{ "trade_date": "2026-06-05", "next_trade_date": "2026-06-08", "source": "deterministic_report_builder_v1_after_pipeline_outputs", "report_generation": { "source": "deterministic_fallback", "model": null, "provider": null, "manifest": null, "fallback_used": true, "status": "success", "previous_source": "deterministic_report_builder_v1_after_pipeline_outputs", "annotated_at": "2026-06-05T21:28:45", "note": "Hermes/DeepSeek V4 writer did not complete within the operational wait window; deterministic fallback used for continuity. Hermes input and prompt were generated and preserved." }, "not_recommendation": true, "external_context_quality": "Gemini strict_v1=partial; External Context V2 Shadow=partial_from_strict_v1 source=build_v2_shadow_from_strict_v1; Airtap/X=None kept=None quality=None; cross_verification_json_loaded=False", "external_context_v2_shadow_summary": { "available": true, "external_context_quality": "partial_from_strict_v1", "quality": "partial_from_strict_v1", "source": "build_v2_shadow_from_strict_v1", "strict_v1_quality": "partial", "strict_v1_search_scope": "compact_theme_and_representative_stocks", "strict_v1_covered_themes": [ "柔性屏", "玻璃基板" ], "coverage": { "total_evidence_themes": 24, "covered_theme_count": 2, "uncovered_theme_count": 22, "coverage_ratio": 0.0833, "covered_themes": [ "柔性屏(折叠屏)", "玻璃基板" ], "uncovered_themes": [ "机器人智能制造", "题材股", "卫星军工信息化", "无人机", "虚拟现实", "新型工业化", "元宇宙概念", "新零售", "数字孪生", "在线教育", "文娱消费", "内贸流通", "AI应用", "医疗器械概念", "数字经济", "超清视频", "大飞机", "AI智能体", "工业互联", "铁路基建", "微利股", "边缘计算" ], "theme_rows": [ { "theme": "柔性屏(折叠屏)", "bucket": "near_triggered", "state": "NEAR_TRIGGERED", "sector_ret_pct": 1.72, "report_score": 135.05, "limit_up_count": null, "external_context_covered": true }, { "theme": "玻璃基板", "bucket": "near_triggered", "state": "NEAR_TRIGGERED", "sector_ret_pct": 2.5, "report_score": 120.33, "limit_up_count": null, "external_context_covered": true }, { "theme": "机器人智能制造", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.74, "report_score": 163.0, "limit_up_count": null, "external_context_covered": false }, { "theme": "题材股", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.95, "report_score": 144.47, "limit_up_count": null, "external_context_covered": false }, { "theme": "卫星军工信息化", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.07, "report_score": 141.4, "limit_up_count": null, "external_context_covered": false }, { "theme": "无人机", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.1, "report_score": 139.87, "limit_up_count": null, "external_context_covered": false }, { "theme": "虚拟现实", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.05, "report_score": 125.6, "limit_up_count": null, "external_context_covered": false }, { "theme": "新型工业化", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.6, "report_score": 125.18, "limit_up_count": null, "external_context_covered": false }, { "theme": "元宇宙概念", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.04, "report_score": 95.86, "limit_up_count": null, "external_context_covered": false }, { "theme": "新零售", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.07, "report_score": 92.42, "limit_up_count": null, "external_context_covered": false }, { "theme": "数字孪生", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.72, "report_score": 89.96, "limit_up_count": null, "external_context_covered": false }, { "theme": "在线教育", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.4, "report_score": 83.9, "limit_up_count": null, "external_context_covered": false }, { "theme": "文娱消费", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.13, "report_score": 68.1, "limit_up_count": null, "external_context_covered": false }, { "theme": "内贸流通", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.03, "report_score": 65.45, "limit_up_count": null, "external_context_covered": false }, { "theme": "AI应用", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.71, "report_score": 107.56, "limit_up_count": null, "external_context_covered": false }, { "theme": "医疗器械概念", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.81, "report_score": 101.64, "limit_up_count": null, "external_context_covered": false }, { "theme": "数字经济", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.92, "report_score": 99.8, "limit_up_count": null, "external_context_covered": false }, { "theme": "超清视频", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.89, "report_score": 85.13, "limit_up_count": null, "external_context_covered": false }, { "theme": "大飞机", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.88, "report_score": 83.87, "limit_up_count": null, "external_context_covered": false }, { "theme": "AI智能体", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.8, "report_score": 82.06, "limit_up_count": null, "external_context_covered": false }, { "theme": "工业互联", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.82, "report_score": 77.35, "limit_up_count": null, "external_context_covered": false }, { "theme": "铁路基建", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.96, "report_score": 73.57, "limit_up_count": null, "external_context_covered": false }, { "theme": "微利股", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.89, "report_score": 67.03, "limit_up_count": null, "external_context_covered": false }, { "theme": "边缘计算", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.81, "report_score": 63.87, "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 2/24 个 evidence 主题；未覆盖主题不得借外部资讯确认。", "uncovered_themes": [ "机器人智能制造", "题材股", "卫星军工信息化", "无人机", "虚拟现实", "新型工业化", "元宇宙概念", "新零售", "数字孪生", "在线教育", "文娱消费", "内贸流通", "AI应用", "医疗器械概念", "数字经济", "超清视频", "大飞机", "AI智能体", "工业互联", "铁路基建" ], "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." }, "gm_sector_coverage_audit_summary": { "loaded": true, "path": "reports/audit/20260605_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": 0, "strict_plan_hits": 0, "explanation": "in_evidence_only: sectors={'filtered_noise_sectors': 1}, stock_sections={}" }, { "theme": "光刻胶/光刻机", "internet_mentions": 0, "gm_probe_hits": 0, "evidence_sector_hits": 0, "candidate_pool_hits": 0, "strict_plan_hits": 0, "explanation": "in_evidence_only: sectors={}, stock_sections={'structure_watch_sectors': 1, 'watch_sectors': 1, 'generic_context_sectors': 2}" }, { "theme": "MLCC", "internet_mentions": 0, "gm_probe_hits": 3, "evidence_sector_hits": 2, "candidate_pool_hits": 0, "strict_plan_hits": 0, "explanation": "in_evidence_only: sectors={'filtered_noise_sectors': 2}, stock_sections={}" }, { "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": 0, "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}" }, { "theme": "机器人", "internet_mentions": 0, "gm_probe_hits": 2, "evidence_sector_hits": 3, "candidate_pool_hits": 19, "strict_plan_hits": 9, "explanation": "entered_strict_plan: {'observe_only': 9}" } ], "boundary_note": "GM coverage audit is report/cross-verification only; it cannot upgrade or downgrade Strict Gate." }, "x_kol_shadow_summary": { "available": null, "source": null, "input_count": null, "kept_count": null, "rejected_count": null, "quality": null, "use_in_report": "require_confirmation / cross verification only; cannot upgrade or downgrade Strict Gate" }, "strict_plan_counts": { "active_plan": 0, "conditional_plan": 2, "observe_only": 28, "status_counts": { "strict_structure_watch_to_observe": 28, "strict_near_triggered_conditional": 2 } }, "market_summary": { "regime": "MIXED", "regime_subtype": "STRUCTURAL_MARKET", "regime_score": 54, "regime_level": "结构性分化市场，只适合聚焦最强主线", "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": "STRUCTURAL_MARKET", "score": 54, "level": "结构性分化市场，只适合聚焦最强主线", "reasons": [ "主要指数平均跌幅约-1.69%，指数层偏弱", "创业板指跌幅-3.20%，成长风格承压", "下跌股票成交额占比较高，方向成交额代理偏风险回避", "全市场成交额约30484亿，流动性绝对水平较高" ] }, "theme_opportunity_regime": { "regime": "MIXED", "subtype": "STRUCTURAL_THEME", "score": 55.0, "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": "仅存在局部结构性机会", "reasons": [ "涨停74只，局部情绪仍有活跃度", "最高连板达到5板，短线情绪并未完全冰点" ] }, "trade_mode": "SELECTIVE_ONLY", "data_quality": "OK", "indices": { "shanghai": { "symbol": "SHSE.000001", "name": "上证指数", "ret_pct": -0.74, "close": 4027.74, "amount_yi": 13638.88 }, "shenzhen": { "symbol": "SZSE.399001", "name": "深证成指", "ret_pct": -2.21, "close": 15314.7, "amount_yi": 17053.04 }, "chinext": { "symbol": "SZSE.399006", "name": "创业板指", "ret_pct": -3.2, "close": 3957.93, "amount_yi": 8210.35 }, "csi300": { "symbol": "SHSE.000300", "name": "沪深300", "ret_pct": -1.79, "close": 4816.92, "amount_yi": 8398.64 }, "csi500": { "symbol": "SHSE.000905", "name": "中证500", "ret_pct": -1.26, "close": 8251.14, "amount_yi": 6122.46 }, "csi1000": { "symbol": "SHSE.000852", "name": "中证1000", "ret_pct": -0.94, "close": 8340.96, "amount_yi": 6647.79 }, "bse50": { "symbol": "BJSE.899050", "name": "北证50", "ret_pct": null, "close": null, "amount_yi": null } }, "breadth_detail": { "up_count": 2895, "down_count": 1988, "flat_count": 114, "total_count": 4997, "up_ratio": 0.5793, "down_ratio": 0.3978, "avg_ret_pct": 0.2735, "median_ret_pct": 0.4264 }, "return_distribution": { "up_0_1_count": 1092, "up_1_3_count": 1255, "up_3_5_count": 295, "up_5_9_count": 148, "up_9_plus_count": 105, "limit_up_count": 74, "down_0_1_count": 631, "down_1_3_count": 790, "down_3_5_count": 337, "down_5_9_count": 198, "down_9_plus_count": 32, "limit_down_count": 12 }, "limit_activity": { "limit_up_count": 74, "limit_down_count": 12, "limit_up_down_ratio": 6.1667 }, "limit_ladder": { "max_consecutive_limit_up": 5, "ladder": [ { "days": 5, "stocks": [ { "symbol": "SHSE.600403", "name": "大有能源", "ret_pct": 10.0, "amount_yi": 16.82, "consecutive_limit_up": 5 } ] }, { "days": 3, "stocks": [ { "symbol": "SHSE.603135", "name": "中重科技", "ret_pct": 10.04, "amount_yi": 4.64, "consecutive_limit_up": 3 } ] }, { "days": 2, "stocks": [ { "symbol": "SZSE.000520", "name": "凤凰航运", "ret_pct": 10.05, "amount_yi": 1.75, "consecutive_limit_up": 2 }, { "symbol": "SZSE.003036", "name": "泰坦股份", "ret_pct": 10.01, "amount_yi": 13.4, "consecutive_limit_up": 2 }, { "symbol": "SHSE.600293", "name": "三峡新材", "ret_pct": 10.0, "amount_yi": 8.14, "consecutive_limit_up": 2 }, { "symbol": "SHSE.603500", "name": "祥和实业", "ret_pct": 9.98, "amount_yi": 0.66, "consecutive_limit_up": 2 } ] } ], "ladder_state": "HAS_HIGH_BOARD" }, "liquidity": { "market_amount_yi": 30483.86, "prev_market_amount_yi": 27382.93, "amount_change_yi": 3100.93, "amount_change_pct": 11.32, "amount_ma5_yi": 29548.79, "amount_ma20_yi": 30979.52, "amount_ratio5": 1.0316, "amount_ratio20": 0.984, "amount_percentile_60d": 0.7111, "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": 11776.02, "down_amount_yi": 18455.04, "flat_amount_yi": 252.8, "up_amount_ratio": 0.3863, "down_amount_ratio": 0.6054, "strong_up_amount_yi": 5273.32, "strong_down_amount_yi": 11409.78, "bias": "RISK_OFF" }, "sector_heat": { "near_triggered_count": 2, "structure_watch_count": 12, "weak_tape_structure_count": 10, "top_rising_business_sectors": [ { "sector_name": "机器人执行器", "theme_cluster": "机器人智能制造", "state": "STRUCTURE_WATCH", "sector_ret_pct": 3.9, "sector_rank_today": 1, "tape_quality": "STRONG", "limit_up_count": 2, "mid_count": 9, "tail_count": 8, "report_score": 119.71 }, { "sector_name": "减速器", "theme_cluster": "机器人智能制造", "state": "STRUCTURE_WATCH", "sector_ret_pct": 3.71, "sector_rank_today": 2, "tape_quality": "STRONG", "limit_up_count": 6, "mid_count": 14, "tail_count": 18, "report_score": 155.67 }, { "sector_name": "玻璃基板", "theme_cluster": "玻璃基板", "state": "NEAR_TRIGGERED", "sector_ret_pct": 2.5, "sector_rank_today": 3, "tape_quality": "OK", "limit_up_count": 4, "mid_count": 6, "tail_count": 4, "report_score": 120.33 }, { "sector_name": "建筑节能", "theme_cluster": "建筑节能", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 2.47, "sector_rank_today": 4, "tape_quality": "STRONG", "limit_up_count": 6, "mid_count": 1, "tail_count": 5, "report_score": 95.66 }, { "sector_name": "卫星互联网", "theme_cluster": "卫星军工信息化", "state": "STRUCTURE_WATCH", "sector_ret_pct": 2.29, "sector_rank_today": 5, "tape_quality": "OK", "limit_up_count": 3, "mid_count": 14, "tail_count": 13, "report_score": 125.72 }, { "sector_name": "题材股", "theme_cluster": "题材股", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.95, "sector_rank_today": 6, "tape_quality": "OK", "limit_up_count": 11, "mid_count": 8, "tail_count": 6, "report_score": 144.47 }, { "sector_name": "显示技术", "theme_cluster": "显示技术", "state": "NEAR_TRIGGERED", "sector_ret_pct": 1.94, "sector_rank_today": 7, "tape_quality": "OK", "limit_up_count": 3, "mid_count": 5, "tail_count": 5, "report_score": 101.69 }, { "sector_name": "电子竞技", "theme_cluster": "电子竞技", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 1.86, "sector_rank_today": 8, "tape_quality": "OK", "limit_up_count": 2, "mid_count": 1, "tail_count": 3, "report_score": 58.08 }, { "sector_name": "6G概念", "theme_cluster": "6G概念", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 1.81, "sector_rank_today": 9, "tape_quality": "OK", "limit_up_count": 0, "mid_count": 7, "tail_count": 4, "report_score": 64.18 }, { "sector_name": "微盘精选", "theme_cluster": "微盘精选", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 1.77, "sector_rank_today": 10, "tape_quality": "STRONG", "limit_up_count": 0, "mid_count": 1, "tail_count": 6, "report_score": 32.1 } ], "top_falling_business_sectors": [ { "sector_name": "风能", "theme_cluster": "风能", "state": "NO_OUTPUT", "sector_ret_pct": -1.67, "sector_rank_today": 256, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 4, "tail_count": 8, "report_score": 16.23 }, { "sector_name": "PCB", "theme_cluster": "半导体材料设备", "state": "NO_OUTPUT", "sector_ret_pct": -1.28, "sector_rank_today": 252, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 4, "tail_count": 7, "report_score": 15.2 }, { "sector_name": "半导体概念", "theme_cluster": "半导体材料设备", "state": "NO_OUTPUT", "sector_ret_pct": -0.94, "sector_rank_today": 243, "tape_quality": "WEAK", "limit_up_count": 13, "mid_count": 18, "tail_count": 19, "report_score": 105.27 } ], "top_theme_clusters": [ { "theme_cluster": "柔性屏(折叠屏)", "count": 1 }, { "theme_cluster": "玻璃基板", "count": 1 }, { "theme_cluster": "机器人智能制造", "count": 1 }, { "theme_cluster": "题材股", "count": 1 }, { "theme_cluster": "卫星军工信息化", "count": 1 }, { "theme_cluster": "无人机", "count": 1 }, { "theme_cluster": "虚拟现实", "count": 1 }, { "theme_cluster": "新型工业化", "count": 1 } ], "weak_theme_clusters": [ { "theme_cluster": "AI应用", "count": 1 }, { "theme_cluster": "医疗器械概念", "count": 1 }, { "theme_cluster": "数字经济", "count": 1 }, { "theme_cluster": "超清视频", "count": 1 }, { "theme_cluster": "大飞机", "count": 1 }, { "theme_cluster": "AI智能体", "count": 1 }, { "theme_cluster": "工业互联", "count": 1 }, { "theme_cluster": "铁路基建", "count": 1 } ] }, "style_rotation": { "type": "UNKNOWN", "from": null, "to": null, "confidence": "LOW", "reasons": [] }, "external_context": { "available": false, "source": "D:\\sector_wave_agent\\manual_context_2026-06-05.json", "overnight_events": [], "policy_events": [], "key_levels": {}, "review_watchpoints": [] }, "risk_flags": [ "INDEX_WEAKNESS", "GROWTH_STYLE_WEAK", "DIRECTIONAL_AMOUNT_RISK_OFF" ], "support_flags": [ "LIMIT_UP_COUNT_OK", "HIGH_MARKET_AMOUNT", "HAS_NEAR_TRIGGERED_THEME", "HAS_HIGH_BOARD" ], "missing_fields": [ "index_bse50", "manual_context" ], "regime_reasons": [ "主要指数平均跌幅约-1.69%，指数层偏弱", "创业板指跌幅-3.20%，成长风格承压", "下跌股票成交额占比较高，方向成交额代理偏风险回避", "涨停74只，局部情绪仍有活跃度", "全市场成交额约30484亿，流动性绝对水平较高", "最高连板达到5板，短线情绪并未完全冰点" ], "index_ret_pct": -0.74, "breadth": 0.5793, "limit_up_count": 74, "limit_down_count": 12, "market_amount_yi": 30483.86 }, "theme_summary": { "triggered": [], "near_triggered_themes": [ { "theme_cluster": "柔性屏(折叠屏)", "theme_display_name": "柔性屏(折叠屏)（柔性屏(折叠屏)/显示技术）", "primary_sector": "柔性屏(折叠屏)", "primary_sector_code": "007522", "co_primary_sectors": [ "显示技术" ], "theme_state": "NEAR_TRIGGERED", "theme_role": "MAINLINE", "theme_tape_quality": "OK", "theme_report_score": 135.05, "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": 1.72, "primary_sector_rank_today": 14, "limit_up_count": 4, "mid_count": 9, "tail_count": 9, "agent_interpretation_hint": "优先按 theme_display_name 理解主线；primary_sector 只是该主题的量化主承载板块，co_primary_sectors 是同主题共振板块。", "reason": "同主题簇内多个板块具备近触发/强结构，按主题级主线输出，避免单一概念名弱化共振。" }, { "theme_cluster": "玻璃基板", "theme_display_name": "玻璃基板（玻璃基板）", "primary_sector": "玻璃基板", "primary_sector_code": "007537", "co_primary_sectors": [], "theme_state": "NEAR_TRIGGERED", "theme_role": "MAINLINE", "theme_tape_quality": "OK", "theme_report_score": 120.33, "theme_score_meaning": "主题级局部机会存在度，不代表全市场可进攻强度。", "primary_sector_ret_pct": 2.5, "primary_sector_rank_today": 3, "limit_up_count": 4, "mid_count": 6, "tail_count": 4, "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": "007522", "sector_name": "柔性屏(折叠屏)", "sector_type": "concept_1003", "theme_cluster": "柔性屏(折叠屏)", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 74, "valid_member_count": 74, "specificity_score": 0.7271, "raw_heat_score": 110.4, "adjusted_heat_score": 80.27, "state": "NEAR_TRIGGERED", "sector_ret_pct": 1.72, "sector_amount_yi": 1688.68, "amount_ratio5": 1.281, "sector_rank_today": 14, "near_previous_high": true, "distance_to_previous_high": -0.0054, "next_day_gap_risk": true, "ohlc": { "open": 126.2019, "high": 134.5282, "low": 122.5538, "close": 129.4748, "close_location": 0.578, "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", "VOLUME_EXPANSION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 4, "front_only_count": 1, "front_count": 5, "head_count": 4, "mid_count": 9, "tail_count": 9 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 135.05, "stocks": [ { "symbol": "SZSE.300162", "name": "雷曼光电", "role": "LIMIT_HEAD", "ret_pct": 19.95, "amount_yi": 8.45, "turnover": null, "market_cap_yi": 36.0, "amount_to_mcap_pct": 23.483, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002631", "name": "德尔未来", "role": "LIMIT_HEAD", "ret_pct": 10.04, "amount_yi": 3.22, "turnover": null, "market_cap_yi": 59.12, "amount_to_mcap_pct": 5.442, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600552", "name": "凯盛科技", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 29.8, "turnover": null, "market_cap_yi": 205.07, "amount_to_mcap_pct": 14.53, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002387", "name": "维信诺", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 8.27, "turnover": null, "market_cap_yi": 129.17, "amount_to_mcap_pct": 6.402, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300328", "name": "宜安科技", "role": "FRONT", "ret_pct": 12.86, "amount_yi": 28.83, "turnover": null, "market_cap_yi": 151.97, "amount_to_mcap_pct": 18.967, "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.300976", "name": "达瑞电子", "role": "MID", "ret_pct": 9.09, "amount_yi": 6.71, "turnover": null, "market_cap_yi": 80.49, "amount_to_mcap_pct": 8.335, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300136", "name": "信维通信", "role": "MID", "ret_pct": 8.5, "amount_yi": 133.2, "turnover": null, "market_cap_yi": 877.44, "amount_to_mcap_pct": 15.18, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603773", "name": "沃格光电", "role": "MID", "ret_pct": 8.17, "amount_yi": 47.47, "turnover": null, "market_cap_yi": 297.45, "amount_to_mcap_pct": 15.958, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603683", "name": "晶华新材", "role": "MID", "ret_pct": 8.11, "amount_yi": 10.72, "turnover": null, "market_cap_yi": 97.59, "amount_to_mcap_pct": 10.989, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300134", "name": "大富科技", "role": "MID", "ret_pct": 6.58, "amount_yi": 2.76, "turnover": null, "market_cap_yi": 82.05, "amount_to_mcap_pct": 3.37, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300400", "name": "劲拓股份", "role": "MID", "ret_pct": 5.83, "amount_yi": 5.93, "turnover": null, "market_cap_yi": 71.94, "amount_to_mcap_pct": 8.247, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300545", "name": "联得装备", "role": "MID", "ret_pct": 5.68, "amount_yi": 7.05, "turnover": null, "market_cap_yi": 43.18, "amount_to_mcap_pct": 16.332, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300709", "name": "精研科技", "role": "MID", "ret_pct": 5.26, "amount_yi": 9.96, "turnover": null, "market_cap_yi": 76.18, "amount_to_mcap_pct": 13.073, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300812", "name": "易天股份", "role": "MID", "ret_pct": 5.02, "amount_yi": 5.21, "turnover": null, "market_cap_yi": 49.47, "amount_to_mcap_pct": 10.528, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301128", "name": "强瑞技术", "role": "TAIL", "ret_pct": 4.86, "amount_yi": 20.51, "turnover": null, "market_cap_yi": 211.4, "amount_to_mcap_pct": 9.704, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301387", "name": "光大同创", "role": "TAIL", "ret_pct": 4.59, "amount_yi": 4.94, "turnover": null, "market_cap_yi": 41.43, "amount_to_mcap_pct": 11.931, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000725", "name": "京东方A", "role": "TAIL", "ret_pct": 4.55, "amount_yi": 356.85, "turnover": null, "market_cap_yi": 2336.77, "amount_to_mcap_pct": 15.271, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300433", "name": "蓝思科技", "role": "TAIL", "ret_pct": 4.51, "amount_yi": 102.99, "turnover": null, "market_cap_yi": 2266.68, "amount_to_mcap_pct": 4.544, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000050", "name": "深天马A", "role": "TAIL", "ret_pct": 4.49, "amount_yi": 9.45, "turnover": null, "market_cap_yi": 209.72, "amount_to_mcap_pct": 4.507, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600203", "name": "福日电子", "role": "TAIL", "ret_pct": 3.69, "amount_yi": 6.65, "turnover": null, "market_cap_yi": 76.55, "amount_to_mcap_pct": 8.681, "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": "007597", "sector_name": "显示技术", "theme_cluster": "显示技术", "state": "NEAR_TRIGGERED", "sector_rank_today": 7, "sector_ret_pct": 1.94, "adjusted_heat_score": 60.71, "limit_up_count": 3, "front_count": 3, "mid_count": 5, "tail_count": 5, "tape_quality": "OK", "weak_tape_reasons": [], "reason": "core_overlap:6;jaccard:0.38" } ] }, { "sector_code": "007537", "sector_name": "玻璃基板", "sector_type": "concept_1003", "theme_cluster": "玻璃基板", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 38, "valid_member_count": 38, "specificity_score": 0.8094, "raw_heat_score": 94.23, "adjusted_heat_score": 76.27, "state": "NEAR_TRIGGERED", "sector_ret_pct": 2.5, "sector_amount_yi": 1439.68, "amount_ratio5": 1.216, "sector_rank_today": 3, "near_previous_high": true, "distance_to_previous_high": 0.0181, "next_day_gap_risk": true, "ohlc": { "open": 152.4939, "high": 164.6861, "low": 147.7365, "close": 157.4469, "close_location": 0.5729, "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", "VOLUME_EXPANSION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 4, "front_only_count": 1, "front_count": 5, "head_count": 4, "mid_count": 6, "tail_count": 4 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 120.33, "stocks": [ { "symbol": "SZSE.300162", "name": "雷曼光电", "role": "LIMIT_HEAD", "ret_pct": 19.95, "amount_yi": 8.45, "turnover": null, "market_cap_yi": 36.0, "amount_to_mcap_pct": 23.483, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002983", "name": "芯瑞达", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 1.81, "turnover": null, "market_cap_yi": 31.83, "amount_to_mcap_pct": 5.692, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600714", "name": "金瑞矿业", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 6.88, "turnover": null, "market_cap_yi": 94.81, "amount_to_mcap_pct": 7.252, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600552", "name": "凯盛科技", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 29.8, "turnover": null, "market_cap_yi": 205.07, "amount_to_mcap_pct": 14.53, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688559", "name": "海目星", "role": "FRONT", "ret_pct": 11.35, "amount_yi": 20.18, "turnover": null, "market_cap_yi": 169.62, "amount_to_mcap_pct": 11.895, "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.603773", "name": "沃格光电", "role": "MID", "ret_pct": 8.17, "amount_yi": 47.47, "turnover": null, "market_cap_yi": 297.45, "amount_to_mcap_pct": 15.958, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300752", "name": "隆利科技", "role": "MID", "ret_pct": 7.78, "amount_yi": 4.84, "turnover": null, "market_cap_yi": 34.32, "amount_to_mcap_pct": 14.1, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600707", "name": "彩虹股份", "role": "MID", "ret_pct": 6.94, "amount_yi": 46.34, "turnover": null, "market_cap_yi": 420.12, "amount_to_mcap_pct": 11.03, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688170", "name": "德龙激光", "role": "MID", "ret_pct": 6.72, "amount_yi": 8.91, "turnover": null, "market_cap_yi": 82.84, "amount_to_mcap_pct": 10.757, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002962", "name": "五方光电", "role": "MID", "ret_pct": 6.13, "amount_yi": 12.04, "turnover": null, "market_cap_yi": 45.29, "amount_to_mcap_pct": 26.592, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600367", "name": "红星发展", "role": "MID", "ret_pct": 5.36, "amount_yi": 35.55, "turnover": null, "market_cap_yi": 159.38, "amount_to_mcap_pct": 22.304, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300296", "name": "利亚德", "role": "TAIL", "ret_pct": 4.88, "amount_yi": 13.7, "turnover": null, "market_cap_yi": 156.49, "amount_to_mcap_pct": 8.756, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000725", "name": "京东方A", "role": "TAIL", "ret_pct": 4.55, "amount_yi": 356.85, "turnover": null, "market_cap_yi": 2336.77, "amount_to_mcap_pct": 15.271, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300433", "name": "蓝思科技", "role": "TAIL", "ret_pct": 4.51, "amount_yi": 102.99, "turnover": null, "market_cap_yi": 2266.68, "amount_to_mcap_pct": 4.544, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300776", "name": "帝尔激光", "role": "TAIL", "ret_pct": 3.57, "amount_yi": 47.83, "turnover": null, "market_cap_yi": 304.55, "amount_to_mcap_pct": 15.704, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300700", "name": "岱勒新材", "role": "WATCH", "ret_pct": 3.0, "amount_yi": 3.54, "turnover": null, "market_cap_yi": 55.77, "amount_to_mcap_pct": 6.342, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.688603", "name": "天承科技", "role": "WATCH", "ret_pct": 2.81, "amount_yi": 18.42, "turnover": null, "market_cap_yi": 83.7, "amount_to_mcap_pct": 22.002, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300219", "name": "鸿利智汇", "role": "WATCH", "ret_pct": 2.78, "amount_yi": 6.88, "turnover": null, "market_cap_yi": 62.68, "amount_to_mcap_pct": 10.976, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.688518", "name": "联赢激光", "role": "WATCH", "ret_pct": 2.76, "amount_yi": 7.53, "turnover": null, "market_cap_yi": 91.54, "amount_to_mcap_pct": 8.222, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.603005", "name": "晶方科技", "role": "WATCH", "ret_pct": 2.74, "amount_yi": 62.13, "turnover": null, "market_cap_yi": 298.69, "amount_to_mcap_pct": 20.802, "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": [] } ], "structure_watch": [ { "sector_code": "007546", "sector_name": "人形机器人", "sector_type": "concept_1003", "theme_cluster": "机器人智能制造", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 234, "valid_member_count": 231, "specificity_score": 0.5434, "raw_heat_score": 145.88, "adjusted_heat_score": 79.27, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.74, "sector_amount_yi": 2378.0, "amount_ratio5": 1.206, "sector_rank_today": 12, "near_previous_high": false, "distance_to_previous_high": -0.0616, "next_day_gap_risk": true, "ohlc": { "open": 113.6322, "high": 119.4634, "low": 109.8015, "close": 115.8774, "close_location": 0.6289, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "VOLUME_EXPANSION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 5, "front_only_count": 5, "front_count": 10, "head_count": 5, "mid_count": 23, "tail_count": 45 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 163.0, "stocks": [ { "symbol": "SHSE.688017", "name": "绿的谐波", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 79.29, "turnover": null, "market_cap_yi": 720.49, "amount_to_mcap_pct": 11.005, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002354", "name": "天娱数科", "role": "LIMIT_HEAD", "ret_pct": 10.08, "amount_yi": 8.31, "turnover": null, "market_cap_yi": 108.27, "amount_to_mcap_pct": 7.677, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002896", "name": "中大力德", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 23.51, "turnover": null, "market_cap_yi": 170.52, "amount_to_mcap_pct": 13.79, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002708", "name": "光洋股份", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 9.47, "turnover": null, "market_cap_yi": 81.94, "amount_to_mcap_pct": 11.553, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603166", "name": "福达股份", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 1.98, "turnover": null, "market_cap_yi": 86.18, "amount_to_mcap_pct": 2.298, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688777", "name": "中控技术", "role": "FRONT", "ret_pct": 13.1, "amount_yi": 43.61, "turnover": null, "market_cap_yi": 787.2, "amount_to_mcap_pct": 5.54, "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.300328", "name": "宜安科技", "role": "FRONT", "ret_pct": 12.86, "amount_yi": 28.83, "turnover": null, "market_cap_yi": 151.97, "amount_to_mcap_pct": 18.967, "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.688160", "name": "步科股份", "role": "FRONT", "ret_pct": 11.35, "amount_yi": 6.89, "turnover": null, "market_cap_yi": 110.82, "amount_to_mcap_pct": 6.219, "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.301368", "name": "丰立智能", "role": "FRONT", "ret_pct": 10.65, "amount_yi": 4.54, "turnover": null, "market_cap_yi": 31.18, "amount_to_mcap_pct": 14.556, "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.688322", "name": "奥比中光", "role": "FRONT", "ret_pct": 10.05, "amount_yi": 43.41, "turnover": null, "market_cap_yi": 401.72, "amount_to_mcap_pct": 10.806, "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.300503", "name": "昊志机电", "role": "MID", "ret_pct": 8.9, "amount_yi": 31.56, "turnover": null, "market_cap_yi": 197.05, "amount_to_mcap_pct": 16.016, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301488", "name": "豪恩汽电", "role": "MID", "ret_pct": 8.67, "amount_yi": 5.29, "turnover": null, "market_cap_yi": 35.12, "amount_to_mcap_pct": 15.066, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.001306", "name": "夏厦精密", "role": "MID", "ret_pct": 7.85, "amount_yi": 1.46, "turnover": null, "market_cap_yi": 9.9, "amount_to_mcap_pct": 14.728, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002779", "name": "中坚科技", "role": "MID", "ret_pct": 7.78, "amount_yi": 4.77, "turnover": null, "market_cap_yi": 120.33, "amount_to_mcap_pct": 3.962, "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": 7.58, "amount_yi": 49.48, "turnover": null, "market_cap_yi": 632.74, "amount_to_mcap_pct": 7.821, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301261", "name": "恒工精密", "role": "MID", "ret_pct": 7.51, "amount_yi": 5.37, "turnover": null, "market_cap_yi": 33.21, "amount_to_mcap_pct": 16.176, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300031", "name": "宝通科技", "role": "MID", "ret_pct": 7.4, "amount_yi": 8.39, "turnover": null, "market_cap_yi": 89.84, "amount_to_mcap_pct": 9.338, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688165", "name": "埃夫特-U", "role": "MID", "ret_pct": 7.3, "amount_yi": 5.43, "turnover": null, "market_cap_yi": 106.55, "amount_to_mcap_pct": 5.096, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000887", "name": "中鼎股份", "role": "MID", "ret_pct": 7.01, "amount_yi": 29.41, "turnover": null, "market_cap_yi": 289.03, "amount_to_mcap_pct": 10.174, "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": "MID", "ret_pct": 6.6, "amount_yi": 15.97, "turnover": null, "market_cap_yi": 96.64, "amount_to_mcap_pct": 16.526, "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": "007453", "sector_name": "机器人概念", "theme_cluster": "机器人智能制造", "state": "STRUCTURE_WATCH", "sector_rank_today": 33, "sector_ret_pct": 1.16, "adjusted_heat_score": 57.62, "limit_up_count": 16, "front_count": 23, "mid_count": 37, "tail_count": 76, "tape_quality": "OK", "weak_tape_reasons": [], "reason": "same_theme_cluster:机器人智能制造" }, { "sector_code": "007462", "sector_name": "减速器", "theme_cluster": "机器人智能制造", "state": "STRUCTURE_WATCH", "sector_rank_today": 2, "sector_ret_pct": 3.71, "adjusted_heat_score": 103.81, "limit_up_count": 6, "front_count": 7, "mid_count": 14, "tail_count": 18, "tape_quality": "STRONG", "weak_tape_reasons": [], "reason": "same_theme_cluster:机器人智能制造" }, { "sector_code": "007507", "sector_name": "机器人执行器", "theme_cluster": "机器人智能制造", "state": "STRUCTURE_WATCH", "sector_rank_today": 1, "sector_ret_pct": 3.9, "adjusted_heat_score": 83.91, "limit_up_count": 2, "front_count": 4, "mid_count": 9, "tail_count": 8, "tape_quality": "STRONG", "weak_tape_reasons": [], "reason": "same_theme_cluster:机器人智能制造" }, { "sector_code": "007394", "sector_name": "工业母机", "theme_cluster": "机器人智能制造", "state": "STRUCTURE_WATCH", "sector_rank_today": 15, "sector_ret_pct": 1.68, "adjusted_heat_score": 68.93, "limit_up_count": 3, "front_count": 3, "mid_count": 9, "tail_count": 10, "tape_quality": "STRONG", "weak_tape_reasons": [], "reason": "same_theme_cluster:机器人智能制造" } ] }, { "sector_code": "007636", "sector_name": "题材股", "sector_type": "concept_1003", "theme_cluster": "题材股", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 47, "valid_member_count": 47, "specificity_score": 0.7854, "raw_heat_score": 125.36, "adjusted_heat_score": 98.46, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.95, "sector_amount_yi": 4061.3, "amount_ratio5": 1.314, "sector_rank_today": 6, "near_previous_high": true, "distance_to_previous_high": 0.0195, "next_day_gap_risk": true, "ohlc": { "open": 178.1973, "high": 190.6378, "low": 170.4135, "close": 180.8098, "close_location": 0.5141, "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": 11, "front_only_count": 1, "front_count": 12, "head_count": 11, "mid_count": 8, "tail_count": 6 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 144.47, "stocks": [ { "symbol": "SHSE.688017", "name": "绿的谐波", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 79.29, "turnover": null, "market_cap_yi": 720.49, "amount_to_mcap_pct": 11.005, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600063", "name": "皖维高新", "role": "LIMIT_HEAD", "ret_pct": 10.04, "amount_yi": 24.63, "turnover": null, "market_cap_yi": 170.08, "amount_to_mcap_pct": 14.483, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603135", "name": "中重科技", "role": "LIMIT_HEAD", "ret_pct": 10.04, "amount_yi": 4.64, "turnover": null, "market_cap_yi": 88.32, "amount_to_mcap_pct": 5.254, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002138", "name": "顺络电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 43.03, "turnover": null, "market_cap_yi": 420.69, "amount_to_mcap_pct": 10.229, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.003036", "name": "泰坦股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 13.4, "turnover": null, "market_cap_yi": 178.11, "amount_to_mcap_pct": 7.522, "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": 10.0, "amount_yi": 24.48, "turnover": null, "market_cap_yi": 202.1, "amount_to_mcap_pct": 12.115, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600403", "name": "大有能源", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 16.82, "turnover": null, "market_cap_yi": 194.61, "amount_to_mcap_pct": 8.644, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600293", "name": "三峡新材", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 8.14, "turnover": null, "market_cap_yi": 45.94, "amount_to_mcap_pct": 17.723, "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": 10.0, "amount_yi": 7.52, "turnover": null, "market_cap_yi": 234.71, "amount_to_mcap_pct": 3.204, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600552", "name": "凯盛科技", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 29.8, "turnover": null, "market_cap_yi": 205.07, "amount_to_mcap_pct": 14.53, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002421", "name": "达实智能", "role": "LIMIT_HEAD", "ret_pct": 9.92, "amount_yi": 40.04, "turnover": null, "market_cap_yi": 104.38, "amount_to_mcap_pct": 38.359, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300319", "name": "麦捷科技", "role": "FRONT", "ret_pct": 14.43, "amount_yi": 58.89, "turnover": null, "market_cap_yi": 187.77, "amount_to_mcap_pct": 31.362, "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.300136", "name": "信维通信", "role": "MID", "ret_pct": 8.5, "amount_yi": 133.2, "turnover": null, "market_cap_yi": 877.44, "amount_to_mcap_pct": 15.18, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300346", "name": "南大光电", "role": "MID", "ret_pct": 8.44, "amount_yi": 65.34, "turnover": null, "market_cap_yi": 374.11, "amount_to_mcap_pct": 17.466, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603773", "name": "沃格光电", "role": "MID", "ret_pct": 8.17, "amount_yi": 47.47, "turnover": null, "market_cap_yi": 297.45, "amount_to_mcap_pct": 15.958, "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": 7.58, "amount_yi": 49.48, "turnover": null, "market_cap_yi": 632.74, "amount_to_mcap_pct": 7.821, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600707", "name": "彩虹股份", "role": "MID", "ret_pct": 6.94, "amount_yi": 46.34, "turnover": null, "market_cap_yi": 420.12, "amount_to_mcap_pct": 11.03, "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": "MID", "ret_pct": 6.4, "amount_yi": 42.65, "turnover": null, "market_cap_yi": 139.58, "amount_to_mcap_pct": 30.559, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600367", "name": "红星发展", "role": "MID", "ret_pct": 5.36, "amount_yi": 35.55, "turnover": null, "market_cap_yi": 159.38, "amount_to_mcap_pct": 22.304, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002747", "name": "埃斯顿", "role": "MID", "ret_pct": 5.19, "amount_yi": 28.97, "turnover": null, "market_cap_yi": 242.7, "amount_to_mcap_pct": 11.934, "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": "007528", "sector_name": "低空经济", "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": 278, "valid_member_count": 264, "specificity_score": 0.5133, "raw_heat_score": 124.27, "adjusted_heat_score": 63.79, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.07, "sector_amount_yi": 1849.97, "amount_ratio5": 1.258, "sector_rank_today": 42, "near_previous_high": false, "distance_to_previous_high": -0.0873, "next_day_gap_risk": true, "ohlc": { "open": 100.3238, "high": 103.8507, "low": 97.9351, "close": 101.3878, "close_location": 0.5837, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "VOLUME_EXPANSION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 5, "front_only_count": 1, "front_count": 6, "head_count": 5, "mid_count": 15, "tail_count": 19 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 141.4, "stocks": [ { "symbol": "SZSE.002361", "name": "神剑股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 24.22, "turnover": null, "market_cap_yi": 136.0, "amount_to_mcap_pct": 17.809, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.003009", "name": "中天火箭", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 3.42, "turnover": null, "market_cap_yi": 91.24, "amount_to_mcap_pct": 3.747, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002708", "name": "光洋股份", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 9.47, "turnover": null, "market_cap_yi": 81.94, "amount_to_mcap_pct": 11.553, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002471", "name": "中超控股", "role": "LIMIT_HEAD", "ret_pct": 9.96, "amount_yi": 7.47, "turnover": null, "market_cap_yi": 106.81, "amount_to_mcap_pct": 6.998, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600973", "name": "宝胜股份", "role": "LIMIT_HEAD", "ret_pct": 9.96, "amount_yi": 6.98, "turnover": null, "market_cap_yi": 104.5, "amount_to_mcap_pct": 6.681, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688507", "name": "索辰科技", "role": "FRONT", "ret_pct": 13.24, "amount_yi": 22.42, "turnover": null, "market_cap_yi": 94.26, "amount_to_mcap_pct": 23.787, "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.600879", "name": "航天电子", "role": "MID", "ret_pct": 9.28, "amount_yi": 53.62, "turnover": null, "market_cap_yi": 710.67, "amount_to_mcap_pct": 7.546, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688682", "name": "霍莱沃", "role": "MID", "ret_pct": 9.24, "amount_yi": 1.73, "turnover": null, "market_cap_yi": 43.71, "amount_to_mcap_pct": 3.947, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300136", "name": "信维通信", "role": "MID", "ret_pct": 8.5, "amount_yi": 133.2, "turnover": null, "market_cap_yi": 877.44, "amount_to_mcap_pct": 15.18, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002792", "name": "通宇通讯", "role": "MID", "ret_pct": 6.92, "amount_yi": 18.52, "turnover": null, "market_cap_yi": 143.58, "amount_to_mcap_pct": 12.899, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002465", "name": "海格通信", "role": "MID", "ret_pct": 6.77, "amount_yi": 36.43, "turnover": null, "market_cap_yi": 394.48, "amount_to_mcap_pct": 9.236, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300083", "name": "创世纪", "role": "MID", "ret_pct": 6.59, "amount_yi": 12.49, "turnover": null, "market_cap_yi": 154.43, "amount_to_mcap_pct": 8.089, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601698", "name": "中国卫通", "role": "MID", "ret_pct": 6.35, "amount_yi": 24.32, "turnover": null, "market_cap_yi": 1351.8, "amount_to_mcap_pct": 1.799, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300424", "name": "航新科技", "role": "MID", "ret_pct": 6.01, "amount_yi": 4.66, "turnover": null, "market_cap_yi": 48.89, "amount_to_mcap_pct": 9.53, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603601", "name": "再升科技", "role": "MID", "ret_pct": 5.91, "amount_yi": 43.97, "turnover": null, "market_cap_yi": 188.37, "amount_to_mcap_pct": 23.344, "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": 5.82, "amount_yi": 63.76, "turnover": null, "market_cap_yi": 1004.52, "amount_to_mcap_pct": 6.347, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002583", "name": "海能达", "role": "MID", "ret_pct": 5.8, "amount_yi": 5.58, "turnover": null, "market_cap_yi": 112.24, "amount_to_mcap_pct": 4.968, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300278", "name": "华昌达", "role": "MID", "ret_pct": 5.67, "amount_yi": 2.37, "turnover": null, "market_cap_yi": 65.68, "amount_to_mcap_pct": 3.608, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.605018", "name": "长华集团", "role": "MID", "ret_pct": 5.45, "amount_yi": 5.34, "turnover": null, "market_cap_yi": 82.83, "amount_to_mcap_pct": 6.452, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688522", "name": "纳睿雷达", "role": "MID", "ret_pct": 5.39, "amount_yi": 1.85, "turnover": null, "market_cap_yi": 36.73, "amount_to_mcap_pct": 5.025, "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": "007220", "sector_name": "军民融合", "theme_cluster": "卫星军工信息化", "state": "STRUCTURE_WATCH", "sector_rank_today": 50, "sector_ret_pct": 0.97, "adjusted_heat_score": 76.46, "limit_up_count": 6, "front_count": 6, "mid_count": 10, "tail_count": 13, "tape_quality": "OK", "weak_tape_reasons": [], "reason": "same_theme_cluster:卫星军工信息化" }, { "sector_code": "007318", "sector_name": "卫星互联网", "theme_cluster": "卫星军工信息化", "state": "STRUCTURE_WATCH", "sector_rank_today": 5, "sector_ret_pct": 2.29, "adjusted_heat_score": 73.44, "limit_up_count": 3, "front_count": 3, "mid_count": 14, "tail_count": 13, "tape_quality": "OK", "weak_tape_reasons": [], "reason": "same_theme_cluster:卫星军工信息化" }, { "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": 54, "sector_ret_pct": 0.96, "adjusted_heat_score": 70.04, "limit_up_count": 6, "front_count": 8, "mid_count": 18, "tail_count": 34, "tape_quality": "WEAK", "weak_tape_reasons": [ "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": 63, "sector_ret_pct": 0.84, "adjusted_heat_score": 8.62, "limit_up_count": 8, "front_count": 8, "mid_count": 21, "tail_count": 38, "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "reason": "same_theme_cluster:卫星军工信息化" } ] }, { "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": 123.6, "adjusted_heat_score": 68.97, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.1, "sector_amount_yi": 1429.62, "amount_ratio5": 1.161, "sector_rank_today": 37, "near_previous_high": false, "distance_to_previous_high": -0.0914, "next_day_gap_risk": true, "ohlc": { "open": 104.8089, "high": 108.9873, "low": 102.1919, "close": 106.1261, "close_location": 0.5789, "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": 1, "front_count": 6, "head_count": 5, "mid_count": 9, "tail_count": 25 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 139.87, "stocks": [ { "symbol": "SZSE.300353", "name": "东土科技", "role": "LIMIT_HEAD", "ret_pct": 20.02, "amount_yi": 14.94, "turnover": null, "market_cap_yi": 118.49, "amount_to_mcap_pct": 12.605, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002138", "name": "顺络电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 43.03, "turnover": null, "market_cap_yi": 420.69, "amount_to_mcap_pct": 10.229, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.003009", "name": "中天火箭", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 3.42, "turnover": null, "market_cap_yi": 91.24, "amount_to_mcap_pct": 3.747, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002254", "name": "泰和新材", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 12.71, "turnover": null, "market_cap_yi": 132.11, "amount_to_mcap_pct": 9.625, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002471", "name": "中超控股", "role": "LIMIT_HEAD", "ret_pct": 9.96, "amount_yi": 7.47, "turnover": null, "market_cap_yi": 106.81, "amount_to_mcap_pct": 6.998, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.301458", "name": "钧崴电子", "role": "FRONT", "ret_pct": 11.24, "amount_yi": 18.82, "turnover": null, "market_cap_yi": 74.62, "amount_to_mcap_pct": 25.22, "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.600879", "name": "航天电子", "role": "MID", "ret_pct": 9.28, "amount_yi": 53.62, "turnover": null, "market_cap_yi": 710.67, "amount_to_mcap_pct": 7.546, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000070", "name": "特发信息", "role": "MID", "ret_pct": 7.5, "amount_yi": 36.0, "turnover": null, "market_cap_yi": 170.66, "amount_to_mcap_pct": 21.096, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301596", "name": "瑞迪智驱", "role": "MID", "ret_pct": 6.95, "amount_yi": 2.83, "turnover": null, "market_cap_yi": 25.29, "amount_to_mcap_pct": 11.197, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300322", "name": "硕贝德", "role": "MID", "ret_pct": 6.8, "amount_yi": 32.46, "turnover": null, "market_cap_yi": 148.65, "amount_to_mcap_pct": 21.836, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002465", "name": "海格通信", "role": "MID", "ret_pct": 6.77, "amount_yi": 36.43, "turnover": null, "market_cap_yi": 394.48, "amount_to_mcap_pct": 9.236, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300403", "name": "汉宇集团", "role": "MID", "ret_pct": 6.11, "amount_yi": 2.76, "turnover": null, "market_cap_yi": 47.45, "amount_to_mcap_pct": 5.809, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300424", "name": "航新科技", "role": "MID", "ret_pct": 6.01, "amount_yi": 4.66, "turnover": null, "market_cap_yi": 48.89, "amount_to_mcap_pct": 9.53, "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": 5.82, "amount_yi": 63.76, "turnover": null, "market_cap_yi": 1004.52, "amount_to_mcap_pct": 6.347, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002583", "name": "海能达", "role": "MID", "ret_pct": 5.8, "amount_yi": 5.58, "turnover": null, "market_cap_yi": 112.24, "amount_to_mcap_pct": 4.968, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300296", "name": "利亚德", "role": "TAIL", "ret_pct": 4.88, "amount_yi": 13.7, "turnover": null, "market_cap_yi": 156.49, "amount_to_mcap_pct": 8.756, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002611", "name": "东方精工", "role": "TAIL", "ret_pct": 4.72, "amount_yi": 15.53, "turnover": null, "market_cap_yi": 184.65, "amount_to_mcap_pct": 8.413, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688595", "name": "芯海科技", "role": "TAIL", "ret_pct": 4.58, "amount_yi": 5.76, "turnover": null, "market_cap_yi": 57.52, "amount_to_mcap_pct": 10.009, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300680", "name": "隆盛科技", "role": "TAIL", "ret_pct": 4.56, "amount_yi": 4.19, "turnover": null, "market_cap_yi": 61.92, "amount_to_mcap_pct": 6.772, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002196", "name": "方正电机", "role": "TAIL", "ret_pct": 4.35, "amount_yi": 8.21, "turnover": null, "market_cap_yi": 66.81, "amount_to_mcap_pct": 12.295, "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": "007191", "sector_name": "虚拟现实", "sector_type": "concept_1003", "theme_cluster": "虚拟现实", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 213, "valid_member_count": 206, "specificity_score": 0.5597, "raw_heat_score": 113.42, "adjusted_heat_score": 63.48, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.05, "sector_amount_yi": 2119.94, "amount_ratio5": 1.159, "sector_rank_today": 43, "near_previous_high": false, "distance_to_previous_high": -0.0756, "next_day_gap_risk": true, "ohlc": { "open": 105.7283, "high": 110.0807, "low": 103.1936, "close": 106.9569, "close_location": 0.5464, "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": 3, "front_count": 6, "head_count": 3, "mid_count": 12, "tail_count": 18 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 125.6, "stocks": [ { "symbol": "SZSE.300052", "name": "中青宝", "role": "LIMIT_HEAD", "ret_pct": 19.98, "amount_yi": 2.7, "turnover": null, "market_cap_yi": 34.12, "amount_to_mcap_pct": 7.926, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002354", "name": "天娱数科", "role": "LIMIT_HEAD", "ret_pct": 10.08, "amount_yi": 8.31, "turnover": null, "market_cap_yi": 108.27, "amount_to_mcap_pct": 7.677, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002786", "name": "银宝山新", "role": "LIMIT_HEAD", "ret_pct": 9.96, "amount_yi": 3.33, "turnover": null, "market_cap_yi": 43.63, "amount_to_mcap_pct": 7.634, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300259", "name": "新天科技", "role": "FRONT", "ret_pct": 14.39, "amount_yi": 6.39, "turnover": null, "market_cap_yi": 71.58, "amount_to_mcap_pct": 8.925, "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.301313", "name": "凡拓数创", "role": "FRONT", "ret_pct": 10.84, "amount_yi": 9.05, "turnover": null, "market_cap_yi": 38.62, "amount_to_mcap_pct": 23.429, "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.688322", "name": "奥比中光", "role": "FRONT", "ret_pct": 10.05, "amount_yi": 43.41, "turnover": null, "market_cap_yi": 401.72, "amount_to_mcap_pct": 10.806, "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.300976", "name": "达瑞电子", "role": "MID", "ret_pct": 9.09, "amount_yi": 6.71, "turnover": null, "market_cap_yi": 80.49, "amount_to_mcap_pct": 8.335, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300752", "name": "隆利科技", "role": "MID", "ret_pct": 7.78, "amount_yi": 4.84, "turnover": null, "market_cap_yi": 34.32, "amount_to_mcap_pct": 14.1, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300031", "name": "宝通科技", "role": "MID", "ret_pct": 7.4, "amount_yi": 8.39, "turnover": null, "market_cap_yi": 89.84, "amount_to_mcap_pct": 9.338, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300469", "name": "信息发展", "role": "MID", "ret_pct": 6.98, "amount_yi": 7.33, "turnover": null, "market_cap_yi": 139.17, "amount_to_mcap_pct": 5.27, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300322", "name": "硕贝德", "role": "MID", "ret_pct": 6.8, "amount_yi": 32.46, "turnover": null, "market_cap_yi": 148.65, "amount_to_mcap_pct": 21.836, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002465", "name": "海格通信", "role": "MID", "ret_pct": 6.77, "amount_yi": 36.43, "turnover": null, "market_cap_yi": 394.48, "amount_to_mcap_pct": 9.236, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300134", "name": "大富科技", "role": "MID", "ret_pct": 6.58, "amount_yi": 2.76, "turnover": null, "market_cap_yi": 82.05, "amount_to_mcap_pct": 3.37, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603103", "name": "横店影视", "role": "MID", "ret_pct": 6.34, "amount_yi": 5.79, "turnover": null, "market_cap_yi": 147.77, "amount_to_mcap_pct": 3.919, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300424", "name": "航新科技", "role": "MID", "ret_pct": 6.01, "amount_yi": 4.66, "turnover": null, "market_cap_yi": 48.89, "amount_to_mcap_pct": 9.53, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688619", "name": "罗普特", "role": "MID", "ret_pct": 5.3, "amount_yi": 1.42, "turnover": null, "market_cap_yi": 32.08, "amount_to_mcap_pct": 4.431, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603466", "name": "风语筑", "role": "MID", "ret_pct": 5.09, "amount_yi": 8.05, "turnover": null, "market_cap_yi": 68.76, "amount_to_mcap_pct": 11.702, "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": 5.02, "amount_yi": 5.21, "turnover": null, "market_cap_yi": 49.47, "amount_to_mcap_pct": 10.528, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300296", "name": "利亚德", "role": "TAIL", "ret_pct": 4.88, "amount_yi": 13.7, "turnover": null, "market_cap_yi": 156.49, "amount_to_mcap_pct": 8.756, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000681", "name": "视觉中国", "role": "TAIL", "ret_pct": 4.78, "amount_yi": 28.0, "turnover": null, "market_cap_yi": 164.37, "amount_to_mcap_pct": 17.034, "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": "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": 111.83, "adjusted_heat_score": 76.93, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.6, "sector_amount_yi": 838.11, "amount_ratio5": 1.003, "sector_rank_today": 16, "near_previous_high": false, "distance_to_previous_high": -0.0684, "next_day_gap_risk": true, "ohlc": { "open": 110.062, "high": 115.0823, "low": 106.5584, "close": 111.8729, "close_location": 0.6235, "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": 4, "front_only_count": 3, "front_count": 7, "head_count": 4, "mid_count": 7, "tail_count": 8 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 125.18, "stocks": [ { "symbol": "SZSE.300353", "name": "东土科技", "role": "LIMIT_HEAD", "ret_pct": 20.02, "amount_yi": 14.94, "turnover": null, "market_cap_yi": 118.49, "amount_to_mcap_pct": 12.605, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002877", "name": "智能自控", "role": "LIMIT_HEAD", "ret_pct": 10.06, "amount_yi": 1.41, "turnover": null, "market_cap_yi": 20.78, "amount_to_mcap_pct": 6.767, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603135", "name": "中重科技", "role": "LIMIT_HEAD", "ret_pct": 10.04, "amount_yi": 4.64, "turnover": null, "market_cap_yi": 88.32, "amount_to_mcap_pct": 5.254, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603859", "name": "能科科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 10.92, "turnover": null, "market_cap_yi": 110.95, "amount_to_mcap_pct": 9.846, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688777", "name": "中控技术", "role": "FRONT", "ret_pct": 13.1, "amount_yi": 43.61, "turnover": null, "market_cap_yi": 787.2, "amount_to_mcap_pct": 5.54, "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.300276", "name": "三丰智能", "role": "FRONT", "ret_pct": 11.47, "amount_yi": 13.13, "turnover": null, "market_cap_yi": 90.38, "amount_to_mcap_pct": 14.526, "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.688160", "name": "步科股份", "role": "FRONT", "ret_pct": 11.35, "amount_yi": 6.89, "turnover": null, "market_cap_yi": 110.82, "amount_to_mcap_pct": 6.219, "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.301314", "name": "科瑞思", "role": "MID", "ret_pct": 8.78, "amount_yi": 1.6, "turnover": null, "market_cap_yi": 9.48, "amount_to_mcap_pct": 16.905, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301596", "name": "瑞迪智驱", "role": "MID", "ret_pct": 6.95, "amount_yi": 2.83, "turnover": null, "market_cap_yi": 25.29, "amount_to_mcap_pct": 11.197, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300083", "name": "创世纪", "role": "MID", "ret_pct": 6.59, "amount_yi": 12.49, "turnover": null, "market_cap_yi": 154.43, "amount_to_mcap_pct": 8.089, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.003025", "name": "思进智能", "role": "MID", "ret_pct": 6.14, "amount_yi": 1.88, "turnover": null, "market_cap_yi": 33.65, "amount_to_mcap_pct": 5.579, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301603", "name": "乔锋智能", "role": "MID", "ret_pct": 6.06, "amount_yi": 6.09, "turnover": null, "market_cap_yi": 52.32, "amount_to_mcap_pct": 11.649, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300278", "name": "华昌达", "role": "MID", "ret_pct": 5.67, "amount_yi": 2.37, "turnover": null, "market_cap_yi": 65.68, "amount_to_mcap_pct": 3.608, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301112", "name": "信邦智能", "role": "MID", "ret_pct": 5.29, "amount_yi": 0.94, "turnover": null, "market_cap_yi": 35.57, "amount_to_mcap_pct": 2.644, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301199", "name": "迈赫股份", "role": "TAIL", "ret_pct": 4.9, "amount_yi": 0.75, "turnover": null, "market_cap_yi": 14.6, "amount_to_mcap_pct": 5.119, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002184", "name": "海得控制", "role": "TAIL", "ret_pct": 4.44, "amount_yi": 2.01, "turnover": null, "market_cap_yi": 28.24, "amount_to_mcap_pct": 7.12, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301525", "name": "儒竞科技", "role": "TAIL", "ret_pct": 4.17, "amount_yi": 2.44, "turnover": null, "market_cap_yi": 36.01, "amount_to_mcap_pct": 6.774, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688320", "name": "禾川科技", "role": "TAIL", "ret_pct": 4.05, "amount_yi": 2.77, "turnover": null, "market_cap_yi": 58.22, "amount_to_mcap_pct": 4.756, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300112", "name": "万讯自控", "role": "TAIL", "ret_pct": 3.8, "amount_yi": 0.66, "turnover": null, "market_cap_yi": 16.87, "amount_to_mcap_pct": 3.938, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301510", "name": "固高科技", "role": "TAIL", "ret_pct": 3.55, "amount_yi": 5.84, "turnover": null, "market_cap_yi": 97.71, "amount_to_mcap_pct": 5.974, "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": "007399", "sector_name": "元宇宙概念", "sector_type": "concept_1003", "theme_cluster": "元宇宙概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 141, "valid_member_count": 132, "specificity_score": 0.6291, "raw_heat_score": 87.97, "adjusted_heat_score": 55.34, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.04, "sector_amount_yi": 1009.87, "amount_ratio5": 0.98, "sector_rank_today": 44, "near_previous_high": false, "distance_to_previous_high": -0.1172, "next_day_gap_risk": true, "ohlc": { "open": 98.3119, "high": 102.0182, "low": 96.2866, "close": 99.2118, "close_location": 0.5104, "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": 7, "tail_count": 13 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 95.86, "stocks": [ { "symbol": "SZSE.300052", "name": "中青宝", "role": "LIMIT_HEAD", "ret_pct": 19.98, "amount_yi": 2.7, "turnover": null, "market_cap_yi": 34.12, "amount_to_mcap_pct": 7.926, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002354", "name": "天娱数科", "role": "LIMIT_HEAD", "ret_pct": 10.08, "amount_yi": 8.31, "turnover": null, "market_cap_yi": 108.27, "amount_to_mcap_pct": 7.677, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688322", "name": "奥比中光", "role": "FRONT", "ret_pct": 10.05, "amount_yi": 43.41, "turnover": null, "market_cap_yi": 401.72, "amount_to_mcap_pct": 10.806, "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.300688", "name": "创业黑马", "role": "MID", "ret_pct": 9.21, "amount_yi": 3.33, "turnover": null, "market_cap_yi": 38.7, "amount_to_mcap_pct": 8.596, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300031", "name": "宝通科技", "role": "MID", "ret_pct": 7.4, "amount_yi": 8.39, "turnover": null, "market_cap_yi": 89.84, "amount_to_mcap_pct": 9.338, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300322", "name": "硕贝德", "role": "MID", "ret_pct": 6.8, "amount_yi": 32.46, "turnover": null, "market_cap_yi": 148.65, "amount_to_mcap_pct": 21.836, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300134", "name": "大富科技", "role": "MID", "ret_pct": 6.58, "amount_yi": 2.76, "turnover": null, "market_cap_yi": 82.05, "amount_to_mcap_pct": 3.37, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300612", "name": "宣亚国际", "role": "MID", "ret_pct": 5.48, "amount_yi": 1.87, "turnover": null, "market_cap_yi": 23.84, "amount_to_mcap_pct": 7.829, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300494", "name": "盛天网络", "role": "MID", "ret_pct": 5.38, "amount_yi": 1.59, "turnover": null, "market_cap_yi": 37.48, "amount_to_mcap_pct": 4.24, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603466", "name": "风语筑", "role": "MID", "ret_pct": 5.09, "amount_yi": 8.05, "turnover": null, "market_cap_yi": 68.76, "amount_to_mcap_pct": 11.702, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300296", "name": "利亚德", "role": "TAIL", "ret_pct": 4.88, "amount_yi": 13.7, "turnover": null, "market_cap_yi": 156.49, "amount_to_mcap_pct": 8.756, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300433", "name": "蓝思科技", "role": "TAIL", "ret_pct": 4.51, "amount_yi": 102.99, "turnover": null, "market_cap_yi": 2266.68, "amount_to_mcap_pct": 4.544, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688400", "name": "凌云光", "role": "TAIL", "ret_pct": 4.33, "amount_yi": 16.65, "turnover": null, "market_cap_yi": 264.6, "amount_to_mcap_pct": 6.291, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002587", "name": "奥拓电子", "role": "TAIL", "ret_pct": 4.29, "amount_yi": 2.37, "turnover": null, "market_cap_yi": 37.56, "amount_to_mcap_pct": 6.31, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002425", "name": "凯撒文化", "role": "TAIL", "ret_pct": 3.82, "amount_yi": 0.77, "turnover": null, "market_cap_yi": 27.51, "amount_to_mcap_pct": 2.782, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300987", "name": "川网传媒", "role": "TAIL", "ret_pct": 3.64, "amount_yi": 1.28, "turnover": null, "market_cap_yi": 24.67, "amount_to_mcap_pct": 5.202, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300045", "name": "华力创通", "role": "TAIL", "ret_pct": 3.53, "amount_yi": 5.65, "turnover": null, "market_cap_yi": 98.41, "amount_to_mcap_pct": 5.744, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300007", "name": "汉威科技", "role": "TAIL", "ret_pct": 3.36, "amount_yi": 11.37, "turnover": null, "market_cap_yi": 121.16, "amount_to_mcap_pct": 9.383, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300182", "name": "捷成股份", "role": "TAIL", "ret_pct": 3.32, "amount_yi": 17.21, "turnover": null, "market_cap_yi": 140.53, "amount_to_mcap_pct": 12.244, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300496", "name": "中科创达", "role": "TAIL", "ret_pct": 3.2, "amount_yi": 14.74, "turnover": null, "market_cap_yi": 233.46, "amount_to_mcap_pct": 6.312, "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": "007418", "sector_name": "虚拟数字人", "theme_cluster": "虚拟数字人", "state": "STRUCTURE_WATCH", "sector_rank_today": 26, "sector_ret_pct": 1.26, "adjusted_heat_score": 52.27, "limit_up_count": 3, "front_count": 4, "mid_count": 3, "tail_count": 8, "tape_quality": "OK", "weak_tape_reasons": [], "reason": "core_overlap:5;jaccard:0.42" }, { "sector_code": "007017", "sector_name": "网络游戏", "theme_cluster": "网络游戏", "state": "STRUCTURE_WATCH", "sector_rank_today": 19, "sector_ret_pct": 1.5, "adjusted_heat_score": 53.29, "limit_up_count": 2, "front_count": 3, "mid_count": 5, "tail_count": 7, "tape_quality": "OK", "weak_tape_reasons": [], "reason": "core_overlap:5;jaccard:0.38" } ] }, { "sector_code": "007236", "sector_name": "新零售", "sector_type": "concept_1003", "theme_cluster": "新零售", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 151, "valid_member_count": 140, "specificity_score": 0.6179, "raw_heat_score": 81.37, "adjusted_heat_score": 50.28, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.07, "sector_amount_yi": 710.22, "amount_ratio5": 1.27, "sector_rank_today": 40, "near_previous_high": false, "distance_to_previous_high": -0.0928, "next_day_gap_risk": true, "ohlc": { "open": 93.8501, "high": 97.1945, "low": 92.7006, "close": 94.8661, "close_location": 0.4819, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "VOLUME_EXPANSION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 4, "front_only_count": 0, "front_count": 4, "head_count": 4, "mid_count": 4, "tail_count": 6 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 92.42, "stocks": [ { "symbol": "SZSE.300162", "name": "雷曼光电", "role": "LIMIT_HEAD", "ret_pct": 19.95, "amount_yi": 8.45, "turnover": null, "market_cap_yi": 36.0, "amount_to_mcap_pct": 23.483, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002183", "name": "怡亚通", "role": "LIMIT_HEAD", "ret_pct": 10.05, "amount_yi": 13.84, "turnover": null, "market_cap_yi": 182.05, "amount_to_mcap_pct": 7.605, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000759", "name": "中百集团", "role": "LIMIT_HEAD", "ret_pct": 10.04, "amount_yi": 3.47, "turnover": null, "market_cap_yi": 37.38, "amount_to_mcap_pct": 9.295, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002251", "name": "步步高", "role": "LIMIT_HEAD", "ret_pct": 9.95, "amount_yi": 16.38, "turnover": null, "market_cap_yi": 104.61, "amount_to_mcap_pct": 15.661, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600186", "name": "莲花控股", "role": "MID", "ret_pct": 6.97, "amount_yi": 33.07, "turnover": null, "market_cap_yi": 181.24, "amount_to_mcap_pct": 18.248, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.003030", "name": "祖名股份", "role": "MID", "ret_pct": 6.81, "amount_yi": 1.92, "turnover": null, "market_cap_yi": 17.66, "amount_to_mcap_pct": 10.847, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000785", "name": "居然智家", "role": "MID", "ret_pct": 6.01, "amount_yi": 4.42, "turnover": null, "market_cap_yi": 143.37, "amount_to_mcap_pct": 3.086, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603608", "name": "天创时尚", "role": "MID", "ret_pct": 5.29, "amount_yi": 7.98, "turnover": null, "market_cap_yi": 86.84, "amount_to_mcap_pct": 9.186, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000681", "name": "视觉中国", "role": "TAIL", "ret_pct": 4.78, "amount_yi": 28.0, "turnover": null, "market_cap_yi": 164.37, "amount_to_mcap_pct": 17.034, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000725", "name": "京东方A", "role": "TAIL", "ret_pct": 4.55, "amount_yi": 356.85, "turnover": null, "market_cap_yi": 2336.77, "amount_to_mcap_pct": 15.271, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002678", "name": "珠江钢琴", "role": "TAIL", "ret_pct": 3.82, "amount_yi": 1.82, "turnover": null, "market_cap_yi": 84.85, "amount_to_mcap_pct": 2.15, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002832", "name": "比音勒芬", "role": "TAIL", "ret_pct": 3.63, "amount_yi": 3.09, "turnover": null, "market_cap_yi": 77.81, "amount_to_mcap_pct": 3.974, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600697", "name": "欧亚集团", "role": "TAIL", "ret_pct": 3.48, "amount_yi": 0.57, "turnover": null, "market_cap_yi": 17.57, "amount_to_mcap_pct": 3.256, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603536", "name": "惠发食品", "role": "TAIL", "ret_pct": 3.02, "amount_yi": 0.52, "turnover": null, "market_cap_yi": 22.13, "amount_to_mcap_pct": 2.329, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600778", "name": "友好集团", "role": "WATCH", "ret_pct": 2.95, "amount_yi": 0.52, "turnover": null, "market_cap_yi": 18.49, "amount_to_mcap_pct": 2.802, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.603708", "name": "家家悦", "role": "WATCH", "ret_pct": 2.85, "amount_yi": 0.5, "turnover": null, "market_cap_yi": 62.11, "amount_to_mcap_pct": 0.801, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300908", "name": "仲景食品", "role": "WATCH", "ret_pct": 2.84, "amount_yi": 0.3, "turnover": null, "market_cap_yi": 29.54, "amount_to_mcap_pct": 1.026, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.000882", "name": "华联股份", "role": "WATCH", "ret_pct": 2.76, "amount_yi": 1.57, "turnover": null, "market_cap_yi": 40.75, "amount_to_mcap_pct": 3.844, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.605567", "name": "春雪食品", "role": "WATCH", "ret_pct": 2.65, "amount_yi": 0.47, "turnover": null, "market_cap_yi": 18.6, "amount_to_mcap_pct": 2.511, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.003016", "name": "欣贺股份", "role": "WATCH", "ret_pct": 2.57, "amount_yi": 0.28, "turnover": null, "market_cap_yi": 29.54, "amount_to_mcap_pct": 0.96, "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": "007265", "sector_name": "数字孪生", "sector_type": "concept_1003", "theme_cluster": "数字孪生", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 83, "valid_member_count": 79, "specificity_score": 0.7108, "raw_heat_score": 82.92, "adjusted_heat_score": 58.94, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.72, "sector_amount_yi": 349.3, "amount_ratio5": 1.094, "sector_rank_today": 13, "near_previous_high": false, "distance_to_previous_high": -0.1003, "next_day_gap_risk": true, "ohlc": { "open": 100.6179, "high": 104.1758, "low": 98.1052, "close": 101.8994, "close_location": 0.625, "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": 3, "front_count": 6, "head_count": 3, "mid_count": 2, "tail_count": 8 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 89.96, "stocks": [ { "symbol": "SZSE.300052", "name": "中青宝", "role": "LIMIT_HEAD", "ret_pct": 19.98, "amount_yi": 2.7, "turnover": null, "market_cap_yi": 34.12, "amount_to_mcap_pct": 7.926, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603859", "name": "能科科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 10.92, "turnover": null, "market_cap_yi": 110.95, "amount_to_mcap_pct": 9.846, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002421", "name": "达实智能", "role": "LIMIT_HEAD", "ret_pct": 9.92, "amount_yi": 40.04, "turnover": null, "market_cap_yi": 104.38, "amount_to_mcap_pct": 38.359, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300259", "name": "新天科技", "role": "FRONT", "ret_pct": 14.39, "amount_yi": 6.39, "turnover": null, "market_cap_yi": 71.58, "amount_to_mcap_pct": 8.925, "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.688507", "name": "索辰科技", "role": "FRONT", "ret_pct": 13.24, "amount_yi": 22.42, "turnover": null, "market_cap_yi": 94.26, "amount_to_mcap_pct": 23.787, "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.688322", "name": "奥比中光", "role": "FRONT", "ret_pct": 10.05, "amount_yi": 43.41, "turnover": null, "market_cap_yi": 401.72, "amount_to_mcap_pct": 10.806, "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.300278", "name": "华昌达", "role": "MID", "ret_pct": 5.67, "amount_yi": 2.37, "turnover": null, "market_cap_yi": 65.68, "amount_to_mcap_pct": 3.608, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603466", "name": "风语筑", "role": "MID", "ret_pct": 5.09, "amount_yi": 8.05, "turnover": null, "market_cap_yi": 68.76, "amount_to_mcap_pct": 11.702, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300440", "name": "运达科技", "role": "TAIL", "ret_pct": 4.96, "amount_yi": 3.07, "turnover": null, "market_cap_yi": 82.53, "amount_to_mcap_pct": 3.715, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300935", "name": "盈建科", "role": "TAIL", "ret_pct": 4.94, "amount_yi": 0.92, "turnover": null, "market_cap_yi": 21.63, "amount_to_mcap_pct": 4.265, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002527", "name": "新时达", "role": "TAIL", "ret_pct": 3.63, "amount_yi": 6.43, "turnover": null, "market_cap_yi": 81.61, "amount_to_mcap_pct": 7.883, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300045", "name": "华力创通", "role": "TAIL", "ret_pct": 3.53, "amount_yi": 5.65, "turnover": null, "market_cap_yi": 98.41, "amount_to_mcap_pct": 5.744, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300007", "name": "汉威科技", "role": "TAIL", "ret_pct": 3.36, "amount_yi": 11.37, "turnover": null, "market_cap_yi": 121.16, "amount_to_mcap_pct": 9.383, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688360", "name": "德马科技", "role": "TAIL", "ret_pct": 3.35, "amount_yi": 2.95, "turnover": null, "market_cap_yi": 56.74, "amount_to_mcap_pct": 5.194, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300466", "name": "赛摩智能", "role": "TAIL", "ret_pct": 3.14, "amount_yi": 0.8, "turnover": null, "market_cap_yi": 36.81, "amount_to_mcap_pct": 2.17, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300645", "name": "正元智慧", "role": "TAIL", "ret_pct": 3.1, "amount_yi": 0.58, "turnover": null, "market_cap_yi": 19.44, "amount_to_mcap_pct": 2.966, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300513", "name": "恒实科技", "role": "WATCH", "ret_pct": 2.98, "amount_yi": 0.62, "turnover": null, "market_cap_yi": 22.81, "amount_to_mcap_pct": 2.726, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.301213", "name": "观想科技", "role": "WATCH", "ret_pct": 2.81, "amount_yi": 0.79, "turnover": null, "market_cap_yi": 33.95, "amount_to_mcap_pct": 2.338, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.301390", "name": "经纬股份", "role": "WATCH", "ret_pct": 2.73, "amount_yi": 0.32, "turnover": null, "market_cap_yi": 15.87, "amount_to_mcap_pct": 2.012, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300556", "name": "丝路视觉", "role": "WATCH", "ret_pct": 2.72, "amount_yi": 1.22, "turnover": null, "market_cap_yi": 20.05, "amount_to_mcap_pct": 6.074, "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": "007131", "sector_name": "在线教育", "sector_type": "concept_1003", "theme_cluster": "在线教育", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 111, "valid_member_count": 98, "specificity_score": 0.6673, "raw_heat_score": 75.85, "adjusted_heat_score": 50.61, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.4, "sector_amount_yi": 540.39, "amount_ratio5": 1.082, "sector_rank_today": 20, "near_previous_high": false, "distance_to_previous_high": -0.1187, "next_day_gap_risk": true, "ohlc": { "open": 93.5319, "high": 96.4875, "low": 91.8642, "close": 94.4179, "close_location": 0.5524, "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": 3, "tail_count": 8 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 83.9, "stocks": [ { "symbol": "SZSE.300162", "name": "雷曼光电", "role": "LIMIT_HEAD", "ret_pct": 19.95, "amount_yi": 8.45, "turnover": null, "market_cap_yi": 36.0, "amount_to_mcap_pct": 23.483, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002354", "name": "天娱数科", "role": "LIMIT_HEAD", "ret_pct": 10.08, "amount_yi": 8.31, "turnover": null, "market_cap_yi": 108.27, "amount_to_mcap_pct": 7.677, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603888", "name": "新华网", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 1.93, "turnover": null, "market_cap_yi": 129.89, "amount_to_mcap_pct": 1.486, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688507", "name": "索辰科技", "role": "FRONT", "ret_pct": 13.24, "amount_yi": 22.42, "turnover": null, "market_cap_yi": 94.26, "amount_to_mcap_pct": 23.787, "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.300688", "name": "创业黑马", "role": "MID", "ret_pct": 9.21, "amount_yi": 3.33, "turnover": null, "market_cap_yi": 38.7, "amount_to_mcap_pct": 8.596, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002955", "name": "鸿合科技", "role": "MID", "ret_pct": 7.54, "amount_yi": 3.56, "turnover": null, "market_cap_yi": 53.31, "amount_to_mcap_pct": 6.673, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300654", "name": "世纪天鸿", "role": "MID", "ret_pct": 5.11, "amount_yi": 2.8, "turnover": null, "market_cap_yi": 36.29, "amount_to_mcap_pct": 7.723, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603000", "name": "人民网", "role": "TAIL", "ret_pct": 4.3, "amount_yi": 5.52, "turnover": null, "market_cap_yi": 192.94, "amount_to_mcap_pct": 2.861, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002587", "name": "奥拓电子", "role": "TAIL", "ret_pct": 4.29, "amount_yi": 2.37, "turnover": null, "market_cap_yi": 37.56, "amount_to_mcap_pct": 6.31, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002678", "name": "珠江钢琴", "role": "TAIL", "ret_pct": 3.82, "amount_yi": 1.82, "turnover": null, "market_cap_yi": 84.85, "amount_to_mcap_pct": 2.15, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000063", "name": "中兴通讯", "role": "TAIL", "ret_pct": 3.68, "amount_yi": 183.26, "turnover": null, "market_cap_yi": 1576.01, "amount_to_mcap_pct": 11.628, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000727", "name": "冠捷科技", "role": "TAIL", "ret_pct": 3.45, "amount_yi": 11.21, "turnover": null, "market_cap_yi": 135.89, "amount_to_mcap_pct": 8.247, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300182", "name": "捷成股份", "role": "TAIL", "ret_pct": 3.32, "amount_yi": 17.21, "turnover": null, "market_cap_yi": 140.53, "amount_to_mcap_pct": 12.244, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300645", "name": "正元智慧", "role": "TAIL", "ret_pct": 3.1, "amount_yi": 0.58, "turnover": null, "market_cap_yi": 19.44, "amount_to_mcap_pct": 2.966, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300264", "name": "佳创视讯", "role": "TAIL", "ret_pct": 3.04, "amount_yi": 1.73, "turnover": null, "market_cap_yi": 28.85, "amount_to_mcap_pct": 5.987, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600229", "name": "城市传媒", "role": "WATCH", "ret_pct": 2.99, "amount_yi": 0.34, "turnover": null, "market_cap_yi": 36.4, "amount_to_mcap_pct": 0.93, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600373", "name": "中文传媒", "role": "WATCH", "ret_pct": 2.73, "amount_yi": 0.6, "turnover": null, "market_cap_yi": 101.32, "amount_to_mcap_pct": 0.594, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.003005", "name": "竞业达", "role": "WATCH", "ret_pct": 2.66, "amount_yi": 0.51, "turnover": null, "market_cap_yi": 19.14, "amount_to_mcap_pct": 2.672, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002555", "name": "三七互娱", "role": "WATCH", "ret_pct": 2.63, "amount_yi": 8.6, "turnover": null, "market_cap_yi": 309.53, "amount_to_mcap_pct": 2.78, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300074", "name": "华平股份", "role": "WATCH", "ret_pct": 2.5, "amount_yi": 0.82, "turnover": null, "market_cap_yi": 22.54, "amount_to_mcap_pct": 3.645, "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": "007600", "sector_name": "文娱消费", "sector_type": "concept_1003", "theme_cluster": "文娱消费", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 92, "valid_member_count": 90, "specificity_score": 0.6958, "raw_heat_score": 62.27, "adjusted_heat_score": 43.33, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.13, "sector_amount_yi": 334.92, "amount_ratio5": 0.859, "sector_rank_today": 36, "near_previous_high": false, "distance_to_previous_high": -0.1271, "next_day_gap_risk": true, "ohlc": { "open": 90.6284, "high": 93.2492, "low": 89.1105, "close": 91.1412, "close_location": 0.4907, "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": 0, "front_count": 2, "head_count": 2, "mid_count": 4, "tail_count": 8 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 68.1, "stocks": [ { "symbol": "SZSE.300052", "name": "中青宝", "role": "LIMIT_HEAD", "ret_pct": 19.98, "amount_yi": 2.7, "turnover": null, "market_cap_yi": 34.12, "amount_to_mcap_pct": 7.926, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002354", "name": "天娱数科", "role": "LIMIT_HEAD", "ret_pct": 10.08, "amount_yi": 8.31, "turnover": null, "market_cap_yi": 108.27, "amount_to_mcap_pct": 7.677, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300031", "name": "宝通科技", "role": "MID", "ret_pct": 7.4, "amount_yi": 8.39, "turnover": null, "market_cap_yi": 89.84, "amount_to_mcap_pct": 9.338, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603103", "name": "横店影视", "role": "MID", "ret_pct": 6.34, "amount_yi": 5.79, "turnover": null, "market_cap_yi": 147.77, "amount_to_mcap_pct": 3.919, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300494", "name": "盛天网络", "role": "MID", "ret_pct": 5.38, "amount_yi": 1.59, "turnover": null, "market_cap_yi": 37.48, "amount_to_mcap_pct": 4.24, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300533", "name": "冰川网络", "role": "MID", "ret_pct": 5.16, "amount_yi": 2.28, "turnover": null, "market_cap_yi": 37.65, "amount_to_mcap_pct": 6.065, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002235", "name": "安妮股份", "role": "TAIL", "ret_pct": 4.95, "amount_yi": 7.47, "turnover": null, "market_cap_yi": 58.68, "amount_to_mcap_pct": 12.733, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300299", "name": "富春股份", "role": "TAIL", "ret_pct": 4.81, "amount_yi": 1.65, "turnover": null, "market_cap_yi": 37.56, "amount_to_mcap_pct": 4.392, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603000", "name": "人民网", "role": "TAIL", "ret_pct": 4.3, "amount_yi": 5.52, "turnover": null, "market_cap_yi": 192.94, "amount_to_mcap_pct": 2.861, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603908", "name": "牧高笛", "role": "TAIL", "ret_pct": 3.63, "amount_yi": 0.32, "turnover": null, "market_cap_yi": 18.86, "amount_to_mcap_pct": 1.723, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002605", "name": "姚记科技", "role": "TAIL", "ret_pct": 3.34, "amount_yi": 1.71, "turnover": null, "market_cap_yi": 64.94, "amount_to_mcap_pct": 2.641, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300182", "name": "捷成股份", "role": "TAIL", "ret_pct": 3.32, "amount_yi": 17.21, "turnover": null, "market_cap_yi": 140.53, "amount_to_mcap_pct": 12.244, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300315", "name": "掌趣科技", "role": "TAIL", "ret_pct": 3.06, "amount_yi": 2.77, "turnover": null, "market_cap_yi": 111.32, "amount_to_mcap_pct": 2.49, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002343", "name": "慈文传媒", "role": "TAIL", "ret_pct": 3.04, "amount_yi": 0.68, "turnover": null, "market_cap_yi": 24.06, "amount_to_mcap_pct": 2.843, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600373", "name": "中文传媒", "role": "WATCH", "ret_pct": 2.73, "amount_yi": 0.6, "turnover": null, "market_cap_yi": 101.32, "amount_to_mcap_pct": 0.594, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002059", "name": "云南旅游", "role": "WATCH", "ret_pct": 2.73, "amount_yi": 0.44, "turnover": null, "market_cap_yi": 44.43, "amount_to_mcap_pct": 0.991, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002229", "name": "鸿博股份", "role": "WATCH", "ret_pct": 2.69, "amount_yi": 5.78, "turnover": null, "market_cap_yi": 69.54, "amount_to_mcap_pct": 8.307, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002555", "name": "三七互娱", "role": "WATCH", "ret_pct": 2.63, "amount_yi": 8.6, "turnover": null, "market_cap_yi": 309.53, "amount_to_mcap_pct": 2.78, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002780", "name": "三夫户外", "role": "WATCH", "ret_pct": 2.17, "amount_yi": 0.93, "turnover": null, "market_cap_yi": 17.82, "amount_to_mcap_pct": 5.22, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002558", "name": "巨人网络", "role": "WATCH", "ret_pct": 2.14, "amount_yi": 10.78, "turnover": null, "market_cap_yi": 490.15, "amount_to_mcap_pct": 2.199, "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": "007545", "sector_name": "谷子经济", "theme_cluster": "谷子经济", "state": "STRUCTURE_WATCH", "sector_rank_today": 35, "sector_ret_pct": 1.13, "adjusted_heat_score": 37.9, "limit_up_count": 1, "front_count": 2, "mid_count": 3, "tail_count": 7, "tape_quality": "OK", "weak_tape_reasons": [], "reason": "core_overlap:4;jaccard:0.57" }, { "sector_code": "007257", "sector_name": "电子竞技", "theme_cluster": "电子竞技", "state": "MARKET_LEADER_NO_SIGNAL", "sector_rank_today": 8, "sector_ret_pct": 1.86, "adjusted_heat_score": 39.37, "limit_up_count": 2, "front_count": 2, "mid_count": 1, "tail_count": 3, "tape_quality": "OK", "weak_tape_reasons": [], "reason": "core_overlap:3;jaccard:0.50" } ] }, { "sector_code": "007391", "sector_name": "内贸流通", "sector_type": "concept_1003", "theme_cluster": "内贸流通", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 162, "valid_member_count": 153, "specificity_score": 0.6062, "raw_heat_score": 60.54, "adjusted_heat_score": 36.7, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.03, "sector_amount_yi": 359.04, "amount_ratio5": 0.93, "sector_rank_today": 46, "near_previous_high": false, "distance_to_previous_high": -0.0932, "next_day_gap_risk": true, "ohlc": { "open": 92.7907, "high": 95.9511, "low": 91.8417, "close": 93.7985, "close_location": 0.4762, "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": 2, "tail_count": 6 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 65.45, "stocks": [ { "symbol": "SZSE.000759", "name": "中百集团", "role": "LIMIT_HEAD", "ret_pct": 10.04, "amount_yi": 3.47, "turnover": null, "market_cap_yi": 37.38, "amount_to_mcap_pct": 9.295, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600382", "name": "广东明珠", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 7.21, "turnover": null, "market_cap_yi": 67.22, "amount_to_mcap_pct": 10.723, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002251", "name": "步步高", "role": "LIMIT_HEAD", "ret_pct": 9.95, "amount_yi": 16.38, "turnover": null, "market_cap_yi": 104.61, "amount_to_mcap_pct": 15.661, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000785", "name": "居然智家", "role": "MID", "ret_pct": 6.01, "amount_yi": 4.42, "turnover": null, "market_cap_yi": 143.37, "amount_to_mcap_pct": 3.086, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600693", "name": "东百集团", "role": "MID", "ret_pct": 5.29, "amount_yi": 12.37, "turnover": null, "market_cap_yi": 89.94, "amount_to_mcap_pct": 13.757, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000026", "name": "飞亚达", "role": "TAIL", "ret_pct": 4.64, "amount_yi": 4.43, "turnover": null, "market_cap_yi": 82.24, "amount_to_mcap_pct": 5.392, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000715", "name": "中兴商业", "role": "TAIL", "ret_pct": 4.02, "amount_yi": 0.72, "turnover": null, "market_cap_yi": 25.19, "amount_to_mcap_pct": 2.874, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600605", "name": "汇通能源", "role": "TAIL", "ret_pct": 3.92, "amount_yi": 1.54, "turnover": null, "market_cap_yi": 61.72, "amount_to_mcap_pct": 2.492, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600828", "name": "茂业商业", "role": "TAIL", "ret_pct": 3.64, "amount_yi": 5.48, "turnover": null, "market_cap_yi": 88.82, "amount_to_mcap_pct": 6.166, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600697", "name": "欧亚集团", "role": "TAIL", "ret_pct": 3.48, "amount_yi": 0.57, "turnover": null, "market_cap_yi": 17.57, "amount_to_mcap_pct": 3.256, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603368", "name": "柳药集团", "role": "TAIL", "ret_pct": 3.09, "amount_yi": 0.78, "turnover": null, "market_cap_yi": 64.9, "amount_to_mcap_pct": 1.207, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300975", "name": "商络电子", "role": "WATCH", "ret_pct": 2.96, "amount_yi": 47.48, "turnover": null, "market_cap_yi": 220.45, "amount_to_mcap_pct": 21.539, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600778", "name": "友好集团", "role": "WATCH", "ret_pct": 2.95, "amount_yi": 0.52, "turnover": null, "market_cap_yi": 18.49, "amount_to_mcap_pct": 2.802, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.000626", "name": "远大控股", "role": "WATCH", "ret_pct": 2.93, "amount_yi": 2.21, "turnover": null, "market_cap_yi": 40.7, "amount_to_mcap_pct": 5.431, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.603708", "name": "家家悦", "role": "WATCH", "ret_pct": 2.85, "amount_yi": 0.5, "turnover": null, "market_cap_yi": 62.11, "amount_to_mcap_pct": 0.801, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.000062", "name": "深圳华强", "role": "WATCH", "ret_pct": 2.72, "amount_yi": 26.91, "turnover": null, "market_cap_yi": 351.71, "amount_to_mcap_pct": 7.651, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.605266", "name": "健之佳", "role": "WATCH", "ret_pct": 2.59, "amount_yi": 0.32, "turnover": null, "market_cap_yi": 28.13, "amount_to_mcap_pct": 1.131, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600774", "name": "汉商集团", "role": "WATCH", "ret_pct": 2.54, "amount_yi": 0.34, "turnover": null, "market_cap_yi": 21.47, "amount_to_mcap_pct": 1.577, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.000701", "name": "厦门信达", "role": "WATCH", "ret_pct": 2.34, "amount_yi": 1.55, "turnover": null, "market_cap_yi": 37.93, "amount_to_mcap_pct": 4.089, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600272", "name": "开开实业", "role": "WATCH", "ret_pct": 2.3, "amount_yi": 0.27, "turnover": null, "market_cap_yi": 17.79, "amount_to_mcap_pct": 1.533, "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": "007563", "sector_name": "AI应用", "sector_type": "concept_1003", "theme_cluster": "AI应用", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 196, "valid_member_count": 193, "specificity_score": 0.5739, "raw_heat_score": 110.3, "adjusted_heat_score": 63.3, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.71, "sector_amount_yi": 1014.33, "amount_ratio5": 0.896, "sector_rank_today": 79, "near_previous_high": false, "distance_to_previous_high": -0.1315, "next_day_gap_risk": true, "ohlc": { "open": 94.1408, "high": 96.8807, "low": 92.0004, "close": 94.5097, "close_location": 0.5142, "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": 6, "tail_count": 11 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 107.56, "stocks": [ { "symbol": "SZSE.002354", "name": "天娱数科", "role": "LIMIT_HEAD", "ret_pct": 10.08, "amount_yi": 8.31, "turnover": null, "market_cap_yi": 108.27, "amount_to_mcap_pct": 7.677, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603859", "name": "能科科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 10.92, "turnover": null, "market_cap_yi": 110.95, "amount_to_mcap_pct": 9.846, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603888", "name": "新华网", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 1.93, "turnover": null, "market_cap_yi": 129.89, "amount_to_mcap_pct": 1.486, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002421", "name": "达实智能", "role": "LIMIT_HEAD", "ret_pct": 9.92, "amount_yi": 40.04, "turnover": null, "market_cap_yi": 104.38, "amount_to_mcap_pct": 38.359, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688777", "name": "中控技术", "role": "FRONT", "ret_pct": 13.1, "amount_yi": 43.61, "turnover": null, "market_cap_yi": 787.2, "amount_to_mcap_pct": 5.54, "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.688246", "name": "嘉和美康", "role": "FRONT", "ret_pct": 12.45, "amount_yi": 2.12, "turnover": null, "market_cap_yi": 31.56, "amount_to_mcap_pct": 6.723, "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.002987", "name": "京北方", "role": "FRONT", "ret_pct": 9.95, "amount_yi": 4.79, "turnover": null, "market_cap_yi": 124.19, "amount_to_mcap_pct": 3.854, "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.002955", "name": "鸿合科技", "role": "MID", "ret_pct": 7.54, "amount_yi": 3.56, "turnover": null, "market_cap_yi": 53.31, "amount_to_mcap_pct": 6.673, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603039", "name": "泛微网络", "role": "MID", "ret_pct": 6.62, "amount_yi": 8.75, "turnover": null, "market_cap_yi": 122.87, "amount_to_mcap_pct": 7.124, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300925", "name": "法本信息", "role": "MID", "ret_pct": 5.62, "amount_yi": 6.25, "turnover": null, "market_cap_yi": 63.05, "amount_to_mcap_pct": 9.917, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300612", "name": "宣亚国际", "role": "MID", "ret_pct": 5.48, "amount_yi": 1.87, "turnover": null, "market_cap_yi": 23.84, "amount_to_mcap_pct": 7.829, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300494", "name": "盛天网络", "role": "MID", "ret_pct": 5.38, "amount_yi": 1.59, "turnover": null, "market_cap_yi": 37.48, "amount_to_mcap_pct": 4.24, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300654", "name": "世纪天鸿", "role": "MID", "ret_pct": 5.11, "amount_yi": 2.8, "turnover": null, "market_cap_yi": 36.29, "amount_to_mcap_pct": 7.723, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300935", "name": "盈建科", "role": "TAIL", "ret_pct": 4.94, "amount_yi": 0.92, "turnover": null, "market_cap_yi": 21.63, "amount_to_mcap_pct": 4.265, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300296", "name": "利亚德", "role": "TAIL", "ret_pct": 4.88, "amount_yi": 13.7, "turnover": null, "market_cap_yi": 156.49, "amount_to_mcap_pct": 8.756, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000681", "name": "视觉中国", "role": "TAIL", "ret_pct": 4.78, "amount_yi": 28.0, "turnover": null, "market_cap_yi": 164.37, "amount_to_mcap_pct": 17.034, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603000", "name": "人民网", "role": "TAIL", "ret_pct": 4.3, "amount_yi": 5.52, "turnover": null, "market_cap_yi": 192.94, "amount_to_mcap_pct": 2.861, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301185", "name": "鸥玛软件", "role": "TAIL", "ret_pct": 3.75, "amount_yi": 0.6, "turnover": null, "market_cap_yi": 23.02, "amount_to_mcap_pct": 2.617, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301231", "name": "荣信文化", "role": "TAIL", "ret_pct": 3.36, "amount_yi": 4.46, "turnover": null, "market_cap_yi": 22.12, "amount_to_mcap_pct": 20.179, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300182", "name": "捷成股份", "role": "TAIL", "ret_pct": 3.32, "amount_yi": 17.21, "turnover": null, "market_cap_yi": 140.53, "amount_to_mcap_pct": 12.244, "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": "007139", "sector_name": "医疗器械概念", "sector_type": "concept_1003", "theme_cluster": "医疗器械概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 322, "valid_member_count": 303, "specificity_score": 0.4876, "raw_heat_score": 107.09, "adjusted_heat_score": 52.22, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.81, "sector_amount_yi": 1181.11, "amount_ratio5": 1.083, "sector_rank_today": 68, "near_previous_high": false, "distance_to_previous_high": -0.1061, "next_day_gap_risk": true, "ohlc": { "open": 96.8692, "high": 99.8458, "low": 94.9765, "close": 97.5431, "close_location": 0.5271, "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": 11, "tail_count": 12 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 101.64, "stocks": [ { "symbol": "SHSE.688017", "name": "绿的谐波", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 79.29, "turnover": null, "market_cap_yi": 720.49, "amount_to_mcap_pct": 11.005, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600881", "name": "亚泰集团", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 2.58, "turnover": null, "market_cap_yi": 53.33, "amount_to_mcap_pct": 4.835, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300482", "name": "万孚生物", "role": "FRONT", "ret_pct": 15.06, "amount_yi": 4.83, "turnover": null, "market_cap_yi": 79.52, "amount_to_mcap_pct": 6.074, "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.301528", "name": "多浦乐", "role": "FRONT", "ret_pct": 13.62, "amount_yi": 4.04, "turnover": null, "market_cap_yi": 29.27, "amount_to_mcap_pct": 13.816, "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.300328", "name": "宜安科技", "role": "FRONT", "ret_pct": 12.86, "amount_yi": 28.83, "turnover": null, "market_cap_yi": 151.97, "amount_to_mcap_pct": 18.967, "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.688160", "name": "步科股份", "role": "FRONT", "ret_pct": 11.35, "amount_yi": 6.89, "turnover": null, "market_cap_yi": 110.82, "amount_to_mcap_pct": 6.219, "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.688310", "name": "迈得医疗", "role": "MID", "ret_pct": 7.83, "amount_yi": 1.53, "turnover": null, "market_cap_yi": 30.99, "amount_to_mcap_pct": 4.933, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300341", "name": "麦克奥迪", "role": "MID", "ret_pct": 7.76, "amount_yi": 1.82, "turnover": null, "market_cap_yi": 76.58, "amount_to_mcap_pct": 2.383, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002636", "name": "金安国纪", "role": "MID", "ret_pct": 7.7, "amount_yi": 51.75, "turnover": null, "market_cap_yi": 421.26, "amount_to_mcap_pct": 12.284, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601636", "name": "旗滨集团", "role": "MID", "ret_pct": 7.16, "amount_yi": 16.25, "turnover": null, "market_cap_yi": 207.99, "amount_to_mcap_pct": 7.814, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000887", "name": "中鼎股份", "role": "MID", "ret_pct": 7.01, "amount_yi": 29.41, "turnover": null, "market_cap_yi": 289.03, "amount_to_mcap_pct": 10.174, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300083", "name": "创世纪", "role": "MID", "ret_pct": 6.59, "amount_yi": 12.49, "turnover": null, "market_cap_yi": 154.43, "amount_to_mcap_pct": 8.089, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.003021", "name": "兆威机电", "role": "MID", "ret_pct": 6.58, "amount_yi": 11.72, "turnover": null, "market_cap_yi": 217.9, "amount_to_mcap_pct": 5.378, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603583", "name": "捷昌驱动", "role": "MID", "ret_pct": 6.57, "amount_yi": 3.12, "turnover": null, "market_cap_yi": 99.8, "amount_to_mcap_pct": 3.131, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688510", "name": "航亚科技", "role": "MID", "ret_pct": 5.84, "amount_yi": 3.27, "turnover": null, "market_cap_yi": 71.47, "amount_to_mcap_pct": 4.579, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002571", "name": "德力股份", "role": "MID", "ret_pct": 5.59, "amount_yi": 2.36, "turnover": null, "market_cap_yi": 37.77, "amount_to_mcap_pct": 6.26, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002747", "name": "埃斯顿", "role": "MID", "ret_pct": 5.19, "amount_yi": 28.97, "turnover": null, "market_cap_yi": 242.7, "amount_to_mcap_pct": 11.934, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603976", "name": "正川股份", "role": "TAIL", "ret_pct": 4.73, "amount_yi": 1.17, "turnover": null, "market_cap_yi": 33.81, "amount_to_mcap_pct": 3.458, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002307", "name": "北新路桥", "role": "TAIL", "ret_pct": 4.47, "amount_yi": 1.41, "turnover": null, "market_cap_yi": 50.35, "amount_to_mcap_pct": 2.796, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300660", "name": "江苏雷利", "role": "TAIL", "ret_pct": 4.35, "amount_yi": 5.43, "turnover": null, "market_cap_yi": 196.59, "amount_to_mcap_pct": 2.763, "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": "007424", "sector_name": "数字经济", "sector_type": "concept_1003", "theme_cluster": "数字经济", "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": 159, "specificity_score": 0.5913, "raw_heat_score": 102.56, "adjusted_heat_score": 60.64, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.92, "sector_amount_yi": 666.66, "amount_ratio5": 0.974, "sector_rank_today": 56, "near_previous_high": false, "distance_to_previous_high": -0.124, "next_day_gap_risk": true, "ohlc": { "open": 94.4959, "high": 97.4952, "low": 92.5644, "close": 95.1865, "close_location": 0.5318, "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": 2, "front_count": 6, "head_count": 4, "mid_count": 7, "tail_count": 7 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 99.8, "stocks": [ { "symbol": "SZSE.300052", "name": "中青宝", "role": "LIMIT_HEAD", "ret_pct": 19.98, "amount_yi": 2.7, "turnover": null, "market_cap_yi": 34.12, "amount_to_mcap_pct": 7.926, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002354", "name": "天娱数科", "role": "LIMIT_HEAD", "ret_pct": 10.08, "amount_yi": 8.31, "turnover": null, "market_cap_yi": 108.27, "amount_to_mcap_pct": 7.677, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603859", "name": "能科科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 10.92, "turnover": null, "market_cap_yi": 110.95, "amount_to_mcap_pct": 9.846, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002421", "name": "达实智能", "role": "LIMIT_HEAD", "ret_pct": 9.92, "amount_yi": 40.04, "turnover": null, "market_cap_yi": 104.38, "amount_to_mcap_pct": 38.359, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.301313", "name": "凡拓数创", "role": "FRONT", "ret_pct": 10.84, "amount_yi": 9.05, "turnover": null, "market_cap_yi": 38.62, "amount_to_mcap_pct": 23.429, "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.002987", "name": "京北方", "role": "FRONT", "ret_pct": 9.95, "amount_yi": 4.79, "turnover": null, "market_cap_yi": 124.19, "amount_to_mcap_pct": 3.854, "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": "SHSE.688369", "name": "致远互联", "role": "MID", "ret_pct": 7.12, "amount_yi": 1.46, "turnover": null, "market_cap_yi": 25.31, "amount_to_mcap_pct": 5.785, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300469", "name": "信息发展", "role": "MID", "ret_pct": 6.98, "amount_yi": 7.33, "turnover": null, "market_cap_yi": 139.17, "amount_to_mcap_pct": 5.27, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002583", "name": "海能达", "role": "MID", "ret_pct": 5.8, "amount_yi": 5.58, "turnover": null, "market_cap_yi": 112.24, "amount_to_mcap_pct": 4.968, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300925", "name": "法本信息", "role": "MID", "ret_pct": 5.62, "amount_yi": 6.25, "turnover": null, "market_cap_yi": 63.05, "amount_to_mcap_pct": 9.917, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300612", "name": "宣亚国际", "role": "MID", "ret_pct": 5.48, "amount_yi": 1.87, "turnover": null, "market_cap_yi": 23.84, "amount_to_mcap_pct": 7.829, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300292", "name": "吴通控股", "role": "MID", "ret_pct": 5.31, "amount_yi": 13.5, "turnover": null, "market_cap_yi": 68.63, "amount_to_mcap_pct": 19.664, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603466", "name": "风语筑", "role": "MID", "ret_pct": 5.09, "amount_yi": 8.05, "turnover": null, "market_cap_yi": 68.76, "amount_to_mcap_pct": 11.702, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002235", "name": "安妮股份", "role": "TAIL", "ret_pct": 4.95, "amount_yi": 7.47, "turnover": null, "market_cap_yi": 58.68, "amount_to_mcap_pct": 12.733, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300299", "name": "富春股份", "role": "TAIL", "ret_pct": 4.81, "amount_yi": 1.65, "turnover": null, "market_cap_yi": 37.56, "amount_to_mcap_pct": 4.392, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688609", "name": "九联科技", "role": "TAIL", "ret_pct": 4.66, "amount_yi": 7.28, "turnover": null, "market_cap_yi": 59.5, "amount_to_mcap_pct": 12.239, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300053", "name": "航宇微", "role": "TAIL", "ret_pct": 4.44, "amount_yi": 6.23, "turnover": null, "market_cap_yi": 107.25, "amount_to_mcap_pct": 5.812, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688400", "name": "凌云光", "role": "TAIL", "ret_pct": 4.33, "amount_yi": 16.65, "turnover": null, "market_cap_yi": 264.6, "amount_to_mcap_pct": 6.291, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300061", "name": "旗天科技", "role": "TAIL", "ret_pct": 3.82, "amount_yi": 3.53, "turnover": null, "market_cap_yi": 55.87, "amount_to_mcap_pct": 6.322, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300563", "name": "神宇股份", "role": "TAIL", "ret_pct": 3.43, "amount_yi": 3.27, "turnover": null, "market_cap_yi": 40.22, "amount_to_mcap_pct": 8.132, "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": "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": 88.32, "adjusted_heat_score": 60.62, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.89, "sector_amount_yi": 1596.23, "amount_ratio5": 1.205, "sector_rank_today": 57, "near_previous_high": false, "distance_to_previous_high": -0.0623, "next_day_gap_risk": true, "ohlc": { "open": 107.4322, "high": 111.6852, "low": 104.9123, "close": 108.5718, "close_location": 0.5403, "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", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 4, "front_only_count": 0, "front_count": 4, "head_count": 4, "mid_count": 4, "tail_count": 10 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 85.13, "stocks": [ { "symbol": "SZSE.300162", "name": "雷曼光电", "role": "LIMIT_HEAD", "ret_pct": 19.95, "amount_yi": 8.45, "turnover": null, "market_cap_yi": 36.0, "amount_to_mcap_pct": 23.483, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002983", "name": "芯瑞达", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 1.81, "turnover": null, "market_cap_yi": 31.83, "amount_to_mcap_pct": 5.692, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603888", "name": "新华网", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 1.93, "turnover": null, "market_cap_yi": 129.89, "amount_to_mcap_pct": 1.486, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600996", "name": "贵广网络", "role": "LIMIT_HEAD", "ret_pct": 9.96, "amount_yi": 5.1, "turnover": null, "market_cap_yi": 116.95, "amount_to_mcap_pct": 4.36, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603516", "name": "淳中科技", "role": "MID", "ret_pct": 6.83, "amount_yi": 24.57, "turnover": null, "market_cap_yi": 274.45, "amount_to_mcap_pct": 8.952, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300400", "name": "劲拓股份", "role": "MID", "ret_pct": 5.83, "amount_yi": 5.93, "turnover": null, "market_cap_yi": 71.94, "amount_to_mcap_pct": 8.247, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300545", "name": "联得装备", "role": "MID", "ret_pct": 5.68, "amount_yi": 7.05, "turnover": null, "market_cap_yi": 43.18, "amount_to_mcap_pct": 16.332, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603466", "name": "风语筑", "role": "MID", "ret_pct": 5.09, "amount_yi": 8.05, "turnover": null, "market_cap_yi": 68.76, "amount_to_mcap_pct": 11.702, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300296", "name": "利亚德", "role": "TAIL", "ret_pct": 4.88, "amount_yi": 13.7, "turnover": null, "market_cap_yi": 156.49, "amount_to_mcap_pct": 8.756, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688609", "name": "九联科技", "role": "TAIL", "ret_pct": 4.66, "amount_yi": 7.28, "turnover": null, "market_cap_yi": 59.5, "amount_to_mcap_pct": 12.239, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000725", "name": "京东方A", "role": "TAIL", "ret_pct": 4.55, "amount_yi": 356.85, "turnover": null, "market_cap_yi": 2336.77, "amount_to_mcap_pct": 15.271, "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": 4.49, "amount_yi": 9.45, "turnover": null, "market_cap_yi": 209.72, "amount_to_mcap_pct": 4.507, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002587", "name": "奥拓电子", "role": "TAIL", "ret_pct": 4.29, "amount_yi": 2.37, "turnover": null, "market_cap_yi": 37.56, "amount_to_mcap_pct": 6.31, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600203", "name": "福日电子", "role": "TAIL", "ret_pct": 3.69, "amount_yi": 6.65, "turnover": null, "market_cap_yi": 76.55, "amount_to_mcap_pct": 8.681, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000063", "name": "中兴通讯", "role": "TAIL", "ret_pct": 3.68, "amount_yi": 183.26, "turnover": null, "market_cap_yi": 1576.01, "amount_to_mcap_pct": 11.628, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300097", "name": "智云股份", "role": "TAIL", "ret_pct": 3.59, "amount_yi": 1.37, "turnover": null, "market_cap_yi": 25.73, "amount_to_mcap_pct": 5.324, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300182", "name": "捷成股份", "role": "TAIL", "ret_pct": 3.32, "amount_yi": 17.21, "turnover": null, "market_cap_yi": 140.53, "amount_to_mcap_pct": 12.244, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300691", "name": "联合光电", "role": "TAIL", "ret_pct": 3.15, "amount_yi": 1.49, "turnover": null, "market_cap_yi": 35.41, "amount_to_mcap_pct": 4.207, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002876", "name": "三利谱", "role": "WATCH", "ret_pct": 2.86, "amount_yi": 4.52, "turnover": null, "market_cap_yi": 48.82, "amount_to_mcap_pct": 9.248, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002036", "name": "联创电子", "role": "WATCH", "ret_pct": 2.71, "amount_yi": 8.11, "turnover": null, "market_cap_yi": 95.94, "amount_to_mcap_pct": 8.455, "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": "007224", "sector_name": "大飞机", "sector_type": "concept_1003", "theme_cluster": "大飞机", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 99, "valid_member_count": 98, "specificity_score": 0.6848, "raw_heat_score": 86.13, "adjusted_heat_score": 58.98, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.88, "sector_amount_yi": 649.72, "amount_ratio5": 1.186, "sector_rank_today": 59, "near_previous_high": false, "distance_to_previous_high": -0.1155, "next_day_gap_risk": true, "ohlc": { "open": 99.3622, "high": 102.3635, "low": 96.9355, "close": 99.9277, "close_location": 0.5512, "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": 0, "front_count": 4, "head_count": 4, "mid_count": 5, "tail_count": 7 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 83.87, "stocks": [ { "symbol": "SHSE.603859", "name": "能科科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 10.92, "turnover": null, "market_cap_yi": 110.95, "amount_to_mcap_pct": 9.846, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.001400", "name": "江顺科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 2.9, "turnover": null, "market_cap_yi": 53.73, "amount_to_mcap_pct": 5.402, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002471", "name": "中超控股", "role": "LIMIT_HEAD", "ret_pct": 9.96, "amount_yi": 7.47, "turnover": null, "market_cap_yi": 106.81, "amount_to_mcap_pct": 6.998, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600973", "name": "宝胜股份", "role": "LIMIT_HEAD", "ret_pct": 9.96, "amount_yi": 6.98, "turnover": null, "market_cap_yi": 104.5, "amount_to_mcap_pct": 6.681, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600378", "name": "昊华科技", "role": "MID", "ret_pct": 6.98, "amount_yi": 34.07, "turnover": null, "market_cap_yi": 499.82, "amount_to_mcap_pct": 6.817, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300424", "name": "航新科技", "role": "MID", "ret_pct": 6.01, "amount_yi": 4.66, "turnover": null, "market_cap_yi": 48.89, "amount_to_mcap_pct": 9.53, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603601", "name": "再升科技", "role": "MID", "ret_pct": 5.91, "amount_yi": 43.97, "turnover": null, "market_cap_yi": 188.37, "amount_to_mcap_pct": 23.344, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688510", "name": "航亚科技", "role": "MID", "ret_pct": 5.84, "amount_yi": 3.27, "turnover": null, "market_cap_yi": 71.47, "amount_to_mcap_pct": 4.579, "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": 5.82, "amount_yi": 63.76, "turnover": null, "market_cap_yi": 1004.52, "amount_to_mcap_pct": 6.347, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.605123", "name": "派克新材", "role": "TAIL", "ret_pct": 4.64, "amount_yi": 5.58, "turnover": null, "market_cap_yi": 125.99, "amount_to_mcap_pct": 4.432, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688523", "name": "航天环宇", "role": "TAIL", "ret_pct": 4.32, "amount_yi": 5.94, "turnover": null, "market_cap_yi": 244.49, "amount_to_mcap_pct": 2.429, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002023", "name": "海特高新", "role": "TAIL", "ret_pct": 4.22, "amount_yi": 6.72, "turnover": null, "market_cap_yi": 87.87, "amount_to_mcap_pct": 7.649, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300733", "name": "西菱动力", "role": "TAIL", "ret_pct": 3.77, "amount_yi": 1.12, "turnover": null, "market_cap_yi": 37.05, "amount_to_mcap_pct": 3.032, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300045", "name": "华力创通", "role": "TAIL", "ret_pct": 3.53, "amount_yi": 5.65, "turnover": null, "market_cap_yi": 98.41, "amount_to_mcap_pct": 5.744, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000561", "name": "烽火电子", "role": "TAIL", "ret_pct": 3.13, "amount_yi": 1.5, "turnover": null, "market_cap_yi": 63.96, "amount_to_mcap_pct": 2.351, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688305", "name": "科德数控", "role": "TAIL", "ret_pct": 3.08, "amount_yi": 3.46, "turnover": null, "market_cap_yi": 83.29, "amount_to_mcap_pct": 4.15, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301232", "name": "飞沃科技", "role": "WATCH", "ret_pct": 2.73, "amount_yi": 9.45, "turnover": null, "market_cap_yi": 81.16, "amount_to_mcap_pct": 11.64, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300797", "name": "钢研纳克", "role": "WATCH", "ret_pct": 2.34, "amount_yi": 0.46, "turnover": null, "market_cap_yi": 52.95, "amount_to_mcap_pct": 0.866, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002413", "name": "雷科防务", "role": "WATCH", "ret_pct": 2.32, "amount_yi": 9.33, "turnover": null, "market_cap_yi": 137.32, "amount_to_mcap_pct": 6.795, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.603809", "name": "豪能股份", "role": "WATCH", "ret_pct": 2.3, "amount_yi": 2.0, "turnover": null, "market_cap_yi": 94.05, "amount_to_mcap_pct": 2.131, "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": "007550", "sector_name": "AI智能体", "sector_type": "concept_1003", "theme_cluster": "AI智能体", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 139, "valid_member_count": 134, "specificity_score": 0.6315, "raw_heat_score": 87.98, "adjusted_heat_score": 55.56, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.8, "sector_amount_yi": 711.75, "amount_ratio5": 0.948, "sector_rank_today": 72, "near_previous_high": false, "distance_to_previous_high": -0.1185, "next_day_gap_risk": true, "ohlc": { "open": 97.864, "high": 100.8435, "low": 95.6725, "close": 98.432, "close_location": 0.5337, "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": 2, "front_count": 5, "head_count": 3, "mid_count": 5, "tail_count": 9 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 82.06, "stocks": [ { "symbol": "SZSE.002354", "name": "天娱数科", "role": "LIMIT_HEAD", "ret_pct": 10.08, "amount_yi": 8.31, "turnover": null, "market_cap_yi": 108.27, "amount_to_mcap_pct": 7.677, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603859", "name": "能科科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 10.92, "turnover": null, "market_cap_yi": 110.95, "amount_to_mcap_pct": 9.846, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002421", "name": "达实智能", "role": "LIMIT_HEAD", "ret_pct": 9.92, "amount_yi": 40.04, "turnover": null, "market_cap_yi": 104.38, "amount_to_mcap_pct": 38.359, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688777", "name": "中控技术", "role": "FRONT", "ret_pct": 13.1, "amount_yi": 43.61, "turnover": null, "market_cap_yi": 787.2, "amount_to_mcap_pct": 5.54, "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.002987", "name": "京北方", "role": "FRONT", "ret_pct": 9.95, "amount_yi": 4.79, "turnover": null, "market_cap_yi": 124.19, "amount_to_mcap_pct": 3.854, "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.300873", "name": "海晨股份", "role": "MID", "ret_pct": 7.04, "amount_yi": 1.22, "turnover": null, "market_cap_yi": 37.46, "amount_to_mcap_pct": 3.264, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600186", "name": "莲花控股", "role": "MID", "ret_pct": 6.97, "amount_yi": 33.07, "turnover": null, "market_cap_yi": 181.24, "amount_to_mcap_pct": 18.248, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000785", "name": "居然智家", "role": "MID", "ret_pct": 6.01, "amount_yi": 4.42, "turnover": null, "market_cap_yi": 143.37, "amount_to_mcap_pct": 3.086, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300612", "name": "宣亚国际", "role": "MID", "ret_pct": 5.48, "amount_yi": 1.87, "turnover": null, "market_cap_yi": 23.84, "amount_to_mcap_pct": 7.829, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300654", "name": "世纪天鸿", "role": "MID", "ret_pct": 5.11, "amount_yi": 2.8, "turnover": null, "market_cap_yi": 36.29, "amount_to_mcap_pct": 7.723, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300616", "name": "尚品宅配", "role": "TAIL", "ret_pct": 4.8, "amount_yi": 1.44, "turnover": null, "market_cap_yi": 22.01, "amount_to_mcap_pct": 6.537, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000681", "name": "视觉中国", "role": "TAIL", "ret_pct": 4.78, "amount_yi": 28.0, "turnover": null, "market_cap_yi": 164.37, "amount_to_mcap_pct": 17.034, "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": 4.72, "amount_yi": 15.53, "turnover": null, "market_cap_yi": 184.65, "amount_to_mcap_pct": 8.413, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301287", "name": "康力源", "role": "TAIL", "ret_pct": 3.83, "amount_yi": 0.46, "turnover": null, "market_cap_yi": 6.24, "amount_to_mcap_pct": 7.402, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301231", "name": "荣信文化", "role": "TAIL", "ret_pct": 3.36, "amount_yi": 4.46, "turnover": null, "market_cap_yi": 22.12, "amount_to_mcap_pct": 20.179, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002881", "name": "美格智能", "role": "TAIL", "ret_pct": 3.33, "amount_yi": 5.42, "turnover": null, "market_cap_yi": 80.14, "amount_to_mcap_pct": 6.768, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300182", "name": "捷成股份", "role": "TAIL", "ret_pct": 3.32, "amount_yi": 17.21, "turnover": null, "market_cap_yi": 140.53, "amount_to_mcap_pct": 12.244, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603262", "name": "技源集团", "role": "TAIL", "ret_pct": 3.3, "amount_yi": 0.89, "turnover": null, "market_cap_yi": 11.27, "amount_to_mcap_pct": 7.871, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300496", "name": "中科创达", "role": "TAIL", "ret_pct": 3.2, "amount_yi": 14.74, "turnover": null, "market_cap_yi": 233.46, "amount_to_mcap_pct": 6.312, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002392", "name": "北京利尔", "role": "WATCH", "ret_pct": 2.95, "amount_yi": 2.2, "turnover": null, "market_cap_yi": 92.84, "amount_to_mcap_pct": 2.373, "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": "007238", "sector_name": "工业互联", "sector_type": "concept_1003", "theme_cluster": "工业互联", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 193, "valid_member_count": 187, "specificity_score": 0.5766, "raw_heat_score": 86.11, "adjusted_heat_score": 49.65, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.82, "sector_amount_yi": 1996.92, "amount_ratio5": 1.083, "sector_rank_today": 66, "near_previous_high": false, "distance_to_previous_high": -0.0789, "next_day_gap_risk": true, "ohlc": { "open": 103.0758, "high": 107.0894, "low": 100.4982, "close": 104.1272, "close_location": 0.5506, "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": 4, "tail_count": 19 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 77.35, "stocks": [ { "symbol": "SZSE.300353", "name": "东土科技", "role": "LIMIT_HEAD", "ret_pct": 20.02, "amount_yi": 14.94, "turnover": null, "market_cap_yi": 118.49, "amount_to_mcap_pct": 12.605, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603859", "name": "能科科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 10.92, "turnover": null, "market_cap_yi": 110.95, "amount_to_mcap_pct": 9.846, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688777", "name": "中控技术", "role": "FRONT", "ret_pct": 13.1, "amount_yi": 43.61, "turnover": null, "market_cap_yi": 787.2, "amount_to_mcap_pct": 5.54, "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.300276", "name": "三丰智能", "role": "FRONT", "ret_pct": 11.47, "amount_yi": 13.13, "turnover": null, "market_cap_yi": 90.38, "amount_to_mcap_pct": 14.526, "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.688160", "name": "步科股份", "role": "FRONT", "ret_pct": 11.35, "amount_yi": 6.89, "turnover": null, "market_cap_yi": 110.82, "amount_to_mcap_pct": 6.219, "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.300031", "name": "宝通科技", "role": "MID", "ret_pct": 7.4, "amount_yi": 8.39, "turnover": null, "market_cap_yi": 89.84, "amount_to_mcap_pct": 9.338, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688165", "name": "埃夫特-U", "role": "MID", "ret_pct": 7.3, "amount_yi": 5.43, "turnover": null, "market_cap_yi": 106.55, "amount_to_mcap_pct": 5.096, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300083", "name": "创世纪", "role": "MID", "ret_pct": 6.59, "amount_yi": 12.49, "turnover": null, "market_cap_yi": 154.43, "amount_to_mcap_pct": 8.089, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002747", "name": "埃斯顿", "role": "MID", "ret_pct": 5.19, "amount_yi": 28.97, "turnover": null, "market_cap_yi": 242.7, "amount_to_mcap_pct": 11.934, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301199", "name": "迈赫股份", "role": "TAIL", "ret_pct": 4.9, "amount_yi": 0.75, "turnover": null, "market_cap_yi": 14.6, "amount_to_mcap_pct": 5.119, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000837", "name": "秦川机床", "role": "TAIL", "ret_pct": 4.8, "amount_yi": 5.4, "turnover": null, "market_cap_yi": 121.09, "amount_to_mcap_pct": 4.457, "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": 4.72, "amount_yi": 15.53, "turnover": null, "market_cap_yi": 184.65, "amount_to_mcap_pct": 8.413, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300607", "name": "拓斯达", "role": "TAIL", "ret_pct": 4.69, "amount_yi": 11.32, "turnover": null, "market_cap_yi": 109.99, "amount_to_mcap_pct": 10.296, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688609", "name": "九联科技", "role": "TAIL", "ret_pct": 4.66, "amount_yi": 7.28, "turnover": null, "market_cap_yi": 59.5, "amount_to_mcap_pct": 12.239, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002917", "name": "金奥博", "role": "TAIL", "ret_pct": 4.52, "amount_yi": 1.65, "turnover": null, "market_cap_yi": 34.97, "amount_to_mcap_pct": 4.722, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300433", "name": "蓝思科技", "role": "TAIL", "ret_pct": 4.51, "amount_yi": 102.99, "turnover": null, "market_cap_yi": 2266.68, "amount_to_mcap_pct": 4.544, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002184", "name": "海得控制", "role": "TAIL", "ret_pct": 4.44, "amount_yi": 2.01, "turnover": null, "market_cap_yi": 28.24, "amount_to_mcap_pct": 7.12, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688218", "name": "江苏北人", "role": "TAIL", "ret_pct": 4.27, "amount_yi": 2.64, "turnover": null, "market_cap_yi": 50.92, "amount_to_mcap_pct": 5.183, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688320", "name": "禾川科技", "role": "TAIL", "ret_pct": 4.05, "amount_yi": 2.77, "turnover": null, "market_cap_yi": 58.22, "amount_to_mcap_pct": 4.756, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300354", "name": "东华测试", "role": "TAIL", "ret_pct": 3.93, "amount_yi": 1.16, "turnover": null, "market_cap_yi": 26.91, "amount_to_mcap_pct": 4.324, "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": "007072", "sector_name": "铁路基建", "sector_type": "concept_1003", "theme_cluster": "铁路基建", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 120, "valid_member_count": 114, "specificity_score": 0.6551, "raw_heat_score": 79.25, "adjusted_heat_score": 51.91, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.96, "sector_amount_yi": 569.75, "amount_ratio5": 1.171, "sector_rank_today": 51, "near_previous_high": false, "distance_to_previous_high": -0.0833, "next_day_gap_risk": true, "ohlc": { "open": 96.3011, "high": 99.3628, "low": 94.432, "close": 97.2422, "close_location": 0.5699, "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": 1, "front_count": 5, "head_count": 4, "mid_count": 2, "tail_count": 7 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 73.57, "stocks": [ { "symbol": "SZSE.001400", "name": "江顺科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 2.9, "turnover": null, "market_cap_yi": 53.73, "amount_to_mcap_pct": 5.402, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002254", "name": "泰和新材", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 12.71, "turnover": null, "market_cap_yi": 132.11, "amount_to_mcap_pct": 9.625, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603500", "name": "祥和实业", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 0.66, "turnover": null, "market_cap_yi": 40.68, "amount_to_mcap_pct": 1.618, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600973", "name": "宝胜股份", "role": "LIMIT_HEAD", "ret_pct": 9.96, "amount_yi": 6.98, "turnover": null, "market_cap_yi": 104.5, "amount_to_mcap_pct": 6.681, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688367", "name": "工大高科", "role": "FRONT", "ret_pct": 12.52, "amount_yi": 3.47, "turnover": null, "market_cap_yi": 32.76, "amount_to_mcap_pct": 10.591, "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.000887", "name": "中鼎股份", "role": "MID", "ret_pct": 7.01, "amount_yi": 29.41, "turnover": null, "market_cap_yi": 289.03, "amount_to_mcap_pct": 10.174, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002583", "name": "海能达", "role": "MID", "ret_pct": 5.8, "amount_yi": 5.58, "turnover": null, "market_cap_yi": 112.24, "amount_to_mcap_pct": 4.968, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300440", "name": "运达科技", "role": "TAIL", "ret_pct": 4.96, "amount_yi": 3.07, "turnover": null, "market_cap_yi": 82.53, "amount_to_mcap_pct": 3.715, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002132", "name": "恒星科技", "role": "TAIL", "ret_pct": 4.46, "amount_yi": 14.0, "turnover": null, "market_cap_yi": 81.99, "amount_to_mcap_pct": 17.075, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002472", "name": "双环传动", "role": "TAIL", "ret_pct": 3.55, "amount_yi": 23.5, "turnover": null, "market_cap_yi": 320.82, "amount_to_mcap_pct": 7.324, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300923", "name": "研奥股份", "role": "TAIL", "ret_pct": 3.49, "amount_yi": 0.44, "turnover": null, "market_cap_yi": 17.68, "amount_to_mcap_pct": 2.475, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300644", "name": "南京聚隆", "role": "TAIL", "ret_pct": 3.2, "amount_yi": 0.99, "turnover": null, "market_cap_yi": 22.28, "amount_to_mcap_pct": 4.454, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300407", "name": "凯发电气", "role": "TAIL", "ret_pct": 3.14, "amount_yi": 0.93, "turnover": null, "market_cap_yi": 31.48, "amount_to_mcap_pct": 2.941, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300823", "name": "建科智能", "role": "TAIL", "ret_pct": 3.08, "amount_yi": 0.64, "turnover": null, "market_cap_yi": 14.21, "amount_to_mcap_pct": 4.482, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688816", "name": "易思维", "role": "WATCH", "ret_pct": 2.66, "amount_yi": 0.56, "turnover": null, "market_cap_yi": 12.14, "amount_to_mcap_pct": 4.606, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600458", "name": "时代新材", "role": "WATCH", "ret_pct": 2.54, "amount_yi": 11.06, "turnover": null, "market_cap_yi": 122.81, "amount_to_mcap_pct": 9.005, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002248", "name": "华东数控", "role": "WATCH", "ret_pct": 2.54, "amount_yi": 1.46, "turnover": null, "market_cap_yi": 31.0, "amount_to_mcap_pct": 4.7, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002909", "name": "集泰股份", "role": "WATCH", "ret_pct": 2.47, "amount_yi": 0.47, "turnover": null, "market_cap_yi": 22.1, "amount_to_mcap_pct": 2.144, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300150", "name": "世纪瑞尔", "role": "WATCH", "ret_pct": 2.39, "amount_yi": 0.45, "turnover": null, "market_cap_yi": 19.89, "amount_to_mcap_pct": 2.266, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300665", "name": "飞鹿股份", "role": "WATCH", "ret_pct": 2.38, "amount_yi": 2.09, "turnover": null, "market_cap_yi": 22.5, "amount_to_mcap_pct": 9.27, "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": "007576", "sector_name": "微利股", "sector_type": "concept_1003", "theme_cluster": "微利股", "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": 98, "specificity_score": 0.6864, "raw_heat_score": 74.26, "adjusted_heat_score": 50.97, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.89, "sector_amount_yi": 382.64, "amount_ratio5": 1.197, "sector_rank_today": 58, "near_previous_high": false, "distance_to_previous_high": -0.107, "next_day_gap_risk": true, "ohlc": { "open": 98.982, "high": 102.5184, "low": 96.531, "close": 99.7956, "close_location": 0.5453, "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": 2, "front_count": 4, "head_count": 2, "mid_count": 4, "tail_count": 8 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 67.03, "stocks": [ { "symbol": "SHSE.600516", "name": "方大炭素", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 7.52, "turnover": null, "market_cap_yi": 234.71, "amount_to_mcap_pct": 3.204, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002613", "name": "北玻股份", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 5.86, "turnover": null, "market_cap_yi": 38.37, "amount_to_mcap_pct": 15.258, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688367", "name": "工大高科", "role": "FRONT", "ret_pct": 12.52, "amount_yi": 3.47, "turnover": null, "market_cap_yi": 32.76, "amount_to_mcap_pct": 10.591, "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.301368", "name": "丰立智能", "role": "FRONT", "ret_pct": 10.65, "amount_yi": 4.54, "turnover": null, "market_cap_yi": 31.18, "amount_to_mcap_pct": 14.556, "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.300873", "name": "海晨股份", "role": "MID", "ret_pct": 7.04, "amount_yi": 1.22, "turnover": null, "market_cap_yi": 37.46, "amount_to_mcap_pct": 3.264, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600707", "name": "彩虹股份", "role": "MID", "ret_pct": 6.94, "amount_yi": 46.34, "turnover": null, "market_cap_yi": 420.12, "amount_to_mcap_pct": 11.03, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002465", "name": "海格通信", "role": "MID", "ret_pct": 6.77, "amount_yi": 36.43, "turnover": null, "market_cap_yi": 394.48, "amount_to_mcap_pct": 9.236, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002767", "name": "先锋电子", "role": "MID", "ret_pct": 5.16, "amount_yi": 0.89, "turnover": null, "market_cap_yi": 24.14, "amount_to_mcap_pct": 3.676, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300258", "name": "精锻科技", "role": "TAIL", "ret_pct": 4.58, "amount_yi": 4.21, "turnover": null, "market_cap_yi": 74.2, "amount_to_mcap_pct": 5.669, "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": 4.32, "amount_yi": 5.94, "turnover": null, "market_cap_yi": 244.49, "amount_to_mcap_pct": 2.429, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688375", "name": "国博电子", "role": "TAIL", "ret_pct": 4.07, "amount_yi": 9.8, "turnover": null, "market_cap_yi": 559.66, "amount_to_mcap_pct": 1.751, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600279", "name": "重庆港", "role": "TAIL", "ret_pct": 3.37, "amount_yi": 2.59, "turnover": null, "market_cap_yi": 69.19, "amount_to_mcap_pct": 3.747, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688203", "name": "海正生材", "role": "TAIL", "ret_pct": 3.31, "amount_yi": 0.47, "turnover": null, "market_cap_yi": 23.43, "amount_to_mcap_pct": 1.995, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300948", "name": "冠中生态", "role": "TAIL", "ret_pct": 3.23, "amount_yi": 4.41, "turnover": null, "market_cap_yi": 47.4, "amount_to_mcap_pct": 9.304, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000718", "name": "苏宁环球", "role": "TAIL", "ret_pct": 3.14, "amount_yi": 5.2, "turnover": null, "market_cap_yi": 52.48, "amount_to_mcap_pct": 9.901, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301001", "name": "凯淳股份", "role": "TAIL", "ret_pct": 3.14, "amount_yi": 0.49, "turnover": null, "market_cap_yi": 13.06, "amount_to_mcap_pct": 3.746, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002553", "name": "南方精工", "role": "WATCH", "ret_pct": 2.62, "amount_yi": 2.12, "turnover": null, "market_cap_yi": 47.14, "amount_to_mcap_pct": 4.495, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.301370", "name": "国科恒泰", "role": "WATCH", "ret_pct": 2.62, "amount_yi": 0.45, "turnover": null, "market_cap_yi": 30.4, "amount_to_mcap_pct": 1.491, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.603331", "name": "百达精工", "role": "WATCH", "ret_pct": 2.49, "amount_yi": 1.2, "turnover": null, "market_cap_yi": 25.76, "amount_to_mcap_pct": 4.668, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002519", "name": "银河电子", "role": "WATCH", "ret_pct": 2.48, "amount_yi": 3.19, "turnover": null, "market_cap_yi": 73.99, "amount_to_mcap_pct": 4.308, "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": "007264", "sector_name": "边缘计算", "sector_type": "concept_1003", "theme_cluster": "边缘计算", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 123, "valid_member_count": 116, "specificity_score": 0.6512, "raw_heat_score": 72.12, "adjusted_heat_score": 46.97, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.81, "sector_amount_yi": 1158.68, "amount_ratio5": 1.085, "sector_rank_today": 69, "near_previous_high": false, "distance_to_previous_high": -0.1197, "next_day_gap_risk": true, "ohlc": { "open": 101.0214, "high": 104.9678, "low": 98.4004, "close": 102.0357, "close_location": 0.5535, "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": 1, "front_count": 3, "head_count": 2, "mid_count": 4, "tail_count": 10 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 63.87, "stocks": [ { "symbol": "SZSE.300353", "name": "东土科技", "role": "LIMIT_HEAD", "ret_pct": 20.02, "amount_yi": 14.94, "turnover": null, "market_cap_yi": 118.49, "amount_to_mcap_pct": 12.605, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002421", "name": "达实智能", "role": "LIMIT_HEAD", "ret_pct": 9.92, "amount_yi": 40.04, "turnover": null, "market_cap_yi": 104.38, "amount_to_mcap_pct": 38.359, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688322", "name": "奥比中光", "role": "FRONT", "ret_pct": 10.05, "amount_yi": 43.41, "turnover": null, "market_cap_yi": 401.72, "amount_to_mcap_pct": 10.806, "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.688387", "name": "信科移动-U", "role": "MID", "ret_pct": 6.59, "amount_yi": 19.18, "turnover": null, "market_cap_yi": 342.45, "amount_to_mcap_pct": 5.6, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300292", "name": "吴通控股", "role": "MID", "ret_pct": 5.31, "amount_yi": 13.5, "turnover": null, "market_cap_yi": 68.63, "amount_to_mcap_pct": 19.664, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688619", "name": "罗普特", "role": "MID", "ret_pct": 5.3, "amount_yi": 1.42, "turnover": null, "market_cap_yi": 32.08, "amount_to_mcap_pct": 4.431, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603662", "name": "柯力传感", "role": "MID", "ret_pct": 5.26, "amount_yi": 9.63, "turnover": null, "market_cap_yi": 186.02, "amount_to_mcap_pct": 5.179, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688609", "name": "九联科技", "role": "TAIL", "ret_pct": 4.66, "amount_yi": 7.28, "turnover": null, "market_cap_yi": 59.5, "amount_to_mcap_pct": 12.239, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002184", "name": "海得控制", "role": "TAIL", "ret_pct": 4.44, "amount_yi": 2.01, "turnover": null, "market_cap_yi": 28.24, "amount_to_mcap_pct": 7.12, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300660", "name": "江苏雷利", "role": "TAIL", "ret_pct": 4.35, "amount_yi": 5.43, "turnover": null, "market_cap_yi": 196.59, "amount_to_mcap_pct": 2.763, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002587", "name": "奥拓电子", "role": "TAIL", "ret_pct": 4.29, "amount_yi": 2.37, "turnover": null, "market_cap_yi": 37.56, "amount_to_mcap_pct": 6.31, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300947", "name": "德必集团", "role": "TAIL", "ret_pct": 3.71, "amount_yi": 0.65, "turnover": null, "market_cap_yi": 22.36, "amount_to_mcap_pct": 2.89, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000063", "name": "中兴通讯", "role": "TAIL", "ret_pct": 3.68, "amount_yi": 183.26, "turnover": null, "market_cap_yi": 1576.01, "amount_to_mcap_pct": 11.628, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002881", "name": "美格智能", "role": "TAIL", "ret_pct": 3.33, "amount_yi": 5.42, "turnover": null, "market_cap_yi": 80.14, "amount_to_mcap_pct": 6.768, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300496", "name": "中科创达", "role": "TAIL", "ret_pct": 3.2, "amount_yi": 14.74, "turnover": null, "market_cap_yi": 233.46, "amount_to_mcap_pct": 6.312, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300645", "name": "正元智慧", "role": "TAIL", "ret_pct": 3.1, "amount_yi": 0.58, "turnover": null, "market_cap_yi": 19.44, "amount_to_mcap_pct": 2.966, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002313", "name": "日海智能", "role": "TAIL", "ret_pct": 3.07, "amount_yi": 0.95, "turnover": null, "market_cap_yi": 33.92, "amount_to_mcap_pct": 2.793, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300514", "name": "友讯达", "role": "WATCH", "ret_pct": 2.94, "amount_yi": 0.4, "turnover": null, "market_cap_yi": 17.37, "amount_to_mcap_pct": 2.32, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.301213", "name": "观想科技", "role": "WATCH", "ret_pct": 2.81, "amount_yi": 0.79, "turnover": null, "market_cap_yi": 33.95, "amount_to_mcap_pct": 2.338, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300687", "name": "赛意信息", "role": "WATCH", "ret_pct": 2.63, "amount_yi": 7.66, "turnover": null, "market_cap_yi": 85.36, "amount_to_mcap_pct": 8.97, "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": [] } ], "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": 190 }, { "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": 14 }, { "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": 324 }, { "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": 706 }, { "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": 209 }, { "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": 1408 }, { "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": 188 }, { "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": 87 }, { "sector_code": "007226", "sector_name": "昨日连板", "reason": "blacklist_keyword:昨日", "member_count": 8 }, { "sector_code": "007227", "sector_name": "昨日触板", "reason": "blacklist_keyword:昨日", "member_count": 33 }, { "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": 198 }, { "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": 90 }, { "sector_code": "007414", "sector_name": "昨日连板_含一字", "reason": "blacklist_keyword:昨日", "member_count": 15 }, { "sector_code": "007416", "sector_name": "低价股", "reason": "blacklist_keyword:低价股", "member_count": 191 }, { "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": 260 }, { "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": 112 }, { "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": 400 }, { "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": 68 }, { "sector_code": "007565", "sector_name": "昨日炸板", "reason": "blacklist_keyword:昨日", "member_count": 24 }, { "sector_code": "007566", "sector_name": "昨日高换手", "reason": "blacklist_keyword:昨日", "member_count": 74 }, { "sector_code": "007567", "sector_name": "昨日高振幅", "reason": "blacklist_keyword:昨日", "member_count": 589 }, { "sector_code": "007569", "sector_name": "长期破净", "reason": "blacklist_keyword:长期破净", "member_count": 191 }, { "sector_code": "007570", "sector_name": "红利破净股", "reason": "blacklist_keyword:红利破净", "member_count": 40 }, { "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": 177 }, { "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 } ] }, "previous_day_review": { "plan_date": "2026-06-04", "execution_date": "2026-06-05", "rows": 30, "entry_effective_count": 1, "no_entry_count": 29, "bucket_counts": { "observe_only": 29, "conditional_plan": 1 }, "eval_status_counts": { "observe_boundary_touched": 19, "observe_no_trade": 10, "clean_or_usable_trigger": 1 }, "exit_quality_counts": { "not_entry": 29, "exit_quality_negative_capture": 1 }, "giveback_label_counts": { "not_entry": 29, "giveback_critical": 1 }, "entry_stats_by_bucket": [ { "group": "conditional_plan", "count": 1, "entry_close_positive_count": 0, "entry_close_positive_rate": 0.0, "mfe_ge_3_count": 0, "mae_le_minus_2_count": 1, "exit_quality_poor_count": 1, "giveback_critical_count": 1, "avg_close_ret_from_entry_pct": -2.0849420849420874, "median_close_ret_from_entry_pct": -2.0849420849420874, "avg_mfe_after_entry_pct": 2.5923883066740094, "avg_mae_after_entry_pct": -3.2542746828461144, "avg_capture_ratio": -0.8042553191489407, "avg_giveback_from_mfe_pct": 4.677330391616097, "avg_daily_pct_chg": -4.37405731523377 } ], "template_stats_by_key": [ { "group": "VWAP_RECLAIM", "count": 1, "entry_close_positive_count": 0, "entry_close_positive_rate": 0.0, "mfe_ge_3_count": 0, "mae_le_minus_2_count": 1, "exit_quality_poor_count": 1, "giveback_critical_count": 1, "avg_close_ret_from_entry_pct": -2.0849420849420874, "median_close_ret_from_entry_pct": -2.0849420849420874, "avg_mfe_after_entry_pct": 2.5923883066740094, "avg_mae_after_entry_pct": -3.2542746828461144, "avg_capture_ratio": -0.8042553191489407, "avg_giveback_from_mfe_pct": 4.677330391616097, "avg_daily_pct_chg": -4.37405731523377 } ], "entry_win_rate_pct": 0.0, "avg_close_ret_from_entry_pct": -2.0849420849420874, "avg_mfe_after_entry_pct": 2.5923883066740094, "formal_missed_momentum_count": 0, "formal_missed_samples": [], "shadow_observe_strong_samples": [ { "symbol": "SHSE.600552", "name": "凯盛科技", "bucket": "observe_only", "theme": "OLED", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 9.97973657548128, "open_to_high_pct": 8.876629889668997, "preclose_to_high_pct": 9.97973657548128 }, { "symbol": "SZSE.300322", "name": "硕贝德", "bucket": "observe_only", "theme": "通信技术", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 6.803797468354422, "open_to_high_pct": 16.74580563469452, "preclose_to_high_pct": 16.70886075949367 }, { "symbol": "SHSE.600707", "name": "彩虹股份", "bucket": "observe_only", "theme": "玻璃基板", "template_outcome": "observe_only_boundary_touched", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 6.940639269406401, "open_to_high_pct": 11.059907834101402, "preclose_to_high_pct": 10.045662100456632 }, { "symbol": "SHSE.688559", "name": "海目星", "bucket": "observe_only", "theme": "玻璃基板", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 11.353285621340259, "open_to_high_pct": 18.83263463398903, "preclose_to_high_pct": 19.876382563435268 }, { "symbol": "SZSE.003021", "name": "兆威机电", "bucket": "observe_only", "theme": "荣耀概念", "template_outcome": "observe_only_boundary_touched", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 6.583485494015018, "open_to_high_pct": 8.905930470347666, "preclose_to_high_pct": 8.044228038141622 } ], "observe_only_shadow_alpha_count": 5, "key_finding": "前日 30 条计划中有效入场 1 条；observe_only shadow alpha 样本：凯盛科技(OLED)、硕贝德(通信技术)、彩虹股份(玻璃基板)；这是 shadow 研究，不得倒推追高。", "best": { "symbol": "SHSE.688662", "name": "富信科技", "entry_close_pct": -2.0849420849420874, "mfe_pct": 2.5923883066740094 }, "worst": { "symbol": "SHSE.688662", "name": "富信科技", "entry_close_pct": -2.0849420849420874, "mfe_pct": 2.5923883066740094 }, "entry_details": [ { "symbol": "SZSE.002334", "name": "英威腾", "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": -3.167898627243937 }, { "symbol": "SHSE.601689", "name": "拓普集团", "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": 0.591715976331364 }, { "symbol": "SZSE.002179", "name": "中航光电", "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": -3.671596124426313 }, { "symbol": "SHSE.688106", "name": "金宏气体", "bucket": "observe_only", "theme": "中芯概念", "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": "中芯概念", "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": -4.284702549575059 }, { "symbol": "SZSE.300382", "name": "斯莱克", "bucket": "observe_only", "theme": "机器人智能制造", "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": "机器人智能制造", "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": -2.0060790273556117 }, { "symbol": "SZSE.002876", "name": "三利谱", "bucket": "observe_only", "theme": "显示技术", "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": "strong_expansion", "theme_cluster": "显示技术", "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": "not_missed_momentum", "daily_pct_chg": 2.8553498588013815 }, { "symbol": "SHSE.600552", "name": "凯盛科技", "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": "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": "observe_only_shadow_alpha", "daily_pct_chg": 9.97973657548128 }, { "symbol": "SHSE.688028", "name": "沃尔德", "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_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": -6.517928286852593 }, { "symbol": "SZSE.300322", "name": "硕贝德", "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_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": 6.803797468354422 }, { "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": "normal", "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": -0.33589251439539725 }, { "symbol": "SHSE.688720", "name": "艾森股份", "bucket": "observe_only", "theme": "光刻机(胶)", "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": "光刻机(胶)", "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": -3.4849749582637757 }, { "symbol": "SZSE.300843", "name": "胜蓝股份", "bucket": "observe_only", "theme": "AI算力基础设施", "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": "AI算力基础设施", "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": -1.3832023901737323 }, { "symbol": "SHSE.688605", "name": "先锋精科", "bucket": "observe_only", "theme": "中芯概念", "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": "中芯概念", "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": 2.5853725978155717 }, { "symbol": "SZSE.300918", "name": "南山智尚", "bucket": "observe_only", "theme": "机器人智能制造", "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": "机器人智能制造", "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": 0.5983545250560995 }, { "symbol": "SHSE.688109", "name": "品茗科技", "bucket": "observe_only", "theme": "AI眼镜", "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": "AI眼镜", "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": -0.5045871559632986 }, { "symbol": "SZSE.301308", "name": "江波龙", "bucket": "observe_only", "theme": "AI眼镜", "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": "strong_expansion", "theme_cluster": "AI眼镜", "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": -8.526245426400225 }, { "symbol": "SHSE.600707", "name": "彩虹股份", "bucket": "observe_only", "theme": "玻璃基板", "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": "玻璃基板", "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": 6.940639269406401 }, { "symbol": "SHSE.688559", "name": "海目星", "bucket": "observe_only", "theme": "玻璃基板", "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": "玻璃基板", "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": 11.353285621340259 }, { "symbol": "SZSE.000988", "name": "华工科技", "bucket": "observe_only", "theme": "玻璃基板", "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": "玻璃基板", "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": "not_missed_momentum", "daily_pct_chg": -0.732508209143734 }, { "symbol": "SZSE.002845", "name": "同兴达", "bucket": "observe_only", "theme": "玻璃基板", "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": "玻璃基板", "role": "WATCH", "evidence_grade": "", "eval_status": "observe_boundary_touched", "template_outcome": "observe_only_boundary_touched", "entry_effective": false, "entry_price": null, "close_ret_from_entry_pct": null, "mfe_after_entry_pct": null, "mae_after_entry_pct": null, "capture_ratio": null, "giveback_from_mfe_pct": null, "exit_quality_label": "not_entry", "giveback_label": "not_entry", "missed_momentum_bucket": "not_missed_momentum", "daily_pct_chg": 0.9633911368015502 }, { "symbol": "SHSE.688662", "name": "富信科技", "bucket": "conditional_plan", "theme": "AI光通信链", "template": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "PULLBACK", "style_hint_raw": "TREND", "wave": "PULLBACK", "style": "TREND", "amount_state": "normal", "theme_cluster": "AI光通信链", "role": "MID", "evidence_grade": "", "eval_status": "clean_or_usable_trigger", "template_outcome": "reclaim_no_invalid", "entry_effective": true, "entry_price": 90.65, "close_ret_from_entry_pct": -2.0849420849420874, "mfe_after_entry_pct": 2.5923883066740094, "mae_after_entry_pct": -3.2542746828461144, "capture_ratio": -0.8042553191489407, "giveback_from_mfe_pct": 4.677330391616097, "exit_quality_label": "exit_quality_negative_capture", "giveback_label": "giveback_critical", "missed_momentum_bucket": "not_missed_momentum", "daily_pct_chg": -4.37405731523377 }, { "symbol": "SZSE.003021", "name": "兆威机电", "bucket": "observe_only", "theme": "荣耀概念", "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": "normal", "theme_cluster": "荣耀概念", "role": "WATCH", "evidence_grade": "", "eval_status": "observe_boundary_touched", "template_outcome": "observe_only_boundary_touched", "entry_effective": false, "entry_price": null, "close_ret_from_entry_pct": null, "mfe_after_entry_pct": null, "mae_after_entry_pct": null, "capture_ratio": null, "giveback_from_mfe_pct": null, "exit_quality_label": "not_entry", "giveback_label": "not_entry", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 6.583485494015018 }, { "symbol": "SZSE.000723", "name": "美锦能源", "bucket": "observe_only", "theme": "超级电容", "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": "超级电容", "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": -2.0270270270270396 }, { "symbol": "SZSE.002449", "name": "国星光电", "bucket": "observe_only", "theme": "显示技术", "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": "显示技术", "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": 1.7814726840855055 }, { "symbol": "SHSE.603339", "name": "四方科技", "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": "MIXED", "wave": "FIRST", "style": "MIXED", "amount_state": "strong_expansion", "theme_cluster": "AI算力基础设施", "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": -2.351212343864806 }, { "symbol": "SZSE.000925", "name": "众合科技", "bucket": "observe_only", "theme": "卫星军工信息化", "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": "explosive", "theme_cluster": "卫星军工信息化", "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": 2.007083825265643 }, { "symbol": "SZSE.301040", "name": "中环海陆", "bucket": "observe_only", "theme": "卫星军工信息化", "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": "卫星军工信息化", "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": -1.8873960332693507 }, { "symbol": "SHSE.603161", "name": "科华控股", "bucket": "observe_only", "theme": "燃料电池概念", "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": "燃料电池概念", "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": 0.47233468286100866 }, { "symbol": "SHSE.603082", "name": "北自科技", "bucket": "observe_only", "theme": "新型工业化", "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": "新型工业化", "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": 0.9669621273167062 }, { "symbol": "SZSE.300567", "name": "精测电子", "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_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": -7.149165848871453 } ], "prior_boundary_trigger_count": 0, "prior_boundary_trigger_samples": [], "template_outcome_counts": { "observe_only_boundary_touched": 19, "observe_only_no_trade": 10, "reclaim_no_invalid": 1 }, "missed_momentum": [], "observe_shadow_alpha": [ { "symbol": "SHSE.600552", "name": "凯盛科技", "theme": "OLED", "daily_pct_chg": 9.97973657548128 }, { "symbol": "SZSE.300322", "name": "硕贝德", "theme": "通信技术", "daily_pct_chg": 6.803797468354422 }, { "symbol": "SHSE.600707", "name": "彩虹股份", "theme": "玻璃基板", "daily_pct_chg": 6.940639269406401 }, { "symbol": "SHSE.688559", "name": "海目星", "theme": "玻璃基板", "daily_pct_chg": 11.353285621340259 }, { "symbol": "SZSE.003021", "name": "兆威机电", "theme": "荣耀概念", "daily_pct_chg": 6.583485494015018 } ], "entry_based_summary": { "entry_effective_count": 1, "no_entry_count": 29, "observe_boundary_touched": 19, "observe_no_trade": 10, "clean_or_usable_trigger": 1 }, "key_triggered": { "symbol": "SHSE.688662", "name": "富信科技", "theme": "AI光通信链", "bucket": "conditional_plan", "template_outcome": "reclaim_no_invalid", "eval_status": "clean_or_usable_trigger", "entry_effective": true, "close_ret_from_entry_pct": -2.0849420849420874, "mfe_pct": 2.5923883066740094, "mae_pct": -3.2542746828461144, "capture_ratio": -0.8042553191489407, "giveback_label": "giveback_critical", "exit_quality": null, "daily_pct_chg": -4.37405731523377 }, "conclusion": "Strict Gate 前日计划有效入场 1 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 5 只。" }, "entry_based_outcome_review": { "rows": 30, "entry_effective_count": 1, "no_entry_count": 29, "entry_stats_by_template_key": [ { "group": "VWAP_RECLAIM", "count": 1, "entry_close_positive_count": 0, "entry_close_positive_rate": 0.0, "mfe_ge_3_count": 0, "mae_le_minus_2_count": 1, "exit_quality_poor_count": 1, "giveback_critical_count": 1, "avg_close_ret_from_entry_pct": -2.0849420849420874, "median_close_ret_from_entry_pct": -2.0849420849420874, "avg_mfe_after_entry_pct": 2.5923883066740094, "avg_mae_after_entry_pct": -3.2542746828461144, "avg_capture_ratio": -0.8042553191489407, "avg_giveback_from_mfe_pct": 4.677330391616097, "avg_daily_pct_chg": -4.37405731523377 } ], "missed_momentum_summary": { "formal_missed_count": 0, "shadow_observe_strong_count": 5, "missed_momentum_bucket_counts": { "not_missed_momentum": 25, "observe_only_shadow_alpha": 5 }, "formal_missed_total_daily_pct": null, "formal_missed_max_daily_pct": 0, "formal_missed_samples": [], "shadow_observe_strong_samples": [ { "symbol": "SHSE.600552", "name": "凯盛科技", "bucket": "observe_only", "theme": "OLED", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 9.97973657548128, "open_to_high_pct": 8.876629889668997, "preclose_to_high_pct": 9.97973657548128 }, { "symbol": "SZSE.300322", "name": "硕贝德", "bucket": "observe_only", "theme": "通信技术", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 6.803797468354422, "open_to_high_pct": 16.74580563469452, "preclose_to_high_pct": 16.70886075949367 }, { "symbol": "SHSE.600707", "name": "彩虹股份", "bucket": "observe_only", "theme": "玻璃基板", "template_outcome": "observe_only_boundary_touched", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 6.940639269406401, "open_to_high_pct": 11.059907834101402, "preclose_to_high_pct": 10.045662100456632 }, { "symbol": "SHSE.688559", "name": "海目星", "bucket": "observe_only", "theme": "玻璃基板", "template_outcome": "observe_only_no_trade", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 11.353285621340259, "open_to_high_pct": 18.83263463398903, "preclose_to_high_pct": 19.876382563435268 }, { "symbol": "SZSE.003021", "name": "兆威机电", "bucket": "observe_only", "theme": "荣耀概念", "template_outcome": "observe_only_boundary_touched", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 6.583485494015018, "open_to_high_pct": 8.905930470347666, "preclose_to_high_pct": 8.044228038141622 } ] }, "prior_boundary_trigger_count": 0, "clean_trigger_count": 1, "avg_close_ret_from_entry_pct": -2.0849420849420874, "avg_mfe_after_entry_pct": 2.5923883066740094, "avg_mae_after_entry_pct": -3.2542746828461144, "avg_capture_ratio": -0.8042553191489407, "giveback_warning_count": 0, "giveback_critical_count": 1, "exit_quality_poor_count": 0, "formal_missed_momentum_count": 0, "observe_shadow_alpha_count": 5, "bucket_counts": { "observe_only": 29, "conditional_plan": 1 }, "previous_plan_result_table": [ { "symbol": "SZSE.002334", "name": "英威腾", "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": -3.167898627243937 }, { "symbol": "SHSE.601689", "name": "拓普集团", "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": 0.591715976331364 }, { "symbol": "SZSE.002179", "name": "中航光电", "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": -3.671596124426313 }, { "symbol": "SHSE.688106", "name": "金宏气体", "bucket": "observe_only", "theme": "中芯概念", "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": "中芯概念", "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": -4.284702549575059 }, { "symbol": "SZSE.300382", "name": "斯莱克", "bucket": "observe_only", "theme": "机器人智能制造", "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": "机器人智能制造", "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": -2.0060790273556117 }, { "symbol": "SZSE.002876", "name": "三利谱", "bucket": "observe_only", "theme": "显示技术", "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": "strong_expansion", "theme_cluster": "显示技术", "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": "not_missed_momentum", "daily_pct_chg": 2.8553498588013815 }, { "symbol": "SHSE.600552", "name": "凯盛科技", "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": "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": "observe_only_shadow_alpha", "daily_pct_chg": 9.97973657548128 }, { "symbol": "SHSE.688028", "name": "沃尔德", "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_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": -6.517928286852593 }, { "symbol": "SZSE.300322", "name": "硕贝德", "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_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": 6.803797468354422 }, { "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": "normal", "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": -0.33589251439539725 }, { "symbol": "SHSE.688720", "name": "艾森股份", "bucket": "observe_only", "theme": "光刻机(胶)", "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": "光刻机(胶)", "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": -3.4849749582637757 }, { "symbol": "SZSE.300843", "name": "胜蓝股份", "bucket": "observe_only", "theme": "AI算力基础设施", "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": "AI算力基础设施", "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": -1.3832023901737323 }, { "symbol": "SHSE.688605", "name": "先锋精科", "bucket": "observe_only", "theme": "中芯概念", "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": "中芯概念", "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": 2.5853725978155717 }, { "symbol": "SZSE.300918", "name": "南山智尚", "bucket": "observe_only", "theme": "机器人智能制造", "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": "机器人智能制造", "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": 0.5983545250560995 }, { "symbol": "SHSE.688109", "name": "品茗科技", "bucket": "observe_only", "theme": "AI眼镜", "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": "AI眼镜", "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": -0.5045871559632986 }, { "symbol": "SZSE.301308", "name": "江波龙", "bucket": "observe_only", "theme": "AI眼镜", "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": "strong_expansion", "theme_cluster": "AI眼镜", "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": -8.526245426400225 }, { "symbol": "SHSE.600707", "name": "彩虹股份", "bucket": "observe_only", "theme": "玻璃基板", "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": "玻璃基板", "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": 6.940639269406401 }, { "symbol": "SHSE.688559", "name": "海目星", "bucket": "observe_only", "theme": "玻璃基板", "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": "玻璃基板", "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": 11.353285621340259 }, { "symbol": "SZSE.000988", "name": "华工科技", "bucket": "observe_only", "theme": "玻璃基板", "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": "玻璃基板", "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": "not_missed_momentum", "daily_pct_chg": -0.732508209143734 }, { "symbol": "SZSE.002845", "name": "同兴达", "bucket": "observe_only", "theme": "玻璃基板", "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": "玻璃基板", "role": "WATCH", "evidence_grade": "", "eval_status": "observe_boundary_touched", "template_outcome": "observe_only_boundary_touched", "entry_effective": false, "entry_price": null, "close_ret_from_entry_pct": null, "mfe_after_entry_pct": null, "mae_after_entry_pct": null, "capture_ratio": null, "giveback_from_mfe_pct": null, "exit_quality_label": "not_entry", "giveback_label": "not_entry", "missed_momentum_bucket": "not_missed_momentum", "daily_pct_chg": 0.9633911368015502 }, { "symbol": "SHSE.688662", "name": "富信科技", "bucket": "conditional_plan", "theme": "AI光通信链", "template": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "template_key": "VWAP_RECLAIM", "wave_hint": "PULLBACK", "style_hint_raw": "TREND", "wave": "PULLBACK", "style": "TREND", "amount_state": "normal", "theme_cluster": "AI光通信链", "role": "MID", "evidence_grade": "", "eval_status": "clean_or_usable_trigger", "template_outcome": "reclaim_no_invalid", "entry_effective": true, "entry_price": 90.65, "close_ret_from_entry_pct": -2.0849420849420874, "mfe_after_entry_pct": 2.5923883066740094, "mae_after_entry_pct": -3.2542746828461144, "capture_ratio": -0.8042553191489407, "giveback_from_mfe_pct": 4.677330391616097, "exit_quality_label": "exit_quality_negative_capture", "giveback_label": "giveback_critical", "missed_momentum_bucket": "not_missed_momentum", "daily_pct_chg": -4.37405731523377 }, { "symbol": "SZSE.003021", "name": "兆威机电", "bucket": "observe_only", "theme": "荣耀概念", "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": "normal", "theme_cluster": "荣耀概念", "role": "WATCH", "evidence_grade": "", "eval_status": "observe_boundary_touched", "template_outcome": "observe_only_boundary_touched", "entry_effective": false, "entry_price": null, "close_ret_from_entry_pct": null, "mfe_after_entry_pct": null, "mae_after_entry_pct": null, "capture_ratio": null, "giveback_from_mfe_pct": null, "exit_quality_label": "not_entry", "giveback_label": "not_entry", "missed_momentum_bucket": "observe_only_shadow_alpha", "daily_pct_chg": 6.583485494015018 }, { "symbol": "SZSE.000723", "name": "美锦能源", "bucket": "observe_only", "theme": "超级电容", "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": "超级电容", "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": -2.0270270270270396 }, { "symbol": "SZSE.002449", "name": "国星光电", "bucket": "observe_only", "theme": "显示技术", "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": "显示技术", "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": 1.7814726840855055 }, { "symbol": "SHSE.603339", "name": "四方科技", "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": "MIXED", "wave": "FIRST", "style": "MIXED", "amount_state": "strong_expansion", "theme_cluster": "AI算力基础设施", "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": -2.351212343864806 }, { "symbol": "SZSE.000925", "name": "众合科技", "bucket": "observe_only", "theme": "卫星军工信息化", "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": "explosive", "theme_cluster": "卫星军工信息化", "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": 2.007083825265643 }, { "symbol": "SZSE.301040", "name": "中环海陆", "bucket": "observe_only", "theme": "卫星军工信息化", "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": "卫星军工信息化", "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": -1.8873960332693507 }, { "symbol": "SHSE.603161", "name": "科华控股", "bucket": "observe_only", "theme": "燃料电池概念", "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": "燃料电池概念", "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": 0.47233468286100866 }, { "symbol": "SHSE.603082", "name": "北自科技", "bucket": "observe_only", "theme": "新型工业化", "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": "新型工业化", "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": 0.9669621273167062 }, { "symbol": "SZSE.300567", "name": "精测电子", "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_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": -7.149165848871453 } ] }, "quality_status": { "schema_version": "quality_status_v1", "trade_date": "20260605", "created_at": "2026-06-05T21:25:10", "overall_grade": "A-", "blocks_publish": false, "external_context": { "status": "partial", "path": "/Users/tonyyu/sector_wave_agent/external_context/external_context_20260605_strict_v1.json", "fallback_used": false, "model": null, "search_success": true, "search_quality": "complete", "search_scope": "compact_theme_and_representative_stocks", "raw_findings_count": 5, "normalized_event_count": 3, "limitations": [ "compact_scope_not_full_market_news", "not_morning_context", "not_controlled_rss_crawl", "not_full_exchange_announcement_scan", "not_full_cninfo_scan" ], "covered_themes": [ "柔性屏(折叠屏)", "玻璃基板" ] }, "v2_shadow": { "status": "partial_from_strict_v1", "path": "/Users/tonyyu/sector_wave_agent/external_context/external_context_20260605_v2_shadow.json", "is_stub": false, "stub_reason": null, "boundary_ok": true, "source": "build_v2_shadow_from_strict_v1", "coverage": { "total_evidence_themes": 24, "covered_theme_count": 2, "uncovered_theme_count": 22, "coverage_ratio": 0.0833, "covered_themes": [ "柔性屏(折叠屏)", "玻璃基板" ], "uncovered_themes": [ "机器人智能制造", "题材股", "卫星军工信息化", "无人机", "虚拟现实", "新型工业化", "元宇宙概念", "新零售", "数字孪生", "在线教育", "文娱消费", "内贸流通", "AI应用", "医疗器械概念", "数字经济", "超清视频", "大飞机", "AI智能体", "工业互联", "铁路基建", "微利股", "边缘计算" ], "theme_rows": [ { "theme": "柔性屏(折叠屏)", "bucket": "near_triggered", "state": "NEAR_TRIGGERED", "sector_ret_pct": 1.72, "report_score": 135.05, "limit_up_count": null, "external_context_covered": true }, { "theme": "玻璃基板", "bucket": "near_triggered", "state": "NEAR_TRIGGERED", "sector_ret_pct": 2.5, "report_score": 120.33, "limit_up_count": null, "external_context_covered": true }, { "theme": "机器人智能制造", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.74, "report_score": 163.0, "limit_up_count": null, "external_context_covered": false }, { "theme": "题材股", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.95, "report_score": 144.47, "limit_up_count": null, "external_context_covered": false }, { "theme": "卫星军工信息化", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.07, "report_score": 141.4, "limit_up_count": null, "external_context_covered": false }, { "theme": "无人机", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.1, "report_score": 139.87, "limit_up_count": null, "external_context_covered": false }, { "theme": "虚拟现实", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.05, "report_score": 125.6, "limit_up_count": null, "external_context_covered": false }, { "theme": "新型工业化", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.6, "report_score": 125.18, "limit_up_count": null, "external_context_covered": false }, { "theme": "元宇宙概念", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.04, "report_score": 95.86, "limit_up_count": null, "external_context_covered": false }, { "theme": "新零售", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.07, "report_score": 92.42, "limit_up_count": null, "external_context_covered": false }, { "theme": "数字孪生", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.72, "report_score": 89.96, "limit_up_count": null, "external_context_covered": false }, { "theme": "在线教育", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.4, "report_score": 83.9, "limit_up_count": null, "external_context_covered": false }, { "theme": "文娱消费", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.13, "report_score": 68.1, "limit_up_count": null, "external_context_covered": false }, { "theme": "内贸流通", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.03, "report_score": 65.45, "limit_up_count": null, "external_context_covered": false }, { "theme": "AI应用", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.71, "report_score": 107.56, "limit_up_count": null, "external_context_covered": false }, { "theme": "医疗器械概念", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.81, "report_score": 101.64, "limit_up_count": null, "external_context_covered": false }, { "theme": "数字经济", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.92, "report_score": 99.8, "limit_up_count": null, "external_context_covered": false }, { "theme": "超清视频", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.89, "report_score": 85.13, "limit_up_count": null, "external_context_covered": false }, { "theme": "大飞机", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.88, "report_score": 83.87, "limit_up_count": null, "external_context_covered": false }, { "theme": "AI智能体", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.8, "report_score": 82.06, "limit_up_count": null, "external_context_covered": false }, { "theme": "工业互联", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.82, "report_score": 77.35, "limit_up_count": null, "external_context_covered": false }, { "theme": "铁路基建", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.96, "report_score": 73.57, "limit_up_count": null, "external_context_covered": false }, { "theme": "微利股", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.89, "report_score": 67.03, "limit_up_count": null, "external_context_covered": false }, { "theme": "边缘计算", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.81, "report_score": 63.87, "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 2/24 个 evidence 主题；未覆盖主题不得借外部资讯确认。", "uncovered_themes": [ "机器人智能制造", "题材股", "卫星军工信息化", "无人机", "虚拟现实", "新型工业化", "元宇宙概念", "新零售", "数字孪生", "在线教育", "文娱消费", "内贸流通", "AI应用", "医疗器械概念", "数字经济", "超清视频", "大飞机", "AI智能体", "工业互联", "铁路基建" ], "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/20260605_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：柔性屏(折叠屏), 玻璃基板", "V2 Shadow 已由 strict_v1 派生，仍有 22/24 个 evidence 主题未被外部资讯覆盖" ] }, "lesson_registry_summary": [ "clean_or_usable_trigger 在 entry-based 口径下表现优于普通日线复盘。", "reclaim_no_invalid 是当前最重要的干净触发形态之一。", "triggered_after_prior_boundary_touch 先触风险边界后触发，不计入有效入场；真实模拟盘应降级观察。", "same_bar_trigger_invalid_ambiguous 不应计入 clean entry。", "未回踩/未确认导致的 missed momentum 是策略机会成本，应持续量化。", "observe_only 中存在强表现样本，但不能直接升级 Strict Gate。", "capture_ratio 与 giveback 能揭示入场后管理质量，应进入后续 T+N 与持仓管理研究。" ], "next_validation_tasks": [ "验证 2 条 conditional 是否满足触发/承接/未失效三条件。", "跟踪半导体材料设备、MiniLED 是否从 near_triggered 升级到 triggered。", "继续记录 observe_only shadow alpha，尤其电力/算电协同与存储芯片 coverage。" ], "experience_loop": { "source": "deterministic_fallback", "updated_at": "2026-06-05T21:28:45", "previous_lessons_reviewed": [ "clean_or_usable_trigger 在 entry-based 口径下表现优于普通日线复盘。", "reclaim_no_invalid 是当前最重要的干净触发形态之一。", "triggered_after_prior_boundary_touch 先触风险边界后触发，不计入有效入场；真实模拟盘应降级观察。", "same_bar_trigger_invalid_ambiguous 不应计入 clean entry。", "未回踩/未确认导致的 missed momentum 是策略机会成本，应持续量化。", "observe_only 中存在强表现样本，但不能直接升级 Strict Gate。", "capture_ratio 与 giveback 能揭示入场后管理质量，应进入后续 T+N 与持仓管理研究。" ], "confirmed_lessons": [], "invalidated_lessons": [], "pending_lessons": [ "clean_or_usable_trigger 在 entry-based 口径下表现优于普通日线复盘。", "reclaim_no_invalid 是当前最重要的干净触发形态之一。", "triggered_after_prior_boundary_touch 先触风险边界后触发，不计入有效入场；真实模拟盘应降级观察。", "same_bar_trigger_invalid_ambiguous 不应计入 clean entry。", "未回踩/未确认导致的 missed momentum 是策略机会成本，应持续量化。", "observe_only 中存在强表现样本，但不能直接升级 Strict Gate。", "capture_ratio 与 giveback 能揭示入场后管理质量，应进入后续 T+N 与持仓管理研究。", { "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。；豫能控股 -15.73%" }, { "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=5" }, { "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=NEUTRAL" }, { "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。；豫能控股 A股 T+1 限制，今日买入不可卖 pnl=-15.73%" }, { "lesson_id": "RISK_EXIT_BLOCKED_BY_T1", "reason": "本机模拟盘样本：持仓风控遇到 A股 T+1 可卖数量限制。；risk_exit_blocked_t1=1" } ], "next_validation_tasks": [ "验证 2 条 conditional 是否满足触发/承接/未失效三条件。", "跟踪半导体材料设备、MiniLED 是否从 near_triggered 升级到 triggered。", "继续记录 observe_only shadow alpha，尤其电力/算电协同与存储芯片 coverage。", "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。" ], "previous_day_review_signal": { "entry_effective_count": 1, "no_entry_count": 29, "observe_only_shadow_alpha_count": 5 }, "note": "Fallback only gives a conservative learning loop. Hermes/DeepSeek V4 should replace it with explicit confirmed/invalidated/pending lessons." }, "next_day_key_watch": [ "大富科技（柔性屏(折叠屏)）", "联得装备（柔性屏(折叠屏)）" ], "active_plan_focus": [], "conditional_plan_focus": [ { "symbol": "SZSE.300134", "name": "大富科技", "theme": "柔性屏(折叠屏)", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "10.47~10.71（VWAP 10.62）", "trigger": null, "entry_zone_low": 10.47, "entry_zone_high": 10.71, "vwap_reference": 10.62, "invalid": 10.41, "invalid_price": 10.41, "do_not_chase_above": 11.01, "chase_ceiling": 11.01, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "strong_expansion", "risk_flags": [], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "站上 VWAP，使用回踩 VWAP 重新确认模板" }, { "symbol": "SZSE.300545", "name": "联得装备", "theme": "柔性屏(折叠屏)", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "35.04~36.12（VWAP 35.71）", "trigger": null, "entry_zone_low": 35.04, "entry_zone_high": 36.12, "vwap_reference": 35.71, "invalid": 34.77, "invalid_price": 34.77, "do_not_chase_above": 37.2, "chase_ceiling": 37.2, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "strong_expansion", "risk_flags": [], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "站上 VWAP，使用回踩 VWAP 重新确认模板" } ], "risk_flags": [ "market_risk_regime=MIXED(54)，trade_mode=SELECTIVE_ONLY，弱市只允许防御性精选。", "涨停 74 / 跌停 12，上涨家数占比 +57.93%。", "Strict Gate 今日 0 active、2 conditional、28 observe；不能从 observe_only 临时升级。", "External Context V2 Shadow/free_web_deepseek_normalized、Airtap/X、GM coverage audit 只能 require_confirmation，不能升级、不能降级 Strict Gate。" ], "execution_discipline": [ "09:25 先看半导体材料设备/MiniLED 集合竞价承接，未放量不做条件观察。", "条件观察必须同时满足主题不转弱、价格触发或 VWAP 收复、未破风险边界。", "大富科技、联得装备 必须等待各自触发/VWAP 收复与实时量能确认；未触发不做。", "observe_only 与 risk_verify 只用于复盘和验证，不作为交易计划。" ], "data_quality_notes": { "quality_grade": "A-", "blocks_publish": false, "outcome_learning_loaded": true, "x_kol_boundary": "shadow_only_require_confirmation" }, "output_files": { "full_report": "reports/full/20260605_full_report_v2.md", "wechat_brief": "reports/wechat/20260605_wechat_brief_v2.txt", "agent_summary": "reports/json/20260605_agent_summary_v2.json", "code_iteration_backlog": "reports/code_iteration/20260605_code_iteration_backlog.md" }, "x_kol_shadow": {}, "v8_strict_gate": { "schema_version": "v8_strict_gate_v1", "available": true, "audit_path": "reports/v8/strategy_pick_audit_20260605.json", "v2_plan_path": "reports/trade_plan/20260605_next_day_trade_plan_sector_bound_v2_leader_aware_news.json", "regime_at_decision": "MIXED", "v8_summary": { "plans": 241, "v1_decision_count": { "observe_only": 148, "conditional_plan": 2, "active_candidate": 10, "conditional_only": 39, "risk_verify": 33, "forbidden": 9 }, "v2_decision_count": { "observe_only": 182, "conditional_plan": 17, "forbidden": 42 }, "v8_reason_count": { "v8_no_uplift_no_downgrade": 232, "v8_huddle_uplift_conditional_plan": 6, "v8_whitelist_uplift_conditional_plan": 3 }, "v8_whitelist_promoted": 3, "v8_huddle_promoted": 6, "v8_limit_head_promoted": 0, "v8_blacklist_blocked": 42, "v8_market_cap_downgrade": 0, "v2_tradable_active_count": 0, "v2_active_but_untradable_count": 0, "v2_active_count_alert": false }, "v2_active_plans": [], "v2_conditional_plans": [ { "symbol": "SZSE.300134", "name": "大富科技", "theme": "柔性屏(折叠屏)", "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 10.62, "invalid_price": 10.41, "chase_ceiling": 11.01, "vwap_reference": 10.62, "entry_zone": { "zone_low": 10.47, "zone_high": 10.71, "reference": 10.62 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 10.62, "zone_low": 10.47, "zone_high": 10.71 }, "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": 10.41, "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": 11.01, "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": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_near_triggered_conditional", "v8_gate5_reason": "gate5_failed_mixed_mcap100_or_limit_amount5", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 6.58, "amount_yi": 2.76, "market_cap_yi": 82.05, "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": "SZSE.300545", "name": "联得装备", "theme": "柔性屏(折叠屏)", "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 35.71, "invalid_price": 34.77, "chase_ceiling": 37.2, "vwap_reference": 35.71, "entry_zone": { "zone_low": 35.04, "zone_high": 36.12, "reference": 35.71 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 35.71, "zone_low": 35.04, "zone_high": 36.12 }, "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": 34.77, "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": 37.2, "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": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_near_triggered_conditional", "v8_gate5_reason": "gate5_failed_mixed_mcap100_or_limit_amount5", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 5.68, "amount_yi": 7.05, "market_cap_yi": 43.18, "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": "SZSE.002962", "name": "五方光电", "theme": "玻璃基板", "role": "MID", "layer": "near_triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 22.39, "invalid_price": 20.468, "chase_ceiling": 23.82, "vwap_reference": 21.5724, "entry_zone": null, "price_fill": null, "prev_high": 22.39, "prev_close": 21.65, "ma5": 20.468, "ma20": 19.336, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "v1_base_near_triggered_conditional", "v8_gate5_reason": "gate5_failed_mixed_mcap100_or_limit_amount5", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 6.13, "amount_yi": 12.04, "market_cap_yi": 45.29, "recent_limit_count": 1.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "A", "position_quality": "mid_high_close", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SHSE.600869", "name": "远东股份", "theme": "机器人智能制造", "role": "MID", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 29.15, "invalid_price": 26.034, "chase_ceiling": 31.36, "vwap_reference": 28.231, "entry_zone": null, "price_fill": null, "prev_high": 29.15, "prev_close": 28.51, "ma5": 26.034, "ma20": 22.8105, "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": 7.58, "amount_yi": 49.48, "market_cap_yi": 632.74, "recent_limit_count": 4.0, "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": "SHSE.603890", "name": "春秋电子", "theme": "题材股", "role": "MID", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 32.3, "invalid_price": 29.848, "chase_ceiling": 34.36, "vwap_reference": 30.0186, "entry_zone": null, "price_fill": null, "prev_high": 32.3, "prev_close": 31.24, "ma5": 29.848, "ma20": 23.7145, "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": 6.4, "amount_yi": 42.65, "market_cap_yi": 139.58, "recent_limit_count": 5.0, "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.002747", "name": "埃斯顿", "theme": "题材股", "role": "MID", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 32.0, "invalid_price": 28.656, "chase_ceiling": 34.12, "vwap_reference": 30.165, "entry_zone": null, "price_fill": null, "prev_high": 32.0, "prev_close": 31.02, "ma5": 28.656, "ma20": 27.268, "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": 5.19, "amount_yi": 28.97, "market_cap_yi": 242.7, "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": "SHSE.603683", "name": "晶华新材", "theme": "柔性屏(折叠屏)", "role": "MID", "layer": "near_triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 34.45, "invalid_price": 31.048, "chase_ceiling": 37.25, "vwap_reference": 32.9833, "entry_zone": null, "price_fill": null, "prev_high": 34.45, "prev_close": 33.86, "ma5": 31.048, "ma20": 28.6935, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "v1_base_near_triggered_conditional", "v8_gate5_reason": "gate5_failed_mixed_mcap100_or_limit_amount5", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 8.11, "amount_yi": 10.72, "market_cap_yi": 97.59, "recent_limit_count": 0.0, "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": "SZSE.300976", "name": "达瑞电子", "theme": "柔性屏(折叠屏)", "role": "MID", "layer": "near_triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 68.79, "invalid_price": 63.03, "chase_ceiling": 80.24, "vwap_reference": 65.9021, "entry_zone": null, "price_fill": null, "prev_high": 68.79, "prev_close": 66.87, "ma5": 63.03, "ma20": 77.059, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "v1_base_near_triggered_conditional", "v8_gate5_reason": "gate5_failed_mixed_mcap100_or_limit_amount5", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 9.09, "amount_yi": 6.71, "market_cap_yi": 80.49, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "mixed_but_above_ma5", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SZSE.300136", "name": "信维通信", "theme": "柔性屏(折叠屏)", "role": "MID", "layer": "near_triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 108.98, "invalid_price": 96.686, "chase_ceiling": 127.6, "vwap_reference": 103.2424, "entry_zone": null, "price_fill": null, "prev_high": 108.98, "prev_close": 106.33, "ma5": 96.686, "ma20": 107.0535, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "v1_base_near_triggered_conditional", "v8_gate5_reason": "market_cap_yi>=100", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 8.5, "amount_yi": 133.2, "market_cap_yi": 877.44, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "mixed_but_above_ma5", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SZSE.300752", "name": "隆利科技", "theme": "玻璃基板", "role": "MID", "layer": "near_triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 15.64, "invalid_price": 14.782, "chase_ceiling": 18.46, "vwap_reference": 14.9652, "entry_zone": null, "price_fill": null, "prev_high": 15.64, "prev_close": 15.38, "ma5": 14.782, "ma20": 18.7505, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "v1_base_near_triggered_conditional", "v8_gate5_reason": "gate5_failed_mixed_mcap100_or_limit_amount5", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 7.78, "amount_yi": 4.84, "market_cap_yi": 34.32, "recent_limit_count": 0.0, "is_limit_up": false, "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.688170", "name": "德龙激光", "theme": "玻璃基板", "role": "MID", "layer": "near_triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 83.22, "invalid_price": 73.798, "chase_ceiling": 96.18, "vwap_reference": 78.4384, "entry_zone": null, "price_fill": null, "prev_high": 83.22, "prev_close": 80.15, "ma5": 73.798, "ma20": 76.6065, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "v1_base_near_triggered_conditional", "v8_gate5_reason": "gate5_failed_mixed_mcap100_or_limit_amount5", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 6.72, "amount_yi": 8.91, "market_cap_yi": 82.84, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "mixed_but_above_ma5", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SHSE.688017", "name": "绿的谐波", "theme": "机器人智能制造", "role": "LIMIT_HEAD", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 393.0, "invalid_price": 325.736, "chase_ceiling": 471.6, "vwap_reference": 354.0668, "entry_zone": null, "price_fill": null, "prev_high": 393.0, "prev_close": 393.0, "ma5": 325.736, "ma20": 315.2005, "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": 20.0, "amount_yi": 79.29, "market_cap_yi": 720.49, "recent_limit_count": 1.0, "is_limit_up": true, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_near_high", "trend_quality": "mixed_but_above_ma5", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SZSE.300319", "name": "麦捷科技", "theme": "题材股", "role": "FRONT", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 23.36, "invalid_price": 18.302, "chase_ceiling": 26.74, "vwap_reference": 21.8711, "entry_zone": null, "price_fill": null, "prev_high": 23.36, "prev_close": 22.28, "ma5": 18.302, "ma20": 15.06, "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": 14.43, "amount_yi": 58.89, "market_cap_yi": 187.77, "recent_limit_count": 0.0, "is_limit_up": true, "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.002138", "name": "顺络电子", "theme": "题材股", "role": "LIMIT_HEAD", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 55.61, "invalid_price": 49.862, "chase_ceiling": 61.17, "vwap_reference": 53.0508, "entry_zone": null, "price_fill": null, "prev_high": 55.61, "prev_close": 55.61, "ma5": 49.862, "ma20": 43.656, "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": 10.01, "amount_yi": 43.03, "market_cap_yi": 420.69, "recent_limit_count": 1.0, "is_limit_up": true, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_near_high", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SZSE.301458", "name": "钧崴电子", "theme": "无人机", "role": "FRONT", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 65.82, "invalid_price": 54.024, "chase_ceiling": 76.22, "vwap_reference": 60.3122, "entry_zone": null, "price_fill": null, "prev_high": 65.82, "prev_close": 63.52, "ma5": 54.024, "ma20": 46.7625, "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": 11.24, "amount_yi": 18.82, "market_cap_yi": 74.62, "recent_limit_count": 0.0, "is_limit_up": true, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SHSE.600378", "name": "昊华科技", "theme": "大飞机", "role": "MID", "layer": "weak_tape_structure_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 47.92, "invalid_price": 43.22, "chase_ceiling": 51.26, "vwap_reference": 45.8241, "entry_zone": null, "price_fill": null, "prev_high": 47.92, "prev_close": 46.6, "ma5": 43.22, "ma20": 38.2435, "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": 6.98, "amount_yi": 34.07, "market_cap_yi": 499.82, "recent_limit_count": 1.0, "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.002229", "name": "鸿博股份", "theme": "文娱消费", "role": "WATCH", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 14.3, "invalid_price": 14.078, "chase_ceiling": 15.51, "vwap_reference": 13.8964, "entry_zone": null, "price_fill": null, "prev_high": 14.3, "prev_close": 14.1, "ma5": 14.078, "ma20": 15.5225, "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": 2.69, "amount_yi": 5.78, "market_cap_yi": 69.54, "recent_limit_count": 1.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "mixed_but_above_ma5", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } } ] }, "local_paper_learning": { "schema_version": "local_paper_learning_v1", "available": true, "plan_date": "20260604", "trade_date": "20260605", "generated_at": "2026-06-05T21:29:18", "source_files": { "plan": "reports/trade_plan/20260604_active_plan_v2_for_trading.json", "trading_log": "reports/trading/local_paper_trading_log_20260604.json", "eod_review": "reports/trading/local_paper_eod_review_20260605.json", "latest_signals": "reports/trading/local_paper_latest_signals.json", "portfolio_state": "reports/trading/local_paper_portfolio_state.json" }, "summary": { "plan_candidates_total": 25, "plan_active_count": 0, "plan_conditional_count": 25, "signals_total": 25, "orders_total": 10, "orders_active": 0, "orders_watch": 7, "filled_orders": 4, "filled_active_orders": 0, "filled_watch_orders": 1, "unfilled_orders": 6, "rejected_orders": 0, "positions": 1, "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "shadow_mode": true, "order_fill_rate_pct": 40.0, "candidate_fill_rate_pct": 16.0, "account_total_value": 989551.0, "account_total_pnl_pct": -1.0449000000000042, "account_unrealized_pnl": -7791.000000000002, "risk_exit_signals": 1, "risk_exit_orders": 3, "risk_exit_filled": 3, "risk_exit_blocked_t1": 1, "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": 60.0, "dynamic_total_cap_regime": "NEUTRAL", "dynamic_total_cap_reason": "盘中确认时间窗未满足，保持中性总仓" }, "status_counts": { "UNFILLED": 6, "FILLED": 4 }, "scope_counts": { "conditional_watch": 7, "position_risk": 3 }, "unfilled_reason_counts": { "price_above_exec_high": 5, "limit_up_locked_no_ask": 1 }, "filled_orders": [ { "ts": "2026-06-05T09:30:05", "symbol": "SZSE.300394", "name": "天孚通信", "scope": "position_risk", "decision": "risk_exit", "theme": "光纤概念", "template_key": "POSITION_RISK_EXIT", "status": "FILLED", "side": "SELL", "qty": 100, "price": 483.5, "amount": 48350.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "paper_sell_at_bid1", "reason_label": "按买一价模拟卖出", "sim_reason": "position_stop_loss_3pct", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": -3.0, "exec_low": null, "exec_high": null, "dynamic_exec_high": null, "invalid_price": 443.45, "intraday_vwap": null, "quote_last": 483.8, "price_vs_vwap_pct": null, "minute_energy": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null, "quality": "unknown", "lesson": "成交后表现缺少 EOD 价格，保留观察。" }, { "ts": "2026-06-05T09:30:05", "symbol": "SZSE.002475", "name": "立讯精密", "scope": "position_risk", "decision": "risk_exit", "theme": "AI算力基础设施", "template_key": "POSITION_RISK_EXIT", "status": "FILLED", "side": "SELL", "qty": 100, "price": 72.88, "amount": 7288.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "paper_sell_at_bid1", "reason_label": "按买一价模拟卖出", "sim_reason": "position_stop_loss_3pct", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": -3.0, "exec_low": null, "exec_high": null, "dynamic_exec_high": null, "invalid_price": 72.478, "intraday_vwap": null, "quote_last": 72.99, "price_vs_vwap_pct": null, "minute_energy": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null, "quality": "unknown", "lesson": "成交后表现缺少 EOD 价格，保留观察。" }, { "ts": "2026-06-05T09:35:13", "symbol": "SZSE.001896", "name": "豫能控股", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "新能源电力链", "template_key": "BREAK_PREV_HIGH", "status": "FILLED", "side": "BUY", "qty": 2100, "price": 23.59, "amount": 49539.0, "target_position_pct": 5.0, "target_amount": 49877.45, "current_position_value": 0.0, "cash_before_order": 990184.0, "sizing_reason": "position_sized_by_target_pct", "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": 22.09, "exec_low": 23.55, "exec_high": 23.66, "dynamic_exec_high": 23.66, "invalid_price": 18.888, "intraday_vwap": 23.5496, "quote_last": 23.59, "price_vs_vwap_pct": 0.1716, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "amount_yi": 8.7607, "amount_floor_yi": 0.5, "energy_ratio": 4.9856, "ratio_min": 1.05 }, "eod_price": 19.88, "unrealized_pnl_pct": -15.727002967359049, "position_pct_of_total": 4.218883109612339, "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。 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": "2026-06-05T13:06:37", "symbol": "SZSE.000657", "name": "中钨高新", "scope": "position_risk", "decision": "risk_exit", "theme": "小金属概念", "template_key": "POSITION_RISK_EXIT", "status": "FILLED", "side": "SELL", "qty": 100, "price": 71.58, "amount": 7158.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "paper_sell_at_bid1", "reason_label": "按买一价模拟卖出", "sim_reason": "position_stop_loss_3pct", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": -3.0, "exec_low": null, "exec_high": null, "dynamic_exec_high": null, "invalid_price": 67.674, "intraday_vwap": null, "quote_last": 71.58, "price_vs_vwap_pct": null, "minute_energy": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null, "quality": "unknown", "lesson": "成交后表现缺少 EOD 价格，保留观察。" } ], "top_unfilled_or_rejected": [ { "ts": "2026-06-05T09:30:38", "symbol": "SHSE.603330", "name": "天洋新材", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "消费电子概念", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": 5.0, "target_amount": 49874.7, "current_position_value": 0.0, "cash_before_order": 990184.0, "sizing_reason": "position_sized_by_target_pct", "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": 9.41, "exec_low": 9.41, "exec_high": 9.55, "dynamic_exec_high": null, "invalid_price": 7.842, "intraday_vwap": 10.2633, "quote_last": 10.35, "price_vs_vwap_pct": 0.8448, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_1/3", "window_min": 5, "amount_yi": 1.6006, "amount_floor_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05 }, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null }, { "ts": "2026-06-05T09:30:05", "symbol": "SHSE.603330", "name": "天洋新材", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "消费电子概念", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": 5.0, "target_amount": 49874.15, "current_position_value": 0.0, "cash_before_order": 934546.0, "sizing_reason": "position_sized_by_target_pct", "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": 9.41, "exec_low": 9.41, "exec_high": 9.55, "dynamic_exec_high": null, "invalid_price": 7.842, "intraday_vwap": 10.1587, "quote_last": 10.3, "price_vs_vwap_pct": 1.3909, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "amount_yi": 0, "amount_floor_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05 }, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null }, { "ts": "2026-06-05T09:30:05", "symbol": "SZSE.001896", "name": "豫能控股", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "新能源电力链", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": 5.0, "target_amount": 49874.15, "current_position_value": 0.0, "cash_before_order": 934546.0, "sizing_reason": "position_sized_by_target_pct", "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": 22.09, "exec_low": 22.09, "exec_high": 22.42, "dynamic_exec_high": null, "invalid_price": 18.888, "intraday_vwap": 23.1089, "quote_last": 23.48, "price_vs_vwap_pct": 1.6059, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "amount_yi": 0, "amount_floor_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05 }, "eod_price": 19.88, "unrealized_pnl_pct": -15.727002967359049, "position_pct_of_total": 4.218883109612339, "sellable_qty": 0 }, { "ts": "2026-06-05T09:30:38", "symbol": "SZSE.300319", "name": "麦捷科技", "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": 5.0, "target_amount": 49874.7, "current_position_value": 0.0, "cash_before_order": 990184.0, "sizing_reason": "position_sized_by_target_pct", "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": 19.66, "exec_low": 19.66, "exec_high": 19.95, "dynamic_exec_high": null, "invalid_price": 16.764, "intraday_vwap": 19.627, "quote_last": 20.19, "price_vs_vwap_pct": 2.8685, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_1/3", "window_min": 5, "amount_yi": 0.7228, "amount_floor_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05 }, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null }, { "ts": "2026-06-05T09:31:39", "symbol": "SZSE.000725", "name": "京东方A", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "OLED", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": 5.0, "target_amount": 49871.25, "current_position_value": 0.0, "cash_before_order": 990184.0, "sizing_reason": "position_sized_by_target_pct", "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": 6.15, "exec_low": 6.15, "exec_high": 6.24, "dynamic_exec_high": null, "invalid_price": 5.536, "intraday_vwap": 6.1337, "quote_last": 6.25, "price_vs_vwap_pct": 1.8961, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "amount_yi": 16.3038, "amount_floor_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05 }, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null }, { "ts": "2026-06-05T09:31:39", "symbol": "SHSE.600367", "name": "红星发展", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "玻璃基板", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": 5.0, "target_amount": 49871.25, "current_position_value": 0.0, "cash_before_order": 990184.0, "sizing_reason": "position_sized_by_target_pct", "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": 46.98, "exec_low": 46.98, "exec_high": 47.68, "dynamic_exec_high": null, "invalid_price": 39.19, "intraday_vwap": 47.9566, "quote_last": 47.8, "price_vs_vwap_pct": -0.3265, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "amount_yi": 2.1917, "amount_floor_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05 }, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null } ], "position_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_shadow_single_position_pct": 20.0, "max_total_position_pct": 60.0, "max_shadow_total_position_pct": 35.0, "base_max_total_position_pct": 60.0, "base_max_shadow_total_position_pct": 35.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "NEUTRAL", "dynamic_total_cap_reason": "盘中确认时间窗未满足，保持中性总仓", "dynamic_total_cap": { "enabled": true, "regime": "NEUTRAL", "reason": "盘中确认时间窗未满足，保持中性总仓", "base_total_position_pct": 60.0, "base_shadow_total_position_pct": 35.0, "effective_total_position_pct": 60.0, "effective_shadow_total_position_pct": 35.0, "defensive_total_position_pct": 30.0, "warm_total_position_pct": 75.0, "hot_total_position_pct": 85.0, "defensive_shadow_total_position_pct": 20.0, "warm_shadow_total_position_pct": 45.0, "hot_shadow_total_position_pct": 55.0, "checks": { "pool_up_ratio": 0.32, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 25, "market_gate_passed": false, "market_gate_reason": "after_14:30_no_new_upgrade,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap" } }, "cash_buffer_pct": 5.0 }, "position_risk_config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true }, "position_risk_events": [ { "symbol": "SZSE.001896", "name": "豫能控股", "rule": "position_stop_loss", "status": "BLOCKED_T1", "side": "SELL", "qty": 0, "sellable_qty": 0, "last_price": 19.88, "avg_cost": 23.59, "pnl_pct": -15.727, "threshold": -3.0, "reason": "t1_sellable_qty_insufficient", "reason_label": "A股 T+1 限制，今日买入不可卖", "source_order_id": 24, "source_event_id": "20260604:20260605:SZSE.001896:BREAK_PREV_HIGH:BUY" } ], "risk_orders_this_tick": [], "symbol_rows": [ { "symbol": "SHSE.688662", "name": "富信科技", "scope": "conditional_watch", "decision": "conditional_plan", "theme": null, "template_key": "VWAP_RECLAIM", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 90.65, "exec_high": 92.01, "intraday_vwap": 90.6838, "quote_last": 89.27, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.300319", "name": "麦捷科技", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "通信技术", "template_key": "BREAK_PREV_HIGH", "final_status": "UNFILLED", "orders_count": 1, "first_order_ts": "2026-06-05T09:30:38", "last_order_ts": "2026-06-05T09:30:38", "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": 19.66, "exec_high": 19.95, "intraday_vwap": 19.627, "quote_last": 20.19, "target_position_pct": 5.0, "target_amount": 49874.7, "sizing_reason": "position_sized_by_target_pct", "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.002056", "name": "横店东磁", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "消费电子概念", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 30.24, "exec_high": 30.69, "intraday_vwap": 28.9708, "quote_last": 29.18, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.603986", "name": "兆易创新", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "消费电子概念", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 538.0, "exec_high": 546.07, "intraday_vwap": 504.1956, "quote_last": 489.03, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.688079", "name": "美迪凯", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "光刻机(胶)", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 33.85, "exec_high": 34.36, "intraday_vwap": 32.2337, "quote_last": 30.99, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.601208", "name": "东材科技", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "光刻机(胶)", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 60.5, "exec_high": 61.41, "intraday_vwap": 57.9573, "quote_last": 56.71, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.300252", "name": "金信诺", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI光通信链", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 17.38, "exec_high": 17.64, "intraday_vwap": 17.2245, "quote_last": 17.12, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.600487", "name": "亨通光电", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI光通信链", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 98.99, "exec_high": 100.47, "intraday_vwap": 98.618, "quote_last": 96.11, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.300398", "name": "飞凯材料", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI光通信链", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 42.0, "exec_high": 42.63, "intraday_vwap": 41.5029, "quote_last": 41.3, "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": "CANCELLED", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "invalid_price_broken", "latest_reason_label": "invalid_price_broken", "trigger_price": 21.0, "exec_high": 21.31, "intraday_vwap": 19.1328, "quote_last": 18.74, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.603459", "name": "红板科技", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI光通信链", "template_key": "BREAK_PREV_HIGH", "final_status": "CANCELLED", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "invalid_price_broken", "latest_reason_label": "invalid_price_broken", "trigger_price": 107.49, "exec_high": 109.1, "intraday_vwap": 102.2029, "quote_last": 99.0, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.603267", "name": "鸿远电子", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI光通信链", "template_key": "BREAK_PREV_HIGH", "final_status": "CANCELLED", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "invalid_price_broken", "latest_reason_label": "invalid_price_broken", "trigger_price": 82.35, "exec_high": 83.59, "intraday_vwap": 76.0028, "quote_last": 74.83, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.688337", "name": "普源精电", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI光通信链", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 67.8, "exec_high": 68.82, "intraday_vwap": 67.2612, "quote_last": 65.92, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.002384", "name": "东山精密", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI光通信链", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 244.7, "exec_high": 248.37, "intraday_vwap": 230.6287, "quote_last": 220.95, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.688808", "name": "联讯仪器", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI光通信链", "template_key": "BREAK_PREV_HIGH", "final_status": "NEAR_TRIGGER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "near_trigger", "latest_reason_label": "near_trigger", "trigger_price": 2155.0, "exec_high": 2187.32, "intraday_vwap": 2191.6827, "quote_last": 2153.0, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.000725", "name": "京东方A", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "OLED", "template_key": "BREAK_PREV_HIGH", "final_status": "UNFILLED", "orders_count": 1, "first_order_ts": "2026-06-05T09:31:39", "last_order_ts": "2026-06-05T09:31:39", "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": 6.15, "exec_high": 6.24, "intraday_vwap": 6.1337, "quote_last": 6.25, "target_position_pct": 5.0, "target_amount": 49871.25, "sizing_reason": "position_sized_by_target_pct", "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.688200", "name": "华峰测控", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "半导体材料设备", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 444.44, "exec_high": 451.11, "intraday_vwap": 431.1535, "quote_last": 429.38, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.603330", "name": "天洋新材", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "消费电子概念", "template_key": "BREAK_PREV_HIGH", "final_status": "UNFILLED", "orders_count": 2, "first_order_ts": "2026-06-05T09:30:05", "last_order_ts": "2026-06-05T09:30:38", "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": 9.41, "exec_high": 9.55, "intraday_vwap": 10.2633, "quote_last": 10.35, "target_position_pct": 5.0, "target_amount": 49874.7, "sizing_reason": "position_sized_by_target_pct", "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.001896", "name": "豫能控股", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "新能源电力链", "template_key": "BREAK_PREV_HIGH", "final_status": "FILLED", "orders_count": 2, "first_order_ts": "2026-06-05T09:30:05", "last_order_ts": "2026-06-05T09:35:13", "filled": true, "fill_price": 23.59, "fill_ts": "2026-06-05T09:35:13", "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": 22.09, "exec_high": 23.66, "intraday_vwap": 23.5496, "quote_last": 23.59, "target_position_pct": 5.0, "target_amount": 49877.45, "sizing_reason": "position_sized_by_target_pct", "eod_price": 19.88, "unrealized_pnl_pct": -15.727002967359049, "position_pct_of_total": 4.218883109612339 }, { "symbol": "SHSE.688456", "name": "有研粉材", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "新能源电力链", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 95.26, "exec_high": 96.69, "intraday_vwap": 89.5649, "quote_last": 89.23, "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": "玻璃基板", "template_key": "BREAK_PREV_HIGH", "final_status": "UNFILLED", "orders_count": 1, "first_order_ts": "2026-06-05T09:31:39", "last_order_ts": "2026-06-05T09:31:39", "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": 46.98, "exec_high": 47.68, "intraday_vwap": 47.9566, "quote_last": 47.8, "target_position_pct": 5.0, "target_amount": 49871.25, "sizing_reason": "position_sized_by_target_pct", "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.603773", "name": "沃格光电", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "玻璃基板", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "minute_energy_ratio_too_low", "latest_reason_label": "minute_energy_ratio_too_low", "trigger_price": 126.66, "exec_high": 133.28, "intraday_vwap": 132.6873, "quote_last": 133.18, "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": "AI光通信链", "template_key": "BREAK_PREV_HIGH", "final_status": "NEAR_TRIGGER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "near_trigger", "latest_reason_label": "near_trigger", "trigger_price": 33.12, "exec_high": 33.62, "intraday_vwap": 32.9374, "quote_last": 32.79, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.600105", "name": "永鼎股份", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "AI光通信链", "template_key": "BREAK_PREV_HIGH", "final_status": "ACTIONABLE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "trigger_touched", "latest_reason_label": "trigger_touched", "trigger_price": 54.95, "exec_high": 55.77, "intraday_vwap": 57.4231, "quote_last": 55.46, "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": "超级电容", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 47.18, "exec_high": 47.89, "intraday_vwap": 47.2471, "quote_last": 46.02, "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": "position_risk", "decision": "risk_exit", "theme": "光纤概念", "template_key": "POSITION_RISK_EXIT", "final_status": "FILLED", "orders_count": 1, "first_order_ts": "2026-06-05T09:30:05", "last_order_ts": "2026-06-05T09:30:05", "filled": true, "fill_price": 483.5, "fill_ts": "2026-06-05T09:30:05", "unfilled_reasons": [], "latest_reason": "paper_sell_at_bid1", "latest_reason_label": "按买一价模拟卖出", "trigger_price": -3.0, "exec_high": null, "intraday_vwap": null, "quote_last": 483.8, "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": "position_risk", "decision": "risk_exit", "theme": "AI算力基础设施", "template_key": "POSITION_RISK_EXIT", "final_status": "FILLED", "orders_count": 1, "first_order_ts": "2026-06-05T09:30:05", "last_order_ts": "2026-06-05T09:30:05", "filled": true, "fill_price": 72.88, "fill_ts": "2026-06-05T09:30:05", "unfilled_reasons": [], "latest_reason": "paper_sell_at_bid1", "latest_reason_label": "按买一价模拟卖出", "trigger_price": -3.0, "exec_high": null, "intraday_vwap": null, "quote_last": 72.99, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.000657", "name": "中钨高新", "scope": "position_risk", "decision": "risk_exit", "theme": "小金属概念", "template_key": "POSITION_RISK_EXIT", "final_status": "FILLED", "orders_count": 1, "first_order_ts": "2026-06-05T13:06:37", "last_order_ts": "2026-06-05T13:06:37", "filled": true, "fill_price": 71.58, "fill_ts": "2026-06-05T13:06:37", "unfilled_reasons": [], "latest_reason": "paper_sell_at_bid1", "latest_reason_label": "按买一价模拟卖出", "trigger_price": -3.0, "exec_high": null, "intraday_vwap": null, "quote_last": 71.58, "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": "豫能控股 -15.73%", "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=5", "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=NEUTRAL", "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": "豫能控股 A股 T+1 限制，今日买入不可卖 pnl=-15.73%", "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_BLOCKED_BY_T1", "status": "confirmed_microstructure", "finding": "持仓风控遇到 A股 T+1 可卖数量限制。", "evidence": "risk_exit_blocked_t1=1", "action": "日报需把 T+1 约束写清楚，避免把不能卖误判成风控失效。" } ], "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": { "source": "deterministic_post_hermes_fallback", "note": "Hermes should overwrite this with qualitative review when report generation runs successfully.", "execution_summary": { "plan_candidates_total": 25, "plan_active_count": 0, "plan_conditional_count": 25, "signals_total": 25, "orders_total": 10, "orders_active": 0, "orders_watch": 7, "filled_orders": 4, "filled_active_orders": 0, "filled_watch_orders": 1, "unfilled_orders": 6, "rejected_orders": 0, "positions": 1, "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "shadow_mode": true, "order_fill_rate_pct": 40.0, "candidate_fill_rate_pct": 16.0, "account_total_value": 989551.0, "account_total_pnl_pct": -1.0449000000000042, "account_unrealized_pnl": -7791.000000000002, "risk_exit_signals": 1, "risk_exit_orders": 3, "risk_exit_filled": 3, "risk_exit_blocked_t1": 1, "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": 60.0, "dynamic_total_cap_regime": "NEUTRAL", "dynamic_total_cap_reason": "盘中确认时间窗未满足，保持中性总仓" }, "signal_quality_review": null, "operation_quality_review": null, "position_sizing_review": { "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_shadow_single_position_pct": 20.0, "max_total_position_pct": 60.0, "max_shadow_total_position_pct": 35.0, "base_max_total_position_pct": 60.0, "base_max_shadow_total_position_pct": 35.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "NEUTRAL", "dynamic_total_cap_reason": "盘中确认时间窗未满足，保持中性总仓", "dynamic_total_cap": { "enabled": true, "regime": "NEUTRAL", "reason": "盘中确认时间窗未满足，保持中性总仓", "base_total_position_pct": 60.0, "base_shadow_total_position_pct": 35.0, "effective_total_position_pct": 60.0, "effective_shadow_total_position_pct": 35.0, "defensive_total_position_pct": 30.0, "warm_total_position_pct": 75.0, "hot_total_position_pct": 85.0, "defensive_shadow_total_position_pct": 20.0, "warm_shadow_total_position_pct": 45.0, "hot_shadow_total_position_pct": 55.0, "checks": { "pool_up_ratio": 0.32, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 25, "market_gate_passed": false, "market_gate_reason": "after_14:30_no_new_upgrade,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap" } }, "cash_buffer_pct": 5.0 }, "risk_control_review": { "config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true }, "events": [ { "symbol": "SZSE.001896", "name": "豫能控股", "rule": "position_stop_loss", "status": "BLOCKED_T1", "side": "SELL", "qty": 0, "sellable_qty": 0, "last_price": 19.88, "avg_cost": 23.59, "pnl_pct": -15.727, "threshold": -3.0, "reason": "t1_sellable_qty_insufficient", "reason_label": "A股 T+1 限制，今日买入不可卖", "source_order_id": 24, "source_event_id": "20260604:20260605:SZSE.001896:BREAK_PREV_HIGH:BUY" } ] }, "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": "豫能控股 -15.73%", "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=5", "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。" ] }, "code_iteration_backlog": { "schema_version": "daily_code_iteration_backlog_v1", "trade_date": "20260605", "generated_at": "2026-06-05T21:29:18", "source_summary": "reports/json/20260605_agent_summary_v2.json", "source_learning": "reports/trading/local_paper_learning_20260605.json", "status": "no_immediate_code_fix", "open_count": 0, "code_change_open_count": 0, "gray_validate_count": 1, "preserve_count": 4, "covered_count": 5, "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": "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=5", "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": "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。" } ] }, "external_context_v2_shadow_quality": "partial_from_strict_v1" }