{ "trade_date": "2026-05-27", "next_trade_date": "2026-05-28", "source": "deterministic_report_builder_v1_after_pipeline_outputs", "not_recommendation": true, "external_context_quality": "Gemini strict_v1=unavailable; External Context V2 Shadow=safe_stub source=build_v2_shadow_safe_stub; Airtap/X=None kept=None quality=None; 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/20260527_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": 0, "strict_plan_hits": 0, "explanation": "in_evidence_only: sectors={'filtered_noise_sectors': 1}, stock_sections={'generic_context_sectors': 2}" }, { "theme": "光刻胶/光刻机", "internet_mentions": 0, "gm_probe_hits": 0, "evidence_sector_hits": 1, "candidate_pool_hits": 13, "strict_plan_hits": 0, "explanation": "in_candidate_pool_but_not_strict: pools={'observe_only': 13}, layers={'weak_tape_structure_sectors': 13}" }, { "theme": "MLCC", "internet_mentions": 0, "gm_probe_hits": 3, "evidence_sector_hits": 3, "candidate_pool_hits": 2, "strict_plan_hits": 0, "explanation": "in_candidate_pool_but_not_strict: pools={'observe_only': 2}, layers={'weak_tape_structure_sectors': 1, 'market_leader_no_signal': 1}" }, { "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": 3, "candidate_pool_hits": 44, "strict_plan_hits": 3, "explanation": "entered_strict_plan: {'observe_only': 3}" }, { "theme": "机器人", "internet_mentions": 0, "gm_probe_hits": 1, "evidence_sector_hits": 1, "candidate_pool_hits": 0, "strict_plan_hits": 0, "explanation": "in_evidence_only: sectors={'filtered_noise_sectors': 1}, stock_sections={'generic_context_sectors': 1}" } ] }, "x_kol_shadow_summary": { "available": null, "source": null, "input_count": null, "kept_count": null, "rejected_count": null, "quality": null, "use_in_report": "require_confirmation / cross verification only; cannot upgrade or downgrade Strict Gate" }, "strict_plan_counts": { "active_plan": 0, "conditional_plan": 0, "observe_only": 25, "status_counts": { "strict_structure_watch_to_observe": 14, "strict_unknown_layer_to_observe": 5, "strict_weak_tape_observe_only": 5, "strict_tail_observe_only": 1 } }, "market_summary": { "regime": "COLD", "regime_subtype": "ICE_POINT", "regime_score": 15, "regime_level": "冰点或风险市，原则上只观察不进攻", "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": "COLD", "subtype": "ICE_POINT", "score": 15, "level": "冰点或风险市，原则上只观察不进攻", "reasons": [ "上涨家数占比17.54%，市场宽度偏低", "跌停24只，亏钱效应明显", "主要指数平均跌幅约-0.99%，指数层偏弱", "下跌股票成交额占比较高，方向成交额代理偏风险回避", "成交额较前期收缩，流动性不是放量普涨状态", "全市场成交额约32143亿，流动性绝对水平较高" ] }, "theme_opportunity_regime": { "regime": "WEAK", "subtype": "NO_CLEAR_MAINLINE", "score": 9.0, "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": "缺少明确可进攻主线", "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": "OBSERVE_ONLY", "data_quality": "OK", "indices": { "shanghai": { "symbol": "SHSE.000001", "name": "上证指数", "ret_pct": -1.25, "close": 4093.73, "amount_yi": 14734.49 }, "shenzhen": { "symbol": "SZSE.399001", "name": "深证成指", "ret_pct": -0.88, "close": 15736.47, "amount_yi": 17651.13 }, "chinext": { "symbol": "SZSE.399006", "name": "创业板指", "ret_pct": 0.07, "close": 4045.77, "amount_yi": 8396.65 }, "csi300": { "symbol": "SHSE.000300", "name": "沪深300", "ret_pct": -0.8, "close": 4908.17, "amount_yi": 9090.12 }, "csi500": { "symbol": "SHSE.000905", "name": "中证500", "ret_pct": -1.47, "close": 8530.98, "amount_yi": 6769.28 }, "csi1000": { "symbol": "SHSE.000852", "name": "中证1000", "ret_pct": -1.62, "close": 8546.51, "amount_yi": 6682.83 }, "bse50": { "symbol": "BJSE.899050", "name": "北证50", "ret_pct": null, "close": null, "amount_yi": null } }, "breadth_detail": { "up_count": 875, "down_count": 4078, "flat_count": 35, "total_count": 4988, "up_ratio": 0.1754, "down_ratio": 0.8176, "avg_ret_pct": -1.637, "median_ret_pct": -2.2929 }, "return_distribution": { "up_0_1_count": 278, "up_1_3_count": 297, "up_3_5_count": 138, "up_5_9_count": 100, "up_9_plus_count": 62, "limit_up_count": 48, "down_0_1_count": 468, "down_1_3_count": 1829, "down_3_5_count": 1292, "down_5_9_count": 436, "down_9_plus_count": 53, "limit_down_count": 24 }, "limit_activity": { "limit_up_count": 48, "limit_down_count": 24, "limit_up_down_ratio": 2.0 }, "limit_ladder": { "max_consecutive_limit_up": 3, "ladder": [ { "days": 3, "stocks": [ { "symbol": "SHSE.600162", "name": "香江控股", "ret_pct": 10.0, "amount_yi": 3.58, "consecutive_limit_up": 3 }, { "symbol": "SHSE.600726", "name": "华电能源", "ret_pct": 9.99, "amount_yi": 10.56, "consecutive_limit_up": 3 }, { "symbol": "SZSE.000509", "name": "华塑控股", "ret_pct": 9.92, "amount_yi": 12.23, "consecutive_limit_up": 3 } ] }, { "days": 2, "stocks": [ { "symbol": "SZSE.002251", "name": "步步高", "ret_pct": 10.12, "amount_yi": 12.27, "consecutive_limit_up": 2 }, { "symbol": "SZSE.002771", "name": "真视通", "ret_pct": 10.01, "amount_yi": 5.69, "consecutive_limit_up": 2 }, { "symbol": "SZSE.001257", "name": "盛龙股份", "ret_pct": 9.99, "amount_yi": 11.15, "consecutive_limit_up": 2 }, { "symbol": "SZSE.002579", "name": "中京电子", "ret_pct": 9.97, "amount_yi": 16.91, "consecutive_limit_up": 2 }, { "symbol": "SZSE.000759", "name": "中百集团", "ret_pct": 9.96, "amount_yi": 7.79, "consecutive_limit_up": 2 } ] } ], "ladder_state": "HAS_MID_BOARD" }, "liquidity": { "market_amount_yi": 32142.79, "prev_market_amount_yi": 32202.55, "amount_change_yi": -59.76, "amount_change_pct": -0.19, "amount_ma5_yi": 31337.6, "amount_ma20_yi": 30148.99, "amount_ratio5": 1.0257, "amount_ratio20": 1.0661, "amount_percentile_60d": 0.8667, "liquidity_state": "HIGH_BUT_SHRINKING" }, "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": 11579.44, "down_amount_yi": 20431.59, "flat_amount_yi": 131.76, "up_amount_ratio": 0.3603, "down_amount_ratio": 0.6357, "strong_up_amount_yi": 5752.84, "strong_down_amount_yi": 11201.55, "bias": "RISK_OFF" }, "sector_heat": { "near_triggered_count": 0, "structure_watch_count": 1, "weak_tape_structure_count": 12, "top_rising_business_sectors": [ { "sector_name": "光纤概念", "theme_cluster": "光纤概念", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 21.52, "sector_rank_today": 1, "tape_quality": "OK", "limit_up_count": 1, "mid_count": 3, "tail_count": 3, "report_score": 59.0 }, { "sector_name": "酿酒概念", "theme_cluster": "酿酒概念", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.83, "sector_rank_today": 2, "tape_quality": "STRONG", "limit_up_count": 1, "mid_count": 2, "tail_count": 4, "report_score": 68.23 }, { "sector_name": "IGBT概念", "theme_cluster": "IGBT概念", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 1.5, "sector_rank_today": 4, "tape_quality": "WEAK", "limit_up_count": 1, "mid_count": 9, "tail_count": 1, "report_score": 74.72 }, { "sector_name": "碳化硅", "theme_cluster": "碳化硅", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.87, "sector_rank_today": 5, "tape_quality": "WEAK", "limit_up_count": 0, "mid_count": 6, "tail_count": 3, "report_score": 52.49 }, { "sector_name": "白酒", "theme_cluster": "白酒", "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.71, "sector_rank_today": 6, "tape_quality": "OK", "limit_up_count": 1, "mid_count": 2, "tail_count": 3, "report_score": 56.77 }, { "sector_name": "氮化镓", "theme_cluster": "氮化镓", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 0.3, "sector_rank_today": 7, "tape_quality": "WEAK", "limit_up_count": 0, "mid_count": 6, "tail_count": 3, "report_score": 52.22 }, { "sector_name": "短剧互动游戏", "theme_cluster": "短剧互动游戏", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 0.26, "sector_rank_today": 8, "tape_quality": "WEAK", "limit_up_count": 3, "mid_count": 1, "tail_count": 2, "report_score": 44.66 }, { "sector_name": "影视概念", "theme_cluster": "影视概念", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.13, "sector_rank_today": 9, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 2, "tail_count": 3, "report_score": 41.88 } ], "top_falling_business_sectors": [ { "sector_name": "人形机器人", "theme_cluster": "机器人智能制造", "state": "NO_OUTPUT", "sector_ret_pct": -3.05, "sector_rank_today": 241, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 3, "tail_count": 10, "report_score": 14.2 }, { "sector_name": "机器人概念", "theme_cluster": "机器人智能制造", "state": "NO_OUTPUT", "sector_ret_pct": -2.7, "sector_rank_today": 217, "tape_quality": "WEAK", "limit_up_count": 3, "mid_count": 14, "tail_count": 15, "report_score": 54.7 }, { "sector_name": "无人机", "theme_cluster": "无人机", "state": "NO_OUTPUT", "sector_ret_pct": -2.44, "sector_rank_today": 193, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 5, "tail_count": 4, "report_score": 13.53 }, { "sector_name": "工业互联", "theme_cluster": "工业互联", "state": "NO_OUTPUT", "sector_ret_pct": -2.41, "sector_rank_today": 190, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 5, "tail_count": 5, "report_score": 16.06 }, { "sector_name": "军民融合", "theme_cluster": "卫星军工信息化", "state": "NO_OUTPUT", "sector_ret_pct": -2.25, "sector_rank_today": 180, "tape_quality": "WEAK", "limit_up_count": 3, "mid_count": 3, "tail_count": 4, "report_score": 14.57 }, { "sector_name": "数据中心", "theme_cluster": "AI算力基础设施", "state": "NO_OUTPUT", "sector_ret_pct": -2.2, "sector_rank_today": 176, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 4, "tail_count": 10, "report_score": 24.2 }, { "sector_name": "医疗器械概念", "theme_cluster": "医疗器械概念", "state": "NO_OUTPUT", "sector_ret_pct": -1.98, "sector_rank_today": 142, "tape_quality": "WEAK", "limit_up_count": 1, "mid_count": 2, "tail_count": 6, "report_score": 0.0 }, { "sector_name": "商业航天", "theme_cluster": "卫星军工信息化", "state": "NO_OUTPUT", "sector_ret_pct": -1.96, "sector_rank_today": 138, "tape_quality": "WEAK", "limit_up_count": 3, "mid_count": 10, "tail_count": 12, "report_score": 55.48 }, { "sector_name": "国产芯片", "theme_cluster": "半导体材料设备", "state": "NO_OUTPUT", "sector_ret_pct": -1.96, "sector_rank_today": 137, "tape_quality": "WEAK", "limit_up_count": 1, "mid_count": 20, "tail_count": 17, "report_score": 37.69 }, { "sector_name": "小米汽车", "theme_cluster": "小米汽车", "state": "NO_OUTPUT", "sector_ret_pct": -1.95, "sector_rank_today": 135, "tape_quality": "WEAK", "limit_up_count": 1, "mid_count": 3, "tail_count": 5, "report_score": 1.05 } ], "top_theme_clusters": [ { "theme_cluster": "酿酒概念", "count": 1 }, { "theme_cluster": "新能源电力链", "count": 1 }, { "theme_cluster": "风能", "count": 1 }, { "theme_cluster": "半导体材料设备", "count": 1 }, { "theme_cluster": "核能核电", "count": 1 }, { "theme_cluster": "电网概念", "count": 1 }, { "theme_cluster": "智能电网", "count": 1 }, { "theme_cluster": "碳化硅", "count": 1 } ], "weak_theme_clusters": [ { "theme_cluster": "新能源电力链", "count": 1 }, { "theme_cluster": "风能", "count": 1 }, { "theme_cluster": "半导体材料设备", "count": 1 }, { "theme_cluster": "核能核电", "count": 1 }, { "theme_cluster": "电网概念", "count": 1 }, { "theme_cluster": "智能电网", "count": 1 }, { "theme_cluster": "碳化硅", "count": 1 }, { "theme_cluster": "影视概念", "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_2026-05-27.json", "overnight_events": [], "policy_events": [], "key_levels": {}, "review_watchpoints": [] }, "risk_flags": [ "LOW_BREADTH", "LIMIT_DOWN_PRESSURE", "INDEX_WEAKNESS", "DIRECTIONAL_AMOUNT_RISK_OFF", "LIQUIDITY_SHRINKING" ], "support_flags": [ "HIGH_MARKET_AMOUNT", "ENERGY_RESOURCE_THEME_ACTIVE" ], "missing_fields": [ "index_bse50", "manual_context" ], "regime_reasons": [ "上涨家数占比17.54%，市场宽度偏低", "跌停24只，亏钱效应明显", "主要指数平均跌幅约-0.99%，指数层偏弱", "下跌股票成交额占比较高，方向成交额代理偏风险回避", "成交额较前期收缩，流动性不是放量普涨状态", "全市场成交额约32143亿，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": -1.25, "breadth": 0.1754, "limit_up_count": 48, "limit_down_count": 24, "market_amount_yi": 32142.79 }, "theme_summary": { "triggered": [], "near_triggered_themes": [], "structure_watch": [ { "sector_code": "007583", "sector_name": "酿酒概念", "sector_type": "concept_1003", "theme_cluster": "酿酒概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 39, "valid_member_count": 32, "specificity_score": 0.8066, "raw_heat_score": 51.24, "adjusted_heat_score": 41.33, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.83, "sector_amount_yi": 312.07, "amount_ratio5": 1.843, "sector_rank_today": 2, "near_previous_high": true, "distance_to_previous_high": -0.0235, "next_day_gap_risk": true, "ohlc": { "open": 93.9442, "high": 98.3791, "low": 92.1451, "close": 96.2014, "close_location": 0.6507, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "VOLUME_EXPANSION", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 1, "front_only_count": 1, "front_count": 2, "head_count": 1, "mid_count": 2, "tail_count": 4 }, "structure_quality": "MID_SUPPORTED", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 68.23, "stocks": [ { "symbol": "SHSE.600779", "name": "水井坊", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 4.89, "turnover": null, "market_cap_yi": 165.46, "amount_to_mcap_pct": 2.954, "is_limit_up": true, "limit_rate": 0.1, 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"giveback_label": "not_entry", "missed_momentum_bucket": "not_missed_momentum", "daily_pct_chg": -4.785077047850772 } ] }, "entry_based_outcome_review": { "rows": 30, "entry_effective_count": 0, "no_entry_count": 30, "entry_stats_by_template_key": [], "missed_momentum_summary": { "formal_missed_count": 0, "shadow_observe_strong_count": 1, "missed_momentum_bucket_counts": { "not_missed_momentum": 27, "observe_only_shadow_alpha": 1, "triggered_but_no_fill": 2 }, "formal_missed_total_daily_pct": null, "formal_missed_max_daily_pct": 0, "formal_missed_samples": [], "shadow_observe_strong_samples": [ { "symbol": "SZSE.002241", "name": "歌尔股份", "bucket": "observe_only", "theme": "MicroLED", "template_outcome": "observe_only_boundary_touched", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 3.5531135531135405, "open_to_high_pct": 6.231671554252194, "preclose_to_high_pct": 6.153846153846154 } ] } }, "quality_status": { "schema_version": "quality_status_v1", "trade_date": "20260527", "created_at": "2026-05-27T18:58:03", "overall_grade": "B", "blocks_publish": false, "external_context": { "status": "unavailable", "path": "/Users/tonyyu/sector_wave_agent/external_context/external_context_20260527_strict_v1.json", "fallback_used": true, "model": null }, "v2_shadow": { "status": "safe_stub", "path": "/Users/tonyyu/sector_wave_agent/external_context/external_context_20260527_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/20260527_gm_sector_coverage_audit.json", "anomalies": [] }, "data_integrity": { "evidence_pack_ok": true, "price_refs_ok": true, "technical_facts_ok": true, "manifest_ok": true }, "notes": [ "strict_v1 外部资讯为 fallback/review 状态", "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": [ "今日无 active/conditional，重点验证 observe_only 是否继续产生 shadow alpha。", "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": [], "active_plan_focus": [], "conditional_plan_focus": [], "risk_flags": [ "market_risk_regime=COLD(15)，trade_mode=OBSERVE_ONLY，弱市只允许防御性精选。", "涨停 48 / 跌停 24，上涨家数占比 +17.54%。", "Strict Gate 今日 0 active、0 conditional、25 observe；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。", "今日无 conditional；盘中只做主题承接与 observe_only shadow 记录，不临时升级。", "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/20260527_full_report_v2.md", "wechat_brief": "reports/wechat/20260527_wechat_brief_v2.txt", "agent_summary": "reports/json/20260527_agent_summary_v2.json" }, "x_kol_shadow": {} }