{ "trade_date": "2026-06-09", "next_trade_date": "2026-06-10", "source": "hermes_deepseek_v4_manual_with_project_skills", "report_generation": { "source": "hermes_deepseek_v4", "model": "deepseek-v4-pro", "provider": "custom", "manifest": "reports/hermes_runs/20260609/hermes_writer_manifest.json", "fallback_used": false, "status": "success", "previous_source": "hermes_deepseek_v4_manual_with_project_skills", "annotated_at": "2026-06-09T20:02:46", "note": "Hermes/DeepSeek V4 wrote the daily report artifacts." }, "external_context_quality": "partial", "external_context_v2_shadow_quality": "partial_from_strict_v1", "strict_plan_counts": { "v1_1_production": { "active_plan": 0, "conditional_plan": 7, "observe_only": 23 }, "v8_gray": { "active_plan": 3, "conditional_plan": 42, "observe_only": 168, "forbidden": 28 } }, "market_summary": { "regime": "HOT", "regime_subtype": "BROAD_RISK_ON", "regime_score": 91, "regime_level": "普涨强进攻环境", "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": "HOT", "subtype": "BROAD_RISK_ON", "score": 91, "level": "普涨强进攻环境", "reasons": [ "成交额较前期收缩，流动性不是放量普涨状态", "全市场成交额约26237亿，流动性绝对水平较高" ], "source_path": "evidence/evidence_pack_20260609.json" }, "theme_opportunity_regime": { "regime": "HOT", "subtype": "RISK_ON_THEME", "score": 91, "level": "市场环境支持主线扩散观察", "reasons": [ "涨停130只，局部情绪仍有活跃度" ], "source_path": "evidence/evidence_pack_20260609.json" }, "trade_mode": "ACTIVE_THEME_FOLLOW", "data_quality": "OK", "indices": { "shanghai": { "symbol": "SHSE.000001", "name": "上证指数", "ret_pct": 1.28, "close": 4010.03, "amount_yi": 11730.89 }, "shenzhen": { "symbol": "SZSE.399001", "name": "深证成指", "ret_pct": 3.02, "close": 15268.71, "amount_yi": 14672.07 }, "chinext": { "symbol": "SZSE.399006", "name": "创业板指", "ret_pct": 3.93, "close": 3961.75, "amount_yi": 7241.88 }, "csi300": { "symbol": "SHSE.000300", "name": "沪深300", "ret_pct": 1.87, "close": 4801.81, "amount_yi": 7132.87 }, "csi500": { "symbol": "SHSE.000905", "name": "中证500", "ret_pct": 2.67, "close": 8176.18, "amount_yi": 5064.85 }, "csi1000": { "symbol": "SHSE.000852", "name": "中证1000", "ret_pct": 2.94, "close": 8318.7, "amount_yi": 6027.73 }, "bse50": { "symbol": "BJSE.899050", "name": "北证50", "ret_pct": null, "close": null, "amount_yi": null } }, "breadth_detail": { "up_count": 3138, "down_count": 1725, "flat_count": 133, "total_count": 4996, "up_ratio": 0.6281, "down_ratio": 0.3453, "avg_ret_pct": 1.491, "median_ret_pct": 0.6559 }, "return_distribution": { "up_0_1_count": 949, "up_1_3_count": 1118, "up_3_5_count": 480, "up_5_9_count": 363, "up_9_plus_count": 228, "limit_up_count": 130, "down_0_1_count": 864, "down_1_3_count": 636, "down_3_5_count": 156, "down_5_9_count": 55, "down_9_plus_count": 14, "limit_down_count": 5 }, "limit_activity": { "limit_up_count": 130, "limit_down_count": 5, "limit_up_down_ratio": 26.0 }, "limit_ladder": { "max_consecutive_limit_up": 3, "ladder": [ { "days": 3, "stocks": [ { "symbol": "SZSE.002254", "name": "泰和新材", "ret_pct": 10.01, "amount_yi": 26.84, "consecutive_limit_up": 3 }, { "symbol": "SZSE.002354", "name": "天娱数科", "ret_pct": 9.96, "amount_yi": 37.9, "consecutive_limit_up": 3 } ] }, { "days": 2, "stocks": [ { "symbol": "SHSE.688207", "name": "格灵深瞳", "ret_pct": 20.01, "amount_yi": 9.35, "consecutive_limit_up": 2 }, { "symbol": "SZSE.001696", "name": "宗申动力", "ret_pct": 10.03, "amount_yi": 11.9, "consecutive_limit_up": 2 }, { "symbol": "SZSE.002362", "name": "汉王科技", "ret_pct": 10.01, "amount_yi": 4.49, "consecutive_limit_up": 2 }, { "symbol": "SHSE.603186", "name": "华正新材", "ret_pct": 10.0, "amount_yi": 28.11, "consecutive_limit_up": 2 }, { "symbol": "SZSE.002636", "name": "金安国纪", "ret_pct": 10.0, "amount_yi": 10.06, "consecutive_limit_up": 2 }, { "symbol": "SHSE.603929", "name": "亚翔集成", "ret_pct": 10.0, "amount_yi": 6.72, "consecutive_limit_up": 2 }, { "symbol": "SZSE.002747", "name": "埃斯顿", "ret_pct": 9.99, "amount_yi": 27.77, "consecutive_limit_up": 2 }, { "symbol": "SHSE.603616", "name": "韩建河山", "ret_pct": 9.95, "amount_yi": 0.69, "consecutive_limit_up": 2 } ] } ], "ladder_state": "HAS_MID_BOARD" }, "liquidity": { "market_amount_yi": 26237.33, "prev_market_amount_yi": 27733.07, "amount_change_yi": -1495.75, "amount_change_pct": -5.39, "amount_ma5_yi": 28875.43, "amount_ma20_yi": 30615.13, "amount_ratio5": 0.9086, "amount_ratio20": 0.857, "amount_percentile_60d": 0.4222, "liquidity_state": "SHRINKING" }, "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": 21070.24, "down_amount_yi": 4948.6, "flat_amount_yi": 218.49, "up_amount_ratio": 0.8031, "down_amount_ratio": 0.1886, "strong_up_amount_yi": 14201.76, "strong_down_amount_yi": 1179.02, "bias": "RISK_ON" }, "sector_heat": { "near_triggered_count": 7, "structure_watch_count": 15, "weak_tape_structure_count": 12, "top_rising_business_sectors": [ { "sector_name": "中芯概念", "theme_cluster": "中芯概念", "state": "NEAR_TRIGGERED", "sector_ret_pct": 6.66, "sector_rank_today": 1, "tape_quality": "STRONG", "limit_up_count": 6, "mid_count": 28, "tail_count": 7, "report_score": 166.19 }, { "sector_name": "碳化硅", "theme_cluster": "碳化硅", "state": "STRUCTURE_WATCH", "sector_ret_pct": 6.35, "sector_rank_today": 2, "tape_quality": "STRONG", "limit_up_count": 5, "mid_count": 13, "tail_count": 10, "report_score": 164.62 }, { "sector_name": "IGBT概念", "theme_cluster": "IGBT概念", "state": "NEAR_TRIGGERED", "sector_ret_pct": 6.09, "sector_rank_today": 3, "tape_quality": "STRONG", "limit_up_count": 5, "mid_count": 12, "tail_count": 4, "report_score": 155.97 }, { "sector_name": "复合集流体", "theme_cluster": "复合集流体", "state": "STRUCTURE_WATCH", "sector_ret_pct": 6.07, "sector_rank_today": 4, "tape_quality": "STRONG", "limit_up_count": 6, "mid_count": 9, "tail_count": 3, "report_score": 143.95 }, { "sector_name": "第三代半导体", "theme_cluster": "半导体材料设备", "state": "STRUCTURE_WATCH", "sector_ret_pct": 5.84, "sector_rank_today": 5, "tape_quality": "STRONG", "limit_up_count": 8, "mid_count": 35, "tail_count": 17, "report_score": 167.74 }, { "sector_name": "存储芯片", "theme_cluster": "半导体材料设备", "state": "STRUCTURE_WATCH", "sector_ret_pct": 5.75, "sector_rank_today": 6, "tape_quality": "STRONG", "limit_up_count": 7, "mid_count": 48, "tail_count": 23, "report_score": 164.62 }, { "sector_name": "光刻机(胶)", "theme_cluster": "光刻机(胶)", "state": "NEAR_TRIGGERED", "sector_ret_pct": 5.7, "sector_rank_today": 7, "tape_quality": "STRONG", "limit_up_count": 8, "mid_count": 33, "tail_count": 21, "report_score": 173.09 }, { "sector_name": "氮化镓", "theme_cluster": "氮化镓", "state": "STRUCTURE_WATCH", "sector_ret_pct": 5.66, "sector_rank_today": 8, "tape_quality": "STRONG", "limit_up_count": 3, "mid_count": 15, "tail_count": 8, "report_score": 133.5 }, { "sector_name": "CPO概念", "theme_cluster": "AI光通信链", "state": "STRUCTURE_WATCH", "sector_ret_pct": 5.17, "sector_rank_today": 9, "tape_quality": "STRONG", "limit_up_count": 4, "mid_count": 15, "tail_count": 12, "report_score": 153.3 }, { "sector_name": "科技风格", "theme_cluster": "科技风格", "state": "NEAR_TRIGGERED", "sector_ret_pct": 5.1, "sector_rank_today": 10, "tape_quality": "STRONG", "limit_up_count": 6, "mid_count": 42, "tail_count": 18, "report_score": 167.82 } ], "top_falling_business_sectors": [], "top_theme_clusters": [ { "theme_cluster": "光刻机(胶)", "count": 1 }, { "theme_cluster": "光纤概念", "count": 1 }, { "theme_cluster": "OLED", "count": 1 }, { "theme_cluster": "半导体材料设备", "count": 1 }, { "theme_cluster": "科技风格", "count": 1 }, { "theme_cluster": "中芯概念", "count": 1 }, { "theme_cluster": "IGBT概念", "count": 1 }, { "theme_cluster": "趋势股", "count": 1 } ], "weak_theme_clusters": [ { "theme_cluster": "锂电池概念", "count": 1 }, { "theme_cluster": "电池技术", "count": 1 }, { "theme_cluster": "无人驾驶", "count": 1 }, { "theme_cluster": "无人机", "count": 1 }, { "theme_cluster": "石墨烯", "count": 1 }, { "theme_cluster": "题材股", "count": 1 }, { "theme_cluster": "小金属概念", "count": 1 }, { "theme_cluster": "机器人智能制造", "count": 1 } ] }, "style_rotation": { "type": "UNKNOWN", "from": null, "to": null, "confidence": "LOW", "reasons": [] }, "external_context": { "available": false, "source": "D:\\sector_wave_agent\\manual_context_2026-06-09.json", "overnight_events": [], "policy_events": [], "key_levels": {}, "review_watchpoints": [] }, "risk_flags": [ "LIQUIDITY_SHRINKING" ], "support_flags": [ "LIMIT_UP_COUNT_OK", "HIGH_MARKET_AMOUNT", "HAS_NEAR_TRIGGERED_THEME" ], "missing_fields": [ "index_bse50", "manual_context" ], "regime_reasons": [ "成交额较前期收缩，流动性不是放量普涨状态", "涨停130只，局部情绪仍有活跃度", "全市场成交额约26237亿，流动性绝对水平较高" ], "index_ret_pct": 1.28, "breadth": 0.6281, "limit_up_count": 130, "limit_down_count": 5, "market_amount_yi": 26237.33, "source_path": "evidence/evidence_pack_20260609.json", "regime_shift_note": "前日(0608) market_risk_regime=COLD(7) → 今日 HOT(91)，一日暴力跃迁。前日 trade_mode=OBSERVE_ONLY → 今日 ACTIVE_THEME_FOLLOW。存在 HOT市场 vs V1.1保守计划的背离，需后续验证。", "regime_mode_conflict": { "enabled": true, "conflict_type": "HOT_MARKET_BUT_CONSERVATIVE_STRICT_GATE", "interpretation": "market_risk_regime=HOT(91) + trade_mode=ACTIVE_THEME_FOLLOW 均为强进攻信号，但 V1.1 Strict Gate 仅给出 active=0/conditional=7。推测原因：Strict Gate 的 sector_gate 层在昨日 COLD 残留下过度保守，将 30 只 pre_strict active_candidate 中的 23 只降为 observe_only。属于'快行情 vs 慢确认'的系统性矛盾。", "recommended_handling": "不绕过 Strict Gate 手工升级。明日重点验证：①HOT 是否延续 ②conditional 主题是否升级 ③V8 灰度 leader-aware 是否优于 V1.1 sector gate。" } }, "theme_summary": { "triggered": [], "near_triggered_themes": [ { "theme_cluster": "光刻机(胶)", "theme_display_name": "光刻机(胶)（光刻机(胶)）", "primary_sector": "光刻机(胶)", "primary_sector_code": "007285", "co_primary_sectors": [], "theme_state": "NEAR_TRIGGERED", "theme_role": "MAINLINE", "theme_tape_quality": "STRONG", "theme_report_score": 173.09, "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": 5.7, "primary_sector_rank_today": 7, "limit_up_count": 8, "mid_count": 33, "tail_count": 21, "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": "光纤概念", "theme_display_name": "光纤概念（光纤概念/光通信模块）", "primary_sector": "光纤概念", "primary_sector_code": "007606", "co_primary_sectors": [ "光通信模块" ], "theme_state": "NEAR_TRIGGERED", "theme_role": "MAINLINE", "theme_tape_quality": "STRONG", "theme_report_score": 169.63, "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": 4.93, "primary_sector_rank_today": 12, "limit_up_count": 6, "mid_count": 19, "tail_count": 12, "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": "OLED", "theme_display_name": "OLED（OLED）", "primary_sector": "OLED", "primary_sector_code": "007201", "co_primary_sectors": [], "theme_state": "NEAR_TRIGGERED", "theme_role": "MAINLINE", "theme_tape_quality": "STRONG", "theme_report_score": 169.28, "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": 4.67, "primary_sector_rank_today": 15, "limit_up_count": 10, "mid_count": 37, "tail_count": 27, "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": "半导体材料设备", "theme_display_name": "半导体材料设备链", "primary_sector": "PCB", "primary_sector_code": "007280", "co_primary_sectors": [ "先进封装", "第三代半导体", "存储芯片", "半导体概念", "国产芯片", "汽车芯片" ], "theme_state": "NEAR_TRIGGERED", "theme_role": "MAINLINE", "theme_tape_quality": "STRONG", "theme_report_score": 169.02, "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": 5.07, "primary_sector_rank_today": 11, "limit_up_count": 19, "mid_count": 35, "tail_count": 31, "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": "科技风格", "theme_display_name": "科技风格（科技风格）", "primary_sector": "科技风格", "primary_sector_code": "007632", "co_primary_sectors": [], "theme_state": "NEAR_TRIGGERED", "theme_role": "MAINLINE", "theme_tape_quality": "STRONG", "theme_report_score": 167.82, "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": 5.1, "primary_sector_rank_today": 10, "limit_up_count": 6, "mid_count": 42, "tail_count": 18, "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": "007285", "sector_name": "光刻机(胶)", "sector_type": "concept_1003", "theme_cluster": "光刻机(胶)", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 92, "valid_member_count": 90, "specificity_score": 0.6958, "raw_heat_score": 171.34, "adjusted_heat_score": 119.22, "state": "NEAR_TRIGGERED", "sector_ret_pct": 5.7, "sector_amount_yi": 1087.17, "amount_ratio5": 1.03, "sector_rank_today": 7, "near_previous_high": false, "distance_to_previous_high": -0.0379, "next_day_gap_risk": true, "ohlc": { "open": 126.6094, "high": 132.9734, "low": 123.8883, "close": 131.1428, "close_location": 0.7985, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "SECTOR_SECOND_WAVE_NEAR_TRIGGERED", "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "MA_REPAIR", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 8, "front_only_count": 6, "front_count": 14, "head_count": 8, "mid_count": 33, "tail_count": 21 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 173.09, "stocks": [ { "symbol": "SZSE.300260", "name": "新莱应材", "role": "LIMIT_HEAD", "ret_pct": 20.01, "amount_yi": 28.26, "turnover": null, "market_cap_yi": 212.56, "amount_to_mcap_pct": 13.297, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688409", "name": "富创精密", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 23.99, "turnover": null, "market_cap_yi": 503.99, "amount_to_mcap_pct": 4.76, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.301630", "name": "同宇新材", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 6.35, "turnover": null, "market_cap_yi": 27.67, "amount_to_mcap_pct": 22.959, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002584", "name": "西陇科学", "role": "LIMIT_HEAD", "ret_pct": 10.06, "amount_yi": 3.28, "turnover": null, "market_cap_yi": 36.91, "amount_to_mcap_pct": 8.89, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.605589", "name": "圣泉集团", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 4.12, "turnover": null, "market_cap_yi": 462.21, "amount_to_mcap_pct": 0.891, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601208", "name": "东材科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 55.95, "turnover": null, "market_cap_yi": 602.27, "amount_to_mcap_pct": 9.289, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603773", "name": "沃格光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 47.09, "turnover": null, "market_cap_yi": 337.32, "amount_to_mcap_pct": 13.96, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.003043", "name": "华亚智能", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 4.14, "turnover": null, "market_cap_yi": 61.44, "amount_to_mcap_pct": 6.743, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688549", "name": "中巨芯-U", "role": "FRONT", "ret_pct": 18.08, "amount_yi": 40.02, "turnover": null, "market_cap_yi": 133.54, "amount_to_mcap_pct": 29.971, "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.300576", "name": "容大感光", "role": "FRONT", "ret_pct": 15.94, "amount_yi": 20.69, "turnover": null, "market_cap_yi": 106.4, "amount_to_mcap_pct": 19.441, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.300398", "name": "飞凯材料", "role": "FRONT", "ret_pct": 11.55, "amount_yi": 36.67, "turnover": null, "market_cap_yi": 250.01, "amount_to_mcap_pct": 14.666, "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.300522", "name": "世名科技", "role": "FRONT", "ret_pct": 11.32, "amount_yi": 6.05, "turnover": null, "market_cap_yi": 32.6, "amount_to_mcap_pct": 18.553, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.301611", "name": "珂玛科技", "role": "FRONT", "ret_pct": 10.78, "amount_yi": 20.96, "turnover": null, "market_cap_yi": 165.64, "amount_to_mcap_pct": 12.652, "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.300346", "name": "南大光电", "role": "FRONT", "ret_pct": 9.65, "amount_yi": 68.44, "turnover": null, "market_cap_yi": 411.37, "amount_to_mcap_pct": 16.638, "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.300236", "name": "上海新阳", "role": "MID", "ret_pct": 9.07, "amount_yi": 15.4, "turnover": null, "market_cap_yi": 266.85, "amount_to_mcap_pct": 5.77, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300700", "name": "岱勒新材", "role": "MID", "ret_pct": 8.81, "amount_yi": 4.33, "turnover": null, "market_cap_yi": 58.48, "amount_to_mcap_pct": 7.398, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300655", "name": "晶瑞电材", "role": "MID", "ret_pct": 8.55, "amount_yi": 10.53, "turnover": null, "market_cap_yi": 167.81, "amount_to_mcap_pct": 6.274, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688720", "name": "艾森股份", "role": "MID", "ret_pct": 8.38, "amount_yi": 3.84, "turnover": null, "market_cap_yi": 53.51, "amount_to_mcap_pct": 7.181, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603823", "name": "百合花", "role": "MID", "ret_pct": 8.29, "amount_yi": 11.54, "turnover": null, "market_cap_yi": 146.89, "amount_to_mcap_pct": 7.854, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603306", "name": "华懋科技", "role": "MID", "ret_pct": 8.25, "amount_yi": 15.31, "turnover": null, "market_cap_yi": 326.1, "amount_to_mcap_pct": 4.694, "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": "007606", "sector_name": "光纤概念", "sector_type": "concept_1003", "theme_cluster": "光纤概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 66, "valid_member_count": 66, "specificity_score": 0.7427, "raw_heat_score": 163.35, "adjusted_heat_score": 121.32, "state": "NEAR_TRIGGERED", "sector_ret_pct": 4.93, "sector_amount_yi": 2537.63, "amount_ratio5": 0.946, "sector_rank_today": 12, "near_previous_high": true, "distance_to_previous_high": 0.0028, "next_day_gap_risk": true, "ohlc": { "open": 166.4991, "high": 173.385, "low": 161.6568, "close": 170.7028, "close_location": 0.7713, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "SECTOR_SECOND_WAVE_NEAR_TRIGGERED", "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 6, "front_only_count": 5, "front_count": 11, "head_count": 6, "mid_count": 19, "tail_count": 12 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 169.63, "stocks": [ { "symbol": "SHSE.600596", "name": "新安股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 10.68, "turnover": null, "market_cap_yi": 201.63, "amount_to_mcap_pct": 5.298, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600487", "name": "亨通光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 174.94, "turnover": null, "market_cap_yi": 2567.93, "amount_to_mcap_pct": 6.813, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601869", "name": "长飞光纤", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 80.98, "turnover": null, "market_cap_yi": 1968.02, "amount_to_mcap_pct": 4.115, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603688", "name": "石英股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 33.14, "turnover": null, "market_cap_yi": 404.74, "amount_to_mcap_pct": 8.189, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600345", "name": "长江通信", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 14.31, "turnover": null, "market_cap_yi": 124.5, "amount_to_mcap_pct": 11.492, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600522", "name": "中天科技", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 249.78, "turnover": null, "market_cap_yi": 1859.37, "amount_to_mcap_pct": 13.433, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300570", "name": "太辰光", "role": "FRONT", "ret_pct": 18.07, "amount_yi": 71.06, "turnover": null, "market_cap_yi": 349.23, "amount_to_mcap_pct": 20.349, "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.300408", "name": "三环集团", "role": "FRONT", "ret_pct": 14.73, "amount_yi": 114.06, "turnover": null, "market_cap_yi": 2636.8, "amount_to_mcap_pct": 4.326, "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.301196", "name": "唯科科技", "role": "FRONT", "ret_pct": 13.48, "amount_yi": 14.7, "turnover": null, "market_cap_yi": 129.83, "amount_to_mcap_pct": 11.326, "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.300548", "name": "长芯博创", "role": "FRONT", "ret_pct": 12.13, "amount_yi": 55.88, "turnover": null, "market_cap_yi": 650.48, "amount_to_mcap_pct": 8.591, "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.300398", "name": "飞凯材料", "role": "FRONT", "ret_pct": 11.55, "amount_yi": 36.67, "turnover": null, "market_cap_yi": 250.01, "amount_to_mcap_pct": 14.666, "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.688048", "name": "长光华芯", "role": "MID", "ret_pct": 8.05, "amount_yi": 44.61, "turnover": null, "market_cap_yi": 636.16, "amount_to_mcap_pct": 7.013, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300710", "name": "万隆光电", "role": "MID", "ret_pct": 7.99, "amount_yi": 4.32, "turnover": null, "market_cap_yi": 32.45, "amount_to_mcap_pct": 13.301, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600498", "name": "烽火通信", "role": "MID", "ret_pct": 7.98, "amount_yi": 86.86, "turnover": null, "market_cap_yi": 748.35, "amount_to_mcap_pct": 11.607, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300395", "name": "菲利华", "role": "MID", "ret_pct": 7.96, "amount_yi": 44.47, "turnover": null, "market_cap_yi": 621.87, "amount_to_mcap_pct": 7.151, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600869", "name": "远东股份", "role": "MID", "ret_pct": 7.91, "amount_yi": 38.4, "turnover": null, "market_cap_yi": 657.37, "amount_to_mcap_pct": 5.842, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688313", "name": "仕佳光子", "role": "MID", "ret_pct": 7.78, "amount_yi": 39.19, "turnover": null, "market_cap_yi": 727.2, "amount_to_mcap_pct": 5.389, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002428", "name": "云南锗业", "role": "MID", "ret_pct": 7.67, "amount_yi": 55.34, "turnover": null, "market_cap_yi": 552.93, "amount_to_mcap_pct": 10.009, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600105", "name": "永鼎股份", "role": "MID", "ret_pct": 7.36, "amount_yi": 86.41, "turnover": null, "market_cap_yi": 831.88, "amount_to_mcap_pct": 10.388, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301486", "name": "致尚科技", "role": "MID", "ret_pct": 6.58, "amount_yi": 14.3, "turnover": null, "market_cap_yi": 163.91, "amount_to_mcap_pct": 8.721, "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": "007498", "sector_name": "光通信模块", "theme_cluster": "AI光通信链", "state": "STRUCTURE_WATCH", "sector_rank_today": 17, "sector_ret_pct": 4.36, "adjusted_heat_score": 96.58, "limit_up_count": 3, "front_count": 10, "mid_count": 22, "tail_count": 20, "tape_quality": "STRONG", "weak_tape_reasons": [], "reason": "core_overlap:11;jaccard:0.38" } ] }, { "sector_code": "007201", "sector_name": "OLED", "sector_type": "concept_1003", "theme_cluster": "OLED", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 130, "valid_member_count": 126, "specificity_score": 0.6423, "raw_heat_score": 167.93, "adjusted_heat_score": 107.86, "state": "NEAR_TRIGGERED", "sector_ret_pct": 4.67, "sector_amount_yi": 2600.68, "amount_ratio5": 0.989, "sector_rank_today": 15, "near_previous_high": true, "distance_to_previous_high": -0.0258, "next_day_gap_risk": true, "ohlc": { "open": 129.7334, "high": 134.9999, "low": 126.1921, "close": 133.2688, "close_location": 0.8035, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "SECTOR_SECOND_WAVE_NEAR_TRIGGERED", "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 10, "front_only_count": 6, "front_count": 16, "head_count": 10, "mid_count": 37, "tail_count": 27 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 169.28, "stocks": [ { "symbol": "SZSE.300260", "name": "新莱应材", "role": "LIMIT_HEAD", "ret_pct": 20.01, "amount_yi": 28.26, "turnover": null, "market_cap_yi": 212.56, "amount_to_mcap_pct": 13.297, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.301013", "name": "利和兴", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 28.84, "turnover": null, "market_cap_yi": 115.38, "amount_to_mcap_pct": 24.996, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300221", "name": "银禧科技", "role": "LIMIT_HEAD", "ret_pct": 19.99, "amount_yi": 17.39, "turnover": null, "market_cap_yi": 77.4, "amount_to_mcap_pct": 22.47, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600330", "name": "天通股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 42.82, "turnover": null, "market_cap_yi": 363.37, "amount_to_mcap_pct": 11.783, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002585", "name": "双星新材", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 15.03, "turnover": null, "market_cap_yi": 108.18, "amount_to_mcap_pct": 13.897, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600641", "name": "先导基电", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 14.43, "turnover": null, "market_cap_yi": 251.55, "amount_to_mcap_pct": 5.736, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601208", "name": "东材科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 55.95, "turnover": null, "market_cap_yi": 602.27, "amount_to_mcap_pct": 9.289, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603773", "name": "沃格光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 47.09, "turnover": null, "market_cap_yi": 337.32, "amount_to_mcap_pct": 13.96, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603929", "name": "亚翔集成", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 6.72, "turnover": null, "market_cap_yi": 439.12, "amount_to_mcap_pct": 1.53, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600522", "name": "中天科技", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 249.78, "turnover": null, "market_cap_yi": 1859.37, "amount_to_mcap_pct": 13.433, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300666", "name": "江丰电子", "role": "FRONT", "ret_pct": 16.18, "amount_yi": 49.58, "turnover": null, "market_cap_yi": 497.25, "amount_to_mcap_pct": 9.971, "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.300576", "name": "容大感光", "role": "FRONT", "ret_pct": 15.94, "amount_yi": 20.69, "turnover": null, "market_cap_yi": 106.4, 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120.7, "amount_to_mcap_pct": 7.592, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600110", "name": "诺德股份", "role": "LIMIT_HEAD", "ret_pct": 9.96, "amount_yi": 11.88, "turnover": null, "market_cap_yi": 204.92, "amount_to_mcap_pct": 5.796, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002141", "name": "贤丰控股", "role": "LIMIT_HEAD", "ret_pct": 9.9, "amount_yi": 0.93, "turnover": null, "market_cap_yi": 34.4, "amount_to_mcap_pct": 2.693, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688519", "name": "南亚新材", "role": "FRONT", "ret_pct": 16.35, "amount_yi": 25.41, "turnover": null, "market_cap_yi": 693.78, "amount_to_mcap_pct": 3.663, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": 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"symbol": "SHSE.600487", "name": "亨通光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 174.94, "turnover": null, "market_cap_yi": 2567.93, "amount_to_mcap_pct": 6.813, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600183", "name": "生益科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 98.98, "turnover": null, "market_cap_yi": 3531.17, "amount_to_mcap_pct": 2.803, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601869", "name": "长飞光纤", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 80.98, "turnover": null, "market_cap_yi": 1968.02, "amount_to_mcap_pct": 4.115, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600522", "name": "中天科技", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 249.78, "turnover": null, "market_cap_yi": 1859.37, "amount_to_mcap_pct": 13.433, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300408", "name": "三环集团", "role": "FRONT", "ret_pct": 14.73, "amount_yi": 114.06, "turnover": null, "market_cap_yi": 2636.8, "amount_to_mcap_pct": 4.326, "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.688234", "name": "天岳先进", "role": "FRONT", "ret_pct": 12.62, "amount_yi": 22.41, "turnover": null, "market_cap_yi": 588.96, "amount_to_mcap_pct": 3.805, "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.300548", "name": "长芯博创", "role": "FRONT", "ret_pct": 12.13, "amount_yi": 55.88, "turnover": null, "market_cap_yi": 650.48, "amount_to_mcap_pct": 8.591, "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": "SHSE.688183", "name": "生益电子", "role": "FRONT", "ret_pct": 11.41, "amount_yi": 35.49, "turnover": null, "market_cap_yi": 1038.94, "amount_to_mcap_pct": 3.416, "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.300475", "name": "香农芯创", "role": "MID", "ret_pct": 8.9, "amount_yi": 55.55, "turnover": null, "market_cap_yi": 779.91, "amount_to_mcap_pct": 7.122, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300476", "name": "胜宏科技", "role": "MID", "ret_pct": 8.82, "amount_yi": 166.67, "turnover": null, "market_cap_yi": 2963.73, "amount_to_mcap_pct": 5.624, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300502", "name": "新易盛", "role": "MID", "ret_pct": 8.38, "amount_yi": 268.04, "turnover": null, "market_cap_yi": 7039.26, "amount_to_mcap_pct": 3.808, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688729", "name": "屹唐股份", "role": "MID", "ret_pct": 8.24, "amount_yi": 3.37, "turnover": null, "market_cap_yi": 52.55, "amount_to_mcap_pct": 6.415, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688396", "name": "华润微", "role": "MID", "ret_pct": 8.15, "amount_yi": 23.4, "turnover": null, "market_cap_yi": 898.93, "amount_to_mcap_pct": 2.603, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688048", "name": "长光华芯", "role": "MID", "ret_pct": 8.05, "amount_yi": 44.61, "turnover": null, "market_cap_yi": 636.16, "amount_to_mcap_pct": 7.013, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600498", "name": "烽火通信", "role": "MID", "ret_pct": 7.98, "amount_yi": 86.86, "turnover": null, "market_cap_yi": 748.35, "amount_to_mcap_pct": 11.607, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688313", "name": "仕佳光子", "role": "MID", "ret_pct": 7.78, "amount_yi": 39.19, "turnover": null, "market_cap_yi": 727.2, "amount_to_mcap_pct": 5.389, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.001389", "name": "广合科技", "role": "MID", "ret_pct": 7.77, "amount_yi": 18.45, "turnover": null, "market_cap_yi": 287.77, "amount_to_mcap_pct": 6.412, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688110", "name": "东芯股份", "role": "MID", "ret_pct": 7.73, "amount_yi": 26.97, "turnover": null, "market_cap_yi": 564.74, "amount_to_mcap_pct": 4.775, "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": "007331", "sector_name": "中芯概念", "sector_type": "concept_1003", "theme_cluster": "中芯概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 63, "valid_member_count": 63, "specificity_score": 0.7488, "raw_heat_score": 163.7, "adjusted_heat_score": 122.58, "state": "NEAR_TRIGGERED", "sector_ret_pct": 6.66, "sector_amount_yi": 1529.15, "amount_ratio5": 0.964, "sector_rank_today": 1, "near_previous_high": true, "distance_to_previous_high": -0.0188, "next_day_gap_risk": true, "ohlc": { "open": 135.1696, "high": 143.0201, "low": 131.9174, "close": 141.2112, "close_location": 0.8371, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "SECTOR_SECOND_WAVE_NEAR_TRIGGERED", "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 6, "front_only_count": 10, "front_count": 16, "head_count": 6, "mid_count": 28, "tail_count": 7 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 166.19, "stocks": [ { "symbol": "SHSE.688126", "name": "沪硅产业", "role": "LIMIT_HEAD", "ret_pct": 20.01, "amount_yi": 65.16, "turnover": null, "market_cap_yi": 866.76, "amount_to_mcap_pct": 7.517, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688596", "name": "正帆科技", "role": "LIMIT_HEAD", "ret_pct": 20.01, "amount_yi": 12.35, "turnover": null, "market_cap_yi": 133.92, "amount_to_mcap_pct": 9.224, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600198", "name": "大唐电信", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 2.47, "turnover": null, "market_cap_yi": 121.6, "amount_to_mcap_pct": 2.034, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.605358", "name": "立昂微", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 45.49, "turnover": null, "market_cap_yi": 477.82, "amount_to_mcap_pct": 9.52, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603929", "name": "亚翔集成", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 6.72, "turnover": null, "market_cap_yi": 439.12, "amount_to_mcap_pct": 1.53, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002129", "name": "TCL中环", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 29.04, "turnover": null, "market_cap_yi": 396.3, "amount_to_mcap_pct": 7.328, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688549", "name": "中巨芯-U", "role": "FRONT", "ret_pct": 18.08, "amount_yi": 40.02, "turnover": null, "market_cap_yi": 133.54, "amount_to_mcap_pct": 29.971, "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.300666", "name": "江丰电子", "role": "FRONT", "ret_pct": 16.18, "amount_yi": 49.58, "turnover": null, "market_cap_yi": 497.25, "amount_to_mcap_pct": 9.971, "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.688432", "name": "有研硅", "role": "FRONT", "ret_pct": 15.4, "amount_yi": 12.39, "turnover": null, "market_cap_yi": 283.82, "amount_to_mcap_pct": 4.365, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.300373", "name": "扬杰科技", "role": "FRONT", "ret_pct": 14.21, "amount_yi": 27.75, "turnover": null, "market_cap_yi": 584.86, "amount_to_mcap_pct": 4.745, "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.688233", "name": "神工股份", "role": "FRONT", "ret_pct": 13.79, "amount_yi": 10.09, "turnover": null, "market_cap_yi": 158.49, "amount_to_mcap_pct": 6.369, "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.688508", "name": "芯朋微", "role": "FRONT", "ret_pct": 11.65, "amount_yi": 7.1, "turnover": null, "market_cap_yi": 115.25, "amount_to_mcap_pct": 6.164, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.300398", "name": "飞凯材料", "role": "FRONT", "ret_pct": 11.55, "amount_yi": 36.67, "turnover": null, "market_cap_yi": 250.01, "amount_to_mcap_pct": 14.666, "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.688605", "name": "先锋精科", "role": "FRONT", "ret_pct": 11.33, "amount_yi": 6.94, "turnover": null, "market_cap_yi": 84.34, "amount_to_mcap_pct": 8.229, "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.300390", "name": "天华新能", "role": "FRONT", "ret_pct": 9.82, "amount_yi": 63.68, "turnover": null, "market_cap_yi": 590.25, "amount_to_mcap_pct": 10.788, "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.300346", "name": "南大光电", "role": "FRONT", "ret_pct": 9.65, "amount_yi": 68.44, "turnover": null, "market_cap_yi": 411.37, "amount_to_mcap_pct": 16.638, "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.301322", "name": "绿通科技", "role": "MID", "ret_pct": 9.09, "amount_yi": 4.57, "turnover": null, "market_cap_yi": 53.33, "amount_to_mcap_pct": 8.572, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300236", "name": "上海新阳", "role": "MID", "ret_pct": 9.07, "amount_yi": 15.4, "turnover": null, "market_cap_yi": 266.85, "amount_to_mcap_pct": 5.77, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300655", "name": "晶瑞电材", "role": "MID", "ret_pct": 8.55, "amount_yi": 10.53, "turnover": null, "market_cap_yi": 167.81, "amount_to_mcap_pct": 6.274, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300331", "name": "苏大维格", "role": "MID", "ret_pct": 8.13, "amount_yi": 9.48, "turnover": null, "market_cap_yi": 125.61, "amount_to_mcap_pct": 7.548, "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": "007411", "sector_name": "IGBT概念", "sector_type": "concept_1003", "theme_cluster": "IGBT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": 40, "valid_member_count": 36, "specificity_score": 0.8038, "raw_heat_score": 134.99, "adjusted_heat_score": 108.51, "state": "NEAR_TRIGGERED", "sector_ret_pct": 6.09, "sector_amount_yi": 550.51, "amount_ratio5": 0.84, "sector_rank_today": 3, "near_previous_high": false, "distance_to_previous_high": -0.0611, "next_day_gap_risk": true, "ohlc": { "open": 117.0641, "high": 122.9601, "low": 114.6883, "close": 122.0827, "close_location": 0.8939, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "SECTOR_SECOND_WAVE_NEAR_TRIGGERED", "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "MA_REPAIR", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 5, "front_only_count": 4, "front_count": 9, "head_count": 5, "mid_count": 12, "tail_count": 4 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 155.97, "stocks": [ { "symbol": "SHSE.688711", "name": "宏微科技", "role": "LIMIT_HEAD", "ret_pct": 20.01, "amount_yi": 8.85, "turnover": null, "market_cap_yi": 76.05, "amount_to_mcap_pct": 11.642, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300656", "name": "民德电子", "role": "LIMIT_HEAD", "ret_pct": 19.99, "amount_yi": 3.38, "turnover": null, "market_cap_yi": 46.35, "amount_to_mcap_pct": 7.291, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.605111", "name": "新洁能", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 12.7, "turnover": null, "market_cap_yi": 257.46, "amount_to_mcap_pct": 4.932, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.605358", "name": "立昂微", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 45.49, "turnover": null, "market_cap_yi": 477.82, "amount_to_mcap_pct": 9.52, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002129", "name": "TCL中环", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 29.04, "turnover": null, "market_cap_yi": 396.3, "amount_to_mcap_pct": 7.328, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688551", "name": "科威尔", "role": "FRONT", "ret_pct": 14.99, "amount_yi": 6.28, "turnover": null, "market_cap_yi": 73.57, "amount_to_mcap_pct": 8.537, "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.300373", "name": "扬杰科技", "role": "FRONT", "ret_pct": 14.21, "amount_yi": 27.75, "turnover": null, "market_cap_yi": 584.86, "amount_to_mcap_pct": 4.745, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.300398", "name": "飞凯材料", "role": "FRONT", "ret_pct": 11.55, "amount_yi": 36.67, "turnover": null, "market_cap_yi": 250.01, "amount_to_mcap_pct": 14.666, "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.688261", "name": "东微半导", "role": "FRONT", "ret_pct": 10.46, "amount_yi": 5.88, "turnover": null, "market_cap_yi": 96.32, "amount_to_mcap_pct": 6.103, "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.688187", "name": "时代电气", "role": "MID", "ret_pct": 8.86, "amount_yi": 10.82, "turnover": null, "market_cap_yi": 503.1, "amount_to_mcap_pct": 2.15, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688396", "name": "华润微", "role": "MID", "ret_pct": 8.15, "amount_yi": 23.4, "turnover": null, "market_cap_yi": 898.93, "amount_to_mcap_pct": 2.603, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600460", "name": "士兰微", "role": "MID", "ret_pct": 8.06, "amount_yi": 28.08, "turnover": null, "market_cap_yi": 577.77, "amount_to_mcap_pct": 4.86, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600584", "name": "长电科技", "role": "MID", "ret_pct": 7.1, "amount_yi": 122.59, 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"amount_to_mcap_pct": 7.124, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.605018", "name": "长华集团", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 3.12, "turnover": null, "market_cap_yi": 92.93, "amount_to_mcap_pct": 3.361, "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": 57.56, "turnover": null, "market_cap_yi": 463.2, "amount_to_mcap_pct": 12.427, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002585", "name": "双星新材", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 15.03, "turnover": null, "market_cap_yi": 108.18, "amount_to_mcap_pct": 13.897, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002484", "name": "江海股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 56.22, "turnover": null, "market_cap_yi": 754.67, "amount_to_mcap_pct": 7.449, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601208", "name": "东材科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 55.95, "turnover": null, "market_cap_yi": 602.27, "amount_to_mcap_pct": 9.289, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603773", "name": "沃格光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 47.09, "turnover": null, "market_cap_yi": 337.32, "amount_to_mcap_pct": 13.96, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.605358", "name": "立昂微", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 45.49, "turnover": null, "market_cap_yi": 477.82, "amount_to_mcap_pct": 9.52, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002859", "name": "洁美科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 30.75, "turnover": null, "market_cap_yi": 358.53, "amount_to_mcap_pct": 8.576, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603186", "name": "华正新材", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 28.11, "turnover": null, "market_cap_yi": 234.61, "amount_to_mcap_pct": 11.982, "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": 10.0, "amount_yi": 7.43, "turnover": null, "market_cap_yi": 177.25, "amount_to_mcap_pct": 4.192, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000636", "name": "风华高科", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 93.21, "turnover": null, "market_cap_yi": 706.7, "amount_to_mcap_pct": 13.189, "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": 27.77, "turnover": null, "market_cap_yi": 293.64, "amount_to_mcap_pct": 9.458, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002137", "name": "实益达", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 5.2, "turnover": null, "market_cap_yi": 42.78, "amount_to_mcap_pct": 12.165, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000608", "name": "阳光股份", "role": "LIMIT_HEAD", "ret_pct": 9.97, "amount_yi": 5.68, "turnover": null, "market_cap_yi": 47.71, "amount_to_mcap_pct": 11.913, "is_limit_up": true, "limit_rate": 0.1, "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": 9.96, "amount_yi": 37.9, "turnover": null, "market_cap_yi": 131.03, "amount_to_mcap_pct": 28.921, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300285", "name": "国瓷材料", "role": "FRONT", "ret_pct": 15.26, "amount_yi": 96.43, "turnover": null, "market_cap_yi": 566.84, "amount_to_mcap_pct": 17.012, "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.300304", "name": "云意电气", "role": "FRONT", "ret_pct": 11.56, "amount_yi": 11.3, "turnover": null, "market_cap_yi": 142.7, "amount_to_mcap_pct": 7.916, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007369", "sector_name": "碳化硅", "sector_type": "concept_1003", "theme_cluster": "碳化硅", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": 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"note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601869", "name": "长飞光纤", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 80.98, "turnover": null, "market_cap_yi": 1968.02, "amount_to_mcap_pct": 4.115, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300316", "name": "晶盛机电", "role": "FRONT", "ret_pct": 16.15, "amount_yi": 25.02, "turnover": null, "market_cap_yi": 654.57, "amount_to_mcap_pct": 3.823, "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.300373", "name": "扬杰科技", "role": "FRONT", "ret_pct": 14.21, "amount_yi": 27.75, "turnover": null, "market_cap_yi": 584.86, "amount_to_mcap_pct": 4.745, "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.688234", "name": "天岳先进", "role": "FRONT", "ret_pct": 12.62, "amount_yi": 22.41, "turnover": null, "market_cap_yi": 588.96, "amount_to_mcap_pct": 3.805, 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17.39, "turnover": null, "market_cap_yi": 77.4, "amount_to_mcap_pct": 22.47, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603330", "name": "天洋新材", "role": "LIMIT_HEAD", "ret_pct": 10.06, "amount_yi": 7.14, "turnover": null, "market_cap_yi": 34.69, "amount_to_mcap_pct": 20.569, "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": 57.56, "turnover": null, "market_cap_yi": 463.2, "amount_to_mcap_pct": 12.427, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600330", "name": "天通股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 42.82, "turnover": null, "market_cap_yi": 363.37, "amount_to_mcap_pct": 11.783, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002362", "name": 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"真实涨停龙头，强度锚" }, { "symbol": "SZSE.000670", "name": "盈方微", "role": "LIMIT_HEAD", "ret_pct": 9.97, "amount_yi": 17.63, "turnover": null, "market_cap_yi": 82.52, "amount_to_mcap_pct": 21.37, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688519", "name": "南亚新材", "role": "FRONT", "ret_pct": 16.35, "amount_yi": 25.41, "turnover": null, "market_cap_yi": 693.78, "amount_to_mcap_pct": 3.663, "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.300592", "name": "华凯易佰", "role": "FRONT", "ret_pct": 13.84, "amount_yi": 2.26, "turnover": null, "market_cap_yi": 44.2, "amount_to_mcap_pct": 5.123, "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.300671", "name": "富满微", "role": "FRONT", "ret_pct": 13.15, "amount_yi": 6.62, "turnover": null, "market_cap_yi": 101.98, "amount_to_mcap_pct": 6.495, "is_limit_up": false, 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363.37, "amount_to_mcap_pct": 11.783, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603002", "name": "宏昌电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 12.31, "turnover": null, "market_cap_yi": 188.14, "amount_to_mcap_pct": 6.543, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600198", "name": "大唐电信", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 2.47, "turnover": null, "market_cap_yi": 121.6, "amount_to_mcap_pct": 2.034, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600487", "name": "亨通光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 174.94, "turnover": null, "market_cap_yi": 2567.93, "amount_to_mcap_pct": 6.813, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600183", "name": "生益科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 98.98, "turnover": null, "market_cap_yi": 3531.17, "amount_to_mcap_pct": 2.803, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601869", "name": "长飞光纤", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 80.98, "turnover": null, "market_cap_yi": 1968.02, "amount_to_mcap_pct": 4.115, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002484", "name": "江海股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 56.22, "turnover": null, "market_cap_yi": 754.67, "amount_to_mcap_pct": 7.449, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601208", "name": "东材科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 55.95, "turnover": null, "market_cap_yi": 602.27, "amount_to_mcap_pct": 9.289, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": 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10.388, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600584", "name": "长电科技", "role": "MID", "ret_pct": 7.1, "amount_yi": 122.59, "turnover": null, "market_cap_yi": 1347.25, "amount_to_mcap_pct": 9.099, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688167", "name": "炬光科技", "role": "MID", "ret_pct": 6.36, "amount_yi": 17.26, "turnover": null, "market_cap_yi": 396.16, "amount_to_mcap_pct": 4.357, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601138", "name": "工业富联", "role": "MID", "ret_pct": 6.04, "amount_yi": 147.88, "turnover": null, "market_cap_yi": 14831.47, "amount_to_mcap_pct": 0.997, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002429", "name": "兆驰股份", "role": "MID", "ret_pct": 5.58, "amount_yi": 14.78, "turnover": null, "market_cap_yi": 531.16, 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"amount_to_mcap_pct": 2.058, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002137", "name": "实益达", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 5.2, "turnover": null, "market_cap_yi": 42.78, "amount_to_mcap_pct": 12.165, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300316", "name": "晶盛机电", "role": "FRONT", "ret_pct": 16.15, "amount_yi": 25.02, "turnover": null, "market_cap_yi": 654.57, "amount_to_mcap_pct": 3.823, "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.300671", "name": "富满微", "role": "FRONT", "ret_pct": 13.15, "amount_yi": 6.62, "turnover": null, "market_cap_yi": 101.98, "amount_to_mcap_pct": 6.495, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SHSE.688508", "name": "芯朋微", "role": "FRONT", "ret_pct": 11.65, "amount_yi": 7.1, "turnover": null, "market_cap_yi": 115.25, "amount_to_mcap_pct": 6.164, "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.300346", "name": "南大光电", "role": "FRONT", "ret_pct": 9.65, "amount_yi": 68.44, "turnover": null, "market_cap_yi": 411.37, "amount_to_mcap_pct": 16.638, "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.301362", "name": "民爆光电", "role": "MID", "ret_pct": 9.19, "amount_yi": 9.85, "turnover": null, "market_cap_yi": 83.12, "amount_to_mcap_pct": 11.853, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002245", "name": "蔚蓝锂芯", "role": "MID", "ret_pct": 8.49, "amount_yi": 28.97, "turnover": null, "market_cap_yi": 346.86, "amount_to_mcap_pct": 8.351, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600460", "name": "士兰微", "role": "MID", "ret_pct": 8.06, "amount_yi": 28.08, "turnover": null, "market_cap_yi": 577.77, "amount_to_mcap_pct": 4.86, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688019", "name": "安集科技", "role": "MID", "ret_pct": 7.5, "amount_yi": 16.0, "turnover": null, "market_cap_yi": 488.69, "amount_to_mcap_pct": 3.274, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002992", "name": "宝明科技", "role": "MID", "ret_pct": 7.4, "amount_yi": 1.05, "turnover": null, "market_cap_yi": 68.71, "amount_to_mcap_pct": 1.529, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688012", "name": "中微公司", "role": "MID", "ret_pct": 7.37, "amount_yi": 59.48, "turnover": null, "market_cap_yi": 2670.75, "amount_to_mcap_pct": 2.227, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688458", "name": "美芯晟", "role": "MID", "ret_pct": 7.2, "amount_yi": 2.43, "turnover": null, "market_cap_yi": 36.27, "amount_to_mcap_pct": 6.696, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301348", "name": "蓝箭电子", "role": "MID", "ret_pct": 7.19, "amount_yi": 3.38, "turnover": null, "market_cap_yi": 38.16, "amount_to_mcap_pct": 8.851, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688699", "name": "明微电子", "role": "MID", "ret_pct": 6.87, "amount_yi": 1.92, "turnover": null, "market_cap_yi": 65.05, "amount_to_mcap_pct": 2.954, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603679", "name": "华体科技", "role": "MID", "ret_pct": 6.82, "amount_yi": 2.49, "turnover": null, "market_cap_yi": 31.73, "amount_to_mcap_pct": 7.855, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688181", "name": "八亿时空", "role": "MID", "ret_pct": 6.74, "amount_yi": 3.74, "turnover": null, "market_cap_yi": 54.73, "amount_to_mcap_pct": 6.831, "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": "007475", "sector_name": "复合集流体", "sector_type": "concept_1003", "theme_cluster": "复合集流体", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 30, "valid_member_count": 30, "specificity_score": 0.8337, "raw_heat_score": 133.27, "adjusted_heat_score": 111.11, "state": "STRUCTURE_WATCH", "sector_ret_pct": 6.07, "sector_amount_yi": 303.28, "amount_ratio5": 0.882, "sector_rank_today": 4, "near_previous_high": true, "distance_to_previous_high": 0.0091, "next_day_gap_risk": true, "ohlc": { "open": 171.0968, "high": 179.775, "low": 167.7387, "close": 178.1908, "close_location": 0.8684, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 6, "front_only_count": 2, "front_count": 8, "head_count": 6, "mid_count": 9, "tail_count": 3 }, "structure_quality": "MID_SUPPORTED", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 143.95, "stocks": [ { "symbol": "SZSE.002585", "name": "双星新材", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 15.03, "turnover": null, "market_cap_yi": 108.18, "amount_to_mcap_pct": 13.897, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603773", "name": "沃格光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 47.09, "turnover": null, "market_cap_yi": 337.32, "amount_to_mcap_pct": 13.96, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002859", "name": "洁美科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 30.75, "turnover": null, "market_cap_yi": 358.53, "amount_to_mcap_pct": 8.576, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603124", "name": "江南新材", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 10.86, "turnover": null, "market_cap_yi": 129.08, "amount_to_mcap_pct": 8.414, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002741", "name": "光华科技", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 9.16, "turnover": null, "market_cap_yi": 120.7, "amount_to_mcap_pct": 7.592, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600110", "name": "诺德股份", "role": "LIMIT_HEAD", "ret_pct": 9.96, "amount_yi": 11.88, "turnover": null, "market_cap_yi": 204.92, "amount_to_mcap_pct": 5.796, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688020", "name": "方邦股份", "role": "FRONT", "ret_pct": 13.63, "amount_yi": 7.5, "turnover": null, "market_cap_yi": 121.71, "amount_to_mcap_pct": 6.164, "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.688388", "name": "嘉元科技", "role": "FRONT", "ret_pct": 12.68, "amount_yi": 21.47, "turnover": null, "market_cap_yi": 223.1, "amount_to_mcap_pct": 9.625, "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.301150", "name": "中一科技", "role": "MID", "ret_pct": 8.96, "amount_yi": 6.69, "turnover": null, "market_cap_yi": 129.7, "amount_to_mcap_pct": 5.156, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300706", "name": "阿石创", "role": "MID", "ret_pct": 8.58, "amount_yi": 8.27, "turnover": null, "market_cap_yi": 60.21, "amount_to_mcap_pct": 13.742, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688530", "name": "欧莱新材", "role": "MID", "ret_pct": 8.33, "amount_yi": 3.44, "turnover": null, "market_cap_yi": 34.4, "amount_to_mcap_pct": 9.987, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600869", "name": "远东股份", "role": "MID", "ret_pct": 7.91, "amount_yi": 38.4, "turnover": null, "market_cap_yi": 657.37, "amount_to_mcap_pct": 5.842, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002992", "name": "宝明科技", "role": "MID", "ret_pct": 7.4, "amount_yi": 1.05, "turnover": null, "market_cap_yi": 68.71, "amount_to_mcap_pct": 1.529, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688392", "name": "骄成超声", "role": "MID", "ret_pct": 7.11, "amount_yi": 5.63, "turnover": null, "market_cap_yi": 185.39, "amount_to_mcap_pct": 3.039, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688359", "name": "三孚新科", "role": "MID", "ret_pct": 6.41, "amount_yi": 6.23, "turnover": null, "market_cap_yi": 140.4, "amount_to_mcap_pct": 4.435, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688700", "name": "东威科技", "role": "MID", "ret_pct": 6.17, "amount_yi": 11.81, "turnover": null, "market_cap_yi": 268.65, "amount_to_mcap_pct": 4.397, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002203", "name": "海亮股份", "role": "MID", "ret_pct": 5.36, "amount_yi": 6.9, "turnover": null, "market_cap_yi": 417.21, "amount_to_mcap_pct": 1.653, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301389", "name": "隆扬电子", "role": "TAIL", "ret_pct": 4.47, "amount_yi": 8.03, "turnover": null, "market_cap_yi": 230.37, "amount_to_mcap_pct": 3.487, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300057", "name": "万顺新材", "role": "TAIL", "ret_pct": 4.15, "amount_yi": 4.97, "turnover": null, "market_cap_yi": 70.97, "amount_to_mcap_pct": 7.009, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603659", "name": "璞泰来", "role": "TAIL", "ret_pct": 3.56, "amount_yi": 9.54, "turnover": null, "market_cap_yi": 598.33, "amount_to_mcap_pct": 1.595, "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": "007314", "sector_name": "氮化镓", "sector_type": "concept_1003", "theme_cluster": "氮化镓", "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": 43, "specificity_score": 0.7854, "raw_heat_score": 127.62, "adjusted_heat_score": 100.24, "state": "STRUCTURE_WATCH", "sector_ret_pct": 5.66, "sector_amount_yi": 655.82, "amount_ratio5": 0.954, "sector_rank_today": 8, "near_previous_high": false, "distance_to_previous_high": -0.0623, "next_day_gap_risk": true, "ohlc": { "open": 120.1714, "high": 125.9596, "low": 117.3019, "close": 124.6446, "close_location": 0.8481, "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": 5, "front_count": 8, "head_count": 3, "mid_count": 15, "tail_count": 8 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 133.5, "stocks": [ { "symbol": "SZSE.300656", "name": "民德电子", "role": "LIMIT_HEAD", "ret_pct": 19.99, "amount_yi": 3.38, "turnover": null, "market_cap_yi": 46.35, "amount_to_mcap_pct": 7.291, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.605358", "name": "立昂微", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 45.49, "turnover": null, "market_cap_yi": 477.82, "amount_to_mcap_pct": 9.52, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002993", "name": "奥海科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 4.86, "turnover": null, "market_cap_yi": 156.06, "amount_to_mcap_pct": 3.114, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300373", "name": "扬杰科技", "role": "FRONT", "ret_pct": 14.21, "amount_yi": 27.75, "turnover": null, "market_cap_yi": 584.86, "amount_to_mcap_pct": 4.745, "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.300870", "name": "欧陆通", "role": "FRONT", "ret_pct": 13.94, "amount_yi": 19.39, "turnover": null, "market_cap_yi": 450.4, "amount_to_mcap_pct": 4.306, "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.300671", "name": "富满微", "role": "FRONT", "ret_pct": 13.15, "amount_yi": 6.62, "turnover": null, "market_cap_yi": 101.98, "amount_to_mcap_pct": 6.495, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SHSE.688508", "name": "芯朋微", "role": "FRONT", "ret_pct": 11.65, "amount_yi": 7.1, "turnover": null, "market_cap_yi": 115.25, "amount_to_mcap_pct": 6.164, "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.300346", "name": "南大光电", "role": "FRONT", "ret_pct": 9.65, "amount_yi": 68.44, "turnover": null, "market_cap_yi": 411.37, "amount_to_mcap_pct": 16.638, "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.002245", "name": "蔚蓝锂芯", "role": "MID", "ret_pct": 8.49, "amount_yi": 28.97, "turnover": null, "market_cap_yi": 346.86, "amount_to_mcap_pct": 8.351, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688396", "name": "华润微", "role": "MID", "ret_pct": 8.15, "amount_yi": 23.4, "turnover": null, "market_cap_yi": 898.93, "amount_to_mcap_pct": 2.603, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688216", "name": "气派科技", "role": "MID", "ret_pct": 8.09, "amount_yi": 1.38, "turnover": null, "market_cap_yi": 33.98, "amount_to_mcap_pct": 4.069, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600460", "name": "士兰微", "role": "MID", "ret_pct": 8.06, 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"amount_yi": 62.1, "turnover": null, "market_cap_yi": 4469.37, "amount_to_mcap_pct": 1.39, "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": "007523", "sector_name": "英伟达概念", "sector_type": "concept_1003", "theme_cluster": "英伟达概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 58, "valid_member_count": 58, "specificity_score": 0.7596, "raw_heat_score": 113.69, "adjusted_heat_score": 86.36, "state": "STRUCTURE_WATCH", "sector_ret_pct": 3.22, "sector_amount_yi": 1210.88, "amount_ratio5": 0.879, "sector_rank_today": 40, "near_previous_high": false, "distance_to_previous_high": -0.0404, "next_day_gap_risk": true, "ohlc": { "open": 136.4885, "high": 141.5363, "low": 132.5849, "close": 139.0127, "close_location": 0.7181, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "MA_REPAIR", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 4, "front_only_count": 1, "front_count": 5, "head_count": 4, "mid_count": 9, "tail_count": 10 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 131.3, "stocks": [ { "symbol": "SHSE.688368", "name": "晶丰明源", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 8.66, "turnover": null, "market_cap_yi": 213.01, "amount_to_mcap_pct": 4.067, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603002", "name": "宏昌电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 12.31, "turnover": null, "market_cap_yi": 188.14, "amount_to_mcap_pct": 6.543, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002837", "name": "英维克", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 46.0, "turnover": null, "market_cap_yi": 788.16, "amount_to_mcap_pct": 5.836, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600110", "name": "诺德股份", "role": "LIMIT_HEAD", "ret_pct": 9.96, "amount_yi": 11.88, "turnover": null, "market_cap_yi": 204.92, "amount_to_mcap_pct": 5.796, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300373", "name": "扬杰科技", "role": "FRONT", "ret_pct": 14.21, "amount_yi": 27.75, "turnover": null, "market_cap_yi": 584.86, "amount_to_mcap_pct": 4.745, "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.300476", "name": "胜宏科技", "role": "MID", "ret_pct": 8.82, "amount_yi": 166.67, "turnover": null, "market_cap_yi": 2963.73, "amount_to_mcap_pct": 5.624, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300811", "name": "铂科新材", "role": "MID", "ret_pct": 8.69, "amount_yi": 30.71, "turnover": null, "market_cap_yi": 318.31, "amount_to_mcap_pct": 9.647, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002851", "name": "麦格米特", "role": "MID", "ret_pct": 8.58, "amount_yi": 68.24, "turnover": null, "market_cap_yi": 741.15, "amount_to_mcap_pct": 9.207, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301128", "name": "强瑞技术", "role": "MID", "ret_pct": 8.31, "amount_yi": 21.84, "turnover": null, "market_cap_yi": 240.24, "amount_to_mcap_pct": 9.09, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002975", "name": "博杰股份", "role": "MID", "ret_pct": 6.59, "amount_yi": 16.46, "turnover": null, "market_cap_yi": 174.36, "amount_to_mcap_pct": 9.442, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688039", "name": "当虹科技", "role": "MID", "ret_pct": 6.59, "amount_yi": 1.91, "turnover": null, "market_cap_yi": 49.93, "amount_to_mcap_pct": 3.821, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601138", "name": "工业富联", "role": "MID", "ret_pct": 6.04, "amount_yi": 147.88, "turnover": null, "market_cap_yi": 14831.47, "amount_to_mcap_pct": 0.997, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600114", "name": "东睦股份", "role": "MID", "ret_pct": 5.38, "amount_yi": 21.81, "turnover": null, "market_cap_yi": 259.37, "amount_to_mcap_pct": 8.407, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300319", "name": "麦捷科技", "role": "MID", "ret_pct": 5.3, "amount_yi": 52.09, "turnover": null, "market_cap_yi": 204.37, "amount_to_mcap_pct": 25.485, "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": "TAIL", "ret_pct": 4.9, "amount_yi": 11.8, "turnover": null, "market_cap_yi": 39.61, "amount_to_mcap_pct": 29.788, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.001287", "name": "中电港", "role": "TAIL", "ret_pct": 4.8, "amount_yi": 9.79, "turnover": null, "market_cap_yi": 202.44, "amount_to_mcap_pct": 4.836, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603228", "name": "景旺电子", "role": "TAIL", "ret_pct": 4.71, "amount_yi": 25.13, "turnover": null, "market_cap_yi": 704.62, "amount_to_mcap_pct": 3.567, "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": 4.7, "amount_yi": 2.9, "turnover": null, "market_cap_yi": 37.98, "amount_to_mcap_pct": 7.638, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300857", "name": "协创数据", "role": "TAIL", "ret_pct": 3.84, "amount_yi": 35.33, "turnover": null, "market_cap_yi": 1078.39, "amount_to_mcap_pct": 3.276, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300657", "name": "弘信电子", "role": "TAIL", "ret_pct": 3.79, "amount_yi": 36.49, "turnover": null, "market_cap_yi": 215.65, "amount_to_mcap_pct": 16.921, "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": "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, 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"report_score": 126.54, "stocks": [ { "symbol": "SZSE.301013", "name": "利和兴", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 28.84, "turnover": null, "market_cap_yi": 115.38, "amount_to_mcap_pct": 24.996, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603773", "name": "沃格光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 47.09, "turnover": null, "market_cap_yi": 337.32, "amount_to_mcap_pct": 13.96, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300606", "name": "金太阳", "role": "FRONT", "ret_pct": 14.18, "amount_yi": 6.86, "turnover": null, "market_cap_yi": 44.72, "amount_to_mcap_pct": 15.347, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.300806", "name": "斯迪克", "role": "FRONT", "ret_pct": 12.83, "amount_yi": 23.7, "turnover": null, "market_cap_yi": 268.86, "amount_to_mcap_pct": 8.815, "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.301511", "name": "德福科技", "role": "FRONT", "ret_pct": 11.15, "amount_yi": 52.18, "turnover": null, "market_cap_yi": 512.5, "amount_to_mcap_pct": 10.182, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.300602", "name": "飞荣达", "role": "FRONT", "ret_pct": 10.03, "amount_yi": 12.65, "turnover": null, "market_cap_yi": 166.98, "amount_to_mcap_pct": 7.573, "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.300709", "name": "精研科技", "role": "MID", "ret_pct": 9.29, "amount_yi": 8.99, "turnover": null, "market_cap_yi": 77.47, "amount_to_mcap_pct": 11.607, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002851", "name": "麦格米特", "role": "MID", "ret_pct": 8.58, "amount_yi": 68.24, "turnover": null, "market_cap_yi": 741.15, "amount_to_mcap_pct": 9.207, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301128", "name": "强瑞技术", "role": "MID", "ret_pct": 8.31, "amount_yi": 21.84, "turnover": null, "market_cap_yi": 240.24, "amount_to_mcap_pct": 9.09, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300331", "name": "苏大维格", "role": "MID", "ret_pct": 8.13, "amount_yi": 9.48, "turnover": null, "market_cap_yi": 125.61, "amount_to_mcap_pct": 7.548, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300980", "name": "祥源新材", "role": "MID", "ret_pct": 7.17, "amount_yi": 2.52, "turnover": null, "market_cap_yi": 28.51, "amount_to_mcap_pct": 8.837, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300054", "name": "鼎龙股份", "role": "MID", "ret_pct": 6.46, "amount_yi": 22.19, "turnover": null, 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null, "market_cap_yi": 212.51, "amount_to_mcap_pct": 13.784, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688378", "name": "奥来德", "role": "MID", "ret_pct": 5.92, "amount_yi": 8.93, "turnover": null, "market_cap_yi": 127.23, "amount_to_mcap_pct": 7.018, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300684", "name": "中石科技", "role": "MID", "ret_pct": 5.58, "amount_yi": 6.77, "turnover": null, "market_cap_yi": 110.96, "amount_to_mcap_pct": 6.099, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300263", "name": "隆华科技", "role": "MID", "ret_pct": 5.47, "amount_yi": 7.26, "turnover": null, "market_cap_yi": 116.67, "amount_to_mcap_pct": 6.22, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603051", "name": "鹿山新材", "role": "MID", "ret_pct": 5.45, "amount_yi": 1.39, "turnover": 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20.01, "amount_yi": 9.35, "turnover": null, "market_cap_yi": 54.2, "amount_to_mcap_pct": 17.247, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.301428", "name": "世纪恒通", "role": "LIMIT_HEAD", "ret_pct": 20.01, "amount_yi": 4.74, "turnover": null, "market_cap_yi": 28.2, "amount_to_mcap_pct": 16.802, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688141", "name": "杰华特", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 18.92, "turnover": null, "market_cap_yi": 466.98, "amount_to_mcap_pct": 4.052, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300656", "name": "民德电子", "role": "LIMIT_HEAD", "ret_pct": 19.99, "amount_yi": 3.38, "turnover": null, "market_cap_yi": 46.35, "amount_to_mcap_pct": 7.291, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.605111", "name": "新洁能", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 12.7, "turnover": null, "market_cap_yi": 257.46, "amount_to_mcap_pct": 4.932, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002970", "name": "锐明技术", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 5.09, "turnover": null, "market_cap_yi": 83.65, "amount_to_mcap_pct": 6.087, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002362", "name": "汉王科技", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 4.49, "turnover": null, "market_cap_yi": 40.85, "amount_to_mcap_pct": 10.995, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603211", "name": "晋拓股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 3.26, "turnover": null, "market_cap_yi": 85.43, "amount_to_mcap_pct": 3.814, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603150", "name": "万朗磁塑", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 2.46, "turnover": null, "market_cap_yi": 63.75, "amount_to_mcap_pct": 3.863, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002976", "name": "瑞玛精密", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 0.57, "turnover": null, "market_cap_yi": 20.85, "amount_to_mcap_pct": 2.727, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688788", "name": "科思科技", "role": "FRONT", "ret_pct": 19.15, "amount_yi": 1.89, "turnover": null, "market_cap_yi": 79.06, "amount_to_mcap_pct": 2.394, "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.688787", "name": "海天瑞声", "role": "FRONT", "ret_pct": 13.34, "amount_yi": 11.9, "turnover": null, "market_cap_yi": 95.3, "amount_to_mcap_pct": 12.488, "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.300304", "name": "云意电气", "role": "FRONT", "ret_pct": 11.56, "amount_yi": 11.3, "turnover": null, "market_cap_yi": 142.7, "amount_to_mcap_pct": 7.916, "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.688183", "name": "生益电子", "role": "FRONT", "ret_pct": 11.41, "amount_yi": 35.49, "turnover": null, "market_cap_yi": 1038.94, "amount_to_mcap_pct": 3.416, "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.301536", "name": "星宸科技", "role": "MID", "ret_pct": 9.17, "amount_yi": 8.03, "turnover": null, "market_cap_yi": 152.9, "amount_to_mcap_pct": 5.254, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300655", "name": "晶瑞电材", "role": "MID", "ret_pct": 8.55, "amount_yi": 10.53, "turnover": null, "market_cap_yi": 167.81, "amount_to_mcap_pct": 6.274, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301099", "name": "雅创电子", "role": "MID", "ret_pct": 8.46, "amount_yi": 13.5, "turnover": null, "market_cap_yi": 70.52, "amount_to_mcap_pct": 19.142, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688048", "name": "长光华芯", "role": "MID", "ret_pct": 8.05, "amount_yi": 44.61, "turnover": null, "market_cap_yi": 636.16, "amount_to_mcap_pct": 7.013, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.605228", "name": "神通科技", "role": "MID", "ret_pct": 8.02, "amount_yi": 1.91, "turnover": null, "market_cap_yi": 63.6, "amount_to_mcap_pct": 2.996, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301183", "name": "东田微", "role": "MID", "ret_pct": 7.56, "amount_yi": 13.44, "turnover": null, "market_cap_yi": 123.73, "amount_to_mcap_pct": 10.866, "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": "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": 145.47, "adjusted_heat_score": 81.17, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.3, "sector_amount_yi": 1191.38, "amount_ratio5": 0.947, "sector_rank_today": 78, "near_previous_high": false, "distance_to_previous_high": -0.1018, "next_day_gap_risk": true, "ohlc": { "open": 103.1508, "high": 105.842, "low": 100.5875, "close": 104.3293, "close_location": 0.7121, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 11, "front_only_count": 3, "front_count": 14, "head_count": 11, "mid_count": 16, "tail_count": 31 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 133.04, "stocks": [ { "symbol": "SZSE.300411", "name": "金盾股份", "role": "LIMIT_HEAD", "ret_pct": 20.05, "amount_yi": 3.93, "turnover": null, "market_cap_yi": 30.91, "amount_to_mcap_pct": 12.715, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300221", "name": "银禧科技", "role": "LIMIT_HEAD", "ret_pct": 19.99, "amount_yi": 17.39, "turnover": null, "market_cap_yi": 77.4, "amount_to_mcap_pct": 22.47, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300656", "name": "民德电子", "role": "LIMIT_HEAD", "ret_pct": 19.99, "amount_yi": 3.38, "turnover": null, "market_cap_yi": 46.35, "amount_to_mcap_pct": 7.291, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002057", "name": "中钢天源", "role": "LIMIT_HEAD", "ret_pct": 10.04, "amount_yi": 6.2, "turnover": null, "market_cap_yi": 80.91, "amount_to_mcap_pct": 7.668, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.001696", "name": "宗申动力", "role": "LIMIT_HEAD", "ret_pct": 10.03, "amount_yi": 11.9, "turnover": null, "market_cap_yi": 156.44, "amount_to_mcap_pct": 7.604, "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": 57.56, "turnover": null, "market_cap_yi": 463.2, "amount_to_mcap_pct": 12.427, "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": 10.01, "amount_yi": 26.84, "turnover": null, "market_cap_yi": 159.84, "amount_to_mcap_pct": 16.792, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.605111", "name": "新洁能", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 12.7, "turnover": null, "market_cap_yi": 257.46, "amount_to_mcap_pct": 4.932, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600596", "name": "新安股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 10.68, "turnover": null, "market_cap_yi": 201.63, "amount_to_mcap_pct": 5.298, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600110", "name": "诺德股份", "role": "LIMIT_HEAD", "ret_pct": 9.96, "amount_yi": 11.88, "turnover": null, "market_cap_yi": 204.92, "amount_to_mcap_pct": 5.796, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002583", "name": "海能达", "role": "LIMIT_HEAD", "ret_pct": 9.95, "amount_yi": 5.49, "turnover": null, "market_cap_yi": 120.45, "amount_to_mcap_pct": 4.554, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688788", "name": "科思科技", "role": "FRONT", "ret_pct": 19.15, "amount_yi": 1.89, "turnover": null, "market_cap_yi": 79.06, "amount_to_mcap_pct": 2.394, "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.688508", "name": "芯朋微", "role": "FRONT", "ret_pct": 11.65, "amount_yi": 7.1, "turnover": null, "market_cap_yi": 115.25, "amount_to_mcap_pct": 6.164, "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.300304", "name": "云意电气", "role": "FRONT", "ret_pct": 11.56, "amount_yi": 11.3, "turnover": null, "market_cap_yi": 142.7, "amount_to_mcap_pct": 7.916, "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.300975", "name": "商络电子", "role": "MID", "ret_pct": 9.3, "amount_yi": 58.34, "turnover": null, "market_cap_yi": 223.75, "amount_to_mcap_pct": 26.075, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000823", "name": "超声电子", "role": "MID", "ret_pct": 8.84, "amount_yi": 19.36, "turnover": null, "market_cap_yi": 108.81, "amount_to_mcap_pct": 17.797, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300489", "name": "光智科技", "role": "MID", "ret_pct": 7.42, "amount_yi": 15.16, "turnover": null, "market_cap_yi": 205.03, "amount_to_mcap_pct": 7.396, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300627", "name": "华测导航", "role": "MID", "ret_pct": 7.4, "amount_yi": 6.87, "turnover": null, "market_cap_yi": 202.07, "amount_to_mcap_pct": 3.398, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002992", "name": "宝明科技", "role": "MID", "ret_pct": 7.4, "amount_yi": 1.05, "turnover": null, "market_cap_yi": 68.71, "amount_to_mcap_pct": 1.529, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002466", "name": "天齐锂业", "role": "MID", "ret_pct": 6.78, "amount_yi": 43.02, "turnover": null, "market_cap_yi": 885.58, "amount_to_mcap_pct": 4.858, "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": "007096", "sector_name": "石墨烯", "sector_type": "concept_1003", "theme_cluster": "石墨烯", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 66, "valid_member_count": 64, "specificity_score": 0.7427, "raw_heat_score": 127.03, "adjusted_heat_score": 94.35, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.34, "sector_amount_yi": 628.69, "amount_ratio5": 1.003, "sector_rank_today": 77, "near_previous_high": false, "distance_to_previous_high": -0.0685, "next_day_gap_risk": true, "ohlc": { "open": 105.2581, "high": 108.1719, "low": 102.3134, "close": 106.4087, "close_location": 0.699, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 5, "front_only_count": 4, "front_count": 9, "head_count": 5, "mid_count": 8, "tail_count": 5 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 125.1, "stocks": [ { "symbol": "SZSE.002263", "name": "大东南", "role": "LIMIT_HEAD", "ret_pct": 10.11, "amount_yi": 5.41, "turnover": null, "market_cap_yi": 75.7, "amount_to_mcap_pct": 7.149, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002057", "name": "中钢天源", "role": "LIMIT_HEAD", "ret_pct": 10.04, "amount_yi": 6.2, "turnover": null, "market_cap_yi": 80.91, "amount_to_mcap_pct": 7.668, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.605589", "name": "圣泉集团", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 4.12, "turnover": null, "market_cap_yi": 462.21, "amount_to_mcap_pct": 0.891, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002484", "name": "江海股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 56.22, "turnover": null, "market_cap_yi": 754.67, "amount_to_mcap_pct": 7.449, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600522", "name": "中天科技", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 249.78, "turnover": null, "market_cap_yi": 1859.37, "amount_to_mcap_pct": 13.433, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300806", "name": "斯迪克", "role": "FRONT", "ret_pct": 12.83, "amount_yi": 23.7, "turnover": null, "market_cap_yi": 268.86, "amount_to_mcap_pct": 8.815, "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.300522", "name": "世名科技", "role": "FRONT", "ret_pct": 11.32, "amount_yi": 6.05, "turnover": null, "market_cap_yi": 32.6, "amount_to_mcap_pct": 18.553, "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.300602", "name": "飞荣达", "role": "FRONT", "ret_pct": 10.03, "amount_yi": 12.65, "turnover": null, "market_cap_yi": 166.98, "amount_to_mcap_pct": 7.573, "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.300599", "name": "雄塑科技", "role": "FRONT", "ret_pct": 9.67, "amount_yi": 2.83, "turnover": null, "market_cap_yi": 25.37, "amount_to_mcap_pct": 11.162, "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.603650", "name": "彤程新材", "role": "MID", "ret_pct": 7.89, "amount_yi": 11.12, "turnover": null, "market_cap_yi": 344.47, "amount_to_mcap_pct": 3.229, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300035", "name": "中科电气", "role": "MID", "ret_pct": 6.39, "amount_yi": 6.1, "turnover": null, "market_cap_yi": 101.97, "amount_to_mcap_pct": 5.981, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": 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false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002636", "name": "金安国纪", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 10.06, "turnover": null, "market_cap_yi": 509.77, "amount_to_mcap_pct": 1.974, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603929", "name": "亚翔集成", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 6.72, "turnover": null, "market_cap_yi": 439.12, "amount_to_mcap_pct": 1.53, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000636", "name": "风华高科", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 93.21, "turnover": null, "market_cap_yi": 706.7, "amount_to_mcap_pct": 13.189, "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": 27.77, "turnover": null, "market_cap_yi": 293.64, "amount_to_mcap_pct": 9.458, "is_limit_up": true, "limit_rate": 0.1, "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": 9.96, "amount_yi": 37.9, "turnover": null, "market_cap_yi": 131.03, "amount_to_mcap_pct": 28.921, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688549", "name": "中巨芯-U", "role": "FRONT", "ret_pct": 18.08, "amount_yi": 40.02, "turnover": null, "market_cap_yi": 133.54, "amount_to_mcap_pct": 29.971, "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": 9.54, "amount_yi": 23.26, "turnover": null, "market_cap_yi": 50.77, "amount_to_mcap_pct": 45.82, "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.603823", "name": "百合花", "role": "MID", "ret_pct": 8.29, "amount_yi": 11.54, "turnover": null, "market_cap_yi": 146.89, "amount_to_mcap_pct": 7.854, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600584", "name": "长电科技", "role": "MID", "ret_pct": 7.1, "amount_yi": 122.59, "turnover": null, "market_cap_yi": 1347.25, "amount_to_mcap_pct": 9.099, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603859", "name": "能科科技", "role": "MID", "ret_pct": 6.37, "amount_yi": 27.21, "turnover": null, "market_cap_yi": 129.57, "amount_to_mcap_pct": 20.999, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603986", "name": "兆易创新", "role": "MID", "ret_pct": 5.59, "amount_yi": 205.93, "turnover": null, "market_cap_yi": 3342.56, "amount_to_mcap_pct": 6.161, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300319", "name": "麦捷科技", "role": "MID", "ret_pct": 5.3, "amount_yi": 52.09, "turnover": null, "market_cap_yi": 204.37, "amount_to_mcap_pct": 25.485, "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": 5.15, "amount_yi": 30.18, "turnover": null, "market_cap_yi": 178.86, "amount_to_mcap_pct": 16.875, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600378", "name": "昊华科技", "role": "MID", "ret_pct": 5.14, "amount_yi": 53.85, "turnover": null, "market_cap_yi": 566.31, "amount_to_mcap_pct": 9.51, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002931", "name": "锋龙股份", "role": "TAIL", "ret_pct": 4.77, "amount_yi": 22.2, "turnover": null, "market_cap_yi": 138.32, "amount_to_mcap_pct": 16.046, "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": [], 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12.29, "turnover": null, "market_cap_yi": 498.91, "amount_to_mcap_pct": 2.463, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603588", "name": "高能环境", "role": "MID", "ret_pct": 9.15, "amount_yi": 11.83, "turnover": null, "market_cap_yi": 216.3, "amount_to_mcap_pct": 5.469, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002167", "name": "东方锆业", "role": "MID", "ret_pct": 9.02, "amount_yi": 15.09, "turnover": null, "market_cap_yi": 105.46, "amount_to_mcap_pct": 14.311, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000962", "name": "东方钽业", "role": "MID", "ret_pct": 8.57, "amount_yi": 11.81, "turnover": null, "market_cap_yi": 277.3, "amount_to_mcap_pct": 4.261, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002460", "name": "赣锋锂业", "role": "MID", "ret_pct": 8.25, 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7.33, "amount_yi": 35.97, "turnover": null, "market_cap_yi": 589.19, "amount_to_mcap_pct": 6.105, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603399", "name": "永杉锂业", "role": "MID", "ret_pct": 6.6, "amount_yi": 15.68, "turnover": null, "market_cap_yi": 92.67, "amount_to_mcap_pct": 16.918, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300487", "name": "蓝晓科技", "role": "MID", "ret_pct": 6.25, "amount_yi": 5.27, "turnover": null, "market_cap_yi": 161.86, "amount_to_mcap_pct": 3.255, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600206", "name": "有研新材", "role": "MID", "ret_pct": 6.0, "amount_yi": 16.63, "turnover": null, "market_cap_yi": 248.12, "amount_to_mcap_pct": 6.703, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002738", "name": "中矿资源", "role": "MID", "ret_pct": 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63.6, "amount_to_mcap_pct": 2.996, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688219", "name": "会通股份", "role": "MID", "ret_pct": 7.45, "amount_yi": 1.55, "turnover": null, "market_cap_yi": 64.96, "amount_to_mcap_pct": 2.388, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300936", "name": "中英科技", "role": "MID", "ret_pct": 6.46, "amount_yi": 3.92, "turnover": null, "market_cap_yi": 50.53, "amount_to_mcap_pct": 7.751, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002815", "name": "崇达技术", "role": "MID", "ret_pct": 6.16, "amount_yi": 19.43, "turnover": null, "market_cap_yi": 141.91, "amount_to_mcap_pct": 13.694, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300684", "name": "中石科技", "role": "MID", "ret_pct": 5.58, "amount_yi": 6.77, "turnover": null, "market_cap_yi": 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"market_cap_yi": 573.11, "amount_to_mcap_pct": 1.756, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300322", "name": "硕贝德", "role": "TAIL", "ret_pct": 3.98, "amount_yi": 13.89, "turnover": null, "market_cap_yi": 131.03, "amount_to_mcap_pct": 10.603, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301419", "name": "阿莱德", "role": "TAIL", "ret_pct": 3.78, "amount_yi": 4.51, "turnover": null, "market_cap_yi": 42.22, "amount_to_mcap_pct": 10.691, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002156", "name": "通富微电", "role": "TAIL", "ret_pct": 3.49, "amount_yi": 81.42, "turnover": null, "market_cap_yi": 977.69, "amount_to_mcap_pct": 8.328, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002023", "name": "海特高新", "role": "TAIL", "ret_pct": 3.26, "amount_yi": 3.54, "turnover": null, "market_cap_yi": 84.53, "amount_to_mcap_pct": 4.184, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.001270", "name": "铖昌科技", "role": "TAIL", "ret_pct": 3.12, "amount_yi": 11.78, "turnover": null, "market_cap_yi": 280.07, "amount_to_mcap_pct": 4.205, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603293", "name": "埃泰克", "role": "TAIL", "ret_pct": 3.12, "amount_yi": 0.84, "turnover": null, "market_cap_yi": 15.1, "amount_to_mcap_pct": 5.554, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300252", "name": "金信诺", "role": "WATCH", "ret_pct": 2.91, "amount_yi": 10.21, "turnover": null, "market_cap_yi": 92.98, "amount_to_mcap_pct": 10.98, "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": "007287", "sector_name": "智慧政务", "sector_type": "concept_1003", "theme_cluster": "智慧政务", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 82, "valid_member_count": 76, "specificity_score": 0.7126, "raw_heat_score": 90.1, "adjusted_heat_score": 64.21, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.42, "sector_amount_yi": 210.69, "amount_ratio5": 1.107, "sector_rank_today": 70, "near_previous_high": false, "distance_to_previous_high": -0.1345, "next_day_gap_risk": true, "ohlc": { "open": 92.3138, "high": 94.8984, "low": 90.147, "close": 93.4454, "close_location": 0.6942, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", 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"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": 9.54, "amount_yi": 23.26, "turnover": null, "market_cap_yi": 50.77, "amount_to_mcap_pct": 45.82, "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.688038", "name": "中科通达", "role": "MID", "ret_pct": 8.77, "amount_yi": 3.05, "turnover": null, "market_cap_yi": 24.4, "amount_to_mcap_pct": 12.497, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300229", "name": "拓尔思", "role": "MID", "ret_pct": 7.21, "amount_yi": 5.77, "turnover": null, "market_cap_yi": 146.67, "amount_to_mcap_pct": 3.932, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300730", "name": "科创信息", "role": "MID", "ret_pct": 7.06, "amount_yi": 1.91, "turnover": null, "market_cap_yi": 30.08, "amount_to_mcap_pct": 6.335, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603206", "name": "嘉环科技", "role": "MID", "ret_pct": 5.47, "amount_yi": 4.64, "turnover": null, "market_cap_yi": 54.72, "amount_to_mcap_pct": 8.48, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002065", "name": "东华软件", "role": "MID", "ret_pct": 5.12, "amount_yi": 4.3, "turnover": null, "market_cap_yi": 214.9, "amount_to_mcap_pct": 2.002, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600410", "name": "华胜天成", "role": "TAIL", "ret_pct": 4.62, "amount_yi": 12.35, "turnover": null, "market_cap_yi": 196.27, "amount_to_mcap_pct": 6.294, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002279", "name": "久其软件", "role": "TAIL", "ret_pct": 4.53, "amount_yi": 3.38, "turnover": null, "market_cap_yi": 56.88, "amount_to_mcap_pct": 5.937, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301396", "name": "宏景科技", "role": "TAIL", "ret_pct": 4.38, "amount_yi": 17.48, "turnover": null, "market_cap_yi": 234.9, "amount_to_mcap_pct": 7.44, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300339", "name": "润和软件", "role": "TAIL", "ret_pct": 4.22, "amount_yi": 12.71, "turnover": null, "market_cap_yi": 326.86, "amount_to_mcap_pct": 3.889, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688327", "name": "云从科技-U", "role": "TAIL", "ret_pct": 4.21, "amount_yi": 7.5, "turnover": null, "market_cap_yi": 117.8, "amount_to_mcap_pct": 6.371, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002261", "name": "拓维信息", "role": "TAIL", "ret_pct": 3.88, "amount_yi": 15.07, "turnover": null, "market_cap_yi": 322.06, "amount_to_mcap_pct": 4.679, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300872", "name": "天阳科技", "role": "TAIL", "ret_pct": 3.85, "amount_yi": 4.89, "turnover": null, "market_cap_yi": 79.68, "amount_to_mcap_pct": 6.139, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688369", "name": "致远互联", "role": "TAIL", "ret_pct": 3.6, "amount_yi": 0.84, "turnover": null, "market_cap_yi": 25.53, "amount_to_mcap_pct": 3.275, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300560", "name": "中富通", "role": "TAIL", "ret_pct": 3.46, "amount_yi": 2.61, "turnover": null, "market_cap_yi": 33.0, "amount_to_mcap_pct": 7.906, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301169", "name": "零点有数", "role": "TAIL", "ret_pct": 3.33, "amount_yi": 1.14, "turnover": null, "market_cap_yi": 55.81, "amount_to_mcap_pct": 2.039, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688343", "name": "云天励飞-U", "role": "TAIL", "ret_pct": 3.15, "amount_yi": 6.45, "turnover": null, "market_cap_yi": 230.94, "amount_to_mcap_pct": 2.794, "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": "007301", "sector_name": "MiniLED", "sector_type": "concept_1003", "theme_cluster": "MiniLED", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 66, "valid_member_count": 63, "specificity_score": 0.7427, "raw_heat_score": 85.6, "adjusted_heat_score": 63.57, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.43, "sector_amount_yi": 1073.69, "amount_ratio5": 0.912, "sector_rank_today": 68, "near_previous_high": false, "distance_to_previous_high": -0.0532, "next_day_gap_risk": true, "ohlc": { "open": 127.1756, "high": 130.4898, "low": 123.1175, "close": 128.3782, "close_location": 0.7136, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 1, "front_only_count": 1, "front_count": 2, "head_count": 1, "mid_count": 11, "tail_count": 13 }, "structure_quality": "MID_SUPPORTED", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 76.16, "stocks": [ { "symbol": "SHSE.603773", "name": "沃格光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 47.09, "turnover": null, "market_cap_yi": 337.32, "amount_to_mcap_pct": 13.96, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { 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"external_context_covered": false }, { "theme": "电池技术", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.64, "report_score": 142.22, "limit_up_count": null, "external_context_covered": false }, { "theme": "无人驾驶", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.27, "report_score": 137.75, "limit_up_count": null, "external_context_covered": false }, { "theme": "无人机", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.3, "report_score": 133.04, "limit_up_count": null, "external_context_covered": false }, { "theme": "石墨烯", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.34, "report_score": 125.1, "limit_up_count": null, "external_context_covered": false }, { "theme": "题材股", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.43, "report_score": 123.76, "limit_up_count": null, "external_context_covered": false }, { "theme": "小金属概念", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.76, "report_score": 119.41, "limit_up_count": null, "external_context_covered": false }, { "theme": "机器人智能制造", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.38, "report_score": 110.36, "limit_up_count": null, "external_context_covered": false }, { "theme": "抖音概念(字节概念)", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.27, "report_score": 107.01, "limit_up_count": null, "external_context_covered": false }, { "theme": "毫米波概念", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.49, "report_score": 81.54, "limit_up_count": null, "external_context_covered": false }, { "theme": "智慧政务", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.42, "report_score": 79.75, "limit_up_count": null, "external_context_covered": false }, { "theme": "MiniLED", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.43, "report_score": 76.16, "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 2/34 个 evidence 主题；未覆盖主题不得借外部资讯确认。", "uncovered_themes": [ "光刻机(胶)", "半导体材料设备", "科技风格", "中芯概念", "IGBT概念", "趋势股", "碳化硅", "AI算力基础设施", "固态电池", "消费电子概念", "通信技术", "新能源电力链", "AI光通信链", "LED概念", "复合集流体", "氮化镓", "英伟达概念", "柔性屏(折叠屏)", "可控核聚变", "3D打印" ], "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/20260609_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：光纤概念, OLED", "V2 Shadow 已由 strict_v1 派生，仍有 32/34 个 evidence 主题未被外部资讯覆盖" ] }, "lesson_registry_summary": [ { "lesson_id": "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE", "title": "clean trigger 样本有效", "status": "validated_single_day_needs_more_samples", "type": "entry_quality", "action": "pending" }, { "lesson_id": "RECLAIM_NO_INVALID_PRIMARY_TRIGGER", "title": "VWAP reclaim 未破 invalid 是主要触发模式", "status": "validated_single_day_needs_more_samples", "type": "entry_quality", "action": "pending" }, { "lesson_id": "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY", "title": "近边界触发质量偏低", "status": "validated_logic_rule", "type": "signal_quality", "action": "confirmed_logic" }, { "lesson_id": "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY", "title": "模糊触发不视为有效入场", "status": "validated_logic_rule", "type": "signal_quality", "action": "confirmed_logic" }, { "lesson_id": "MISSED_MOMENTUM_OPPORTUNITY_COST", "title": "错过动量机会成本", "status": "important_shadow_hypothesis", "type": "opportunity_cost", "action": "pending" }, { "lesson_id": "OBSERVE_ONLY_SHADOW_ALPHA", "title": "观察池 shadow alpha", "status": "important_shadow_hypothesis", "type": "opportunity_cost", "action": "pending" }, { "lesson_id": "CAPTURE_GIVEBACK_EXIT_QUALITY", "title": "持仓捕获/回吐质量", "status": "needs_tn_validation", "type": "position_mgmt", "action": "pending" } ], "next_validation_tasks": [ "将 missed_momentum_bucket 纳入每日 outcome_eval 和 full_report 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", "把 capture_ratio<0.3 与 giveback_critical 作为持仓管理研究标签", "为 observe_only_shadow_alpha 建立 shadow 统计，不直接放宽准入", "验证 V8 leader-aware 灰度层在 HOT 市场下是否优于 V1.1 sector gate（需 10+ 样本）" ], "experience_loop": { "previous_lessons_reviewed": [ "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE", "RECLAIM_NO_INVALID_PRIMARY_TRIGGER", "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY", "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY", "MISSED_MOMENTUM_OPPORTUNITY_COST", "OBSERVE_ONLY_SHADOW_ALPHA", "CAPTURE_GIVEBACK_EXIT_QUALITY" ], "confirmed_lessons": [], "invalidated_lessons": [], "pending_lessons": [ "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE: 单日样本不足，需累计", "RECLAIM_NO_INVALID_PRIMARY_TRIGGER: 单日样本不足，需累计", "MISSED_MOMENTUM_OPPORTUNITY_COST: shadow 假设，需 10 日统计", "OBSERVE_ONLY_SHADOW_ALPHA: shadow 假设，需 10 日统计", "CAPTURE_GIVEBACK_EXIT_QUALITY: 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": "SHADOW_WATCH_BUY_WHEN_MARKET_GATE_FAILED", "reason": "本机模拟盘样本：OBSERVE_ONLY + 盘中二次确认未通过时，观察池影子成交会污染“真实可买”复盘口径。；filled_watch_orders=1, market_gate=after_14:30_no_new_upgrade,active_leaders_not_positive_enough" }, { "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" } ], "confirmed_logic_rules": [ "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY: 逻辑规则，已确认", "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY: 逻辑规则，已确认" ], "next_validation_tasks": [ "累积 10+ 日 clean trigger / reclaim 样本后评估升级", "建立 missed_momentum 10 日滚动统计", "建立 T+N outcome panel", "顺络电子 T+1/T+3 表现跟踪", "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。", "Hermes 每日复盘本机模拟盘成交、持仓、未成交原因，并把可执行修复写入代码迭代台账。" ], "source": "hermes_deepseek_v4", "updated_at": "2026-06-09T20:02:46" }, "next_day_key_watch": [ { "symbol": "SZSE.300655", "name": "晶瑞电材", "theme": "光刻机(胶)", "plan_type": "conditional_plan", "entry_ref": "vwap_reclaim", "invalid_price": 14.15, "chase_ceiling": 15.43 }, { "symbol": "SZSE.300236", "name": "上海新阳", "theme": "光刻机(胶)", "plan_type": "conditional_plan", "entry_ref": "vwap_reclaim", "invalid_price": 90.3, "chase_ceiling": 98.67 }, { "symbol": "SHSE.688720", "name": "艾森股份", "theme": "光刻机(胶)", "plan_type": "conditional_plan", "entry_ref": "vwap_reclaim", "invalid_price": 89.33, "chase_ceiling": 97.75 }, { "symbol": "SZSE.300706", "name": "阿石创", "theme": "OLED", "plan_type": "conditional_plan", "entry_ref": "vwap_reclaim", "invalid_price": 49.94, "chase_ceiling": 54.59 }, { "symbol": "SHSE.688729", "name": "屹唐股份", "theme": "科技风格", "plan_type": "conditional_plan", "entry_ref": "vwap_reclaim", "invalid_price": 23.14, "chase_ceiling": 25.17 }, { "symbol": "SZSE.001389", "name": "广合科技", "theme": "科技风格", "plan_type": "conditional_plan", "entry_ref": "vwap_reclaim", "invalid_price": 180.62, "chase_ceiling": 194.93 }, { "symbol": "SZSE.300475", "name": "香农芯创", "theme": "科技风格", "plan_type": "conditional_plan", "entry_ref": "vwap_reclaim", "invalid_price": 161.79, "chase_ceiling": 178.5 } ], "active_plan_focus": [], "conditional_plan_focus": [ { "symbol": "SZSE.300655", "name": "晶瑞电材", "theme": "光刻机(胶)", "conditions": "主题 near_triggered 升级为 triggered 或有中军放量承接；VWAP reclaim 确认；未破 invalid 14.15；不追超 chase 15.43" }, { "symbol": "SZSE.300236", "name": "上海新阳", "theme": "光刻机(胶)", "conditions": "同上；invalid 90.3，chase 98.67" }, { "symbol": "SHSE.688720", "name": "艾森股份", "theme": "光刻机(胶)", "conditions": "同上；科创板注意流动性" }, { "symbol": "SHSE.688729", "name": "屹唐股份", "theme": "科技风格", "conditions": "科技风格板块热度维持；VWAP reclaim 确认；未破 invalid 23.14" }, { "symbol": "SZSE.001389", "name": "广合科技", "theme": "科技风格", "conditions": "同上" }, { "symbol": "SZSE.300475", "name": "香农芯创", "theme": "科技风格", "conditions": "同上" }, { "symbol": "SZSE.300706", "name": "阿石创", "theme": "OLED", "conditions": "OLED 升级+VWAP reclaim+未破 invalid 49.94+注意 UBI 下调需求预测的产业风险" } ], "v8_gray_focus": [ { "symbol": "SHSE.600460", "name": "士兰微", "theme": "IGBT概念", "trigger_price": 34.86, "invalid_price": 34.164, "chase_ceiling": 38.19, "v8_reason": "v8_whitelist_uplift_active_plan", "note": "灰度仅用于模拟盘验证，非生产权威" }, { "symbol": "SZSE.300502", "name": "新易盛", "theme": "科技风格", "trigger_price": 795.0, "invalid_price": 763.384, "chase_ceiling": 942.88, "v8_reason": "v8_whitelist_uplift_active_plan", "note": "chase 溢价 +18.6%，注意 V8 模板与 V1.1 差异" }, { "symbol": "SZSE.002747", "name": "埃斯顿", "theme": "趋势股", "trigger_price": 37.53, "invalid_price": 32.24, "chase_ceiling": 41.28, "v8_reason": "v8_whitelist_uplift_active_plan", "note": "趋势股在 V1.1 中属于 weak_tape 层，V8 白名单升级" } ], "risk_flags": [ "COLD(7)→HOT(91) 一日暴力跃迁，持续性存疑", "triggered_clusters=0，无已触发主线，所有主题均在 near_triggered 层", "光纤概念今日集体飙升但 Strict Gate 未给 conditional，追高风险大", "OLED mixed 信号：显示器增长 vs 手机端需求下调", "external_context 仅覆盖 2/34 主题（5.88%），其余主题无外部确认", "V1.1 0 active vs HOT 市场 形成'快行情 vs 慢确认'的系统性矛盾", "新易盛 V8 chase_ceiling 942.88 距触发价 795 溢价 +18.6%，注意模板差异" ], "execution_discipline": [ "不追开盘尖峰：所有 conditional 等待 VWAP reclaim 确认，至少等 15 分钟", "条件不满足就放弃：主题未升级/未站回 VWAP/开盘超 chase，一律标记失效", "不临时升级 observe_only：23 只 observe 中若有拉升只记录 shadow alpha", "不因市场 HOT 放松 Strict Gate：V1.1 active=0 是生产权威", "V8 灰度仅供对照：3 只 V8 active 不进入生产交易流程", "无集合竞价实时数据不得开盘盲追", "顺络电子 T+1 明日才可卖，绿的谐波可卖但需评估止盈" ], "local_paper_learning": { "schema_version": "local_paper_learning_v1", "available": true, "plan_date": "20260608", "trade_date": "20260609", "generated_at": "2026-06-09T20:08:43", "review_phase": "EOD", "source_files": { "plan": "reports/trade_plan/20260608_active_plan_v2_for_trading.json", "trading_log": "reports/trading/local_paper_trading_log_20260608.json", "eod_review": "reports/trading/local_paper_eod_review_20260609.json", "latest_signals": "reports/trading/local_paper_latest_signals.json", "portfolio_state": "reports/trading/local_paper_portfolio_state.json" }, "summary": { "plan_candidates_total": 7, "plan_active_count": 1, "plan_conditional_count": 6, "signals_total": 7, "orders_total": 1, "orders_active": 0, "orders_watch": 1, "filled_orders": 1, "filled_active_orders": 0, "filled_watch_orders": 1, "unfilled_orders": 0, "rejected_orders": 0, "positions": 2, "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "shadow_mode": true, "intraday_market_gate_passed": false, "intraday_market_gate_reason": "after_14:30_no_new_upgrade,active_leaders_not_positive_enough", "order_fill_rate_pct": 100.0, "candidate_fill_rate_pct": 14.29, "account_total_value": 992867.0, "account_total_pnl_pct": -0.7132999999999945, "account_unrealized_pnl": 3169.0, "risk_exit_signals": 0, "risk_exit_orders": 0, "risk_exit_filled": 0, "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": { "FILLED": 1 }, "scope_counts": { "conditional_watch": 1 }, "unfilled_reason_counts": {}, "filled_orders": [ { "ts": "2026-06-09T09:32:06", "symbol": "SZSE.002138", "name": "顺络电子", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "题材股", "template_key": "BREAK_PREV_HIGH", "status": "FILLED", "side": "BUY", "qty": 800, "price": 60.28, "amount": 48224.0, "target_position_pct": 5.0, "target_amount": 49525.5, "current_position_value": 0.0, "cash_before_order": 949827.0, "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": 59.5, "exec_low": 59.5, "exec_high": 60.39, "dynamic_exec_high": null, "invalid_price": 51.694, "intraday_vwap": 58.9169, "quote_last": 60.28, "price_vs_vwap_pct": 2.3136, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "amount_yi": 4.9532, "amount_floor_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05 }, "eod_price": 61.23, "unrealized_pnl_pct": 1.575978765759789, "position_pct_of_total": 4.933591306791342, "sellable_qty": 0, "quality": "positive_follow_through", "lesson": "成交后收盘有正向跟随，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": [], "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": 0.5714, "active_up_ratio": 0.0, "active_above_vwap": 1, "active_positive_min": 1, "active_total": 1, "sample_total": 7, "market_gate_passed": false, "market_gate_reason": "after_14:30_no_new_upgrade,active_leaders_not_positive_enough" } }, "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": "SHSE.688017", "name": "绿的谐波", "scope": "active", "decision": "active_plan", "theme": "机器人/谐波减速器", "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": 450.2, "exec_high": 463.71, "intraday_vwap": 415.5733, "quote_last": 422.8, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": 422.8, "unrealized_pnl_pct": 6.0419854029244435, "position_pct_of_total": 4.258374988795075 }, { "symbol": "SZSE.002229", "name": "鸿博股份", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "ChatGPT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": 15.08, "exec_high": 15.31, "intraday_vwap": 14.5629, "quote_last": 14.58, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.600516", "name": "方大炭素", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "题材股", "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": 6.33, "exec_high": 6.42, "intraday_vwap": 5.8025, "quote_last": 5.81, "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": "工业互联", "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": 50.68, "exec_high": 51.44, "intraday_vwap": 51.4369, "quote_last": 53.66, "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": "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": 53.99, "exec_high": 54.8, "intraday_vwap": 52.46, "quote_last": 55.45, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.002138", "name": "顺络电子", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "题材股", "template_key": "BREAK_PREV_HIGH", "final_status": "FILLED", "orders_count": 1, "first_order_ts": "2026-06-09T09:32:06", "last_order_ts": "2026-06-09T09:32:06", "filled": true, "fill_price": 60.28, "fill_ts": "2026-06-09T09:32:06", "unfilled_reasons": [], "latest_reason": "paper_fill_at_ask1", "latest_reason_label": "按卖一价模拟成交", "trigger_price": 59.5, "exec_high": 60.39, "intraday_vwap": 58.9169, "quote_last": 60.28, "target_position_pct": 5.0, "target_amount": 49525.5, "sizing_reason": "position_sized_by_target_pct", "eod_price": 61.23, "unrealized_pnl_pct": 1.575978765759789, "position_pct_of_total": 4.933591306791342 }, { "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": "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": 144.05, "exec_high": 146.21, "intraday_vwap": 140.3746, "quote_last": 150.15, "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": "SHADOW_WATCH_BUY_WHEN_MARKET_GATE_FAILED", "status": "fixed_runtime_guard", "finding": "OBSERVE_ONLY + 盘中二次确认未通过时，观察池影子成交会污染“真实可买”复盘口径。", "evidence": "filled_watch_orders=1, market_gate=after_14:30_no_new_upgrade,active_leaders_not_positive_enough", "action": "已加执行前硬闸门：shadow_watch 只记录研究触发，不再生成成交；除非显式开启 override。" }, { "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": "hermes_deepseek_v4", "model": "deepseek-v4-pro", "available": true, "conclusion": "市场二次确认未通过（active 无一收红 + 14:30 后无升级），严格按 OBSERVE_ONLY 不应有真实买入。今日唯一成交「顺络电子」是 shadow_watch 观察池影子成交，属于已识别并已修复的执行缺陷。已有持仓「绿的谐波」收盘 +6.04% 浮盈，未见风控事件。整体账户 -0.71%，仓位 9.19%，远低于 NEUTRAL 60% 上限。", "fact_check": { "real_fills": [ { "ts": "2026-06-09T09:32:06", "symbol": "SZSE.002138", "name": "顺络电子", "scope": "conditional_watch", "paper_scope": "shadow_watch", "side": "BUY", "qty": 800, "price": 60.28, "amount": 48224.0, "trigger_price": 59.5, "exec_high": 60.39, "intraday_vwap": 58.9169, "price_vs_vwap_pct": 2.3136, "eod_price": 61.23, "unrealized_pnl_pct": 1.576, "sellable_qty": 0, "is_shadow_watch": true, "is_formal_active": false, "quality_flag": "positive_follow_through", "issues": [ "filled_before_09:35_cooling_window", "price_above_vwap_by_2.31pct", "market_gate_failed_during_observe_only" ] } ], "existing_positions": [ { "symbol": "SHSE.688017", "name": "绿的谐波", "quantity": 100, "sellable_qty": 100, "avg_cost": 398.71, "last_price": 422.8, "unrealized_pnl_pct": 6.042, "position_pct_of_total": 4.258, "is_new_entry_today": false, "today_triggered": false, "trigger_price": 450.2, "risk_event_today": false }, { "symbol": "SZSE.002138", "name": "顺络电子", "quantity": 800, "sellable_qty": 0, "avg_cost": 60.28, "last_price": 61.23, "unrealized_pnl_pct": 1.576, "position_pct_of_total": 4.934, "is_new_entry_today": true, "is_shadow_watch": true, "t1_locked": true } ], "market_gate": { "passed": false, "reason": "after_14:30_no_new_upgrade,active_leaders_not_positive_enough", "pool_up_ratio": 0.5714, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 1, "sample_total": 7, "active_samples": [ { "symbol": "SHSE.688017", "name": "绿的谐波", "ret_pct": -1.2726, "above_vwap": true } ] }, "account": { "total_value": 992867.0, "total_pnl_pct": -0.7133, "cash": 901603.0, "market_value": 91264.0, "unrealized_pnl": 3169.0, "position_pct": 9.19, "position_cap": 60.0, "regime": "NEUTRAL" }, "unfilled_signals": [ { "symbol": "SHSE.600522", "name": "中天科技", "status": "TOUCHED", "reason": "trigger_touched_but_above_exec_high", "trigger": 50.68, "exec_high": 51.44, "last": 53.66, "vwap": 51.44, "price_vs_vwap_pct": 4.32 }, { "symbol": "SHSE.600367", "name": "红星发展", "status": "TOUCHED", "reason": "trigger_touched_but_above_exec_high_and_energy_ratio_too_low", "trigger": 53.99, "exec_high": 54.8, "last": 55.45, "vwap": 52.46, "price_vs_vwap_pct": 5.7, "energy_ratio": 0.9792 }, { "symbol": "SHSE.603773", "name": "沃格光电", "status": "TOUCHED", "reason": "trigger_touched_but_above_exec_high", "trigger": 144.05, "exec_high": 146.21, "last": 150.15, "vwap": 140.37, "price_vs_vwap_pct": 6.96 }, { "symbol": "SZSE.002229", "name": "鸿博股份", "status": "OBSERVE", "reason": "waiting_trigger", "trigger": 15.08, "last": 14.58, "energy_amount_yi": 0.1998 }, { "symbol": "SHSE.600516", "name": "方大炭素", "status": "OBSERVE", "reason": "waiting_trigger", "trigger": 6.33, "last": 5.81, "energy_amount_yi": 0.2804 } ] }, "good_lessons": [ { "id": "EXEC_HIGH_GUARD_WORKED", "finding": "中天科技、红星发展、沃格光电盘中触发但超过 exec_high 未成交，Strict Gate 的追价上限正确阻止了高位追入。", "evidence": "3/6 conditional 票触发但超 exec_high，其中沃格光电偏离 VWAP +6.96%", "action": "保留 exec_high 约束；但需灰度观察 exec_high 是否偏紧（P1 待验证假设）" }, { "id": "MINUTE_ENERGY_FILTER_WORKED", "finding": "鸿博股份、方大炭素分钟能量严重不足（<0.3亿），分钟能量过滤器正确阻止了弱量假突破的成交。", "evidence": "鸿博 0.20亿，方大 0.28亿，均 < 0.5亿下限", "action": "保持现有分钟能量下限 0.5亿不变" }, { "id": "EXISTING_POSITION_RISK_CLEAN", "finding": "绿的谐波已有持仓浮盈 +6.04%，今日未触发任何风控事件，持仓风控系统运作正常。", "evidence": "risk_exit_signals=0, risk_exit_events=0，收盘价距止损线（~386.74）远", "action": "继续跟踪已有持仓风控执行" } ], "mistake_lessons": [ { "id": "SHADOW_WATCH_BUY_WHEN_MARKET_GATE_FAILED", "severity": "P0", "finding": "OBSERVE_ONLY + market_gate 未通过时，顺络电子 shadow_watch 仍生成了真实模拟成交，污染了「真实可买」复盘口径。", "evidence": "filled_watch_orders=1, market_gate_passed=false, trade_mode=OBSERVE_ONLY", "fix_status": "fixed_runtime_guard", "fix_detail": "已加执行前硬闸门：shadow_watch 只记录研究触发，不再生成成交；除非显式开启 override" }, { "id": "EARLY_MORNING_CHASE_BEFORE_09:35", "severity": "P1", "finding": "顺络电子在 09:32:06 成交，距开盘仅 2 分钟，高于 VWAP 2.31%。按生产纪律，9:35 前不追入的冷却规则应阻止此操作。", "evidence": "fill_ts=09:32:06, price_vs_vwap=+2.31%, cooling_window=09:35", "fix_status": "cooling_rule_added", "fix_detail": "已加 9:35 前冷却规则。本次成交发生在规则生效前，后续需验证冷却规则是否正确延迟早盘追入" }, { "id": "CONDITIONAL_PLAN_STANDARD_MAY_BE_TOO_WIDE", "severity": "P1", "finding": "鸿博股份、方大炭素全天未触发且分钟能量极弱（<0.3亿），conditional_plan 入选标准在弱市中可能偏宽。", "evidence": "2/6 conditional 全天无量未触发，energy < 0.3亿", "fix_status": "pending_gray_observation", "fix_detail": "下一版交易日计划中考虑提高 conditional 入选的流动性和结构要求；不基于单日修改规则" } ], "code_iterations_done": [ { "id": "SHADOW_WATCH_BUY_WHEN_MARKET_GATE_FAILED", "priority": "P0", "type": "execution_guard", "status": "implemented_and_tested", "decision": "OBSERVE_ONLY 的研究影子盘可记录触发，但市场二次确认未通过时不得写成模拟成交。", "files": [ "local_paper_runtime/src/local_paper_runtime/main.py", "local_paper_runtime/tests/test_shadow_watch_guards.py", "web_dashboard/assets/dashboard.js" ] }, { "id": "POSITION_SIZING_TARGET_PCT_ENABLED", "priority": "P1", "type": "position_sizing", "status": "preserved_monitoring", "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。", "files": [ "local_paper_runtime/src/local_paper_runtime/position_sizing.py", "scripts/start_local_paper_runtime_scheduled.sh" ] }, { "id": "WATCH_POOL_PAPER_ENTRY_EXISTS", "priority": "P1", "type": "signal_quality_tracking", "status": "preserved_monitoring", "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。继续记录 T+1/T+3 表现。", "files": [ "scripts/build_local_paper_learning_block.py", "web_dashboard/assets/dashboard.js" ] } ], "pending_rule_change_candidates": [ { "id": "EXEC_HIGH_CALIBRATION", "finding": "中天科技、沃格光电触发后超过 exec_high 未能成交，但收盘均大幅高于 exec_high。exec_high=trigger_price*(1+1.5%) 在强势突破中可能偏紧。", "evidence": "中天 exec_high=51.44, close=53.66 (+4.3%); 沃格 exec_high=146.21, close=150.15 (+2.7%)", "suggested_action": "灰度观察 5 个交易日以上 exec_high 偏紧导致的「应该成交但被拒」样本数。若累计 ≥3 例且次日均有正向跟随，可考虑将 conditional 票的 max_chase_pct 从 1.5% 调至 2.5%~3.0%。不基于单日修改。", "constraint": "必须在板块二波框架内；不能删掉 exec_high 保护；调宽仅限 conditional 级别" }, { "id": "CONDITIONAL_PLAN_LIQUIDITY_THRESHOLD", "finding": "2/6 conditional 票全天无量未触发（鸿博 0.20亿，方大 0.28亿），入选标准在弱市中偏宽。", "suggested_action": "考虑为 conditional_plan 增加最低日均成交额门槛（如 ≥1亿），或用前日 minute_energy 预筛选。", "constraint": "P1 灰度验证；需多日数据确认弱市 conditional 的有效命中率" } ], "next_validation_tasks": [ { "task": "持仓跟踪-绿的谐波", "detail": "sellable=100，关注止损/止盈/MA5跌破/尾盘转弱。若市场转暖且继续走强，检查是否触发加仓（trigger=450.20）。浮盈 +6.04% 是否需要移动止盈（P1 待讨论）。", "priority": "P0" }, { "task": "持仓跟踪-顺络电子", "detail": "T+1 锁仓明日解禁（sellable=800），记录 T+1 收盘盈亏。若触及止损 -3%（~58.47）必须执行卖出。", "priority": "P0" }, { "task": "验证 SHADOW_WATCH 闸门修复", "detail": "下次 market_gate 未通过时，确认观察池影子单只记录触发、不生成成交。", "priority": "P0" }, { "task": "验证 9:35 冷却规则", "detail": "如有信号在 9:30-9:35 触发，确认被正确延迟至 9:35 后再判断是否成交。", "priority": "P1" }, { "task": "exec_high 灰度观察", "detail": "记录触发后超过 exec_high 的标的次日表现，积累是否偏紧的证据。", "priority": "P1" }, { "task": "conditional 入选标准回顾", "detail": "鸿博股份、方大炭素全天无量未触发，下一版计划中是否需要提高 conditional 入选的流动性要求。", "priority": "P1" }, { "task": "动态总仓升降级检查", "detail": "若明日 market_gate 通过且 pool_up_ratio >60%，确认动态总仓是否从 NEUTRAL 60% 升至 WARM 75%。", "priority": "P1" }, { "task": "watch 样本 T+1 统计", "detail": "顺络电子 T+1 收盘盈亏加入观察池统计，为未来升档规则积累数据。", "priority": "P1" } ] }, "code_iteration_backlog": { "schema_version": "daily_code_iteration_backlog_v1", "trade_date": "20260609", "generated_at": "2026-06-09T20:48:40", "source_summary": "reports/json/20260609_agent_summary_v2.json", "source_learning": "reports/trading/local_paper_learning_20260609.json", "status": "no_immediate_code_fix", "open_count": 0, "code_change_open_count": 0, "gray_validate_count": 1, "preserve_count": 7, "covered_count": 8, "items": [ { "lesson_id": "EARLY_MORNING_CHASE_BEFORE_0935", "title": "9:35 前观察池尖峰不追入", "type": "execution_guard", "iteration_action": "preserve", "priority": "P0", "status": "implemented_and_tested", "evidence": "顺络电子 09:32 成交且高于 VWAP 2%+，后续必须先过冷却窗口。", "decision": "早盘 9:35 前观察池信号若显著高于 VWAP，只记录触发，不写成成交。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/main.py", "local_paper_runtime/tests/test_shadow_watch_guards.py", "local_paper_runtime/src/local_paper_runtime/feishu_notify.py", "web_dashboard/assets/dashboard.js" ], "next_action": "下次 9:30-9:35 触发时，验证页面和飞书显示为冷却/观察，而不是成交。" }, { "lesson_id": "SHADOW_WATCH_BUY_WHEN_MARKET_GATE_FAILED", "title": "市场闸门未过时观察池影子单不得成交", "type": "execution_guard", "iteration_action": "preserve", "priority": "P0", "status": "implemented_and_tested", "evidence": "market_gate=after_14:30_no_new_upgrade,active_leaders_not_positive_enough, filled_watch_orders=1", "decision": "OBSERVE_ONLY 的研究影子盘可记录触发，但市场二次确认未通过时不得写成模拟成交。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/main.py", "local_paper_runtime/tests/test_shadow_watch_guards.py", "web_dashboard/assets/dashboard.js" ], "next_action": "连续观察该规则是否减少弱市尖峰成交，同时保留 shadow/watch 的触发样本统计。" }, { "lesson_id": "CONDITIONAL_PLAN_STANDARD_MAY_BE_TOO_WIDE", "title": "conditional 入选标准偏宽需多日验证", "type": "strategy_gray_experiment", "iteration_action": "gray_validate", "priority": "P1", "status": "needs_multi_day_evidence", "evidence": "鸿博股份、方大炭素等 conditional 样本全天无量未触发，单日证据不足以改规则。", "decision": "不因一天无触发就删观察池；先统计 conditional 的成交率、能量不足率、T+N 表现，再决定是否提高流动性/结构门槛。", "code_paths": [ "scripts/build_next_day_trade_plan_input_v3.py", "scripts/apply_sector_binding_gate_v2_leader_aware.py", "scripts/build_local_paper_learning_block.py" ], "next_action": "建立 5-10 日 conditional 入选质量统计：无量未触发、触发超上沿、成交后 T+1/T+3。" }, { "lesson_id": "EXEC_HIGH_GUARD_WORKED", "title": "执行上沿阻止高位追价", "type": "execution_guard", "iteration_action": "preserve", "priority": "P1", "status": "implemented_monitoring", "evidence": "price_above_exec_high=0", "decision": "触发后价格超过执行上沿只记录 TOUCHED，不假设可以买入；防止强势日追在尖峰。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/signal_contract.py", "local_paper_runtime/src/local_paper_runtime/sim_broker.py", "web_dashboard/assets/dashboard.js" ], "next_action": "连续统计被 exec_high 拦截标的的 T+1/T+3 表现，判断执行上沿是否偏紧。" }, { "lesson_id": "EXISTING_POSITION_RISK_CLEAN", "title": "已有持仓风控正常也要沉淀", "type": "risk_control", "iteration_action": "preserve", "priority": "P1", "status": "implemented_monitoring", "evidence": "绿的谐波浮盈且未触发止损/MA5/尾盘转弱风控。", "decision": "好经验也要保留：持仓未触发风控时不乱卖，继续按 T+1、invalid、MA5 和尾盘弱势规则跟踪。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/position_risk_engine.py", "scripts/build_local_paper_learning_block.py", "web_dashboard/assets/dashboard.js" ], "next_action": "继续记录已有持仓的持仓天数、可卖数量、浮盈回撤和风控触发路径。" }, { "lesson_id": "MINUTE_ENERGY_CONFIRMATION", "title": "分钟K能量确认有效", "type": "execution_guard", "iteration_action": "preserve", "priority": "P1", "status": "implemented_monitoring", "evidence": "中钨高新 5分钟窗口 1.24亿 > 0.5亿门槛。", "decision": "继续保留分钟K能量确认；后续观察是否过严导致错过强趋势票。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/opportunity_state_machine.py", "local_paper_runtime/tests/test_minute_energy.py" ], "next_action": "日报继续统计每笔成交/未成交的 minute_energy.passed 与成交后表现。" }, { "lesson_id": "POSITION_SIZING_TARGET_PCT_ENABLED", "title": "目标仓位与动态总仓机制继续保留", "type": "position_sizing", "iteration_action": "preserve", "priority": "P1", "status": "preserved_monitoring", "evidence": "active=12.0%, watch=5.0%, single_cap=20.0%, total_cap=60.0%", "decision": "仓位不再固定 100 股；继续按行情温度、总仓和单票上限动态测算。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/position_sizer.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": "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。" } ] }, "gm_sector_coverage_audit": { "available": true, "source": "reports/audit/20260609_gm_sector_coverage_audit.json", "internet_hotspots_checked": [ "存储芯片", "光刻胶/光刻机", "MLCC", "国资云", "电力", "机器人" ], "coverage_summary": "6 个互联网热点中仅光刻胶/光刻机被系统完整覆盖并进入 near_triggered layer。其余 5 个方向在 GM evidence 链路中缺失或仅在 weak_tape 层。", "possible_reasons": [ "GM SDK 概念板块命名归一化差异", "这些方向尚未形成板块二波结构", "属于首日右侧爆发但结构未形成" ] }, "cross_verification": { "internet_vs_evidence": "free_internet_hotspot_notes 为空，本日无互联网热点交叉验证数据", "gm_coverage_audit": "6 个互联网热点中仅 1 个被完整覆盖" }, "v8_strict_gate": { "schema_version": "v8_strict_gate_v1", "available": true, "audit_path": "reports/v8/strategy_pick_audit_20260609.json", "v2_plan_path": "reports/trade_plan/20260609_next_day_trade_plan_sector_bound_v2_leader_aware_news.json", "regime_at_decision": "MIXED", "v8_summary": { "plans": 241, "v1_decision_count": { "observe_only": 143, "conditional_plan": 7, "active_candidate": 21, "conditional_only": 42, "risk_verify": 24, "forbidden": 4 }, "v2_decision_count": { "observe_only": 168, "conditional_plan": 42, "active_plan": 3, "forbidden": 28 }, "v8_reason_count": { "v8_no_uplift_no_downgrade": 215, "v8_whitelist_uplift_active_plan": 3, "v8_whitelist_uplift_conditional_plan": 5, "v8_huddle_uplift_conditional_plan": 18 }, "v8_whitelist_promoted": 8, "v8_huddle_promoted": 18, "v8_limit_head_promoted": 0, "v8_blacklist_blocked": 28, "v8_market_cap_downgrade": 0, "v2_tradable_active_count": 2, "v2_active_but_untradable_count": 1, "v2_active_count_alert": false }, "v2_raw_active_count": 3, "v2_raw_conditional_count": 42, "v2_excluded_count": 13, "v2_active_plans": [ { "symbol": "SHSE.600460", "name": "士兰微", "theme": "IGBT概念", "raw_theme": "IGBT概念", "theme_source": "v8_plan_sector_context", "role": "MID", "layer": "near_triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 34.86, "invalid_price": 34.164, "chase_ceiling": 38.19, "vwap_reference": 33.6546, "entry_zone": null, "price_fill": null, "prev_high": 34.86, "prev_close": 34.72, "ma5": 34.164, "ma20": 33.3145, "v8_decision_v2": "active_plan", "v8_in_whitelist": true, "v8_in_huddle": false, "v8_reasons": [ "v8_whitelist_uplift_active_plan" ], "v2_status": "v8_whitelist_leader_promoted", "v8_gate5_reason": "whitelist_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 8.06, "amount_yi": 28.08, "market_cap_yi": 577.77, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_above_vwap", "trend_quality": "mixed_but_above_ma5", "risk_flags": [] } }, { "symbol": "SZSE.300502", "name": "新易盛", "theme": "科技风格", "raw_theme": "科技风格", "theme_source": "v8_plan_sector_context", "role": "MID", "layer": "near_triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 795.0, "invalid_price": 763.384, "chase_ceiling": 942.88, "vwap_reference": 768.8741, "entry_zone": null, "price_fill": null, "prev_high": 795.0, "prev_close": 785.73, "ma5": 763.384, "ma20": 675.632, "v8_decision_v2": "active_plan", "v8_in_whitelist": true, "v8_in_huddle": false, "v8_reasons": [ "v8_whitelist_uplift_active_plan" ], "v2_status": "v8_whitelist_leader_promoted", "v8_gate5_reason": "whitelist_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 8.38, "amount_yi": 268.04, "market_cap_yi": 7039.26, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_above_vwap", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } } ], "v2_conditional_plans": [ { "symbol": "SZSE.300655", "name": "晶瑞电材", "theme": "光刻机(胶)", "raw_theme": "光刻机(胶)", "theme_source": "v8_plan_sector_context", "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 14.54, "invalid_price": 14.15, "chase_ceiling": 15.43, "vwap_reference": 14.54, "entry_zone": { "zone_low": 14.26, "zone_high": 14.71, "reference": 14.54 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 14.54, "zone_low": 14.26, "zone_high": 14.71 }, "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": 14.15, "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": 15.43, "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": "market_cap_yi>=100", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 8.55, "amount_yi": 10.53, "market_cap_yi": 167.81, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SZSE.300236", "name": "上海新阳", "theme": "光刻机(胶)", "raw_theme": "光刻机(胶)", "theme_source": "v8_plan_sector_context", "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 93.13, "invalid_price": 90.3, "chase_ceiling": 98.67, "vwap_reference": 93.13, "entry_zone": { "zone_low": 91.11, "zone_high": 94.35, "reference": 93.13 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 93.13, "zone_low": 91.11, "zone_high": 94.35 }, "trigger_condition": "回踩 VWAP 参考区后重新站回 VWAP；必须有日内承接，不使用集合竞价脑补。", "invalid_reference": { "type": "fail_reclaim_vwap_or_break_entry_zone_low", "price": 90.3, "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": 98.67, "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": "market_cap_yi>=100", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 9.07, "amount_yi": 15.4, "market_cap_yi": 266.85, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SHSE.688720", "name": "艾森股份", "theme": "光刻机(胶)", "raw_theme": "光刻机(胶)", "theme_source": "v8_plan_sector_context", "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 92.83, "invalid_price": 89.33, "chase_ceiling": 97.75, "vwap_reference": 92.83, "entry_zone": { "zone_low": 90.33, "zone_high": 94.32, "reference": 92.83 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 92.83, "zone_low": 90.33, "zone_high": 94.32 }, "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": 89.33, "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": 97.75, "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": 8.38, "amount_yi": 3.84, "market_cap_yi": 53.51, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SZSE.300706", "name": "阿石创", "theme": "OLED", "raw_theme": "OLED", "theme_source": "v8_plan_sector_context", "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 51.44, "invalid_price": 49.94, "chase_ceiling": 54.59, "vwap_reference": 51.44, "entry_zone": { "zone_low": 50.37, "zone_high": 52.08, "reference": 51.44 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 51.44, "zone_low": 50.37, "zone_high": 52.08 }, "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": 49.94, "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": 54.59, "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": 8.58, "amount_yi": 8.27, "market_cap_yi": 60.21, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SHSE.688729", "name": "屹唐股份", "theme": "科技风格", "raw_theme": "科技风格", "theme_source": "v8_plan_sector_context", "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 23.79, "invalid_price": 23.14, "chase_ceiling": 25.17, "vwap_reference": 23.79, "entry_zone": { "zone_low": 23.33, "zone_high": 24.07, "reference": 23.79 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 23.79, "zone_low": 23.33, "zone_high": 24.07 }, "trigger_condition": "回踩 VWAP 参考区后重新站回 VWAP；必须有日内承接，不使用集合竞价脑补。", "invalid_reference": { "type": "fail_reclaim_vwap_or_break_entry_zone_low", "price": 23.14, "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": 25.17, "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": 8.24, "amount_yi": 3.37, "market_cap_yi": 52.55, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SZSE.001389", "name": "广合科技", "theme": "科技风格", "raw_theme": "科技风格", "theme_source": "v8_plan_sector_context", "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 185.59, "invalid_price": 180.62, "chase_ceiling": 194.93, "vwap_reference": 185.59, "entry_zone": { "zone_low": 182.04, "zone_high": 187.71, "reference": 185.59 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 185.59, "zone_low": 182.04, "zone_high": 187.71 }, "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": 180.62, "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": 194.93, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_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": 7.77, "amount_yi": 18.45, "market_cap_yi": 287.77, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SZSE.300475", "name": "香农芯创", "theme": "科技风格", "raw_theme": "科技风格", "theme_source": "v8_plan_sector_context", "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 166.84, "invalid_price": 161.79, "chase_ceiling": 178.5, "vwap_reference": 166.84, "entry_zone": { "zone_low": 163.23, "zone_high": 169.0, "reference": 166.84 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 166.84, "zone_low": 163.23, "zone_high": 169.0 }, "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": 161.79, "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": 178.5, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ 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"BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 58.19, "invalid_price": 56.356, "chase_ceiling": 69.48, "vwap_reference": 55.5046, "entry_zone": null, "price_fill": null, "prev_high": 58.19, "prev_close": 57.9, "ma5": 56.356, "ma20": 57.2735, "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": 8.86, "amount_yi": 10.82, "market_cap_yi": 503.1, "recent_limit_count": 1.0, "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": [] } }, { "symbol": "SZSE.003031", "name": "中瓷电子", "theme": "IGBT概念", "raw_theme": "IGBT概念", "theme_source": 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"SZSE.300623", "name": "捷捷微电", "theme": "IGBT概念", "raw_theme": "IGBT概念", "theme_source": "v8_plan_sector_context", "role": "MID", "layer": "near_triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 33.15, "invalid_price": 32.498, "chase_ceiling": 39.53, "vwap_reference": 32.0487, "entry_zone": null, "price_fill": null, "prev_high": 33.15, "prev_close": 32.94, "ma5": 32.498, "ma20": 33.3715, "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": 7.02, "amount_yi": 9.9, "market_cap_yi": 252.77, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_above_vwap", "trend_quality": "mixed_but_above_ma5", "risk_flags": [] } }, { "symbol": "SHSE.603936", "name": "博敏电子", "theme": "IGBT概念", "raw_theme": "IGBT概念", "theme_source": "v8_plan_sector_context", "role": "MID", "layer": "near_triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 21.94, "invalid_price": 21.442, "chase_ceiling": 23.97, "vwap_reference": 21.4913, "entry_zone": null, "price_fill": null, "prev_high": 21.94, "prev_close": 21.79, "ma5": 21.442, "ma20": 22.2955, "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": "recent_limit_count>=2", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 5.78, "amount_yi": 9.2, "market_cap_yi": 137.36, "recent_limit_count": 3.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_above_vwap", "trend_quality": "mixed_but_above_ma5", "risk_flags": [] } }, { "symbol": "SZSE.002371", "name": "北方华创", "theme": "氮化镓", "raw_theme": "氮化镓", "theme_source": "v8_plan_sector_context", "role": "MID", "layer": "structure_watch_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 619.8, "invalid_price": 609.608, "chase_ceiling": 678.81, "vwap_reference": 608.8286, "entry_zone": null, "price_fill": null, "prev_high": 619.8, "prev_close": 617.1, "ma5": 609.608, "ma20": 624.7935, "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": 5.35, "amount_yi": 62.1, "market_cap_yi": 4469.37, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_above_vwap", "trend_quality": "mixed_but_above_ma5", "risk_flags": [] } }, { "symbol": "SHSE.603823", "name": "百合花", "theme": "光刻机(胶)", "raw_theme": "光刻机(胶)", "theme_source": "v8_plan_sector_context", "role": "MID", "layer": "near_triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 35.53, "invalid_price": 30.66, "chase_ceiling": 38.81, "vwap_reference": 33.4457, "entry_zone": null, "price_fill": null, "prev_high": 35.53, "prev_close": 35.28, "ma5": 30.66, "ma20": 25.849, "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": "recent_limit_count>=2", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 8.29, "amount_yi": 11.54, "market_cap_yi": 146.89, "recent_limit_count": 5.0, "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" ] } }, { "symbol": "SZSE.300700", "name": "岱勒新材", "theme": "光刻机(胶)", "raw_theme": "光刻机(胶)", "theme_source": "v8_plan_sector_context", "role": "MID", "layer": "near_triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 21.7, "invalid_price": 20.486, "chase_ceiling": 25.93, "vwap_reference": 21.0511, "entry_zone": null, "price_fill": null, "prev_high": 21.7, "prev_close": 21.61, "ma5": 20.486, "ma20": 19.75, "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": 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"active_positive_min": 1, "active_above_vwap": 1, "active_total": 1, "sample_total": 7, "active_samples": [ { "symbol": "SHSE.688017", "name": "绿的谐波", "ret_pct": -1.2726, "above_vwap": true } ] }, "account": { "total_value": 992867.0, "total_pnl_pct": -0.7133, "cash": 901603.0, "market_value": 91264.0, "unrealized_pnl": 3169.0, "position_pct": 9.19, "position_cap": 60.0, "regime": "NEUTRAL" }, "unfilled_signals": [ { "symbol": "SHSE.600522", "name": "中天科技", "status": "TOUCHED", "reason": "trigger_touched_but_above_exec_high", "trigger": 50.68, "exec_high": 51.44, "last": 53.66, "vwap": 51.44, "price_vs_vwap_pct": 4.32 }, { "symbol": "SHSE.600367", "name": "红星发展", "status": "TOUCHED", "reason": "trigger_touched_but_above_exec_high_and_energy_ratio_too_low", "trigger": 53.99, "exec_high": 54.8, "last": 55.45, "vwap": 52.46, "price_vs_vwap_pct": 5.7, "energy_ratio": 0.9792 }, { "symbol": "SHSE.603773", "name": "沃格光电", "status": "TOUCHED", "reason": "trigger_touched_but_above_exec_high", "trigger": 144.05, "exec_high": 146.21, "last": 150.15, "vwap": 140.37, "price_vs_vwap_pct": 6.96 }, { "symbol": "SZSE.002229", "name": "鸿博股份", "status": "OBSERVE", "reason": "waiting_trigger", "trigger": 15.08, "last": 14.58, "energy_amount_yi": 0.1998 }, { "symbol": "SHSE.600516", "name": "方大炭素", "status": "OBSERVE", "reason": "waiting_trigger", "trigger": 6.33, "last": 5.81, "energy_amount_yi": 0.2804 } ] }, "good_lessons": [ { "id": "EXEC_HIGH_GUARD_WORKED", "finding": "中天科技、红星发展、沃格光电盘中触发但超过 exec_high 未成交，Strict Gate 的追价上限正确阻止了高位追入。", "evidence": "3/6 conditional 票触发但超 exec_high，其中沃格光电偏离 VWAP +6.96%", "action": "保留 exec_high 约束；但需灰度观察 exec_high 是否偏紧（P1 待验证假设）" }, { "id": "MINUTE_ENERGY_FILTER_WORKED", "finding": "鸿博股份、方大炭素分钟能量严重不足（<0.3亿），分钟能量过滤器正确阻止了弱量假突破的成交。", "evidence": "鸿博 0.20亿，方大 0.28亿，均 < 0.5亿下限", "action": "保持现有分钟能量下限 0.5亿不变" }, { "id": "EXISTING_POSITION_RISK_CLEAN", "finding": "绿的谐波已有持仓浮盈 +6.04%，今日未触发任何风控事件，持仓风控系统运作正常。", "evidence": "risk_exit_signals=0, risk_exit_events=0，收盘价距止损线（~386.74）远", "action": "继续跟踪已有持仓风控执行" } ], "mistake_lessons": [ { "id": "SHADOW_WATCH_BUY_WHEN_MARKET_GATE_FAILED", "severity": "P0", "finding": "OBSERVE_ONLY + market_gate 未通过时，顺络电子 shadow_watch 仍生成了真实模拟成交，污染了「真实可买」复盘口径。", "evidence": "filled_watch_orders=1, market_gate_passed=false, trade_mode=OBSERVE_ONLY", "fix_status": "fixed_runtime_guard", "fix_detail": "已加执行前硬闸门：shadow_watch 只记录研究触发，不再生成成交；除非显式开启 override" }, { "id": "EARLY_MORNING_CHASE_BEFORE_09:35", "severity": "P1", "finding": "顺络电子在 09:32:06 成交，距开盘仅 2 分钟，高于 VWAP 2.31%。按生产纪律，9:35 前不追入的冷却规则应阻止此操作。", "evidence": "fill_ts=09:32:06, price_vs_vwap=+2.31%, cooling_window=09:35", "fix_status": "cooling_rule_added", "fix_detail": "已加 9:35 前冷却规则。本次成交发生在规则生效前，后续需验证冷却规则是否正确延迟早盘追入" }, { "id": "CONDITIONAL_PLAN_STANDARD_MAY_BE_TOO_WIDE", "severity": "P1", "finding": "鸿博股份、方大炭素全天未触发且分钟能量极弱（<0.3亿），conditional_plan 入选标准在弱市中可能偏宽。", "evidence": "2/6 conditional 全天无量未触发，energy < 0.3亿", "fix_status": "pending_gray_observation", "fix_detail": "下一版交易日计划中考虑提高 conditional 入选的流动性和结构要求；不基于单日修改规则" } ], "code_iterations_done": [ { "id": "SHADOW_WATCH_BUY_WHEN_MARKET_GATE_FAILED", "priority": "P0", "type": "execution_guard", "status": "implemented_and_tested", "decision": "OBSERVE_ONLY 的研究影子盘可记录触发，但市场二次确认未通过时不得写成模拟成交。", "files": [ "local_paper_runtime/src/local_paper_runtime/main.py", "local_paper_runtime/tests/test_shadow_watch_guards.py", "web_dashboard/assets/dashboard.js" ] }, { "id": "POSITION_SIZING_TARGET_PCT_ENABLED", "priority": "P1", "type": "position_sizing", "status": "preserved_monitoring", "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。", "files": [ "local_paper_runtime/src/local_paper_runtime/position_sizing.py", "scripts/start_local_paper_runtime_scheduled.sh" ] }, { "id": "WATCH_POOL_PAPER_ENTRY_EXISTS", "priority": "P1", "type": "signal_quality_tracking", "status": "preserved_monitoring", "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。继续记录 T+1/T+3 表现。", "files": [ "scripts/build_local_paper_learning_block.py", "web_dashboard/assets/dashboard.js" ] } ], "pending_rule_change_candidates": [ { "id": "EXEC_HIGH_CALIBRATION", "finding": "中天科技、沃格光电触发后超过 exec_high 未能成交，但收盘均大幅高于 exec_high。exec_high=trigger_price*(1+1.5%) 在强势突破中可能偏紧。", "evidence": "中天 exec_high=51.44, close=53.66 (+4.3%); 沃格 exec_high=146.21, close=150.15 (+2.7%)", "suggested_action": "灰度观察 5 个交易日以上 exec_high 偏紧导致的「应该成交但被拒」样本数。若累计 ≥3 例且次日均有正向跟随，可考虑将 conditional 票的 max_chase_pct 从 1.5% 调至 2.5%~3.0%。不基于单日修改。", "constraint": "必须在板块二波框架内；不能删掉 exec_high 保护；调宽仅限 conditional 级别" }, { "id": "CONDITIONAL_PLAN_LIQUIDITY_THRESHOLD", "finding": "2/6 conditional 票全天无量未触发（鸿博 0.20亿，方大 0.28亿），入选标准在弱市中偏宽。", "suggested_action": "考虑为 conditional_plan 增加最低日均成交额门槛（如 ≥1亿），或用前日 minute_energy 预筛选。", "constraint": "P1 灰度验证；需多日数据确认弱市 conditional 的有效命中率" } ], "next_validation_tasks": [ { "task": "持仓跟踪-绿的谐波", "detail": "sellable=100，关注止损/止盈/MA5跌破/尾盘转弱。若市场转暖且继续走强，检查是否触发加仓（trigger=450.20）。浮盈 +6.04% 是否需要移动止盈（P1 待讨论）。", "priority": "P0" }, { "task": "持仓跟踪-顺络电子", "detail": "T+1 锁仓明日解禁（sellable=800），记录 T+1 收盘盈亏。若触及止损 -3%（~58.47）必须执行卖出。", "priority": "P0" }, { "task": "验证 SHADOW_WATCH 闸门修复", "detail": "下次 market_gate 未通过时，确认观察池影子单只记录触发、不生成成交。", "priority": "P0" }, { "task": "验证 9:35 冷却规则", "detail": "如有信号在 9:30-9:35 触发，确认被正确延迟至 9:35 后再判断是否成交。", "priority": "P1" }, { "task": "exec_high 灰度观察", "detail": "记录触发后超过 exec_high 的标的次日表现，积累是否偏紧的证据。", "priority": "P1" }, { "task": "conditional 入选标准回顾", "detail": "鸿博股份、方大炭素全天无量未触发，下一版计划中是否需要提高 conditional 入选的流动性要求。", "priority": "P1" }, { "task": "动态总仓升降级检查", "detail": "若明日 market_gate 通过且 pool_up_ratio >60%，确认动态总仓是否从 NEUTRAL 60% 升至 WARM 75%。", "priority": "P1" }, { "task": "watch 样本 T+1 统计", "detail": "顺络电子 T+1 收盘盈亏加入观察池统计，为未来升档规则积累数据。", "priority": "P1" } ] } }