临处罚，并对投资者信心造成打击。" } ], "next_day_confirm_conditions": [], "downgrade_conditions": [], "background_only": [], "not_recommendation": [ "本文件不是荐股建议。", "conditional_plan 只表示条件观察，不表示默认买入。", "强度锚不等于买点。" ], "outcome_validation_targets": [ { "theme": "TOPCon电池", "type": "formal_plan", "expected_watch": "SHSE.688516 奥特维 conditional 次日验证", "confirm_metrics": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "downgrade_trigger": "未触发、触发后快速跌破 invalid、主题转弱或接近 chase_ceiling 后无性价比", "related_symbols": [ "SHSE.688516" ], "validation_window": "T+1", "source": "strict_gate" }, { "theme": "", "type": "risk_event", "expected_watch": "{'flag_type': 'regulatory_action', 'theme': '半导体材料设备链', 'symbol': 'SHSE.603360', 'company_name': '百傲化学', 'description': '百傲化学因涉嫌信息披露违法违规被证监会立案调查。', 'impact_strength': 'high', 'exact_evidence_snippet': '百傲化学(603360.SH)公告称，公司于2026年4月27日收到中国证监会出具的《立案告知书》。因公司涉嫌信息披露违法违规，中国证监会决定对公司立案。', 'reason': '信息披露违规是严重的监管问题，可能导致公司面临处罚，并对投资者信心造成打击。'}", "confirm_metrics": [ "related_stock_gap", "intraday_drawdown", "sector_drag", "theme_rank_change" ], "downgrade_trigger": "外部风险标的放量大跌并拖累主题中军", "related_symbols": [], "validation_window": "T+1", "source": "external_context" } ], "generation_note": { "method": "deterministic_fallback_script", "reason": "Hermes/DeepSeek report run failed before writing agent_summary.json", "limitation": "No natural-language outcome inference beyond available structured fields." } }