{ "trade_date": "2026-05-06", "next_trade_date": "2026-05-07", "source": "hermes_deepseek_v4_manual_with_project_skills", "market_bias": "HOT_AI_BROAD_RALLY", "market_risk_regime": "HOT", "market_risk_score": 100, "market_risk_subtype": "BROAD_RISK_ON", "theme_opportunity_regime": "HOT", "theme_opportunity_subtype": "RISK_ON_THEME", "trade_mode": "ACTIVE_THEME_FOLLOW", "regime_mode_conflict": { "detected": false }, "external_context_available": true, "external_context_quality": "partial", "external_context_provenance": { "source": "gemini_external_context_normalizer_v2", "search_scope": "compact_theme_and_representative_stocks", "search_quality": "complete", "normalized_event_count": 5, "limitations": [ "compact_scope_not_full_market_news", "not_morning_context", "not_controlled_rss_crawl", "not_full_exchange_announcement_scan", "not_full_cninfo_scan" ] }, "external_context_weighting": { "external_support_weight": "low_medium", "external_risk_weight": "none", "dominant_external_effect": "support", "should_upgrade_priority": false, "should_downgrade_priority": false, "should_add_risk_watchpoint": false }, "source_files": { "evidence_pack": "evidence/evidence_pack_20260506.json", "manifest": "current_day.manifest", "strict_plan_json": "reports/trade_plan/20260506_next_day_trade_plan_sector_bound_v1_1_strict_news.json", "strict_markdown": "current_day.strict_markdown", "intraday_checklist_csv": "reports/trade_plan/20260506_intraday_watch_checklist_v1_news.csv", "previous_strict_plan": "previous_day_tracking.previous_strict_plan (embedded, 30 plans)", "previous_outcome_raw": "previous_day_tracking.previous_outcome_raw (embedded, 30 symbols, 238 min1 bars for 奥特维)", "previous_agent_summary": "previous_day_tracking.previous_agent_summary (embedded dict)", "previous_wechat_brief": "previous_day_tracking.previous_wechat_brief (embedded, 1857 chars)", "previous_full_report": "previous_day_tracking.previous_full_report (embedded, 13046 chars)" }, "strict_plan_counts": { "active_plan": 5, "conditional_plan": 7, "observe_only": 18, "total": 30 }, "strict_plan_status_breakdown": { "strict_triggered_active_pass": 5, "strict_triggered_insufficient_to_observe": 2, "strict_near_triggered_conditional": 7, "strict_near_triggered_insufficient_to_observe": 1, "strict_structure_watch_to_observe": 15 }, "strict_plan_theme_consistency": { "strong": 7, "valid": 8, "weak": 15 }, "market_summary": "全市场HOT/BROAD_RISK_ON评分100。上证+1.17%/4160，深证+2.33%/15460，创业板+2.75%/3778。上涨72.2%(3586家)，涨停102/跌停1(比值102:1)，最高连板4板。成交32,014亿(+17.75% vs 前日27,189亿)。方向成交额RISK_ON(上80.0%/下19.3%)。较4/30 WARM(77)显著升温，无regime_mode_conflict。AI产业链全共振：4 triggered(AIPC/算力概念/云计算/华为昇腾)+4 near_triggered(AI光通信链/光纤概念/半导体材料设备/英伟达概念)。", "index_summary": { "shanghai": {"ret_pct": 1.17, "close": 4160.17, "amount_yi": 14659.03}, "shenzhen": {"ret_pct": 2.33, "close": 15459.62, "amount_yi": 17609.31}, "chinext": {"ret_pct": 2.75, "close": 3778.16, "amount_yi": 8422.69} }, "previous_day_review": { "available": true, "trade_date_reviewed": "2026-04-30", "outcome_raw_available": true, "outcome_raw_details": { "symbols": 30, "daily_ok": 30, "min1_ok": 30, "auction_ok": 30, "data_quality_all_ok": true }, "conditional_plan_outcome": { "symbol": "SHSE.688516", "name": "奥特维", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_zone": {"vwap_ref": 78.86, "zone_low": 77.62, "zone_high": 79.61}, "invalid_price": 77.12, "chase_ceiling": 84.15, "outcome": { "open": 82.76, "high": 86.55, "low": 80.1, "close": 84.35, "pct_chg": 3.24, "triggered": false, "trigger_reason": "开盘82.76远高于entry_zone_high 79.61，全天最低80.10从未进入VWAP参考区77.62-79.61。VWAP回踩模板要求价格先回调至VWAP区再站回，但该股跳空高开且未回调，condition从未满足。", "mfe_applicable": false, "mae_applicable": false, "mfe_mae_reason": "conditional未触发，不存在策略内entry点，MFE/MAE不适用", "had_intraday_drawdown": "若开盘82.76追入，日内最低80.10对应-3.2%浮亏，后收84.35(+3.24%)，但此收益不在conditional框架内", "note": "conditional纪律正确约束了不等回调就追高的行为" } }, "active_plan_review": { "count": 0, "note": "4/30 Strict Gate输出active_plan=0，无active计划需要复盘" }, "watch_stock_review": [ { "type": "strength_anchor", "name": "盛合晶微", "symbol": "688820", "note": "不在今日strict_plan中" }, { "type": "mid_observe", "name": "震有科技", "symbol": "688418", "note": "今日strict_plan #1 FRONT observe-only，通信技术仍在structure_watch" } ], "risk_validation_review": [ { "type": "external_risk", "name": "百傲化学", "symbol": "603360", "risk": "regulatory_action/HIGH(证监会立案调查)", "observation": "半导体材料设备链今日near_triggered评分171.27，未受明显拖累，监管风险初步被市场消化" }, { "type": "theme_level", "theme": "TOPCon电池", "observation": "今日退出near_triggered，4/30 B级评级和'中军不足有退潮风险'判断得到验证" }, { "type": "theme_level", "theme": "固态电池", "observation": "今日在structure_watch(仅观察)，4/30容百科技风险验证→主题退潮判断正确" } ], "lessons": [ "4/30 active=0策略正确——当时无triggered二波板块，不主动避免偏弱环境冒进", "TOPCon电池中军不足+退潮风险判断正确", "半导体材料设备链NEAR_TRIGGERED结构延续，评分171左右持平", "conditional框架纪律有效——VWAP回踩模板正确约束了跳高不追行为，若开盘追高日内承受-3.2%浮亏", "Strict Gate将26 pre-strict active压缩为0 strict active是正确的防守决策" ], "data_insufficient": [ "outcome_eval脚本未执行，所有review基于outcome_raw原始数据（日线+1分钟+竞价回放）手动判断。精确trigger时间、MFE/MAE、假突破判定需outcome_eval脚本计算" ] }, "theme_summary": [ { "theme_name": "AI算力基础设施", "primary_sector": "算力概念", "state": "TRIGGERED", "rank": 3, "ret_pct": 4.58, "score": 179.98, "rating": "A", "core_logic": "AI产业链最强二波确认，算力概念+云计算双TRIGGERED共振", "risk": "NEXT_DAY_GAP_RISK" }, { "theme_name": "云计算", "primary_sector": "云计算", "state": "TRIGGERED", "rank": 8, "ret_pct": 3.9, "score": 178.42, "rating": "A", "core_logic": "3只active(光环新网/顺网科技/网宿科技)集中承载，active数量最多", "risk": "顺网科技LONG_UPPER_SHADOW; 3只集中→主题转弱则集中失效" }, { "theme_name": "AI光通信链", "primary_sector": "光通信模块", "state": "NEAR_TRIGGERED", "rank": 10, "ret_pct": 3.85, "score": 162.26, "rating": "B", "core_logic": "4只conditional集中于此(聚飞光电/长盈通/东田微/光电股份)，COMPLETE_LADDER(5涨停/16中军/22后排)", "risk": "near_triggered未升级存退潮风险；联特科技FRONT被降级说明中军共识不足" }, { "theme_name": "半导体材料设备链", "primary_sector": "PCB", "state": "NEAR_TRIGGERED", "rank": 15, "ret_pct": 3.47, "score": 171.27, "rating": "B", "core_logic": "延续4/30 NEAR_TRIGGERED，评分171.27持平，6涨停/17中军/30后排COMPLETE_LADDER，2只conditional", "risk": "百傲化学立案调查external_risk未完全消除(但初步消化)" }, { "theme_name": "华为昇腾", "primary_sector": "华为昇腾", "state": "TRIGGERED", "rank": 9, "ret_pct": 3.88, "score": 118.91, "rating": "B+", "core_logic": "开勒股份技术A级+量能强扩张，1只active", "risk": "评分四triggered最低(118.91)，单只active承载" }, { "theme_name": "AIPC", "primary_sector": "AIPC", "state": "TRIGGERED", "rank": 5, "ret_pct": 4.49, "score": 137.07, "rating": "B+", "core_logic": "同兴达MID active", "risk": "评分在triggered偏低(137)，中军承接弱" } ], "active_plan_focus": [ { "symbol": "SZSE.301070", "name": "开勒股份", "theme": "华为昇腾", "role": "MID", "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "trigger_price": 99.99, "invalid_price": 98.6, "chase_ceiling": 102.58, "evidence_grade": "A", "amount_state": "strong_expansion", "confirmation_required": ["break_prev_high", "intraday_amount_confirm", "turnover_not_abnormal_shrink", "no_opening_chase_without_auction_context"] }, { "symbol": "SZSE.300383", "name": "光环新网", "theme": "云计算", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_zone": {"reference": 17.22, "zone_low": 16.95, "zone_high": 17.38}, "invalid_price": 16.85, "chase_ceiling": 17.81, "evidence_grade": "B", "amount_state": "strong_expansion" }, { "symbol": "SZSE.300113", "name": "顺网科技", "theme": "云计算", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_zone": {"reference": 27.3, "zone_low": 26.93, "zone_high": 27.52}, "invalid_price": 26.78, "chase_ceiling": 28.21, "evidence_grade": "B", "amount_state": "strong_expansion", "special_risk": "LONG_UPPER_SHADOW_WITH_EXPLOSIVE_AMOUNT" }, { "symbol": "SZSE.300017", "name": "网宿科技", "theme": "云计算", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_zone": {"reference": 17.21, "zone_low": 16.93, "zone_high": 17.38}, "invalid_price": 16.82, "chase_ceiling": 17.82, "evidence_grade": "B", "amount_state": "mild_expansion" }, { "symbol": "SZSE.002845", "name": "同兴达", "theme": "AIPC", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_zone": {"reference": 14.46, "zone_low": 14.32, "zone_high": 14.55}, "invalid_price": 14.26, "chase_ceiling": 14.97, "evidence_grade": "B", "amount_state": "mild_expansion" } ], "conditional_plan_focus": [ {"symbol": "SHSE.603459", "name": "红板科技", "theme": "半导体材料设备", "template": "BREAK_PREV_HIGH", "trigger": 67.78, "invalid": 66.81, "chase": 69.32}, {"symbol": "SZSE.002579", "name": "中京电子", "theme": "半导体材料设备", "template": "VWAP_RECLAIM", "invalid": 12.39, "chase": 13.07}, {"symbol": "SZSE.300303", "name": "聚飞光电", "theme": "AI光通信链", "template": "VWAP_RECLAIM", "invalid": 9.36, "chase": 9.93}, {"symbol": "SHSE.688143", "name": "长盈通", "theme": "AI光通信链", "template": "VWAP_RECLAIM", "invalid": 64.99, "chase": 69.63}, {"symbol": "SZSE.301183", "name": "东田微", "theme": "AI光通信链", "template": "VWAP_RECLAIM", "invalid": 184.74, "chase": 198.53}, {"symbol": "SHSE.600184", "name": "光电股份", "theme": "AI光通信链", "template": "VWAP_RECLAIM", "invalid": 22.62, "chase": 24.1}, {"symbol": "SZSE.300560", "name": "中富通", "theme": "英伟达概念", "template": "VWAP_RECLAIM", "invalid": 15.07, "chase": 16.0} ], "next_day_key_watch": { "note": "所有标的均为盘中条件确认后观察，不构成买入建议。conditional不等同于必做计划。", "conditional_universal_requirements": ["回踩VWAP/entry_zone后站回", "主题不转弱", "量能不萎缩", "不使用集合竞价脑补"], "active_universal_requirements": ["盘中量能确认", "不开盘盲追", "接近chase_ceiling不追", "invalid触发即弃"] }, "risk_flags": [ { "flag_type": "single_stock_technical", "symbol": "SZSE.300113", "name": "顺网科技", "description": "LONG_UPPER_SHADOW_WITH_EXPLOSIVE_AMOUNT——今日长上影线+爆量+neutral_close，次日高开后抛压概率大", "impact": "medium" }, { "flag_type": "theme_concentration", "theme": "云计算", "description": "5 active中3只(光环新网/顺网科技/网宿科技)集中在云计算，若主题次日转弱则集中失效", "impact": "medium" }, { "flag_type": "near_triggered_conditional_risk", "description": "4/30前车之鉴：唯一conditional(奥特维/TOPCon)因主题退潮+跳高不回调从未触发。今日7只conditional有4只在AI光通信链(near_triggered)，存在同样风险", "impact": "medium" }, { "flag_type": "external_context_quality", "description": "external_context_quality=partial，compact scope仅覆盖四主题代表股。可能存在未被检索的外部负面事件", "impact": "low" }, { "flag_type": "next_day_gap_risk", "description": "HOT环境+4 triggered同时出现，次日高开后主题分化概率较高", "impact": "medium_high" }, { "flag_type": "missing_fields", "fields": ["market_main_net_inflow_yi", "auction_seal_amount", "stock_turnover", "index_bse50"], "impact": "low" } ], "next_day_confirm_conditions": [ "开勒股份：分时放量突破昨高99.98且有实时成交额确认", "光环新网/顺网科技/网宿科技/同兴达：回踩VWAP参考区后重新站回，有日内量能承接", "triggered四板块(AIPC/算力/云计算/华为昇腾)开盘不出现2个以上-1.0%", "全市场宽度维持65%以上，不回落至55%以下", "顺网科技(长上影)：开盘如不能快速站回VWAP 27.30则优先取消" ], "downgrade_conditions": [ "triggered四板块任2个开盘-1.0%→所有active降为conditional", "全市场宽度从72%回落至55%以下→所有计划降级为observe", "涨停降至60只以下→仅保留最强2只active", "方向成交额代理转为DOWN_BIAS→全部降为conditional" ], "outcome_validation_targets": [ { "target": "奥特维 conditional 复盘验证", "type": "formal_plan_outcome", "symbol": "SHSE.688516", "outcome": "未触发(开盘82.76高于entry_zone 77.62-79.61+全天最低80.10未进入zone)", "validation": "conditional框架纪律有效——VWAP回踩模板正确约束了跳高不追行为", "mfe_mae_applicable": false }, { "target": "云计算次日延续", "type": "theme_level", "expected_watch": "3只active集中验证云计算TRIGGERED是否延续", "confirm_metrics": ["云计算板块排名维持Top 10", "光环新网/顺网科技/网宿科技至少2只不触发invalid"], "downgrade_trigger": "云计算排名跌出前15或2只以上跌破invalid", "validation_window": "T+1" }, { "target": "开勒股份次日突破", "type": "formal_plan", "symbol": "SZSE.301070", "confirm_metrics": ["突破昨高且量能确认", "不触发invalid 98.60"], "downgrade_trigger": "未触发、突破失败回落至98.60下方", "validation_window": "T+1" }, { "target": "AI光通信链 conditional 风险验证", "type": "theme_level", "expected_watch": "4只conditional在near_triggered层，需验证是否会像4/30 TOPCon一样退潮", "confirm_metrics": ["AI光通信链不出现整体-1.5%", "至少2只conditional未跌破invalid"], "downgrade_trigger": "板块跌超1.5%或2只以上跌破invalid", "validation_window": "T+1" }, { "target": "百傲化学外部风险持续跟踪", "type": "risk_verification", "symbol": "SHSE.603360", "confirm_metrics": ["不出现跌超5%拖累半导体链"], "validation_window": "T+1" } ], "execution_discipline": [ "不因HOT环境降低标准：所有active/conditional需盘中确认，4/30奥特维未触发教训——开盘跳高不追", "顺网科技LONG_UPPER_SHADOW风险→优先验证，开盘低开或不收复优先取消", "triggered四板块任2个开盘-1.0%以上→全体active降为conditional", "接近chase_ceiling不追", "invalid触发即弃", "全市场宽度跌破55%→暂停所有进攻", "涨停降至60以下→仅保留最强2只", "方向成交额转DOWN_BIAS→全部降conditional" ], "not_recommendation": true, "output_files": { "full_report": "reports/full/20260506_full_report_v2.md", "wechat_brief": "reports/wechat/20260506_wechat_brief_v2.txt", "agent_summary": "reports/json/20260506_agent_summary_v2.json" }, "generation_note": "由 Hermes/DeepSeek V4 Pro 基于 evidence_pack_20260506 + strict_plan(20260506_news版V1.1 Strict,确认5 active/7 conditional/18 observe) + previous_day_tracking(含outcome_raw 1分钟轨迹,已确认奥特维conditional未触发) + external_context(partial,无HIGH风险) 生成。outcome_raw可用但outcome_eval未精算。所有conditional均标注为条件确认后观察，不构成买入建议。" }