{ "trade_date": "2026-05-26", "next_trade_date": "2026-05-27", "source": "deterministic_report_builder_v1_after_pipeline_outputs", "not_recommendation": true, "external_context_quality": "Gemini strict_v1=partial; External Context V2 Shadow=safe_stub source=build_v2_shadow_safe_stub; Airtap/X=True kept=4 quality=accepted_same_day_social_signals; cross_verification_json_loaded=False", "external_context_v2_shadow_summary": { "available": true, "external_context_quality": "safe_stub", "quality": "safe_stub", "source": "build_v2_shadow_safe_stub", "shadow_only": true, "can_upgrade_strict_gate": false, "can_downgrade_strict_gate": false, "can_directly_modify_strict_gate": false, "allowed_shadow_actions": [ "confirm_context", "risk_note", "require_confirmation", "gm_coverage_audit", "cross_verification", "no_action" ], "boundary_note": "require_confirmation / risk_note / no_action only; 不能升级、不能降级 Strict Gate" }, "gm_sector_coverage_audit_summary": { "loaded": true, "path": "reports/audit/20260526_gm_sector_coverage_audit.json", "themes_checked": [ "存储芯片", "光刻胶/光刻机", "MLCC", "国资云", "电力", "机器人" ], "key_findings": [ "GM coverage audit 仅用于覆盖审计与 require_confirmation，不改变 Strict Gate。", "存储芯片、电力/算电协同等主题必须在日报中显式说明覆盖状态。" ], "summary_rows": [ { "theme": "存储芯片", "internet_mentions": 0, "gm_probe_hits": 1, "evidence_sector_hits": 1, "candidate_pool_hits": 1, "strict_plan_hits": 0, "explanation": "in_candidate_pool_but_not_strict: pools={'conditional_candidates': 1}, layers={'near_triggered_sectors': 1}" }, { "theme": "光刻胶/光刻机", "internet_mentions": 0, "gm_probe_hits": 1, "evidence_sector_hits": 1, "candidate_pool_hits": 20, "strict_plan_hits": 3, "explanation": "entered_strict_plan: {'conditional_plan': 3}" }, { "theme": "MLCC", "internet_mentions": 0, "gm_probe_hits": 3, "evidence_sector_hits": 3, "candidate_pool_hits": 0, "strict_plan_hits": 0, "explanation": "in_evidence_only: sectors={'filtered_noise_sectors': 3}, stock_sections={}" }, { "theme": "国资云", "internet_mentions": 0, "gm_probe_hits": 2, "evidence_sector_hits": 1, "candidate_pool_hits": 0, "strict_plan_hits": 0, "explanation": "in_evidence_only: sectors={'filtered_noise_sectors': 1}, stock_sections={}" }, { "theme": "电力", "internet_mentions": 0, "gm_probe_hits": 1, "evidence_sector_hits": 1, "candidate_pool_hits": 11, "strict_plan_hits": 0, "explanation": "in_candidate_pool_but_not_strict: pools={'conditional_candidates': 2, 'observe_only': 9}, layers={'weak_tape_structure_sectors': 11}" }, { "theme": "机器人", "internet_mentions": 0, "gm_probe_hits": 1, "evidence_sector_hits": 2, "candidate_pool_hits": 12, "strict_plan_hits": 0, "explanation": "in_candidate_pool_but_not_strict: pools={'observe_only': 11, 'forbidden': 1}, layers={'weak_tape_structure_sectors': 12}" } ] }, "x_kol_shadow_summary": { "available": true, "source": "airtap_x_cloud_phone_strict_latest_relaxed_relevance", "input_count": 5, "kept_count": 4, "rejected_count": 0, "quality": "accepted_same_day_social_signals", "use_in_report": "require_confirmation / cross verification only; cannot upgrade or downgrade Strict Gate" }, "strict_plan_counts": { "active_plan": 0, "conditional_plan": 4, "observe_only": 26, "status_counts": { "strict_structure_watch_to_observe": 18, "strict_near_triggered_conditional": 4, "strict_tail_observe_only": 4, "strict_near_triggered_insufficient_to_observe": 2, "strict_triggered_insufficient_to_observe": 2 } }, "market_summary": { "regime": "WEAK", "regime_subtype": "RISK_OFF", "regime_score": 35, "regime_level": "弱市环境，主线机会需要明显降级", "regime_legacy_note": "v1.4.2.1 起建议优先读取 market_risk_regime、theme_opportunity_regime、trade_mode 与 hermes_reading_guidance；旧 regime 仅表示全市场风险主标签。", "market_risk_regime": { "regime": "WEAK", "subtype": "RISK_OFF", "score": 35, "level": "弱市环境，主线机会需要明显降级", "reasons": [ "上涨家数占比25.17%，市场宽度偏低", "下跌股票成交额占比较高，方向成交额代理偏风险回避", "全市场成交额约32203亿，流动性绝对水平较高" ] }, "theme_opportunity_regime": { "regime": "MIXED", "subtype": "DEFENSIVE_ROTATION", "score": 70.0, "score_meaning": "局部主题机会存在度，不代表全市场可进攻强度；全市场风险应优先读取 market_risk_regime。", "level": "全市场偏弱，但局部防守资源线存在可观察主线", "reasons": [ "能源资源链处于强势主题前列，呈现防守资源方向的局部主线" ] }, "trade_mode": "SELECTIVE_DEFENSIVE_ONLY", "data_quality": "OK", "indices": { "shanghai": { "symbol": "SHSE.000001", "name": "上证指数", "ret_pct": -0.17, "close": 4145.37, "amount_yi": 14616.85 }, "shenzhen": { "symbol": "SZSE.399001", "name": "深证成指", "ret_pct": 0.12, "close": 15876.16, "amount_yi": 17820.07 }, "chinext": { "symbol": "SZSE.399006", "name": "创业板指", "ret_pct": 0.54, "close": 4043.07, "amount_yi": 8423.67 }, "csi300": { "symbol": "SHSE.000300", "name": "沪深300", "ret_pct": 0.53, "close": 4947.85, "amount_yi": 8990.94 }, "csi500": { "symbol": "SHSE.000905", "name": "中证500", "ret_pct": -0.52, "close": 8658.62, "amount_yi": 6472.39 }, "csi1000": { "symbol": "SHSE.000852", "name": "中证1000", "ret_pct": -1.27, "close": 8687.25, "amount_yi": 6811.54 }, "bse50": { "symbol": "BJSE.899050", "name": "北证50", "ret_pct": null, "close": null, "amount_yi": null } }, "breadth_detail": { "up_count": 1255, "down_count": 3667, "flat_count": 65, "total_count": 4987, "up_ratio": 0.2517, "down_ratio": 0.7353, "avg_ret_pct": -1.2821, "median_ret_pct": -1.5897 }, "return_distribution": { "up_0_1_count": 444, "up_1_3_count": 459, "up_3_5_count": 163, "up_5_9_count": 120, "up_9_plus_count": 69, "limit_up_count": 49, "down_0_1_count": 650, "down_1_3_count": 1787, "down_3_5_count": 892, "down_5_9_count": 290, "down_9_plus_count": 48, "limit_down_count": 18 }, "limit_activity": { "limit_up_count": 49, "limit_down_count": 18, "limit_up_down_ratio": 2.7222 }, "limit_ladder": { "max_consecutive_limit_up": 3, "ladder": [ { "days": 3, "stocks": [ { "symbol": "SZSE.002585", "name": "双星新材", "ret_pct": 10.02, "amount_yi": 22.64, "consecutive_limit_up": 3 }, { "symbol": "SHSE.600172", "name": "黄河旋风", "ret_pct": 10.01, "amount_yi": 40.53, "consecutive_limit_up": 3 }, { "symbol": "SZSE.002552", "name": "宝鼎科技", "ret_pct": 10.0, "amount_yi": 16.55, "consecutive_limit_up": 3 }, { "symbol": "SZSE.000510", "name": "新金路", "ret_pct": 9.98, "amount_yi": 14.3, "consecutive_limit_up": 3 } ] }, { "days": 2, "stocks": [ { "symbol": "SZSE.002388", "name": "新亚制程", "ret_pct": 10.09, "amount_yi": 0.79, "consecutive_limit_up": 2 }, { "symbol": "SZSE.002185", "name": "华天科技", "ret_pct": 10.02, "amount_yi": 112.43, "consecutive_limit_up": 2 }, { "symbol": "SHSE.600520", "name": "三佳科技", "ret_pct": 10.01, "amount_yi": 2.99, "consecutive_limit_up": 2 }, { "symbol": "SHSE.600584", "name": "长电科技", "ret_pct": 10.0, "amount_yi": 287.85, "consecutive_limit_up": 2 }, { "symbol": "SZSE.002957", "name": "科瑞技术", "ret_pct": 10.0, "amount_yi": 38.18, "consecutive_limit_up": 2 }, { "symbol": "SZSE.003036", "name": "泰坦股份", "ret_pct": 10.0, "amount_yi": 11.04, "consecutive_limit_up": 2 }, { "symbol": "SZSE.000509", "name": "华塑控股", "ret_pct": 9.98, "amount_yi": 3.73, "consecutive_limit_up": 2 }, { "symbol": "SHSE.600726", "name": "华电能源", "ret_pct": 9.97, "amount_yi": 15.19, "consecutive_limit_up": 2 }, { "symbol": "SHSE.600162", "name": "香江控股", "ret_pct": 9.95, "amount_yi": 0.62, "consecutive_limit_up": 2 } ] } ], "ladder_state": "HAS_MID_BOARD" }, "liquidity": { "market_amount_yi": 32202.55, "prev_market_amount_yi": 31855.68, "amount_change_yi": 346.87, "amount_change_pct": 1.09, "amount_ma5_yi": 30627.63, "amount_ma20_yi": 29923.94, "amount_ratio5": 1.0514, "amount_ratio20": 1.0761, "amount_percentile_60d": 0.9111, "liquidity_state": "EXPANDING" }, "money_flow": { "source": "external_or_unavailable", "market_main_net_inflow_yi": null, "sector_main_net_inflow_top": [], "note": "若掘金无真实主力资金流字段，本脚本不伪造主力净流入；可通过 external_context/manual_context 补充。" }, "directional_amount_proxy": { "source": "amount_by_return_direction", "up_amount_yi": 14164.39, "down_amount_yi": 17928.46, "flat_amount_yi": 109.71, "up_amount_ratio": 0.4399, "down_amount_ratio": 0.5567, "strong_up_amount_yi": 7393.59, "strong_down_amount_yi": 9534.94, "bias": "RISK_OFF" }, "sector_heat": { "near_triggered_count": 2, "structure_watch_count": 5, "weak_tape_structure_count": 9, "top_rising_business_sectors": [ { "sector_name": "先进封装", "theme_cluster": "半导体材料设备", "state": "NEAR_TRIGGERED", "sector_ret_pct": 2.31, "sector_rank_today": 1, "tape_quality": "OK", "limit_up_count": 6, "mid_count": 3, "tail_count": 5, "report_score": 121.18 }, { "sector_name": "黄金概念", "theme_cluster": "农业资源品", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.32, "sector_rank_today": 2, "tape_quality": "STRONG", "limit_up_count": 2, "mid_count": 6, "tail_count": 6, "report_score": 91.67 }, { "sector_name": "玻璃基板", "theme_cluster": "玻璃基板", "state": "TRIGGERED", "sector_ret_pct": 1.31, "sector_rank_today": 3, "tape_quality": "STRONG", "limit_up_count": 3, "mid_count": 3, "tail_count": 5, "report_score": 99.89 }, { "sector_name": "稀缺资源", "theme_cluster": "稀缺资源", "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.96, "sector_rank_today": 4, "tape_quality": "OK", "limit_up_count": 2, "mid_count": 6, "tail_count": 8, "report_score": 92.71 }, { "sector_name": "小金属概念", "theme_cluster": "小金属概念", "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.91, "sector_rank_today": 5, "tape_quality": "OK", "limit_up_count": 6, "mid_count": 6, "tail_count": 7, "report_score": 125.03 }, { "sector_name": "MicroLED", "theme_cluster": "MicroLED", "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.73, "sector_rank_today": 6, "tape_quality": "OK", "limit_up_count": 1, "mid_count": 3, "tail_count": 5, "report_score": 71.07 }, { "sector_name": "磷化工", "theme_cluster": "磷化工", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 0.57, "sector_rank_today": 7, "tape_quality": "OK", "limit_up_count": 0, "mid_count": 4, "tail_count": 4, "report_score": 45.35 }, { "sector_name": "旅游酒店", "theme_cluster": "旅游酒店", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 0.55, "sector_rank_today": 8, "tape_quality": "OK", "limit_up_count": 1, "mid_count": 0, "tail_count": 1, "report_score": 31.12 }, { "sector_name": "显示技术", "theme_cluster": "显示技术", "state": "NEAR_TRIGGERED", "sector_ret_pct": 0.53, "sector_rank_today": 9, "tape_quality": "OK", "limit_up_count": 2, "mid_count": 2, "tail_count": 7, "report_score": 83.1 }, { "sector_name": "PEEK材料概念", "theme_cluster": "PEEK材料概念", "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.47, "sector_rank_today": 10, "tape_quality": "OK", "limit_up_count": 2, "mid_count": 5, "tail_count": 4, "report_score": 74.28 } ], "top_falling_business_sectors": [ { "sector_name": "数据中心", "theme_cluster": "AI算力基础设施", "state": "NO_OUTPUT", "sector_ret_pct": -2.54, "sector_rank_today": 246, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 4, "tail_count": 5, "report_score": 15.5 }, { "sector_name": "商业航天", "theme_cluster": "卫星军工信息化", "state": "NO_OUTPUT", "sector_ret_pct": -2.44, "sector_rank_today": 241, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 6, "tail_count": 6, "report_score": 27.79 }, { "sector_name": "存储芯片", "theme_cluster": "半导体材料设备", "state": "NO_OUTPUT", "sector_ret_pct": -2.19, "sector_rank_today": 227, "tape_quality": "WEAK", "limit_up_count": 5, "mid_count": 5, "tail_count": 7, "report_score": 86.81 }, { "sector_name": "充电桩", "theme_cluster": "新能源电力链", "state": "NO_OUTPUT", "sector_ret_pct": -2.13, "sector_rank_today": 218, "tape_quality": "WEAK", "limit_up_count": 3, "mid_count": 4, "tail_count": 6, "report_score": 34.43 }, { "sector_name": "国产芯片", "theme_cluster": "半导体材料设备", "state": "NO_OUTPUT", "sector_ret_pct": -1.99, "sector_rank_today": 201, "tape_quality": "WEAK", "limit_up_count": 6, "mid_count": 14, "tail_count": 21, "report_score": 102.5 }, { "sector_name": "光通信模块", "theme_cluster": "AI光通信链", "state": "NO_OUTPUT", "sector_ret_pct": -1.99, "sector_rank_today": 202, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 5, "tail_count": 8, "report_score": 46.69 }, { "sector_name": "半导体概念", "theme_cluster": "半导体材料设备", "state": "NO_OUTPUT", "sector_ret_pct": -1.95, "sector_rank_today": 196, "tape_quality": "WEAK", "limit_up_count": 9, "mid_count": 17, "tail_count": 23, "report_score": 114.56 }, { "sector_name": "通信技术", "theme_cluster": "通信技术", "state": "NO_OUTPUT", "sector_ret_pct": -1.92, "sector_rank_today": 193, "tape_quality": "WEAK", "limit_up_count": 7, "mid_count": 14, "tail_count": 17, "report_score": 87.7 }, { "sector_name": "电网概念", "theme_cluster": "电网概念", "state": "NO_OUTPUT", "sector_ret_pct": -1.89, "sector_rank_today": 189, "tape_quality": "WEAK", "limit_up_count": 0, "mid_count": 10, "tail_count": 5, "report_score": 36.97 }, { "sector_name": "中芯概念", "theme_cluster": "中芯概念", "state": "NO_OUTPUT", "sector_ret_pct": -1.88, "sector_rank_today": 188, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 2, "tail_count": 4, "report_score": 23.63 } ], "top_theme_clusters": [ { "theme_cluster": "半导体材料设备", "count": 1 }, { "theme_cluster": "MiniLED", "count": 1 }, { "theme_cluster": "小金属概念", "count": 1 }, { "theme_cluster": "稀缺资源", "count": 1 }, { "theme_cluster": "农业资源品", "count": 1 }, { "theme_cluster": "PEEK材料概念", "count": 1 }, { "theme_cluster": "MicroLED", "count": 1 }, { "theme_cluster": "消费电子概念", "count": 1 } ], "weak_theme_clusters": [ { "theme_cluster": "消费电子概念", "count": 1 }, { "theme_cluster": "固态电池", "count": 1 }, { "theme_cluster": "电池技术", "count": 1 }, { "theme_cluster": "锂电池概念", "count": 1 }, { "theme_cluster": "新能源电力链", "count": 1 }, { "theme_cluster": "风能", "count": 1 }, { "theme_cluster": "机器人智能制造", "count": 1 }, { "theme_cluster": "柔性屏(折叠屏)", "count": 1 } ] }, "style_rotation": { "type": "DEFENSIVE_ROTATION", "from": "HIGH_POSITION_TECH_OR_GROWTH", "to": "DEFENSIVE_RESOURCE", "confidence": "MEDIUM_HIGH", "reasons": [ "能源资源类主题位于强势主题前列", "全市场广度偏低，资金更可能偏向防守确定性" ] }, "external_context": { "available": false, "source": "D:\\sector_wave_agent\\manual_context_2026-05-26.json", "overnight_events": [], "policy_events": [], "key_levels": {}, "review_watchpoints": [] }, "risk_flags": [ "LOW_BREADTH", "DIRECTIONAL_AMOUNT_RISK_OFF" ], "support_flags": [ "HIGH_MARKET_AMOUNT", "HAS_NEAR_TRIGGERED_THEME", "ENERGY_RESOURCE_THEME_ACTIVE" ], "missing_fields": [ "index_bse50", "manual_context" ], "regime_reasons": [ "上涨家数占比25.17%，市场宽度偏低", "下跌股票成交额占比较高，方向成交额代理偏风险回避", "全市场成交额约32203亿，流动性绝对水平较高", "能源资源链处于强势主题前列，呈现防守资源方向的局部主线" ], "index_ret_pct": -0.17, "breadth": 0.2517, "limit_up_count": 49, "limit_down_count": 18, "market_amount_yi": 32202.55 }, "theme_summary": { "triggered": [ { "sector_code": "007537", "sector_name": "玻璃基板", "sector_type": "concept_1003", "theme_cluster": "玻璃基板", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 34, "valid_member_count": 34, "specificity_score": 0.8212, "raw_heat_score": 72.46, "adjusted_heat_score": 59.5, "state": "TRIGGERED", "sector_ret_pct": 1.31, "sector_amount_yi": 1530.97, "amount_ratio5": 1.44, "sector_rank_today": 3, "near_previous_high": true, "distance_to_previous_high": 0.0131, "next_day_gap_risk": true, "ohlc": { "open": 139.7558, "high": 145.691, "low": 134.847, "close": 141.6866, "close_location": 0.6307, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "SECTOR_SECOND_WAVE_TRIGGERED", "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "VOLUME_EXPANSION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 3, "front_only_count": 1, "front_count": 4, "head_count": 3, "mid_count": 3, "tail_count": 5 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 99.89, "stocks": [ { "symbol": "SHSE.600367", "name": "红星发展", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 9.6, "turnover": null, "market_cap_yi": 95.88, "amount_to_mcap_pct": 10.016, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600584", "name": "长电科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 287.85, "turnover": null, "market_cap_yi": 1578.08, "amount_to_mcap_pct": 18.24, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603773", "name": "沃格光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 18.64, "turnover": null, "market_cap_yi": 205.65, "amount_to_mcap_pct": 9.066, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300162", "name": "雷曼光电", "role": "FRONT", "ret_pct": 9.62, "amount_yi": 14.01, "turnover": null, "market_cap_yi": 39.01, "amount_to_mcap_pct": 35.916, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.000725", "name": "京东方A", "role": "MID", "ret_pct": 9.49, "amount_yi": 286.46, "turnover": null, "market_cap_yi": 2096.91, 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"market_cap_yi": 294.13, "amount_to_mcap_pct": 30.505, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002851", "name": "麦格米特", "role": "TAIL", "ret_pct": 4.25, "amount_yi": 51.04, "turnover": null, "market_cap_yi": 632.12, "amount_to_mcap_pct": 8.074, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002962", "name": "五方光电", "role": "TAIL", "ret_pct": 3.25, "amount_yi": 7.48, "turnover": null, "market_cap_yi": 41.25, "amount_to_mcap_pct": 18.132, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688079", "name": "美迪凯", "role": "TAIL", "ret_pct": 3.02, "amount_yi": 10.03, "turnover": null, "market_cap_yi": 99.31, "amount_to_mcap_pct": 10.102, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688383", "name": "新益昌", "role": "WATCH", "ret_pct": 2.74, "amount_yi": 5.32, "turnover": null, "market_cap_yi": 148.15, "amount_to_mcap_pct": 3.593, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600707", "name": "彩虹股份", "role": "WATCH", "ret_pct": 2.41, "amount_yi": 31.71, "turnover": null, "market_cap_yi": 426.22, "amount_to_mcap_pct": 7.44, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002983", "name": "芯瑞达", "role": "WATCH", "ret_pct": 1.44, "amount_yi": 2.47, "turnover": null, "market_cap_yi": 34.32, "amount_to_mcap_pct": 7.192, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300296", "name": "利亚德", "role": "WATCH", "ret_pct": 1.3, "amount_yi": 13.49, "turnover": null, "market_cap_yi": 159.22, "amount_to_mcap_pct": 8.471, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300232", "name": "洲明科技", "role": "WATCH", "ret_pct": 0.79, "amount_yi": 2.31, "turnover": null, "market_cap_yi": 56.24, "amount_to_mcap_pct": 4.106, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300752", "name": "隆利科技", "role": "WATCH", "ret_pct": 0.1, "amount_yi": 1.86, "turnover": null, "market_cap_yi": 32.69, "amount_to_mcap_pct": 5.698, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [ { "sector_code": "007597", "sector_name": "显示技术", "theme_cluster": "显示技术", "state": "NEAR_TRIGGERED", "sector_rank_today": 9, "sector_ret_pct": 0.53, "adjusted_heat_score": 46.96, "limit_up_count": 2, "front_count": 3, "mid_count": 2, "tail_count": 7, "tape_quality": "OK", "weak_tape_reasons": [], "reason": "core_overlap:4;jaccard:0.50" } ] } ], "near_triggered_themes": [ { "theme_cluster": "半导体材料设备", "theme_display_name": "半导体材料设备链", "primary_sector": "PCB", "primary_sector_code": "007280", "co_primary_sectors": [ "先进封装" ], "theme_state": "NEAR_TRIGGERED", "theme_role": "MAINLINE", "theme_tape_quality": "OK", "theme_report_score": 152.33, "theme_score_meaning": "主题级局部机会存在度，不代表全市场可进攻强度。", "primary_sector_ret_pct": 0.05, "primary_sector_rank_today": 14, "limit_up_count": 6, "mid_count": 10, "tail_count": 16, "agent_interpretation_hint": "优先按 theme_display_name 理解主线；primary_sector 只是该主题的量化主承载板块，co_primary_sectors 是同主题共振板块。", "reason": "同主题簇内多个板块具备近触发/强结构，按主题级主线输出，避免单一概念名弱化共振。" }, { "theme_cluster": "MiniLED", "theme_display_name": "MiniLED（MiniLED/智能穿戴）", "primary_sector": "MiniLED", "primary_sector_code": "007301", "co_primary_sectors": [ "智能穿戴" ], "theme_state": "NEAR_TRIGGERED", "theme_role": "MAINLINE", "theme_tape_quality": "OK", "theme_report_score": 117.15, "theme_score_meaning": "主题级局部机会存在度，不代表全市场可进攻强度。", "primary_sector_ret_pct": 0.19, "primary_sector_rank_today": 13, "limit_up_count": 3, "mid_count": 8, "tail_count": 6, "agent_interpretation_hint": "优先按 theme_display_name 理解主线；primary_sector 只是该主题的量化主承载板块，co_primary_sectors 是同主题共振板块。", "reason": "同主题簇内多个板块具备近触发/强结构，按主题级主线输出，避免单一概念名弱化共振。" } ], "structure_watch": [ { "sector_code": "007164", "sector_name": "小金属概念", "sector_type": "concept_1003", "theme_cluster": "小金属概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 110, "valid_member_count": 107, "specificity_score": 0.6687, "raw_heat_score": 110.13, "adjusted_heat_score": 73.65, "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.91, "sector_amount_yi": 1592.21, "amount_ratio5": 1.177, "sector_rank_today": 5, "near_previous_high": false, "distance_to_previous_high": -0.0657, "next_day_gap_risk": true, "ohlc": { "open": 107.4997, "high": 110.8515, "low": 105.023, "close": 109.2717, "close_location": 0.7289, "source": "synthetic_equal_weight_index" }, 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"LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 9.6, "turnover": null, "market_cap_yi": 95.88, "amount_to_mcap_pct": 10.016, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.001257", "name": "盛龙股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 9.38, "turnover": null, "market_cap_yi": 35.37, "amount_to_mcap_pct": 26.529, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000506", "name": "招金黄金", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 7.27, "turnover": null, "market_cap_yi": 143.02, "amount_to_mcap_pct": 5.082, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601958", "name": "金钼股份", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 18.28, "turnover": null, "market_cap_yi": 749.54, "amount_to_mcap_pct": 2.439, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" 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"中军观察" }, { "symbol": "SHSE.603993", "name": "洛阳钼业", "role": "MID", "ret_pct": 5.43, "amount_yi": 74.99, "turnover": null, "market_cap_yi": 3560.27, "amount_to_mcap_pct": 2.106, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000657", "name": "中钨高新", "role": "MID", "ret_pct": 5.42, "amount_yi": 85.36, "turnover": null, "market_cap_yi": 983.49, "amount_to_mcap_pct": 8.679, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601899", "name": "紫金矿业", "role": "TAIL", "ret_pct": 4.94, "amount_yi": 143.19, "turnover": null, "market_cap_yi": 6777.99, "amount_to_mcap_pct": 2.113, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000960", "name": "锡业股份", "role": "TAIL", "ret_pct": 4.77, "amount_yi": 43.92, "turnover": null, "market_cap_yi": 686.8, "amount_to_mcap_pct": 6.395, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": 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"actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600362", "name": "江西铜业", "role": "TAIL", "ret_pct": 3.35, "amount_yi": 27.14, "turnover": null, "market_cap_yi": 965.82, "amount_to_mcap_pct": 2.81, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.601168", "name": "西部矿业", "role": "WATCH", "ret_pct": 2.99, "amount_yi": 20.25, "turnover": null, "market_cap_yi": 795.68, "amount_to_mcap_pct": 2.545, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007024", "sector_name": "稀缺资源", "sector_type": "concept_1003", "theme_cluster": "稀缺资源", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 78, "valid_member_count": 76, "specificity_score": 0.7197, "raw_heat_score": 72.88, "adjusted_heat_score": 52.46, "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.96, "sector_amount_yi": 1107.04, "amount_ratio5": 1.249, "sector_rank_today": 4, "near_previous_high": false, "distance_to_previous_high": -0.0496, "next_day_gap_risk": true, "ohlc": { "open": 100.0586, "high": 103.1791, "low": 97.931, "close": 101.8036, "close_location": 0.7379, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "VOLUME_EXPANSION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 2, "front_only_count": 0, "front_count": 2, "head_count": 2, "mid_count": 6, "tail_count": 8 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 92.71, "stocks": [ { "symbol": "SHSE.600367", "name": "红星发展", "role": "LIMIT_HEAD", "ret_pct": 10.01, 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"EMOTION", "wave": "FIRST", "style": "EMOTION", "amount_state": "normal", "theme_cluster": "荣耀概念", "role": "WATCH", "evidence_grade": "", "eval_status": "observe_boundary_touched", "template_outcome": "observe_only_boundary_touched", "entry_effective": false, "entry_price": null, "close_ret_from_entry_pct": null, "mfe_after_entry_pct": null, "mae_after_entry_pct": null, "capture_ratio": null, "giveback_from_mfe_pct": null, "exit_quality_label": "not_entry", "giveback_label": "not_entry", "missed_momentum_bucket": "not_missed_momentum", "daily_pct_chg": -3.7345201238390136 }, { "symbol": "SZSE.002913", "name": "奥士康", "bucket": "observe_only", "theme": "AIPC", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "MIXED", "wave": "FIRST", "style": "MIXED", "amount_state": "normal", "theme_cluster": "AIPC", "role": "WATCH", "evidence_grade": "", "eval_status": "observe_boundary_touched", "template_outcome": "observe_only_boundary_touched", "entry_effective": false, "entry_price": null, "close_ret_from_entry_pct": null, "mfe_after_entry_pct": null, "mae_after_entry_pct": null, "capture_ratio": null, "giveback_from_mfe_pct": null, "exit_quality_label": "not_entry", "giveback_label": "not_entry", "missed_momentum_bucket": "not_missed_momentum", "daily_pct_chg": 0.665149658673192 }, { "symbol": "SHSE.688525", "name": "佰维存储", "bucket": "observe_only", "theme": "AIPC", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "MIXED", "wave": "FIRST", "style": "MIXED", "amount_state": "normal", "theme_cluster": "AIPC", "role": "WATCH", "evidence_grade": "", "eval_status": "observe_boundary_touched", "template_outcome": "observe_only_boundary_touched", "entry_effective": false, "entry_price": null, "close_ret_from_entry_pct": null, "mfe_after_entry_pct": null, "mae_after_entry_pct": null, "capture_ratio": null, "giveback_from_mfe_pct": null, "exit_quality_label": "not_entry", "giveback_label": "not_entry", "missed_momentum_bucket": "not_missed_momentum", "daily_pct_chg": -4.0652180690214035 }, { "symbol": "SZSE.002426", "name": "胜利精密", "bucket": "observe_only", "theme": "复合集流体", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "MIXED", "wave": "FIRST", "style": "MIXED", "amount_state": "normal", "theme_cluster": "复合集流体", "role": "WATCH", "evidence_grade": "", "eval_status": "observe_boundary_touched", "template_outcome": "observe_only_boundary_touched", "entry_effective": false, "entry_price": null, "close_ret_from_entry_pct": null, "mfe_after_entry_pct": null, "mae_after_entry_pct": null, "capture_ratio": null, "giveback_from_mfe_pct": null, "exit_quality_label": "not_entry", "giveback_label": "not_entry", "missed_momentum_bucket": "not_missed_momentum", "daily_pct_chg": -2.4390243902438935 }, { "symbol": "SZSE.002845", "name": "同兴达", "bucket": "active_plan", "theme": "玻璃基板", "template": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "SECOND", "style_hint_raw": "TREND", "wave": "SECOND", "style": "TREND", "amount_state": "strong_expansion", "theme_cluster": "玻璃基板", "role": "MID", "evidence_grade": "", "eval_status": "other", "template_outcome": "reclaim_then_invalid", "entry_effective": false, "entry_price": null, "close_ret_from_entry_pct": null, "mfe_after_entry_pct": null, "mae_after_entry_pct": null, "capture_ratio": null, "giveback_from_mfe_pct": null, "exit_quality_label": "not_entry", "giveback_label": "not_entry", "missed_momentum_bucket": "triggered_but_no_fill", "daily_pct_chg": -1.3838748495788256 }, { "symbol": "SZSE.300327", "name": "中颖电子", "bucket": "observe_only", "theme": "超清视频", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_key": "BREAK_PREV_HIGH", "wave_hint": "FIRST", "style_hint_raw": "MIXED", "wave": "FIRST", "style": "MIXED", "amount_state": "strong_expansion", "theme_cluster": "超清视频", "role": "TAIL", "evidence_grade": "", "eval_status": "observe_boundary_touched", "template_outcome": "observe_only_boundary_touched", "entry_effective": false, "entry_price": null, "close_ret_from_entry_pct": null, "mfe_after_entry_pct": null, "mae_after_entry_pct": null, "capture_ratio": null, "giveback_from_mfe_pct": null, "exit_quality_label": "not_entry", "giveback_label": "not_entry", "missed_momentum_bucket": "not_missed_momentum", "daily_pct_chg": -3.7735849056603654 } ] }, "entry_based_outcome_review": { "rows": 30, "entry_effective_count": 1, "no_entry_count": 29, "entry_stats_by_template_key": [ { "group": "BREAK_PREV_HIGH", "count": 1, "entry_close_positive_count": 1, "entry_close_positive_rate": 1.0, "mfe_ge_3_count": 0, "mae_le_minus_2_count": 0, "exit_quality_poor_count": 0, "giveback_critical_count": 0, "avg_close_ret_from_entry_pct": 1.093926820067903, "median_close_ret_from_entry_pct": 1.093926820067903, "avg_mfe_after_entry_pct": 1.6597510373443924, "avg_mae_after_entry_pct": -0.7167106752169028, "avg_capture_ratio": 0.659090909090914, "avg_giveback_from_mfe_pct": 0.5658242172764893, "avg_daily_pct_chg": 1.823708206686936 } ], "missed_momentum_summary": { "formal_missed_count": 0, "shadow_observe_strong_count": 1, "missed_momentum_bucket_counts": { "not_missed_momentum": 26, "triggered_but_no_fill": 3, "observe_only_shadow_alpha": 1 }, "formal_missed_total_daily_pct": null, "formal_missed_max_daily_pct": 0, "formal_missed_samples": [], "shadow_observe_strong_samples": [ { "symbol": "SHSE.600021", "name": "上海电力", "bucket": "observe_only", "theme": "新能源电力链", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 9.97842502696873, "open_to_high_pct": 10.335497835497831, "preclose_to_high_pct": 9.97842502696873 } ] } }, "quality_status": { "schema_version": "quality_status_v1", "trade_date": "20260526", "created_at": "2026-05-26T19:48:34", "overall_grade": "B", "blocks_publish": false, "external_context": { "status": "partial", "path": "/Users/tonyyu/sector_wave_agent/external_context/external_context_20260526_strict_v1.json", "fallback_used": false, "model": null }, "v2_shadow": { "status": "safe_stub", "path": "/Users/tonyyu/sector_wave_agent/external_context/external_context_20260526_v2_shadow.json", "is_stub": true, "stub_reason": "shadow_real_data_not_generated_before_hermes_input", "boundary_ok": true }, "gm_sector_coverage": { "status": "ok", "path": "/Users/tonyyu/sector_wave_agent/reports/audit/20260526_gm_sector_coverage_audit.json", "anomalies": [] }, "data_integrity": { "evidence_pack_ok": true, "price_refs_ok": true, "technical_facts_ok": true, "manifest_ok": true }, "notes": [ "V2 Shadow 使用 safe stub" ] }, "lesson_registry_summary": [ "clean_or_usable_trigger 在 entry-based 口径下表现优于普通日线复盘。", "reclaim_no_invalid 是当前最重要的干净触发形态之一。", "triggered_after_prior_boundary_touch 可用，但质量可能弱于 reclaim_no_invalid。", "same_bar_trigger_invalid_ambiguous 不应计入 clean entry。", "未回踩/未确认导致的 missed momentum 是策略机会成本，应持续量化。", "observe_only 中存在强表现样本，但不能直接升级 Strict Gate。", "capture_ratio 与 giveback 能揭示入场后管理质量，应进入后续 T+N 与持仓管理研究。" ], "next_validation_tasks": [ "验证 4 条 conditional 是否满足触发/承接/未失效三条件。", "跟踪半导体材料设备、MiniLED 是否从 near_triggered 升级到 triggered。", "继续记录 observe_only shadow alpha，尤其电力/算电协同与存储芯片 coverage。" ], "next_day_key_watch": [ "美联新材（半导体材料设备）", "诺德股份（半导体材料设备）", "康冠科技（MiniLED）", "中钨高新（半导体材料设备）" ], "active_plan_focus": [], "conditional_plan_focus": [ { "symbol": "SZSE.300586", "name": "美联新材", "theme": "半导体材料设备", "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "entry": "突破 12.82", "trigger": 12.82, "entry_zone_low": null, "entry_zone_high": null, "vwap_reference": 12.1519, "invalid": 12.59, "invalid_price": 12.59, "do_not_chase_above": 13.03, "chase_ceiling": 13.03, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "strong_expansion", "risk_flags": [], "confirmation_required": [ "break_prev_high", "intraday_amount_confirm", "turnover_not_abnormal_shrink", "no_opening_chase_without_auction_context" ], "abandon_conditions": [ "突破失败后跌回昨高附近或前收下方，视为失效。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "放量且强收盘，使用突破昨高 + 量能确认模板" }, { "symbol": "SHSE.600110", "name": "诺德股份", "theme": "半导体材料设备", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "10.53~10.81（VWAP 10.71）", "trigger": null, "entry_zone_low": 10.53, "entry_zone_high": 10.81, "vwap_reference": 10.71, "invalid": 10.46, "invalid_price": 10.46, "do_not_chase_above": 11.13, "chase_ceiling": 11.13, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "explosive", "risk_flags": [ "TOUCHED_LIMIT_UP_BUT_NOT_CLOSE" ], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "站上 VWAP，使用回踩 VWAP 重新确认模板" }, { "symbol": "SZSE.001308", "name": "康冠科技", "theme": "MiniLED", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "21.78~22.0（VWAP 21.92）", "trigger": null, "entry_zone_low": 21.78, "entry_zone_high": 22.0, "vwap_reference": 21.92, "invalid": 21.73, "invalid_price": 21.73, "do_not_chase_above": 23.04, "chase_ceiling": 23.04, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "strong_expansion", "risk_flags": [], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "站上 VWAP，使用回踩 VWAP 重新确认模板" }, { "symbol": "SZSE.000657", "name": "中钨高新", "theme": "半导体材料设备", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "65.37~66.9（VWAP 66.32）", "trigger": null, "entry_zone_low": 65.37, "entry_zone_high": 66.9, "vwap_reference": 66.32, "invalid": 64.99, "invalid_price": 64.99, "do_not_chase_above": 69.72, "chase_ceiling": 69.72, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "strong_expansion", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "高乖离/过热，只允许回踩 VWAP 条件计划" } ], "risk_flags": [ "market_risk_regime=WEAK(35)，trade_mode=SELECTIVE_DEFENSIVE_ONLY，弱市只允许防御性精选。", "涨停 49 / 跌停 18，上涨家数占比 +25.17%。", "Strict Gate 今日 0 active，仅 4 条 conditional，不能从 observe_only 临时升级。", "External Context V2 Shadow/free_web_deepseek_normalized、Airtap/X、GM coverage audit 只能 require_confirmation，不能升级、不能降级 Strict Gate。" ], "execution_discipline": [ "09:25 先看半导体材料设备/MiniLED 集合竞价承接，未放量不做条件观察。", "条件观察必须同时满足主题不转弱、价格触发或 VWAP 收复、未破风险边界。", "美联新材只看突破昨高与实时量能确认；其余 VWAP 模板必须回踩后重新站回。", "observe_only 与 risk_verify 只用于复盘和验证，不作为交易计划。" ], "data_quality_notes": { "quality_grade": "B", "blocks_publish": false, "outcome_learning_loaded": true, "x_kol_boundary": "shadow_only_require_confirmation" }, "output_files": { "full_report": "reports/full/20260526_full_report_v2.md", "wechat_brief": "reports/wechat/20260526_wechat_brief_v2.txt", "agent_summary": "reports/json/20260526_agent_summary_v2.json" }, "x_kol_shadow": { "schema_version": "x_kol_external_context_shadow_v1", "trade_date": "2026-05-26", "created_at": "2026-05-26T11:48:35Z", "source": "airtap_x_cloud_phone_strict_latest_relaxed_relevance", "source_notes_path": "external_context/x_kol/20260526_x_kol_signal_notes.json", "available": true, "status": "ok", "quality": "accepted_same_day_social_signals", "external_context_quality": "accepted_same_day_social_signals", "shadow_only": true, "not_recommendation": true, "x_social_is_indirect": true, "can_upgrade_strict_gate": false, "can_downgrade_strict_gate": false, "can_directly_modify_strict_gate": false, "cannot_upgrade_strict_gate": true, "cannot_directly_downgrade_strict_gate": true, "allowed_shadow_actions": [ "confirm_context", "risk_note", "require_confirmation", "gm_coverage_audit", "cross_verification", "no_action" ], "forbidden_actions": [ "upgrade_strict_gate", "direct_downgrade_strict_gate", "direct_trade_recommendation" ], "summary": { "input_count": 5, "kept_count": 4, "rejected_count": 0, "warnings": [], "rejected_reason_counts": {} }, "theme_external_assessment": [ { "theme": "半导体", "source_type": "x_kol_social_shadow", "shadow_action": "require_confirmation", "x_action": "require_confirmation", "confidence": "medium", "score": 61.0, "priority": "medium", "author_handle": "KlGwVmVag2896", "author_name": "悟空财研（知识星球）", "post_id": "2059213925108089093", "created_at": "2026-05-26T08:00:00Z", "url": "https://x.com/KlGwVmVag2896/status/2059213925108089093", "summary": "今日A股新能源车、半导体板块涨停个股显著增加，资金追逐热度高涨 ⚡ ；涨停潮反映短期情绪乐观，但需警惕估值泡沫，建议关注基本面支撑个股，避免盲目追高。", "reason": "主题可映射: 半导体, 半导体材料设备；含市场结构线索", "matched_terms": [ "A股", "个股", "半导体", "情绪", "板块", "涨停", "资金" ], "risk_flags": [], "quality_flags": [ "a_share_relevant", "fresh_24h", "market_structure_hint", "theme_mappable" ], "allowed_use": [ "report_context", "cross_verification", "require_confirmation", "risk_note", "gm_coverage_audit" ], "forbidden_use": [ "upgrade_strict_gate", "direct_downgrade_strict_gate", "direct_trade_recommendation" ] }, { "theme": "半导体材料设备", "source_type": "x_kol_social_shadow", "shadow_action": "require_confirmation", "x_action": "require_confirmation", "confidence": "medium", "score": 61.0, "priority": "medium", "author_handle": "KlGwVmVag2896", "author_name": "悟空财研（知识星球）", "post_id": "2059213925108089093", "created_at": "2026-05-26T08:00:00Z", "url": "https://x.com/KlGwVmVag2896/status/2059213925108089093", "summary": "今日A股新能源车、半导体板块涨停个股显著增加，资金追逐热度高涨 ⚡ ；涨停潮反映短期情绪乐观，但需警惕估值泡沫，建议关注基本面支撑个股，避免盲目追高。", "reason": "主题可映射: 半导体, 半导体材料设备；含市场结构线索", "matched_terms": [ "A股", "个股", "半导体", "情绪", "板块", "涨停", "资金" ], "risk_flags": [], "quality_flags": [ "a_share_relevant", "fresh_24h", "market_structure_hint", "theme_mappable" ], "allowed_use": [ "report_context", "cross_verification", "require_confirmation", "risk_note", "gm_coverage_audit" ], "forbidden_use": [ "upgrade_strict_gate", "direct_downgrade_strict_gate", "direct_trade_recommendation" ] }, { "theme": "电力", "source_type": "x_kol_social_shadow", "shadow_action": "require_confirmation", "x_action": "require_confirmation", "confidence": "medium", "score": 59.3, "priority": "medium", "author_handle": "analyst_hk", "author_name": "Market Analyst", "post_id": "2059218162911162828", "created_at": "2026-05-26T07:30:00Z", "url": "https://x.com/analyst_hk/status/2059218162911162828", "summary": "北向资金今日流入方向主要集中在电子和电力设备板块，市场在3100点附近表现出较强的承接力度。", "reason": "主题可映射: 电力；含市场结构线索", "matched_terms": [ "北向资金", "承接", "接力", "板块", "电力", "资金" ], "risk_flags": [], "quality_flags": [ "a_share_relevant", "fresh_24h", "market_structure_hint", "theme_mappable" ], "allowed_use": [ "report_context", "cross_verification", "require_confirmation", "risk_note", "gm_coverage_audit" ], "forbidden_use": [ "upgrade_strict_gate", "direct_downgrade_strict_gate", "direct_trade_recommendation" ] }, { "theme": "半导体", "source_type": "x_kol_social_shadow", "shadow_action": "require_confirmation", "x_action": "require_confirmation", "confidence": "medium", "score": 54.0, "priority": "medium", "author_handle": "Cenk_SsS", "author_name": "0xCenk.ETH", "post_id": "2059212451913367978", "created_at": "2026-05-26T08:00:00Z", "url": "https://x.com/Cenk_SsS/status/2059212451913367978", "summary": "> 从技术角度看，τ定律确实是拓扑红利，但说它一次性可能低估了三维堆叠的长期影响 (1) 堆叠层数边际递减是真，但华为在芯片设计+封装一体化的闭环里，工艺迭代速度可能比外界想象的快 (2) 市场慢半拍的本质是资金只在看到明确催化时才入场，这本身是A股的结构性特征，不是华为的问题", "reason": "主题可映射: 半导体, 半导体材料设备；含市场结构线索", "matched_terms": [ "A股", "催化", "结构性特征", "芯片", "资金" ], "risk_flags": [], "quality_flags": [ "a_share_relevant", "fresh_24h", "market_structure_hint", "theme_mappable" ], "allowed_use": [ "report_context", "cross_verification", "require_confirmation", "risk_note", "gm_coverage_audit" ], "forbidden_use": [ "upgrade_strict_gate", "direct_downgrade_strict_gate", "direct_trade_recommendation" ] }, { "theme": "半导体材料设备", "source_type": "x_kol_social_shadow", "shadow_action": "require_confirmation", "x_action": "require_confirmation", "confidence": "medium", "score": 54.0, "priority": "medium", "author_handle": "Cenk_SsS", "author_name": 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"主题可映射: 电力；含市场结构线索", "matched_terms": [ "北向资金", "承接", "接力", "板块", "电力", "资金" ], "risk_flags": [], "quality_flags": [ "a_share_relevant", "fresh_24h", "market_structure_hint", "theme_mappable" ], "allowed_use": [ "report_context", "cross_verification", "require_confirmation", "risk_note", "gm_coverage_audit" ], "forbidden_use": [ "upgrade_strict_gate", "direct_downgrade_strict_gate", "direct_trade_recommendation" ] }, { "theme": "半导体", "source_type": "x_kol_social_shadow", "shadow_action": "require_confirmation", "x_action": "require_confirmation", "confidence": "medium", "score": 54.0, "priority": "medium", "author_handle": "Cenk_SsS", "author_name": "0xCenk.ETH", "post_id": "2059212451913367978", "created_at": "2026-05-26T08:00:00Z", "url": "https://x.com/Cenk_SsS/status/2059212451913367978", "summary": "> 从技术角度看，τ定律确实是拓扑红利，但说它一次性可能低估了三维堆叠的长期影响 (1) 堆叠层数边际递减是真，但华为在芯片设计+封装一体化的闭环里，工艺迭代速度可能比外界想象的快 (2) 市场慢半拍的本质是资金只在看到明确催化时才入场，这本身是A股的结构性特征，不是华为的问题", "reason": "主题可映射: 半导体, 半导体材料设备；含市场结构线索", 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