{ "trade_date": "2026-05-07", "next_trade_date": "2026-05-08", "source": "hermes_deepseek_v4_manual_with_project_skills", "external_context_quality": "partial", "external_context_provenance": "gemini_external_context_normalizer_v2", "external_context_scope": "compact_theme_and_representative_stocks", "market_risk_regime": "HOT", "market_risk_subtype": "BROAD_RISK_ON", "theme_opportunity_regime": "ACTIVE", "trade_mode": "ACTIVE_THEME_FOLLOW", "regime_mode_conflict": false, "strict_plan_authority": "reports/trade_plan/20260507_next_day_trade_plan_sector_bound_v1_1_strict_news.json", "strict_plan_counts": { "active_plan": 14, "conditional_plan": 5, "observe_only": 11, "risk_verify": 2, "forbidden": 5, "rejected_or_observe_extra": 30 }, "strict_plan_status_breakdown": { "strict_triggered_active_pass": 14, "strict_structure_watch_to_observe": 11, "strict_near_triggered_conditional": 5 }, "strict_plan_theme_consistency": { "strong": 14, "weak": 11, "valid": 5 }, "market_summary": "全市场延续HOT/BROAD_RISK_ON状态。5个主题已触发（AI光通信链、AI算力基础设施、光纤概念、多模态AI、机器人智能制造），较前日4个增加1个。4个near_triggered（MiniLED、半导体材料设备、英伟达概念、通信技术）。AI产业链全共振从4主题扩展到5主题，光纤概念与机器人智能制造新入列triggered。云计算从triggered降级为weak_tape，显示主题轮动加速。", "index_summary": "", "previous_day_review": { "plan_date": "2026-05-06", "execution_date": "2026-05-07", "plan_counts": { "active_plan": 5, "conditional_plan": 7, "observe_only": 18 }, "active_outcomes": { "summary": "5只active全部正收益，无一触及invalid。开勒股份+11.21%最强，顺网科技+5.59%证伪前日长上影线风险。", "triggered_count": 5, "failed_count": 0, "invalid_triggered_count": 0, "best": {"symbol": "SZSE.301070", "name": "开勒股份", "pct_chg": 11.21}, "worst": {"symbol": "SZSE.002845", "name": "同兴达", "pct_chg": 1.38} }, "conditional_outcomes": { "summary": "7只conditional全部正收益，无一亏损。红板科技涨停+10%最强，AI光通信链4只集中走强，为theme升级提供证据。", "triggered_count": 7, "failed_count": 0, "best": {"symbol": "SHSE.603459", "name": "红板科技", "pct_chg": 10.0, "limit_up": true}, "worst": {"symbol": "SHSE.600184", "name": "光电股份", "pct_chg": 2.44} }, "key_lessons": [ "AI全共振预判被验证——5/6判断4 triggered+4 near_triggered的共振结构在5/7延续并扩展", "顺网科技长上影线风险被证伪——说明在HOT环境下长上影不一定是见顶信号", "云计算主题从triggered降级为weak_tape——主题轮动加速，不能因前日强势就放松警惕", "VWAP回踩模板在12只票中全部有效——模板在HOT环境下触发率极高", "7只conditional全胜不可线性外推——这是HOT+BROAD_RISK_ON特殊环境的结果" ], "data_completeness": "outcome_raw available with daily_bars and min1_bars for 30 symbols. outcome_eval not yet computed." }, "theme_summary": [ { "theme_name": "光纤概念", "state": "TRIGGERED", "rating": "A", "active_count": 4, "core_logic": "英伟达与康宁战略合作催化，长飞/腾景/烽火/光韵达4只active集中承载。光纤+光通信全链共振", "risk": "4只VWAP回踩票昨收均高于zone，次日不回调则全失效" }, { "theme_name": "机器人智能制造", "state": "TRIGGERED", "rating": "A", "active_count": 4, "core_logic": "新入列triggered，津荣天宇/华辰装备/维宏股份/安达智能4只分列突破与VWAP模板", "risk": "新入列主题持续性待验证，次日分化概率较高" }, { "theme_name": "多模态AI", "state": "TRIGGERED", "rating": "A", "active_count": 4, "core_logic": "连续两日triggered，鼎捷数智/昆仑万维/超讯通信/九安医疗覆盖突破与VWAP两类模板", "risk": "九安医疗昨收=invalid且曾触涨停未封，鼎捷数智昨收=invalid" }, { "theme_name": "AI光通信链", "state": "TRIGGERED", "rating": "A", "active_count": 2, "core_logic": "新易盛/罗博特科两大中军承载，罗博特科获4亿重大合同催化", "risk": "两票昨收均远高于VWAP zone，需等较深回调" }, { "theme_name": "英伟达概念", "state": "NEAR_TRIGGERED", "rating": "B", "conditional_count": 3, "core_logic": "英伟达与康宁战略合作提供正面催化，奥比中光/先进数通/豪恩汽电3只conditional等待升级确认", "risk": "3只conditional集中在同一主题，主题不升级则集体失效" }, { "theme_name": "半导体材料设备", "state": "NEAR_TRIGGERED", "rating": "B", "conditional_count": 1, "core_logic": "世运电路1只conditional，前日红板科技涨停验证板块活跃度", "risk": "只有1只conditional，板块共振不足" }, { "theme_name": "MiniLED", "state": "NEAR_TRIGGERED", "rating": "B", "conditional_count": 1, "core_logic": "南极光1只conditional，兆驰股份MicroLED样品验证提供远期催化", "risk": "主题力度偏弱，conditional触发概率较低" } ], "active_plan_focus": [ {"symbol": "SZSE.300227", "name": "光韵达", "theme": "光纤概念", "template": "BREAK_PREV_HIGH", "trigger_price": 12.09, "invalid_price": 11.95, "chase_ceiling": 12.35}, {"symbol": "SZSE.300988", "name": "津荣天宇", "theme": "机器人智能制造", "template": "BREAK_PREV_HIGH", "trigger_price": 29.19, "invalid_price": 28.97, "chase_ceiling": 29.75}, {"symbol": "SZSE.300809", "name": "华辰装备", "theme": "机器人智能制造", "template": "BREAK_PREV_HIGH", "trigger_price": 33.87, "invalid_price": 33.59, "chase_ceiling": 34.59}, {"symbol": "SZSE.300378", "name": "鼎捷数智", "theme": "多模态AI", "template": "BREAK_PREV_HIGH", "trigger_price": 43.74, "invalid_price": 43.24, "chase_ceiling": 44.64, "risk": "昨收=invalid"}, {"symbol": "SZSE.300418", "name": "昆仑万维", "theme": "多模态AI", "template": "BREAK_PREV_HIGH", "trigger_price": 55.19, "invalid_price": 54.67, "chase_ceiling": 56.58}, {"symbol": "SZSE.002432", "name": "九安医疗", "theme": "多模态AI", "template": "BREAK_PREV_HIGH", "trigger_price": 79.76, "invalid_price": 78.30, "chase_ceiling": 81.04, "risk": "昨收=invalid; TOUCHED_LIMIT_UP_BUT_NOT_CLOSE"}, {"symbol": "SHSE.601869", "name": "长飞光纤", "theme": "光纤概念", "template": "VWAP_RECLAIM", "entry_zone": "376.01-386.23", "invalid_price": 373.46, "chase_ceiling": 400.88}, {"symbol": "SHSE.688195", "name": "腾景科技", "theme": "光纤概念", "template": "VWAP_RECLAIM", "entry_zone": "346.16-357.39", "invalid_price": 343.35, "chase_ceiling": 372.84}, {"symbol": "SHSE.600498", "name": "烽火通信", "theme": "光纤概念", "template": "VWAP_RECLAIM", "entry_zone": "49.47-50.80", "invalid_price": 49.14, "chase_ceiling": 53.37}, {"symbol": "SZSE.300508", "name": "维宏股份", "theme": "机器人智能制造", "template": "VWAP_RECLAIM", "entry_zone": "33.77-34.41", "invalid_price": 33.61, "chase_ceiling": 35.64}, {"symbol": "SHSE.688125", "name": "安达智能", "theme": "机器人智能制造", "template": "VWAP_RECLAIM", "entry_zone": "210.17-215.64", "invalid_price": 208.81, "chase_ceiling": 225.14}, {"symbol": "SZSE.300502", "name": "新易盛", "theme": "AI光通信链", "template": "VWAP_RECLAIM", "entry_zone": "532.19-547.13", "invalid_price": 528.46, "chase_ceiling": 580.40}, {"symbol": "SZSE.300757", "name": "罗博特科", "theme": "AI光通信链", "template": "VWAP_RECLAIM", "entry_zone": "495.00-507.08", "invalid_price": 491.98, "chase_ceiling": 525.63, "external_catalyst": "重大合同4.03亿"}, {"symbol": "SHSE.603322", "name": "超讯通信", "theme": "多模态AI", "template": "VWAP_RECLAIM", "entry_zone": "35.30-36.10", "invalid_price": 35.10, "chase_ceiling": 37.18} ], "conditional_plan_focus": [ {"symbol": "SHSE.688322", "name": "奥比中光", "theme": "英伟达概念", "template": "BREAK_PREV_HIGH", "trigger_price": 87.01, "invalid_price": 86.34, "chase_ceiling": 88.80}, {"symbol": "SZSE.300541", "name": "先进数通", "theme": "英伟达概念", "template": "BREAK_PREV_HIGH", "trigger_price": 13.30, "invalid_price": 13.18, "chase_ceiling": 13.59}, {"symbol": "SZSE.301488", "name": "豪恩汽电", "theme": "英伟达概念", "template": "BREAK_PREV_HIGH", "trigger_price": 135.51, "invalid_price": 134.64, "chase_ceiling": 137.87, "external_catalyst": "定点信2.75亿"}, {"symbol": "SHSE.603920", "name": "世运电路", "theme": "半导体材料设备", "template": "VWAP_RECLAIM", "entry_zone": "56.90-58.34", "invalid_price": 56.54, "chase_ceiling": 60.80}, {"symbol": "SZSE.300940", "name": "南极光", "theme": "MiniLED", "template": "VWAP_RECLAIM", "entry_zone": "20.28-20.65", "invalid_price": 20.19, "chase_ceiling": 21.27} ], "next_day_key_watch": [ "新易盛 / 罗博特科：AI光通信链情绪锚，观察是否继续强势", "昆仑万维：多模态AI中军，观察承接力度", "长飞光纤：光纤概念中军，观察是否维持趋势", "豪恩汽电：获定点信利好，观察英伟达概念是否升级", "鼎捷数智 / 九安医疗：昨收=invalid，开盘位置决定当日是否有效" ], "risk_flags": [ {"type": "hot_environment_reversal", "description": "HOT环境5个triggered同时出现是近期最强，但次日分化概率较高"}, {"type": "vwap_no_pullback", "description": "8只VWAP回踩模板票昨收均高于zone_high，次日若继续上冲无回调则全部无法触发"}, {"type": "external_context_partial", "description": "外部上下文仅partial，可能存在未被检索的外部负面事件"}, {"type": "conditional_concentration", "description": "5只conditional中3只集中在英伟达概念，主题不升级则集体失效"}, {"type": "single_stock_invalid_at_close", "description": "鼎捷数智/九安医疗昨收=invalid_price，开盘若低开即失效"}, {"type": "nine_an_touched_limit", "description": "九安医疗曾触涨停但未封(TOUCHED_LIMIT_UP_BUT_NOT_CLOSE)，次日抛压概率较高"} ], "execution_discipline": [ "无集合竞价实时数据，不得以竞价结果作为入场依据", "突破昨高票：必须放量突破trigger，缩量无效", "VWAP回踩票：必须回踩至zone后站回VWAP，不回调不进", "conditional：对应主题必须从near_triggered升级后才观察", "跌破invalid_price当日放弃跟踪，不得恋战", "跳空高开超过chase_ceiling放弃追入", "主题板块整体绿盘则active降级观察", "罗博特科利好不改变模板规则——仍须等VWAP回踩" ], "not_recommendation": true, "output_files": { "full_report": "reports/full/20260507_full_report_v2.md", "wechat_brief": "reports/wechat/20260507_wechat_brief_v2.txt", "agent_summary": "reports/json/20260507_agent_summary_v2.json" }, "generation_note": "Generated by Hermes/DeepSeek V4 Pro based on prompts/sector_wave_daily_analyst.md, skills/wechat_brief_writer.md, skills/outcome_review_and_skill_update.md, and 20260507_hermes_deepseek_report_input_news_tracking.json. External context quality=partial. Strict Gate V1.1 authority respected." }