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180.93, "amount_to_mcap_pct": 4.513, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002747", "name": "埃斯顿", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 36.8, "turnover": null, "market_cap_yi": 266.96, "amount_to_mcap_pct": 13.784, "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": 9.99, "amount_yi": 19.17, "turnover": null, "market_cap_yi": 122.03, "amount_to_mcap_pct": 15.71, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300508", "name": "维宏股份", "role": "FRONT", "ret_pct": 12.37, "amount_yi": 5.35, "turnover": null, "market_cap_yi": 41.26, "amount_to_mcap_pct": 12.974, "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.600522", "name": "中天科技", "role": "MID", "ret_pct": 7.51, "amount_yi": 252.05, "turnover": null, "market_cap_yi": 1690.43, "amount_to_mcap_pct": 14.91, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300780", "name": "德恩精工", "role": "MID", "ret_pct": 6.26, "amount_yi": 4.71, "turnover": null, "market_cap_yi": 29.39, "amount_to_mcap_pct": 16.023, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300607", "name": "拓斯达", "role": "MID", "ret_pct": 5.92, "amount_yi": 19.88, "turnover": null, "market_cap_yi": 116.5, "amount_to_mcap_pct": 17.062, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000837", "name": "秦川机床", "role": "MID", "ret_pct": 5.41, "amount_yi": 8.81, "turnover": null, "market_cap_yi": 127.64, "amount_to_mcap_pct": 6.902, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300275", "name": "梅安森", "role": "TAIL", "ret_pct": 4.88, "amount_yi": 1.93, "turnover": null, "market_cap_yi": 26.85, "amount_to_mcap_pct": 7.189, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600031", "name": "三一重工", "role": "TAIL", "ret_pct": 4.61, "amount_yi": 44.96, "turnover": null, "market_cap_yi": 1653.35, "amount_to_mcap_pct": 2.719, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000425", "name": "徐工机械", "role": "TAIL", "ret_pct": 4.31, "amount_yi": 24.79, "turnover": null, "market_cap_yi": 893.76, "amount_to_mcap_pct": 2.774, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301236", "name": "软通动力", "role": "TAIL", "ret_pct": 4.14, "amount_yi": 31.62, "turnover": null, "market_cap_yi": 342.02, "amount_to_mcap_pct": 9.245, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688777", "name": "中控技术", "role": "TAIL", "ret_pct": 3.79, "amount_yi": 45.06, "turnover": null, "market_cap_yi": 814.75, "amount_to_mcap_pct": 5.531, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000803", "name": "山高环能", "role": "TAIL", "ret_pct": 3.75, "amount_yi": 1.96, "turnover": null, "market_cap_yi": 35.63, "amount_to_mcap_pct": 5.503, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300378", "name": "鼎捷数智", "role": "TAIL", "ret_pct": 3.71, "amount_yi": 6.69, "turnover": null, "market_cap_yi": 100.28, "amount_to_mcap_pct": 6.67, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688218", "name": "江苏北人", "role": "TAIL", "ret_pct": 3.5, "amount_yi": 3.71, "turnover": null, "market_cap_yi": 52.71, "amount_to_mcap_pct": 7.038, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688165", "name": "埃夫特-U", "role": "TAIL", "ret_pct": 3.18, "amount_yi": 6.07, "turnover": null, "market_cap_yi": 109.94, "amount_to_mcap_pct": 5.52, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688768", "name": "容知日新", "role": "TAIL", "ret_pct": 3.11, "amount_yi": 1.29, "turnover": null, "market_cap_yi": 47.73, "amount_to_mcap_pct": 2.703, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603216", "name": "梦天家居", "role": "WATCH", "ret_pct": 2.8, "amount_yi": 1.96, "turnover": null, "market_cap_yi": 53.96, "amount_to_mcap_pct": 3.632, "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": "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": 46, "valid_member_count": 46, "specificity_score": 0.7879, "raw_heat_score": 66.2, "adjusted_heat_score": 52.16, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -1.75, "sector_amount_yi": 3304.63, "amount_ratio5": 1.024, "sector_rank_today": 26, "near_previous_high": true, "distance_to_previous_high": -0.0175, "next_day_gap_risk": true, "ohlc": { "open": 180.7176, "high": 195.0556, "low": 176.8959, "close": 184.5911, "close_location": 0.4238, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 4, "front_only_count": 0, "front_count": 4, "head_count": 4, "mid_count": 2, "tail_count": 5 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "NEGATIVE_SECTOR_RET", "LOW_CLOSE_LOCATION" ], "report_score": 49.56, "stocks": [ { "symbol": "SZSE.002747", "name": "埃斯顿", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 36.8, "turnover": null, "market_cap_yi": 266.96, "amount_to_mcap_pct": 13.784, "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": 9.98, "amount_yi": 27.04, "turnover": null, "market_cap_yi": 114.79, "amount_to_mcap_pct": 23.559, "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": 9.98, "amount_yi": 11.2, "turnover": null, "market_cap_yi": 97.14, "amount_to_mcap_pct": 11.529, "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": 9.95, "amount_yi": 18.87, "turnover": null, "market_cap_yi": 213.98, "amount_to_mcap_pct": 8.82, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688017", "name": "绿的谐波", "role": "MID", "ret_pct": 8.97, "amount_yi": 119.5, "turnover": null, "market_cap_yi": 785.11, "amount_to_mcap_pct": 15.221, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600367", "name": "红星发展", "role": "MID", "ret_pct": 6.73, "amount_yi": 32.85, "turnover": null, "market_cap_yi": 170.1, "amount_to_mcap_pct": 19.311, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600516", "name": "方大炭素", "role": "TAIL", "ret_pct": 4.63, "amount_yi": 19.48, "turnover": null, "market_cap_yi": 245.58, "amount_to_mcap_pct": 7.933, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600293", "name": "三峡新材", "role": "TAIL", "ret_pct": 4.29, "amount_yi": 14.4, "turnover": null, "market_cap_yi": 47.91, "amount_to_mcap_pct": 30.06, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600578", "name": "京能电力", "role": "TAIL", "ret_pct": 4.26, "amount_yi": 27.88, "turnover": null, "market_cap_yi": 590.47, "amount_to_mcap_pct": 4.721, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300319", "name": "麦捷科技", "role": "TAIL", "ret_pct": 3.86, "amount_yi": 59.96, "turnover": null, "market_cap_yi": 195.02, "amount_to_mcap_pct": 30.747, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603773", "name": "沃格光电", "role": "TAIL", "ret_pct": 3.1, "amount_yi": 51.78, "turnover": null, "market_cap_yi": 306.66, "amount_to_mcap_pct": 16.886, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600552", "name": "凯盛科技", "role": "WATCH", "ret_pct": 1.57, "amount_yi": 47.65, "turnover": null, "market_cap_yi": 208.29, "amount_to_mcap_pct": 22.877, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002491", "name": "通鼎互联", "role": "WATCH", "ret_pct": 1.13, "amount_yi": 62.03, "turnover": null, "market_cap_yi": 295.29, "amount_to_mcap_pct": 21.007, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600707", "name": "彩虹股份", "role": "WATCH", "ret_pct": 0.43, "amount_yi": 42.53, "turnover": null, "market_cap_yi": 421.91, "amount_to_mcap_pct": 10.081, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300346", "name": "南大光电", "role": "WATCH", "ret_pct": 0.28, "amount_yi": 52.12, "turnover": null, "market_cap_yi": 375.16, "amount_to_mcap_pct": 13.892, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002138", "name": "顺络电子", "role": "WATCH", "ret_pct": 0.09, "amount_yi": 72.01, "turnover": null, "market_cap_yi": 421.07, "amount_to_mcap_pct": 17.101, "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": "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": 85.84, "adjusted_heat_score": 50.76, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -2.4, "sector_amount_yi": 654.88, "amount_ratio5": 0.98, "sector_rank_today": 79, "near_previous_high": false, "distance_to_previous_high": -0.145, "next_day_gap_risk": true, "ohlc": { "open": 93.9869, "high": 97.587, "low": 91.6795, "close": 94.1182, "close_location": 0.4128, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 5, "front_only_count": 0, "front_count": 5, "head_count": 5, "mid_count": 4, "tail_count": 6 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "NEGATIVE_SECTOR_RET", "LOW_CLOSE_LOCATION", "LOW_RANK" ], "report_score": 48.85, "stocks": [ { "symbol": "SZSE.301313", "name": "凡拓数创", "role": "LIMIT_HEAD", "ret_pct": 19.99, "amount_yi": 16.65, "turnover": null, "market_cap_yi": 46.35, "amount_to_mcap_pct": 35.933, "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": 10.06, "amount_yi": 7.99, "turnover": null, "market_cap_yi": 119.16, "amount_to_mcap_pct": 6.704, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603206", "name": "嘉环科技", "role": "LIMIT_HEAD", "ret_pct": 10.03, "amount_yi": 1.02, "turnover": null, "market_cap_yi": 51.88, "amount_to_mcap_pct": 1.97, "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": 9.99, "amount_yi": 19.17, "turnover": null, "market_cap_yi": 122.03, "amount_to_mcap_pct": 15.71, "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": 9.98, "amount_yi": 27.04, "turnover": null, "market_cap_yi": 114.79, "amount_to_mcap_pct": 23.559, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.003004", "name": "声迅股份", "role": "MID", "ret_pct": 7.37, "amount_yi": 4.76, "turnover": null, "market_cap_yi": 45.97, "amount_to_mcap_pct": 10.363, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688038", "name": "中科通达", "role": "MID", "ret_pct": 6.93, "amount_yi": 1.05, "turnover": null, "market_cap_yi": 22.44, "amount_to_mcap_pct": 4.679, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300556", "name": "丝路视觉", "role": "MID", "ret_pct": 6.01, "amount_yi": 2.86, "turnover": null, "market_cap_yi": 21.26, "amount_to_mcap_pct": 13.443, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688400", "name": "凌云光", "role": "MID", "ret_pct": 5.82, "amount_yi": 22.59, "turnover": null, "market_cap_yi": 280.0, "amount_to_mcap_pct": 8.068, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, 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"后排扩散" }, { "symbol": "SZSE.300378", "name": "鼎捷数智", "role": "TAIL", "ret_pct": 3.71, "amount_yi": 6.69, "turnover": null, "market_cap_yi": 100.28, "amount_to_mcap_pct": 6.67, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300925", "name": "法本信息", "role": "TAIL", "ret_pct": 3.22, "amount_yi": 6.71, "turnover": null, "market_cap_yi": 65.08, "amount_to_mcap_pct": 10.306, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300053", "name": "航宇微", "role": "WATCH", "ret_pct": 2.91, "amount_yi": 6.94, "turnover": null, "market_cap_yi": 110.38, "amount_to_mcap_pct": 6.289, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300188", "name": "国投智能", "role": "WATCH", "ret_pct": 2.91, "amount_yi": 2.06, "turnover": null, "market_cap_yi": 93.76, "amount_to_mcap_pct": 2.196, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, 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"新开普", "role": "TAIL", "ret_pct": 4.92, "amount_yi": 2.05, "turnover": null, "market_cap_yi": 36.65, "amount_to_mcap_pct": 5.604, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603466", "name": "风语筑", "role": "TAIL", "ret_pct": 4.84, "amount_yi": 11.44, "turnover": null, "market_cap_yi": 72.09, "amount_to_mcap_pct": 15.874, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301236", "name": "软通动力", "role": "TAIL", "ret_pct": 4.14, "amount_yi": 31.62, "turnover": null, "market_cap_yi": 342.02, "amount_to_mcap_pct": 9.245, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688228", "name": "开普云", "role": "TAIL", "ret_pct": 3.55, "amount_yi": 3.29, "turnover": null, "market_cap_yi": 60.51, "amount_to_mcap_pct": 5.443, "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": 3.34, "amount_yi": 18.13, "turnover": null, "market_cap_yi": 161.72, "amount_to_mcap_pct": 11.211, "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": "WATCH", "ret_pct": 2.89, "amount_yi": 22.75, "turnover": null, "market_cap_yi": 144.6, "amount_to_mcap_pct": 15.734, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300496", "name": "中科创达", "role": "WATCH", "ret_pct": 2.49, "amount_yi": 16.49, "turnover": null, "market_cap_yi": 239.26, "amount_to_mcap_pct": 6.892, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300235", "name": "方直科技", "role": "WATCH", "ret_pct": 2.02, "amount_yi": 2.44, "turnover": null, "market_cap_yi": 28.76, "amount_to_mcap_pct": 8.491, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002292", "name": "奥飞娱乐", "role": "WATCH", "ret_pct": 1.57, "amount_yi": 3.19, "turnover": null, "market_cap_yi": 72.27, "amount_to_mcap_pct": 4.414, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.603888", "name": "新华网", "role": "WATCH", "ret_pct": 1.3, "amount_yi": 9.86, "turnover": null, "market_cap_yi": 131.57, "amount_to_mcap_pct": 7.493, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.688039", "name": "当虹科技", "role": "WATCH", "ret_pct": 0.59, "amount_yi": 1.32, "turnover": null, "market_cap_yi": 46.84, "amount_to_mcap_pct": 2.827, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002657", "name": "中科金财", "role": "WATCH", "ret_pct": 0.26, "amount_yi": 3.74, "turnover": null, "market_cap_yi": 63.76, "amount_to_mcap_pct": 5.863, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" } ], 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fallback/review 状态", "V2 Shadow 使用 safe stub" ] }, "lesson_registry_summary": [ { "lesson": "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE", "status": "pending", "finding": "clean trigger entry-based口径表现优于普通日线复盘，需30/60日滚动验证" }, { "lesson": "RECLAIM_NO_INVALID_PRIMARY_TRIGGER", "status": "pending", "finding": "reclaim_no_invalid是当前最重要干净触发形态" }, { "lesson": "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY", "status": "confirmed_logic", "finding": "先触风险边界后触发不计入有效入场" }, { "lesson": "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY", "status": "confirmed_logic", "finding": "同分钟触发又触失效归为高风险" }, { "lesson": "MISSED_MOMENTUM_OPPORTUNITY_COST", "status": "pending", "finding": "需每10交易日统计机会成本；本日formal missed=0" }, { "lesson": "OBSERVE_ONLY_SHADOW_ALPHA", "status": "pending", "finding": "observe_only中8只强表现样本，不升级Strict Gate" }, { "lesson": "CAPTURE_GIVEBACK_EXIT_QUALITY", "status": "pending", "finding": "联得装备capture=0.04,giveback=6.13%进入T+N跟踪" } ], "next_validation_tasks": [ "将missed_momentum_bucket纳入每日outcome_eval固定小节", "建立10日滚动missed_momentum机会成本统计", "建立T+1/T+2/T+3/T+5 outcome panel", "为observe_only_shadow_alpha建立shadow统计", "继续累计30～60个交易日后再评估规则修改" ], "experience_loop": { "previous_lessons_reviewed": [ "reports/learning/20260608_lesson_registry.md", "reports/outcome/20260605_plan_20260608_outcome_eval_v1_2_entry_based.md" ], "confirmed_lessons": [ "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY: 先触风险边界后触发，validated_logic_rule", "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY: same_bar_trigger_invalid_ambiguous不应计入clean entry" ], "invalidated_lessons": [], "pending_lessons": [ "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE: 仅单日样本(entry_effective=1)，保持pending", "RECLAIM_NO_INVALID_PRIMARY_TRIGGER: 仅单日样本(联得装备)，保持pending", "MISSED_MOMENTUM_OPPORTUNITY_COST: 本日formal_missed=0，无新增证据", "OBSERVE_ONLY_SHADOW_ALPHA: 8只强表现样本，保持shadow不升级", "CAPTURE_GIVEBACK_EXIT_QUALITY: 联得装备capture=0.04，需T+N验证", { "lesson_id": "WATCH_POOL_PAPER_ENTRY_EXISTS", "reason": "本机模拟盘样本：观察池 conditional/watch 票已在本机模拟盘产生真实模拟成交。；filled_watch_orders=1" }, { "lesson_id": "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=3" }, { "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" } ], "next_validation_tasks": [ "每10交易日统计missed_momentum累计机会成本", "累计30～60交易日后评估规则修改", "T+1/T+2/T+3/T+5跟踪联得装备giveback样本", "持续统计观察池模拟盘成交/未成交原因、成交后 T+1/T+3/T+5 表现。" ], "source": "hermes_deepseek_v4", "updated_at": "2026-06-08T19:26:28" }, "next_day_key_watch": [], "active_plan_focus": [], "conditional_plan_focus": [], "v8_gray_observation_pool": { "authority_note": "V8灰度对照层，非V1.1生产权威。用于灰度观察与模拟盘验证。", "v8_active": [ { "symbol": "SHSE.688017", "name": "绿的谐波", "theme": "题材股", "role": "MID", "layer": "weak_tape_structure_sectors", "template": "BREAK_PREV_HIGH", "trigger_price": 450.2, "invalid_price": 353.926, "chase_ceiling": 513.9, "vwap_reference": 411.4896, "v8_reason": "v8_whitelist_uplift_active_plan", "v8_tradable": true } ], "v8_conditional": [ { "symbol": "SZSE.002229", "name": "鸿博股份", "theme": "ChatGPT概念", "trigger": 15.08, "invalid": 14.164, "chase": 16.21, "reason": "whitelist_uplift" }, { "symbol": "SZSE.002747", "name": "埃斯顿", "theme": "机器人智能制造", "trigger": 34.12, "invalid": 30.126, "chase": 37.53, "reason": "whitelist_uplift" }, { "symbol": "SHSE.603773", "name": "沃格光电", "theme": "题材股", "trigger": 144.05, "invalid": 126.424, "chase": 150.15, "reason": "whitelist_uplift" }, { "symbol": "SHSE.600516", "name": "方大炭素", "theme": "题材股", "trigger": 6.33, "invalid": 5.538, "chase": 6.71, "reason": "huddle_uplift" }, { "symbol": "SHSE.688322", "name": "奥比中光", "theme": "机器人智能制造", "trigger": 150.0, "invalid": 120.054, "chase": 173.0, "reason": "huddle_uplift" }, { "symbol": "SHSE.600522", "name": "中天科技", "theme": "工业互联", "trigger": 50.68, "invalid": 45.906, "chase": 54.48, "reason": "huddle_uplift" }, { "symbol": "SHSE.603135", "name": "中重科技", "theme": "题材股", "trigger": 15.43, "invalid": 12.868, "chase": 16.97, "reason": "huddle_uplift" }, { "symbol": "SHSE.600367", "name": "红星发展", "theme": "题材股", "trigger": 53.99, "invalid": 46.174, "chase": 58.11, "reason": "huddle_uplift" }, { "symbol": "SZSE.002138", "name": "顺络电子", "theme": "题材股", "trigger": 59.5, "invalid": 51.694, "chase": 61.23, "reason": "huddle_uplift" } ] }, "risk_flags": [ "market_risk_regime=COLD/ICE_POINT，全市场冰点，原则上只观察不进攻", "theme_opportunity_regime=WEAK/NO_CLEAR_MAINLINE，缺少明确可进攻主线", "trade_mode=OBSERVE_ONLY，禁止新增主动进攻", "V1.1 Strict Gate全部8只降级为observe_only(strict_weak_tape_observe_only)", "V8灰度active/conditional仅供模拟盘验证，不能反推生产", "external_context unavailable，项目Gemini Search/grounding资讯层不稳定", "下跌股票占比87%，跌停36只，亏钱效应明显" ], "execution_discipline": [ "V1.1生产权威：active=0，conditional=0，明日无正式计划，严格OBSERVE_ONLY", "V8灰度对照层：1 active(绿的谐波)+9 conditional，仅灰度观察与模拟盘验证", "COLD市场禁止新增主动进攻；observe_only中强表现仅记录shadow", "禁止因V8灰度升级而追高；禁止因observe_only shadow alpha放宽Strict Gate", "联得装备exit_quality_poor/giveback_warning样本：进入T+1/T+3/T+5跟踪" ], "local_paper_learning": { "schema_version": "local_paper_learning_v1", "available": true, "plan_date": "20260605", "trade_date": "20260608", "generated_at": "2026-06-08T19:30:58", "source_files": { "plan": "reports/trade_plan/20260605_active_plan_v2_for_trading.json", "trading_log": "reports/trading/local_paper_trading_log_20260605.json", "eod_review": "reports/trading/local_paper_eod_review_20260608.json", "latest_signals": "reports/trading/local_paper_latest_signals.json", "portfolio_state": "reports/trading/local_paper_portfolio_state.json" }, "summary": { "plan_candidates_total": 17, "plan_active_count": 0, "plan_conditional_count": 17, "signals_total": 17, "orders_total": 5, "orders_active": 0, "orders_watch": 4, "filled_orders": 2, "filled_active_orders": 0, "filled_watch_orders": 1, "unfilled_orders": 3, "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": 11.76, "account_total_value": 992652.0, "account_total_pnl_pct": -0.7348000000000021, "account_unrealized_pnl": 2954.000000000002, "risk_exit_signals": 0, "risk_exit_orders": 1, "risk_exit_filled": 1, "risk_exit_blocked_t1": 0, "position_risk_event_count": 0, "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": 3, "FILLED": 2 }, "scope_counts": { "conditional_watch": 4, "position_risk": 1 }, "unfilled_reason_counts": { "price_above_exec_high": 3 }, "filled_orders": [ { "ts": "2026-06-08T09:30:05", "symbol": "SZSE.001896", "name": "豫能控股", "scope": "position_risk", "decision": "risk_exit", "theme": "新能源电力链", "template_key": "POSITION_RISK_EXIT", "status": "FILLED", "side": "SELL", "qty": 2100, "price": 19.95, "amount": 41895.0, "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": 18.888, "intraday_vwap": null, "quote_last": 20.18, "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": "2026-06-08T09:32:08", "symbol": "SHSE.688017", "name": "绿的谐波", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "机器人智能制造", "template_key": "BREAK_PREV_HIGH", "status": "FILLED", "side": "BUY", "qty": 100, "price": 398.71, "amount": 39871.0, "target_position_pct": 5.0, "target_amount": 49484.9, "current_position_value": 0.0, "cash_before_order": 989698.0, "sizing_reason": "position_sized_by_target_pct", "reason": "paper_fill_at_ask1", "reason_label": "按卖一价模拟成交", "sim_reason": "trigger_touched", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": 393.0, "exec_low": 393.0, "exec_high": 398.89, "dynamic_exec_high": null, "invalid_price": 325.736, "intraday_vwap": 382.5666, "quote_last": 398.0, "price_vs_vwap_pct": 4.0342, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "amount_yi": 6.2411, "amount_floor_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05 }, "eod_price": 428.25, "unrealized_pnl_pct": 7.408893682124851, "position_pct_of_total": 4.314200747089615, "sellable_qty": 0, "quality": "positive_follow_through", "lesson": "成交后有正向跟随，记录为可继续验证的入场样本。 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。" } ], "top_unfilled_or_rejected": [ { "ts": "2026-06-08T09:30:05", "symbol": "SZSE.300319", "name": "麦捷科技", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "题材股", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": 5.0, "target_amount": 49477.55, "current_position_value": 0.0, "cash_before_order": 947803.0, "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": 23.36, "exec_low": 23.36, "exec_high": 23.71, "dynamic_exec_high": null, "invalid_price": 18.302, "intraday_vwap": 23.705, "quote_last": 24.55, "price_vs_vwap_pct": 3.5646, "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": "2026-06-08T09:30:36", "symbol": "SZSE.300545", "name": "联得装备", "scope": "conditional_watch", "decision": "conditional_plan", "theme": null, "template_key": "VWAP_RECLAIM", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": 5.0, "target_amount": 49484.9, "current_position_value": 0.0, "cash_before_order": 989698.0, "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": 35.71, "exec_low": 36.12, "exec_high": 36.25, "dynamic_exec_high": null, "invalid_price": 34.77, "intraday_vwap": 35.3499, "quote_last": 36.43, "price_vs_vwap_pct": 3.0555, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_1/3", "window_min": 5, "amount_yi": 0.1074, "amount_floor_yi": 0.25, "energy_ratio": null, "ratio_min": 1.05 }, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null, "sellable_qty": null }, { "ts": "2026-06-08T09:31:07", "symbol": "SZSE.002138", "name": "顺络电子", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "题材股", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": 5.0, "target_amount": 49484.9, "current_position_value": 0.0, "cash_before_order": 989698.0, "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": 55.61, "exec_low": 55.61, "exec_high": 56.44, "dynamic_exec_high": null, "invalid_price": 49.862, "intraday_vwap": 55.2184, "quote_last": 56.78, "price_vs_vwap_pct": 2.828, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "amount_yi": 3.1651, "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": 0.3529, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 17, "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": [], "risk_orders_this_tick": [], "symbol_rows": [ { "symbol": "SZSE.300134", "name": "大富科技", "scope": "conditional_watch", "decision": "conditional_plan", "theme": null, "template_key": "VWAP_RECLAIM", "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": 10.62, "exec_high": 10.78, "intraday_vwap": 10.324, "quote_last": 10.17, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.300545", "name": "联得装备", "scope": "conditional_watch", "decision": "conditional_plan", "theme": null, "template_key": "VWAP_RECLAIM", "final_status": "UNFILLED", "orders_count": 1, "first_order_ts": "2026-06-08T09:30:36", "last_order_ts": "2026-06-08T09:30:36", "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": 35.71, "exec_high": 36.25, "intraday_vwap": 35.3499, "quote_last": 36.43, "target_position_pct": 5.0, "target_amount": 49484.9, "sizing_reason": "position_sized_by_target_pct", "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.002962", "name": "五方光电", "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": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 22.39, "exec_high": 22.73, "intraday_vwap": 21.1252, "quote_last": 20.54, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.600869", "name": "远东股份", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "机器人智能制造", "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": 29.15, "exec_high": 29.59, "intraday_vwap": 27.735, "quote_last": 27.31, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.603890", "name": "春秋电子", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "题材股", "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": 32.3, "exec_high": 32.78, "intraday_vwap": 28.3025, "quote_last": 28.12, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.002747", "name": "埃斯顿", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "题材股", "template_key": "BREAK_PREV_HIGH", "final_status": "TOUCHED", "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_but_above_exec_high", "latest_reason_label": "trigger_touched_but_above_exec_high", "trigger_price": 32.0, "exec_high": 32.48, "intraday_vwap": 32.5932, "quote_last": 34.12, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, 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19.95, "fill_ts": "2026-06-08T09:30:05", "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": 20.18, "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": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "status": "pending", "finding": "多只观察股触发时已明显高于执行上沿，静态昨高/触发价在趋势上行日可能偏低。", "evidence": "price_above_exec_high=3", "action": "继续验证动态 VWAP 锚、分钟K能量确认与追高上沿自适应；禁止简单放宽追高。" }, { "lesson_id": "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。" } ], "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。" ] }, "output_files": { "full_report": "reports/full/20260608_full_report_v2.md", "wechat_brief": "reports/wechat/20260608_wechat_brief_v2.txt", "agent_summary": "reports/json/20260608_agent_summary_v2.json", "code_iteration_backlog": "reports/code_iteration/20260608_code_iteration_backlog.md" }, "theme_summary_hermes": [], "external_context_v2_shadow_summary": { "available": true, "external_context_quality": "safe_stub", "quality": "safe_stub", "source": "build_v2_shadow_safe_stub", "strict_v1_quality": null, "strict_v1_search_scope": null, "strict_v1_covered_themes": [], "coverage": {}, "risk_findings": [ { "risk": "项目 Gemini Search/grounding 资讯层连续不稳定", "severity": "warning", "detail": "Gemini provider connectivity 与项目 Gemini Search/grounding external_context strict_v1 稳定性需要分开表述；本 V2 Shadow 不得替代 Strict Gate。", "action": "require_confirmation" } ], 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"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": 7.51, "amount_yi": 252.05, "market_cap_yi": 1690.43, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_above_vwap", "trend_quality": "mixed_but_above_ma5", "risk_flags": [ "HIGH_BIAS_OVERHEAT", "TOUCHED_LIMIT_UP_BUT_NOT_CLOSE" ] } }, { "symbol": "SHSE.600367", "name": "红星发展", "theme": "玻璃基板", "raw_theme": "题材股", "theme_source": "v8_whitelist_leaders", "role": "MID", "layer": "weak_tape_structure_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 53.99, "invalid_price": 46.174, "chase_ceiling": 58.11, "vwap_reference": 51.9567, "entry_zone": null, "price_fill": null, "prev_high": 53.99, "prev_close": 52.83, "ma5": 46.174, "ma20": 32.1125, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 6.73, "amount_yi": 32.85, "market_cap_yi": 170.1, "recent_limit_count": 6.0, "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" ] } }, { "symbol": "SZSE.002138", "name": "顺络电子", "theme": "题材股", "raw_theme": "题材股", "theme_source": "v8_plan_sector_context", "role": "WATCH", "layer": "weak_tape_structure_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 59.5, "invalid_price": 51.694, "chase_ceiling": 61.23, "vwap_reference": 56.6595, "entry_zone": null, "price_fill": null, "prev_high": 59.5, "prev_close": 55.66, "ma5": 51.694, "ma20": 44.5735, "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": 0.09, "amount_yi": 72.01, "market_cap_yi": 421.07, "recent_limit_count": 1.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "C", "position_quality": "neutral_close", "trend_quality": "short_mid_bullish", "risk_flags": [ "LONG_UPPER_SHADOW_WITH_EXPLOSIVE_AMOUNT", "HIGH_BIAS_OVERHEAT", "CLOSE_BELOW_VWAP" ] } }, { "symbol": "SHSE.603773", "name": "沃格光电", "theme": "玻璃基板", "raw_theme": "题材股", "theme_source": "v8_whitelist_leaders", "role": "TAIL", "layer": "weak_tape_structure_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 144.05, "invalid_price": 126.424, "chase_ceiling": 150.15, "vwap_reference": 137.2179, "entry_zone": null, "price_fill": null, "prev_high": 144.05, "prev_close": 136.5, "ma5": 126.424, "ma20": 97.03, "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": 3.1, "amount_yi": 51.78, "market_cap_yi": 306.66, "recent_limit_count": 3.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "C", "position_quality": "mid_high_close", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT", "CLOSE_BELOW_VWAP" ] } } ], "v2_excluded_plans": [ { "symbol": "SHSE.688322", "name": "奥比中光", "theme": "机器人智能制造", "raw_theme": "机器人智能制造", "theme_source": "v8_plan_sector_context", "role": "FRONT", "layer": "weak_tape_structure_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 150.0, "invalid_price": 120.054, "chase_ceiling": 173.0, "vwap_reference": 135.6207, "entry_zone": null, "price_fill": null, "prev_high": 150.0, "prev_close": 144.17, "ma5": 120.054, "ma20": 107.4465, "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": 14.37, "amount_yi": 57.43, "market_cap_yi": 459.44, "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" ] }, "excluded_from_execution": true, "exclusion_reason": "v8_untradable:limit_up" }, { "symbol": "SZSE.002747", "name": "埃斯顿", "theme": "机器人智能制造", "raw_theme": "机器人智能制造", "theme_source": "v8_plan_sector_context", "role": "LIMIT_HEAD", "layer": "weak_tape_structure_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 34.12, "invalid_price": 30.126, "chase_ceiling": 37.53, "vwap_reference": 32.5952, "entry_zone": null, "price_fill": null, "prev_high": 34.12, "prev_close": 34.12, "ma5": 30.126, "ma20": 27.7625, "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": 9.99, "amount_yi": 36.8, "market_cap_yi": 266.96, "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" ] }, "excluded_from_execution": true, "exclusion_reason": "v8_untradable:limit_up" }, { "symbol": "SHSE.603135", "name": "中重科技", "theme": "题材股", "raw_theme": "题材股", "theme_source": "v8_plan_sector_context", "role": "LIMIT_HEAD", "layer": "weak_tape_structure_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 15.43, "invalid_price": 12.868, "chase_ceiling": 16.97, "vwap_reference": 14.8484, "entry_zone": null, "price_fill": null, "prev_high": 15.43, "prev_close": 15.43, "ma5": 12.868, "ma20": 11.8425, "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": 9.98, "amount_yi": 11.2, "market_cap_yi": 97.14, "recent_limit_count": 4.0, "is_limit_up": true, "amount_state": "explosive" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_near_high", "trend_quality": "mixed_but_above_ma5", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] }, "excluded_from_execution": true, "exclusion_reason": "v8_untradable:limit_up" } ] }, "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": 17, "plan_active_count": 0, "plan_conditional_count": 17, "signals_total": 17, "orders_total": 5, "orders_active": 0, "orders_watch": 4, "filled_orders": 2, "filled_active_orders": 0, "filled_watch_orders": 1, "unfilled_orders": 3, "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": 11.76, "account_total_value": 992652.0, "account_total_pnl_pct": -0.7348000000000021, "account_unrealized_pnl": 2954.000000000002, "risk_exit_signals": 0, "risk_exit_orders": 1, "risk_exit_filled": 1, "risk_exit_blocked_t1": 0, "position_risk_event_count": 0, "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": 0.3529, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 17, "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": [] }, "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": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "status": "pending", "finding": "多只观察股触发时已明显高于执行上沿，静态昨高/触发价在趋势上行日可能偏低。", "evidence": "price_above_exec_high=3", "action": "继续验证动态 VWAP 锚、分钟K能量确认与追高上沿自适应；禁止简单放宽追高。" } ], "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": "20260608", "generated_at": "2026-06-08T19:30:58", "source_summary": "reports/json/20260608_agent_summary_v2.json", "source_learning": "reports/trading/local_paper_learning_20260608.json", "status": "no_immediate_code_fix", "open_count": 0, "code_change_open_count": 0, "gray_validate_count": 1, "preserve_count": 2, "covered_count": 3, "items": [ { "lesson_id": "POSITION_SIZING_TARGET_PCT_ENABLED", "title": "目标仓位与动态总仓机制继续保留", "type": "position_sizing", "iteration_action": "preserve", "priority": "P1", "status": "preserved_monitoring", "evidence": "active=12.0%, watch=5.0%, single_cap=20.0%, total_cap=60.0%", "decision": "仓位不再固定 100 股；继续按行情温度、总仓和单票上限动态测算。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/position_sizing.py", "scripts/start_local_paper_runtime_scheduled.sh" ], "next_action": "每日复盘动态总仓是否匹配市场强弱，尤其检查强行情是否仓位过低。" }, { "lesson_id": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "title": "强趋势日静态触发价/执行上沿偏低", "type": "strategy_gray_experiment", "iteration_action": "gray_validate", "priority": "P1", "status": "gray_experiment_active", "evidence": "price_above_exec_high=3", "decision": "不直接放宽追高；继续用动态 VWAP 锚 + 分钟K能量确认做灰度验证。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/signal_contract.py", "local_paper_runtime/src/local_paper_runtime/opportunity_state_machine.py", "scripts/start_local_paper_runtime_scheduled.sh", "local_paper_runtime/tests/test_signal_contract.py", "local_paper_runtime/tests/test_minute_energy.py" ], "next_action": "连续 5 个交易日统计 price_above_exec_high、dynamic_exec_high 使用次数、成交后 T+1/T+3 表现，再决定是否调 VWAP band。" }, { "lesson_id": "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。" } ] } }