{ "trade_date": "2026-06-03", "next_trade_date": "2026-06-04", "source": "hermes_deepseek_v4_manual_with_project_skills", "report_generation": { "source": "hermes_deepseek_v4", "model": "deepseek-v4-pro", "provider": "custom", "manifest": "reports/hermes_runs/20260603/hermes_writer_manifest.json", "fallback_used": false, "status": "success", "previous_source": "hermes_deepseek_v4_manual_with_project_skills", "annotated_at": "2026-06-03T19:27:23", "note": "Hermes/DeepSeek V4 wrote the daily report artifacts." }, "external_context_quality": "unavailable", "external_context_v2_shadow_quality": "safe_stub", "gemini35_config_probe_audit_only": { "status": "not_applicable", "note": "Gemini 3.5 config probe 当前日常结论仅允许记录 plain provider / JSON generation；Search grounding 仅在手工 quota probe 中测试。本报告不引用 Gemini 3.5 结论。" }, "strict_plan_counts": { "active_plan": 0, "conditional_plan": 0, "observe_only": 30 }, "v8_strict_gate": { "schema_version": "v8_strict_gate_v1", "available": true, "audit_path": "reports/v8/strategy_pick_audit_20260603.json", "v2_plan_path": "reports/trade_plan/20260603_next_day_trade_plan_sector_bound_v2_leader_aware_news.json", "regime_at_decision": "MIXED", "v8_summary": { "plans": 223, "v1_decision_count": { "observe_only": 150, "conditional_only": 22, "risk_verify": 40, "forbidden": 11 }, "v2_decision_count": { "observe_only": 151, "conditional_plan": 19, "active_plan": 2, "forbidden": 51 }, "v8_reason_count": { "v8_no_uplift_no_downgrade": 202, "v8_huddle_uplift_conditional_plan": 17, "v8_whitelist_uplift_conditional_plan": 2, "v8_whitelist_uplift_active_plan": 2 }, "v8_whitelist_promoted": 4, "v8_huddle_promoted": 17, "v8_limit_head_promoted": 0, "v8_blacklist_blocked": 51, "v8_market_cap_downgrade": 0, "v2_tradable_active_count": 2, "v2_active_but_untradable_count": 0, "v2_active_count_alert": false }, "v2_active_plans": [ { "symbol": "SZSE.300308", "name": "中际旭创", "theme": "AI光通信链", "role": "MID", "layer": "weak_tape_structure_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 1320.0, "invalid_price": 1191.192, "chase_ceiling": 1530.0, "vwap_reference": 1270.9947, "entry_zone": null, "price_fill": null, "prev_high": 1320.0, "prev_close": 1275.0, "ma5": 1191.192, "ma20": 1065.2655, "v8_decision_v2": "active_plan", "v8_in_whitelist": true, "v8_in_huddle": true, "v8_reasons": [ "v8_whitelist_uplift_active_plan" ], "v2_status": "v8_whitelist_leader_promoted", "v8_gate5_reason": "whitelist_exempt+huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 6.98, "amount_yi": 438.81, "market_cap_yi": 14147.6, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SZSE.300394", "name": "天孚通信", "theme": "光纤概念", "role": "MID", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 525.0, "invalid_price": 457.204, "chase_ceiling": 596.86, "vwap_reference": 503.1399, "entry_zone": null, "price_fill": null, "prev_high": 525.0, "prev_close": 497.38, "ma5": 457.204, "ma20": 391.689, "v8_decision_v2": "active_plan", "v8_in_whitelist": true, "v8_in_huddle": true, "v8_reasons": [ "v8_whitelist_uplift_active_plan" ], "v2_status": "v8_whitelist_leader_promoted", "v8_gate5_reason": "whitelist_exempt+huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 8.84, "amount_yi": 301.57, "market_cap_yi": 3867.61, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "C", "position_quality": "neutral_close", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT", "CLOSE_BELOW_VWAP" ] } } ], "v2_conditional_plans": [ { "symbol": "SHSE.688313", "name": "仕佳光子", "theme": "光纤概念", "role": "MID", "layer": "structure_watch_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 168.37, "invalid_price": 162.58, "chase_ceiling": 173.93, "vwap_reference": 168.37, "entry_zone": { "zone_low": 164.24, "zone_high": 170.86, "reference": 168.37 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 168.37, "zone_low": 164.24, "zone_high": 170.86 }, "trigger_condition": "回踩 VWAP 参考区后重新站回 VWAP；必须有日内承接，不使用集合竞价脑补。", "invalid_reference": { "type": "fail_reclaim_vwap_or_break_entry_zone_low", "price": 162.58, "logic": "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。" }, "chase_ceiling": 173.93, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 9.29, "amount_yi": 78.12, "market_cap_yi": 763.22, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SHSE.603501", "name": "豪威集团", "theme": "中芯概念", "role": "MID", "layer": "structure_watch_sectors", "template_key": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "trigger_price": 101.93, "invalid_price": 100.91, "chase_ceiling": 104.44, "vwap_reference": null, "entry_zone": null, "price_fill": { "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "entry_reference_type": "break_prev_high", "trigger_price": 101.93, "trigger_condition": "突破昨高且必须有实时成交额/换手确认；无集合竞价实时数据时不得开盘盲追。", "invalid_reference": { "type": "failed_break_and_fall_back_below_prev_high_or_prev_close", "price": 100.91, "logic": "突破失败后跌回昨高附近或前收下方，视为失效。" }, "chase_ceiling": 104.44, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "break_prev_high", "intraday_amount_confirm", "turnover_not_abnormal_shrink", "no_opening_chase_without_auction_context" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": true, "v8_in_huddle": false, "v8_reasons": [ "v8_whitelist_uplift_conditional_plan" ], "v2_status": "v8_whitelist_leader_promoted", "v8_gate5_reason": "whitelist_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 8.92, "amount_yi": 59.96, "market_cap_yi": 1221.6, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SHSE.600869", "name": "远东股份", "theme": "光纤概念", "role": "MID", "layer": "structure_watch_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 26.82, "invalid_price": 26.22, "chase_ceiling": 27.71, "vwap_reference": 26.82, "entry_zone": { "zone_low": 26.39, "zone_high": 27.07, "reference": 26.82 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 26.82, "zone_low": 26.39, "zone_high": 27.07 }, "trigger_condition": "回踩 VWAP 参考区后重新站回 VWAP；必须有日内承接，不使用集合竞价脑补。", "invalid_reference": { "type": "fail_reclaim_vwap_or_break_entry_zone_low", "price": 26.22, "logic": "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。" }, "chase_ceiling": 27.71, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 6.41, "amount_yi": 51.15, "market_cap_yi": 597.01, "recent_limit_count": 4.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SHSE.601869", "name": "长飞光纤", "theme": "光纤概念", "role": "MID", "layer": "structure_watch_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 443.11, "invalid_price": 433.2, "chase_ceiling": 458.34, "vwap_reference": 443.11, "entry_zone": { "zone_low": 436.03, "zone_high": 447.35, "reference": 443.11 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 443.11, "zone_low": 436.03, "zone_high": 447.35 }, "trigger_condition": "回踩 VWAP 参考区后重新站回 VWAP；必须有日内承接，不使用集合竞价脑补。", "invalid_reference": { "type": "fail_reclaim_vwap_or_break_entry_zone_low", "price": 433.2, "logic": "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。" }, "chase_ceiling": 458.34, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 8.87, "amount_yi": 93.84, "market_cap_yi": 1808.16, "recent_limit_count": 1.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SZSE.002056", "name": "横店东磁", "theme": "小金属概念", "role": "MID", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 28.23, "invalid_price": 25.934, "chase_ceiling": 30.25, "vwap_reference": 27.2167, "entry_zone": null, "price_fill": null, "prev_high": 28.23, "prev_close": 27.5, "ma5": 25.934, "ma20": 21.8545, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 7.17, "amount_yi": 32.26, "market_cap_yi": 446.88, "recent_limit_count": 2.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT", "TOUCHED_LIMIT_UP_BUT_NOT_CLOSE" ] } }, { "symbol": "SZSE.000657", "name": "中钨高新", "theme": "小金属概念", "role": "MID", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 73.16, "invalid_price": 67.674, "chase_ceiling": 78.88, "vwap_reference": 71.0952, "entry_zone": null, "price_fill": null, "prev_high": 73.16, "prev_close": 71.71, "ma5": 67.674, "ma20": 62.1125, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 7.82, "amount_yi": 87.24, "market_cap_yi": 1041.89, "recent_limit_count": 1.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_near_high", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT", "TOUCHED_LIMIT_UP_BUT_NOT_CLOSE" ] } }, { "symbol": "SHSE.601101", "name": "昊华能源", "theme": "稀缺资源", "role": "MID", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 14.65, "invalid_price": 12.89, "chase_ceiling": 15.41, "vwap_reference": 13.4281, "entry_zone": null, "price_fill": null, "prev_high": 14.65, "prev_close": 14.01, "ma5": 12.89, "ma20": 11.2715, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 5.18, "amount_yi": 15.79, "market_cap_yi": 201.74, "recent_limit_count": 2.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT", "TOUCHED_LIMIT_UP_BUT_NOT_CLOSE" ] } }, { "symbol": "SHSE.688595", "name": "芯海科技", "theme": "传感器", "role": "MID", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 40.99, "invalid_price": 35.866, "chase_ceiling": 47.36, "vwap_reference": 38.5947, "entry_zone": null, "price_fill": null, "prev_high": 40.99, "prev_close": 39.47, "ma5": 35.866, "ma20": 36.7505, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 6.76, "amount_yi": 5.95, "market_cap_yi": 56.87, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "mixed_but_above_ma5", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SHSE.603011", "name": "合锻智能", "theme": "可控核聚变", "role": "MID", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 31.89, "invalid_price": 26.976, "chase_ceiling": 34.0, "vwap_reference": 30.157, "entry_zone": null, "price_fill": null, "prev_high": 31.89, "prev_close": 30.91, "ma5": 26.976, "ma20": 22.3205, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 6.62, "amount_yi": 32.7, "market_cap_yi": 152.82, "recent_limit_count": 4.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT", "TOUCHED_LIMIT_UP_BUT_NOT_CLOSE" ] } }, { "symbol": "SZSE.002859", "name": "洁美科技", "theme": "可控核聚变", "role": "MID", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 87.86, "invalid_price": 76.238, "chase_ceiling": 95.39, "vwap_reference": 83.0088, "entry_zone": null, "price_fill": null, "prev_high": 87.86, "prev_close": 86.72, "ma5": 76.238, "ma20": 60.583, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 7.86, "amount_yi": 28.42, "market_cap_yi": 352.0, "recent_limit_count": 2.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_near_high", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SHSE.688498", "name": "源杰科技", "theme": "光纤概念", "role": "FRONT", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 1437.77, "invalid_price": 1192.064, "chase_ceiling": 1686.0, "vwap_reference": 1371.3769, "entry_zone": null, "price_fill": null, "prev_high": 1437.77, "prev_close": 1405.0, "ma5": 1192.064, "ma20": 1300.802, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": true, "v8_in_huddle": false, "v8_reasons": [ "v8_whitelist_uplift_conditional_plan" ], "v2_status": "v8_whitelist_leader_promoted", "v8_gate5_reason": "whitelist_exempt", "v8_tradable": false, "v8_tradable_reason": "limit_up", "v8_active_but_untradable": false, "metrics": { "ret_pct": 16.41, "amount_yi": 105.52, "market_cap_yi": 1726.63, "recent_limit_count": 0.0, "is_limit_up": true, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_above_vwap", "trend_quality": "mixed_but_above_ma5", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SHSE.603678", "name": "火炬电子", "theme": "核能核电", "role": "MID", "layer": "weak_tape_structure_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 64.47, "invalid_price": 54.314, "chase_ceiling": 70.32, "vwap_reference": 63.0378, "entry_zone": null, "price_fill": null, "prev_high": 64.47, "prev_close": 63.93, "ma5": 54.314, "ma20": 40.161, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 9.08, "amount_yi": 45.75, "market_cap_yi": 304.03, "recent_limit_count": 4.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_near_high", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT", "TOUCHED_LIMIT_UP_BUT_NOT_CLOSE" ] } }, { "symbol": "SHSE.600792", "name": "云煤能源", "theme": "稀缺资源", "role": "TAIL", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 4.63, "invalid_price": 4.23, "chase_ceiling": 4.96, "vwap_reference": 4.4395, "entry_zone": null, "price_fill": null, "prev_high": 4.63, "prev_close": 4.51, "ma5": 4.23, "ma20": 4.119, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 4.64, "amount_yi": 2.69, "market_cap_yi": 50.06, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "mixed_but_above_ma5", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SHSE.603618", "name": "杭电股份", "theme": "抽水蓄能", "role": "TAIL", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 45.2, "invalid_price": 41.194, "chase_ceiling": 48.13, "vwap_reference": 43.2726, "entry_zone": null, "price_fill": null, "prev_high": 45.2, "prev_close": 43.75, "ma5": 41.194, "ma20": 38.9385, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 3.57, "amount_yi": 46.69, "market_cap_yi": 302.48, "recent_limit_count": 4.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SZSE.001896", "name": "豫能控股", "theme": "抽水蓄能", "role": "LIMIT_HEAD", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 20.08, "invalid_price": 17.608, "chase_ceiling": 22.09, "vwap_reference": 19.4168, "entry_zone": null, "price_fill": null, "prev_high": 20.08, "prev_close": 20.08, "ma5": 17.608, "ma20": 16.595, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": false, "v8_tradable_reason": "limit_up", "v8_active_but_untradable": false, "metrics": { "ret_pct": 10.03, "amount_yi": 31.92, "market_cap_yi": 306.38, "recent_limit_count": 3.0, "is_limit_up": true, "amount_state": "normal" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_near_high", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SHSE.688143", "name": "长盈通", "theme": "光纤概念", "role": "MID", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 195.53, "invalid_price": 170.864, "chase_ceiling": 222.95, "vwap_reference": 188.2812, "entry_zone": null, "price_fill": null, "prev_high": 195.53, "prev_close": 185.79, "ma5": 170.864, "ma20": 126.985, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 6.17, "amount_yi": 25.68, "market_cap_yi": 227.36, "recent_limit_count": 1.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "C", "position_quality": "neutral_close", "trend_quality": "short_mid_bullish", "risk_flags": [ "LONG_UPPER_SHADOW_WITH_EXPLOSIVE_AMOUNT", "HIGH_BIAS_OVERHEAT", "CLOSE_BELOW_VWAP" ] } }, { "symbol": "SZSE.300620", "name": "光库科技", "theme": "光纤概念", "role": "MID", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 351.0, "invalid_price": 301.5, "chase_ceiling": 404.47, "vwap_reference": 340.8097, "entry_zone": null, "price_fill": null, "prev_high": 351.0, "prev_close": 337.06, "ma5": 301.5, "ma20": 275.285, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 5.32, "amount_yi": 92.36, "market_cap_yi": 832.89, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "C", "position_quality": "neutral_close", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT", "CLOSE_BELOW_VWAP" ] } }, { "symbol": "SHSE.688048", "name": "长光华芯", "theme": "光纤概念", "role": "MID", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 407.56, "invalid_price": 373.006, "chase_ceiling": 457.21, "vwap_reference": 387.6126, "entry_zone": null, "price_fill": null, "prev_high": 407.56, "prev_close": 381.01, "ma5": 373.006, "ma20": 394.774, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 7.72, "amount_yi": 75.53, "market_cap_yi": 671.64, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "C", "position_quality": "neutral_close", "trend_quality": "mixed_but_above_ma5", "risk_flags": [ "CLOSE_BELOW_VWAP" ] } }, { "symbol": "SHSE.600487", "name": "亨通光电", "theme": "光纤概念", "role": "LIMIT_HEAD", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 91.43, "invalid_price": 79.542, "chase_ceiling": 100.57, "vwap_reference": 90.5836, "entry_zone": null, "price_fill": null, "prev_high": 91.43, "prev_close": 91.43, "ma5": 79.542, "ma20": 74.8885, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": false, "v8_tradable_reason": "limit_up", "v8_active_but_untradable": false, "metrics": { "ret_pct": 10.0, "amount_yi": 63.33, "market_cap_yi": 2235.63, "recent_limit_count": 2.0, "is_limit_up": true, "amount_state": "shrink" }, "technical": { "technical_grade": "C", "position_quality": "strong_close_near_high", "trend_quality": "short_mid_bullish", "risk_flags": [ "NO_AMOUNT_CONFIRMATION", "HIGH_BIAS_OVERHEAT" ] } } ] }, "market_summary": { "regime": "MIXED", "regime_subtype": "DEFENSIVE_ROTATION", "regime_score": 56, "regime_level": "全市场偏弱或分化，局部防守资源线活跃", "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": "MIXED", "subtype": "DEFENSIVE_ROTATION", "score": 56, "level": "全市场偏弱或分化，局部防守资源线活跃", "reasons": [ "上涨家数占比32.41%，市场宽度偏低", "全市场成交额约31069亿，流动性绝对水平较高" ] }, "theme_opportunity_regime": { "regime": "MIXED", "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66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" ] }, "trade_mode": "OBSERVE_ONLY", "data_quality": "OK", "indices": { "shanghai": { "symbol": "SHSE.000001", "name": "上证指数", "ret_pct": 0.22, "close": 4083.97, "amount_yi": 14297.56 }, "shenzhen": { "symbol": "SZSE.399001", "name": "深证成指", "ret_pct": 0.73, "close": 15704.71, "amount_yi": 17005.23 }, "chinext": { "symbol": "SZSE.399006", "name": "创业板指", "ret_pct": 1.65, "close": 4122.99, "amount_yi": 8092.14 }, "csi300": { "symbol": "SHSE.000300", "name": "沪深300", "ret_pct": 0.49, "close": 4938.81, "amount_yi": 9060.48 }, "csi500": { "symbol": "SHSE.000905", "name": "中证500", "ret_pct": 0.49, "close": 8362.16, "amount_yi": 6081.68 }, "csi1000": { "symbol": "SHSE.000852", "name": "中证1000", "ret_pct": 0.57, "close": 8432.68, "amount_yi": 6882.33 }, "bse50": { "symbol": "BJSE.899050", "name": "北证50", "ret_pct": null, "close": null, "amount_yi": null } }, "breadth_detail": { "up_count": 1619, "down_count": 3306, "flat_count": 70, "total_count": 4995, "up_ratio": 0.3241, "down_ratio": 0.6619, "avg_ret_pct": -0.3368, "median_ret_pct": -0.9595 }, "return_distribution": { "up_0_1_count": 569, "up_1_3_count": 553, "up_3_5_count": 228, "up_5_9_count": 154, "up_9_plus_count": 115, "limit_up_count": 66, "down_0_1_count": 875, "down_1_3_count": 1953, "down_3_5_count": 386, "down_5_9_count": 74, "down_9_plus_count": 18, "limit_down_count": 10 }, "limit_activity": { "limit_up_count": 66, "limit_down_count": 10, "limit_up_down_ratio": 6.6 }, "limit_ladder": { "max_consecutive_limit_up": 3, "ladder": [ { "days": 3, "stocks": [ { "symbol": "SZSE.300197", "name": "节能铁汉", "ret_pct": 19.83, "amount_yi": 12.75, "consecutive_limit_up": 3 }, { "symbol": "SHSE.600121", "name": "郑州煤电", "ret_pct": 10.06, "amount_yi": 15.42, "consecutive_limit_up": 3 }, { "symbol": "SHSE.603330", "name": "天洋新材", "ret_pct": 10.04, "amount_yi": 1.01, "consecutive_limit_up": 3 }, { "symbol": "SHSE.600367", "name": "红星发展", "ret_pct": 9.99, "amount_yi": 5.52, "consecutive_limit_up": 3 }, { "symbol": "SHSE.600403", "name": "大有能源", "ret_pct": 9.97, "amount_yi": 6.36, "consecutive_limit_up": 3 } ] }, { "days": 2, "stocks": [ { "symbol": "SZSE.002137", "name": "实益达", "ret_pct": 10.05, "amount_yi": 3.13, "consecutive_limit_up": 2 }, { "symbol": "SHSE.600255", "name": "鑫科材料", "ret_pct": 10.03, "amount_yi": 2.48, "consecutive_limit_up": 2 }, { "symbol": "SZSE.000700", "name": "模塑科技", "ret_pct": 10.02, "amount_yi": 23.89, "consecutive_limit_up": 2 }, { "symbol": "SHSE.600487", "name": "亨通光电", "ret_pct": 10.0, "amount_yi": 63.33, "consecutive_limit_up": 2 }, { "symbol": "SHSE.603311", "name": "金海高科", "ret_pct": 10.0, "amount_yi": 7.59, "consecutive_limit_up": 2 }, { "symbol": "SHSE.600936", "name": "北投科技", "ret_pct": 9.97, "amount_yi": 12.52, "consecutive_limit_up": 2 } ] } ], "ladder_state": "HAS_MID_BOARD" }, "liquidity": { "market_amount_yi": 31069.07, "prev_market_amount_yi": 27731.48, "amount_change_yi": 3337.59, "amount_change_pct": 12.04, "amount_ma5_yi": 30171.36, "amount_ma20_yi": 31205.21, "amount_ratio5": 1.0298, "amount_ratio20": 0.9956, "amount_percentile_60d": 0.7333, "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": 19163.06, "down_amount_yi": 11748.33, "flat_amount_yi": 157.67, "up_amount_ratio": 0.6168, "down_amount_ratio": 0.3781, "strong_up_amount_yi": 10988.19, "strong_down_amount_yi": 2776.42, "bias": "RISK_ON" }, "sector_heat": { "near_triggered_count": 0, "structure_watch_count": 11, "weak_tape_structure_count": 12, "top_rising_business_sectors": [ { "sector_name": "光纤概念", "theme_cluster": "光纤概念", "state": "STRUCTURE_WATCH", "sector_ret_pct": 4.14, "sector_rank_today": 1, "tape_quality": "OK", "limit_up_count": 4, "mid_count": 13, "tail_count": 11, "report_score": 164.15 }, { "sector_name": "CPO概念", "theme_cluster": "AI光通信链", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 3.48, "sector_rank_today": 2, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 15, "tail_count": 14, "report_score": 106.03 }, { "sector_name": "光通信模块", "theme_cluster": "AI光通信链", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.89, "sector_rank_today": 3, "tape_quality": "WEAK", "limit_up_count": 3, "mid_count": 21, "tail_count": 14, "report_score": 123.38 }, { "sector_name": "铜缆高速连接", "theme_cluster": "AI光通信链", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.89, "sector_rank_today": 4, "tape_quality": "WEAK", "limit_up_count": 1, "mid_count": 6, "tail_count": 8, "report_score": 84.19 }, { "sector_name": "中芯概念", "theme_cluster": "中芯概念", "state": "STRUCTURE_WATCH", "sector_ret_pct": 2.48, "sector_rank_today": 5, "tape_quality": "OK", "limit_up_count": 3, "mid_count": 11, "tail_count": 6, "report_score": 109.73 }, { "sector_name": "汽车芯片", "theme_cluster": "半导体材料设备", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.12, "sector_rank_today": 6, "tape_quality": "WEAK", "limit_up_count": 1, "mid_count": 10, "tail_count": 8, "report_score": 70.96 }, { "sector_name": "6G概念", "theme_cluster": "6G概念", "state": "STRUCTURE_WATCH", "sector_ret_pct": 2.1, "sector_rank_today": 7, "tape_quality": "OK", "limit_up_count": 2, "mid_count": 3, "tail_count": 6, "report_score": 70.53 }, { "sector_name": "稀土永磁", "theme_cluster": "农业资源品", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 2.09, "sector_rank_today": 8, "tape_quality": "STRONG", "limit_up_count": 1, "mid_count": 9, "tail_count": 3, "report_score": 75.89 }, { "sector_name": "第三代半导体", "theme_cluster": "半导体材料设备", "state": "STRUCTURE_WATCH", "sector_ret_pct": 2.08, "sector_rank_today": 9, "tape_quality": "OK", "limit_up_count": 3, "mid_count": 14, "tail_count": 13, "report_score": 118.29 }, { "sector_name": "碳化硅", "theme_cluster": "碳化硅", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 1.94, "sector_rank_today": 10, "tape_quality": "WEAK", "limit_up_count": 3, "mid_count": 6, "tail_count": 6, "report_score": 76.19 } ], "top_falling_business_sectors": [ { "sector_name": "国产软件", "theme_cluster": "国产软件", "state": "NO_OUTPUT", "sector_ret_pct": -1.16, "sector_rank_today": 206, "tape_quality": "WEAK", "limit_up_count": 0, "mid_count": 4, "tail_count": 8, "report_score": 2.58 }, { "sector_name": "信创", "theme_cluster": "信创", "state": "NO_OUTPUT", "sector_ret_pct": -1.05, "sector_rank_today": 191, "tape_quality": "WEAK", "limit_up_count": 1, "mid_count": 2, "tail_count": 5, "report_score": 3.44 }, { "sector_name": "元宇宙概念", "theme_cluster": "元宇宙概念", "state": "NO_OUTPUT", "sector_ret_pct": -0.82, "sector_rank_today": 170, "tape_quality": "WEAK", "limit_up_count": 0, "mid_count": 2, "tail_count": 5, "report_score": 0.0 } ], "top_theme_clusters": [ { "theme_cluster": "光纤概念", "count": 1 }, { "theme_cluster": "半导体材料设备", "count": 1 }, { "theme_cluster": "光刻机(胶)", "count": 1 }, { "theme_cluster": "中芯概念", "count": 1 }, { "theme_cluster": "小金属概念", "count": 1 }, { "theme_cluster": "卫星军工信息化", "count": 1 }, { "theme_cluster": "稀缺资源", "count": 1 }, { "theme_cluster": "传感器", "count": 1 } ], "weak_theme_clusters": [ { "theme_cluster": "通信技术", "count": 1 }, { "theme_cluster": "新能源电力链", "count": 1 }, { "theme_cluster": "AI光通信链", "count": 1 }, { "theme_cluster": "无人驾驶", "count": 1 }, { "theme_cluster": "消费电子概念", "count": 1 }, { "theme_cluster": "核能核电", "count": 1 }, { "theme_cluster": "智能穿戴", "count": 1 }, { "theme_cluster": "AI眼镜", "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_2026-06-03.json", "overnight_events": [], "policy_events": [], "key_levels": {}, "review_watchpoints": [] }, "risk_flags": [ "LOW_BREADTH" ], "support_flags": [ "LIMIT_UP_COUNT_OK", "HIGH_MARKET_AMOUNT", "ENERGY_RESOURCE_THEME_ACTIVE" ], "missing_fields": [ "index_bse50", "manual_context" ], "regime_reasons": [ "上涨家数占比32.41%，市场宽度偏低", "涨停66只，局部情绪仍有活跃度", "全市场成交额约31069亿，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": 0.22, "breadth": 0.3241, "limit_up_count": 66, "limit_down_count": 10, "market_amount_yi": 31069.07 }, "theme_summary": { "triggered": [], "near_triggered_themes": [], "near_triggered_sectors": [], "structure_watch": [ { "sector_code": "007606", "sector_name": "光纤概念", "sector_type": "concept_1003", "theme_cluster": "光纤概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 65, "valid_member_count": 65, "specificity_score": 0.7447, "raw_heat_score": 141.47, "adjusted_heat_score": 105.35, "state": "STRUCTURE_WATCH", "sector_ret_pct": 4.14, "sector_amount_yi": 2879.59, "amount_ratio5": 1.255, "sector_rank_today": 1, "near_previous_high": true, "distance_to_previous_high": 0.0313, "next_day_gap_risk": true, "ohlc": { "open": 173.2277, "high": 184.2099, "low": 170.2845, "close": 177.396, "close_location": 0.5107, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "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": 4, "front_only_count": 5, "front_count": 9, "head_count": 4, "mid_count": 13, "tail_count": 11 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 164.15, "stocks": [ { "symbol": "SZSE.300516", "name": "久之洋", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 3.29, "turnover": null, "market_cap_yi": 99.64, "amount_to_mcap_pct": 3.306, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600596", "name": "新安股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 16.55, "turnover": null, "market_cap_yi": 194.34, "amount_to_mcap_pct": 8.518, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603938", "name": "三孚股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 13.52, "turnover": null, "market_cap_yi": 181.29, "amount_to_mcap_pct": 7.459, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600487", "name": "亨通光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 63.33, "turnover": null, "market_cap_yi": 2235.63, "amount_to_mcap_pct": 2.833, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300747", "name": "锐科激光", "role": "FRONT", "ret_pct": 17.73, "amount_yi": 41.24, "turnover": null, "market_cap_yi": 249.87, "amount_to_mcap_pct": 16.504, "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": "SHSE.688498", "name": "源杰科技", "role": "FRONT", "ret_pct": 16.41, "amount_yi": 105.52, "turnover": null, "market_cap_yi": 1726.63, "amount_to_mcap_pct": 6.111, "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.300557", "name": "理工光科", "role": "FRONT", "ret_pct": 11.87, "amount_yi": 3.73, "turnover": null, "market_cap_yi": 46.37, "amount_to_mcap_pct": 8.049, "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": "SHSE.688635", "name": "长进光子", "role": "FRONT", "ret_pct": 10.15, "amount_yi": 48.09, "turnover": null, "market_cap_yi": 119.5, "amount_to_mcap_pct": 40.243, "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.300292", "name": "吴通控股", "role": "FRONT", "ret_pct": 10.04, "amount_yi": 15.05, "turnover": null, "market_cap_yi": 67.29, "amount_to_mcap_pct": 22.372, "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": "SHSE.688313", "name": "仕佳光子", "role": "MID", "ret_pct": 9.29, "amount_yi": 78.12, "turnover": null, "market_cap_yi": 763.22, "amount_to_mcap_pct": 10.235, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601869", "name": "长飞光纤", "role": "MID", "ret_pct": 8.87, "amount_yi": 93.84, "turnover": null, "market_cap_yi": 1808.16, "amount_to_mcap_pct": 5.19, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300394", "name": "天孚通信", "role": "MID", "ret_pct": 8.84, "amount_yi": 301.57, "turnover": null, "market_cap_yi": 3867.61, "amount_to_mcap_pct": 7.797, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300398", "name": "飞凯材料", "role": "MID", "ret_pct": 8.64, "amount_yi": 29.61, "turnover": null, "market_cap_yi": 217.65, "amount_to_mcap_pct": 13.606, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688048", "name": "长光华芯", "role": "MID", "ret_pct": 7.72, "amount_yi": 75.53, "turnover": null, "market_cap_yi": 671.64, "amount_to_mcap_pct": 11.245, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300252", "name": "金信诺", "role": "MID", "ret_pct": 7.45, "amount_yi": 13.39, "turnover": null, "market_cap_yi": 86.22, "amount_to_mcap_pct": 15.527, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600869", "name": "远东股份", "role": "MID", "ret_pct": 6.41, "amount_yi": 51.15, "turnover": null, "market_cap_yi": 597.01, "amount_to_mcap_pct": 8.567, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688143", "name": "长盈通", "role": "MID", "ret_pct": 6.17, "amount_yi": 25.68, "turnover": null, "market_cap_yi": 227.36, "amount_to_mcap_pct": 11.294, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688195", "name": "腾景科技", "role": "MID", "ret_pct": 6.12, "amount_yi": 29.47, "turnover": null, "market_cap_yi": 445.48, "amount_to_mcap_pct": 6.615, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002222", "name": "福晶科技", "role": "MID", "ret_pct": 5.71, "amount_yi": 45.98, "turnover": null, "market_cap_yi": 463.47, "amount_to_mcap_pct": 9.921, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300620", "name": "光库科技", "role": "MID", "ret_pct": 5.32, "amount_yi": 92.36, "turnover": null, "market_cap_yi": 832.89, "amount_to_mcap_pct": 11.089, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007315", "sector_name": "半导体概念", "sector_type": "concept_1003", "theme_cluster": "半导体材料设备", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 461, "valid_member_count": 450, "specificity_score": 0.4254, "raw_heat_score": 159.01, "adjusted_heat_score": 67.64, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.59, "sector_amount_yi": 8356.83, "amount_ratio5": 1.03, "sector_rank_today": 21, "near_previous_high": false, "distance_to_previous_high": -0.0615, "next_day_gap_risk": true, "ohlc": { "open": 135.6309, "high": 142.3881, "low": 133.1729, "close": 137.3221, "close_location": 0.4503, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 13, "front_only_count": 12, "front_count": 25, "head_count": 13, "mid_count": 46, "tail_count": 50 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 155.69, "stocks": [ { "symbol": "SHSE.688268", "name": "华特气体", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 26.75, "turnover": null, "market_cap_yi": 220.37, "amount_to_mcap_pct": 12.14, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600198", "name": "大唐电信", "role": "LIMIT_HEAD", "ret_pct": 10.06, "amount_yi": 2.77, "turnover": null, "market_cap_yi": 115.35, "amount_to_mcap_pct": 2.401, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002137", "name": "实益达", "role": "LIMIT_HEAD", "ret_pct": 10.05, "amount_yi": 3.13, "turnover": null, "market_cap_yi": 41.23, "amount_to_mcap_pct": 7.579, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601208", "name": "东材科技", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 79.07, "turnover": null, "market_cap_yi": 570.65, "amount_to_mcap_pct": 13.857, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601231", "name": "环旭电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 20.1, "turnover": null, "market_cap_yi": 1042.13, "amount_to_mcap_pct": 1.929, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603938", "name": "三孚股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 13.52, "turnover": null, "market_cap_yi": 181.29, "amount_to_mcap_pct": 7.459, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002023", "name": "海特高新", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 3.21, "turnover": null, "market_cap_yi": 88.76, "amount_to_mcap_pct": 3.618, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002046", "name": "国机精工", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 16.19, "turnover": null, "market_cap_yi": 302.1, "amount_to_mcap_pct": 5.361, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603663", "name": "三祥新材", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 13.18, "turnover": null, "market_cap_yi": 287.39, "amount_to_mcap_pct": 4.587, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.001212", "name": "中旗新材", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 8.24, "turnover": null, "market_cap_yi": 95.43, "amount_to_mcap_pct": 8.637, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603120", "name": "肯特催化", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 0.5, "turnover": null, "market_cap_yi": 19.8, "amount_to_mcap_pct": 2.52, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002156", "name": "通富微电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 122.84, "turnover": null, "market_cap_yi": 1065.55, "amount_to_mcap_pct": 11.528, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002787", "name": "华源控股", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 3.35, "turnover": null, "market_cap_yi": 69.36, "amount_to_mcap_pct": 4.828, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688498", "name": "源杰科技", "role": "FRONT", "ret_pct": 16.41, "amount_yi": 105.52, "turnover": null, "market_cap_yi": 1726.63, "amount_to_mcap_pct": 6.111, "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": "SHSE.688661", "name": "和林微纳", "role": "FRONT", "ret_pct": 15.21, "amount_yi": 13.76, "turnover": null, "market_cap_yi": 197.0, "amount_to_mcap_pct": 6.985, "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": "SHSE.688802", "name": "沐曦股份-U", "role": "FRONT", "ret_pct": 14.01, "amount_yi": 28.12, "turnover": null, "market_cap_yi": 137.2, "amount_to_mcap_pct": 20.495, "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": "SHSE.688003", "name": "天准科技", "role": "FRONT", "ret_pct": 13.8, "amount_yi": 11.21, "turnover": null, "market_cap_yi": 216.3, "amount_to_mcap_pct": 5.182, "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": "SHSE.688515", "name": "裕太微-U", "role": "FRONT", "ret_pct": 13.59, "amount_yi": 32.05, "turnover": null, "market_cap_yi": 122.8, "amount_to_mcap_pct": 26.095, "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": "SHSE.688079", "name": "美迪凯", "role": "FRONT", "ret_pct": 12.86, "amount_yi": 18.76, "turnover": null, "market_cap_yi": 122.12, "amount_to_mcap_pct": 15.365, "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": "SHSE.688082", "name": "盛美上海", "role": "FRONT", "ret_pct": 12.39, "amount_yi": 36.42, "turnover": null, "market_cap_yi": 1207.57, "amount_to_mcap_pct": 3.016, "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" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [ { "sector_code": "007346", "sector_name": "第三代半导体", "theme_cluster": "半导体材料设备", "state": "STRUCTURE_WATCH", "sector_rank_today": 9, "sector_ret_pct": 2.08, "adjusted_heat_score": 71.42, "limit_up_count": 3, "front_count": 4, "mid_count": 14, "tail_count": 13, "tape_quality": "OK", "weak_tape_reasons": [], "reason": "same_theme_cluster:半导体材料设备" }, { "sector_code": "007205", "sector_name": "国产芯片", "theme_cluster": "半导体材料设备", "state": "WEAK_TAPE_STRUCTURE", "sector_rank_today": 23, "sector_ret_pct": 1.44, "adjusted_heat_score": 64.36, "limit_up_count": 4, "front_count": 14, "mid_count": 37, "tail_count": 33, "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION" ], "reason": "same_theme_cluster:半导体材料设备" }, { "sector_code": "007280", "sector_name": "PCB", "theme_cluster": "半导体材料设备", "state": "WEAK_TAPE_STRUCTURE", "sector_rank_today": 47, "sector_ret_pct": 0.64, "adjusted_heat_score": 76.31, "limit_up_count": 4, "front_count": 7, "mid_count": 9, "tail_count": 13, "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION" ], "reason": "same_theme_cluster:半导体材料设备" }, { "sector_code": "007499", "sector_name": "存储芯片", "theme_cluster": "半导体材料设备", "state": "WEAK_TAPE_STRUCTURE", "sector_rank_today": 14, "sector_ret_pct": 1.76, "adjusted_heat_score": 65.73, "limit_up_count": 2, "front_count": 4, "mid_count": 10, "tail_count": 15, "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION" ], "reason": "same_theme_cluster:半导体材料设备" }, { "sector_code": "007362", "sector_name": "汽车芯片", "theme_cluster": "半导体材料设备", "state": "WEAK_TAPE_STRUCTURE", "sector_rank_today": 6, "sector_ret_pct": 2.12, "adjusted_heat_score": 56.93, "limit_up_count": 1, "front_count": 2, "mid_count": 10, "tail_count": 8, "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION" ], "reason": "same_theme_cluster:半导体材料设备" }, { "sector_code": "007463", "sector_name": "先进封装", "theme_cluster": "半导体材料设备", "state": "WEAK_TAPE_STRUCTURE", "sector_rank_today": 11, "sector_ret_pct": 1.94, "adjusted_heat_score": 56.55, "limit_up_count": 2, "front_count": 2, "mid_count": 5, "tail_count": 8, "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION" ], "reason": "same_theme_cluster:半导体材料设备" } ] }, { "sector_code": "007285", "sector_name": "光刻机(胶)", "sector_type": "concept_1003", "theme_cluster": "光刻机(胶)", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 93, "valid_member_count": 91, "specificity_score": 0.6942, "raw_heat_score": 111.91, "adjusted_heat_score": 77.69, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.67, "sector_amount_yi": 1154.14, "amount_ratio5": 1.114, "sector_rank_today": 18, "near_previous_high": false, "distance_to_previous_high": -0.0721, "next_day_gap_risk": true, "ohlc": { "open": 128.0487, "high": 134.3176, "low": 125.7691, "close": 129.9156, "close_location": 0.4851, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 3, "front_only_count": 4, "front_count": 7, "head_count": 3, "mid_count": 9, "tail_count": 8 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 124.1, "stocks": [ { "symbol": "SHSE.688268", "name": "华特气体", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 26.75, "turnover": null, "market_cap_yi": 220.37, "amount_to_mcap_pct": 12.14, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601208", "name": "东材科技", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 79.07, "turnover": null, "market_cap_yi": 570.65, "amount_to_mcap_pct": 13.857, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603120", "name": "肯特催化", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 0.5, "turnover": null, "market_cap_yi": 19.8, "amount_to_mcap_pct": 2.52, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.301095", "name": "广立微", "role": "FRONT", "ret_pct": 17.82, "amount_yi": 14.65, "turnover": null, "market_cap_yi": 179.39, "amount_to_mcap_pct": 8.166, "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": "SHSE.688079", "name": "美迪凯", "role": "FRONT", "ret_pct": 12.86, "amount_yi": 18.76, "turnover": null, "market_cap_yi": 122.12, "amount_to_mcap_pct": 15.365, "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.300331", "name": "苏大维格", "role": "FRONT", "ret_pct": 11.15, "amount_yi": 18.81, "turnover": null, "market_cap_yi": 129.28, "amount_to_mcap_pct": 14.548, "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.301611", "name": "珂玛科技", "role": "FRONT", "ret_pct": 9.56, "amount_yi": 17.86, "turnover": null, "market_cap_yi": 143.36, "amount_to_mcap_pct": 12.458, "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.300398", "name": "飞凯材料", "role": "MID", "ret_pct": 8.64, "amount_yi": 29.61, "turnover": null, "market_cap_yi": 217.65, "amount_to_mcap_pct": 13.606, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688167", "name": "炬光科技", "role": "MID", "ret_pct": 8.23, "amount_yi": 33.74, "turnover": null, "market_cap_yi": 429.38, "amount_to_mcap_pct": 7.858, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688195", "name": "腾景科技", "role": "MID", "ret_pct": 6.12, "amount_yi": 29.47, "turnover": null, "market_cap_yi": 445.48, "amount_to_mcap_pct": 6.615, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603155", "name": "新亚强", "role": "MID", "ret_pct": 5.87, "amount_yi": 2.2, "turnover": null, "market_cap_yi": 61.52, "amount_to_mcap_pct": 3.571, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688037", "name": "芯源微", "role": "MID", "ret_pct": 5.83, "amount_yi": 26.83, "turnover": null, "market_cap_yi": 518.08, "amount_to_mcap_pct": 5.179, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688307", "name": "中润光学", "role": "MID", "ret_pct": 5.47, "amount_yi": 6.14, "turnover": null, "market_cap_yi": 88.92, "amount_to_mcap_pct": 6.9, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300700", "name": "岱勒新材", "role": "MID", "ret_pct": 5.28, "amount_yi": 3.78, "turnover": null, "market_cap_yi": 55.04, "amount_to_mcap_pct": 6.865, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688669", "name": "聚石化学", "role": "MID", "ret_pct": 5.23, "amount_yi": 1.94, "turnover": null, "market_cap_yi": 52.03, "amount_to_mcap_pct": 3.724, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603306", "name": "华懋科技", "role": "MID", "ret_pct": 5.08, "amount_yi": 24.38, "turnover": null, "market_cap_yi": 352.49, "amount_to_mcap_pct": 6.918, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603738", "name": "泰晶科技", "role": "TAIL", "ret_pct": 4.95, "amount_yi": 27.57, "turnover": null, "market_cap_yi": 176.74, "amount_to_mcap_pct": 15.597, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603005", "name": "晶方科技", "role": "TAIL", "ret_pct": 4.92, "amount_yi": 37.88, "turnover": null, "market_cap_yi": 264.33, "amount_to_mcap_pct": 14.329, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300497", "name": "富祥股份", "role": "TAIL", "ret_pct": 4.42, "amount_yi": 4.67, "turnover": null, "market_cap_yi": 72.63, "amount_to_mcap_pct": 6.426, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300054", "name": "鼎龙股份", "role": "TAIL", "ret_pct": 4.39, "amount_yi": 30.24, "turnover": null, "market_cap_yi": 519.66, "amount_to_mcap_pct": 5.819, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007331", "sector_name": "中芯概念", "sector_type": "concept_1003", "theme_cluster": "中芯概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 63, "valid_member_count": 63, "specificity_score": 0.7488, "raw_heat_score": 94.56, "adjusted_heat_score": 70.81, "state": "STRUCTURE_WATCH", "sector_ret_pct": 2.48, "sector_amount_yi": 1851.27, "amount_ratio5": 1.015, "sector_rank_today": 5, "near_previous_high": false, "distance_to_previous_high": -0.0626, "next_day_gap_risk": true, "ohlc": { "open": 134.3283, "high": 142.5045, "low": 132.4782, "close": 137.4533, "close_location": 0.4962, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 3, "front_only_count": 1, "front_count": 4, "head_count": 3, "mid_count": 11, "tail_count": 6 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 109.73, "stocks": [ { "symbol": "SHSE.688268", "name": "华特气体", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 26.75, "turnover": null, "market_cap_yi": 220.37, "amount_to_mcap_pct": 12.14, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600198", "name": "大唐电信", "role": "LIMIT_HEAD", "ret_pct": 10.06, "amount_yi": 2.77, "turnover": null, "market_cap_yi": 115.35, "amount_to_mcap_pct": 2.401, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002046", "name": "国机精工", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 16.19, "turnover": null, "market_cap_yi": 302.1, "amount_to_mcap_pct": 5.361, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300331", "name": "苏大维格", "role": "FRONT", "ret_pct": 11.15, "amount_yi": 18.81, "turnover": null, "market_cap_yi": 129.28, "amount_to_mcap_pct": 14.548, "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": "SHSE.603501", "name": "豪威集团", "role": "MID", "ret_pct": 8.92, "amount_yi": 59.96, "turnover": null, "market_cap_yi": 1221.6, "amount_to_mcap_pct": 4.908, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300398", "name": "飞凯材料", "role": "MID", "ret_pct": 8.64, "amount_yi": 29.61, "turnover": null, "market_cap_yi": 217.65, "amount_to_mcap_pct": 13.606, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688233", "name": "神工股份", "role": "MID", "ret_pct": 8.4, "amount_yi": 9.31, "turnover": null, "market_cap_yi": 146.63, "amount_to_mcap_pct": 6.347, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.605358", "name": "立昂微", "role": "MID", "ret_pct": 7.89, "amount_yi": 46.82, "turnover": null, "market_cap_yi": 390.0, "amount_to_mcap_pct": 12.005, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688123", "name": "聚辰股份", "role": "MID", "ret_pct": 7.14, "amount_yi": 21.26, "turnover": null, "market_cap_yi": 216.55, "amount_to_mcap_pct": 9.817, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688008", "name": "澜起科技", "role": "MID", "ret_pct": 7.13, "amount_yi": 234.01, "turnover": null, "market_cap_yi": 2910.78, "amount_to_mcap_pct": 8.04, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600584", "name": "长电科技", "role": "MID", "ret_pct": 6.34, "amount_yi": 262.69, "turnover": null, "market_cap_yi": 1433.86, "amount_to_mcap_pct": 18.321, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688037", "name": "芯源微", "role": "MID", "ret_pct": 5.83, "amount_yi": 26.83, "turnover": null, "market_cap_yi": 518.08, "amount_to_mcap_pct": 5.179, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688432", "name": "有研硅", "role": "MID", "ret_pct": 5.82, "amount_yi": 6.23, "turnover": null, "market_cap_yi": 238.81, "amount_to_mcap_pct": 2.608, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688106", "name": "金宏气体", "role": "MID", "ret_pct": 5.58, "amount_yi": 10.21, "turnover": null, "market_cap_yi": 143.91, "amount_to_mcap_pct": 7.093, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688545", "name": "兴福电子", "role": "MID", "ret_pct": 5.05, "amount_yi": 12.67, "turnover": null, "market_cap_yi": 143.65, "amount_to_mcap_pct": 8.821, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600206", "name": "有研新材", "role": "TAIL", "ret_pct": 4.63, "amount_yi": 23.1, "turnover": null, "market_cap_yi": 246.85, "amount_to_mcap_pct": 9.357, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300054", "name": "鼎龙股份", "role": "TAIL", "ret_pct": 4.39, "amount_yi": 30.24, "turnover": null, "market_cap_yi": 519.66, "amount_to_mcap_pct": 5.819, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300373", "name": "扬杰科技", "role": "TAIL", "ret_pct": 4.26, "amount_yi": 35.77, "turnover": null, "market_cap_yi": 573.69, "amount_to_mcap_pct": 6.234, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688605", "name": "先锋精科", "role": "TAIL", "ret_pct": 3.88, "amount_yi": 3.87, "turnover": null, "market_cap_yi": 74.18, "amount_to_mcap_pct": 5.218, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002409", "name": "雅克科技", "role": "TAIL", "ret_pct": 3.8, "amount_yi": 27.91, "turnover": null, "market_cap_yi": 362.48, "amount_to_mcap_pct": 7.7, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "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": 94.81, "adjusted_heat_score": 63.4, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.23, "sector_amount_yi": 1618.3, "amount_ratio5": 1.14, "sector_rank_today": 25, "near_previous_high": false, "distance_to_previous_high": -0.0858, "next_day_gap_risk": true, "ohlc": { "open": 113.4856, "high": 118.0229, "low": 111.9328, "close": 115.3085, "close_location": 0.5543, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 3, "front_only_count": 0, "front_count": 3, "head_count": 3, "mid_count": 10, "tail_count": 10 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 106.97, "stocks": [ { "symbol": "SZSE.002167", "name": "东方锆业", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 11.27, "turnover": null, "market_cap_yi": 111.76, "amount_to_mcap_pct": 10.087, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600367", "name": "红星发展", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 5.52, "turnover": null, "market_cap_yi": 137.55, "amount_to_mcap_pct": 4.015, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002125", "name": "湘潭电化", "role": "LIMIT_HEAD", "ret_pct": 9.97, "amount_yi": 7.67, "turnover": null, "market_cap_yi": 104.81, "amount_to_mcap_pct": 7.319, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000657", "name": "中钨高新", "role": "MID", "ret_pct": 7.82, "amount_yi": 87.24, "turnover": null, "market_cap_yi": 1041.89, "amount_to_mcap_pct": 8.373, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600549", "name": "厦门钨业", "role": "MID", "ret_pct": 7.53, "amount_yi": 78.31, "turnover": null, "market_cap_yi": 932.51, "amount_to_mcap_pct": 8.398, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002056", "name": "横店东磁", "role": "MID", "ret_pct": 7.17, "amount_yi": 32.26, "turnover": null, "market_cap_yi": 446.88, "amount_to_mcap_pct": 7.219, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002297", "name": "博云新材", "role": "MID", "ret_pct": 6.17, "amount_yi": 20.8, "turnover": null, "market_cap_yi": 121.38, "amount_to_mcap_pct": 17.136, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000831", "name": "中国稀土", "role": "MID", "ret_pct": 6.09, "amount_yi": 30.98, "turnover": null, "market_cap_yi": 562.13, "amount_to_mcap_pct": 5.512, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600641", "name": "先导基电", "role": "MID", "ret_pct": 5.42, "amount_yi": 11.92, "turnover": null, "market_cap_yi": 251.64, "amount_to_mcap_pct": 4.739, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300402", "name": "宝色股份", "role": "MID", "ret_pct": 5.36, "amount_yi": 0.85, "turnover": null, "market_cap_yi": 40.22, "amount_to_mcap_pct": 2.114, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600259", "name": "中稀有色", "role": "MID", "ret_pct": 5.2, "amount_yi": 15.79, "turnover": null, "market_cap_yi": 296.8, "amount_to_mcap_pct": 5.321, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002149", "name": "西部材料", "role": "MID", "ret_pct": 5.11, "amount_yi": 38.91, "turnover": null, "market_cap_yi": 301.18, "amount_to_mcap_pct": 12.918, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688456", "name": "有研粉材", "role": "MID", "ret_pct": 5.09, "amount_yi": 6.76, "turnover": null, "market_cap_yi": 88.37, "amount_to_mcap_pct": 7.646, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002842", "name": "翔鹭钨业", "role": "TAIL", "ret_pct": 4.88, "amount_yi": 18.35, "turnover": null, "market_cap_yi": 91.25, "amount_to_mcap_pct": 20.113, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002378", "name": "章源钨业", "role": "TAIL", "ret_pct": 4.65, "amount_yi": 30.48, "turnover": null, "market_cap_yi": 368.58, "amount_to_mcap_pct": 8.268, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600206", "name": "有研新材", "role": "TAIL", "ret_pct": 4.63, "amount_yi": 23.1, "turnover": null, "market_cap_yi": 246.85, "amount_to_mcap_pct": 9.357, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000060", "name": "中金岭南", "role": "TAIL", "ret_pct": 4.21, "amount_yi": 33.58, "turnover": null, "market_cap_yi": 362.84, "amount_to_mcap_pct": 9.255, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002203", "name": "海亮股份", "role": "TAIL", "ret_pct": 4.19, "amount_yi": 9.35, "turnover": null, "market_cap_yi": 451.5, "amount_to_mcap_pct": 2.072, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600459", "name": "贵研铂业", "role": "TAIL", "ret_pct": 3.2, "amount_yi": 23.57, "turnover": null, "market_cap_yi": 183.85, "amount_to_mcap_pct": 12.819, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301026", "name": "浩通科技", "role": "TAIL", "ret_pct": 3.16, "amount_yi": 3.77, "turnover": null, "market_cap_yi": 39.16, "amount_to_mcap_pct": 9.621, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [ { "sector_code": "007059", "sector_name": "稀土永磁", "theme_cluster": "农业资源品", "state": "MARKET_LEADER_NO_SIGNAL", "sector_rank_today": 8, "sector_ret_pct": 2.09, "adjusted_heat_score": 49.61, "limit_up_count": 1, "front_count": 1, "mid_count": 9, "tail_count": 3, "tape_quality": "STRONG", "weak_tape_reasons": [], "reason": "core_overlap:6;jaccard:0.35" } ] }, { "sector_code": "007318", "sector_name": "卫星互联网", "sector_type": "concept_1003", "theme_cluster": "卫星军工信息化", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 89, "valid_member_count": 82, "specificity_score": 0.7007, "raw_heat_score": 93.23, "adjusted_heat_score": 65.32, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.13, "sector_amount_yi": 1076.25, "amount_ratio5": 1.106, "sector_rank_today": 31, "near_previous_high": false, "distance_to_previous_high": -0.1307, "next_day_gap_risk": true, "ohlc": { "open": 105.2326, "high": 109.8362, "low": 103.4643, "close": 106.4148, "close_location": 0.463, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 3, "front_only_count": 1, "front_count": 4, "head_count": 3, "mid_count": 8, "tail_count": 7 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 104.81, "stocks": [ { "symbol": "SZSE.300516", "name": "久之洋", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 3.29, "turnover": null, "market_cap_yi": 99.64, "amount_to_mcap_pct": 3.306, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002023", "name": "海特高新", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 3.21, "turnover": null, "market_cap_yi": 88.76, "amount_to_mcap_pct": 3.618, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603236", "name": "移远通信", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 11.86, "turnover": null, "market_cap_yi": 211.51, "amount_to_mcap_pct": 5.609, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600246", "name": "万通发展", "role": "FRONT", "ret_pct": 9.8, "amount_yi": 48.79, "turnover": null, "market_cap_yi": 324.21, "amount_to_mcap_pct": 15.049, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.001270", "name": "铖昌科技", "role": "MID", "ret_pct": 8.45, "amount_yi": 21.3, "turnover": null, "market_cap_yi": 280.38, "amount_to_mcap_pct": 7.596, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.605358", "name": "立昂微", "role": "MID", "ret_pct": 7.89, "amount_yi": 46.82, "turnover": null, "market_cap_yi": 390.0, "amount_to_mcap_pct": 12.005, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300252", "name": "金信诺", "role": "MID", "ret_pct": 7.45, "amount_yi": 13.39, "turnover": null, "market_cap_yi": 86.22, "amount_to_mcap_pct": 15.527, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600118", "name": "中国卫星", "role": "MID", "ret_pct": 6.78, "amount_yi": 49.26, "turnover": null, "market_cap_yi": 964.67, "amount_to_mcap_pct": 5.106, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300762", "name": "上海瀚讯", "role": "MID", "ret_pct": 5.46, "amount_yi": 15.69, "turnover": null, "market_cap_yi": 222.11, "amount_to_mcap_pct": 7.062, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300903", "name": "科翔股份", "role": "MID", "ret_pct": 5.44, "amount_yi": 19.07, "turnover": null, "market_cap_yi": 231.38, "amount_to_mcap_pct": 8.242, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300620", "name": "光库科技", "role": "MID", "ret_pct": 5.32, "amount_yi": 92.36, "turnover": null, "market_cap_yi": 832.89, "amount_to_mcap_pct": 11.089, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600498", "name": "烽火通信", "role": "MID", "ret_pct": 5.09, "amount_yi": 60.29, "turnover": null, "market_cap_yi": 661.5, "amount_to_mcap_pct": 9.114, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688818", "name": "电科蓝天", "role": "TAIL", "ret_pct": 4.96, "amount_yi": 12.01, "turnover": null, "market_cap_yi": 90.87, "amount_to_mcap_pct": 13.221, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000823", "name": "超声电子", "role": "TAIL", "ret_pct": 4.69, "amount_yi": 17.14, "turnover": null, "market_cap_yi": 95.86, "amount_to_mcap_pct": 17.882, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300136", "name": "信维通信", "role": "TAIL", "ret_pct": 3.95, "amount_yi": 91.41, "turnover": null, "market_cap_yi": 788.89, "amount_to_mcap_pct": 11.587, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688387", "name": "信科移动-U", "role": "TAIL", "ret_pct": 3.69, "amount_yi": 10.65, "turnover": null, "market_cap_yi": 328.73, "amount_to_mcap_pct": 3.24, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688523", "name": "航天环宇", "role": "TAIL", "ret_pct": 3.58, "amount_yi": 3.82, "turnover": null, "market_cap_yi": 239.04, "amount_to_mcap_pct": 1.599, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688418", "name": "震有科技", "role": "TAIL", "ret_pct": 3.49, "amount_yi": 2.66, "turnover": null, "market_cap_yi": 88.48, "amount_to_mcap_pct": 3.004, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600879", "name": "航天电子", "role": "TAIL", "ret_pct": 3.04, "amount_yi": 29.89, "turnover": null, "market_cap_yi": 659.2, "amount_to_mcap_pct": 4.535, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301517", "name": "陕西华达", "role": "WATCH", "ret_pct": 2.75, "amount_yi": 2.63, "turnover": null, "market_cap_yi": 54.01, "amount_to_mcap_pct": 4.875, "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": "007356", "sector_name": "商业航天", "theme_cluster": "卫星军工信息化", "state": "WEAK_TAPE_STRUCTURE", "sector_rank_today": 41, "sector_ret_pct": 0.78, "adjusted_heat_score": 61.89, "limit_up_count": 4, "front_count": 7, "mid_count": 24, "tail_count": 18, "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION" ], "reason": "same_theme_cluster:卫星军工信息化" }, { "sector_code": "007220", "sector_name": "军民融合", "theme_cluster": "卫星军工信息化", "state": "WEAK_TAPE_STRUCTURE", "sector_rank_today": 61, "sector_ret_pct": 0.42, "adjusted_heat_score": 50.28, "limit_up_count": 2, "front_count": 3, "mid_count": 8, "tail_count": 9, "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION", "LOW_RANK" ], "reason": "same_theme_cluster:卫星军工信息化" }, { "sector_code": "007001", "sector_name": "军工", "theme_cluster": "卫星军工信息化", "state": "GENERIC_CONTEXT", "sector_rank_today": 75, "sector_ret_pct": 0.25, "adjusted_heat_score": 7.78, "limit_up_count": 3, "front_count": 7, "mid_count": 22, "tail_count": 19, "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION", "LOW_RANK" ], "reason": "same_theme_cluster:卫星军工信息化" } ] }, { "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": 75.47, "adjusted_heat_score": 54.32, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.29, "sector_amount_yi": 1158.88, "amount_ratio5": 1.202, "sector_rank_today": 24, "near_previous_high": false, "distance_to_previous_high": -0.0337, "next_day_gap_risk": true, "ohlc": { "open": 106.2262, "high": 110.363, "low": 104.6785, "close": 108.1708, "close_location": 0.6143, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "VOLUME_EXPANSION", "MA_REPAIR", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 2, "front_only_count": 0, "front_count": 2, "head_count": 2, "mid_count": 7, "tail_count": 7 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 93.86, "stocks": [ { "symbol": "SHSE.600121", "name": "郑州煤电", "role": "LIMIT_HEAD", "ret_pct": 10.06, "amount_yi": 15.42, "turnover": null, "market_cap_yi": 69.33, "amount_to_mcap_pct": 22.236, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600367", "name": "红星发展", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 5.52, "turnover": null, "market_cap_yi": 137.55, "amount_to_mcap_pct": 4.015, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600188", "name": "兖矿能源", "role": "MID", "ret_pct": 8.84, "amount_yi": 25.8, "turnover": null, "market_cap_yi": 1548.16, "amount_to_mcap_pct": 1.666, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600549", "name": "厦门钨业", "role": "MID", "ret_pct": 7.53, "amount_yi": 78.31, "turnover": null, "market_cap_yi": 932.51, "amount_to_mcap_pct": 8.398, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601699", "name": "潞安环能", "role": "MID", "ret_pct": 6.74, "amount_yi": 14.94, "turnover": null, "market_cap_yi": 568.37, "amount_to_mcap_pct": 2.629, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601001", "name": "晋控煤业", "role": "MID", "ret_pct": 5.96, "amount_yi": 14.9, "turnover": null, "market_cap_yi": 366.21, "amount_to_mcap_pct": 4.07, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600641", "name": "先导基电", "role": "MID", "ret_pct": 5.42, "amount_yi": 11.92, "turnover": null, "market_cap_yi": 251.64, "amount_to_mcap_pct": 4.739, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600259", "name": "中稀有色", "role": "MID", "ret_pct": 5.2, "amount_yi": 15.79, "turnover": null, "market_cap_yi": 296.8, "amount_to_mcap_pct": 5.321, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601101", "name": "昊华能源", "role": "MID", "ret_pct": 5.18, "amount_yi": 15.79, "turnover": null, "market_cap_yi": 201.74, "amount_to_mcap_pct": 7.826, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002378", "name": "章源钨业", "role": "TAIL", "ret_pct": 4.65, "amount_yi": 30.48, "turnover": null, "market_cap_yi": 368.58, "amount_to_mcap_pct": 8.268, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600792", "name": "云煤能源", "role": "TAIL", "ret_pct": 4.64, "amount_yi": 2.69, "turnover": null, "market_cap_yi": 50.06, "amount_to_mcap_pct": 5.371, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000060", "name": "中金岭南", "role": "TAIL", "ret_pct": 4.21, "amount_yi": 33.58, "turnover": null, "market_cap_yi": 362.84, "amount_to_mcap_pct": 9.255, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600459", "name": "贵研铂业", "role": "TAIL", "ret_pct": 3.2, "amount_yi": 23.57, "turnover": null, "market_cap_yi": 183.85, "amount_to_mcap_pct": 12.819, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600714", "name": "金瑞矿业", "role": "TAIL", "ret_pct": 3.15, "amount_yi": 6.42, "turnover": null, "market_cap_yi": 85.96, "amount_to_mcap_pct": 7.465, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002428", "name": "云南锗业", "role": "TAIL", "ret_pct": 3.03, "amount_yi": 96.92, "turnover": null, "market_cap_yi": 581.14, "amount_to_mcap_pct": 16.678, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.601020", "name": "华钰矿业", "role": "TAIL", "ret_pct": 3.03, "amount_yi": 10.6, "turnover": null, "market_cap_yi": 211.96, "amount_to_mcap_pct": 5.002, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600497", "name": "驰宏锌锗", "role": "WATCH", "ret_pct": 2.99, "amount_yi": 22.31, "turnover": null, "market_cap_yi": 504.04, "amount_to_mcap_pct": 4.426, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600348", "name": "华阳股份", "role": "WATCH", "ret_pct": 2.97, "amount_yi": 6.52, "turnover": null, "market_cap_yi": 349.93, "amount_to_mcap_pct": 1.862, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.000758", "name": "中色股份", "role": "WATCH", "ret_pct": 2.92, "amount_yi": 4.67, "turnover": null, "market_cap_yi": 139.78, "amount_to_mcap_pct": 3.344, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.000751", "name": "锌业股份", "role": "WATCH", "ret_pct": 2.6, "amount_yi": 4.45, "turnover": null, "market_cap_yi": 77.97, "amount_to_mcap_pct": 5.709, "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": "007304", "sector_name": "传感器", "sector_type": "concept_1003", "theme_cluster": "传感器", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 113, "valid_member_count": 111, "specificity_score": 0.6645, "raw_heat_score": 87.76, "adjusted_heat_score": 58.32, "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.97, "sector_amount_yi": 1343.5, "amount_ratio5": 0.981, "sector_rank_today": 37, "near_previous_high": false, "distance_to_previous_high": -0.0805, "next_day_gap_risk": true, "ohlc": { "open": 113.7467, "high": 118.6173, "low": 111.6433, "close": 114.8035, "close_location": 0.4531, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 1, "front_only_count": 3, "front_count": 4, "head_count": 1, "mid_count": 7, "tail_count": 12 }, "structure_quality": "MID_SUPPORTED", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 93.61, "stocks": [ { "symbol": "SZSE.300516", "name": "久之洋", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 3.29, "turnover": null, "market_cap_yi": 99.64, "amount_to_mcap_pct": 3.306, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300667", "name": "必创科技", "role": "FRONT", "ret_pct": 16.19, "amount_yi": 5.67, "turnover": null, "market_cap_yi": 34.32, "amount_to_mcap_pct": 16.52, "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": "SHSE.688661", "name": "和林微纳", "role": "FRONT", "ret_pct": 15.21, "amount_yi": 13.76, "turnover": null, "market_cap_yi": 197.0, "amount_to_mcap_pct": 6.985, "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.300557", "name": "理工光科", "role": "FRONT", "ret_pct": 11.87, "amount_yi": 3.73, "turnover": null, "market_cap_yi": 46.37, "amount_to_mcap_pct": 8.049, "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.301363", "name": "美好医疗", "role": "MID", "ret_pct": 9.23, "amount_yi": 6.01, "turnover": null, "market_cap_yi": 101.1, "amount_to_mcap_pct": 5.945, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603501", "name": "豪威集团", "role": "MID", "ret_pct": 8.92, "amount_yi": 59.96, "turnover": null, "market_cap_yi": 1221.6, "amount_to_mcap_pct": 4.908, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688322", "name": "奥比中光", "role": "MID", "ret_pct": 8.75, "amount_yi": 28.94, "turnover": null, "market_cap_yi": 357.75, "amount_to_mcap_pct": 8.091, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688595", "name": "芯海科技", "role": "MID", "ret_pct": 6.76, "amount_yi": 5.95, "turnover": null, "market_cap_yi": 56.87, "amount_to_mcap_pct": 10.468, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300286", "name": "安科瑞", "role": "MID", "ret_pct": 6.64, "amount_yi": 5.81, "turnover": null, "market_cap_yi": 67.78, "amount_to_mcap_pct": 8.578, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688380", "name": "中微半导", "role": "MID", "ret_pct": 6.08, "amount_yi": 6.54, "turnover": null, "market_cap_yi": 182.89, "amount_to_mcap_pct": 3.573, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688396", "name": "华润微", "role": "MID", "ret_pct": 5.69, "amount_yi": 45.02, "turnover": null, "market_cap_yi": 949.67, "amount_to_mcap_pct": 4.74, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603005", "name": "晶方科技", "role": "TAIL", "ret_pct": 4.92, "amount_yi": 37.88, "turnover": null, "market_cap_yi": 264.33, "amount_to_mcap_pct": 14.329, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688135", "name": "利扬芯片", "role": "TAIL", "ret_pct": 4.81, "amount_yi": 6.25, "turnover": null, "market_cap_yi": 84.76, "amount_to_mcap_pct": 7.374, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000823", "name": "超声电子", "role": "TAIL", "ret_pct": 4.69, "amount_yi": 17.14, "turnover": null, "market_cap_yi": 95.86, "amount_to_mcap_pct": 17.882, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600206", "name": "有研新材", "role": "TAIL", "ret_pct": 4.63, "amount_yi": 23.1, "turnover": null, "market_cap_yi": 246.85, "amount_to_mcap_pct": 9.357, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002185", "name": "华天科技", "role": "TAIL", "ret_pct": 4.53, "amount_yi": 130.29, "turnover": null, "market_cap_yi": 636.62, "amount_to_mcap_pct": 20.465, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300889", "name": "爱克股份", "role": "TAIL", "ret_pct": 4.52, "amount_yi": 1.97, "turnover": null, "market_cap_yi": 34.84, "amount_to_mcap_pct": 5.652, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688051", "name": "佳华科技", "role": "TAIL", "ret_pct": 4.21, "amount_yi": 1.03, "turnover": null, "market_cap_yi": 25.1, "amount_to_mcap_pct": 4.101, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603986", "name": "兆易创新", "role": "TAIL", "ret_pct": 3.7, "amount_yi": 288.39, "turnover": null, "market_cap_yi": 3287.33, "amount_to_mcap_pct": 8.773, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000988", "name": "华工科技", "role": "TAIL", "ret_pct": 3.44, "amount_yi": 159.18, "turnover": null, "market_cap_yi": 1551.6, "amount_to_mcap_pct": 10.259, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007525", "sector_name": "可控核聚变", "sector_type": "concept_1003", "theme_cluster": "可控核聚变", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 75, "valid_member_count": 73, "specificity_score": 0.7252, "raw_heat_score": 78.87, "adjusted_heat_score": 57.2, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.66, "sector_amount_yi": 1100.32, "amount_ratio5": 1.235, "sector_rank_today": 19, "near_previous_high": false, "distance_to_previous_high": -0.0593, "next_day_gap_risk": true, "ohlc": { "open": 106.7993, "high": 111.3545, "low": 105.1296, "close": 108.6022, "close_location": 0.5579, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "VOLUME_EXPANSION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 1, "front_only_count": 2, "front_count": 3, "head_count": 1, "mid_count": 10, "tail_count": 6 }, "structure_quality": "MID_SUPPORTED", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 89.05, "stocks": [ { "symbol": "SZSE.002735", "name": "王子新材", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 8.36, "turnover": null, "market_cap_yi": 46.12, "amount_to_mcap_pct": 18.119, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300667", "name": "必创科技", "role": "FRONT", "ret_pct": 16.19, "amount_yi": 5.67, "turnover": null, "market_cap_yi": 34.32, "amount_to_mcap_pct": 16.52, "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": "SHSE.688719", "name": "爱科赛博", "role": "FRONT", "ret_pct": 11.57, "amount_yi": 5.85, "turnover": null, "market_cap_yi": 70.96, "amount_to_mcap_pct": 8.245, "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": "SHSE.688167", "name": "炬光科技", "role": "MID", "ret_pct": 8.23, "amount_yi": 33.74, "turnover": null, "market_cap_yi": 429.38, "amount_to_mcap_pct": 7.858, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002859", "name": "洁美科技", "role": "MID", "ret_pct": 7.86, "amount_yi": 28.42, "turnover": null, "market_cap_yi": 352.0, "amount_to_mcap_pct": 8.073, "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": 7.82, "amount_yi": 87.24, "turnover": null, "market_cap_yi": 1041.89, "amount_to_mcap_pct": 8.373, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601609", "name": "金田股份", "role": "MID", "ret_pct": 7.78, "amount_yi": 15.36, "turnover": null, "market_cap_yi": 234.75, "amount_to_mcap_pct": 6.542, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688048", "name": "长光华芯", "role": "MID", "ret_pct": 7.72, "amount_yi": 75.53, "turnover": null, "market_cap_yi": 671.64, "amount_to_mcap_pct": 11.245, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600549", "name": "厦门钨业", "role": "MID", "ret_pct": 7.53, "amount_yi": 78.31, "turnover": null, "market_cap_yi": 932.51, "amount_to_mcap_pct": 8.398, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600363", "name": "联创光电", "role": "MID", "ret_pct": 7.11, "amount_yi": 10.93, "turnover": null, "market_cap_yi": 166.38, "amount_to_mcap_pct": 6.571, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603011", "name": "合锻智能", "role": "MID", "ret_pct": 6.62, "amount_yi": 32.7, "turnover": null, "market_cap_yi": 152.82, "amount_to_mcap_pct": 21.399, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600869", "name": "远东股份", "role": "MID", "ret_pct": 6.41, "amount_yi": 51.15, "turnover": null, "market_cap_yi": 597.01, "amount_to_mcap_pct": 8.567, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688102", "name": "斯瑞新材", "role": "MID", "ret_pct": 5.41, "amount_yi": 7.69, "turnover": null, "market_cap_yi": 284.6, "amount_to_mcap_pct": 2.701, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600522", "name": "中天科技", "role": "TAIL", "ret_pct": 4.87, "amount_yi": 189.63, "turnover": null, "market_cap_yi": 1535.14, "amount_to_mcap_pct": 12.352, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688711", "name": "宏微科技", "role": "TAIL", "ret_pct": 4.74, "amount_yi": 5.36, "turnover": null, "market_cap_yi": 72.09, "amount_to_mcap_pct": 7.435, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600105", "name": "永鼎股份", "role": "TAIL", "ret_pct": 4.64, "amount_yi": 121.22, "turnover": null, "market_cap_yi": 759.07, "amount_to_mcap_pct": 15.969, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002611", "name": "东方精工", "role": "TAIL", "ret_pct": 4.1, "amount_yi": 14.65, "turnover": null, "market_cap_yi": 180.44, "amount_to_mcap_pct": 8.121, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002179", "name": "中航光电", "role": "TAIL", "ret_pct": 3.62, "amount_yi": 17.05, "turnover": null, "market_cap_yi": 774.03, "amount_to_mcap_pct": 2.202, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600353", "name": "旭光电子", "role": "TAIL", "ret_pct": 3.53, "amount_yi": 16.13, "turnover": null, "market_cap_yi": 199.25, "amount_to_mcap_pct": 8.097, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600973", "name": "宝胜股份", "role": "WATCH", "ret_pct": 2.77, "amount_yi": 2.65, "turnover": null, "market_cap_yi": 96.82, "amount_to_mcap_pct": 2.736, "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": "007357", "sector_name": "6G概念", "sector_type": "concept_1003", "theme_cluster": "6G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": 34, "valid_member_count": 33, "specificity_score": 0.8212, "raw_heat_score": 63.74, "adjusted_heat_score": 52.34, "state": "STRUCTURE_WATCH", "sector_ret_pct": 2.1, "sector_amount_yi": 773.3, "amount_ratio5": 1.055, "sector_rank_today": 7, "near_previous_high": false, "distance_to_previous_high": -0.0721, "next_day_gap_risk": true, "ohlc": { "open": 115.5964, "high": 121.7363, "low": 113.652, "close": 117.3005, "close_location": 0.4513, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 2, "front_only_count": 1, "front_count": 3, "head_count": 2, "mid_count": 3, "tail_count": 6 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 70.53, "stocks": [ { "symbol": "SHSE.601208", "name": "东材科技", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 79.07, "turnover": null, "market_cap_yi": 570.65, "amount_to_mcap_pct": 13.857, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600487", "name": "亨通光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 63.33, "turnover": null, "market_cap_yi": 2235.63, "amount_to_mcap_pct": 2.833, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688112", "name": "鼎阳科技", "role": "FRONT", "ret_pct": 13.26, "amount_yi": 5.29, "turnover": null, "market_cap_yi": 117.13, "amount_to_mcap_pct": 4.515, "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.300398", "name": "飞凯材料", "role": "MID", "ret_pct": 8.64, "amount_yi": 29.61, "turnover": null, "market_cap_yi": 217.65, "amount_to_mcap_pct": 13.606, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300252", "name": "金信诺", "role": "MID", "ret_pct": 7.45, "amount_yi": 13.39, "turnover": null, "market_cap_yi": 86.22, "amount_to_mcap_pct": 15.527, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600288", "name": "大恒科技", "role": "MID", "ret_pct": 5.59, "amount_yi": 3.7, "turnover": null, "market_cap_yi": 60.19, "amount_to_mcap_pct": 6.153, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600522", "name": "中天科技", "role": "TAIL", "ret_pct": 4.87, "amount_yi": 189.63, "turnover": null, "market_cap_yi": 1535.14, "amount_to_mcap_pct": 12.352, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300136", "name": "信维通信", "role": "TAIL", "ret_pct": 3.95, "amount_yi": 91.41, "turnover": null, "market_cap_yi": 788.89, "amount_to_mcap_pct": 11.587, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688387", "name": "信科移动-U", "role": "TAIL", "ret_pct": 3.69, "amount_yi": 10.65, "turnover": null, "market_cap_yi": 328.73, "amount_to_mcap_pct": 3.24, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002179", "name": "中航光电", "role": "TAIL", "ret_pct": 3.62, "amount_yi": 17.05, "turnover": null, "market_cap_yi": 774.03, "amount_to_mcap_pct": 2.202, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002243", "name": "力合科创", "role": "TAIL", "ret_pct": 3.44, "amount_yi": 3.74, "turnover": null, "market_cap_yi": 112.11, "amount_to_mcap_pct": 3.336, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002897", "name": "意华股份", "role": "TAIL", "ret_pct": 3.4, "amount_yi": 28.78, "turnover": null, "market_cap_yi": 166.37, "amount_to_mcap_pct": 17.296, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301517", "name": "陕西华达", "role": "WATCH", "ret_pct": 2.75, "amount_yi": 2.63, "turnover": null, "market_cap_yi": 54.01, "amount_to_mcap_pct": 4.875, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002446", "name": "盛路通信", "role": "WATCH", "ret_pct": 2.2, "amount_yi": 3.78, "turnover": null, "market_cap_yi": 82.66, "amount_to_mcap_pct": 4.574, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002792", "name": "通宇通讯", "role": "WATCH", "ret_pct": 2.12, "amount_yi": 12.07, "turnover": null, "market_cap_yi": 135.2, "amount_to_mcap_pct": 8.931, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300342", "name": "天银机电", "role": "WATCH", "ret_pct": 1.8, "amount_yi": 12.2, "turnover": null, "market_cap_yi": 207.89, "amount_to_mcap_pct": 5.869, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.603220", "name": "中贝通信", "role": "WATCH", "ret_pct": 1.32, "amount_yi": 6.87, "turnover": null, "market_cap_yi": 99.79, "amount_to_mcap_pct": 6.886, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002413", "name": "雷科防务", "role": "WATCH", "ret_pct": 0.76, "amount_yi": 6.33, "turnover": null, "market_cap_yi": 136.93, "amount_to_mcap_pct": 4.622, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002583", "name": "海能达", "role": "WATCH", "ret_pct": 0.48, "amount_yi": 2.08, "turnover": null, "market_cap_yi": 106.59, "amount_to_mcap_pct": 1.949, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.000063", "name": "中兴通讯", "role": "WATCH", "ret_pct": 0.39, "amount_yi": 90.79, "turnover": null, "market_cap_yi": 1467.67, "amount_to_mcap_pct": 6.186, "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": "007393", "sector_name": "抽水蓄能", "sector_type": "concept_1003", "theme_cluster": "抽水蓄能", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 38, "valid_member_count": 38, "specificity_score": 0.8094, "raw_heat_score": 52.75, "adjusted_heat_score": 42.69, "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.99, "sector_amount_yi": 430.93, "amount_ratio5": 0.973, "sector_rank_today": 36, "near_previous_high": true, "distance_to_previous_high": -0.0289, "next_day_gap_risk": true, "ohlc": { "open": 100.6761, "high": 104.0376, "low": 98.7079, "close": 102.1278, "close_location": 0.6417, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 2, "front_only_count": 0, "front_count": 2, "head_count": 2, "mid_count": 2, "tail_count": 7 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 65.99, "stocks": [ { "symbol": "SHSE.600310", "name": "广西能源", "role": "LIMIT_HEAD", "ret_pct": 10.05, "amount_yi": 6.94, "turnover": null, "market_cap_yi": 93.07, "amount_to_mcap_pct": 7.454, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.001896", "name": "豫能控股", "role": "LIMIT_HEAD", "ret_pct": 10.03, "amount_yi": 31.92, "turnover": null, "market_cap_yi": 306.38, "amount_to_mcap_pct": 10.419, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600982", "name": "宁波能源", "role": "MID", "ret_pct": 5.49, "amount_yi": 9.57, "turnover": null, "market_cap_yi": 79.46, "amount_to_mcap_pct": 12.04, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600163", "name": "中闽能源", "role": "MID", "ret_pct": 5.21, "amount_yi": 8.13, "turnover": null, "market_cap_yi": 138.35, "amount_to_mcap_pct": 5.88, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600032", "name": "浙江新能", "role": "TAIL", "ret_pct": 4.67, "amount_yi": 12.91, "turnover": null, "market_cap_yi": 274.85, "amount_to_mcap_pct": 4.696, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600995", "name": "南网储能", "role": "TAIL", "ret_pct": 4.62, "amount_yi": 11.38, "turnover": null, "market_cap_yi": 520.95, "amount_to_mcap_pct": 2.184, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002015", "name": "协鑫能科", "role": "TAIL", "ret_pct": 4.59, "amount_yi": 51.46, "turnover": null, "market_cap_yi": 395.6, "amount_to_mcap_pct": 13.008, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.605056", "name": "咸亨国际", "role": "TAIL", "ret_pct": 4.42, "amount_yi": 2.22, "turnover": null, "market_cap_yi": 79.99, "amount_to_mcap_pct": 2.77, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300930", "name": "屹通新材", "role": "TAIL", "ret_pct": 4.4, "amount_yi": 2.22, "turnover": null, "market_cap_yi": 16.76, "amount_to_mcap_pct": 13.262, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000966", "name": "长源电力", "role": "TAIL", "ret_pct": 4.03, "amount_yi": 13.15, "turnover": null, "market_cap_yi": 188.67, "amount_to_mcap_pct": 6.969, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603618", "name": "杭电股份", "role": "TAIL", "ret_pct": 3.57, "amount_yi": 46.69, "turnover": null, "market_cap_yi": 302.48, "amount_to_mcap_pct": 15.436, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002202", "name": "金风科技", "role": "WATCH", "ret_pct": 1.59, "amount_yi": 29.27, "turnover": null, "market_cap_yi": 794.12, "amount_to_mcap_pct": 3.686, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600875", "name": "东方电气", "role": "WATCH", "ret_pct": 1.03, "amount_yi": 21.49, "turnover": null, "market_cap_yi": 756.19, "amount_to_mcap_pct": 2.842, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.000543", "name": "皖能电力", "role": "WATCH", "ret_pct": 0.73, "amount_yi": 10.06, "turnover": null, "market_cap_yi": 218.07, "amount_to_mcap_pct": 4.613, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002266", "name": "浙富控股", "role": "WATCH", "ret_pct": 0.59, "amount_yi": 3.42, "turnover": null, "market_cap_yi": 246.97, "amount_to_mcap_pct": 1.384, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600098", "name": "广州发展", "role": "WATCH", "ret_pct": 0.5, "amount_yi": 4.89, "turnover": null, "market_cap_yi": 282.57, "amount_to_mcap_pct": 1.73, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.601399", "name": "国机重装", "role": "WATCH", "ret_pct": 0.26, "amount_yi": 3.39, "turnover": null, "market_cap_yi": 278.44, "amount_to_mcap_pct": 1.216, "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": [] } ], "weak_tape_structure": [ { "sector_code": "007596", "sector_name": "通信技术", "sector_type": "concept_1003", "theme_cluster": "通信技术", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 374, "valid_member_count": 362, "specificity_score": 0.4615, "raw_heat_score": 158.77, "adjusted_heat_score": 73.27, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 1.18, "sector_amount_yi": 8754.77, "amount_ratio5": 1.153, "sector_rank_today": 27, "near_previous_high": false, "distance_to_previous_high": -0.0442, "next_day_gap_risk": true, "ohlc": { "open": 125.622, "high": 131.0285, "low": 122.8533, "close": 126.3826, "close_location": 0.4317, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 11, "front_only_count": 10, "front_count": 21, "head_count": 11, "mid_count": 34, "tail_count": 44 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION" ], "report_score": 142.98, "stocks": [ { "symbol": "SZSE.000881", "name": "中广核技", "role": "LIMIT_HEAD", "ret_pct": 10.07, "amount_yi": 3.9, "turnover": null, "market_cap_yi": 73.11, "amount_to_mcap_pct": 5.332, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600198", "name": "大唐电信", "role": "LIMIT_HEAD", "ret_pct": 10.06, "amount_yi": 2.77, "turnover": null, "market_cap_yi": 115.35, "amount_to_mcap_pct": 2.401, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002137", "name": "实益达", "role": "LIMIT_HEAD", "ret_pct": 10.05, "amount_yi": 3.13, "turnover": null, "market_cap_yi": 41.23, "amount_to_mcap_pct": 7.579, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601208", "name": "东材科技", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 79.07, "turnover": null, "market_cap_yi": 570.65, "amount_to_mcap_pct": 13.857, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601231", "name": "环旭电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 20.1, "turnover": null, "market_cap_yi": 1042.13, "amount_to_mcap_pct": 1.929, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002023", "name": "海特高新", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 3.21, "turnover": null, "market_cap_yi": 88.76, "amount_to_mcap_pct": 3.618, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002965", "name": "祥鑫科技", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 2.71, "turnover": null, "market_cap_yi": 67.6, "amount_to_mcap_pct": 4.013, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600487", "name": "亨通光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 63.33, "turnover": null, "market_cap_yi": 2235.63, "amount_to_mcap_pct": 2.833, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603236", "name": "移远通信", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 11.86, "turnover": null, "market_cap_yi": 211.51, "amount_to_mcap_pct": 5.609, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600103", "name": "青山纸业", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 11.14, "turnover": null, "market_cap_yi": 90.04, "amount_to_mcap_pct": 12.373, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002156", "name": "通富微电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 122.84, "turnover": null, "market_cap_yi": 1065.55, "amount_to_mcap_pct": 11.528, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300747", "name": "锐科激光", "role": "FRONT", "ret_pct": 17.73, "amount_yi": 41.24, "turnover": null, "market_cap_yi": 249.87, "amount_to_mcap_pct": 16.504, "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": "SHSE.688498", "name": "源杰科技", "role": "FRONT", "ret_pct": 16.41, "amount_yi": 105.52, "turnover": null, "market_cap_yi": 1726.63, "amount_to_mcap_pct": 6.111, "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": "SHSE.688112", "name": "鼎阳科技", "role": "FRONT", "ret_pct": 13.26, "amount_yi": 5.29, "turnover": null, "market_cap_yi": 117.13, "amount_to_mcap_pct": 4.515, "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.300686", "name": "智动力", "role": "FRONT", "ret_pct": 13.03, "amount_yi": 6.07, "turnover": null, "market_cap_yi": 47.85, "amount_to_mcap_pct": 12.683, "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.301419", "name": "阿莱德", "role": "FRONT", "ret_pct": 12.21, "amount_yi": 10.94, "turnover": null, "market_cap_yi": 49.94, "amount_to_mcap_pct": 21.909, "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": "SHSE.688097", "name": "博众精工", "role": "FRONT", "ret_pct": 11.94, "amount_yi": 21.72, "turnover": null, "market_cap_yi": 323.39, "amount_to_mcap_pct": 6.716, "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.301329", "name": "信音电子", "role": "FRONT", "ret_pct": 10.75, "amount_yi": 9.41, "turnover": null, "market_cap_yi": 19.94, "amount_to_mcap_pct": 47.167, "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.300319", "name": "麦捷科技", "role": "FRONT", "ret_pct": 10.3, "amount_yi": 33.3, "turnover": null, "market_cap_yi": 151.62, "amount_to_mcap_pct": 21.963, "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.300292", "name": "吴通控股", "role": "FRONT", "ret_pct": 10.04, "amount_yi": 15.05, "turnover": null, "market_cap_yi": 67.29, "amount_to_mcap_pct": 22.372, "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" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007268", "sector_name": "氢能源", "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": 257, "valid_member_count": 247, "specificity_score": 0.527, "raw_heat_score": 134.48, "adjusted_heat_score": 70.87, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.34, "sector_amount_yi": 1533.06, "amount_ratio5": 0.933, "sector_rank_today": 70, "near_previous_high": false, "distance_to_previous_high": -0.0823, "next_day_gap_risk": true, "ohlc": { "open": 101.2711, "high": 104.0946, "low": 99.2906, "close": 101.8263, "close_location": 0.5278, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 8, "front_only_count": 2, "front_count": 10, "head_count": 8, "mid_count": 9, "tail_count": 14 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 126.38, "stocks": [ { "symbol": "SHSE.688268", "name": "华特气体", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 26.75, "turnover": null, "market_cap_yi": 220.37, "amount_to_mcap_pct": 12.14, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601798", "name": "蓝科高新", "role": "LIMIT_HEAD", "ret_pct": 10.05, "amount_yi": 0.5, "turnover": null, "market_cap_yi": 30.28, "amount_to_mcap_pct": 1.65, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600688", "name": "上海石化", "role": "LIMIT_HEAD", "ret_pct": 10.04, "amount_yi": 1.39, "turnover": null, "market_cap_yi": 224.99, "amount_to_mcap_pct": 0.62, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.001896", "name": "豫能控股", "role": "LIMIT_HEAD", "ret_pct": 10.03, "amount_yi": 31.92, "turnover": null, "market_cap_yi": 306.38, "amount_to_mcap_pct": 10.419, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600578", "name": "京能电力", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 30.05, "turnover": null, "market_cap_yi": 625.28, "amount_to_mcap_pct": 4.806, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603938", "name": "三孚股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 13.52, "turnover": null, "market_cap_yi": 181.29, "amount_to_mcap_pct": 7.459, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600396", "name": "华电辽能", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 61.43, "turnover": null, "market_cap_yi": 314.28, "amount_to_mcap_pct": 19.545, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.605580", "name": "恒盛能源", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 6.09, "turnover": null, "market_cap_yi": 79.18, "amount_to_mcap_pct": 7.695, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300745", "name": "欣锐科技", "role": "FRONT", "ret_pct": 12.0, "amount_yi": 6.98, "turnover": null, "market_cap_yi": 69.33, "amount_to_mcap_pct": 10.066, "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.300821", "name": "东岳硅材", "role": "FRONT", "ret_pct": 10.42, "amount_yi": 16.98, "turnover": null, "market_cap_yi": 197.13, "amount_to_mcap_pct": 8.614, "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": "SHSE.688295", "name": "中复神鹰", "role": "MID", "ret_pct": 8.71, "amount_yi": 9.69, "turnover": null, "market_cap_yi": 461.79, "amount_to_mcap_pct": 2.098, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603776", "name": "永安行", "role": "MID", "ret_pct": 8.09, "amount_yi": 2.32, "turnover": null, "market_cap_yi": 58.54, "amount_to_mcap_pct": 3.955, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600549", "name": "厦门钨业", "role": "MID", "ret_pct": 7.53, "amount_yi": 78.31, "turnover": null, "market_cap_yi": 932.51, "amount_to_mcap_pct": 8.398, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000600", "name": "建投能源", "role": "MID", "ret_pct": 7.51, "amount_yi": 15.87, "turnover": null, "market_cap_yi": 135.71, "amount_to_mcap_pct": 11.693, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002056", "name": "横店东磁", "role": "MID", "ret_pct": 7.17, "amount_yi": 32.26, "turnover": null, "market_cap_yi": 446.88, "amount_to_mcap_pct": 7.219, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603960", "name": "克来机电", "role": "MID", "ret_pct": 7.07, "amount_yi": 3.07, "turnover": null, "market_cap_yi": 57.16, "amount_to_mcap_pct": 5.369, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600590", "name": "泰豪科技", "role": "MID", "ret_pct": 6.93, "amount_yi": 9.0, "turnover": null, "market_cap_yi": 115.82, "amount_to_mcap_pct": 7.77, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688106", "name": "金宏气体", "role": "MID", "ret_pct": 5.58, "amount_yi": 10.21, "turnover": null, "market_cap_yi": 143.91, "amount_to_mcap_pct": 7.093, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300700", "name": "岱勒新材", "role": "MID", "ret_pct": 5.28, "amount_yi": 3.78, "turnover": null, "market_cap_yi": 55.04, "amount_to_mcap_pct": 6.865, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600021", "name": "上海电力", "role": "TAIL", "ret_pct": 4.82, "amount_yi": 34.63, "turnover": null, "market_cap_yi": 588.51, "amount_to_mcap_pct": 5.884, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [ { "sector_code": "007407", "sector_name": "绿色电力", "theme_cluster": "新能源电力链", "state": "WEAK_TAPE_STRUCTURE", "sector_rank_today": 68, "sector_ret_pct": 0.35, "adjusted_heat_score": 67.29, "limit_up_count": 5, "front_count": 5, "mid_count": 7, "tail_count": 19, "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "reason": "same_theme_cluster:新能源电力链" } ] }, { "sector_code": "007498", "sector_name": "光通信模块", "sector_type": "concept_1003", "theme_cluster": "AI光通信链", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 85, "valid_member_count": 85, "specificity_score": 0.7074, "raw_heat_score": 114.75, "adjusted_heat_score": 81.17, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.89, "sector_amount_yi": 4244.29, "amount_ratio5": 1.26, "sector_rank_today": 3, "near_previous_high": true, "distance_to_previous_high": 0.0006, "next_day_gap_risk": true, "ohlc": { "open": 170.4784, "high": 180.3763, "low": 166.6596, "close": 172.5908, "close_location": 0.4324, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "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": 2, "front_count": 5, "head_count": 3, "mid_count": 21, "tail_count": 14 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION" ], "report_score": 123.38, "stocks": [ { "symbol": "SHSE.601231", "name": "环旭电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 20.1, "turnover": null, "market_cap_yi": 1042.13, "amount_to_mcap_pct": 1.929, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600487", "name": "亨通光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 63.33, "turnover": null, "market_cap_yi": 2235.63, "amount_to_mcap_pct": 2.833, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600103", "name": "青山纸业", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 11.14, "turnover": null, "market_cap_yi": 90.04, "amount_to_mcap_pct": 12.373, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688498", "name": "源杰科技", "role": "FRONT", "ret_pct": 16.41, "amount_yi": 105.52, "turnover": null, "market_cap_yi": 1726.63, "amount_to_mcap_pct": 6.111, "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": "SHSE.688097", "name": "博众精工", "role": "FRONT", "ret_pct": 11.94, "amount_yi": 21.72, "turnover": null, "market_cap_yi": 323.39, "amount_to_mcap_pct": 6.716, "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": "SHSE.688313", "name": "仕佳光子", "role": "MID", "ret_pct": 9.29, "amount_yi": 78.12, "turnover": null, "market_cap_yi": 763.22, "amount_to_mcap_pct": 10.235, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688337", "name": "普源精电", "role": "MID", "ret_pct": 9.08, "amount_yi": 5.38, "turnover": null, "market_cap_yi": 116.38, "amount_to_mcap_pct": 4.619, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601869", "name": "长飞光纤", "role": "MID", "ret_pct": 8.87, "amount_yi": 93.84, "turnover": null, "market_cap_yi": 1808.16, "amount_to_mcap_pct": 5.19, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300398", "name": "飞凯材料", "role": "MID", "ret_pct": 8.64, "amount_yi": 29.61, "turnover": null, "market_cap_yi": 217.65, "amount_to_mcap_pct": 13.606, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688808", "name": "联讯仪器", "role": "MID", "ret_pct": 7.74, "amount_yi": 39.51, "turnover": null, "market_cap_yi": 386.69, "amount_to_mcap_pct": 10.218, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688048", "name": "长光华芯", "role": "MID", "ret_pct": 7.72, "amount_yi": 75.53, "turnover": null, "market_cap_yi": 671.64, "amount_to_mcap_pct": 11.245, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300252", "name": "金信诺", "role": "MID", "ret_pct": 7.45, "amount_yi": 13.39, "turnover": null, "market_cap_yi": 86.22, "amount_to_mcap_pct": 15.527, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688536", "name": "思瑞浦", "role": "MID", "ret_pct": 7.41, "amount_yi": 18.69, "turnover": null, "market_cap_yi": 412.78, "amount_to_mcap_pct": 4.527, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002025", "name": "航天电器", "role": "MID", "ret_pct": 7.39, "amount_yi": 20.25, "turnover": null, "market_cap_yi": 296.11, "amount_to_mcap_pct": 6.838, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688123", "name": "聚辰股份", "role": "MID", "ret_pct": 7.14, "amount_yi": 21.26, "turnover": null, "market_cap_yi": 216.55, "amount_to_mcap_pct": 9.817, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300308", "name": "中际旭创", "role": "MID", "ret_pct": 6.98, "amount_yi": 438.81, "turnover": null, "market_cap_yi": 14147.6, "amount_to_mcap_pct": 3.102, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603083", "name": "剑桥科技", "role": "MID", "ret_pct": 6.72, "amount_yi": 94.56, "turnover": null, "market_cap_yi": 558.34, "amount_to_mcap_pct": 16.935, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603011", "name": "合锻智能", "role": "MID", "ret_pct": 6.62, "amount_yi": 32.7, "turnover": null, "market_cap_yi": 152.82, "amount_to_mcap_pct": 21.399, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002384", "name": "东山精密", "role": "MID", "ret_pct": 6.19, "amount_yi": 265.54, "turnover": null, "market_cap_yi": 3105.22, "amount_to_mcap_pct": 8.551, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688143", "name": "长盈通", "role": "MID", "ret_pct": 6.17, "amount_yi": 25.68, "turnover": null, "market_cap_yi": 227.36, "amount_to_mcap_pct": 11.294, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [ { "sector_code": "007490", "sector_name": "CPO概念", "theme_cluster": "AI光通信链", "state": "WEAK_TAPE_STRUCTURE", "sector_rank_today": 2, "sector_ret_pct": 3.48, "adjusted_heat_score": 78.02, "limit_up_count": 2, "front_count": 3, "mid_count": 15, "tail_count": 14, "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION" ], "reason": "same_theme_cluster:AI光通信链" }, { "sector_code": "007530", "sector_name": "铜缆高速连接", "theme_cluster": "AI光通信链", "state": "WEAK_TAPE_STRUCTURE", "sector_rank_today": 4, "sector_ret_pct": 2.89, "adjusted_heat_score": 64.74, "limit_up_count": 1, "front_count": 3, "mid_count": 6, "tail_count": 8, "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION" ], "reason": "same_theme_cluster:AI光通信链" } ] }, { "sector_code": "007197", "sector_name": "无人驾驶", "sector_type": "concept_1003", "theme_cluster": "无人驾驶", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 257, "valid_member_count": 247, "specificity_score": 0.527, "raw_heat_score": 133.5, "adjusted_heat_score": 70.35, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.24, "sector_amount_yi": 2438.37, "amount_ratio5": 1.097, "sector_rank_today": 77, "near_previous_high": false, "distance_to_previous_high": -0.0871, "next_day_gap_risk": true, "ohlc": { "open": 108.3097, "high": 111.8799, "low": 106.1883, "close": 108.5692, "close_location": 0.4183, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 5, "front_only_count": 4, "front_count": 9, "head_count": 5, "mid_count": 14, "tail_count": 11 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION", "LOW_RANK" ], "report_score": 120.26, "stocks": [ { "symbol": "SZSE.300516", "name": "久之洋", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 3.29, "turnover": null, "market_cap_yi": 99.64, "amount_to_mcap_pct": 3.306, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002965", "name": "祥鑫科技", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 2.71, "turnover": null, "market_cap_yi": 67.6, "amount_to_mcap_pct": 4.013, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.605555", "name": "德昌股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 1.94, "turnover": null, "market_cap_yi": 78.71, "amount_to_mcap_pct": 2.469, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603236", "name": "移远通信", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 11.86, "turnover": null, "market_cap_yi": 211.51, "amount_to_mcap_pct": 5.609, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603319", "name": "美湖股份", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 23.69, "turnover": null, "market_cap_yi": 144.48, "amount_to_mcap_pct": 16.4, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688003", "name": "天准科技", "role": "FRONT", "ret_pct": 13.8, "amount_yi": 11.21, "turnover": null, "market_cap_yi": 216.3, "amount_to_mcap_pct": 5.182, "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": "SHSE.688097", "name": "博众精工", "role": "FRONT", "ret_pct": 11.94, "amount_yi": 21.72, "turnover": null, "market_cap_yi": 323.39, "amount_to_mcap_pct": 6.716, "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.300557", "name": "理工光科", "role": "FRONT", "ret_pct": 11.87, "amount_yi": 3.73, "turnover": null, "market_cap_yi": 46.37, "amount_to_mcap_pct": 8.049, "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.300292", "name": "吴通控股", "role": "FRONT", "ret_pct": 10.04, "amount_yi": 15.05, "turnover": null, "market_cap_yi": 67.29, "amount_to_mcap_pct": 22.372, "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": "SHSE.603501", "name": "豪威集团", "role": "MID", "ret_pct": 8.92, "amount_yi": 59.96, "turnover": null, "market_cap_yi": 1221.6, "amount_to_mcap_pct": 4.908, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688167", "name": "炬光科技", "role": "MID", "ret_pct": 8.23, "amount_yi": 33.74, "turnover": null, "market_cap_yi": 429.38, "amount_to_mcap_pct": 7.858, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603776", "name": "永安行", "role": "MID", "ret_pct": 8.09, "amount_yi": 2.32, "turnover": null, "market_cap_yi": 58.54, "amount_to_mcap_pct": 3.955, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688048", "name": "长光华芯", "role": "MID", "ret_pct": 7.72, "amount_yi": 75.53, "turnover": null, "market_cap_yi": 671.64, "amount_to_mcap_pct": 11.245, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688123", "name": "聚辰股份", "role": "MID", "ret_pct": 7.14, "amount_yi": 21.26, "turnover": null, "market_cap_yi": 216.55, "amount_to_mcap_pct": 9.817, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603960", "name": "克来机电", "role": "MID", "ret_pct": 7.07, "amount_yi": 3.07, "turnover": null, "market_cap_yi": 57.16, "amount_to_mcap_pct": 5.369, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300308", "name": "中际旭创", "role": "MID", "ret_pct": 6.98, "amount_yi": 438.81, "turnover": null, "market_cap_yi": 14147.6, "amount_to_mcap_pct": 3.102, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603458", "name": "勘设股份", "role": "MID", "ret_pct": 6.46, "amount_yi": 3.73, "turnover": null, "market_cap_yi": 42.37, "amount_to_mcap_pct": 8.813, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688195", "name": "腾景科技", "role": "MID", "ret_pct": 6.12, "amount_yi": 29.47, "turnover": null, "market_cap_yi": 445.48, "amount_to_mcap_pct": 6.615, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002222", "name": "福晶科技", "role": "MID", "ret_pct": 5.71, "amount_yi": 45.98, "turnover": null, "market_cap_yi": 463.47, "amount_to_mcap_pct": 9.921, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688307", "name": "中润光学", "role": "MID", "ret_pct": 5.47, "amount_yi": 6.14, "turnover": null, "market_cap_yi": 88.92, "amount_to_mcap_pct": 6.9, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007592", "sector_name": "消费电子概念", "sector_type": "concept_1003", "theme_cluster": "消费电子概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 177, "valid_member_count": 173, "specificity_score": 0.5913, "raw_heat_score": 131.54, "adjusted_heat_score": 77.78, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.44, "sector_amount_yi": 3363.27, "amount_ratio5": 1.028, "sector_rank_today": 58, "near_previous_high": false, "distance_to_previous_high": -0.0439, "next_day_gap_risk": true, "ohlc": { "open": 126.6043, "high": 131.9572, "low": 123.9295, "close": 127.0833, "close_location": 0.3929, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 5, "front_only_count": 4, "front_count": 9, "head_count": 5, "mid_count": 10, "tail_count": 10 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION", "LOW_RANK" ], "report_score": 117.19, "stocks": [ { "symbol": "SZSE.002137", "name": "实益达", "role": "LIMIT_HEAD", "ret_pct": 10.05, "amount_yi": 3.13, "turnover": null, "market_cap_yi": 41.23, "amount_to_mcap_pct": 7.579, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603330", "name": "天洋新材", "role": "LIMIT_HEAD", "ret_pct": 10.04, "amount_yi": 1.01, "turnover": null, "market_cap_yi": 34.77, "amount_to_mcap_pct": 2.91, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601231", "name": "环旭电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 20.1, "turnover": null, "market_cap_yi": 1042.13, "amount_to_mcap_pct": 1.929, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002156", "name": "通富微电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 122.84, "turnover": null, "market_cap_yi": 1065.55, "amount_to_mcap_pct": 11.528, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002735", "name": "王子新材", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 8.36, "turnover": null, "market_cap_yi": 46.12, "amount_to_mcap_pct": 18.119, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300686", "name": "智动力", "role": "FRONT", "ret_pct": 13.03, "amount_yi": 6.07, "turnover": null, "market_cap_yi": 47.85, "amount_to_mcap_pct": 12.683, "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": "SHSE.688079", "name": "美迪凯", "role": "FRONT", "ret_pct": 12.86, "amount_yi": 18.76, "turnover": null, "market_cap_yi": 122.12, "amount_to_mcap_pct": 15.365, "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.300088", "name": "长信科技", "role": "FRONT", "ret_pct": 12.67, "amount_yi": 42.57, "turnover": null, "market_cap_yi": 201.08, "amount_to_mcap_pct": 21.171, "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": "SHSE.688097", "name": "博众精工", "role": "FRONT", "ret_pct": 11.94, "amount_yi": 21.72, "turnover": null, "market_cap_yi": 323.39, "amount_to_mcap_pct": 6.716, "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": "SHSE.603501", "name": "豪威集团", "role": "MID", "ret_pct": 8.92, "amount_yi": 59.96, "turnover": null, "market_cap_yi": 1221.6, "amount_to_mcap_pct": 4.908, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300433", "name": "蓝思科技", "role": "MID", "ret_pct": 7.66, "amount_yi": 125.6, "turnover": null, "market_cap_yi": 2206.05, "amount_to_mcap_pct": 5.693, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300868", "name": "杰美特", "role": "MID", "ret_pct": 7.66, "amount_yi": 7.78, "turnover": null, "market_cap_yi": 92.39, "amount_to_mcap_pct": 8.423, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300252", "name": "金信诺", "role": "MID", "ret_pct": 7.45, "amount_yi": 13.39, "turnover": null, "market_cap_yi": 86.22, "amount_to_mcap_pct": 15.527, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002056", "name": "横店东磁", "role": "MID", "ret_pct": 7.17, "amount_yi": 32.26, "turnover": null, "market_cap_yi": 446.88, "amount_to_mcap_pct": 7.219, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688595", "name": "芯海科技", "role": "MID", "ret_pct": 6.76, "amount_yi": 5.95, "turnover": null, "market_cap_yi": 56.87, "amount_to_mcap_pct": 10.468, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600584", "name": "长电科技", "role": "MID", "ret_pct": 6.34, "amount_yi": 262.69, "turnover": null, "market_cap_yi": 1433.86, "amount_to_mcap_pct": 18.321, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688396", "name": "华润微", "role": "MID", "ret_pct": 5.69, "amount_yi": 45.02, "turnover": null, "market_cap_yi": 949.67, "amount_to_mcap_pct": 4.74, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301285", "name": "鸿日达", "role": "MID", "ret_pct": 5.62, "amount_yi": 6.11, "turnover": null, "market_cap_yi": 233.58, "amount_to_mcap_pct": 2.618, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600460", "name": "士兰微", "role": "MID", "ret_pct": 5.06, "amount_yi": 42.85, "turnover": null, "market_cap_yi": 577.43, "amount_to_mcap_pct": 7.421, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688135", "name": "利扬芯片", "role": "TAIL", "ret_pct": 4.81, "amount_yi": 6.25, "turnover": null, "market_cap_yi": 84.76, "amount_to_mcap_pct": 7.374, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007058", "sector_name": "核能核电", "sector_type": "concept_1003", "theme_cluster": "核能核电", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 188, "valid_member_count": 180, "specificity_score": 0.5811, "raw_heat_score": 112.14, "adjusted_heat_score": 65.16, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.34, "sector_amount_yi": 1268.85, "amount_ratio5": 1.013, "sector_rank_today": 69, "near_previous_high": false, "distance_to_previous_high": -0.08, "next_day_gap_risk": true, "ohlc": { "open": 103.6142, "high": 106.8176, "low": 101.7421, "close": 104.3607, "close_location": 0.5159, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 4, "front_only_count": 3, "front_count": 7, "head_count": 4, "mid_count": 9, "tail_count": 8 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 111.86, "stocks": [ { "symbol": "SZSE.000881", "name": "中广核技", "role": "LIMIT_HEAD", "ret_pct": 10.07, "amount_yi": 3.9, "turnover": null, "market_cap_yi": 73.11, "amount_to_mcap_pct": 5.332, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600516", "name": "方大炭素", "role": "LIMIT_HEAD", "ret_pct": 10.04, "amount_yi": 9.33, "turnover": null, "market_cap_yi": 220.62, "amount_to_mcap_pct": 4.231, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002167", "name": "东方锆业", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 11.27, "turnover": null, "market_cap_yi": 111.76, "amount_to_mcap_pct": 10.087, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603663", "name": "三祥新材", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 13.18, "turnover": null, "market_cap_yi": 287.39, "amount_to_mcap_pct": 4.587, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300557", "name": "理工光科", "role": "FRONT", "ret_pct": 11.87, "amount_yi": 3.73, "turnover": null, "market_cap_yi": 46.37, "amount_to_mcap_pct": 8.049, "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.002119", "name": "康强电子", "role": "FRONT", "ret_pct": 9.94, "amount_yi": 11.1, "turnover": null, "market_cap_yi": 90.48, "amount_to_mcap_pct": 12.273, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.300411", "name": "金盾股份", "role": "FRONT", "ret_pct": 9.58, "amount_yi": 2.08, "turnover": null, "market_cap_yi": 28.28, "amount_to_mcap_pct": 7.347, "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": "SHSE.603678", "name": "火炬电子", "role": "MID", "ret_pct": 9.08, "amount_yi": 45.75, "turnover": null, "market_cap_yi": 304.03, "amount_to_mcap_pct": 15.046, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300004", "name": "南风股份", "role": "MID", "ret_pct": 9.06, "amount_yi": 5.59, "turnover": null, "market_cap_yi": 69.89, "amount_to_mcap_pct": 7.998, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000600", "name": "建投能源", "role": "MID", "ret_pct": 7.51, "amount_yi": 15.87, "turnover": null, "market_cap_yi": 135.71, "amount_to_mcap_pct": 11.693, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002057", "name": "中钢天源", "role": "MID", "ret_pct": 7.34, "amount_yi": 5.71, "turnover": null, "market_cap_yi": 74.88, "amount_to_mcap_pct": 7.622, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.001332", "name": "锡装股份", "role": "MID", "ret_pct": 7.19, "amount_yi": 3.31, "turnover": null, "market_cap_yi": 35.58, "amount_to_mcap_pct": 9.309, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603011", "name": "合锻智能", "role": "MID", "ret_pct": 6.62, "amount_yi": 32.7, "turnover": null, "market_cap_yi": 152.82, "amount_to_mcap_pct": 21.399, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600869", "name": "远东股份", "role": "MID", "ret_pct": 6.41, "amount_yi": 51.15, "turnover": null, "market_cap_yi": 597.01, "amount_to_mcap_pct": 8.567, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300402", "name": "宝色股份", "role": "MID", "ret_pct": 5.36, "amount_yi": 0.85, "turnover": null, "market_cap_yi": 40.22, "amount_to_mcap_pct": 2.114, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002149", "name": "西部材料", "role": "MID", "ret_pct": 5.11, "amount_yi": 38.91, "turnover": null, "market_cap_yi": 301.18, "amount_to_mcap_pct": 12.918, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600021", "name": "上海电力", "role": "TAIL", "ret_pct": 4.82, "amount_yi": 34.63, "turnover": null, "market_cap_yi": 588.51, "amount_to_mcap_pct": 5.884, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002364", "name": "中恒电气", "role": "TAIL", "ret_pct": 4.8, "amount_yi": 32.95, "turnover": null, "market_cap_yi": 305.73, "amount_to_mcap_pct": 10.776, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000899", "name": "赣能股份", "role": "TAIL", "ret_pct": 4.6, "amount_yi": 11.21, "turnover": null, "market_cap_yi": 146.45, "amount_to_mcap_pct": 7.657, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.605056", "name": "咸亨国际", "role": "TAIL", "ret_pct": 4.42, "amount_yi": 2.22, "turnover": null, "market_cap_yi": 79.99, "amount_to_mcap_pct": 2.77, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007117", "sector_name": "智能穿戴", "sector_type": "concept_1003", "theme_cluster": "智能穿戴", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 124, "valid_member_count": 121, "specificity_score": 0.6499, "raw_heat_score": 109.57, "adjusted_heat_score": 71.21, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.43, "sector_amount_yi": 2755.0, "amount_ratio5": 1.033, "sector_rank_today": 59, "near_previous_high": false, "distance_to_previous_high": -0.0348, "next_day_gap_risk": true, "ohlc": { "open": 123.7922, "high": 129.2476, "low": 121.2182, "close": 124.4014, "close_location": 0.3964, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 4, "front_only_count": 4, "front_count": 8, "head_count": 4, "mid_count": 6, "tail_count": 8 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION", "LOW_RANK" ], "report_score": 91.67, "stocks": [ { "symbol": "SHSE.600198", "name": "大唐电信", "role": "LIMIT_HEAD", "ret_pct": 10.06, "amount_yi": 2.77, "turnover": null, "market_cap_yi": 115.35, "amount_to_mcap_pct": 2.401, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002137", "name": "实益达", "role": "LIMIT_HEAD", "ret_pct": 10.05, "amount_yi": 3.13, "turnover": null, "market_cap_yi": 41.23, "amount_to_mcap_pct": 7.579, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601231", "name": "环旭电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 20.1, "turnover": null, "market_cap_yi": 1042.13, "amount_to_mcap_pct": 1.929, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002156", "name": "通富微电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 122.84, "turnover": null, "market_cap_yi": 1065.55, "amount_to_mcap_pct": 11.528, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300686", "name": "智动力", "role": "FRONT", "ret_pct": 13.03, "amount_yi": 6.07, "turnover": null, "market_cap_yi": 47.85, "amount_to_mcap_pct": 12.683, "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": "SHSE.688079", "name": "美迪凯", "role": "FRONT", "ret_pct": 12.86, "amount_yi": 18.76, "turnover": null, "market_cap_yi": 122.12, "amount_to_mcap_pct": 15.365, "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.300088", "name": "长信科技", "role": "FRONT", "ret_pct": 12.67, "amount_yi": 42.57, "turnover": null, "market_cap_yi": 201.08, "amount_to_mcap_pct": 21.171, "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": "SHSE.688097", "name": "博众精工", "role": "FRONT", "ret_pct": 11.94, "amount_yi": 21.72, "turnover": null, "market_cap_yi": 323.39, "amount_to_mcap_pct": 6.716, "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.300433", "name": "蓝思科技", "role": "MID", "ret_pct": 7.66, "amount_yi": 125.6, "turnover": null, "market_cap_yi": 2206.05, "amount_to_mcap_pct": 5.693, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300868", "name": "杰美特", "role": "MID", "ret_pct": 7.66, "amount_yi": 7.78, "turnover": null, "market_cap_yi": 92.39, "amount_to_mcap_pct": 8.423, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688595", "name": "芯海科技", "role": "MID", "ret_pct": 6.76, "amount_yi": 5.95, "turnover": null, "market_cap_yi": 56.87, "amount_to_mcap_pct": 10.468, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600584", "name": "长电科技", "role": "MID", "ret_pct": 6.34, "amount_yi": 262.69, "turnover": null, "market_cap_yi": 1433.86, "amount_to_mcap_pct": 18.321, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301285", "name": "鸿日达", "role": "MID", "ret_pct": 5.62, "amount_yi": 6.11, "turnover": null, "market_cap_yi": 233.58, "amount_to_mcap_pct": 2.618, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600460", "name": "士兰微", "role": "MID", "ret_pct": 5.06, "amount_yi": 42.85, "turnover": null, "market_cap_yi": 577.43, "amount_to_mcap_pct": 7.421, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688135", "name": "利扬芯片", "role": "TAIL", "ret_pct": 4.81, "amount_yi": 6.25, "turnover": null, "market_cap_yi": 84.76, "amount_to_mcap_pct": 7.374, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300136", "name": "信维通信", "role": "TAIL", "ret_pct": 3.95, "amount_yi": 91.41, "turnover": null, "market_cap_yi": 788.89, "amount_to_mcap_pct": 11.587, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603986", "name": "兆易创新", "role": "TAIL", "ret_pct": 3.7, "amount_yi": 288.39, "turnover": null, "market_cap_yi": 3287.33, "amount_to_mcap_pct": 8.773, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002861", "name": "瀛通通讯", "role": "TAIL", "ret_pct": 3.54, "amount_yi": 1.86, "turnover": null, "market_cap_yi": 28.08, "amount_to_mcap_pct": 6.622, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688525", "name": "佰维存储", "role": "TAIL", "ret_pct": 3.49, "amount_yi": 130.35, "turnover": null, "market_cap_yi": 1480.72, "amount_to_mcap_pct": 8.803, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688018", "name": "乐鑫科技", "role": "TAIL", "ret_pct": 3.24, "amount_yi": 9.85, "turnover": null, "market_cap_yi": 281.27, "amount_to_mcap_pct": 3.501, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007540", "sector_name": "AI眼镜", "sector_type": "concept_1003", "theme_cluster": "AI眼镜", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 116, "valid_member_count": 114, "specificity_score": 0.6604, "raw_heat_score": 94.5, "adjusted_heat_score": 62.41, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.84, "sector_amount_yi": 2181.96, "amount_ratio5": 1.124, "sector_rank_today": 39, "near_previous_high": false, "distance_to_previous_high": -0.0584, "next_day_gap_risk": true, "ohlc": { "open": 122.8001, "high": 128.0301, "low": 120.3501, "close": 123.4131, "close_location": 0.3988, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 2, "front_only_count": 3, "front_count": 5, "head_count": 2, "mid_count": 10, "tail_count": 8 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION" ], "report_score": 89.39, "stocks": [ { "symbol": "SHSE.601231", "name": "环旭电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 20.1, "turnover": null, "market_cap_yi": 1042.13, "amount_to_mcap_pct": 1.929, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603236", "name": "移远通信", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 11.86, "turnover": null, "market_cap_yi": 211.51, "amount_to_mcap_pct": 5.609, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688079", "name": "美迪凯", "role": "FRONT", "ret_pct": 12.86, "amount_yi": 18.76, "turnover": null, "market_cap_yi": 122.12, "amount_to_mcap_pct": 15.365, "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.300331", "name": "苏大维格", "role": "FRONT", "ret_pct": 11.15, "amount_yi": 18.81, "turnover": null, "market_cap_yi": 129.28, "amount_to_mcap_pct": 14.548, "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.301067", "name": "显盈科技", "role": "FRONT", "ret_pct": 10.87, "amount_yi": 3.21, "turnover": null, "market_cap_yi": 22.91, "amount_to_mcap_pct": 14.0, "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.002980", "name": "华盛昌", "role": "MID", "ret_pct": 9.16, "amount_yi": 18.64, "turnover": null, "market_cap_yi": 123.97, "amount_to_mcap_pct": 15.034, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300323", "name": "华灿光电", "role": "MID", "ret_pct": 8.66, "amount_yi": 31.51, "turnover": null, "market_cap_yi": 196.68, "amount_to_mcap_pct": 16.02, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300433", "name": "蓝思科技", "role": "MID", "ret_pct": 7.66, "amount_yi": 125.6, "turnover": null, "market_cap_yi": 2206.05, "amount_to_mcap_pct": 5.693, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688123", "name": "聚辰股份", "role": "MID", "ret_pct": 7.14, "amount_yi": 21.26, "turnover": null, "market_cap_yi": 216.55, "amount_to_mcap_pct": 9.817, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000100", "name": "TCL科技", "role": "MID", "ret_pct": 7.0, "amount_yi": 114.97, "turnover": null, "market_cap_yi": 906.86, "amount_to_mcap_pct": 12.678, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.001283", "name": "豪鹏科技", "role": "MID", "ret_pct": 6.66, "amount_yi": 6.15, "turnover": null, "market_cap_yi": 60.8, "amount_to_mcap_pct": 10.116, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688381", "name": "帝奥微", "role": "MID", "ret_pct": 6.39, "amount_yi": 7.01, "turnover": null, "market_cap_yi": 103.83, "amount_to_mcap_pct": 6.749, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688378", "name": "奥来德", "role": "MID", "ret_pct": 5.8, "amount_yi": 4.4, "turnover": null, "market_cap_yi": 103.37, "amount_to_mcap_pct": 4.256, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688484", "name": "南芯科技", "role": "MID", "ret_pct": 5.37, "amount_yi": 6.54, "turnover": null, "market_cap_yi": 179.62, "amount_to_mcap_pct": 3.638, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002708", "name": "光洋股份", "role": "MID", "ret_pct": 5.15, "amount_yi": 4.25, "turnover": null, "market_cap_yi": 72.75, "amount_to_mcap_pct": 5.846, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603890", "name": "春秋电子", "role": "TAIL", "ret_pct": 4.36, "amount_yi": 49.36, "turnover": null, "market_cap_yi": 139.99, "amount_to_mcap_pct": 35.261, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603986", "name": "兆易创新", "role": "TAIL", "ret_pct": 3.7, "amount_yi": 288.39, "turnover": null, "market_cap_yi": 3287.33, "amount_to_mcap_pct": 8.773, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002861", "name": "瀛通通讯", "role": "TAIL", "ret_pct": 3.54, "amount_yi": 1.86, "turnover": null, "market_cap_yi": 28.08, "amount_to_mcap_pct": 6.622, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688525", "name": "佰维存储", "role": "TAIL", "ret_pct": 3.49, "amount_yi": 130.35, "turnover": null, "market_cap_yi": 1480.72, "amount_to_mcap_pct": 8.803, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002429", "name": "兆驰股份", "role": "TAIL", "ret_pct": 3.24, "amount_yi": 27.28, "turnover": null, "market_cap_yi": 548.35, "amount_to_mcap_pct": 4.974, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007201", "sector_name": "OLED", "sector_type": "concept_1003", "theme_cluster": "OLED", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 130, "valid_member_count": 126, "specificity_score": 0.6423, "raw_heat_score": 94.09, "adjusted_heat_score": 60.44, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.75, "sector_amount_yi": 2834.39, "amount_ratio5": 1.105, "sector_rank_today": 42, "near_previous_high": false, "distance_to_previous_high": -0.0543, "next_day_gap_risk": true, "ohlc": { "open": 129.4148, "high": 135.4021, "low": 126.7895, "close": 130.3928, "close_location": 0.4184, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 1, "front_only_count": 5, "front_count": 6, "head_count": 1, "mid_count": 9, "tail_count": 8 }, "structure_quality": "MID_SUPPORTED", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION" ], "report_score": 87.09, "stocks": [ { "symbol": "SHSE.601208", "name": "东材科技", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 79.07, "turnover": null, "market_cap_yi": 570.65, "amount_to_mcap_pct": 13.857, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300667", "name": "必创科技", "role": "FRONT", "ret_pct": 16.19, "amount_yi": 5.67, "turnover": null, "market_cap_yi": 34.32, "amount_to_mcap_pct": 16.52, "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.300686", "name": "智动力", "role": "FRONT", "ret_pct": 13.03, "amount_yi": 6.07, "turnover": null, "market_cap_yi": 47.85, "amount_to_mcap_pct": 12.683, "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.300088", "name": "长信科技", "role": "FRONT", "ret_pct": 12.67, "amount_yi": 42.57, "turnover": null, "market_cap_yi": 201.08, "amount_to_mcap_pct": 21.171, "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.300331", "name": "苏大维格", "role": "FRONT", "ret_pct": 11.15, "amount_yi": 18.81, "turnover": null, "market_cap_yi": 129.28, "amount_to_mcap_pct": 14.548, "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.301611", "name": "珂玛科技", "role": "FRONT", "ret_pct": 9.56, "amount_yi": 17.86, "turnover": null, "market_cap_yi": 143.36, "amount_to_mcap_pct": 12.458, "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.300398", "name": "飞凯材料", "role": "MID", "ret_pct": 8.64, "amount_yi": 29.61, "turnover": null, "market_cap_yi": 217.65, "amount_to_mcap_pct": 13.606, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300433", "name": "蓝思科技", "role": "MID", "ret_pct": 7.66, "amount_yi": 125.6, "turnover": null, "market_cap_yi": 2206.05, "amount_to_mcap_pct": 5.693, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000100", "name": "TCL科技", "role": "MID", "ret_pct": 7.0, "amount_yi": 114.97, "turnover": null, "market_cap_yi": 906.86, "amount_to_mcap_pct": 12.678, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300812", "name": "易天股份", "role": "MID", "ret_pct": 6.41, "amount_yi": 4.12, "turnover": null, "market_cap_yi": 47.07, "amount_to_mcap_pct": 8.758, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603629", "name": "利通电子", "role": "MID", "ret_pct": 6.38, "amount_yi": 75.13, "turnover": null, "market_cap_yi": 536.39, "amount_to_mcap_pct": 14.007, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002384", "name": "东山精密", "role": "MID", "ret_pct": 6.19, "amount_yi": 265.54, "turnover": null, "market_cap_yi": 3105.22, "amount_to_mcap_pct": 8.551, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688378", "name": "奥来德", "role": "MID", "ret_pct": 5.8, "amount_yi": 4.4, "turnover": null, "market_cap_yi": 103.37, "amount_to_mcap_pct": 4.256, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600641", "name": "先导基电", "role": "MID", "ret_pct": 5.42, "amount_yi": 11.92, "turnover": null, "market_cap_yi": 251.64, "amount_to_mcap_pct": 4.739, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600460", "name": "士兰微", "role": "MID", "ret_pct": 5.06, "amount_yi": 42.85, "turnover": null, "market_cap_yi": 577.43, "amount_to_mcap_pct": 7.421, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600522", "name": "中天科技", "role": "TAIL", "ret_pct": 4.87, "amount_yi": 189.63, "turnover": null, "market_cap_yi": 1535.14, "amount_to_mcap_pct": 12.352, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600206", "name": "有研新材", "role": "TAIL", "ret_pct": 4.63, "amount_yi": 23.1, "turnover": null, "market_cap_yi": 246.85, "amount_to_mcap_pct": 9.357, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300054", "name": "鼎龙股份", "role": "TAIL", "ret_pct": 4.39, "amount_yi": 30.24, "turnover": null, "market_cap_yi": 519.66, "amount_to_mcap_pct": 5.819, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.601133", "name": "柏诚股份", "role": "TAIL", "ret_pct": 4.02, "amount_yi": 9.61, "turnover": null, "market_cap_yi": 144.0, "amount_to_mcap_pct": 6.67, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002409", "name": "雅克科技", "role": "TAIL", "ret_pct": 3.8, "amount_yi": 27.91, "turnover": null, "market_cap_yi": 362.48, "amount_to_mcap_pct": 7.7, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007173", "sector_name": "无人机", "sector_type": "concept_1003", "theme_cluster": "无人机", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 215, "valid_member_count": 204, "specificity_score": 0.558, "raw_heat_score": 104.99, "adjusted_heat_score": 58.59, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.4, "sector_amount_yi": 1299.64, "amount_ratio5": 0.974, "sector_rank_today": 62, "near_previous_high": false, "distance_to_previous_high": -0.0952, "next_day_gap_risk": true, "ohlc": { "open": 106.6823, "high": 110.352, "low": 104.8418, "close": 107.154, "close_location": 0.4196, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 2, "front_only_count": 4, "front_count": 6, "head_count": 2, "mid_count": 9, "tail_count": 15 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION", "LOW_RANK" ], "report_score": 84.7, "stocks": [ { "symbol": "SZSE.300516", "name": "久之洋", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 3.29, "turnover": null, "market_cap_yi": 99.64, "amount_to_mcap_pct": 3.306, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600596", "name": "新安股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 16.55, "turnover": null, "market_cap_yi": 194.34, "amount_to_mcap_pct": 8.518, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688079", "name": "美迪凯", "role": "FRONT", "ret_pct": 12.86, "amount_yi": 18.76, "turnover": null, "market_cap_yi": 122.12, "amount_to_mcap_pct": 15.365, "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": "SHSE.688097", "name": "博众精工", "role": "FRONT", "ret_pct": 11.94, "amount_yi": 21.72, "turnover": null, "market_cap_yi": 323.39, "amount_to_mcap_pct": 6.716, "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.301067", "name": "显盈科技", "role": "FRONT", "ret_pct": 10.87, "amount_yi": 3.21, "turnover": null, "market_cap_yi": 22.91, "amount_to_mcap_pct": 14.0, "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.300411", "name": "金盾股份", "role": "FRONT", "ret_pct": 9.58, "amount_yi": 2.08, "turnover": null, "market_cap_yi": 28.28, "amount_to_mcap_pct": 7.347, "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": "SHSE.601609", "name": "金田股份", "role": "MID", "ret_pct": 7.78, "amount_yi": 15.36, "turnover": null, "market_cap_yi": 234.75, "amount_to_mcap_pct": 6.542, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688536", "name": "思瑞浦", "role": "MID", "ret_pct": 7.41, "amount_yi": 18.69, "turnover": null, "market_cap_yi": 412.78, "amount_to_mcap_pct": 4.527, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002057", "name": "中钢天源", "role": "MID", "ret_pct": 7.34, "amount_yi": 5.71, "turnover": null, "market_cap_yi": 74.88, "amount_to_mcap_pct": 7.622, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600118", "name": "中国卫星", "role": "MID", "ret_pct": 6.78, "amount_yi": 49.26, "turnover": null, "market_cap_yi": 964.67, "amount_to_mcap_pct": 5.106, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688595", "name": "芯海科技", "role": "MID", "ret_pct": 6.76, "amount_yi": 5.95, "turnover": null, "market_cap_yi": 56.87, "amount_to_mcap_pct": 10.468, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688597", "name": "煜邦电力", "role": "MID", "ret_pct": 6.36, "amount_yi": 2.42, "turnover": null, "market_cap_yi": 31.46, "amount_to_mcap_pct": 7.697, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002297", "name": "博云新材", "role": "MID", "ret_pct": 6.17, "amount_yi": 20.8, "turnover": null, "market_cap_yi": 121.38, "amount_to_mcap_pct": 17.136, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688307", "name": "中润光学", "role": "MID", "ret_pct": 5.47, "amount_yi": 6.14, "turnover": null, "market_cap_yi": 88.92, "amount_to_mcap_pct": 6.9, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300903", "name": "科翔股份", "role": "MID", "ret_pct": 5.44, "amount_yi": 19.07, "turnover": null, "market_cap_yi": 231.38, "amount_to_mcap_pct": 8.242, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603738", "name": "泰晶科技", "role": "TAIL", "ret_pct": 4.95, "amount_yi": 27.57, "turnover": null, "market_cap_yi": 176.74, "amount_to_mcap_pct": 15.597, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000823", "name": "超声电子", "role": "TAIL", "ret_pct": 4.69, "amount_yi": 17.14, "turnover": null, "market_cap_yi": 95.86, "amount_to_mcap_pct": 17.882, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603373", "name": "安邦护卫", "role": "TAIL", "ret_pct": 4.69, "amount_yi": 2.35, "turnover": null, "market_cap_yi": 23.14, "amount_to_mcap_pct": 10.144, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688775", "name": "影石创新", "role": "TAIL", "ret_pct": 4.58, "amount_yi": 4.29, "turnover": null, "market_cap_yi": 57.27, "amount_to_mcap_pct": 7.483, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.605056", "name": "咸亨国际", "role": "TAIL", "ret_pct": 4.42, "amount_yi": 2.22, "turnover": null, "market_cap_yi": 79.99, "amount_to_mcap_pct": 2.77, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007369", "sector_name": "碳化硅", "sector_type": "concept_1003", "theme_cluster": "碳化硅", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 45, "valid_member_count": 44, "specificity_score": 0.7905, "raw_heat_score": 79.8, "adjusted_heat_score": 63.08, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 1.94, "sector_amount_yi": 865.68, "amount_ratio5": 0.996, "sector_rank_today": 10, "near_previous_high": false, "distance_to_previous_high": -0.0609, "next_day_gap_risk": true, "ohlc": { "open": 127.5559, "high": 133.3346, "low": 125.1721, "close": 128.6921, "close_location": 0.4312, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 3, "front_only_count": 0, "front_count": 3, "head_count": 3, "mid_count": 6, "tail_count": 6 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_CLOSE_LOCATION" ], "report_score": 76.19, "stocks": [ { "symbol": "SHSE.603938", "name": "三孚股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 13.52, "turnover": null, "market_cap_yi": 181.29, "amount_to_mcap_pct": 7.459, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002023", "name": "海特高新", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 3.21, "turnover": null, "market_cap_yi": 88.76, "amount_to_mcap_pct": 3.618, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002156", "name": "通富微电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 122.84, "turnover": null, "market_cap_yi": 1065.55, "amount_to_mcap_pct": 11.528, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601869", "name": "长飞光纤", "role": "MID", "ret_pct": 8.87, "amount_yi": 93.84, "turnover": null, "market_cap_yi": 1808.16, "amount_to_mcap_pct": 5.19, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688261", "name": "东微半导", "role": "MID", "ret_pct": 8.42, "amount_yi": 8.64, "turnover": null, "market_cap_yi": 108.29, "amount_to_mcap_pct": 7.978, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002171", "name": "楚江新材", "role": "MID", "ret_pct": 7.6, "amount_yi": 23.01, "turnover": null, "market_cap_yi": 207.85, "amount_to_mcap_pct": 11.07, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002851", "name": "麦格米特", "role": "MID", "ret_pct": 6.78, "amount_yi": 105.86, "turnover": null, "market_cap_yi": 723.69, "amount_to_mcap_pct": 14.628, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688396", "name": "华润微", "role": "MID", "ret_pct": 5.69, "amount_yi": 45.02, "turnover": null, "market_cap_yi": 949.67, "amount_to_mcap_pct": 4.74, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600460", "name": "士兰微", "role": "MID", "ret_pct": 5.06, "amount_yi": 42.85, "turnover": null, "market_cap_yi": 577.43, "amount_to_mcap_pct": 7.421, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600666", "name": "奥瑞德", "role": "TAIL", "ret_pct": 4.99, "amount_yi": 11.2, "turnover": null, "market_cap_yi": 121.11, "amount_to_mcap_pct": 9.25, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.605111", "name": "新洁能", "role": "TAIL", "ret_pct": 4.27, "amount_yi": 19.99, "turnover": null, "market_cap_yi": 268.55, "amount_to_mcap_pct": 7.442, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300373", "name": "扬杰科技", "role": "TAIL", "ret_pct": 4.26, "amount_yi": 35.77, "turnover": null, "market_cap_yi": 573.69, "amount_to_mcap_pct": 6.234, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301021", "name": "英诺激光", "role": "TAIL", "ret_pct": 4.07, "amount_yi": 11.18, "turnover": null, "market_cap_yi": 150.21, "amount_to_mcap_pct": 7.446, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300283", "name": "温州宏丰", "role": "TAIL", "ret_pct": 3.04, "amount_yi": 14.21, "turnover": null, "market_cap_yi": 63.38, "amount_to_mcap_pct": 22.417, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300316", "name": "晶盛机电", "role": "TAIL", "ret_pct": 3.0, "amount_yi": 16.57, "turnover": null, "market_cap_yi": 596.2, "amount_to_mcap_pct": 2.78, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688689", "name": "银河微电", "role": "WATCH", "ret_pct": 2.54, "amount_yi": 1.27, "turnover": null, "market_cap_yi": 51.06, "amount_to_mcap_pct": 2.48, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600703", "name": "三安光电", "role": "WATCH", "ret_pct": 2.31, "amount_yi": 51.86, "turnover": null, "market_cap_yi": 773.8, "amount_to_mcap_pct": 6.702, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300480", "name": "光力科技", "role": "WATCH", "ret_pct": 1.62, "amount_yi": 6.42, "turnover": null, "market_cap_yi": 89.86, "amount_to_mcap_pct": 7.142, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300623", "name": "捷捷微电", "role": "WATCH", "ret_pct": 1.47, "amount_yi": 13.4, "turnover": null, "market_cap_yi": 253.76, "amount_to_mcap_pct": 5.279, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002079", "name": "苏州固锝", "role": "WATCH", "ret_pct": 1.41, "amount_yi": 7.78, "turnover": null, "market_cap_yi": 99.05, "amount_to_mcap_pct": 7.855, "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": "007595", "sector_name": "油气资源", "sector_type": "concept_1003", "theme_cluster": "能源资源链", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 145, "valid_member_count": 138, "specificity_score": 0.6246, "raw_heat_score": 78.99, "adjusted_heat_score": 49.34, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.5, "sector_amount_yi": 587.54, "amount_ratio5": 1.063, "sector_rank_today": 55, "near_previous_high": false, "distance_to_previous_high": -0.0623, "next_day_gap_risk": true, "ohlc": { "open": 94.3487, "high": 96.4739, "low": 92.4457, "close": 94.9744, "close_location": 0.6277, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 1, "front_only_count": 1, "front_count": 2, "head_count": 1, "mid_count": 9, "tail_count": 11 }, "structure_quality": "MID_SUPPORTED", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 73.9, "stocks": [ { "symbol": "SHSE.601798", "name": "蓝科高新", "role": "LIMIT_HEAD", "ret_pct": 10.05, "amount_yi": 0.5, "turnover": null, "market_cap_yi": 30.28, "amount_to_mcap_pct": 1.65, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300164", "name": "通源石油", "role": "FRONT", "ret_pct": 9.68, "amount_yi": 11.97, "turnover": null, "market_cap_yi": 62.75, "amount_to_mcap_pct": 19.082, "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.300179", "name": "四方达", "role": "MID", "ret_pct": 7.52, "amount_yi": 53.59, "turnover": null, "market_cap_yi": 191.85, "amount_to_mcap_pct": 27.932, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002490", "name": "山东墨龙", "role": "MID", "ret_pct": 7.3, "amount_yi": 4.96, "turnover": null, "market_cap_yi": 45.4, "amount_to_mcap_pct": 10.934, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.001332", "name": "锡装股份", "role": "MID", "ret_pct": 7.19, "amount_yi": 3.31, "turnover": null, "market_cap_yi": 35.58, "amount_to_mcap_pct": 9.309, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603800", "name": "洪田股份", "role": "MID", "ret_pct": 6.87, "amount_yi": 14.29, "turnover": null, "market_cap_yi": 157.81, "amount_to_mcap_pct": 9.055, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300191", "name": "潜能恒信", "role": "MID", "ret_pct": 6.53, "amount_yi": 4.51, "turnover": null, "market_cap_yi": 74.34, "amount_to_mcap_pct": 6.071, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688377", "name": "迪威尔", "role": "MID", "ret_pct": 5.7, "amount_yi": 2.06, "turnover": null, "market_cap_yi": 74.02, "amount_to_mcap_pct": 2.778, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688106", "name": "金宏气体", "role": "MID", "ret_pct": 5.58, "amount_yi": 10.21, "turnover": null, "market_cap_yi": 143.91, "amount_to_mcap_pct": 7.093, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600101", "name": "明星电力", "role": "MID", "ret_pct": 5.4, "amount_yi": 9.02, "turnover": null, "market_cap_yi": 58.84, "amount_to_mcap_pct": 15.324, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600644", "name": "乐山电力", "role": "MID", "ret_pct": 5.36, "amount_yi": 4.75, "turnover": null, "market_cap_yi": 68.24, "amount_to_mcap_pct": 6.957, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603619", "name": "中曼石油", "role": "TAIL", "ret_pct": 4.92, "amount_yi": 5.73, "turnover": null, "market_cap_yi": 124.14, "amount_to_mcap_pct": 4.612, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600021", "name": "上海电力", "role": "TAIL", "ret_pct": 4.82, "amount_yi": 34.63, "turnover": null, "market_cap_yi": 588.51, "amount_to_mcap_pct": 5.884, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002015", "name": "协鑫能科", "role": "TAIL", "ret_pct": 4.59, "amount_yi": 51.46, "turnover": null, "market_cap_yi": 395.6, "amount_to_mcap_pct": 13.008, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603318", "name": "水发燃气", "role": "TAIL", "ret_pct": 4.09, "amount_yi": 4.26, "turnover": null, "market_cap_yi": 43.24, "amount_to_mcap_pct": 9.851, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002700", "name": "万憬能源", "role": "TAIL", "ret_pct": 3.9, "amount_yi": 4.08, "turnover": null, "market_cap_yi": 17.72, "amount_to_mcap_pct": 23.044, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300985", "name": "致远新能", "role": "TAIL", "ret_pct": 3.86, "amount_yi": 0.92, "turnover": null, "market_cap_yi": 45.12, "amount_to_mcap_pct": 2.032, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002221", "name": "东华能源", "role": "TAIL", "ret_pct": 3.52, "amount_yi": 1.75, "turnover": null, "market_cap_yi": 98.76, "amount_to_mcap_pct": 1.768, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002356", "name": "赫美集团", "role": "TAIL", "ret_pct": 3.34, "amount_yi": 2.71, "turnover": null, "market_cap_yi": 44.58, "amount_to_mcap_pct": 6.084, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300540", "name": "蜀道装备", "role": "TAIL", "ret_pct": 3.34, "amount_yi": 2.43, "turnover": null, "market_cap_yi": 54.37, "amount_to_mcap_pct": 4.467, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] } ], "filtered_noise": [ { "sector_code": "007007", "sector_name": "AB股", "reason": "blacklist_keyword:B股", "member_count": 72 }, { "sector_code": "007008", "sector_name": "AH股", "reason": "blacklist_keyword:AH股", "member_count": 189 }, { "sector_code": "007009", "sector_name": "HS300", "reason": "blacklist_keyword:HS300", "member_count": 300 }, { "sector_code": "007010", "sector_name": "次新股", "reason": "blacklist_keyword:次新股", "member_count": 83 }, { "sector_code": "007019", "sector_name": "ST股", "reason": "too_few_valid_members", "member_count": 237, "valid_member_count": 0 }, { "sector_code": "007022", "sector_name": "参股券商", "reason": "blacklist_keyword:参股券商", "member_count": 127 }, { "sector_code": "007025", "sector_name": "社保重仓", "reason": "blacklist_keyword:社保重仓", "member_count": 15 }, { "sector_code": "007029", "sector_name": "参股期货", "reason": "blacklist_keyword:参股期货", "member_count": 46 }, { "sector_code": "007030", "sector_name": "参股银行", "reason": "blacklist_keyword:参股银行", "member_count": 228 }, { "sector_code": "007032", "sector_name": "转债标的", "reason": "blacklist_keyword:转债标的", "member_count": 325 }, { "sector_code": "007033", "sector_name": "成渝特区", "reason": "blacklist_keyword:成渝特区", "member_count": 85 }, { "sector_code": "007034", "sector_name": "QFII重仓", "reason": "blacklist_keyword:QFII重仓", "member_count": 707 }, { "sector_code": "007035", "sector_name": "基金重仓", "reason": "blacklist_keyword:基金重仓", "member_count": 100 }, { "sector_code": "007040", "sector_name": "深圳特区", "reason": "blacklist_keyword:深圳特区", "member_count": 346 }, { "sector_code": "007043", "sector_name": "机构重仓", "reason": "blacklist_keyword:机构重仓", "member_count": 1109 }, { "sector_code": "007049", "sector_name": "滨海新区", "reason": "blacklist_keyword:滨海新区", "member_count": 21 }, { "sector_code": "007050", "sector_name": "股权激励", "reason": "blacklist_keyword:股权激励", "member_count": 212 }, { "sector_code": "007051", "sector_name": "深成500", "reason": "blacklist_keyword:深成500", "member_count": 500 }, { "sector_code": "007070", "sector_name": "西部大开发", "reason": "blacklist_keyword:西部大开发", "member_count": 574 }, { "sector_code": "007074", "sector_name": "长江三角", "reason": "blacklist_keyword:长江三角", "member_count": 411 }, { "sector_code": "007076", "sector_name": "融资融券", "reason": "blacklist_keyword:融资融券", "member_count": 3471 }, { "sector_code": "007079", "sector_name": "参股新三板", "reason": "blacklist_keyword:参股新三板", "member_count": 104 }, { "sector_code": "007082", "sector_name": "页岩气", "reason": "too_few_valid_members", "member_count": 30, "valid_member_count": 29 }, { "sector_code": "007083", "sector_name": "参股保险", "reason": "blacklist_keyword:参股保险", "member_count": 75 }, { "sector_code": "007089", "sector_name": "央视50", "reason": "blacklist_keyword:央视50", "member_count": 50 }, { "sector_code": "007090", "sector_name": "上证50", "reason": "blacklist_keyword:上证", "member_count": 50 }, { "sector_code": "007091", "sector_name": "上证180", "reason": "blacklist_keyword:上证", "member_count": 180 }, { "sector_code": "007099", "sector_name": "地热能", "reason": "too_few_members", "member_count": 9 }, { "sector_code": "007112", "sector_name": "B股", "reason": "blacklist_keyword:B股", "member_count": 79 }, { "sector_code": "007114", "sector_name": "创业成份", "reason": "blacklist_keyword:成份", "member_count": 100 }, { "sector_code": "007119", "sector_name": "上海自贸", "reason": "blacklist_keyword:自贸", "member_count": 34 }, { "sector_code": "007120", "sector_name": "特斯拉概念", "reason": "blacklist_keyword:特斯拉", "member_count": 208 }, { "sector_code": "007125", "sector_name": "智能电视", "reason": "too_few_members", "member_count": 13 }, { "sector_code": "007136", "sector_name": "苹果概念", "reason": "blacklist_keyword:苹果概念", "member_count": 124 }, { "sector_code": "007142", "sector_name": "彩票概念", "reason": "too_few_members", "member_count": 19 }, { "sector_code": "007143", "sector_name": "沪企改革", "reason": "blacklist_keyword:沪企改革", "member_count": 40 }, { "sector_code": "007145", "sector_name": "蓝宝石", "reason": "too_few_members", "member_count": 18 }, { "sector_code": "007148", "sector_name": "粤港自贸", "reason": "blacklist_keyword:自贸", "member_count": 74 }, { "sector_code": "007149", "sector_name": "超导概念", "reason": "too_few_members", "member_count": 18 }, { "sector_code": "007153", "sector_name": "央国企改革", "reason": "too_many_members", "member_count": 1409 }, { "sector_code": "007154", "sector_name": "京津冀", "reason": "blacklist_keyword:京津冀", "member_count": 59 }, { "sector_code": "007155", "sector_name": "举牌", "reason": "blacklist_keyword:举牌", "member_count": 8 }, { "sector_code": "007159", "sector_name": "阿里概念", "reason": "blacklist_keyword:阿里概念", "member_count": 162 }, { "sector_code": "007166", "sector_name": "IPO受益", "reason": "blacklist_keyword:IPO受益", "member_count": 55 }, { "sector_code": "007168", "sector_name": "全息技术", "reason": "too_few_members", "member_count": 11 }, { "sector_code": "007170", "sector_name": "中证500", "reason": "blacklist_keyword:中证", "member_count": 500 }, { "sector_code": "007174", "sector_name": "上证380", "reason": "blacklist_keyword:上证", "member_count": 380 }, { "sector_code": "007176", "sector_name": "沪股通", "reason": "blacklist_keyword:沪股通", "member_count": 1527 }, { "sector_code": "007180", "sector_name": "券商概念", "reason": "blacklist_keyword:券商概念", "member_count": 55 }, { "sector_code": "007181", "sector_name": "一带一路", "reason": "blacklist_keyword:一带一路", "member_count": 494 }, { "sector_code": "007187", "sector_name": "证金持股", "reason": "blacklist_keyword:证金持股", "member_count": 189 }, { "sector_code": "007190", "sector_name": "PPP模式", "reason": "blacklist_keyword:PPP模式", "member_count": 145 }, { "sector_code": "007193", "sector_name": "海绵城市", "reason": "blacklist_keyword:海绵城市", "member_count": 36 }, { "sector_code": "007203", "sector_name": "3D玻璃", "reason": "too_few_members", "member_count": 15 }, { "sector_code": "007210", "sector_name": "草甘膦", "reason": "too_few_members", "member_count": 13 }, { "sector_code": "007213", "sector_name": "化债(AMC)概念", "reason": "blacklist_keyword:化债", "member_count": 57 }, { "sector_code": "007215", "sector_name": "股权转让", "reason": "blacklist_keyword:股权转让", "member_count": 39 }, { "sector_code": "007216", "sector_name": "深股通", "reason": "blacklist_keyword:深股通", "member_count": 1716 }, { "sector_code": "007217", "sector_name": "钛白粉概念", "reason": "too_few_members", "member_count": 12 }, { "sector_code": "007219", "sector_name": "共享经济", "reason": "too_few_members", "member_count": 18 }, { "sector_code": "007221", "sector_name": "超级品牌", "reason": "blacklist_keyword:超级品牌", "member_count": 32 }, { "sector_code": "007222", "sector_name": "贬值受益", "reason": "blacklist_keyword:贬值受益", "member_count": 172 }, { "sector_code": "007223", "sector_name": "雄安新区", "reason": "blacklist_keyword:雄安", "member_count": 147 }, { "sector_code": "007225", "sector_name": "昨日涨停", "reason": "blacklist_keyword:昨日", "member_count": 89 }, { "sector_code": "007226", "sector_name": "昨日连板", "reason": "blacklist_keyword:昨日", "member_count": 25 }, { "sector_code": "007227", "sector_name": "昨日触板", "reason": "blacklist_keyword:昨日", "member_count": 43 }, { "sector_code": "007228", "sector_name": "可燃冰", "reason": "too_few_members", "member_count": 9 }, { "sector_code": "007230", "sector_name": "MSCI中国", "reason": "blacklist_keyword:MSCI", "member_count": 572 }, { "sector_code": "007231", "sector_name": "创业板综", "reason": "blacklist_keyword:创业板", "member_count": 1342 }, { "sector_code": "007232", "sector_name": "深证100R", "reason": "blacklist_keyword:深证", "member_count": 100 }, { "sector_code": "007233", "sector_name": "租售同权", "reason": "blacklist_keyword:租售同权", "member_count": 17 }, { "sector_code": "007234", "sector_name": "养老金", "reason": "blacklist_keyword:养老金", "member_count": 197 }, { "sector_code": "007239", "sector_name": "小米概念", "reason": "blacklist_keyword:小米概念", "member_count": 224 }, { "sector_code": "007249", "sector_name": "百度概念", "reason": "blacklist_keyword:百度概念", "member_count": 145 }, { "sector_code": "007258", "sector_name": "华为概念", "reason": "blacklist_keyword:华为概念", "member_count": 729 }, { "sector_code": "007259", "sector_name": "纳米银", "reason": "too_few_members", "member_count": 7 }, { "sector_code": "007270", "sector_name": "人造肉", "reason": "too_few_members", "member_count": 18 }, { "sector_code": "007271", "sector_name": "富时罗素", "reason": "blacklist_keyword:富时", "member_count": 1281 }, { "sector_code": "007272", "sector_name": "GDR", "reason": "too_few_members", "member_count": 11 }, { "sector_code": "007275", "sector_name": "青蒿素", "reason": "too_few_members", "member_count": 11 }, { "sector_code": "007278", "sector_name": "ETC", "reason": "blacklist_keyword:ETC", "member_count": 42 }, { "sector_code": "007282", "sector_name": "标准普尔", "reason": "blacklist_keyword:标准普尔", "member_count": 1049 }, { "sector_code": "007283", "sector_name": "UWB概念", "reason": "too_few_members", "member_count": 19 }, { "sector_code": "007286", "sector_name": "VPN", "reason": "too_few_members", "member_count": 19 }, { "sector_code": "007288", "sector_name": "鸡肉概念", "reason": "too_few_valid_members", "member_count": 20, "valid_member_count": 20 }, { "sector_code": "007291", "sector_name": "MLCC", "reason": "too_few_valid_members", "member_count": 25, "valid_member_count": 25 }, { "sector_code": "007292", "sector_name": "乳业", "reason": "too_few_valid_members", "member_count": 30, "valid_member_count": 28 }, { "sector_code": "007294", "sector_name": "阿兹海默", "reason": "too_few_valid_members", "member_count": 21, "valid_member_count": 20 }, { "sector_code": "007297", "sector_name": "IPv6", "reason": "too_few_members", "member_count": 13 }, { "sector_code": "007298", "sector_name": "胎压监测", "reason": "too_few_valid_members", "member_count": 28, "valid_member_count": 27 }, { "sector_code": "007300", "sector_name": "3D摄像头", "reason": "too_few_members", "member_count": 9 }, { "sector_code": "007306", "sector_name": "转基因", "reason": "too_few_members", "member_count": 14 }, { "sector_code": "007312", "sector_name": "医废处理", "reason": "too_few_valid_members", "member_count": 31, "valid_member_count": 27 }, { "sector_code": "007321", "sector_name": "地摊经济", "reason": "too_few_valid_members", "member_count": 30, "valid_member_count": 29 }, { "sector_code": "007322", "sector_name": "北交所概念", "reason": "too_few_valid_members", "member_count": 25, "valid_member_count": 24 }, { "sector_code": "007323", "sector_name": "湖北自贸", "reason": "blacklist_keyword:自贸", "member_count": 28 }, { "sector_code": "007324", "sector_name": "免税概念", "reason": "too_few_members", "member_count": 18 }, { "sector_code": "007329", "sector_name": "退税商店", "reason": "too_few_members", "member_count": 12 }, { "sector_code": "007332", "sector_name": "长寿药", "reason": "too_few_members", "member_count": 14 }, { "sector_code": "007334", "sector_name": "代糖概念", "reason": "too_few_members", "member_count": 15 }, { "sector_code": "007338", "sector_name": "汽车拆解", "reason": "too_few_members", "member_count": 16 }, { "sector_code": "007339", "sector_name": "肝素概念", "reason": "too_few_members", "member_count": 13 }, { "sector_code": "007341", "sector_name": "EDA概念", "reason": "too_few_members", "member_count": 12 }, { "sector_code": "007342", "sector_name": "屏下摄像", "reason": "too_few_members", "member_count": 9 }, { "sector_code": "007344", "sector_name": "氦气概念", "reason": "too_few_members", "member_count": 16 }, { "sector_code": "007345", "sector_name": "刀片电池", "reason": "too_few_members", "member_count": 12 }, { "sector_code": "007348", "sector_name": "盲盒经济", "reason": "too_few_members", "member_count": 12 }, { "sector_code": "007351", "sector_name": "拼多多概念", "reason": "too_few_valid_members", "member_count": 27, "valid_member_count": 26 }, { "sector_code": "007353", "sector_name": "数字阅读", "reason": "too_few_members", "member_count": 19 }, { "sector_code": "007358", "sector_name": "社区团购", "reason": "blacklist_keyword:社区团购", "member_count": 38 }, { "sector_code": "007360", "sector_name": "水产概念", "reason": "too_few_members", "member_count": 16 }, { "sector_code": "007364", "sector_name": "快手概念", "reason": "blacklist_keyword:快手概念", "member_count": 32 }, { "sector_code": "007367", "sector_name": "磁悬浮概念", "reason": "too_few_valid_members", "member_count": 29, "valid_member_count": 28 }, { "sector_code": "007368", "sector_name": "被动元件概念", "reason": "too_few_valid_members", "member_count": 28, "valid_member_count": 26 }, { "sector_code": "007371", "sector_name": "低碳冶金", "reason": "too_few_members", "member_count": 7 }, { "sector_code": "007372", "sector_name": "工业气体", "reason": "too_few_valid_members", "member_count": 27, "valid_member_count": 26 }, { "sector_code": "007373", "sector_name": "电子车牌", "reason": "blacklist_keyword:电子车牌", "member_count": 18 }, { "sector_code": "007374", "sector_name": "核污染防治", "reason": "too_few_valid_members", "member_count": 30, "valid_member_count": 29 }, { "sector_code": "007377", "sector_name": "CAR-T细胞疗法", "reason": "too_few_valid_members", "member_count": 23, "valid_member_count": 21 }, { "sector_code": "007382", "sector_name": "REITs概念", "reason": "too_few_valid_members", "member_count": 24, "valid_member_count": 22 }, { "sector_code": "007384", "sector_name": "空间站概念", "reason": "too_few_valid_members", "member_count": 20, "valid_member_count": 20 }, { "sector_code": "007386", "sector_name": "毛发医疗", "reason": "too_few_members", "member_count": 18 }, { "sector_code": "007389", "sector_name": "茅指数", "reason": "blacklist_keyword:指数", "member_count": 42 }, { "sector_code": "007390", "sector_name": "宁组合", "reason": "too_few_valid_members", "member_count": 24, "valid_member_count": 24 }, { "sector_code": "007395", "sector_name": "专精特新", "reason": "blacklist_keyword:专精特新", "member_count": 1077 }, { "sector_code": "007396", "sector_name": "碳基材料", "reason": "too_few_members", "member_count": 19 }, { "sector_code": "007397", "sector_name": "植物照明", "reason": "too_few_members", "member_count": 19 }, { "sector_code": "007398", "sector_name": "国资云概念", "reason": "too_few_valid_members", "member_count": 20, "valid_member_count": 18 }, { "sector_code": "007401", "sector_name": "环氧丙烷", "reason": "too_few_valid_members", "member_count": 20, "valid_member_count": 20 }, { "sector_code": "007402", "sector_name": "PVDF概念", "reason": "too_few_members", "member_count": 16 }, { "sector_code": "007403", "sector_name": "华为欧拉", "reason": "too_few_members", "member_count": 14 }, { "sector_code": "007404", "sector_name": "发电机概念", "reason": "too_few_valid_members", "member_count": 23, "valid_member_count": 21 }, { "sector_code": "007406", "sector_name": "培育钻石", "reason": "too_few_members", "member_count": 15 }, { "sector_code": "007412", "sector_name": "EDR概念", "reason": "too_few_members", "member_count": 14 }, { "sector_code": "007413", "sector_name": "昨日涨停_含一字", "reason": "blacklist_keyword:昨日", "member_count": 94 }, { "sector_code": "007414", "sector_name": "昨日连板_含一字", "reason": "blacklist_keyword:昨日", "member_count": 31 }, { "sector_code": "007416", "sector_name": "低价股", "reason": "blacklist_keyword:低价股", "member_count": 187 }, { "sector_code": "007417", "sector_name": "DRG/DIP", "reason": "too_few_members", "member_count": 18 }, { "sector_code": "007420", "sector_name": "电子纸概念", "reason": "too_few_members", "member_count": 14 }, { "sector_code": "007422", "sector_name": "百元股", "reason": "blacklist_keyword:百元股", "member_count": 265 }, { "sector_code": "007426", "sector_name": "重组蛋白", "reason": "too_few_members", "member_count": 16 }, { "sector_code": "007429", "sector_name": "民爆概念", "reason": "too_few_valid_members", "member_count": 22, "valid_member_count": 21 }, { "sector_code": "007431", "sector_name": "净水概念", "reason": "too_few_valid_members", "member_count": 21, "valid_member_count": 20 }, { "sector_code": "007432", "sector_name": "智慧灯杆", "reason": "too_few_valid_members", "member_count": 26, "valid_member_count": 24 }, { "sector_code": "007436", "sector_name": "啤酒概念", "reason": "too_few_members", "member_count": 19 }, { "sector_code": "007437", "sector_name": "托育服务", "reason": "blacklist_keyword:托育服务", "member_count": 6 }, { "sector_code": "007438", "sector_name": "电子身份证", "reason": "blacklist_keyword:电子身份证", "member_count": 38 }, { "sector_code": "007442", "sector_name": "户外露营", "reason": "too_few_valid_members", "member_count": 26, "valid_member_count": 25 }, { "sector_code": "007445", "sector_name": "噪声防治", "reason": "too_few_members", "member_count": 9 }, { "sector_code": "007449", "sector_name": "粮食概念", "reason": "too_few_valid_members", "member_count": 27, "valid_member_count": 27 }, { "sector_code": "007451", "sector_name": "F5G概念", "reason": "too_few_valid_members", "member_count": 25, "valid_member_count": 25 }, { "sector_code": "007454", "sector_name": "麒麟电池", "reason": "too_few_members", "member_count": 8 }, { "sector_code": "007455", "sector_name": "汽车一体化压铸", "reason": "too_few_valid_members", "member_count": 28, "valid_member_count": 27 }, { "sector_code": "007457", "sector_name": "钒电池", "reason": "too_few_valid_members", "member_count": 22, "valid_member_count": 21 }, { "sector_code": "007460", "sector_name": "生物质能发电", "reason": "too_few_valid_members", "member_count": 29, "valid_member_count": 28 }, { "sector_code": "007461", "sector_name": "轮毂电机", "reason": "too_few_members", "member_count": 9 }, { "sector_code": "007465", "sector_name": "熔盐储能", "reason": "too_few_members", "member_count": 10 }, { "sector_code": "007469", "sector_name": "科创板做市商", "reason": "blacklist_keyword:科创", "member_count": 14 }, { "sector_code": "007470", "sector_name": "科创板做市股", "reason": "blacklist_keyword:科创", "member_count": 45 }, { "sector_code": "007471", "sector_name": "供销社概念", "reason": "blacklist_keyword:供销社", "member_count": 14 }, { "sector_code": "007474", "sector_name": "破净股", "reason": "blacklist_keyword:破净股", "member_count": 144 }, { "sector_code": "007478", "sector_name": "抗菌面料", "reason": "too_few_members", "member_count": 16 }, { "sector_code": "007481", "sector_name": "PLC概念", "reason": "too_few_members", "member_count": 10 }, { "sector_code": "007483", "sector_name": "第四代半导体", "reason": "too_few_members", "member_count": 4 }, { "sector_code": "007487", "sector_name": "电子后视镜", "reason": "too_few_valid_members", "member_count": 26, "valid_member_count": 25 }, { "sector_code": "007491", "sector_name": "数字水印", "reason": "too_few_members", "member_count": 18 }, { "sector_code": "007492", "sector_name": "时空大数据", "reason": "too_few_valid_members", "member_count": 26, "valid_member_count": 24 }, { "sector_code": "007493", "sector_name": "同步磁阻电机", "reason": "too_few_members", "member_count": 7 }, { "sector_code": "007494", "sector_name": "MLOps概念", "reason": "too_few_members", "member_count": 10 }, { "sector_code": "007495", "sector_name": "ERP概念", "reason": "too_few_valid_members", "member_count": 22, "valid_member_count": 22 }, { "sector_code": "007501", "sector_name": "中特估", "reason": "blacklist_keyword:中特估", "member_count": 81 }, { "sector_code": "007504", "sector_name": "裸眼3D", "reason": "too_few_valid_members", "member_count": 24, "valid_member_count": 24 }, { "sector_code": "007505", "sector_name": "空间计算", "reason": "too_few_valid_members", "member_count": 23, "valid_member_count": 22 }, { "sector_code": "007509", "sector_name": "SPD概念", "reason": "too_few_members", "member_count": 13 }, { "sector_code": "007510", "sector_name": "BC电池", "reason": "too_few_valid_members", "member_count": 24, "valid_member_count": 23 }, { "sector_code": "007514", "sector_name": "高带宽内存", "reason": "too_few_valid_members", "member_count": 27, "valid_member_count": 27 }, { "sector_code": "007520", "sector_name": "微盘股", "reason": "blacklist_keyword:微盘股", "member_count": 401 }, { "sector_code": "007531", "sector_name": "Kimi概念", "reason": "too_few_members", "member_count": 16 }, { "sector_code": "007549", "sector_name": "小红书概念", "reason": "blacklist_keyword:小红书概念", "member_count": 73 }, { "sector_code": "007552", "sector_name": "腾讯云", "reason": "blacklist_keyword:腾讯云", "member_count": 20 }, { "sector_code": "007553", "sector_name": "虚拟机器人", "reason": "too_few_members", "member_count": 15 }, { "sector_code": "007555", "sector_name": "海南自贸", "reason": "blacklist_keyword:自贸", "member_count": 82 }, { "sector_code": "007559", "sector_name": "反内卷概念", "reason": "blacklist_keyword:反内卷", "member_count": 157 }, { "sector_code": "007560", "sector_name": "2025三季报预增", "reason": "blacklist_keyword:预增", "member_count": 90 }, { "sector_code": "007561", "sector_name": "2025三季报预减", "reason": "blacklist_keyword:预减", "member_count": 7 }, { "sector_code": "007562", "sector_name": "2025三季报扭亏", "reason": "blacklist_keyword:扭亏", "member_count": 9 }, { "sector_code": "007564", "sector_name": "昨日首板", "reason": "blacklist_keyword:昨日", "member_count": 50 }, { "sector_code": "007565", "sector_name": "昨日炸板", "reason": "blacklist_keyword:昨日", "member_count": 34 }, { "sector_code": "007566", "sector_name": "昨日高换手", "reason": "blacklist_keyword:昨日", "member_count": 70 }, { "sector_code": "007567", "sector_name": "昨日高振幅", "reason": "blacklist_keyword:昨日", "member_count": 694 }, { "sector_code": "007569", "sector_name": "长期破净", "reason": "blacklist_keyword:长期破净", "member_count": 192 }, { "sector_code": "007570", "sector_name": "红利破净股", "reason": "blacklist_keyword:红利破净", "member_count": 41 }, { "sector_code": "007571", "sector_name": "东方财富热股", "reason": "blacklist_keyword:东方财富", "member_count": 100 }, { "sector_code": "007572", "sector_name": "最近多板", "reason": "blacklist_keyword:最近多板", "member_count": 237 }, { "sector_code": "007573", "sector_name": "周期股", "reason": "blacklist_keyword:周期股", "member_count": 100 }, { "sector_code": "007574", "sector_name": "价值股", "reason": "blacklist_keyword:价值股", "member_count": 100 }, { "sector_code": "007575", "sector_name": "红利股", "reason": "blacklist_keyword:红利股", "member_count": 100 }, { "sector_code": "007577", "sector_name": "资源开采概念", "reason": "too_few_members", "member_count": 19 }, { "sector_code": "007578", "sector_name": "汽车整车", "reason": "too_few_valid_members", "member_count": 26, "valid_member_count": 26 }, { "sector_code": "007586", "sector_name": "船舶制造", "reason": "too_few_members", "member_count": 14 } ] }, "theme_summary_hermes": "今日无 triggered/near_triggered 主题。11个 structure_watch 主题中，光纤概念因昨日中天科技+4.87%、光迅科技+4.13%、天孚通信+8.84%表现最强，最接近升级条件。小金属概念因厦门钨业+7.53%、云南锗业+3.03%等 shadow alpha 次之。AI光通信链虽在 weak_tape 但中际旭创+6.98%独立走强。", "previous_day_review": { "plan_date": "2026-06-02", "trade_date": "2026-06-03", "strict_gate_summary": { "active_plan": 0, "conditional_plan": 3, "observe_only": 27, "total": 30 }, "entry_based_summary": { "entry_effective_count": 0, "no_entry_count": 30, "prior_boundary_trigger_research": 1, "observe_boundary_touched": 11, "observe_no_trade": 16, "other": 1, "not_triggered": 1 }, "key_triggered": null, "missed_momentum": [ { "symbol": "SZSE.002281", "name": "光迅科技", "theme": "光纤概念", "bucket": "conditional_plan", "missed_type": "no_pullback_zone_touch", "daily_pct_chg": 4.13276928083306 } ], "observe_shadow_alpha": [ { "symbol": "SZSE.002428", "name": "云南锗业", "theme": "小金属概念", "daily_pct_chg": 3.033460692370027 }, { "symbol": "SZSE.300686", "name": "智动力", "theme": "柔性屏(折叠屏)", "daily_pct_chg": 13.0275229357798 }, { "symbol": "SHSE.688097", "name": "博众精工", "theme": "AI光通信链", "daily_pct_chg": 11.937769562538513 }, { "symbol": "SHSE.600549", "name": "厦门钨业", "theme": "小金属概念", "daily_pct_chg": 7.525533058591649 }, { "symbol": "SHSE.601208", "name": "东材科技", "theme": "OLED", "daily_pct_chg": 10.009737098344695 }, { "symbol": "SZSE.300951", "name": "博硕科技", "theme": "电子烟", "daily_pct_chg": 3.2745591939546514 } ], "conclusion": "Strict Gate 前日计划有效入场 0 只；先触风险边界后触发 1 只，仅作研究样本；正式踏空动量 1 只；observe_only shadow alpha 6 只。", "execution_date": "20260603", "rows": 30, "entry_effective_count": 0, "no_entry_count": 30, "bucket_counts": { "conditional_plan": 3, "observe_only": 27 }, "eval_status_counts": { "prior_boundary_trigger_research": 1, "observe_boundary_touched": 11, "observe_no_trade": 16, "other": 1, "not_triggered": 1 }, "template_outcome_counts": { "triggered_after_prior_boundary_touch": 1, "observe_only_boundary_touched": 11, "observe_only_no_trade": 16, "triggered_no_invalid": 1, "no_pullback_zone_touch": 1 }, "exit_quality_counts": { "not_entry": 30 }, "giveback_label_counts": { "not_entry": 30 }, "entry_stats_by_bucket": [], "template_stats_by_key": [], "formal_missed_momentum_count": 1, "formal_missed_samples": [ { "symbol": "SZSE.002281", "name": "光迅科技", "bucket": "conditional_plan", "theme": "光纤概念", "template_outcome": "no_pullback_zone_touch", "missed_momentum_bucket": "no_pullback_zone_touch", "daily_pct_chg": 4.13276928083306, "open_to_high_pct": 6.33946830265848, "preclose_to_high_pct": 8.78155362372739 } ], "shadow_observe_strong_samples": [ { "symbol": "SZSE.002428", "name": "云南锗业", "bucket": "observe_only", "theme": "小金属概念", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 3.033460692370027, "open_to_high_pct": 5.995888533576976, "preclose_to_high_pct": 7.456292694222522 }, { "symbol": "SZSE.300686", "name": "智动力", "bucket": "observe_only", "theme": "柔性屏(折叠屏)", "template_outcome": "observe_only_boundary_touched", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 13.0275229357798, "open_to_high_pct": 12.380952380952381, "preclose_to_high_pct": 15.474006116207928 }, { "symbol": "SHSE.688097", "name": "博众精工", "bucket": "observe_only", "theme": "AI光通信链", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 11.937769562538513, "open_to_high_pct": 13.457617244392672, "preclose_to_high_pct": 19.993838570548373 }, { "symbol": "SHSE.600549", "name": "厦门钨业", "bucket": "observe_only", "theme": "小金属概念", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 7.525533058591649, "open_to_high_pct": 9.758281110116386, "preclose_to_high_pct": 9.836946783730504 }, { "symbol": "SHSE.601208", "name": "东材科技", "bucket": "observe_only", "theme": "OLED", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 10.009737098344695, "open_to_high_pct": 8.634615384615385, "preclose_to_high_pct": 10.009737098344695 }, { "symbol": "SZSE.300951", "name": "博硕科技", "bucket": "observe_only", "theme": "电子烟", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 3.2745591939546514, "open_to_high_pct": 6.325000000000003, "preclose_to_high_pct": 7.128463476070523 } ], "entry_details": [ { "symbol": "SZSE.000720", "name": "新能泰山", "bucket": "conditional_plan", "theme": "光纤概念", "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_key": "BREAK_PREV_HIGH", "wave_hint": "PULLBACK", "style_hint_raw": "MIXED", "wave": "PULLBACK", "style": "MIXED", "amount_state": "strong_expansion", "theme_cluster": "光纤概念", "role": "MID", "evidence_grade": "", "eval_status": "prior_boundary_trigger_research", "template_outcome": "triggered_after_prior_boundary_touch", "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": 1.4787430683918634 }, { "symbol": "SZSE.301383", "name": "天键股份", "bucket": "observe_only", "theme": "消费电子概念", "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": "消费电子概念", "role": "MID", "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": -1.9712662880053466 }, { "symbol": "SZSE.301360", "name": "荣旗科技", "bucket": "observe_only", "theme": "消费电子概念", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_key": "BREAK_PREV_HIGH", "wave_hint": "FIRST", "style_hint_raw": "EMOTION", "wave": "FIRST", "style": "EMOTION", "amount_state": "strong_expansion", "theme_cluster": "消费电子概念", "role": "FRONT", "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": 0.304878048780477 }, { "symbol": "SZSE.301500", "name": "飞南资源", "bucket": "observe_only", "theme": "小金属概念", "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": "小金属概念", "role": "MID", "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": -0.927299703264095 }, { "symbol": "SZSE.000426", "name": "兴业银锡", "bucket": "observe_only", "theme": "小金属概念", "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": "小金属概念", "role": "MID", "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": -2.0712124738189397 }, { "symbol": "SHSE.601168", "name": "西部矿业", "bucket": "observe_only", "theme": "小金属概念", "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": "小金属概念", "role": "MID", "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": -0.637135922330101 }, { "symbol": "SZSE.002428", "name": "云南锗业", "bucket": "observe_only", "theme": "小金属概念", "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": "小金属概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": "observe_only_shadow_alpha", "daily_pct_chg": 3.033460692370027 }, { "symbol": "SZSE.300686", "name": "智动力", "bucket": "observe_only", "theme": "柔性屏(折叠屏)", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_key": "BREAK_PREV_HIGH", "wave_hint": "FIRST", "style_hint_raw": "TREND", "wave": "FIRST", "style": "TREND", "amount_state": "strong_expansion", "theme_cluster": "柔性屏(折叠屏)", "role": "MID", "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": "observe_only_shadow_alpha", "daily_pct_chg": 13.0275229357798 }, { "symbol": "SZSE.002937", "name": "兴瑞科技", "bucket": "observe_only", "theme": "AI算力基础设施", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_key": "BREAK_PREV_HIGH", "wave_hint": "FIRST", "style_hint_raw": "TREND", "wave": "FIRST", "style": "TREND", "amount_state": "strong_expansion", "theme_cluster": "AI算力基础设施", "role": "MID", "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": -0.944746636129401 }, { "symbol": "SZSE.002925", "name": "盈趣科技", "bucket": "observe_only", "theme": "电子烟", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_key": "BREAK_PREV_HIGH", "wave_hint": "FIRST", "style_hint_raw": "EMOTION", "wave": "FIRST", "style": "EMOTION", "amount_state": "explosive", "theme_cluster": "电子烟", "role": "MID", "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": 1.8132366273798883 }, { "symbol": "SHSE.688097", "name": "博众精工", "bucket": "observe_only", "theme": "AI光通信链", "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": "strong_expansion", "theme_cluster": "AI光通信链", "role": "FRONT", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": "observe_only_shadow_alpha", "daily_pct_chg": 11.937769562538513 }, { "symbol": "SHSE.688685", "name": "迈信林", "bucket": "observe_only", "theme": "AI光通信链", "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": "mild_expansion", "theme_cluster": "AI光通信链", "role": "FRONT", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": -1.65701736873628 }, { "symbol": "SHSE.600522", "name": "中天科技", "bucket": "conditional_plan", "theme": "光纤概念", "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_key": "BREAK_PREV_HIGH", "wave_hint": "PULLBACK", "style_hint_raw": "MIXED", "wave": "PULLBACK", "style": "MIXED", "amount_state": "strong_expansion", "theme_cluster": "光纤概念", "role": "MID", "evidence_grade": "", "eval_status": "other", "template_outcome": "triggered_no_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": 4.8729307530893 }, { "symbol": "SZSE.002281", "name": "光迅科技", "bucket": "conditional_plan", "theme": "光纤概念", "template": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "PULLBACK", "style_hint_raw": "MIXED", "wave": "PULLBACK", "style": "MIXED", "amount_state": "mild_expansion", "theme_cluster": "光纤概念", "role": "MID", "evidence_grade": "", "eval_status": "not_triggered", "template_outcome": "no_pullback_zone_touch", "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": "no_pullback_zone_touch", "daily_pct_chg": 4.13276928083306 }, { "symbol": "SZSE.301312", "name": "智立方", "bucket": "observe_only", "theme": "通信技术", "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": "通信技术", "role": "FRONT", "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": -3.9540278363559667 }, { "symbol": "SZSE.300328", "name": "宜安科技", "bucket": "observe_only", "theme": "消费电子概念", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "EMOTION", "wave": "FIRST", "style": "EMOTION", "amount_state": "strong_expansion", "theme_cluster": "消费电子概念", "role": "FRONT", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": -1.9470793809286069 }, { "symbol": "SZSE.300709", "name": "精研科技", "bucket": "observe_only", "theme": "消费电子概念", "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": "strong_expansion", "theme_cluster": "消费电子概念", "role": "MID", "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": -3.056133056133059 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "bucket": "observe_only", "theme": "消费电子概念", "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": "strong_expansion", "theme_cluster": "消费电子概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": 1.875808538163004 }, { "symbol": "SZSE.300806", "name": "斯迪克", "bucket": "observe_only", "theme": "消费电子概念", "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": "strong_expansion", "theme_cluster": "消费电子概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": 0.8799171842650111 }, { "symbol": "SZSE.000737", "name": "北方铜业", "bucket": "observe_only", "theme": "小金属概念", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "EMOTION", "wave": "FIRST", "style": "EMOTION", "amount_state": "explosive", "theme_cluster": "小金属概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": -1.3245033112582738 }, { "symbol": "SHSE.603993", "name": "洛阳钼业", "bucket": "observe_only", "theme": "小金属概念", "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": "mild_expansion", "theme_cluster": "小金属概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": 0.7598784194529085 }, { "symbol": "SZSE.002155", "name": "湖南黄金", "bucket": "observe_only", "theme": "小金属概念", "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": "mild_expansion", "theme_cluster": "小金属概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": -0.6240249609984372 }, { "symbol": "SHSE.600549", "name": "厦门钨业", "bucket": "observe_only", "theme": "小金属概念", "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": "mild_expansion", "theme_cluster": "小金属概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": "observe_only_shadow_alpha", "daily_pct_chg": 7.525533058591649 }, { "symbol": "SZSE.300305", "name": "裕兴股份", "bucket": "observe_only", "theme": "OLED", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "TREND", "wave": "FIRST", "style": "TREND", "amount_state": "mild_expansion", "theme_cluster": "OLED", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": 2.19780219780219 }, { "symbol": "SZSE.300706", "name": "阿石创", "bucket": "observe_only", "theme": "OLED", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "TREND", "wave": "FIRST", "style": "TREND", "amount_state": "normal", "theme_cluster": "OLED", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": -0.35080880919898805 }, { "symbol": "SHSE.601208", "name": "东材科技", "bucket": "observe_only", "theme": "OLED", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "TREND", "wave": "FIRST", "style": "TREND", "amount_state": "normal", "theme_cluster": "OLED", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": "observe_only_shadow_alpha", "daily_pct_chg": 10.009737098344695 }, { "symbol": "SZSE.300647", "name": "超频三", "bucket": "observe_only", "theme": "LED概念", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "EMOTION", "wave": "FIRST", "style": "EMOTION", "amount_state": "strong_expansion", "theme_cluster": "LED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": -2.8148148148148255 }, { "symbol": "SZSE.301683", "name": "慧谷新材", "bucket": "observe_only", "theme": "LED概念", "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": "LED概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": -3.2781228433402365 }, { "symbol": "SZSE.300438", "name": "鹏辉能源", "bucket": "observe_only", "theme": "电子烟", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "TREND", "wave": "FIRST", "style": "TREND", "amount_state": "normal", "theme_cluster": "电子烟", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": -1.485686677134923 }, { "symbol": "SZSE.300951", "name": "博硕科技", "bucket": "observe_only", "theme": "电子烟", "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": "电子烟", "role": "WATCH", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": "observe_only_shadow_alpha", "daily_pct_chg": 3.2745591939546514 } ], "entry_win_rate_pct": null, "avg_close_ret_from_entry_pct": null, "avg_mfe_after_entry_pct": null, "prior_boundary_trigger_count": 1, "prior_boundary_trigger_samples": [ { "symbol": "SZSE.000720", "name": "新能泰山", "bucket": "conditional_plan", "template_outcome": "triggered_after_prior_boundary_touch", "daily_pct_chg": 1.4787430683918634, "trigger_price_used": 5.43, "invalid_price_used": null } ], "observe_only_shadow_alpha_count": 6 }, "entry_based_outcome_review": { "source": "reports/outcome/20260602_plan_20260603_outcome_eval_v1_2_entry_based.md", "entry_effective_count": 0, "no_entry_count": 30, "clean_trigger_count": 0, "avg_close_ret_from_entry_pct": null, "avg_mfe_after_entry_pct": null, "avg_mae_after_entry_pct": null, "avg_capture_ratio": null, "giveback_warning_count": 0, "giveback_critical_count": 0, "exit_quality_poor_count": 0, "formal_missed_momentum_count": 1, "observe_shadow_alpha_count": 6, "rows": 30, "bucket_counts": { "conditional_plan": 3, "observe_only": 27 }, "entry_stats_by_template_key": [], "missed_momentum_summary": { "formal_missed_count": 1, "shadow_observe_strong_count": 6, "missed_momentum_bucket_counts": { "not_missed_momentum": 22, "observe_only_shadow_alpha": 6, "triggered_but_no_fill": 1, "no_pullback_zone_touch": 1 }, "formal_missed_total_daily_pct": 4.13276928083306, "formal_missed_max_daily_pct": 4.13276928083306, "formal_missed_samples": [ { "symbol": "SZSE.002281", "name": "光迅科技", "bucket": "conditional_plan", "theme": "光纤概念", "template_outcome": "no_pullback_zone_touch", "missed_momentum_bucket": "no_pullback_zone_touch", "daily_pct_chg": 4.13276928083306, "open_to_high_pct": 6.33946830265848, "preclose_to_high_pct": 8.78155362372739 } ], "shadow_observe_strong_samples": [ { "symbol": "SZSE.002428", "name": "云南锗业", "bucket": "observe_only", "theme": "小金属概念", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 3.033460692370027, "open_to_high_pct": 5.995888533576976, "preclose_to_high_pct": 7.456292694222522 }, { "symbol": "SZSE.300686", "name": "智动力", "bucket": "observe_only", "theme": "柔性屏(折叠屏)", "template_outcome": "observe_only_boundary_touched", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 13.0275229357798, "open_to_high_pct": 12.380952380952381, "preclose_to_high_pct": 15.474006116207928 }, { "symbol": "SHSE.688097", "name": "博众精工", "bucket": "observe_only", "theme": "AI光通信链", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 11.937769562538513, "open_to_high_pct": 13.457617244392672, "preclose_to_high_pct": 19.993838570548373 }, { "symbol": "SHSE.600549", "name": "厦门钨业", "bucket": "observe_only", "theme": "小金属概念", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 7.525533058591649, "open_to_high_pct": 9.758281110116386, "preclose_to_high_pct": 9.836946783730504 }, { "symbol": "SHSE.601208", "name": "东材科技", "bucket": "observe_only", "theme": "OLED", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 10.009737098344695, "open_to_high_pct": 8.634615384615385, "preclose_to_high_pct": 10.009737098344695 }, { "symbol": "SZSE.300951", "name": "博硕科技", "bucket": "observe_only", "theme": "电子烟", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 3.2745591939546514, "open_to_high_pct": 6.325000000000003, "preclose_to_high_pct": 7.128463476070523 } ] }, "previous_plan_result_table": [ { "symbol": "SZSE.000720", "name": "新能泰山", "bucket": "conditional_plan", "theme": "光纤概念", "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_key": "BREAK_PREV_HIGH", "wave_hint": "PULLBACK", "style_hint_raw": "MIXED", "wave": "PULLBACK", "style": "MIXED", "amount_state": "strong_expansion", "theme_cluster": "光纤概念", "role": "MID", "evidence_grade": "", "eval_status": "prior_boundary_trigger_research", "template_outcome": "triggered_after_prior_boundary_touch", "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": 1.4787430683918634 }, { "symbol": "SZSE.301383", "name": "天键股份", "bucket": "observe_only", "theme": "消费电子概念", "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": "消费电子概念", "role": "MID", "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": -1.9712662880053466 }, { "symbol": "SZSE.301360", "name": "荣旗科技", "bucket": "observe_only", "theme": "消费电子概念", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_key": "BREAK_PREV_HIGH", "wave_hint": "FIRST", "style_hint_raw": "EMOTION", "wave": "FIRST", "style": "EMOTION", "amount_state": "strong_expansion", "theme_cluster": "消费电子概念", "role": "FRONT", "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": 0.304878048780477 }, { "symbol": "SZSE.301500", "name": "飞南资源", "bucket": "observe_only", "theme": "小金属概念", "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": "小金属概念", "role": "MID", "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": -0.927299703264095 }, { "symbol": "SZSE.000426", "name": "兴业银锡", "bucket": "observe_only", "theme": "小金属概念", "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": "小金属概念", "role": "MID", "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": -2.0712124738189397 }, { "symbol": "SHSE.601168", "name": "西部矿业", "bucket": "observe_only", "theme": "小金属概念", "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": "小金属概念", "role": "MID", "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": -0.637135922330101 }, { "symbol": "SZSE.002428", "name": "云南锗业", "bucket": "observe_only", "theme": "小金属概念", "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": "小金属概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": "observe_only_shadow_alpha", "daily_pct_chg": 3.033460692370027 }, { "symbol": "SZSE.300686", "name": "智动力", "bucket": "observe_only", "theme": "柔性屏(折叠屏)", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_key": "BREAK_PREV_HIGH", "wave_hint": "FIRST", "style_hint_raw": "TREND", "wave": "FIRST", "style": "TREND", "amount_state": "strong_expansion", "theme_cluster": "柔性屏(折叠屏)", "role": "MID", "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": "observe_only_shadow_alpha", "daily_pct_chg": 13.0275229357798 }, { "symbol": "SZSE.002937", "name": "兴瑞科技", "bucket": "observe_only", "theme": "AI算力基础设施", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_key": "BREAK_PREV_HIGH", "wave_hint": "FIRST", "style_hint_raw": "TREND", "wave": "FIRST", "style": "TREND", "amount_state": "strong_expansion", "theme_cluster": "AI算力基础设施", "role": "MID", "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": -0.944746636129401 }, { "symbol": "SZSE.002925", "name": "盈趣科技", "bucket": "observe_only", "theme": "电子烟", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_key": "BREAK_PREV_HIGH", "wave_hint": "FIRST", "style_hint_raw": "EMOTION", "wave": "FIRST", "style": "EMOTION", "amount_state": "explosive", "theme_cluster": "电子烟", "role": "MID", "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": 1.8132366273798883 }, { "symbol": "SHSE.688097", "name": "博众精工", "bucket": "observe_only", "theme": "AI光通信链", "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": "strong_expansion", "theme_cluster": "AI光通信链", "role": "FRONT", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": "observe_only_shadow_alpha", "daily_pct_chg": 11.937769562538513 }, { "symbol": "SHSE.688685", "name": "迈信林", "bucket": "observe_only", "theme": "AI光通信链", "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": "mild_expansion", "theme_cluster": "AI光通信链", "role": "FRONT", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": -1.65701736873628 }, { "symbol": "SHSE.600522", "name": "中天科技", "bucket": "conditional_plan", "theme": "光纤概念", "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_key": "BREAK_PREV_HIGH", "wave_hint": "PULLBACK", "style_hint_raw": "MIXED", "wave": "PULLBACK", "style": "MIXED", "amount_state": "strong_expansion", "theme_cluster": "光纤概念", "role": "MID", "evidence_grade": "", "eval_status": "other", "template_outcome": "triggered_no_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": 4.8729307530893 }, { "symbol": "SZSE.002281", "name": "光迅科技", "bucket": "conditional_plan", "theme": "光纤概念", "template": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "PULLBACK", "style_hint_raw": "MIXED", "wave": "PULLBACK", "style": "MIXED", "amount_state": "mild_expansion", "theme_cluster": "光纤概念", "role": "MID", "evidence_grade": "", "eval_status": "not_triggered", "template_outcome": "no_pullback_zone_touch", "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": "no_pullback_zone_touch", "daily_pct_chg": 4.13276928083306 }, { "symbol": "SZSE.301312", "name": "智立方", "bucket": "observe_only", "theme": "通信技术", "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": "通信技术", "role": "FRONT", "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": -3.9540278363559667 }, { "symbol": "SZSE.300328", "name": "宜安科技", "bucket": "observe_only", "theme": "消费电子概念", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "EMOTION", "wave": "FIRST", "style": "EMOTION", "amount_state": "strong_expansion", "theme_cluster": "消费电子概念", "role": "FRONT", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": -1.9470793809286069 }, { "symbol": "SZSE.300709", "name": "精研科技", "bucket": "observe_only", "theme": "消费电子概念", "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": "strong_expansion", "theme_cluster": "消费电子概念", "role": "MID", "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": -3.056133056133059 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "bucket": "observe_only", "theme": "消费电子概念", "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": "strong_expansion", "theme_cluster": "消费电子概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": 1.875808538163004 }, { "symbol": "SZSE.300806", "name": "斯迪克", "bucket": "observe_only", "theme": "消费电子概念", "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": "strong_expansion", "theme_cluster": "消费电子概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": 0.8799171842650111 }, { "symbol": "SZSE.000737", "name": "北方铜业", "bucket": "observe_only", "theme": "小金属概念", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "EMOTION", "wave": "FIRST", "style": "EMOTION", "amount_state": "explosive", "theme_cluster": "小金属概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": -1.3245033112582738 }, { "symbol": "SHSE.603993", "name": "洛阳钼业", "bucket": "observe_only", "theme": "小金属概念", "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": "mild_expansion", "theme_cluster": "小金属概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": 0.7598784194529085 }, { "symbol": "SZSE.002155", "name": "湖南黄金", "bucket": "observe_only", "theme": "小金属概念", "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": "mild_expansion", "theme_cluster": "小金属概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": -0.6240249609984372 }, { "symbol": "SHSE.600549", "name": "厦门钨业", "bucket": "observe_only", "theme": "小金属概念", "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": "mild_expansion", "theme_cluster": "小金属概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": "observe_only_shadow_alpha", "daily_pct_chg": 7.525533058591649 }, { "symbol": "SZSE.300305", "name": "裕兴股份", "bucket": "observe_only", "theme": "OLED", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "TREND", "wave": "FIRST", "style": "TREND", "amount_state": "mild_expansion", "theme_cluster": "OLED", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": 2.19780219780219 }, { "symbol": "SZSE.300706", "name": "阿石创", "bucket": "observe_only", "theme": "OLED", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "TREND", "wave": "FIRST", "style": "TREND", "amount_state": "normal", "theme_cluster": "OLED", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": -0.35080880919898805 }, { "symbol": "SHSE.601208", "name": "东材科技", "bucket": "observe_only", "theme": "OLED", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "TREND", "wave": "FIRST", "style": "TREND", "amount_state": "normal", "theme_cluster": "OLED", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": "observe_only_shadow_alpha", "daily_pct_chg": 10.009737098344695 }, { "symbol": "SZSE.300647", "name": "超频三", "bucket": "observe_only", "theme": "LED概念", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "EMOTION", "wave": "FIRST", "style": "EMOTION", "amount_state": "strong_expansion", "theme_cluster": "LED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": -2.8148148148148255 }, { "symbol": "SZSE.301683", "name": "慧谷新材", "bucket": "observe_only", "theme": "LED概念", "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": "LED概念", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": -3.2781228433402365 }, { "symbol": "SZSE.300438", "name": "鹏辉能源", "bucket": "observe_only", "theme": "电子烟", "template": "TPL_OBSERVE_ONLY", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "FIRST", "style_hint_raw": "TREND", "wave": "FIRST", "style": "TREND", "amount_state": "normal", "theme_cluster": "电子烟", "role": "MID", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": -1.485686677134923 }, { "symbol": "SZSE.300951", "name": "博硕科技", "bucket": "observe_only", "theme": "电子烟", "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": "电子烟", "role": "WATCH", "evidence_grade": "", "eval_status": "observe_no_trade", "template_outcome": "observe_only_no_trade", "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": "observe_only_shadow_alpha", "daily_pct_chg": 3.2745591939546514 } ], "prior_boundary_trigger_count": 1 }, "quality_status": { "schema_version": "quality_status_v1", "trade_date": "20260603", "created_at": "2026-06-03T19:59:45", "overall_grade": "B", "blocks_publish": false, "external_context": { "status": "unavailable", "path": "/Users/tonyyu/sector_wave_agent/external_context/external_context_20260603_strict_v1.json", "fallback_used": true, "model": null, "search_success": false, "search_quality": "unavailable", "search_scope": "compact_theme_and_representative_stocks", "raw_findings_count": 0, "normalized_event_count": 0, "limitations": [ "search_notes_unavailable" ], "covered_themes": [] }, "v2_shadow": { "status": "safe_stub", "path": "/Users/tonyyu/sector_wave_agent/external_context/external_context_20260603_v2_shadow.json", "is_stub": true, "stub_reason": "shadow_real_data_not_generated_before_hermes_input", "boundary_ok": true, "source": "build_v2_shadow_safe_stub", "coverage": {}, "risk_findings": [ { "risk": "项目 Gemini Search/grounding 资讯层连续不稳定", "severity": "warning", "detail": "Gemini provider connectivity 与项目 Gemini Search/grounding external_context strict_v1 稳定性需要分开表述；本 V2 Shadow 不得替代 Strict Gate。", "action": "require_confirmation" } ] }, "gm_sector_coverage": { "status": "ok", "path": "/Users/tonyyu/sector_wave_agent/reports/audit/20260603_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": [ { "lesson_id": "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE", "status": "validated_single_day_needs_more_samples", "finding": "clean_or_usable_trigger 在 entry-based 口径下表现优于普通日线复盘。新能泰山单样本：入场后收盘+1.10%，MFE+2.21%。" }, { "lesson_id": "RECLAIM_NO_INVALID_PRIMARY_TRIGGER", "status": "validated_single_day_needs_more_samples", "finding": "reclaim_no_invalid 是当前最重要的干净触发形态之一。本日样本=0。" }, { "lesson_id": "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY", "status": "hypothesis", "finding": "triggered_after_prior_boundary_touch 可用但质量可能弱于 reclaim_no_invalid。新能泰山：capture_ratio=0.50，MAE=-3.31%。" }, { "lesson_id": "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY", "status": "validated_logic_rule", "finding": "same_bar_trigger_invalid_ambiguous 不应计入 clean entry。本日样本=0。" }, { "lesson_id": "MISSED_MOMENTUM_OPPORTUNITY_COST", "status": "important_shadow_hypothesis", "finding": "未回踩/未确认导致的 missed momentum 是策略机会成本。本日2样本：中天科技+4.87%（triggered_but_no_fill），光迅科技+4.13%（no_pullback_zone_touch）。" }, { "lesson_id": "OBSERVE_ONLY_SHADOW_ALPHA", "status": "important_shadow_hypothesis", "finding": "observe_only 中存在6只强表现样本，分布在5个不同主题，不能直接升级 Strict Gate。" }, { "lesson_id": "CAPTURE_GIVEBACK_EXIT_QUALITY", "status": "needs_tn_validation", "finding": "capture_ratio 与 giveback 能揭示入场后管理质量。本日仅1样本（新能泰山 capture=0.50, giveback_normal），需更多样本。" } ], "next_validation_tasks": [ "建立 10 日滚动 missed_momentum 机会成本统计", "建立 T+1/T+2/T+3/T+5 outcome panel", "把 capture_ratio<0.3 与 giveback_critical 作为持仓管理研究标签", "为 observe_only_shadow_alpha 建立 shadow 统计，不直接放宽 Strict Gate", "继续累计 30～60 个交易日后再评估规则修改", "在 V1.1 与 V8 灰度之间建立月度对照统计" ], "experience_loop": { "previous_lessons_reviewed": [ "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE", "RECLAIM_NO_INVALID_PRIMARY_TRIGGER", "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY", "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY", "MISSED_MOMENTUM_OPPORTUNITY_COST", "OBSERVE_ONLY_SHADOW_ALPHA", "CAPTURE_GIVEBACK_EXIT_QUALITY" ], "confirmed_lessons": [ { "lesson_id": "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY", "reason": "逻辑规则已确认，不需要额外样本" } ], "invalidated_lessons": [], "pending_lessons": [ { "lesson_id": "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE", "reason": "仅1个交易日样本（新能泰山），需30-60日滚动验证" }, { "lesson_id": "RECLAIM_NO_INVALID_PRIMARY_TRIGGER", "reason": "本日样本=0，无法验证" }, { "lesson_id": "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY", "reason": "仅1个样本（新能泰山），需更多边界触发案例对比" }, { "lesson_id": "MISSED_MOMENTUM_OPPORTUNITY_COST", "reason": "2个样本不足以形成稳定结论，需10日滚动统计" }, { "lesson_id": "OBSERVE_ONLY_SHADOW_ALPHA", "reason": "6个样本但分布在5个不同主题，需持续积累看是否形成集中信号" }, { "lesson_id": "CAPTURE_GIVEBACK_EXIT_QUALITY", "reason": "仅1个样本，需T+N统计后再定规则" }, { "lesson_id": "WATCH_POOL_PAPER_ENTRY_EXISTS", "reason": "本机模拟盘样本：观察池 conditional/watch 票已在本机模拟盘产生真实模拟成交。；filled_watch_orders=1" }, { "lesson_id": "PAPER_ENTRY_WEAK_EOD_FOLLOW_THROUGH", "reason": "本机模拟盘样本：部分成交后收盘即转弱，说明入场时点/动态锚点仍需验证。；天孚通信 -1.48%" }, { "lesson_id": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "reason": "本机模拟盘样本：多只观察股触发时已明显高于执行上沿，静态昨高/触发价在趋势上行日可能偏低。；price_above_exec_high=7" }, { "lesson_id": "LIMIT_LOCKED_UNTRADABLE", "reason": "本机模拟盘样本：涨停锁死/无卖盘时模拟盘也不得假设买入。；limit_up_locked_no_ask=1" } ], "next_validation_tasks": [ "累计30-60个交易日后再评估所有pending lessons", "建立10日滚动missed_momentum统计", "建立T+N outcome panel", "灰度对照V1.1 vs V8月度统计", "持续统计观察池模拟盘成交/未成交原因、成交后 T+1/T+3/T+5 表现。" ], "source": "hermes_deepseek_v4", "updated_at": "2026-06-03T19:27:23" }, "gm_sector_coverage_audit": { "status": "ok", "anomalies": [], "findings": "系统覆盖的11个主题均为GM掘金内部结构信号触发。互联网热点（如存储芯片/HBM）因GM概念板块成员不足或结构未形成，未被纳入，属系统合理过滤。" }, "gm_sector_coverage_audit_summary": { "loaded": true, "path": "reports/audit/20260603_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" ], "summary_rows": [ { "theme": "存储芯片", "internet_mentions": 0, "gm_probe_hits": 1, "evidence_sector_hits": 1, "candidate_pool_hits": 2, "strict_plan_hits": 0, "explanation": "in_candidate_pool_but_not_strict: pools={'risk_verify': 2}, layers={'structure_watch_sectors': 1, 'weak_tape_structure_sectors': 1}" }, { "theme": "光刻胶/光刻机", "internet_mentions": 0, "gm_probe_hits": 2, "evidence_sector_hits": 4, "candidate_pool_hits": 32, "strict_plan_hits": 3, "explanation": "entered_strict_plan: {'observe_only': 3}" }, { "theme": "MLCC", "internet_mentions": 0, "gm_probe_hits": 3, "evidence_sector_hits": 2, "candidate_pool_hits": 2, "strict_plan_hits": 0, "explanation": "in_candidate_pool_but_not_strict: pools={'conditional_candidates': 1, 'observe_only': 1}, layers={'structure_watch_sectors': 1, 'weak_tape_structure_sectors': 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": 1, "candidate_pool_hits": 17, "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": 1, "strict_plan_hits": 0, "explanation": "in_candidate_pool_but_not_strict: pools={'observe_only': 1}, layers={'weak_tape_structure_sectors': 1}" } ], "boundary_note": "GM coverage audit is report/cross-verification only; it cannot upgrade or downgrade Strict Gate." }, "cross_verification_audit": { "status": "not_available", "note": "cross_verification_md 和 cross_verification_json 均未加载（data_quality_notes 中标记为 false）" }, "external_context_v2_shadow_summary": { "available": true, "external_context_quality": "safe_stub", "quality": "safe_stub", "source": "build_v2_shadow_safe_stub", "strict_v1_quality": null, "strict_v1_search_scope": null, "strict_v1_covered_themes": [], "coverage": {}, "risk_findings": [ { "risk": "项目 Gemini Search/grounding 资讯层连续不稳定", "severity": "warning", "detail": "Gemini provider connectivity 与项目 Gemini Search/grounding external_context strict_v1 稳定性需要分开表述；本 V2 Shadow 不得替代 Strict Gate。", "action": "require_confirmation" } ], "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": "External Context V2 Shadow / free_web_deepseek_normalized is shadow-only and cannot upgrade or downgrade Strict Gate." }, "next_day_key_watch": [ { "theme": "光纤概念", "reason": "昨日中天科技+4.87%、光迅科技+4.13%、天孚通信+8.84%，主题强度在扩散，最接近结构升级", "watch_symbols": [ "SHSE.688313(仕佳光子)", "SHSE.688635(长进光子)", "SHSE.600869(远东股份)", "SHSE.601869(长飞光纤)" ], "upgrade_condition": "板块涨幅>2% + 涨停数增加 + 中军放量" }, { "theme": "小金属概念", "reason": "昨日厦门钨业+7.53%、云南锗业+3.03%等 shadow alpha，防守资源方向持续活跃", "watch_symbols": [ "SZSE.000831(中国稀土)", "SHSE.600259(中稀有色)", "SHSE.600549(厦门钨业)" ], "upgrade_condition": "板块延续强势 + 前排出现涨停" }, { "theme": "AI光通信链", "reason": "中际旭创+6.98%独立走强，虽在weak_tape但中军维持强势", "watch_symbols": [ "SZSE.300308(中际旭创)" ], "upgrade_condition": "主题tape从weak改善 + 后排扩散" } ], "active_plan_focus": [], "conditional_plan_focus": [], "risk_flags": [ "market_risk_regime=MIXED/DEFENSIVE_ROTATION，全市场宽度仅32%", "theme_opportunity_regime=NO_CLEAR_MAINLINE，无明确进攻主线", "trade_mode=OBSERVE_ONLY，系统性防守约束", "外部资讯strict_v1 unavailable，纯技术面观察", "V2 Shadow safe_stub，无增量信息", "V8灰度active不代表生产实盘，严禁直接执行" ], "execution_discipline": [ "全天OBSERVE_ONLY，不主动进攻", "不因竞价高开临时升级observe_only", "不因V8灰度active执行实盘交易", "观察池拉升只记录shadow，不改正式计划", "等待主题从structure_watch升级至near_triggered后再重新评估" ], "output_files": { "full_report": "reports/full/20260603_full_report_v2.md", "wechat_brief": "reports/wechat/20260603_wechat_brief_v2.txt", "agent_summary": "reports/json/20260603_agent_summary_v2.json" }, "local_paper_learning": { "schema_version": "local_paper_learning_v1", "available": true, "plan_date": "20260602", "trade_date": "20260603", "generated_at": "2026-06-04T15:23:53", "source_files": { "plan": "reports/trade_plan/20260602_active_plan_v2_for_trading.json", "trading_log": "reports/trading/local_paper_trading_log_20260602.json", "eod_review": "reports/trading/local_paper_eod_review_20260603.json", "latest_signals": "reports/trading/local_paper_latest_signals.json", "portfolio_state": "reports/trading/local_paper_portfolio_state.json" }, "summary": { "plan_candidates_total": 23, "plan_active_count": 3, "plan_conditional_count": 20, "signals_total": 0, "orders_total": 10, "orders_active": 3, "orders_watch": 7, "filled_orders": 2, "filled_active_orders": 1, "filled_watch_orders": 1, "unfilled_orders": 8, "rejected_orders": 0, "positions": 2, "trade_mode": null, "allow_new_positions": null, "shadow_mode": null, "order_fill_rate_pct": 20.0, "candidate_fill_rate_pct": 8.7, "account_total_value": 999181.0, "account_total_pnl_pct": -0.08190000000000142, "account_unrealized_pnl": -819.0000000000011, "risk_exit_signals": 0, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 0, "position_risk_event_count": 0, "sizing_enabled": false, "active_target_pct": null, "shadow_active_target_pct": null, "watch_target_pct": null, "max_single_position_pct": null, "max_total_position_pct": null, "max_shadow_total_position_pct": null }, "status_counts": { "UNFILLED": 8, "FILLED": 2 }, "scope_counts": { "active": 3, "conditional_watch": 7 }, "unfilled_reason_counts": { "price_above_exec_high": 7, "limit_up_locked_no_ask": 1 }, "filled_orders": [ { "ts": "2026-06-03T13:51:47", "symbol": "SZSE.002475", "name": "立讯精密", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI算力基础设施", "template_key": "BREAK_PREV_HIGH", "status": "FILLED", "side": "BUY", "qty": 100, "price": 75.5, "amount": 7550.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "paper_fill_at_ask1", "reason_label": "按卖一价模拟成交", "sim_reason": "trigger_touched", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": 74.83, "exec_low": 74.83, "exec_high": 75.95, "dynamic_exec_high": null, "invalid_price": 72.478, "intraday_vwap": 76.0974, "quote_last": 75.49, "price_vs_vwap_pct": -1.7049, "minute_energy": null, "eod_price": 74.8, "unrealized_pnl_pct": -0.9271523178807972, "position_pct_of_total": 0.748613114140481, "sellable_qty": 0, "quality": "flat_follow_through", "lesson": "成交后接近持平，样本不足，不升级规则。 观察池可进入模拟盘，但必须单独标记为 watch 样本，不能反推为生产 active。" }, { "ts": "2026-06-03T13:56:51", "symbol": "SZSE.300394", "name": "天孚通信", "scope": "active", "decision": "active_plan", "theme": "光纤概念", "template_key": "BREAK_PREV_HIGH", "status": "FILLED", "side": "BUY", "qty": 100, "price": 505.24, "amount": 50524.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "paper_fill_at_ask1", "reason_label": "按卖一价模拟成交", "sim_reason": "intraday_vwap_anchor_reclaim", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": 463.01, "exec_low": 505.19, "exec_high": 509.24, "dynamic_exec_high": 509.24, "invalid_price": 443.45, "intraday_vwap": 505.1939, "quote_last": 505.23, "price_vs_vwap_pct": 0.0071, "minute_energy": null, "eod_price": 497.75, "unrealized_pnl_pct": -1.4824637795899043, "position_pct_of_total": 4.981579913949525, "sellable_qty": 0, "quality": "weak_follow_through", "lesson": "成交后收盘转弱，需复盘入场时点是否过晚或趋势承接不足。 动态 VWAP 锚点触发需持续统计 10-30 个样本。" } ], "top_unfilled_or_rejected": [ { "ts": "2026-06-03T13:51:47", "symbol": "SHSE.603678", "name": "火炬电子", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "通信技术", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "limit_up_locked_no_ask", "reason_label": "涨停锁死/卖盘不足，无法模拟成交", "sim_reason": "trigger_touched_but_above_exec_high", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": 58.61, "exec_low": 58.61, "exec_high": 59.49, "dynamic_exec_high": null, "invalid_price": 50.13, "intraday_vwap": 63.0124, "quote_last": 64.47, "price_vs_vwap_pct": 1.5356, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "amount_yi": 1.5149, "amount_floor_yi": 0.5, "energy_ratio": 3.0432, "ratio_min": 1.05 }, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null }, { "ts": "2026-06-03T09:30:06", "symbol": "SZSE.300394", "name": "天孚通信", "scope": "active", "decision": "active_plan", "theme": "光纤概念", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "price_above_exec_high", "reason_label": "报价超过执行上沿，未追高", "sim_reason": "trigger_touched_but_above_exec_high", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": 463.01, "exec_low": 463.01, "exec_high": 476.9, "dynamic_exec_high": null, "invalid_price": 443.45, "intraday_vwap": 503.2291, "quote_last": 497.75, "price_vs_vwap_pct": -1.0888, "minute_energy": null, "eod_price": 497.75, "unrealized_pnl_pct": -1.4824637795899043, "position_pct_of_total": 4.981579913949525, "sellable_qty": 0 }, { "ts": "2026-06-03T09:31:37", "symbol": "SHSE.603773", "name": "沃格光电", "scope": "active", "decision": "active_plan", "theme": "柔性屏(折叠屏)", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "price_above_exec_high", "reason_label": "报价超过执行上沿，未追高", "sim_reason": "trigger_touched", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": 123.44, "exec_low": 123.44, "exec_high": 127.14, "dynamic_exec_high": null, "invalid_price": 110.11, "intraday_vwap": 119.8406, "quote_last": 118.7, "price_vs_vwap_pct": -0.9518, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "amount_yi": 0.2153, "amount_floor_yi": 0.3, "energy_ratio": 0.4662, "ratio_min": 1.05 }, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null }, { "ts": "2026-06-03T10:44:17", "symbol": "SZSE.300502", "name": "新易盛", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI光通信链", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "price_above_exec_high", "reason_label": "报价超过执行上沿，未追高", "sim_reason": "trigger_touched_but_above_exec_high", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": 752.0, "exec_low": 752.0, "exec_high": 754.26, "dynamic_exec_high": null, "invalid_price": 709.322, "intraday_vwap": 789.828, "quote_last": 806.5, "price_vs_vwap_pct": -0.9506, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "amount_yi": 4.9872, "amount_floor_yi": 0.5, "energy_ratio": 1.1322, "ratio_min": 1.05 }, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null }, { "ts": "2026-06-03T10:44:17", "symbol": "SHSE.688498", "name": "源杰科技", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "光纤概念", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "price_above_exec_high", "reason_label": "报价超过执行上沿，未追高", "sim_reason": "trigger_touched_but_above_exec_high", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": 1235.0, "exec_low": 1235.0, "exec_high": 1238.7, "dynamic_exec_high": null, "invalid_price": 1135.864, "intraday_vwap": 1370.7324, "quote_last": 1417.0, "price_vs_vwap_pct": 2.2359, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "amount_yi": 1.99, "amount_floor_yi": 0.5, "energy_ratio": 1.0457, "ratio_min": 1.05 }, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null }, { "ts": "2026-06-03T10:44:17", "symbol": "SHSE.603618", "name": "杭电股份", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "光纤概念", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "price_above_exec_high", "reason_label": "报价超过执行上沿，未追高", "sim_reason": "trigger_touched_but_above_exec_high", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": 42.28, "exec_low": 42.28, "exec_high": 42.41, "dynamic_exec_high": null, "invalid_price": 39.604, "intraday_vwap": 43.2659, "quote_last": 42.45, "price_vs_vwap_pct": 0.518, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "amount_yi": 0.6506, "amount_floor_yi": 0.5, "energy_ratio": 1.2955, "ratio_min": 1.05 }, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null }, { "ts": "2026-06-03T10:44:17", "symbol": "SHSE.603678", "name": "火炬电子", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "通信技术", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "price_above_exec_high", "reason_label": "报价超过执行上沿，未追高", "sim_reason": "trigger_touched_but_above_exec_high", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": 58.61, "exec_low": 58.61, "exec_high": 58.79, "dynamic_exec_high": null, "invalid_price": 50.13, "intraday_vwap": 63.0124, "quote_last": 63.84, "price_vs_vwap_pct": 1.5356, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "amount_yi": 1.5149, "amount_floor_yi": 0.5, "energy_ratio": 3.0432, "ratio_min": 1.05 }, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null }, { "ts": "2026-06-03T10:44:17", "symbol": "SZSE.002475", "name": "立讯精密", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI算力基础设施", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "price_above_exec_high", "reason_label": "报价超过执行上沿，未追高", "sim_reason": "trigger_touched_but_above_exec_high", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": 74.83, "exec_low": 74.83, "exec_high": 75.05, "dynamic_exec_high": null, "invalid_price": 72.478, "intraday_vwap": 76.0974, "quote_last": 76.87, "price_vs_vwap_pct": -1.7049, "minute_energy": null, "eod_price": 74.8, "unrealized_pnl_pct": -0.9271523178807972, "position_pct_of_total": 0.748613114140481, "sellable_qty": 0 } ], "position_sizing": {}, "position_risk_config": {}, "position_risk_events": [], "risk_orders_this_tick": [], "symbol_rows": [ { "symbol": "SZSE.002281", "name": "光迅科技", "scope": "active", "decision": "active_plan", "theme": null, "template_key": "VWAP_RECLAIM", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 210.1, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.300394", "name": "天孚通信", "scope": "active", "decision": "active_plan", "theme": "光纤概念", "template_key": "BREAK_PREV_HIGH", "final_status": "FILLED", "orders_count": 2, "first_order_ts": "2026-06-03T09:30:06", "last_order_ts": "2026-06-03T13:56:51", "filled": true, "fill_price": 505.24, "fill_ts": "2026-06-03T13:56:51", "unfilled_reasons": [ "price_above_exec_high" ], "latest_reason": "paper_fill_at_ask1", "latest_reason_label": "按卖一价模拟成交", "trigger_price": 463.01, "exec_high": 509.24, "intraday_vwap": 505.1939, "quote_last": 505.23, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": 497.75, "unrealized_pnl_pct": -1.4824637795899043, "position_pct_of_total": 4.981579913949525 }, { "symbol": "SHSE.603773", "name": "沃格光电", "scope": "active", "decision": "active_plan", "theme": "柔性屏(折叠屏)", "template_key": "BREAK_PREV_HIGH", "final_status": "UNFILLED", "orders_count": 1, "first_order_ts": "2026-06-03T09:31:37", "last_order_ts": "2026-06-03T09:31:37", "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [ "price_above_exec_high" ], "latest_reason": "price_above_exec_high", "latest_reason_label": "报价超过执行上沿，未追高", "trigger_price": 123.44, "exec_high": 127.14, "intraday_vwap": 119.8406, "quote_last": 118.7, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.000720", "name": "新能泰山", "scope": "conditional_watch", "decision": "conditional_plan", "theme": null, "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 5.43, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.600522", "name": "中天科技", "scope": "conditional_watch", "decision": "conditional_plan", "theme": null, "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 43.34, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.002491", "name": "通鼎互联", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "光纤概念", "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 25.2, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.300408", "name": "三环集团", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "光纤概念", "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 138.18, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.300502", "name": "新易盛", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI光通信链", "template_key": "BREAK_PREV_HIGH", "final_status": "UNFILLED", "orders_count": 1, "first_order_ts": "2026-06-03T10:44:17", "last_order_ts": "2026-06-03T10:44:17", "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [ "price_above_exec_high" ], "latest_reason": "price_above_exec_high", "latest_reason_label": "报价超过执行上沿，未追高", "trigger_price": 752.0, "exec_high": 754.26, "intraday_vwap": 789.828, "quote_last": 806.5, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.002579", "name": "中京电子", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI光通信链", "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 20.76, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.688498", "name": "源杰科技", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "光纤概念", "template_key": "BREAK_PREV_HIGH", "final_status": "UNFILLED", "orders_count": 1, "first_order_ts": "2026-06-03T10:44:17", "last_order_ts": "2026-06-03T10:44:17", "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [ "price_above_exec_high" ], "latest_reason": "price_above_exec_high", "latest_reason_label": "报价超过执行上沿，未追高", "trigger_price": 1235.0, "exec_high": 1238.7, "intraday_vwap": 1370.7324, "quote_last": 1417.0, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.603618", "name": "杭电股份", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "光纤概念", "template_key": "BREAK_PREV_HIGH", "final_status": "UNFILLED", "orders_count": 1, "first_order_ts": "2026-06-03T10:44:17", "last_order_ts": "2026-06-03T10:44:17", "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [ "price_above_exec_high" ], "latest_reason": "price_above_exec_high", "latest_reason_label": "报价超过执行上沿，未追高", "trigger_price": 42.28, "exec_high": 42.41, "intraday_vwap": 43.2659, "quote_last": 42.45, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.603678", "name": "火炬电子", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "通信技术", "template_key": "BREAK_PREV_HIGH", "final_status": "UNFILLED", "orders_count": 2, "first_order_ts": "2026-06-03T10:44:17", "last_order_ts": "2026-06-03T13:51:47", "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [ "limit_up_locked_no_ask", "price_above_exec_high" ], "latest_reason": "limit_up_locked_no_ask", "latest_reason_label": "涨停锁死/卖盘不足，无法模拟成交", "trigger_price": 58.61, "exec_high": 59.49, "intraday_vwap": 63.0124, "quote_last": 64.47, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.300975", "name": "商络电子", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "消费电子概念", "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 44.91, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.688146", "name": "中船特气", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "固态电池", "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 196.58, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.002475", "name": "立讯精密", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI算力基础设施", "template_key": "BREAK_PREV_HIGH", "final_status": "FILLED", "orders_count": 2, "first_order_ts": "2026-06-03T10:44:17", "last_order_ts": "2026-06-03T13:51:47", "filled": true, "fill_price": 75.5, "fill_ts": "2026-06-03T13:51:47", "unfilled_reasons": [ "price_above_exec_high" ], "latest_reason": "paper_fill_at_ask1", "latest_reason_label": "按卖一价模拟成交", "trigger_price": 74.83, "exec_high": 75.95, "intraday_vwap": 76.0974, "quote_last": 75.49, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": 74.8, "unrealized_pnl_pct": -0.9271523178807972, "position_pct_of_total": 0.748613114140481 }, { "symbol": "SZSE.300308", "name": "中际旭创", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "无人驾驶", "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 1205.58, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.603011", "name": "合锻智能", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "可控核聚变", "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 29.43, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.002957", "name": "科瑞技术", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI光通信链", "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 66.69, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.300548", "name": "长芯博创", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "光纤概念", "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 240.35, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.301486", "name": "致尚科技", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "光纤概念", "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 254.74, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.300570", "name": "太辰光", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "光纤概念", "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 163.95, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.600360", "name": "华微电子", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "半导体材料设备", "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 12.77, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.600367", "name": "红星发展", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "小金属概念", "template_key": "BREAK_PREV_HIGH", "final_status": "NO_ORDER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": null, "latest_reason_label": "未知", "trigger_price": 38.84, "exec_high": null, "intraday_vwap": null, "quote_last": null, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null } ], "lessons": [ { "lesson_id": "WATCH_POOL_PAPER_ENTRY_EXISTS", "status": "pending", "finding": "观察池 conditional/watch 票已在本机模拟盘产生真实模拟成交。", "evidence": "filled_watch_orders=1", "action": "继续统计 watch 成交后的 T+1/T+3 表现；不能反推为 V1.1 production active。" }, { "lesson_id": "PAPER_ENTRY_WEAK_EOD_FOLLOW_THROUGH", "status": "pending", "finding": "部分成交后收盘即转弱，说明入场时点/动态锚点仍需验证。", "evidence": "天孚通信 -1.48%", "action": "Hermes 必须复盘是否属于午后追随、VWAP 动态锚过晚、或分钟能量未持续。" }, { "lesson_id": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "status": "pending", "finding": "多只观察股触发时已明显高于执行上沿，静态昨高/触发价在趋势上行日可能偏低。", "evidence": "price_above_exec_high=7", "action": "继续验证动态 VWAP 锚、分钟K能量确认与追高上沿自适应；禁止简单放宽追高。" }, { "lesson_id": "LIMIT_LOCKED_UNTRADABLE", "status": "confirmed_microstructure", "finding": "涨停锁死/无卖盘时模拟盘也不得假设买入。", "evidence": "limit_up_locked_no_ask=1", "action": "继续保留不可成交标记，统计 active_but_untradable。" } ], "hermes_review_requirements": { "must_write_sections": [ "本机模拟盘执行复盘", "信号质量复盘", "操作与成交质量复盘", "仓位与风控复盘", "经验教训与待验证改进" ], "must_distinguish": [ "真实成交 vs 理论回放入场", "正式 active 交易纪律 vs shadow_active / shadow_watch 研究样本", "新开仓信号 vs 已有持仓风控事件", "未触发、未成交、拒单、T+1 限制、行情陈旧锁定" ], "rule_change_policy": "单日样本不得直接改规则；只能列 pending_rule_change_candidates，等多日样本确认。" }, "paper_trading_iteration_contract": { "truth_source": "orders/positions in local_paper_learning are the only paper execution truth; previous_day_review replay entries are not real fills.", "objective": "用真实盘中行情模拟下单，持续验证次日信号有效性、执行条件、仓位与风控。", "forbidden": [ "把未成交理论触发写成真实成交", "用单日样本直接放宽追高或撤销风控", "把 shadow_watch 成交升级为生产 active 结论" ] }, "hermes_guidance": [ "必须单列“本机模拟盘执行复盘”，覆盖 active、shadow_active、conditional/watch、已有持仓风控。", "成交样本只能作为 paper learning，不能反推 V1.1 或 V8 生产升级。", "重点分析：是否触发、为何未成交、成交后 EOD 表现、分钟K能量确认是否有效、动态 VWAP 锚是否过晚。", "必须复盘仓位目标、单票/总仓限制、T+1 可卖约束、止损/风险边界/MA5/尾盘转弱等风控事件。", "样本不足的结论必须进入 pending_lessons，不得直接改规则。" ] }, "paper_trading_iteration": { "source": "deterministic_post_hermes_fallback", "note": "Hermes should overwrite this with qualitative review when report generation runs successfully.", "execution_summary": { "plan_candidates_total": 23, "plan_active_count": 3, "plan_conditional_count": 20, "signals_total": 0, "orders_total": 10, "orders_active": 3, "orders_watch": 7, "filled_orders": 2, "filled_active_orders": 1, "filled_watch_orders": 1, "unfilled_orders": 8, "rejected_orders": 0, "positions": 2, "trade_mode": null, "allow_new_positions": null, "shadow_mode": null, "order_fill_rate_pct": 20.0, "candidate_fill_rate_pct": 8.7, "account_total_value": 999181.0, "account_total_pnl_pct": -0.08190000000000142, "account_unrealized_pnl": -819.0000000000011, "risk_exit_signals": 0, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 0, "position_risk_event_count": 0, "sizing_enabled": false, "active_target_pct": null, "shadow_active_target_pct": null, "watch_target_pct": null, "max_single_position_pct": null, "max_total_position_pct": null, "max_shadow_total_position_pct": null }, "signal_quality_review": null, "operation_quality_review": null, "position_sizing_review": {}, "risk_control_review": { "config": {}, "events": [] }, "pending_rule_change_candidates": [ { "lesson_id": "WATCH_POOL_PAPER_ENTRY_EXISTS", "status": "pending", "finding": "观察池 conditional/watch 票已在本机模拟盘产生真实模拟成交。", "evidence": "filled_watch_orders=1", "action": "继续统计 watch 成交后的 T+1/T+3 表现；不能反推为 V1.1 production active。" }, { "lesson_id": "PAPER_ENTRY_WEAK_EOD_FOLLOW_THROUGH", "status": "pending", "finding": "部分成交后收盘即转弱，说明入场时点/动态锚点仍需验证。", "evidence": "天孚通信 -1.48%", "action": "Hermes 必须复盘是否属于午后追随、VWAP 动态锚过晚、或分钟能量未持续。" }, { "lesson_id": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "status": "pending", "finding": "多只观察股触发时已明显高于执行上沿，静态昨高/触发价在趋势上行日可能偏低。", "evidence": "price_above_exec_high=7", "action": "继续验证动态 VWAP 锚、分钟K能量确认与追高上沿自适应；禁止简单放宽追高。" } ], "next_validation_tasks": [ "继续累计真实本机模拟盘成交/未成交/风控事件，和日报信号逐日对账。" ] } }