{ "trade_date": "2026-05-15", "next_trade_date": "2026-05-18", "source": "hermes_deepseek_v4_manual_with_project_skills_internet_cross_verified", "external_context_quality": "unavailable", "internet_cross_verification": { "status": "completed", "sources": ["东方财富-数据宝揭秘涨停", "财联社涨停分析", "每日经济新闻机器人ETF报道", "主力资金流向日报"], "index_accuracy": "所有七指数精确匹配到小数点后两位", "breadth_match": "evidence 32.23% vs internet 33.02%, diff +0.79pp (口径可解释)", "limit_up_match": "evidence 56 vs internet 54(财联社不含ST)/72(数据宝含ST), 居中合理", "fund_flow": "主力净流出996.58亿, 方向一致", "audit_report": "reports/audit/20260515_cross_verification_internet_vs_evidence.md" }, "strict_plan_counts": { "active_plan": 10, "conditional_plan": 0, "observe_only": 20, "rejected_or_observe_extra": 69, "pre_strict_active": 13, "pre_strict_conditional": 17 }, "market_summary": "连续第二日下跌但跌速放缓。上证4135.39(-1.02%), 深证15561.37(-1.17%), 创业板3929.06(-0.56%)。市场广度32.23%上涨, 涨停56只跌停15只, 总成交3.32万亿。三连跌轨迹: HOT(95)→COLD(26)→MIXED(39)。主力资金连续3日净流出, 本周合计-3685亿。仅7个申万行业上涨, 机械设备+0.92%是唯一正收益且含主线的行业。", "market_regime": { "market_risk_regime": { "regime": "MIXED", "score": 39, "subtype": "STRUCTURAL_MARKET", "level": "结构性分化市场，只适合聚焦最强主线", "source_path": "evidence_pack.market.market_risk_regime" }, "theme_opportunity_regime": { "regime": "MIXED", "score": 21.0, "level": "缺少明确可进攻主线", "source_path": "evidence_pack.market.theme_opportunity_regime" }, "trade_mode": { "mode": "OBSERVE_ONLY", "source_path": "evidence_pack.market.trade_mode" } }, "theme_summary": [ { "sector": "减速器", "theme_cluster": "机器人智能制造", "state": "TRIGGERED", "heat_score": 92.88, "sector_ret_pct": 3.36, "ladder": "3涨停龙头+4前排+11中军+19后排", "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "internet_confirmation": "国证机器人产业指数+6.24%, Tesla Optimus量产+宇树价格革命+特种场景三重催化" }, { "sectors": ["新型工业化", "光刻机(胶)", "中芯概念", "汽车热管理", "飞行汽车(eVTOL)"], "state": "STRUCTURE_WATCH", "note": "5个结构观察板块，均未达near_triggered阈值" } ], "previous_day_review": { "trade_date": "2026-05-14", "plan_date": "2026-05-15", "entry_based_outcome_available": true, "entry_effective": 0, "no_entry": 16, "outcome_breakdown": { "observe_boundary_touched": 14, "observe_no_trade": 2 }, "key_finding": "0 active + 0 conditional计划下无人入场, COLD市场保护逻辑再次验证", "previous_agent_summary_regime_check": "5/14 agent_summary正确使用COLD(26), 无regime混淆" }, "entry_based_outcome_review": { "source": "reports/outcome/20260514_plan_20260515_outcome_eval_v1_2_entry_based.md", "entry_effective": 0, "template_outcome_counts": { "observe_only_boundary_touched": 14, "observe_only_no_trade": 2 }, "summary": "无人入场, 系统保护逻辑正确" }, "lesson_registry_summary": [ {"lesson": "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE", "status": "validated_single_day_needs_more_samples"}, {"lesson": "RECLAIM_NO_INVALID_PRIMARY_TRIGGER", "status": "validated_single_day_needs_more_samples"}, {"lesson": "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY", "status": "hypothesis"}, {"lesson": "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY", "status": "validated_logic_rule"}, {"lesson": "MISSED_MOMENTUM_NO_PULLBACK", "status": "important_shadow_hypothesis"}, {"lesson": "OBSERVE_ONLY_SHADOW_ALPHA", "status": "important_shadow_hypothesis"}, {"lesson": "HIGH_GIVEBACK_NEEDS_TN_FOLLOWUP", "status": "needs_tn_validation"}, {"lesson": "STRUCTURE_SIGNAL_LEADS_NEWS (NEW)", "status": "observation_pending_samples", "note": "减速器triggered发生在机器人三重催化广泛报道之前, 系统结构信号领先外部资讯"} ], "next_validation_tasks": [ "建立L2 deterministic fallback (Gemini连续2日不可用)", "周一盘前Preopen Refresh加入手动事件采集(如果Gemini仍不可用)", "涨停数据口径标准化(确认掘金limit_up是否含ST/北交所)", "新增互联网交叉验证为每日日报固定章节", "累计STRUCTURE_SIGNAL_LEADS_NEWS案例后正式创建lesson" ], "next_day_key_watch": [ { "theme": "减速器/机器人智能制造", "state": "TRIGGERED", "internet_confirmation": "国证机器人产业指数+6.24%, Tesla Optimus量产+宇树价格革命+特种场景三重催化", "watch_count": 10, "note": "全部MID层+TPL_PULLBACK_VWAP_RECLAIM模板, 周一跨周末最严格条件执行" } ], "active_plan_focus": [ {"symbol": "SZSE.003021", "name": "兆威机电", "sector": "减速器", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "prev_close": 105.99, "vwap": 105.75, "entry_zone_low": 104.15, "chase_ceiling": 109.17, "amount_state": "explosive"}, {"symbol": "SZSE.300403", "name": "汉宇集团", "sector": "减速器", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "prev_close": 12.08, "vwap": 12.08, "entry_zone_low": 11.91, "chase_ceiling": 12.44, "amount_state": "explosive"}, {"symbol": "SHSE.603728", "name": "鸣志电器", "sector": "减速器", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "prev_close": 64.99, "vwap": 64.79, "entry_zone_low": 63.99, "chase_ceiling": 66.94, "amount_state": "strong_expansion"}, {"symbol": "SHSE.688165", "name": "埃夫特-U", "sector": "减速器", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "prev_close": 20.43, "vwap": 20.25, "entry_zone_low": 19.93, "chase_ceiling": 21.04, "amount_state": "strong_expansion"}, {"symbol": "SZSE.300433", "name": "蓝思科技", "sector": "减速器", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "prev_close": 34.21, "vwap": 34.06, "entry_zone_low": 33.53, "chase_ceiling": 35.24, "amount_state": "strong_expansion"}, {"symbol": "SHSE.603638", "name": "艾迪精密", "sector": "减速器", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "prev_close": 26.13, "vwap": 26.03, "entry_zone_low": 25.70, "chase_ceiling": 26.91, "amount_state": "strong_expansion"}, {"symbol": "SZSE.301261", "name": "恒工精密", "sector": "减速器", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "prev_close": 98.52, "vwap": 97.26, "entry_zone_low": 95.10, "chase_ceiling": 101.48, "amount_state": "strong_expansion"}, {"symbol": "SZSE.301550", "name": "斯菱智驱", "sector": "减速器", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "prev_close": 183.29, "vwap": 181.08, "entry_zone_low": 177.52, "chase_ceiling": 188.79, "amount_state": "mild_expansion"}, {"symbol": "SZSE.300488", "name": "恒锋工具", "sector": "减速器", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "prev_close": 38.86, "vwap": 38.41, "entry_zone_low": 37.62, "chase_ceiling": 40.03, "amount_state": "normal"}, {"symbol": "SZSE.300258", "name": "精锻科技", "sector": "减速器", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "prev_close": 13.65, "vwap": 13.52, "entry_zone_low": 13.31, "chase_ceiling": 14.06, "amount_state": "normal"} ], "conditional_plan_focus": [], "risk_flags": [ "周一跨周末, 开盘不确定性高", "连续3日主力净流出(本周合计-3685亿)", "MIXED市场+OBSERVE_ONLY模式, 不可放松警惕", "Gemini连续2日不可用, 事件面存在盲区", "美国拒绝伊朗结束战争方案(地缘风险)", "创业板净流出223亿, 反弹动力不足" ], "execution_discipline": [ "集合竞价: 观察10只active竞价强弱, 高开超chase_ceiling的移除观察资格", "开盘30分钟: 等待第一波波动, 不追开盘拉升, 等VWAP回踩确认", "午后: 仅上午已出有效信号的标的可观察入场, 午后新回踩需更严格", "尾盘: 不做尾盘急拉追入", "放弃: 龙头炸板→全天放弃; 全市场加速下跌→全天放弃; 无一触发→空仓接受", "周末有利空: 直接放弃所有计划" ], "output_files": { "full_report": "reports/full/20260515_full_report_v2.md", "wechat_brief": "reports/wechat/20260515_wechat_brief_v2.txt", "agent_summary": "reports/json/20260515_agent_summary_v2.json", "audit_report": "reports/audit/20260515_cross_verification_internet_vs_evidence.md" } }