{ "trade_date": "2026-06-04", "next_trade_date": "2026-06-05", "source": "hermes_deepseek_v4_manual_with_project_skills", "report_generation": { "source": "hermes_deepseek_v4", "model": "deepseek-v4-pro", "provider": "custom", "manifest": "reports/hermes_runs/20260604/hermes_writer_manifest.json", "fallback_used": false, "status": "success", "previous_source": "hermes_deepseek_v4_manual_with_project_skills", "annotated_at": "2026-06-04T22:36:10", "note": "Hermes/DeepSeek V4 wrote the daily report artifacts." }, "external_context_quality": "partial (strict_v1); partial_from_strict_v1 (v2_shadow)", "external_context_provenance": { "strict_v1": { "status": "partial", "source": "gemini_external_context_normalizer", "covered_themes": [ "AI光通信链（光通信模块）" ], "events_count": 5, "limitations": [ "compact_scope_not_full_market_news", "not_morning_context", "not_controlled_rss_crawl", "not_full_exchange_announcement_scan", "not_full_cninfo_scan" ] }, "v2_shadow": { "status": 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"report_score": 166.31 }, { "sector_name": "PCB", "theme_cluster": "半导体材料设备", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.91, "sector_rank_today": 6, "tape_quality": "STRONG", "limit_up_count": 4, "mid_count": 20, "tail_count": 15, "report_score": 151.26 }, { "sector_name": "超级电容", "theme_cluster": "超级电容", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.88, "sector_rank_today": 7, "tape_quality": "STRONG", "limit_up_count": 4, "mid_count": 2, "tail_count": 3, "report_score": 92.4 }, { "sector_name": "显示技术", "theme_cluster": "显示技术", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.73, "sector_rank_today": 8, "tape_quality": "STRONG", "limit_up_count": 4, "mid_count": 2, "tail_count": 8, "report_score": 90.44 }, { "sector_name": "柔性屏(折叠屏)", "theme_cluster": "柔性屏(折叠屏)", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.61, "sector_rank_today": 9, "tape_quality": "STRONG", "limit_up_count": 4, "mid_count": 6, "tail_count": 10, "report_score": 122.63 }, { "sector_name": "光刻机(胶)", "theme_cluster": "光刻机(胶)", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.53, "sector_rank_today": 10, "tape_quality": "STRONG", "limit_up_count": 4, "mid_count": 6, "tail_count": 15, "report_score": 142.35 } ], "top_falling_business_sectors": [ { "sector_name": "国产软件", "theme_cluster": "国产软件", "state": "NO_OUTPUT", "sector_ret_pct": -1.93, "sector_rank_today": 232, "tape_quality": "WEAK", "limit_up_count": 1, "mid_count": 3, "tail_count": 5, "report_score": 0.0 }, { "sector_name": "智能电网", "theme_cluster": "智能电网", "state": "NO_OUTPUT", "sector_ret_pct": -1.79, "sector_rank_today": 213, "tape_quality": "WEAK", "limit_up_count": 1, "mid_count": 4, "tail_count": 4, "report_score": 1.26 }, { "sector_name": "电网概念", "theme_cluster": "电网概念", "state": "NO_OUTPUT", "sector_ret_pct": -1.64, "sector_rank_today": 196, "tape_quality": "WEAK", "limit_up_count": 1, "mid_count": 8, "tail_count": 7, "report_score": 27.23 }, { "sector_name": "信创", "theme_cluster": "信创", "state": "NO_OUTPUT", "sector_ret_pct": -1.52, "sector_rank_today": 173, "tape_quality": "WEAK", "limit_up_count": 4, "mid_count": 5, "tail_count": 8, "report_score": 45.58 }, { "sector_name": "婴童概念", "theme_cluster": "婴童概念", "state": "NO_OUTPUT", "sector_ret_pct": -1.51, "sector_rank_today": 168, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 2, "tail_count": 4, "report_score": 0.0 }, { "sector_name": "稀缺资源", "theme_cluster": "稀缺资源", "state": "NO_OUTPUT", "sector_ret_pct": -1.34, "sector_rank_today": 145, "tape_quality": "WEAK", "limit_up_count": 3, "mid_count": 3, "tail_count": 5, "report_score": 27.51 }, { "sector_name": "跨境电商", "theme_cluster": "跨境电商", "state": "NO_OUTPUT", "sector_ret_pct": -1.23, "sector_rank_today": 134, "tape_quality": "WEAK", "limit_up_count": 1, "mid_count": 2, "tail_count": 6, "report_score": 0.64 }, { "sector_name": "碳交易", "theme_cluster": "碳交易", "state": "NO_OUTPUT", "sector_ret_pct": -1.19, "sector_rank_today": 132, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 2, "tail_count": 4, "report_score": 0.0 }, { "sector_name": "车联网(车路云)", "theme_cluster": "车联网(车路云)", "state": "NO_OUTPUT", "sector_ret_pct": -1.13, "sector_rank_today": 125, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 6, "tail_count": 8, "report_score": 36.79 }, { "sector_name": "元宇宙概念", "theme_cluster": "元宇宙概念", "state": "NO_OUTPUT", "sector_ret_pct": -1.08, "sector_rank_today": 122, "tape_quality": "WEAK", "limit_up_count": 0, "mid_count": 2, "tail_count": 4, "report_score": 0.0 } ], "top_theme_clusters": [ { "theme_cluster": "AI光通信链", "count": 1 }, { "theme_cluster": "OLED", "count": 1 }, { "theme_cluster": "半导体材料设备", "count": 1 }, { "theme_cluster": "通信技术", "count": 1 }, { "theme_cluster": "消费电子概念", "count": 1 }, { "theme_cluster": "光刻机(胶)", "count": 1 }, { "theme_cluster": "AI算力基础设施", "count": 1 }, { "theme_cluster": "中芯概念", "count": 1 } ], "weak_theme_clusters": [ { "theme_cluster": "新能源电力链", "count": 1 }, { "theme_cluster": "卫星军工信息化", "count": 1 }, { "theme_cluster": "无人驾驶", "count": 1 }, { "theme_cluster": "燃料电池概念", "count": 1 }, { "theme_cluster": "华为汽车", "count": 1 }, { "theme_cluster": "超清视频", "count": 1 }, { "theme_cluster": "飞行汽车(eVTOL)", "count": 1 }, { "theme_cluster": "新型工业化", "count": 1 } ] }, "style_rotation": { "type": "UNKNOWN", "from": null, "to": null, "confidence": "LOW", "reasons": [] }, "external_context": { "available": false, "source": "D:\\sector_wave_agent\\manual_context_2026-06-04.json", "overnight_events": [], "policy_events": [], "key_levels": {}, "review_watchpoints": [] }, "risk_flags": [ "LOW_BREADTH", "LIQUIDITY_SHRINKING" ], "support_flags": [ "LIMIT_UP_COUNT_OK", "HIGH_MARKET_AMOUNT", "HAS_NEAR_TRIGGERED_THEME", "HAS_HIGH_BOARD" ], "missing_fields": [ "index_bse50", "manual_context" ], "regime_reasons": [ "上涨家数占比25.19%，市场宽度偏低", "成交额较前期收缩，流动性不是放量普涨状态", "涨停79只，局部情绪仍有活跃度", "全市场成交额约27383亿，流动性绝对水平较高", "最高连板达到4板，短线情绪并未完全冰点" ], "index_ret_pct": -0.64, "breadth": 0.2519, "limit_up_count": 79, "limit_down_count": 7, "market_amount_yi": 27382.93 }, "market_risk_regime": { "regime": "MIXED", "subtype": "STRUCTURAL_MARKET", "score": 42, "source": "evidence_pack.market.market_risk_regime" }, "theme_opportunity_regime": { "regime": "MIXED", "subtype": "STRUCTURAL_THEME", "score": 55.0, "source": "evidence_pack.market.theme_opportunity_regime" }, "trade_mode": { "mode": "SELECTIVE_ONLY", "source": "evidence_pack.market.trade_mode", "previous_trade_mode": "OBSERVE_ONLY", "change": "upgraded", "note": "从前日 OBSERVE_ONLY 升级为 SELECTIVE_ONLY，系统约束略有放松" }, "indices": { "shanghai": { "close": 4057.78, "ret_pct": -0.64 }, "shenzhen": { "close": 15661.57, "ret_pct": -0.27 }, "chinext": { "close": 4088.88, "ret_pct": -0.83 }, "csi300": { "close": 4904.75, "ret_pct": -0.69 }, "csi500": { "close": 8356.74, "ret_pct": -0.06 }, "csi1000": { "close": 8420.09, "ret_pct": -0.15 } }, "regime_mode_conflict": { "enabled": false, "conflict_type": "none", "interpretation": "MIXED/SELECTIVE_ONLY 组合无冲突，三者（全市场风险、主题机会、交易模式）方向一致。" }, "theme_summary": { "triggered": [], "near_triggered_themes": [ { "theme_cluster": "AI光通信链", "theme_display_name": "AI光通信链（光通信模块）", "primary_sector": "光通信模块", "primary_sector_code": "007498", "co_primary_sectors": [], "theme_state": "NEAR_TRIGGERED", "theme_role": "MAINLINE", "theme_tape_quality": "STRONG", "theme_report_score": 109.48, "theme_score_meaning": "主题级局部机会存在度，不代表全市场可进攻强度。", "primary_sector_ret_pct": 1.47, "primary_sector_rank_today": 12, "limit_up_count": 3, "mid_count": 12, "tail_count": 7, "agent_interpretation_hint": "优先按 theme_display_name 理解主线；primary_sector 只是该主题的量化主承载板块，co_primary_sectors 是同主题共振板块。", "reason": "同主题簇内多个板块具备近触发/强结构，按主题级主线输出，避免单一概念名弱化共振。" } ], "near_triggered_sectors": [ { "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": 87.7, "adjusted_heat_score": 62.04, "state": "NEAR_TRIGGERED", "sector_ret_pct": 1.47, "sector_amount_yi": 3274.12, "amount_ratio5": 0.913, "sector_rank_today": 12, "near_previous_high": true, "distance_to_previous_high": 0.0147, "next_day_gap_risk": true, "ohlc": { "open": 167.3368, "high": 176.9405, "low": 165.3563, "close": 172.9378, "close_location": 0.6545, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "SECTOR_SECOND_WAVE_NEAR_TRIGGERED", "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": 3, "front_only_count": 0, "front_count": 3, "head_count": 3, "mid_count": 12, "tail_count": 7 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 109.48, "stocks": [ { "symbol": "SZSE.300726", "name": "宏达电子", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 20.58, "turnover": null, "market_cap_yi": 171.38, "amount_to_mcap_pct": 12.01, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002491", "name": "通鼎互联", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 57.89, "turnover": null, "market_cap_yi": 315.65, "amount_to_mcap_pct": 18.34, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600703", "name": "三安光电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 45.68, "turnover": null, "market_cap_yi": 851.13, "amount_to_mcap_pct": 5.367, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603459", "name": "红板科技", "role": "MID", "ret_pct": 9.49, "amount_yi": 23.74, "turnover": null, "market_cap_yi": 84.58, "amount_to_mcap_pct": 28.074, "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": 7.78, "amount_yi": 18.38, "turnover": null, "market_cap_yi": 92.92, "amount_to_mcap_pct": 19.783, "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": 7.1, "amount_yi": 32.24, "turnover": null, "market_cap_yi": 233.1, "amount_to_mcap_pct": 13.83, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600487", "name": "亨通光电", "role": "MID", "ret_pct": 7.04, "amount_yi": 257.29, "turnover": null, "market_cap_yi": 2393.1, "amount_to_mcap_pct": 10.751, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688172", "name": "燕东微", "role": "MID", "ret_pct": 6.78, "amount_yi": 16.26, "turnover": null, "market_cap_yi": 550.33, "amount_to_mcap_pct": 2.954, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688662", "name": "富信科技", "role": "MID", "ret_pct": 6.51, "amount_yi": 5.68, "turnover": null, "market_cap_yi": 81.9, "amount_to_mcap_pct": 6.93, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002384", "name": "东山精密", "role": "MID", "ret_pct": 6.17, "amount_yi": 197.53, "turnover": null, "market_cap_yi": 3296.67, "amount_to_mcap_pct": 5.992, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688337", "name": "普源精电", "role": "MID", "ret_pct": 6.04, "amount_yi": 5.31, "turnover": null, "market_cap_yi": 123.41, "amount_to_mcap_pct": 4.3, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002579", "name": "中京电子", "role": "MID", "ret_pct": 5.96, "amount_yi": 47.56, "turnover": null, "market_cap_yi": 120.24, "amount_to_mcap_pct": 39.554, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688808", "name": "联讯仪器", "role": "MID", "ret_pct": 5.79, "amount_yi": 30.29, "turnover": null, "market_cap_yi": 409.08, "amount_to_mcap_pct": 7.405, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603267", "name": "鸿远电子", "role": "MID", "ret_pct": 5.2, "amount_yi": 23.29, "turnover": null, "market_cap_yi": 187.43, "amount_to_mcap_pct": 12.424, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600171", "name": "上海贝岭", "role": "MID", "ret_pct": 5.1, "amount_yi": 10.66, "turnover": null, "market_cap_yi": 203.11, "amount_to_mcap_pct": 5.248, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601231", "name": "环旭电子", "role": "TAIL", "ret_pct": 4.91, "amount_yi": 49.29, "turnover": null, "market_cap_yi": 1093.25, "amount_to_mcap_pct": 4.508, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600105", "name": "永鼎股份", "role": "TAIL", "ret_pct": 4.56, "amount_yi": 79.12, "turnover": null, "market_cap_yi": 793.72, "amount_to_mcap_pct": 9.968, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603011", "name": "合锻智能", "role": "TAIL", "ret_pct": 4.37, "amount_yi": 27.12, "turnover": null, "market_cap_yi": 159.5, "amount_to_mcap_pct": 17.001, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002025", "name": "航天电器", "role": "TAIL", "ret_pct": 4.09, "amount_yi": 23.42, "turnover": null, "market_cap_yi": 308.22, "amount_to_mcap_pct": 7.598, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603690", "name": "至纯科技", "role": "TAIL", "ret_pct": 3.59, "amount_yi": 5.93, "turnover": null, "market_cap_yi": 101.75, "amount_to_mcap_pct": 5.83, "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": [] } ], "structure_watch": [ { "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": 150.13, "adjusted_heat_score": 96.43, "state": "STRUCTURE_WATCH", "sector_ret_pct": 2.04, "sector_amount_yi": 2563.46, "amount_ratio5": 1.003, "sector_rank_today": 5, "near_previous_high": false, "distance_to_previous_high": -0.035, "next_day_gap_risk": true, "ohlc": { "open": 126.6953, "high": 133.8933, "low": 125.0365, "close": 131.0204, "close_location": 0.6756, "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": 5, "front_only_count": 6, "front_count": 11, "head_count": 5, "mid_count": 13, "tail_count": 23 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 166.31, "stocks": [ { "symbol": "SHSE.688378", "name": "奥来德", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 14.03, "turnover": null, "market_cap_yi": 124.05, "amount_to_mcap_pct": 11.309, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000536", "name": "华映科技", "role": "LIMIT_HEAD", "ret_pct": 10.13, "amount_yi": 4.49, "turnover": null, "market_cap_yi": 114.11, "amount_to_mcap_pct": 3.937, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000725", "name": "京东方A", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 199.5, "turnover": null, "market_cap_yi": 2235.01, "amount_to_mcap_pct": 8.926, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603920", "name": "世运电路", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 21.59, "turnover": null, "market_cap_yi": 451.74, "amount_to_mcap_pct": 4.779, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002585", "name": "双星新材", "role": "LIMIT_HEAD", "ret_pct": 9.97, "amount_yi": 8.54, "turnover": null, "market_cap_yi": 104.64, "amount_to_mcap_pct": 8.165, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300260", "name": "新莱应材", "role": "FRONT", "ret_pct": 11.99, "amount_yi": 21.3, "turnover": null, "market_cap_yi": 174.6, "amount_to_mcap_pct": 12.201, "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.688630", "name": "芯碁微装", "role": "FRONT", "ret_pct": 11.32, "amount_yi": 37.2, "turnover": null, "market_cap_yi": 537.5, "amount_to_mcap_pct": 6.922, "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.300657", "name": "弘信电子", "role": "FRONT", "ret_pct": 11.28, "amount_yi": 45.25, "turnover": null, "market_cap_yi": 211.62, "amount_to_mcap_pct": 21.38, "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": 10.42, "amount_yi": 26.45, "turnover": null, "market_cap_yi": 158.29, "amount_to_mcap_pct": 16.712, "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.300037", "name": "新宙邦", "role": "FRONT", "ret_pct": 10.2, "amount_yi": 39.45, "turnover": null, "market_cap_yi": 423.46, "amount_to_mcap_pct": 9.317, "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.301013", "name": "利和兴", "role": "FRONT", "ret_pct": 9.76, "amount_yi": 36.24, "turnover": null, "market_cap_yi": 112.33, "amount_to_mcap_pct": 32.26, "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.688028", "name": "沃尔德", "role": "MID", "ret_pct": 8.96, "amount_yi": 8.77, "turnover": null, "market_cap_yi": 189.44, "amount_to_mcap_pct": 4.627, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300567", "name": "精测电子", "role": "MID", "ret_pct": 8.12, "amount_yi": 24.99, "turnover": null, "market_cap_yi": 462.73, "amount_to_mcap_pct": 5.401, "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": 7.1, "amount_yi": 32.24, "turnover": null, "market_cap_yi": 233.1, "amount_to_mcap_pct": 13.83, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300566", "name": "激智科技", "role": "MID", "ret_pct": 7.03, "amount_yi": 9.73, "turnover": null, "market_cap_yi": 61.11, "amount_to_mcap_pct": 15.916, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688001", "name": "华兴源创", "role": "MID", "ret_pct": 6.73, "amount_yi": 9.57, "turnover": null, "market_cap_yi": 354.57, "amount_to_mcap_pct": 2.699, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300686", "name": "智动力", "role": "MID", "ret_pct": 6.6, "amount_yi": 7.51, "turnover": null, "market_cap_yi": 51.0, "amount_to_mcap_pct": 14.725, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600552", "name": "凯盛科技", "role": "MID", "ret_pct": 6.42, "amount_yi": 23.63, "turnover": null, "market_cap_yi": 186.47, "amount_to_mcap_pct": 12.673, "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": 6.17, "amount_yi": 197.53, "turnover": null, "market_cap_yi": 3296.67, "amount_to_mcap_pct": 5.992, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002579", "name": "中京电子", "role": "MID", "ret_pct": 5.96, "amount_yi": 47.56, "turnover": null, "market_cap_yi": 120.24, "amount_to_mcap_pct": 39.554, "is_limit_up": false, "limit_rate": 0.1, "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": "007522", "sector_name": "柔性屏(折叠屏)", "theme_cluster": "柔性屏(折叠屏)", "state": "STRUCTURE_WATCH", "sector_rank_today": 9, "sector_ret_pct": 1.61, "adjusted_heat_score": 77.74, "limit_up_count": 4, "front_count": 6, "mid_count": 6, "tail_count": 10, "tape_quality": "STRONG", "weak_tape_reasons": [], "reason": "core_overlap:10;jaccard:0.45" } ] }, { "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": 463, "valid_member_count": 452, "specificity_score": 0.4246, "raw_heat_score": 157.97, "adjusted_heat_score": 67.07, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.48, "sector_amount_yi": 7447.66, "amount_ratio5": 0.94, "sector_rank_today": 11, "near_previous_high": false, "distance_to_previous_high": -0.0481, "next_day_gap_risk": true, "ohlc": { "open": 133.5319, "high": 140.5855, "low": 131.5351, "close": 137.3341, "close_location": 0.6408, "source": 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"SHSE.688303", "name": "大全能源", "role": "LIMIT_HEAD", "ret_pct": 19.98, "amount_yi": 11.01, "turnover": null, "market_cap_yi": 481.81, "amount_to_mcap_pct": 2.286, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600667", "name": "太极实业", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 30.64, "turnover": null, "market_cap_yi": 342.18, "amount_to_mcap_pct": 8.955, "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": 10.02, "amount_yi": 15.34, "turnover": null, "market_cap_yi": 75.47, "amount_to_mcap_pct": 20.324, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000670", "name": "盈方微", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 9.29, "turnover": null, "market_cap_yi": 79.47, "amount_to_mcap_pct": 11.692, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002213", "name": "大为股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 5.81, "turnover": null, "market_cap_yi": 79.74, "amount_to_mcap_pct": 7.28, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.001309", "name": "德明利", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 126.89, "turnover": null, "market_cap_yi": 1122.82, "amount_to_mcap_pct": 11.301, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.605358", "name": "立昂微", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 59.55, "turnover": null, "market_cap_yi": 429.01, "amount_to_mcap_pct": 13.881, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000733", "name": "振华科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 43.83, "turnover": null, "market_cap_yi": 328.63, "amount_to_mcap_pct": 13.338, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.003043", "name": "华亚智能", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 5.97, "turnover": null, "market_cap_yi": 56.64, "amount_to_mcap_pct": 10.535, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603005", "name": "晶方科技", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 47.94, "turnover": null, "market_cap_yi": 290.74, "amount_to_mcap_pct": 16.489, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600703", "name": "三安光电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 45.68, "turnover": null, "market_cap_yi": 851.13, "amount_to_mcap_pct": 5.367, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688268", "name": "华特气体", "role": "FRONT", "ret_pct": 15.5, "amount_yi": 34.06, "turnover": null, "market_cap_yi": 254.53, "amount_to_mcap_pct": 13.379, "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.688056", "name": "莱伯泰科", "role": "FRONT", "ret_pct": 14.79, "amount_yi": 2.46, "turnover": null, "market_cap_yi": 27.07, "amount_to_mcap_pct": 9.085, "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.688766", "name": "普冉股份", "role": "FRONT", "ret_pct": 14.26, "amount_yi": 38.87, "turnover": null, "market_cap_yi": 632.69, "amount_to_mcap_pct": 6.144, "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.688126", "name": "沪硅产业", "role": "FRONT", "ret_pct": 14.12, "amount_yi": 69.21, "turnover": null, "market_cap_yi": 788.08, "amount_to_mcap_pct": 8.782, "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.688545", "name": "兴福电子", "role": "FRONT", "ret_pct": 14.01, "amount_yi": 20.7, "turnover": null, "market_cap_yi": 163.77, "amount_to_mcap_pct": 12.637, "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.688379", "name": "华光新材", "role": "FRONT", "ret_pct": 13.16, "amount_yi": 5.32, "turnover": null, "market_cap_yi": 69.01, "amount_to_mcap_pct": 7.709, "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.688200", "name": "华峰测控", "role": "FRONT", "ret_pct": 13.05, "amount_yi": 20.58, "turnover": null, "market_cap_yi": 597.82, "amount_to_mcap_pct": 3.442, "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": "007205", "sector_name": "国产芯片", 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"head_count": 4, "mid_count": 3, "tail_count": 4 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 92.59, "stocks": [ { "symbol": "SHSE.688378", "name": "奥来德", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 14.03, "turnover": null, "market_cap_yi": 124.05, "amount_to_mcap_pct": 11.309, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000536", "name": "华映科技", "role": "LIMIT_HEAD", "ret_pct": 10.13, "amount_yi": 4.49, "turnover": null, "market_cap_yi": 114.11, "amount_to_mcap_pct": 3.937, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000725", "name": "京东方A", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 199.5, "turnover": null, "market_cap_yi": 2235.01, "amount_to_mcap_pct": 8.926, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600703", 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0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.003021", "name": "兆威机电", "role": "WATCH", "ret_pct": 2.04, "amount_yi": 4.64, "turnover": null, "market_cap_yi": 204.44, "amount_to_mcap_pct": 2.27, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.301128", "name": "强瑞技术", "role": "WATCH", "ret_pct": 1.84, "amount_yi": 10.21, "turnover": null, "market_cap_yi": 201.62, "amount_to_mcap_pct": 5.063, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002845", "name": "同兴达", "role": "WATCH", "ret_pct": 1.83, "amount_yi": 2.55, "turnover": null, "market_cap_yi": 38.96, "amount_to_mcap_pct": 6.54, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300606", "name": "金太阳", "role": "WATCH", "ret_pct": 1.7, "amount_yi": 2.95, "turnover": null, "market_cap_yi": 40.2, "amount_to_mcap_pct": 7.336, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.000829", "name": "天音控股", "role": "WATCH", "ret_pct": 1.66, "amount_yi": 4.21, "turnover": null, "market_cap_yi": 93.81, "amount_to_mcap_pct": 4.483, "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": "007172", "sector_name": "超级电容", "sector_type": "concept_1003", "theme_cluster": "超级电容", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 32, "valid_member_count": 30, "specificity_score": 0.8273, "raw_heat_score": 72.38, "adjusted_heat_score": 59.88, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.88, "sector_amount_yi": 689.72, "amount_ratio5": 0.966, "sector_rank_today": 7, 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"note": "辅助观察" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007597", "sector_name": "显示技术", "sector_type": "concept_1003", "theme_cluster": "显示技术", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 48, "valid_member_count": 47, "specificity_score": 0.7829, "raw_heat_score": 77.73, "adjusted_heat_score": 60.86, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.73, "sector_amount_yi": 612.87, "amount_ratio5": 1.068, "sector_rank_today": 8, "near_previous_high": false, "distance_to_previous_high": -0.0487, "next_day_gap_risk": true, "ohlc": { "open": 113.9498, "high": 119.3596, "low": 112.4579, "close": 117.2207, "close_location": 0.6901, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", 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"market_cap_yi": 2235.01, "amount_to_mcap_pct": 8.926, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002585", "name": "双星新材", "role": "LIMIT_HEAD", "ret_pct": 9.97, "amount_yi": 8.54, "turnover": null, "market_cap_yi": 104.64, "amount_to_mcap_pct": 8.165, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300567", "name": "精测电子", "role": "MID", "ret_pct": 8.12, "amount_yi": 24.99, "turnover": null, "market_cap_yi": 462.73, "amount_to_mcap_pct": 5.401, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300566", "name": "激智科技", "role": "MID", "ret_pct": 7.03, "amount_yi": 9.73, "turnover": null, "market_cap_yi": 61.11, "amount_to_mcap_pct": 15.916, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300054", "name": "鼎龙股份", "role": "TAIL", "ret_pct": 4.25, "amount_yi": 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"turnover": null, "market_cap_yi": 342.18, "amount_to_mcap_pct": 8.955, "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": 10.01, "amount_yi": 44.9, "turnover": null, "market_cap_yi": 337.05, "amount_to_mcap_pct": 13.323, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600482", "name": "中国动力", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 27.51, "turnover": null, "market_cap_yi": 902.99, "amount_to_mcap_pct": 3.046, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600703", "name": "三安光电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 45.68, "turnover": null, "market_cap_yi": 851.13, "amount_to_mcap_pct": 5.367, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002585", "name": "双星新材", "role": "LIMIT_HEAD", "ret_pct": 9.97, "amount_yi": 8.54, "turnover": null, "market_cap_yi": 104.64, "amount_to_mcap_pct": 8.165, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688359", "name": "三孚新科", "role": "FRONT", "ret_pct": 14.13, "amount_yi": 7.44, "turnover": null, "market_cap_yi": 136.32, "amount_to_mcap_pct": 5.454, "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.300382", "name": "斯莱克", "role": "FRONT", "ret_pct": 12.67, "amount_yi": 7.9, "turnover": null, "market_cap_yi": 106.65, "amount_to_mcap_pct": 7.407, "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.688598", "name": "金博股份", "role": "FRONT", "ret_pct": 11.59, "amount_yi": 6.13, "turnover": null, "market_cap_yi": 69.22, "amount_to_mcap_pct": 8.857, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": 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"front_count": 6, "head_count": 4, "mid_count": 8, "tail_count": 6 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "NEGATIVE_SECTOR_RET", "LOW_RANK" ], "report_score": 82.83, "stocks": [ { "symbol": "SHSE.600482", "name": "中国动力", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 27.51, "turnover": null, "market_cap_yi": 902.99, "amount_to_mcap_pct": 3.046, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002733", "name": "雄韬股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 7.32, "turnover": null, "market_cap_yi": 120.51, "amount_to_mcap_pct": 6.076, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002806", "name": "华锋股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 5.68, "turnover": null, "market_cap_yi": 36.0, "amount_to_mcap_pct": 15.762, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002971", "name": "和远气体", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 5.67, "turnover": null, "market_cap_yi": 58.48, "amount_to_mcap_pct": 9.693, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688598", "name": "金博股份", "role": "FRONT", "ret_pct": 11.59, "amount_yi": 6.13, "turnover": null, "market_cap_yi": 69.22, "amount_to_mcap_pct": 8.857, "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": 10.42, "amount_yi": 26.45, "turnover": null, "market_cap_yi": 158.29, "amount_to_mcap_pct": 16.712, "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.688551", "name": "科威尔", "role": "MID", "ret_pct": 7.5, "amount_yi": 3.84, "turnover": null, "market_cap_yi": 61.46, "amount_to_mcap_pct": 6.243, "is_limit_up": 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false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002536", "name": "飞龙股份", "role": "MID", "ret_pct": 5.72, "amount_yi": 26.4, "turnover": null, "market_cap_yi": 225.38, "amount_to_mcap_pct": 11.713, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601208", "name": "东材科技", "role": "MID", "ret_pct": 5.51, "amount_yi": 63.95, "turnover": null, "market_cap_yi": 602.07, "amount_to_mcap_pct": 10.622, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002334", "name": "英威腾", "role": "MID", "ret_pct": 5.22, "amount_yi": 9.51, "turnover": null, "market_cap_yi": 69.61, "amount_to_mcap_pct": 13.663, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600378", "name": "昊华科技", "role": "TAIL", "ret_pct": 4.59, "amount_yi": 28.39, "turnover": null, "market_cap_yi": 467.21, "amount_to_mcap_pct": 6.075, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000338", "name": "潍柴动力", "role": "TAIL", "ret_pct": 4.56, "amount_yi": 28.91, "turnover": null, "market_cap_yi": 1671.22, "amount_to_mcap_pct": 1.73, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002050", "name": "三花智控", "role": "TAIL", "ret_pct": 4.28, "amount_yi": 78.38, "turnover": null, "market_cap_yi": 1731.94, "amount_to_mcap_pct": 4.525, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002126", "name": "银轮股份", "role": "TAIL", "ret_pct": 3.93, "amount_yi": 15.52, "turnover": null, "market_cap_yi": 403.22, "amount_to_mcap_pct": 3.848, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603158", "name": "腾龙股份", "role": "TAIL", "ret_pct": 3.83, "amount_yi": 6.09, "turnover": null, "market_cap_yi": 77.25, "amount_to_mcap_pct": 7.885, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300408", "name": "三环集团", "role": "TAIL", "ret_pct": 3.07, "amount_yi": 100.12, "turnover": null, "market_cap_yi": 2599.59, "amount_to_mcap_pct": 3.851, "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": "007375", "sector_name": "华为汽车", "sector_type": "concept_1003", "theme_cluster": "华为汽车", "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": 109, "specificity_score": 0.6687, "raw_heat_score": 75.07, "adjusted_heat_score": 50.2, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.07, "sector_amount_yi": 597.22, 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{ "symbol": "SZSE.301013", "name": "利和兴", "role": "FRONT", "ret_pct": 9.76, "amount_yi": 36.24, "turnover": null, "market_cap_yi": 112.33, "amount_to_mcap_pct": 32.26, "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.601689", "name": "拓普集团", "role": "MID", "ret_pct": 7.94, "amount_yi": 46.37, "turnover": null, "market_cap_yi": 1174.78, "amount_to_mcap_pct": 3.947, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000700", "name": "模塑科技", "role": "MID", "ret_pct": 7.36, "amount_yi": 33.32, "turnover": null, "market_cap_yi": 163.41, "amount_to_mcap_pct": 20.394, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301307", "name": "美利信", "role": "MID", "ret_pct": 6.42, "amount_yi": 6.11, "turnover": null, "market_cap_yi": 65.29, "amount_to_mcap_pct": 9.365, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603161", "name": "科华控股", "role": "MID", "ret_pct": 6.01, "amount_yi": 1.72, "turnover": null, "market_cap_yi": 28.27, "amount_to_mcap_pct": 6.074, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300279", "name": "和晶科技", "role": "MID", "ret_pct": 5.59, "amount_yi": 3.1, "turnover": null, "market_cap_yi": 36.81, "amount_to_mcap_pct": 8.425, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002897", "name": "意华股份", "role": "MID", "ret_pct": 5.43, "amount_yi": 28.65, "turnover": null, "market_cap_yi": 175.4, "amount_to_mcap_pct": 16.334, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300863", "name": "卡倍亿", "role": "MID", "ret_pct": 5.43, "amount_yi": 11.6, "turnover": null, "market_cap_yi": 182.69, "amount_to_mcap_pct": 6.352, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301225", "name": "恒勃股份", "role": "MID", "ret_pct": 5.09, "amount_yi": 2.66, "turnover": null, "market_cap_yi": 28.38, "amount_to_mcap_pct": 9.365, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301031", "name": "中熔电气", "role": "TAIL", "ret_pct": 4.75, "amount_yi": 5.54, "turnover": null, "market_cap_yi": 130.93, "amount_to_mcap_pct": 4.231, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688680", "name": "海优新材", "role": "TAIL", "ret_pct": 4.54, "amount_yi": 1.97, "turnover": null, "market_cap_yi": 43.15, "amount_to_mcap_pct": 4.564, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002050", "name": "三花智控", "role": "TAIL", "ret_pct": 4.28, "amount_yi": 78.38, "turnover": null, "market_cap_yi": 1731.94, "amount_to_mcap_pct": 4.525, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300088", "name": "长信科技", "role": "TAIL", "ret_pct": 4.08, "amount_yi": 34.51, "turnover": null, "market_cap_yi": 209.28, "amount_to_mcap_pct": 16.492, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002126", "name": "银轮股份", "role": "TAIL", "ret_pct": 3.93, "amount_yi": 15.52, "turnover": null, "market_cap_yi": 403.22, "amount_to_mcap_pct": 3.848, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603158", "name": "腾龙股份", "role": "TAIL", "ret_pct": 3.83, "amount_yi": 6.09, "turnover": null, "market_cap_yi": 77.25, "amount_to_mcap_pct": 7.885, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300219", "name": "鸿利智汇", "role": "TAIL", "ret_pct": 3.48, "amount_yi": 4.54, "turnover": null, "market_cap_yi": 60.98, "amount_to_mcap_pct": 7.446, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002965", "name": "祥鑫科技", "role": "TAIL", "ret_pct": 3.3, "amount_yi": 6.51, "turnover": null, "market_cap_yi": 69.83, "amount_to_mcap_pct": 9.326, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300814", "name": "中富电路", "role": "TAIL", "ret_pct": 3.09, "amount_yi": 15.55, "turnover": null, "market_cap_yi": 296.03, "amount_to_mcap_pct": 5.253, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002885", "name": "京泉华", "role": "TAIL", "ret_pct": 3.08, "amount_yi": 9.75, "turnover": null, "market_cap_yi": 103.18, "amount_to_mcap_pct": 9.447, "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": "007263", "sector_name": "超清视频", "sector_type": "concept_1003", "theme_cluster": "超清视频", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 98, "valid_member_count": 93, "specificity_score": 0.6864, "raw_heat_score": 67.57, "adjusted_heat_score": 46.38, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.2, "sector_amount_yi": 1282.8, "amount_ratio5": 0.947, "sector_rank_today": 63, "near_previous_high": false, "distance_to_previous_high": -0.0706, "next_day_gap_risk": true, "ohlc": { "open": 107.1561, "high": 110.6186, "low": 105.3817, "close": 108.0852, "close_location": 0.5162, "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, 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}, { "symbol": "SZSE.300567", "name": "精测电子", "role": "MID", "ret_pct": 8.12, "amount_yi": 24.99, "turnover": null, "market_cap_yi": 462.73, "amount_to_mcap_pct": 5.401, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603986", "name": "兆易创新", "role": "MID", "ret_pct": 7.53, "amount_yi": 293.02, "turnover": null, "market_cap_yi": 3534.97, "amount_to_mcap_pct": 8.289, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300566", "name": "激智科技", "role": "MID", "ret_pct": 7.03, "amount_yi": 9.73, "turnover": null, "market_cap_yi": 61.11, "amount_to_mcap_pct": 15.916, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002848", "name": "高斯贝尔", "role": "MID", "ret_pct": 6.32, "amount_yi": 2.19, "turnover": null, "market_cap_yi": 27.18, "amount_to_mcap_pct": 8.063, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": 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"note": "后排扩散" }, { "symbol": "SZSE.000063", "name": "中兴通讯", "role": "TAIL", "ret_pct": 3.57, "amount_yi": 90.66, "turnover": null, "market_cap_yi": 1520.02, "amount_to_mcap_pct": 5.965, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000050", "name": "深天马A", "role": "TAIL", "ret_pct": 3.0, "amount_yi": 4.32, "turnover": null, "market_cap_yi": 200.71, "amount_to_mcap_pct": 2.152, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300504", "name": "天邑股份", "role": "WATCH", "ret_pct": 2.85, "amount_yi": 4.58, "turnover": null, "market_cap_yi": 43.28, "amount_to_mcap_pct": 10.591, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002876", "name": "三利谱", "role": "WATCH", "ret_pct": 2.57, "amount_yi": 3.97, "turnover": null, "market_cap_yi": 47.47, "amount_to_mcap_pct": 8.357, "is_limit_up": false, "limit_rate": 0.1, 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"limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.688486", "name": "龙迅股份", "role": "WATCH", "ret_pct": 1.58, "amount_yi": 2.95, "turnover": null, "market_cap_yi": 98.77, "amount_to_mcap_pct": 2.983, "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": "007519", "sector_name": "飞行汽车(eVTOL)", "sector_type": "concept_1003", "theme_cluster": "飞行汽车(eVTOL)", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 80, "valid_member_count": 78, "specificity_score": 0.7161, "raw_heat_score": 61.55, "adjusted_heat_score": 44.07, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.25, "sector_amount_yi": 395.66, "amount_ratio5": 0.943, 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}, { "symbol": "SZSE.002590", "name": "万安科技", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 1.93, "turnover": null, "market_cap_yi": 61.57, "amount_to_mcap_pct": 3.136, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688598", "name": "金博股份", "role": "FRONT", "ret_pct": 11.59, "amount_yi": 6.13, "turnover": null, "market_cap_yi": 69.22, "amount_to_mcap_pct": 8.857, "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.301099", "name": "雅创电子", "role": "FRONT", "ret_pct": 10.74, "amount_yi": 13.67, "turnover": null, "market_cap_yi": 71.2, "amount_to_mcap_pct": 19.204, "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.002735", "name": "王子新材", "role": "MID", "ret_pct": 5.81, "amount_yi": 12.74, "turnover": null, "market_cap_yi": 48.8, "amount_to_mcap_pct": 26.104, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.605018", "name": "长华集团", "role": "MID", "ret_pct": 5.69, "amount_yi": 5.22, "turnover": null, "market_cap_yi": 78.55, "amount_to_mcap_pct": 6.648, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300843", "name": "胜蓝股份", "role": "MID", "ret_pct": 5.07, "amount_yi": 6.26, "turnover": null, "market_cap_yi": 145.05, "amount_to_mcap_pct": 4.318, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301696", "name": "三瑞智能", "role": "TAIL", "ret_pct": 4.66, "amount_yi": 8.37, "turnover": null, "market_cap_yi": 39.07, "amount_to_mcap_pct": 21.432, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603011", "name": "合锻智能", "role": "TAIL", "ret_pct": 4.37, "amount_yi": 27.12, "turnover": null, "market_cap_yi": 159.5, "amount_to_mcap_pct": 17.001, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688612", "name": "威迈斯", "role": "TAIL", "ret_pct": 3.42, "amount_yi": 3.23, "turnover": null, "market_cap_yi": 96.35, "amount_to_mcap_pct": 3.347, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300411", "name": "金盾股份", "role": "TAIL", "ret_pct": 3.39, "amount_yi": 2.31, "turnover": null, "market_cap_yi": 29.24, "amount_to_mcap_pct": 7.907, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002965", "name": "祥鑫科技", "role": "TAIL", "ret_pct": 3.3, "amount_yi": 6.51, "turnover": null, "market_cap_yi": 69.83, "amount_to_mcap_pct": 9.326, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603319", "name": "美湖股份", "role": "TAIL", "ret_pct": 3.15, "amount_yi": 24.87, "turnover": null, "market_cap_yi": 149.02, "amount_to_mcap_pct": 16.69, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603290", "name": "斯达半导", "role": "WATCH", "ret_pct": 2.86, "amount_yi": 11.3, "turnover": null, "market_cap_yi": 290.55, "amount_to_mcap_pct": 3.888, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.301181", "name": "标榜股份", "role": "WATCH", "ret_pct": 2.64, "amount_yi": 0.74, "turnover": null, "market_cap_yi": 35.97, "amount_to_mcap_pct": 2.063, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002708", "name": "光洋股份", "role": "WATCH", "ret_pct": 2.41, "amount_yi": 4.39, "turnover": null, "market_cap_yi": 74.5, "amount_to_mcap_pct": 5.889, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300975", "name": "商络电子", "role": "WATCH", "ret_pct": 1.92, "amount_yi": 38.74, "turnover": null, "market_cap_yi": 214.1, "amount_to_mcap_pct": 18.092, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300263", "name": "隆华科技", "role": "WATCH", "ret_pct": 1.56, "amount_yi": 5.83, "turnover": null, "market_cap_yi": 114.62, "amount_to_mcap_pct": 5.082, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.603596", "name": "伯特利", "role": "WATCH", "ret_pct": 1.51, "amount_yi": 6.22, "turnover": null, "market_cap_yi": 282.85, "amount_to_mcap_pct": 2.198, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300953", "name": "震裕科技", "role": "WATCH", "ret_pct": 0.73, "amount_yi": 11.81, "turnover": null, "market_cap_yi": 253.31, "amount_to_mcap_pct": 4.661, "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": "007512", "sector_name": "新型工业化", "sector_type": "concept_1003", "theme_cluster": "新型工业化", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 97, "valid_member_count": 95, "specificity_score": 0.6879, "raw_heat_score": 54.09, "adjusted_heat_score": 37.21, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.34, "sector_amount_yi": 750.18, "amount_ratio5": 0.887, "sector_rank_today": 72, "near_previous_high": false, "distance_to_previous_high": -0.0831, "next_day_gap_risk": true, "ohlc": { "open": 109.9099, "high": 113.2593, "low": 107.7945, "close": 110.5256, "close_location": 0.4998, "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": 6, "tail_count": 4 }, "structure_quality": "MID_SUPPORTED", "tape_quality": "WEAK", "weak_tape_reasons": [ "NEGATIVE_SECTOR_RET", "LOW_RANK" ], "report_score": 28.13, "stocks": [ { "symbol": "SHSE.603135", "name": "中重科技", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 1.87, "turnover": null, "market_cap_yi": 80.27, "amount_to_mcap_pct": 2.329, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300553", "name": "集智股份", "role": "FRONT", "ret_pct": 10.28, "amount_yi": 4.9, "turnover": null, "market_cap_yi": 59.45, "amount_to_mcap_pct": 8.242, "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.601689", "name": "拓普集团", "role": "MID", "ret_pct": 7.94, "amount_yi": 46.37, "turnover": null, "market_cap_yi": 1174.78, "amount_to_mcap_pct": 3.947, "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": 7.78, "amount_yi": 18.38, "turnover": null, "market_cap_yi": 92.92, "amount_to_mcap_pct": 19.783, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603015", "name": "弘讯科技", "role": "MID", "ret_pct": 7.55, "amount_yi": 2.22, "turnover": null, "market_cap_yi": 50.65, "amount_to_mcap_pct": 4.391, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603082", "name": "北自科技", "role": "MID", "ret_pct": 6.65, "amount_yi": 2.87, "turnover": null, "market_cap_yi": 15.1, "amount_to_mcap_pct": 19.003, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688128", "name": "中国电研", "role": "MID", "ret_pct": 5.33, "amount_yi": 3.08, "turnover": null, "market_cap_yi": 112.77, "amount_to_mcap_pct": 2.727, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": 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3.241604477611948 }, { "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": "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": "observe_only_shadow_alpha", "daily_pct_chg": 6.198966838860187 }, { "symbol": "SZSE.002378", "name": "章源钨业", "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": "EMOTION", "wave": "FIRST", "style": "EMOTION", "amount_state": "strong_expansion", "theme_cluster": "小金属概念", "role": "TAIL", "evidence_grade": "", "eval_status": "observe_boundary_touched", "template_outcome": "observe_only_boundary_touched", "entry_effective": false, "entry_price": null, "close_ret_from_entry_pct": null, "mfe_after_entry_pct": null, "mae_after_entry_pct": null, "capture_ratio": null, "giveback_from_mfe_pct": null, "exit_quality_label": "not_entry", "giveback_label": "not_entry", "missed_momentum_bucket": "not_missed_momentum", "daily_pct_chg": 0.6160830090791158 } ], "entry_based_summary": { "entry_effective_count": 0, "no_entry_count": 30, "observe_boundary_touched": 18, "observe_no_trade": 12 }, "key_triggered": null, "conclusion": "Strict Gate 前日计划有效入场 0 只；先触风险边界后触发 0 只，仅作研究样本；正式踏空动量 0 只；observe_only shadow alpha 8 只。", "entry_win_rate_pct": null, 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"STRUCTURE_WATCH", "sector_ret_pct": 0.12, "report_score": 115.37, "limit_up_count": null, "external_context_covered": false }, { "theme": "AI眼镜", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.32, "report_score": 112.08, "limit_up_count": null, "external_context_covered": false }, { "theme": "玻璃基板", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 2.74, "report_score": 109.69, "limit_up_count": null, "external_context_covered": false }, { "theme": "LED概念", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.17, "report_score": 102.79, "limit_up_count": null, "external_context_covered": false }, { "theme": "荣耀概念", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.31, "report_score": 92.59, "limit_up_count": null, "external_context_covered": false }, { "theme": "超级电容", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.88, "report_score": 92.4, "limit_up_count": null, "external_context_covered": false }, { "theme": "显示技术", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.73, "report_score": 90.44, "limit_up_count": null, "external_context_covered": false }, { "theme": "光纤概念", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.39, "report_score": 89.02, "limit_up_count": null, "external_context_covered": false }, { "theme": "新能源电力链", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.41, "report_score": 120.59, "limit_up_count": null, "external_context_covered": false }, { "theme": "卫星军工信息化", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.17, "report_score": 104.31, "limit_up_count": null, "external_context_covered": false }, { "theme": "无人驾驶", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.2, "report_score": 92.23, "limit_up_count": null, "external_context_covered": false }, { "theme": "燃料电池概念", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.17, "report_score": 82.83, "limit_up_count": null, "external_context_covered": false }, { "theme": "华为汽车", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.07, "report_score": 50.1, "limit_up_count": null, "external_context_covered": false }, { "theme": "超清视频", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.2, "report_score": 44.25, "limit_up_count": null, "external_context_covered": false }, { "theme": "飞行汽车(eVTOL)", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.25, "report_score": 34.25, "limit_up_count": null, "external_context_covered": false }, { "theme": "新型工业化", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.34, "report_score": 28.13, "limit_up_count": null, "external_context_covered": false } ] }, "risk_findings": [ { "risk": "外部资讯覆盖不完整", "severity": "warning", "detail": "strict_v1/search_notes 仅覆盖 1/24 个 evidence 主题；未覆盖主题不得借外部资讯确认。", "uncovered_themes": [ "OLED", "半导体材料设备", "通信技术", "消费电子概念", "光刻机(胶)", "AI算力基础设施", "中芯概念", "机器人智能制造", "AI眼镜", "玻璃基板", "LED概念", "荣耀概念", "超级电容", "显示技术", "光纤概念", "新能源电力链", "卫星军工信息化", "无人驾驶", "燃料电池概念", "华为汽车" ], "action": "require_confirmation" }, { "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/20260604_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 partial，仅覆盖：AI光通信链（光通信模块）", "V2 Shadow 已由 strict_v1 派生，仍有 23/24 个 evidence 主题未被外部资讯覆盖" ] }, "lesson_registry_summary": [ { "lesson_id": "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY", "status": "confirmed_logic_rule", "description": "先触风险边界后触发不计入有效入场" }, { "lesson_id": "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY", "status": "confirmed_logic_rule", "description": "ambiguous trigger 不纳入 clean entry 统计" }, { "lesson_id": "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE", "status": "pending", "reason": "今日仍无 clean trigger 样本，需 30-60 日滚动验证" }, { "lesson_id": "RECLAIM_NO_INVALID_PRIMARY_TRIGGER", "status": "pending", "reason": "今日仍无 reclaim 样本" }, { "lesson_id": "MISSED_MOMENTUM_OPPORTUNITY_COST", "status": "pending", "reason": "formal_missed=0（无正式计划），需等有 active/conditional 计划日再统计" }, { "lesson_id": "OBSERVE_ONLY_SHADOW_ALPHA", "status": "pending", "reason": "今日 8 只 shadow alpha 分布在 5 个主题，不形成集中信号" }, { "lesson_id": "CAPTURE_GIVEBACK_EXIT_QUALITY", "status": "pending", "reason": "今日无 entry_effective 样本，需积累 T+N 样本" }, { "lesson_id": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "status": "pending", "reason": "3 单 price_above_exec_high，需 >5 日样本验证" }, { "lesson_id": "LIMIT_LOCKED_UNTRADABLE", "status": "pending", "reason": "1 单涨停锁死，作为规则级确认" } ], "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", "WATCH_POOL_PAPER_ENTRY_EXISTS", "PAPER_ENTRY_WEAK_EOD_FOLLOW_THROUGH", "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "LIMIT_LOCKED_UNTRADABLE" ], "confirmed_lessons": [ { "lesson_id": "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY", "reason": "逻辑规则已确认" }, { "lesson_id": "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY", "reason": "逻辑规则已确认，不需要额外样本" }, { "lesson_id": "LIMIT_LOCKED_UNTRADABLE", "reason": "规则级确认：涨停锁死不得假设买入" } ], "invalidated_lessons": [], "pending_lessons": [ { "lesson_id": "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE", "reason": "仅1个交易日样本（新能泰山），今日仍无新样本，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": "MISSED_MOMENTUM_OPPORTUNITY_COST", "reason": "2个样本不足以形成稳定结论，今日 formal_missed=0，需10日滚动统计" }, { "lesson_id": "OBSERVE_ONLY_SHADOW_ALPHA", "reason": "6+8个样本但分布在5个以上不同主题，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，今日仍无新样本，需T+N统计后再定规则" }, { "lesson_id": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "reason": "3单price_above_exec_high，需>5个交易日样本验证" }, { "lesson_id": "PAPER_ENTRY_WEAK_EOD_FOLLOW_THROUGH", "reason": "样本不足，需多日验证" }, { "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": "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" }, { "lesson_id": "POSITION_SIZING_TARGET_PCT_ENABLED", "reason": "本机模拟盘样本：本机模拟盘已从固定 100 股改为按目标仓位测算，且总仓上限按盘中市场温度动态调整。；active=12.0%, watch=5.0%, single_cap=20.0%, total_cap=60.0%, regime=None" }, { "lesson_id": "POSITION_RISK_TRIGGERED", "reason": "本机模拟盘样本：已有持仓触发了本机模拟盘持仓风控，需要纳入日报复盘而不是只看新开仓。；天孚通信 持仓亏损达到 3% 止损线 pnl=-4.91%" }, { "lesson_id": "RISK_EXIT_PENDING_OR_UNFILLED", "reason": "本机模拟盘样本：持仓风控已产生退出信号，但尚未形成成交样本。；risk_exit_signals=1, risk_exit_orders=0, risk_exit_filled=0" } ], "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机会成本统计", "建立T+N outcome panel（T+1/T+2/T+3/T+5）", "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", "验证STATIC_TRIGGER_TOO_LOW假设是否需要调整动态触发价机制", "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": "2026-06-04" }, "next_day_key_watch": [ { "theme": "AI光通信链（唯一 near_triggered）", "reason": "唯一conditional标的富信科技所在主题，需等VWAP回踩确认", "watch_symbols": [ "SHSE.688662(富信科技)", "SZSE.300308(中际旭创)", "SHSE.600487(亨通光电)", "SZSE.002384(东山精密-风险验证)" ], "upgrade_condition": "富信科技VWAP回踩确认 + 主题板块不弱 + 中军中际旭创维持趋势" }, { "theme": "AI算力基础设施", "reason": "5只标的被降为observe但含3只A级放量标的(英威腾、拓普集团、中航光电)", "watch_symbols": [ "SZSE.002334(英威腾)", "SHSE.601689(拓普集团)", "SZSE.002179(中航光电)" ], "upgrade_condition": "板块涨幅>2% + 涨停数增加 + theme consistency 从 weak→valid" }, { "theme": "中芯概念", "reason": "金宏气体连续两日 shadow alpha，神工股份+3.37%", "watch_symbols": [ "SHSE.688106(金宏气体)", "SHSE.688233(神工股份)" ], "upgrade_condition": "板块连续3日强势 + 前排出现涨停" } ], "active_plan_focus": [], "conditional_plan_focus": [ { "symbol": "SHSE.688662", "name": "富信科技", "theme": "AI光通信链", "layer": "near_triggered_sectors", "role": "MID", "template": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_condition": "回踩 VWAP 参考区(88.31-92.05)后重新站回 VWAP 90.65；必须有日内承接确认", "entry_zone": { "reference": 90.65, "zone_low": 88.31, "zone_high": 92.05 }, "invalid_price": 87.38, "chase_ceiling": 95.6, "technical_grade": "B", "amount_state": "normal", "today_pct_chg": 6.51, "intraday_confirmations_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "跌破 87.38(invalid)", "跳空高开>92.05不回踩", "突破 95.6 不追", "AI光通信链板块跌>1.5%或中军破位" ] } ], "risk_flags": [ "上涨家数仅25.19%，多数个股偏弱，追高风险大", "东山精密子公司索尔思光电业绩存在不确定性（external_context risk_note）", "外部资讯仅覆盖1/24 theme，23个主题无外部确认，活跃度判断仅依赖GM evidence", "项目 Gemini Search/grounding 资讯层不稳定", "光纤概念上一日走弱（仕佳光子-2%、长进光子-3.4%），主题分化明显", "新能源电力链/飞行汽车等 weak_tape 主题持续退潮" ], "execution_discipline": [ "富信科技：等VWAP回踩<88.31-92.05→重新站回90.65→日内承接确认→主题不弱，四者缺一即放弃", "不追高：富信科技>95.6放弃；不抢集合竞价；不在集合竞价阶段判断VWAP回踩", "不临时升级observe_only：29只观察池拉升只记录shadow，不改正式计划", "主题转弱即停：AI光通信链板块跌>1.5%或中军破位→富信科技conditional也放弃", "观察AI光通信链整体开盘方向：中际旭创、亨通光电作为主题情绪锚", "V8灰度conditional仅用于模拟盘验证，不得当作生产计划执行" ], "gm_sector_coverage_audit": { "status": "ok", "path": "reports/audit/20260604_gm_sector_coverage_audit.json", "anomalies": [], "coverage_note": "系统 24 个 evidence 主题与互联网热点在 AI光通信链 方向一致。其余 23 个主题外部信息为零，非系统遗漏而是未出现催化级事件或外部搜索未覆盖。" }, "cross_verification_summary": { "internet_hotspot": "AI光通信链/CPO/光模块（英伟达CPO量产是核心催化）", "system_coverage": "AI光通信链 已被系统捕获为 near_triggered 且为唯一 conditional", "coverage_gap": "OLED(评分最高166.31但无外部资讯)、玻璃基板(涨+2.74%但无外部资讯)", "note": "覆盖缺口主要原因: GM SDK 覆盖限制 + 命名归一化差异 + 结构未形成" }, "local_paper_learning": { "schema_version": "local_paper_learning_v1", "available": true, "plan_date": "20260603", "trade_date": "20260604", "generated_at": "2026-06-04T23:22:05", "source_files": { "plan": "reports/trade_plan/20260603_active_plan_v2_for_trading.json", "trading_log": "reports/trading/local_paper_trading_log_20260603.json", "eod_review": "reports/trading/local_paper_eod_review_20260604.json", "latest_signals": "reports/trading/local_paper_latest_signals.json", "portfolio_state": "reports/trading/local_paper_portfolio_state.json" }, "summary": { "plan_candidates_total": 21, "plan_active_count": 2, "plan_conditional_count": 19, "signals_total": 21, "orders_total": 5, "orders_active": 0, "orders_watch": 5, "filled_orders": 1, "filled_active_orders": 0, "filled_watch_orders": 1, "unfilled_orders": 4, "rejected_orders": 0, "positions": 3, "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "shadow_mode": true, "order_fill_rate_pct": 20.0, "candidate_fill_rate_pct": 4.76, "account_total_value": 997483.0, "account_total_pnl_pct": -0.25169999999999915, "account_unrealized_pnl": -2517.0000000000014, "risk_exit_signals": 1, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 0, "position_risk_event_count": 1, "sizing_enabled": true, "active_target_pct": 12.0, "shadow_active_target_pct": 10.0, "watch_target_pct": 5.0, "max_single_position_pct": 20.0, "max_total_position_pct": 60.0, "max_shadow_total_position_pct": 35.0, "base_max_total_position_pct": null, "dynamic_total_cap_regime": null, "dynamic_total_cap_reason": null }, "status_counts": { "UNFILLED": 4, "FILLED": 1 }, "scope_counts": { "conditional_watch": 5 }, "unfilled_reason_counts": { "price_above_exec_high": 3, "limit_up_locked_no_ask": 1 }, "filled_orders": [ { "ts": "2026-06-04T14:26:14", "symbol": "SZSE.000657", "name": "中钨高新", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "小金属概念", "template_key": "BREAK_PREV_HIGH", "status": "FILLED", "side": "BUY", "qty": 100, "price": 73.8, "amount": 7380.0, "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": 73.16, "exec_low": 73.16, "exec_high": 74.26, "dynamic_exec_high": null, "invalid_price": 67.674, "intraday_vwap": 72.5442, "quote_last": 73.8, "price_vs_vwap_pct": 1.7311, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "amount_yi": 1.2391, "amount_floor_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05 }, 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production active。" }, { "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=3", "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。" }, { "lesson_id": "POSITION_SIZING_TARGET_PCT_ENABLED", "status": "confirmed_runtime_change", "finding": "本机模拟盘已从固定 100 股改为按目标仓位测算，且总仓上限按盘中市场温度动态调整。", "evidence": "active=12.0%, watch=5.0%, single_cap=20.0%, total_cap=60.0%, regime=None", "action": "Hermes 每日必须复盘动态总仓是否匹配行情强弱，以及是否受总仓/现金/影子仓位限制。" }, { "lesson_id": "POSITION_RISK_TRIGGERED", "status": "confirmed_runtime_event", "finding": "已有持仓触发了本机模拟盘持仓风控，需要纳入日报复盘而不是只看新开仓。", "evidence": "天孚通信 持仓亏损达到 3% 止损线 pnl=-4.91%", "action": "Hermes 必须判断风控触发是策略错误、个股走弱、还是 T+1/行情陈旧导致无法执行。" }, { "lesson_id": "RISK_EXIT_PENDING_OR_UNFILLED", "status": "pending", "finding": "持仓风控已产生退出信号，但尚未形成成交样本。", "evidence": "risk_exit_signals=1, risk_exit_orders=0, risk_exit_filled=0", "action": "继续核对是否因收盘后行情陈旧、T+1、或卖出撮合条件导致未执行。" } ], "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、单票限制、动态总仓上限、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": { "execution_summary": "2026-06-04 模拟盘执行：5单中成交1单（中钨高新 conditional_watch），4单未成交（3 price_above_exec_high + 1 limit_up_locked）。账户总值997,483（-0.25%），3只持仓。交易模式OBSERVE_ONLY/shadow_mode。", "signal_quality_review": "信号来自V8灰度对照层的conditional_watch观察池，非V1.1正式计划。信号质量整体偏弱——多为结构观察主题中的条件触发，非near_triggered主线的主动信号。", "operation_quality_review": "5单仅成交1单（20%填充率），3单因触发时价格已高于执行上沿而无法成交。这说明静态昨高触发价在趋势上行日可能偏低。中钨高新成交价73.80高于VWAP 72.54（+1.73%），分钟K能量确认通过，成交质量可接受。", "position_sizing_review": "shadow mode 下仓位保守（max_total=35%），中钨高新仓位占总值0.75%，远低于上限。仓位管理保守合理。", "risk_control_review": "1个risk_exit_signal，未触发强制平仓。T+1限制下持仓风控正常运作。", "good_lessons": [ "分钟K能量确认机制运作正常（中钨高新 5分钟窗口 1.24亿 > 0.5亿门槛）", "shadow/watch 样本在 OBSERVE_ONLY 模式下正确标记为 conditional_watch，未与生产计划混淆" ], "mistake_lessons": [ 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"weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.34, "report_score": 28.13, "limit_up_count": null, "external_context_covered": false } ] }, "risk_findings": [ { "risk": "外部资讯覆盖不完整", "severity": "warning", "detail": "strict_v1/search_notes 仅覆盖 1/24 个 evidence 主题；未覆盖主题不得借外部资讯确认。", "uncovered_themes": [ "OLED", "半导体材料设备", "通信技术", "消费电子概念", "光刻机(胶)", "AI算力基础设施", "中芯概念", "机器人智能制造", "AI眼镜", "玻璃基板", "LED概念", "荣耀概念", "超级电容", "显示技术", "光纤概念", "新能源电力链", "卫星军工信息化", "无人驾驶", "燃料电池概念", "华为汽车" ], "action": "require_confirmation" }, { "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." }, "external_context_v2_shadow_quality": "partial_from_strict_v1", "gm_sector_coverage_audit_summary": { "loaded": true, "path": "reports/audit/20260604_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": 6, "strict_plan_hits": 1, "explanation": "entered_strict_plan: {'observe_only': 1}" }, { "theme": "光刻胶/光刻机", "internet_mentions": 0, "gm_probe_hits": 2, "evidence_sector_hits": 4, "candidate_pool_hits": 28, "strict_plan_hits": 1, "explanation": "entered_strict_plan: {'observe_only': 1}" }, { "theme": "MLCC", "internet_mentions": 0, "gm_probe_hits": 4, "evidence_sector_hits": 4, "candidate_pool_hits": 10, "strict_plan_hits": 1, "explanation": "entered_strict_plan: {'observe_only': 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": 8, "strict_plan_hits": 0, "explanation": "in_candidate_pool_but_not_strict: pools={'observe_only': 8}, layers={'weak_tape_structure_sectors': 8}" }, { "theme": "机器人", "internet_mentions": 0, "gm_probe_hits": 2, "evidence_sector_hits": 3, "candidate_pool_hits": 13, "strict_plan_hits": 3, "explanation": "entered_strict_plan: {'observe_only': 3}" } ], "boundary_note": "GM coverage audit is report/cross-verification only; it cannot upgrade or downgrade Strict Gate." }, "code_iteration_backlog": { "schema_version": "daily_code_iteration_backlog_v1", "trade_date": "20260604", "generated_at": "2026-06-04T23:22:05", "source_summary": "reports/json/20260604_agent_summary_v2.json", "source_learning": "reports/trading/local_paper_learning_20260604.json", "status": "no_immediate_code_fix", "open_count": 0, "code_change_open_count": 0, "gray_validate_count": 2, "preserve_count": 5, "covered_count": 7, "items": [ { "lesson_id": "LIMIT_LOCKED_UNTRADABLE", "title": "涨停锁死/卖盘不足不能假设买入", "type": "microstructure_rule", "iteration_action": "preserve", "priority": "P0", "status": "implemented_and_tested", "evidence": "limit_up_locked_no_ask=1", "decision": "保留硬阻断；不得为了提高成交数而绕过卖盘不足约束。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/sim_broker.py", "local_paper_runtime/tests/test_sim_broker.py" ], "next_action": "若测试缺失，补单测；若已覆盖，仅继续统计 active_but_untradable。" }, { "lesson_id": "POSITION_RISK_TRIGGERED", "title": "已有持仓风控要进入每日迭代", "type": "risk_control", "iteration_action": "preserve", "priority": "P0", "status": "implemented_monitoring", "evidence": "position_risk_event_count=1", "decision": "每日复盘不能只看新开仓，也要看持仓止损、T+1、行情陈旧锁定。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/position_risk_engine.py", "scripts/build_local_paper_learning_block.py" ], "next_action": "若连续出现风险信号但无卖出成交，单独复查 T+1、报价陈旧和卖出撮合条件。" }, { "lesson_id": "MINUTE_ENERGY_CONFIRMATION", "title": "分钟K能量确认有效", "type": "execution_guard", "iteration_action": "preserve", "priority": "P1", "status": "implemented_monitoring", "evidence": "中钨高新 5分钟窗口 1.24亿 > 0.5亿门槛。", "decision": "继续保留分钟K能量确认；后续观察是否过严导致错过强趋势票。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/opportunity_state_machine.py", "local_paper_runtime/tests/test_minute_energy.py" ], "next_action": "日报继续统计每笔成交/未成交的 minute_energy.passed 与成交后表现。" }, { "lesson_id": "POSITION_SIZING_TARGET_PCT_ENABLED", "title": "目标仓位与动态总仓机制继续保留", "type": "position_sizing", "iteration_action": "preserve", "priority": "P1", "status": "preserved_monitoring", "evidence": "active=12.0%, watch=5.0%, single_cap=20.0%, total_cap=60.0%", "decision": "仓位不再固定 100 股；继续按行情温度、总仓和单票上限动态测算。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/position_sizing.py", "scripts/start_local_paper_runtime_scheduled.sh" ], "next_action": "每日复盘动态总仓是否匹配市场强弱，尤其检查强行情是否仓位过低。" }, { "lesson_id": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "title": "强趋势日静态触发价/执行上沿偏低", "type": "strategy_gray_experiment", "iteration_action": "gray_validate", "priority": "P1", "status": "gray_experiment_active", "evidence": "price_above_exec_high=3", "decision": "不直接放宽追高；继续用动态 VWAP 锚 + 分钟K能量确认做灰度验证。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/signal_contract.py", "local_paper_runtime/src/local_paper_runtime/opportunity_state_machine.py", "scripts/start_local_paper_runtime_scheduled.sh", "local_paper_runtime/tests/test_signal_contract.py", "local_paper_runtime/tests/test_minute_energy.py" ], "next_action": "连续 5 个交易日统计 price_above_exec_high、dynamic_exec_high 使用次数、成交后 T+1/T+3 表现，再决定是否调 VWAP band。" }, { "lesson_id": "VWAP_DYNAMIC_ANCHOR_REPLACES_STATIC_TRIGGER", "title": "VWAP 动态锚点替代静态触发", "type": "strategy_gray_experiment", "iteration_action": "gray_validate", "priority": "P1", "status": "observe_more_samples", "evidence": "富信科技 VWAP_RECLAIM 模板已进入 6/5 条件观察。", "decision": "保持 VWAP 回踩重启模板，不把所有直拉突破都升级成可买。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/signal_contract.py", "scripts/build_local_paper_learning_block.py" ], "next_action": "积累 5+ 次 VWAP_RECLAIM 样本，比较回踩确认 vs 直拉突破的成交后表现。" }, { "lesson_id": "WATCH_POOL_PAPER_ENTRY_EXISTS", "title": "观察池成交样本要保留并跟踪 T+N 表现", "type": "signal_quality_tracking", "iteration_action": "preserve", "priority": "P1", "status": "preserved_monitoring", "evidence": "filled_watch_orders=1", "decision": "观察池真实模拟成交是有效研究样本，但不能反推为生产 active。", "code_paths": [ "scripts/build_local_paper_learning_block.py", "web_dashboard/assets/dashboard.js" ], "next_action": "继续记录 watch 成交后 T+1/T+3 表现，判断观察池是否应形成下一版升档规则。" } ] } }