{ "trade_date": "2026-05-29", "next_trade_date": "2026-06-01", "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/20260529_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={}" }, { "theme": "光刻胶/光刻机", "internet_mentions": 0, "gm_probe_hits": 0, "evidence_sector_hits": 0, "candidate_pool_hits": 0, "strict_plan_hits": 0, "explanation": "not_found_in_gm_evidence_chain" }, { "theme": "MLCC", "internet_mentions": 0, "gm_probe_hits": 3, "evidence_sector_hits": 2, "candidate_pool_hits": 0, "strict_plan_hits": 0, "explanation": "in_evidence_only: sectors={'filtered_noise_sectors': 2}, stock_sections={'generic_context_sectors': 2}" }, { "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": 2, "evidence_sector_hits": 2, "candidate_pool_hits": 27, "strict_plan_hits": 6, "explanation": "entered_strict_plan: {'observe_only': 6}" }, { "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={}" } ] }, "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": 30, "status_counts": { "strict_structure_watch_to_observe": 20, "strict_unknown_layer_to_observe": 5, "strict_tail_observe_only": 4, "strict_weak_tape_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27.49%，市场宽度偏低", "跌停56只，亏钱效应明显", "主要指数平均跌幅约-1.69%，指数层偏弱", "创业板指跌幅-2.11%，成长风格承压", "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32978亿，流动性绝对水平较高" ] }, "theme_opportunity_regime": { "regime": "WEAK", "subtype": "NO_CLEAR_MAINLINE", "score": 21.0, "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": [ "涨停51只，局部情绪仍有活跃度", "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", "最高连板达到5板，短线情绪并未完全冰点" ] }, "trade_mode": "OBSERVE_ONLY", "data_quality": "OK", "indices": { "shanghai": { "symbol": "SHSE.000001", "name": "上证指数", "ret_pct": -0.73, "close": 4068.57, "amount_yi": 15320.67 }, "shenzhen": { "symbol": "SZSE.399001", "name": "深证成指", "ret_pct": -1.81, "close": 15575.13, "amount_yi": 17869.65 }, "chinext": { "symbol": "SZSE.399006", "name": "创业板指", "ret_pct": -2.11, "close": 4037.95, "amount_yi": 8556.62 }, "csi300": { "symbol": "SHSE.000300", "name": "沪深300", "ret_pct": -0.45, "close": 4892.12, "amount_yi": 9422.36 }, "csi500": { "symbol": "SHSE.000905", "name": "中证500", "ret_pct": -2.38, "close": 8359.56, "amount_yi": 6614.07 }, "csi1000": { "symbol": "SHSE.000852", "name": "中证1000", "ret_pct": -2.65, "close": 8408.74, "amount_yi": 7056.6 }, "bse50": { "symbol": "BJSE.899050", "name": "北证50", "ret_pct": null, "close": null, "amount_yi": null } }, "breadth_detail": { "up_count": 1371, "down_count": 3550, "flat_count": 67, "total_count": 4988, "up_ratio": 0.2749, "down_ratio": 0.7117, "avg_ret_pct": -2.2665, "median_ret_pct": -2.377 }, "return_distribution": { "up_0_1_count": 440, "up_1_3_count": 580, "up_3_5_count": 183, "up_5_9_count": 101, "up_9_plus_count": 67, "limit_up_count": 51, "down_0_1_count": 393, "down_1_3_count": 990, "down_3_5_count": 965, "down_5_9_count": 1010, "down_9_plus_count": 192, "limit_down_count": 56 }, "limit_activity": { "limit_up_count": 51, "limit_down_count": 56, "limit_up_down_ratio": 0.9107 }, "limit_ladder": { "max_consecutive_limit_up": 5, "ladder": [ { "days": 5, "stocks": [ { "symbol": "SHSE.600726", "name": "华电能源", "ret_pct": 9.99, "amount_yi": 16.95, "consecutive_limit_up": 5 }, { "symbol": "SHSE.600162", "name": "香江控股", "ret_pct": 9.84, "amount_yi": 3.16, "consecutive_limit_up": 5 } ] }, { "days": 3, "stocks": [ { "symbol": "SZSE.000539", "name": "粤电力A", "ret_pct": 10.04, "amount_yi": 10.24, "consecutive_limit_up": 3 }, { "symbol": "SHSE.603011", "name": "合锻智能", "ret_pct": 10.02, "amount_yi": 13.52, "consecutive_limit_up": 3 } ] }, { "days": 2, "stocks": [ { "symbol": "SZSE.002995", "name": "天地在线", "ret_pct": 10.02, "amount_yi": 4.15, "consecutive_limit_up": 2 }, { "symbol": "SHSE.603324", "name": "盛剑科技", "ret_pct": 10.01, "amount_yi": 5.07, "consecutive_limit_up": 2 }, { "symbol": "SZSE.000090", "name": "天健集团", "ret_pct": 10.0, "amount_yi": 4.68, "consecutive_limit_up": 2 }, { "symbol": "SHSE.600110", "name": "诺德股份", "ret_pct": 9.99, "amount_yi": 34.39, "consecutive_limit_up": 2 }, { "symbol": "SZSE.002806", "name": "华锋股份", "ret_pct": 9.99, "amount_yi": 9.9, "consecutive_limit_up": 2 } ] } ], "ladder_state": "HAS_HIGH_BOARD" }, "liquidity": { "market_amount_yi": 32977.77, "prev_market_amount_yi": 29472.48, "amount_change_yi": 3505.29, "amount_change_pct": 11.89, "amount_ma5_yi": 30892.64, "amount_ma20_yi": 30643.96, "amount_ratio5": 1.0675, "amount_ratio20": 1.0762, "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": 10299.41, "down_amount_yi": 22524.58, "flat_amount_yi": 153.78, "up_amount_ratio": 0.3123, "down_amount_ratio": 0.683, "strong_up_amount_yi": 4721.13, "strong_down_amount_yi": 16407.19, "bias": "RISK_OFF" }, "sector_heat": { "near_triggered_count": 0, "structure_watch_count": 5, "weak_tape_structure_count": 7, "top_rising_business_sectors": [ { "sector_name": "酿酒概念", "theme_cluster": "酿酒概念", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 2.96, "sector_rank_today": 1, "tape_quality": "STRONG", "limit_up_count": 1, "mid_count": 4, "tail_count": 11, "report_score": 90.32 }, { "sector_name": "特色药", "theme_cluster": "特色药", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 1.89, "sector_rank_today": 2, "tape_quality": "STRONG", "limit_up_count": 1, "mid_count": 1, "tail_count": 6, "report_score": 55.99 }, { "sector_name": "白酒", "theme_cluster": "白酒", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 1.85, "sector_rank_today": 3, "tape_quality": "OK", "limit_up_count": 1, "mid_count": 3, "tail_count": 13, "report_score": 75.74 }, { "sector_name": "零售概念", "theme_cluster": "零售概念", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.63, "sector_rank_today": 4, "tape_quality": "OK", "limit_up_count": 2, "mid_count": 7, "tail_count": 9, "report_score": 106.03 }, { "sector_name": "独家药品", "theme_cluster": "独家药品", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 1.62, "sector_rank_today": 5, "tape_quality": "STRONG", "limit_up_count": 1, "mid_count": 0, "tail_count": 5, "report_score": 46.42 }, { "sector_name": "单抗概念", "theme_cluster": "单抗概念", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 1.34, "sector_rank_today": 6, "tape_quality": "OK", "limit_up_count": 0, "mid_count": 3, "tail_count": 7, "report_score": 51.12 }, { "sector_name": "旅游酒店", "theme_cluster": "旅游酒店", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 1.31, "sector_rank_today": 7, "tape_quality": "OK", "limit_up_count": 0, "mid_count": 1, "tail_count": 4, "report_score": 51.03 }, { "sector_name": "旅游概念", "theme_cluster": "旅游概念", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 1.07, "sector_rank_today": 8, "tape_quality": "OK", "limit_up_count": 1, "mid_count": 2, "tail_count": 4, "report_score": 47.27 }, { "sector_name": "新零售", "theme_cluster": "新零售", "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.84, "sector_rank_today": 9, "tape_quality": "OK", "limit_up_count": 5, "mid_count": 4, "tail_count": 21, "report_score": 116.64 }, { "sector_name": "味蕾经济", "theme_cluster": "味蕾经济", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 0.81, "sector_rank_today": 10, "tape_quality": "OK", "limit_up_count": 0, "mid_count": 4, "tail_count": 13, "report_score": 63.87 } ], "top_falling_business_sectors": [ { "sector_name": "半导体概念", "theme_cluster": "半导体材料设备", "state": "NO_OUTPUT", "sector_ret_pct": -5.24, "sector_rank_today": 239, "tape_quality": "WEAK", "limit_up_count": 4, "mid_count": 11, "tail_count": 4, "report_score": 55.05 }, { "sector_name": "通信技术", "theme_cluster": "通信技术", "state": "NO_OUTPUT", "sector_ret_pct": -4.01, "sector_rank_today": 196, "tape_quality": "WEAK", "limit_up_count": 4, "mid_count": 15, "tail_count": 8, "report_score": 71.01 }, { "sector_name": "机器人概念", "theme_cluster": "机器人智能制造", "state": "NO_OUTPUT", "sector_ret_pct": -3.92, "sector_rank_today": 192, "tape_quality": "WEAK", "limit_up_count": 4, "mid_count": 14, "tail_count": 7, "report_score": 61.4 }, { "sector_name": "PCB", "theme_cluster": "半导体材料设备", "state": "NO_OUTPUT", "sector_ret_pct": -3.58, "sector_rank_today": 166, "tape_quality": "WEAK", "limit_up_count": 1, "mid_count": 5, "tail_count": 6, "report_score": 10.35 }, { "sector_name": "数据中心", "theme_cluster": "AI算力基础设施", "state": "NO_OUTPUT", "sector_ret_pct": -3.4, "sector_rank_today": 162, "tape_quality": "WEAK", "limit_up_count": 1, "mid_count": 5, "tail_count": 6, "report_score": 10.67 }, { "sector_name": "电池技术", "theme_cluster": "电池技术", "state": "NO_OUTPUT", "sector_ret_pct": -3.27, "sector_rank_today": 153, "tape_quality": "WEAK", "limit_up_count": 7, "mid_count": 7, "tail_count": 13, "report_score": 73.91 }, { "sector_name": "锂电池概念", "theme_cluster": "锂电池概念", "state": "NO_OUTPUT", "sector_ret_pct": -3.17, "sector_rank_today": 148, "tape_quality": "WEAK", "limit_up_count": 7, "mid_count": 5, "tail_count": 11, "report_score": 62.83 }, { "sector_name": "可控核聚变", "theme_cluster": "可控核聚变", "state": "NO_OUTPUT", "sector_ret_pct": -3.15, "sector_rank_today": 147, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 2, "tail_count": 4, "report_score": 2.66 }, { "sector_name": "充电桩", "theme_cluster": "新能源电力链", "state": "NO_OUTPUT", "sector_ret_pct": -3.09, "sector_rank_today": 139, "tape_quality": "WEAK", "limit_up_count": 4, "mid_count": 6, "tail_count": 9, "report_score": 52.4 }, { "sector_name": "智能电网", "theme_cluster": "智能电网", "state": "NO_OUTPUT", "sector_ret_pct": -3.06, "sector_rank_today": 138, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 4, "tail_count": 5, "report_score": 11.75 } ], "top_theme_clusters": [ { "theme_cluster": "新能源电力链", "count": 1 }, { "theme_cluster": "新零售", "count": 1 }, { "theme_cluster": "零售概念", "count": 1 }, { "theme_cluster": "超超临界发电", "count": 1 }, { "theme_cluster": "抽水蓄能", "count": 1 }, { "theme_cluster": "光纤概念", "count": 1 }, { "theme_cluster": "婴童概念", "count": 1 }, { "theme_cluster": "谷子经济", "count": 1 } ], "weak_theme_clusters": [ { "theme_cluster": "光纤概念", "count": 1 }, { "theme_cluster": "婴童概念", "count": 1 }, { "theme_cluster": "谷子经济", "count": 1 }, { "theme_cluster": "水利建设", "count": 1 }, { "theme_cluster": "碳交易", "count": 1 }, { "theme_cluster": "养老概念", "count": 1 }, { "theme_cluster": "跨境电商", "count": 1 } ] }, "style_rotation": { "type": "DEFENSIVE_ROTATION", "from": "HIGH_POSITION_TECH_OR_GROWTH", "to": "DEFENSIVE_RESOURCE", "confidence": "MEDIUM", "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_2026-05-29.json", "overnight_events": [], "policy_events": [], "key_levels": {}, "review_watchpoints": [] }, "risk_flags": [ "LOW_BREADTH", "LIMIT_DOWN_PRESSURE", "INDEX_WEAKNESS", "GROWTH_STYLE_WEAK", "DIRECTIONAL_AMOUNT_RISK_OFF" ], "support_flags": [ "LIMIT_UP_COUNT_OK", "HIGH_MARKET_AMOUNT", "ENERGY_RESOURCE_THEME_ACTIVE", "HAS_HIGH_BOARD" ], "missing_fields": [ "index_bse50", "manual_context" ], "regime_reasons": [ "上涨家数占比27.49%，市场宽度偏低", "跌停56只，亏钱效应明显", "主要指数平均跌幅约-1.69%，指数层偏弱", "创业板指跌幅-2.11%，成长风格承压", "下跌股票成交额占比较高，方向成交额代理偏风险回避", "涨停51只，局部情绪仍有活跃度", "全市场成交额约32978亿，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", "最高连板达到5板，短线情绪并未完全冰点" ], "index_ret_pct": -0.73, "breadth": 0.2749, "limit_up_count": 51, "limit_down_count": 56, "market_amount_yi": 32977.77 }, "theme_summary": { "triggered": [], "near_triggered_themes": [], "structure_watch": [ { "sector_code": "007407", "sector_name": "绿色电力", "sector_type": "concept_1003", "theme_cluster": "新能源电力链", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 167, "valid_member_count": 164, "specificity_score": 0.6011, "raw_heat_score": 123.8, "adjusted_heat_score": 74.42, "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.54, "sector_amount_yi": 1485.07, "amount_ratio5": 1.398, "sector_rank_today": 15, "near_previous_high": false, "distance_to_previous_high": -0.0408, "next_day_gap_risk": true, "ohlc": { "open": 103.6348, "high": 107.338, "low": 101.3346, "close": 104.2242, "close_location": 0.4813, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "VOLUME_EXPANSION", 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"limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000858", "name": "五粮液", "role": "TAIL", "ret_pct": 4.17, "amount_yi": 50.28, "turnover": null, "market_cap_yi": 3295.02, "amount_to_mcap_pct": 1.526, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002991", "name": "甘源食品", "role": "TAIL", "ret_pct": 4.02, "amount_yi": 0.6, "turnover": null, "market_cap_yi": 23.65, "amount_to_mcap_pct": 2.529, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000501", "name": "武商集团", "role": "TAIL", "ret_pct": 3.99, "amount_yi": 1.24, "turnover": null, "market_cap_yi": 60.0, "amount_to_mcap_pct": 2.07, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.601801", "name": "皖新传媒", "role": "TAIL", "ret_pct": 3.84, "amount_yi": 0.71, "turnover": null, "market_cap_yi": 111.21, "amount_to_mcap_pct": 0.639, "is_limit_up": 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"model": null }, "v2_shadow": { "status": "safe_stub", "path": "/Users/tonyyu/sector_wave_agent/external_context/external_context_20260529_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/20260529_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 51 / 跌停 56，上涨家数占比 +27.49%。", "Strict Gate 今日 0 active、0 conditional、30 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": 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