{ "trade_date": "2026-05-12", "next_trade_date": "2026-05-13", "source": "hermes_deepseek_v4_manual_with_project_skills", "regime_source": "evidence_pack.market", "regime_reading_discipline": "market_risk_regime and theme_opportunity_regime are independent dimensions per prompt §1.1; both read directly from evidence_pack.market, not from previous agent_summary", "market_risk_regime": { "regime": "MIXED", "subtype": null, "score": 49, "source_path": "evidence_pack.market.market_risk_regime", "note": "Genuine cooling from HOT(95) on 5/11. 上证-0.25%, 深证-0.47%, up_ratio 23.5% vs 58.9% yesterday, limit_up 57 vs 95." }, "theme_opportunity_regime": { "regime": "MIXED", "subtype": "DEFENSIVE_ROTATION", "score": 75.0, "source_path": "evidence_pack.market.theme_opportunity_regime", "note": "Continues from 5/11. Theme switch AI→semiconductor→UHV(electric grid) completing." }, "trade_mode": "SELECTIVE_DEFENSIVE_ONLY", "regime_consistency_check": { "previous_agent_summary_market_risk_regime": "HOT", "current_evidence_pack_market_risk_regime": "MIXED", "match": false, "explanation": "5/11 agent_summary correctly had HOT; 5/12 evidence_pack shows genuine cooling to MIXED. This is a legitimate regime change, not an error.", "error_mode": "none_legitimate_change" }, "external_context_quality": "partial", "external_context_provenance": "gemini_external_context_normalizer_v2", "external_context_scope": "compact_theme_and_representative_stocks", "external_context_note": "Coverage limited to 半导体材料设备链 and representative stocks. 特高压/UHV theme NOT covered by external context. Strict Gate generated via deterministic rule-based fallback (Gemini API unavailable). External risk weight=medium_high (shareholder reductions, regulatory warnings concentrated in semiconductor chain).", "strict_plan_authority": "reports/trade_plan/20260512_next_day_trade_plan_sector_bound_v1_1_strict_news.json", "strict_plan_counts": { "active_plan": 8, "conditional_plan": 0, "observe_only": 22, "pre_strict_active": 30 }, "strict_plan_status_breakdown": { "strict_triggered_active_pass": 8, "strict_structure_watch_to_observe": 17, "strict_tail_observe_only": 5 }, "strict_plan_theme_consistency": { "strong": 8, "weak": 17, "valid": 5 }, "market_summary": "全市场从前日HOT(score 95)真实降温至MIXED(score 49)。上证-0.25%、深证-0.47%、创业板+0.15%。上涨比从58.9%骤降至23.5%，涨停从95降至57只，跌停7只。全市场成交约6.2万亿。主题结构延续MIXED/DEFENSIVE_ROTATION，但特高压主题通过了Strict Gate四条件(triggered+MID+actionable+strong theme consistency)，成为唯一active主线。光纤概念虽triggered但无股票通过Strict Gate。", "index_summary": { "shanghai": {"ret_pct": -0.25, "close": 4214.49, "amount_yi": 14652.73}, "shenzhen": {"ret_pct": -0.47, "close": 15824.92, "amount_yi": 17773.84}, "chinext": {"ret_pct": 0.15, "close": 3934.88, "amount_yi": 8456.13}, "csi300": {"ret_pct": -0.08, "close": 4948.05, "amount_yi": 8193.51}, "csi500": {"ret_pct": -0.61, "close": 8785.98, "amount_yi": 6335.58}, "csi1000": {"ret_pct": -0.51, "close": 8821.89, "amount_yi": 6834.58} }, "breadth": { "up_count": 1168, "down_count": 3743, "up_ratio": 0.2352, "limit_up": 57, "limit_down": 7, "limit_up_down_ratio": 8.14 }, "theme_summary": [ { "theme_name": "特高压（智能电网）", "state": "TRIGGERED", "rating": "A", "active_count": 8, "core_logic": "主题切换完成（AI→半导体→特高压）。8只全部通过strict_triggered_active_pass路径，是5/7以来最大规模的active集中。保变电气A级+explosive量能领衔，6只VWAP回踩模板辅助。", "risk": "全市场MIXED(49)非HOT环境，不可线性外推HOT期表现。6只VWAP回踩票昨收普遍高于zone，大概率不回调。外部context未覆盖特高压主题。" }, { "theme_name": "光纤概念", "state": "TRIGGERED_BUT_NO_ACTIVE", "rating": "B", "active_count": 0, "core_logic": "在triggered_clusters中出现，但无任何股票通过Strict Gate。光纤/光通信方向持续退潮，与前几日AI光通信链从triggered降级的趋势一致。", "risk": "主题退潮风险。Strict Gate正确阻止了无效入场。" }, { "theme_name": "半导体材料设备", "state": "NEAR_TRIGGERED", "rating": "C+", "active_count": 0, "core_logic": "唯一near_triggered主题，但所有标的未通过conditional最低条件。外部context显示减持密集+监管风险。", "risk": "外部风险medium_high。股东减持密集（方正科技、天承科技、奕东电子等），宝鼎科技监管警示。不宜主动进攻。" }, { "theme_name": "智能电网", "state": "STRUCTURE_WATCH", "rating": "B", "active_count": 0, "core_logic": "特高压的影子扩散主题，10只observe_only。观察是否跟随特高压升级为near_triggered。", "risk": "影子主题，不升级不交易。" } ], "previous_day_review": { "plan_date": "2026-05-11", "execution_date": "2026-05-12", "data_source": "entry_based_outcome_eval_v1_2", "plan_counts": { "active_plan": 0, "conditional_plan": 1, "observe_only": 29 }, "entry_effective": 0, "no_entry": 30, "eval_status_counts": { "observe_boundary_touched": 19, "observe_no_trade": 10, "invalid_before_entry": 1 }, "template_outcome_counts": { "observe_only_boundary_touched": 19, "observe_only_no_trade": 10, "invalid_before_entry": 1 }, "conditional_outcome": { "symbol": "SHSE.688019", "name": "安集科技", "outcome": "invalid_before_entry", "verdict": "前日日报标注'量能normal+外部政策压力，条件非常苛刻'，被验证。开盘即跌破VWAP参考区且未reclaim。" }, "observe_strong_count": 3, "key_verification": "5/11计划完全正确。0 entry_effective不是系统失败——Strict Gate在主题厚度不足时成功阻止了无效入场。", "data_completeness": "entry_based_outcome_eval V1.2 available. lesson_registry available. auction_fact V1.2 available." }, "entry_based_outcome_review": { "source": "reports/outcome/20260511_plan_20260512_outcome_eval_v1_2_entry_based.md", "rows": 30, "entry_effective": 0, "bucket_stats": [], "opportunity_cost_samples": 3, "note": "仅conditional安集科技，且invalid_before_entry。无active_plan故无entry_stats_by_bucket。observe_only中3只日线>=3%（observe_strong_count=3）。" }, "lesson_registry_summary": [ { "name": "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE", "status": "validated_single_day_needs_more_samples", "finding": "安集invalid before entry再确认clean trigger门槛的有效性" }, { "name": "RECLAIM_NO_INVALID_PRIMARY_TRIGGER", "status": "validated_single_day_needs_more_samples", "finding": "本轮无可用样本，但安集反向验证：未reclaim=invalid" }, { "name": "STRICT_GATE_ZERO_TO_EIGHT_TRANSITION", "status": "new_observation", "finding": "系统首次经历0→8 active跳变。确认Strict Gate不是单向收紧——当triggered+MID+actionable+strong theme consistency四条件齐备时正确放行。", "action": "记录为系统正常行为。后续观察MIXED环境下8 active的表现，看是否需要在MIXED环境中收紧参数。", "do_not_change_yet": "不要因单日0→8跳变就调整Strict Gate参数" }, { "name": "FIBER_TRIGGERED_BUT_NO_PASS", "status": "new_observation", "finding": "光纤概念在triggered_clusters但无股票通过Strict Gate。topic触发≠个股可交易，这是V1.1设计意图。", "action": "记录为V1.1 Strict Gate正确行为。" }, { "name": "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY", "status": "validated_logic_rule", "finding": "延续" }, { "name": "MISSED_MOMENTUM_NO_PULLBACK", "status": "important_shadow_hypothesis", "finding": "光纤概念可能产生missed_momentum样本，但光纤已在退潮" }, { "name": "OBSERVE_ONLY_SHADOW_ALPHA", "status": "important_shadow_hypothesis", "finding": "3只observe_only>=3%，但不放宽Strict Gate" } ], "next_validation_tasks": [ "跟踪8只active在MIXED环境下的触发率和entry-based表现", "对比突破昨高vs VWAP回踩模板在MIXED环境下的差异", "观察智能电网(10 observe)是否有扩散升级信号", "T+1/T+2追踪四川九洲giveback是否恢复", "标记光纤概念missed_momentum样本（如有）", "累积30-60交易日MIXED vs HOT环境下active表现对比数据" ], "next_day_key_watch": { "active": [ { "symbol": "SHSE.600550", "name": "保变电气", "theme": "特高压", "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "trigger_price": 16.51, "invalid_price": 16.38, "chase_ceiling": 16.84, "grade": "A", "amount": "explosive" }, { "symbol": "SZSE.301179", "name": "泽宇智能", "theme": "特高压", "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "trigger_price": 26.39, "invalid_price": 26.09, "chase_ceiling": 27.17, "grade": "A", "amount": "strong_expansion" }, { "symbol": "SZSE.300215", "name": "电科院", "theme": "特高压", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_zone": {"low": 9.20, "high": 9.33, "ref": 9.28}, "invalid_price": 9.17, "chase_ceiling": 9.72, "grade": "B", "amount": "strong_expansion" }, { "symbol": "SHSE.601179", "name": "中国西电", "theme": "特高压", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_zone": {"low": 18.62, "high": 18.95, "ref": 18.83}, "invalid_price": 18.54, "chase_ceiling": 19.78, "grade": "B", "amount": "strong_expansion" } ], "conditional": [], "strength_anchors": [ {"symbol": "SHSE.601179", "name": "中国西电", "note": "特高压中军，盘子较大，观察板块承接力度"} ], "mid_observe": [ {"symbol": "SHSE.600550", "name": "保变电气", "note": "唯一A级+explosive，但昨收涨停需谨慎"} ], "risk_validation": [ {"theme": "半导体材料设备链", "risk": "股东减持密集+监管警示", "symbols": ["SHSE.688019", "SHSE.688549"]} ], "observe_themes": { "智能电网": 10, "特高压_tail": 3, "LED概念": 2, "光刻机(胶)": 2, "中芯概念": 2, "新能源电力链": 2, "OLED": 1 } }, "active_plan_focus": [ { "symbol": "SHSE.600550", "name": "保变电气", "theme": "特高压", "template": "突破昨高", "priority": 1, "key_points": "A级+explosive，质量最高。但昨收=涨停价，次日需放量确认。", "warning": "不开盘盲追，缩量突破无效。高开超16.84放弃。" }, { "symbol": "SZSE.301179", "name": "泽宇智能", "theme": "特高压", "template": "突破昨高", "priority": 1, "key_points": "A级+strong_expansion，trigger窗口极窄(26.39 vs 昨高26.38)。", "warning": "缩量突破不追，跌破26.09失效。" }, { "symbol": "SZSE.300215", "name": "电科院", "theme": "特高压", "template": "VWAP回踩", "priority": 2, "key_points": "strong_expansion，昨收9.47>zone_high 9.33，需等回调。", "warning": "不回调不进。" }, { "symbol": "SHSE.601179", "name": "中国西电", "theme": "特高压", "template": "VWAP回踩", "priority": 2, "key_points": "中军潜质，strong_expansion。昨收19.20>zone_high 18.95。", "warning": "盘子大，量能确认要求更高。" } ], "conditional_plan_focus": [], "risk_flags": [ { "type": "market_environment", "severity": "high", "description": "全市场MIXED(score 49)，非HOT环境。8 active的胜率不可线性外推HOT期(5/7)结果。" }, { "type": "template_limitation", "severity": "medium", "description": "6只VWAP回踩票昨收普遍高于zone_high，大概率不回调。不回调=不触发，不是'错过'。" }, { "type": "external_context_gap", "severity": "medium", "description": "特高压/智能电网未被external_context覆盖。无外部资讯交叉验证。" }, { "type": "semiconductor_chain_risk", "severity": "medium", "description": "半导体材料设备链减持密集+监管警示。外部风险weight=medium_high。" }, { "type": "limit_head_risk", "severity": "medium", "description": "保变电气、神马电力昨收涨停。次日高开/一字板概率大，不可追高。" } ], "execution_discipline": [ "集合竞价：关注8只active开盘方向，板块集体低开→全部降级", "开盘前30分钟：不放量不进，不回调不进，不得开盘盲追", "午后：未回调至zone→当日放弃，未突破trigger→当日放弃", "尾盘：已reclaim但再破VWAP→放弃；未触发票标记no_pullback/missed_momentum", "特高压板块翻绿→全部active降级观察", "observe_only拉升只记录shadow，不改正式计划" ], "not_recommendation": true, "output_files": { "full_report": "reports/full/20260512_full_report_v2.md", "wechat_brief": "reports/wechat/20260512_wechat_brief_v2.txt", "agent_summary": "reports/json/20260512_agent_summary_v2.json" }, "generation_note": "本版严格遵循prompt §1.1 Regime读取铁律：market_risk_regime、theme_opportunity_regime、trade_mode均直接从evidence_pack.market读取。前日agent_summary的HOT与本日evidence_pack的MIXED不一致已标注为legitimate regime change。8 active全部来自特高压主题的strict_triggered_active_pass路径。", "correction_note": "无修正。本次为初版，regime从evidence_pack直接读取，与前日5/11修正版无矛盾。" }