{ "trade_date": "2026-06-11", "next_trade_date": "2026-06-12", "source": "hermes_deepseek_v4_manual_with_project_skills", "report_generation": { "source": "hermes_deepseek_v4", "model": "deepseek-v4-pro", "provider": "custom", "manifest": "reports/hermes_runs/20260611/hermes_writer_manifest.json", "fallback_used": true, "status": "theme_structure_overlay_after_hermes_retry_402", "previous_source": "hermes_deepseek_v4_manual_with_project_skills", "annotated_at": "2026-06-11T19:58:41", "note": "Hermes/DeepSeek V4 wrote the daily report artifacts.", "theme_structure_overlay_applied": true, "theme_structure_overlay_at": "2026-06-11T21:19:11", "hermes_retry_note": "Latest Hermes retry returned HTTP 402; theme overlay applied deterministically from verified local data." }, "external_context_quality": "partial", "external_context_v2_shadow_quality": "partial_from_strict_v1", "external_context_summary": "5 events collected (1 market_outlook, 4 policy/company), covering only 2/18 system themes (半导体材料设备链, 中芯概念). Quality limited by compact search scope, not full-market, not morning context. Risk flags include 昊华科技/雅克科技 abnormal volatility notices, 兴福电子 NDRC phase II reduction.", "regime": { "market_risk_regime": { "regime": "WEAK", "subtype": "RISK_OFF", "score": 27, "level": "弱市环境，主线机会需要明显降级", "source": "evidence_pack.market.market_risk_regime" }, "theme_opportunity_regime": { "regime": "MIXED", "subtype": "DEFENSIVE_ROTATION", "score": 75.0, "level": "全市场偏弱，但局部防守资源线存在可观察主线", "source": "evidence_pack.market.theme_opportunity_regime" }, "trade_mode": { "regime": "SELECTIVE_DEFENSIVE_ONLY", "source": "evidence_pack.market.trade_mode" }, "regime_mode_conflict": { "enabled": false, "note": "No conflict: WEAK market with SELECTIVE_DEFENSIVE_ONLY mode is consistent." } }, "strict_plan_counts": { "pre_strict": { "active_plan": 24, "conditional_plan": 6 }, "post_strict": { "active_plan": 8, "conditional_plan": 1, "observe_only": 21 }, "strict_gate_steps": { "strict_triggered_active_pass": 8, "strict_near_triggered_conditional": 1, "strict_structure_watch_to_observe": 16, "strict_triggered_insufficient_to_observe": 2, "strict_tail_observe_only": 2, "strict_unknown_layer_to_observe": 1 } }, "market_summary": { "regime": "WEAK", "regime_subtype": "RISK_OFF", "regime_score": 27, "regime_level": "弱市环境，主线机会需要明显降级", "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": "WEAK", "subtype": "RISK_OFF", "score": 27, "level": "弱市环境，主线机会需要明显降级", "reasons": [ "上涨家数占比25.98%，市场宽度偏低", "跌停35只，亏钱效应明显", "主要指数平均跌幅约-0.56%，指数层偏弱", "创业板指跌幅-1.13%，成长风格承压", "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25371亿，流动性绝对水平较高" ] }, "theme_opportunity_regime": { "regime": "MIXED", "subtype": "DEFENSIVE_ROTATION", "score": 75.0, "score_meaning": "局部主题机会存在度，不代表全市场可进攻强度；全市场风险应优先读取 market_risk_regime。", "level": "全市场偏弱，但局部防守资源线存在可观察主线", "reasons": [ "涨停70只，局部情绪仍有活跃度", "能源资源链处于强势主题前列，呈现防守资源方向的局部主线" ] }, "trade_mode": "SELECTIVE_DEFENSIVE_ONLY", "data_quality": "OK", "indices": { "shanghai": { "symbol": "SHSE.000001", "name": "上证指数", "ret_pct": -0.16, "close": 3987.01, "amount_yi": 11855.55 }, "shenzhen": { "symbol": "SZSE.399001", "name": "深证成指", "ret_pct": -0.68, "close": 14851.98, "amount_yi": 13664.67 }, "chinext": { "symbol": "SZSE.399006", "name": "创业板指", "ret_pct": -1.13, "close": 3811.25, "amount_yi": 6542.81 }, "csi300": { "symbol": "SHSE.000300", "name": "沪深300", "ret_pct": -0.55, "close": 4722.41, "amount_yi": 6539.32 }, "csi500": { "symbol": "SHSE.000905", "name": "中证500", "ret_pct": -0.35, "close": 8035.78, "amount_yi": 5126.99 }, "csi1000": { "symbol": "SHSE.000852", "name": "中证1000", "ret_pct": -0.48, "close": 8159.45, "amount_yi": 5770.81 }, "bse50": { "symbol": "BJSE.899050", "name": "北证50", "ret_pct": null, "close": null, "amount_yi": null } }, "breadth_detail": { "up_count": 1298, "down_count": 3626, "flat_count": 72, "total_count": 4996, "up_ratio": 0.2598, "down_ratio": 0.7258, "avg_ret_pct": -0.9436, "median_ret_pct": -1.3615 }, "return_distribution": { "up_0_1_count": 420, "up_1_3_count": 463, "up_3_5_count": 167, "up_5_9_count": 141, "up_9_plus_count": 107, "limit_up_count": 70, "down_0_1_count": 750, "down_1_3_count": 1927, "down_3_5_count": 660, "down_5_9_count": 235, "down_9_plus_count": 54, "limit_down_count": 35 }, "limit_activity": { "limit_up_count": 70, "limit_down_count": 35, "limit_up_down_ratio": 2.0 }, "limit_ladder": { "max_consecutive_limit_up": 3, "ladder": [ { "days": 3, "stocks": [ { "symbol": "SHSE.600500", "name": "中化国际", "ret_pct": 10.08, "amount_yi": 2.8, "consecutive_limit_up": 3 }, { "symbol": "SZSE.002971", "name": "和远气体", "ret_pct": 10.01, "amount_yi": 12.49, "consecutive_limit_up": 3 }, { "symbol": "SZSE.000048", "name": "京基智农", "ret_pct": 9.98, "amount_yi": 5.6, "consecutive_limit_up": 3 }, { "symbol": "SHSE.603065", "name": "宿迁联盛", "ret_pct": 9.96, "amount_yi": 1.59, "consecutive_limit_up": 3 } ] }, { "days": 2, "stocks": [ { "symbol": "SZSE.002119", "name": "康强电子", "ret_pct": 10.01, "amount_yi": 16.76, "consecutive_limit_up": 2 }, { "symbol": "SZSE.002409", "name": "雅克科技", "ret_pct": 10.0, "amount_yi": 75.05, "consecutive_limit_up": 2 }, { "symbol": "SHSE.600378", "name": "昊华科技", "ret_pct": 10.0, "amount_yi": 50.58, "consecutive_limit_up": 2 }, { "symbol": "SZSE.002165", "name": "红宝丽", "ret_pct": 10.0, "amount_yi": 13.67, "consecutive_limit_up": 2 }, { "symbol": "SHSE.600665", "name": "天地源", "ret_pct": 10.0, "amount_yi": 1.44, "consecutive_limit_up": 2 }, { "symbol": "SHSE.600178", "name": "东安动力", "ret_pct": 9.99, "amount_yi": 2.07, "consecutive_limit_up": 2 }, { "symbol": "SHSE.603155", "name": "新亚强", "ret_pct": 9.98, "amount_yi": 9.18, "consecutive_limit_up": 2 } ] } ], "ladder_state": "HAS_MID_BOARD" }, "liquidity": { "market_amount_yi": 25370.5, "prev_market_amount_yi": 26025.17, "amount_change_yi": -654.66, "amount_change_pct": -2.52, "amount_ma5_yi": 27570.31, "amount_ma20_yi": 30014.66, "amount_ratio5": 0.9202, "amount_ratio20": 0.8453, "amount_percentile_60d": 0.2889, "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": 11657.07, "down_amount_yi": 13581.24, "flat_amount_yi": 132.2, "up_amount_ratio": 0.4595, "down_amount_ratio": 0.5353, "strong_up_amount_yi": 5501.39, "strong_down_amount_yi": 5435.6, "bias": "BALANCED" }, "sector_heat": { "near_triggered_count": 2, "structure_watch_count": 6, "weak_tape_structure_count": 8, "top_rising_business_sectors": [ { "sector_name": "中芯概念", "theme_cluster": "中芯概念", "state": "NEAR_TRIGGERED", "sector_ret_pct": 4.09, "sector_rank_today": 1, "tape_quality": "STRONG", "limit_up_count": 7, "mid_count": 13, "tail_count": 6, "report_score": 161.43 }, { "sector_name": "氟化工概念", "theme_cluster": "氟化工概念", "state": "TRIGGERED", "sector_ret_pct": 3.74, "sector_rank_today": 2, "tape_quality": "STRONG", "limit_up_count": 4, "mid_count": 4, "tail_count": 4, "report_score": 120.59 }, { "sector_name": "光刻机(胶)", "theme_cluster": "光刻机(胶)", "state": "TRIGGERED", "sector_ret_pct": 2.75, "sector_rank_today": 3, "tape_quality": "STRONG", "limit_up_count": 6, "mid_count": 18, "tail_count": 8, "report_score": 161.94 }, { "sector_name": "尾气治理", "theme_cluster": "尾气治理", "state": "STRUCTURE_WATCH", "sector_ret_pct": 2.32, "sector_rank_today": 4, "tape_quality": "STRONG", "limit_up_count": 5, "mid_count": 3, "tail_count": 3, "report_score": 105.74 }, { "sector_name": "磷化工", "theme_cluster": "磷化工", "state": "STRUCTURE_WATCH", "sector_ret_pct": 2.28, "sector_rank_today": 5, "tape_quality": "OK", "limit_up_count": 4, "mid_count": 3, "tail_count": 5, "report_score": 97.53 }, { "sector_name": "锂矿概念", "theme_cluster": "锂矿概念", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 2.07, "sector_rank_today": 6, "tape_quality": "STRONG", "limit_up_count": 1, "mid_count": 6, "tail_count": 7, "report_score": 75.68 }, { "sector_name": "题材股", "theme_cluster": "题材股", "state": "MARKET_LEADER_NO_SIGNAL", "sector_ret_pct": 1.76, "sector_rank_today": 7, "tape_quality": "OK", "limit_up_count": 8, "mid_count": 3, "tail_count": 1, "report_score": 127.58 }, { "sector_name": "稀缺资源", "theme_cluster": "稀缺资源", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.73, "sector_rank_today": 8, "tape_quality": "OK", "limit_up_count": 6, "mid_count": 5, "tail_count": 5, "report_score": 110.5 }, { "sector_name": "小金属概念", "theme_cluster": "小金属概念", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.67, "sector_rank_today": 9, "tape_quality": "STRONG", "limit_up_count": 9, "mid_count": 10, "tail_count": 10, "report_score": 142.68 }, { "sector_name": "存储芯片", "theme_cluster": "半导体材料设备", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.4, "sector_rank_today": 10, "tape_quality": "STRONG", "limit_up_count": 5, "mid_count": 14, "tail_count": 7, "report_score": 137.8 } ], "top_falling_business_sectors": [ { "sector_name": "算力概念", "theme_cluster": "AI算力基础设施", "state": "NO_OUTPUT", "sector_ret_pct": -2.39, "sector_rank_today": 218, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 4, "tail_count": 6, "report_score": 17.43 }, { "sector_name": "虚拟现实", "theme_cluster": "虚拟现实", "state": "NO_OUTPUT", "sector_ret_pct": -2.34, "sector_rank_today": 214, "tape_quality": "WEAK", "limit_up_count": 1, "mid_count": 5, "tail_count": 4, "report_score": 6.36 }, { "sector_name": "数据中心", "theme_cluster": "AI算力基础设施", "state": "NO_OUTPUT", "sector_ret_pct": -2.21, "sector_rank_today": 206, "tape_quality": "WEAK", "limit_up_count": 4, "mid_count": 3, "tail_count": 4, "report_score": 27.2 }, { "sector_name": "机器人概念", "theme_cluster": "机器人智能制造", "state": "NO_OUTPUT", "sector_ret_pct": -1.68, "sector_rank_today": 180, "tape_quality": "WEAK", "limit_up_count": 6, "mid_count": 14, "tail_count": 15, "report_score": 89.7 }, { "sector_name": "低空经济", "theme_cluster": "卫星军工信息化", "state": "NO_OUTPUT", "sector_ret_pct": -1.66, "sector_rank_today": 179, "tape_quality": "WEAK", "limit_up_count": 3, "mid_count": 5, "tail_count": 7, "report_score": 31.59 }, { "sector_name": "无人驾驶", "theme_cluster": "无人驾驶", "state": "NO_OUTPUT", "sector_ret_pct": -1.41, "sector_rank_today": 157, "tape_quality": "WEAK", "limit_up_count": 3, "mid_count": 7, "tail_count": 9, "report_score": 60.58 }, { "sector_name": "储能概念", "theme_cluster": "新能源电力链", "state": "NO_OUTPUT", "sector_ret_pct": -1.11, "sector_rank_today": 117, "tape_quality": "WEAK", "limit_up_count": 7, "mid_count": 9, "tail_count": 9, "report_score": 84.11 }, { "sector_name": "碳交易", "theme_cluster": "碳交易", "state": "NO_OUTPUT", "sector_ret_pct": -0.98, "sector_rank_today": 103, "tape_quality": "WEAK", "limit_up_count": 2, "mid_count": 3, "tail_count": 6, "report_score": 8.23 }, { "sector_name": "趋势股", "theme_cluster": "趋势股", "state": "NO_OUTPUT", "sector_ret_pct": -0.92, "sector_rank_today": 97, "tape_quality": "WEAK", "limit_up_count": 6, "mid_count": 13, "tail_count": 6, "report_score": 118.3 }, { "sector_name": "智能家居", "theme_cluster": "智能家居", "state": "NO_OUTPUT", "sector_ret_pct": -0.92, "sector_rank_today": 96, "tape_quality": "WEAK", "limit_up_count": 3, "mid_count": 6, "tail_count": 7, "report_score": 52.57 } ], "top_theme_clusters": [ { "theme_cluster": "半导体材料设备", "count": 1 }, { "theme_cluster": "中芯概念", "count": 1 }, { "theme_cluster": "小金属概念", "count": 1 }, { "theme_cluster": "OLED", "count": 1 }, { "theme_cluster": "稀缺资源", "count": 1 }, { "theme_cluster": "尾气治理", "count": 1 }, { "theme_cluster": "磷化工", "count": 1 }, { "theme_cluster": "AI光通信链", "count": 1 } ], "weak_theme_clusters": [ { "theme_cluster": "电池技术", "count": 1 }, { "theme_cluster": "卫星军工信息化", "count": 1 }, { "theme_cluster": "新能源电力链", "count": 1 }, { "theme_cluster": "核能核电", "count": 1 }, { "theme_cluster": "固态电池", "count": 1 }, { "theme_cluster": "LED概念", "count": 1 }, { "theme_cluster": "光纤概念", "count": 1 }, { "theme_cluster": "风能", "count": 1 } ] }, "style_rotation": { "type": "DEFENSIVE_ROTATION", "from": "HIGH_POSITION_TECH_OR_GROWTH", "to": "DEFENSIVE_RESOURCE", "confidence": "MEDIUM", "reasons": [ "能源资源类主题位于强势主题前列", "全市场广度偏低，资金更可能偏向防守确定性" ] }, "external_context": { "available": false, "source": "D:\\sector_wave_agent\\manual_context_2026-06-11.json", "overnight_events": [], "policy_events": [], "key_levels": {}, "review_watchpoints": [] }, "risk_flags": [ "LOW_BREADTH", "LIMIT_DOWN_PRESSURE", "INDEX_WEAKNESS", "GROWTH_STYLE_WEAK", "LIQUIDITY_SHRINKING" ], "support_flags": [ "LIMIT_UP_COUNT_OK", "HIGH_MARKET_AMOUNT", "HAS_NEAR_TRIGGERED_THEME", "ENERGY_RESOURCE_THEME_ACTIVE" ], "missing_fields": [ "index_bse50", "manual_context" ], "regime_reasons": [ "上涨家数占比25.98%，市场宽度偏低", "跌停35只，亏钱效应明显", "主要指数平均跌幅约-0.56%，指数层偏弱", "创业板指跌幅-1.13%，成长风格承压", "成交额较前期收缩，流动性不是放量普涨状态", "涨停70只，局部情绪仍有活跃度", "全市场成交额约25371亿，流动性绝对水平较高", "能源资源链处于强势主题前列，呈现防守资源方向的局部主线" ], "index_ret_pct": -0.16, "breadth": 0.2598, "limit_up_count": 70, "limit_down_count": 35, "market_amount_yi": 25370.5 }, "theme_summary": { "triggered": [ { "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": 141.64, "adjusted_heat_score": 98.55, "state": "TRIGGERED", "sector_ret_pct": 2.75, "sector_amount_yi": 1438.35, "amount_ratio5": 1.297, "sector_rank_today": 3, "near_previous_high": true, "distance_to_previous_high": 0.0014, "next_day_gap_risk": true, "ohlc": { "open": 134.4594, "high": 141.8875, "low": 131.8624, "close": 138.6546, "close_location": 0.6775, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "SECTOR_SECOND_WAVE_TRIGGERED", "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "VOLUME_EXPANSION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 6, "front_only_count": 3, "front_count": 9, "head_count": 6, "mid_count": 18, "tail_count": 8 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 161.94, "stocks": [ { "symbol": "SHSE.688268", "name": "华特气体", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 36.4, "turnover": null, "market_cap_yi": 292.16, "amount_to_mcap_pct": 12.458, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688167", "name": "炬光科技", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 18.22, "turnover": null, "market_cap_yi": 440.99, "amount_to_mcap_pct": 4.131, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603324", "name": "盛剑科技", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 1.77, "turnover": null, "market_cap_yi": 49.96, "amount_to_mcap_pct": 3.54, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002409", "name": "雅克科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 75.05, "turnover": null, "market_cap_yi": 429.4, "amount_to_mcap_pct": 17.477, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600353", "name": "旭光电子", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 30.16, "turnover": null, "market_cap_yi": 248.15, "amount_to_mcap_pct": 12.154, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603155", "name": "新亚强", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 9.18, "turnover": null, "market_cap_yi": 79.33, "amount_to_mcap_pct": 11.575, "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": 19.96, "amount_yi": 50.36, "turnover": null, "market_cap_yi": 177.09, "amount_to_mcap_pct": 28.439, "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.688146", "name": "中船特气", "role": "FRONT", "ret_pct": 19.79, "amount_yi": 67.25, "turnover": null, "market_cap_yi": 507.11, "amount_to_mcap_pct": 13.261, "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": "FRONT", "ret_pct": 9.84, "amount_yi": 12.61, "turnover": null, "market_cap_yi": 177.5, "amount_to_mcap_pct": 7.103, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.000422", "name": "湖北宜化", "role": "MID", "ret_pct": 8.99, "amount_yi": 9.33, "turnover": null, "market_cap_yi": 148.73, "amount_to_mcap_pct": 6.271, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300346", "name": "南大光电", "role": "MID", "ret_pct": 8.08, "amount_yi": 82.15, "turnover": null, "market_cap_yi": 437.61, "amount_to_mcap_pct": 18.773, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603650", "name": "彤程新材", "role": "MID", "ret_pct": 7.58, "amount_yi": 34.76, "turnover": null, "market_cap_yi": 395.11, "amount_to_mcap_pct": 8.797, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603738", "name": "泰晶科技", "role": "MID", "ret_pct": 7.5, "amount_yi": 30.03, "turnover": null, "market_cap_yi": 181.52, "amount_to_mcap_pct": 16.545, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688720", "name": "艾森股份", "role": "MID", "ret_pct": 7.13, "amount_yi": 7.04, "turnover": null, "market_cap_yi": 57.68, "amount_to_mcap_pct": 12.201, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000969", "name": "安泰科技", "role": "MID", "ret_pct": 6.92, "amount_yi": 15.34, "turnover": null, "market_cap_yi": 231.6, "amount_to_mcap_pct": 6.622, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.605588", "name": "冠石科技", "role": "MID", "ret_pct": 6.7, "amount_yi": 2.69, "turnover": null, "market_cap_yi": 40.88, "amount_to_mcap_pct": 6.581, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300131", "name": "英唐智控", "role": "MID", "ret_pct": 6.65, "amount_yi": 18.77, "turnover": null, "market_cap_yi": 172.29, "amount_to_mcap_pct": 10.894, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688037", "name": "芯源微", "role": "MID", "ret_pct": 6.63, "amount_yi": 24.78, "turnover": null, "market_cap_yi": 524.84, "amount_to_mcap_pct": 4.721, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002643", "name": "万润股份", "role": "MID", "ret_pct": 6.55, "amount_yi": 7.45, "turnover": null, "market_cap_yi": 139.48, "amount_to_mcap_pct": 5.342, "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": 6.49, "amount_yi": 28.78, "turnover": null, "market_cap_yi": 524.26, "amount_to_mcap_pct": 5.49, "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": "007160", "sector_name": "氟化工概念", "sector_type": "concept_1003", "theme_cluster": "氟化工概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 37, "valid_member_count": 36, "specificity_score": 0.8123, "raw_heat_score": 96.6, "adjusted_heat_score": 78.47, "state": "TRIGGERED", "sector_ret_pct": 3.74, "sector_amount_yi": 721.58, "amount_ratio5": 1.423, "sector_rank_today": 2, "near_previous_high": true, "distance_to_previous_high": -0.0091, "next_day_gap_risk": true, "ohlc": { "open": 116.6981, "high": 121.657, "low": 114.1889, "close": 119.894, "close_location": 0.7639, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "SECTOR_SECOND_WAVE_TRIGGERED", "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "VOLUME_EXPANSION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 4, "front_only_count": 2, "front_count": 6, "head_count": 4, "mid_count": 4, "tail_count": 4 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 120.59, "stocks": [ { "symbol": "SHSE.600141", "name": "兴发集团", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 3.48, "turnover": null, "market_cap_yi": 393.33, "amount_to_mcap_pct": 0.885, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002409", "name": "雅克科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 75.05, "turnover": null, "market_cap_yi": 429.4, "amount_to_mcap_pct": 17.477, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600378", "name": "昊华科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 50.58, "turnover": null, "market_cap_yi": 685.26, "amount_to_mcap_pct": 7.382, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002407", "name": "多氟多", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 79.2, "turnover": null, "market_cap_yi": 411.98, "amount_to_mcap_pct": 19.223, "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": 19.96, "amount_yi": 50.36, "turnover": null, "market_cap_yi": 177.09, "amount_to_mcap_pct": 28.439, "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.688146", "name": "中船特气", "role": "FRONT", "ret_pct": 19.79, "amount_yi": 67.25, "turnover": null, "market_cap_yi": 507.11, "amount_to_mcap_pct": 13.261, "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.000422", "name": "湖北宜化", "role": "MID", "ret_pct": 8.99, "amount_yi": 9.33, "turnover": null, "market_cap_yi": 148.73, "amount_to_mcap_pct": 6.271, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300346", "name": "南大光电", "role": "MID", "ret_pct": 8.08, "amount_yi": 82.15, "turnover": null, "market_cap_yi": 437.61, "amount_to_mcap_pct": 18.773, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002915", "name": "中欣氟材", "role": "MID", "ret_pct": 7.05, "amount_yi": 6.27, "turnover": null, "market_cap_yi": 63.43, "amount_to_mcap_pct": 9.885, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601678", "name": "滨化股份", "role": "MID", "ret_pct": 5.31, "amount_yi": 17.51, "turnover": null, "market_cap_yi": 121.58, "amount_to_mcap_pct": 14.399, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300037", "name": "新宙邦", "role": "TAIL", "ret_pct": 4.78, "amount_yi": 31.05, "turnover": null, "market_cap_yi": 408.86, "amount_to_mcap_pct": 7.595, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600096", "name": "云天化", "role": "TAIL", "ret_pct": 4.49, "amount_yi": 16.16, "turnover": null, "market_cap_yi": 546.71, "amount_to_mcap_pct": 2.956, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002759", "name": "天际股份", "role": "TAIL", "ret_pct": 3.74, "amount_yi": 13.02, "turnover": null, "market_cap_yi": 134.65, "amount_to_mcap_pct": 9.666, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002709", "name": "天赐材料", "role": "TAIL", "ret_pct": 3.33, "amount_yi": 50.59, "turnover": null, "market_cap_yi": 731.27, "amount_to_mcap_pct": 6.917, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002738", "name": "中矿资源", "role": "WATCH", "ret_pct": 2.8, "amount_yi": 28.39, "turnover": null, "market_cap_yi": 417.85, "amount_to_mcap_pct": 6.795, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600160", "name": "巨化股份", "role": "WATCH", "ret_pct": 2.47, "amount_yi": 54.49, "turnover": null, "market_cap_yi": 1106.9, "amount_to_mcap_pct": 4.922, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600623", "name": "华谊集团", "role": "WATCH", "ret_pct": 2.45, "amount_yi": 1.77, "turnover": null, "market_cap_yi": 157.02, "amount_to_mcap_pct": 1.13, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600184", "name": "光电股份", "role": "WATCH", "ret_pct": 2.02, "amount_yi": 8.21, "turnover": null, "market_cap_yi": 149.88, "amount_to_mcap_pct": 5.479, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002326", "name": "永太科技", "role": "WATCH", "ret_pct": 1.37, "amount_yi": 7.42, "turnover": null, "market_cap_yi": 179.41, "amount_to_mcap_pct": 4.137, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.605020", "name": "永和股份", "role": "WATCH", "ret_pct": 1.09, "amount_yi": 8.03, "turnover": null, "market_cap_yi": 167.27, "amount_to_mcap_pct": 4.798, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] } ], "near_triggered_themes": [ { "theme_cluster": "半导体材料设备", "theme_display_name": "半导体材料设备链", "primary_sector": "半导体概念", "primary_sector_code": "007315", "co_primary_sectors": [ "存储芯片", "第三代半导体", "PCB", "国产芯片" ], "theme_state": "NEAR_TRIGGERED", "theme_role": "MAINLINE", "theme_tape_quality": "OK", "theme_report_score": 166.24, "theme_score_meaning": "主题级局部机会存在度，不代表全市场可进攻强度。", "primary_sector_ret_pct": 1.25, "primary_sector_rank_today": 11, "limit_up_count": 22, "mid_count": 48, "tail_count": 34, "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": "中芯概念", "theme_display_name": "中芯概念（中芯概念）", "primary_sector": "中芯概念", "primary_sector_code": "007331", "co_primary_sectors": [], "theme_state": "NEAR_TRIGGERED", "theme_role": "MAINLINE", "theme_tape_quality": "STRONG", "theme_report_score": 161.43, "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": 4.09, "primary_sector_rank_today": 1, "limit_up_count": 7, "mid_count": 13, "tail_count": 6, "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": "007315", "sector_name": "半导体概念", "sector_type": "concept_1003", "theme_cluster": "半导体材料设备", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 466, "valid_member_count": 454, "specificity_score": 0.4235, "raw_heat_score": 157.56, "adjusted_heat_score": 66.73, "state": "NEAR_TRIGGERED", "sector_ret_pct": 1.25, "sector_amount_yi": 6973.1, "amount_ratio5": 0.976, "sector_rank_today": 11, "near_previous_high": false, "distance_to_previous_high": -0.0457, "next_day_gap_risk": true, "ohlc": { "open": 138.833, "high": 145.467, "low": 135.7506, "close": 141.4547, "close_location": 0.5871, "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": 22, "front_only_count": 13, "front_count": 35, "head_count": 22, "mid_count": 48, "tail_count": 34 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 166.24, "stocks": [ { "symbol": "SHSE.688530", "name": "欧莱新材", "role": "LIMIT_HEAD", "ret_pct": 20.01, "amount_yi": 13.91, 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"role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 18.22, "turnover": null, "market_cap_yi": 440.99, "amount_to_mcap_pct": 4.131, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688661", "name": "和林微纳", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 13.26, "turnover": null, "market_cap_yi": 202.31, "amount_to_mcap_pct": 6.554, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688419", "name": "耐科装备", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 2.89, "turnover": null, "market_cap_yi": 63.1, "amount_to_mcap_pct": 4.587, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300706", "name": "阿石创", "role": "LIMIT_HEAD", "ret_pct": 19.99, "amount_yi": 21.72, "turnover": null, "market_cap_yi": 77.27, "amount_to_mcap_pct": 28.116, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": 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0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600206", "name": "有研新材", "role": "MID", "ret_pct": 6.2, "amount_yi": 59.98, "turnover": null, "market_cap_yi": 289.86, "amount_to_mcap_pct": 20.692, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600392", "name": "盛和资源", "role": "MID", "ret_pct": 6.04, "amount_yi": 36.79, "turnover": null, "market_cap_yi": 442.94, "amount_to_mcap_pct": 8.306, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600641", "name": "先导基电", "role": "MID", "ret_pct": 5.01, "amount_yi": 31.73, "turnover": null, "market_cap_yi": 269.05, "amount_to_mcap_pct": 11.793, "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": "007201", "sector_name": "OLED", 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6, "head_count": 6, "mid_count": 17, "tail_count": 6 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 128.24, "stocks": [ { "symbol": "SZSE.300481", "name": "濮阳惠成", "role": "LIMIT_HEAD", "ret_pct": 20.01, "amount_yi": 6.75, "turnover": null, "market_cap_yi": 49.4, "amount_to_mcap_pct": 13.669, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300666", "name": "江丰电子", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 60.28, "turnover": null, "market_cap_yi": 646.54, "amount_to_mcap_pct": 9.323, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300706", "name": "阿石创", "role": "LIMIT_HEAD", "ret_pct": 19.99, "amount_yi": 21.72, "turnover": null, "market_cap_yi": 77.27, "amount_to_mcap_pct": 28.116, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300263", "name": "隆华科技", "role": "LIMIT_HEAD", "ret_pct": 19.97, "amount_yi": 26.55, "turnover": null, "market_cap_yi": 138.33, "amount_to_mcap_pct": 19.19, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002409", "name": "雅克科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 75.05, "turnover": null, "market_cap_yi": 429.4, "amount_to_mcap_pct": 17.477, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601958", "name": "金钼股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 10.73, "turnover": null, "market_cap_yi": 748.57, "amount_to_mcap_pct": 1.434, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688401", "name": "路维光电", "role": "MID", "ret_pct": 8.29, "amount_yi": 8.92, "turnover": null, "market_cap_yi": 152.3, "amount_to_mcap_pct": 5.859, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300566", "name": "激智科技", "role": "MID", "ret_pct": 8.21, "amount_yi": 10.86, "turnover": null, "market_cap_yi": 65.74, "amount_to_mcap_pct": 16.52, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300346", "name": "南大光电", "role": "MID", "ret_pct": 8.08, "amount_yi": 82.15, "turnover": null, "market_cap_yi": 437.61, "amount_to_mcap_pct": 18.773, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301045", "name": "天禄科技", "role": "MID", "ret_pct": 7.96, "amount_yi": 2.71, "turnover": null, "market_cap_yi": 38.1, "amount_to_mcap_pct": 7.101, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688138", "name": "清溢光电", "role": "MID", "ret_pct": 7.46, "amount_yi": 8.41, "turnover": null, "market_cap_yi": 115.69, "amount_to_mcap_pct": 7.269, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, 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"note": "中军观察" }, { "symbol": "SZSE.002643", "name": "万润股份", "role": "MID", "ret_pct": 6.55, "amount_yi": 7.45, "turnover": null, "market_cap_yi": 139.48, "amount_to_mcap_pct": 5.342, "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": 6.49, "amount_yi": 28.78, "turnover": null, "market_cap_yi": 524.26, "amount_to_mcap_pct": 5.49, "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": 6.25, "amount_yi": 37.31, "turnover": null, "market_cap_yi": 560.77, "amount_to_mcap_pct": 6.654, "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": 6.2, "amount_yi": 59.98, "turnover": null, "market_cap_yi": 289.86, "amount_to_mcap_pct": 20.692, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601133", "name": "柏诚股份", "role": "MID", "ret_pct": 5.72, "amount_yi": 9.79, "turnover": null, "market_cap_yi": 161.98, "amount_to_mcap_pct": 6.045, "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": "007024", "sector_name": "稀缺资源", "sector_type": "concept_1003", "theme_cluster": "稀缺资源", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 78, "valid_member_count": 76, "specificity_score": 0.7197, "raw_heat_score": 103.85, "adjusted_heat_score": 74.74, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.73, "sector_amount_yi": 1042.03, "amount_ratio5": 1.084, "sector_rank_today": 8, "near_previous_high": false, 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"turnover": null, "market_cap_yi": 401.92, "amount_to_mcap_pct": 10.204, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002428", "name": "云南锗业", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 112.82, "turnover": null, "market_cap_yi": 576.24, "amount_to_mcap_pct": 19.578, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000688", "name": "国城矿业", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 22.7, "turnover": null, "market_cap_yi": 537.07, "amount_to_mcap_pct": 4.227, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601958", "name": "金钼股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 10.73, "turnover": null, "market_cap_yi": 748.57, "amount_to_mcap_pct": 1.434, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600459", "name": "贵研铂业", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 8.23, "turnover": null, "market_cap_yi": 190.76, "amount_to_mcap_pct": 4.314, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000962", "name": "东方钽业", "role": "MID", "ret_pct": 9.26, "amount_yi": 22.99, "turnover": null, "market_cap_yi": 291.44, "amount_to_mcap_pct": 7.888, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600549", "name": "厦门钨业", "role": "MID", "ret_pct": 6.46, "amount_yi": 79.65, "turnover": null, "market_cap_yi": 1047.97, "amount_to_mcap_pct": 7.601, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603505", "name": "金石资源", "role": "MID", "ret_pct": 5.77, "amount_yi": 6.85, "turnover": null, "market_cap_yi": 158.82, "amount_to_mcap_pct": 4.315, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002192", 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7.937, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002860", "name": "星帅尔", "role": "MID", "ret_pct": 5.96, "amount_yi": 1.98, "turnover": null, "market_cap_yi": 45.85, "amount_to_mcap_pct": 4.314, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002025", "name": "航天电器", "role": "MID", "ret_pct": 5.85, "amount_yi": 24.76, "turnover": null, "market_cap_yi": 299.83, "amount_to_mcap_pct": 8.259, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688048", "name": "长光华芯", "role": "MID", "ret_pct": 5.63, "amount_yi": 47.09, "turnover": null, "market_cap_yi": 636.85, "amount_to_mcap_pct": 7.395, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603011", "name": "合锻智能", "role": "MID", "ret_pct": 5.33, "amount_yi": 33.13, "turnover": null, "market_cap_yi": 166.12, "amount_to_mcap_pct": 19.944, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300570", "name": "太辰光", "role": "TAIL", "ret_pct": 4.46, "amount_yi": 56.34, "turnover": null, "market_cap_yi": 341.3, "amount_to_mcap_pct": 16.509, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603690", "name": "至纯科技", "role": "TAIL", "ret_pct": 4.06, "amount_yi": 8.78, "turnover": null, "market_cap_yi": 108.99, "amount_to_mcap_pct": 8.051, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603618", "name": "杭电股份", "role": "TAIL", "ret_pct": 3.76, "amount_yi": 28.45, "turnover": null, "market_cap_yi": 286.23, "amount_to_mcap_pct": 9.938, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.003031", "name": "中瓷电子", "role": "TAIL", "ret_pct": 3.56, "amount_yi": 17.42, "turnover": null, "market_cap_yi": 493.16, "amount_to_mcap_pct": 3.533, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300252", "name": "金信诺", "role": "TAIL", "ret_pct": 3.44, "amount_yi": 12.42, "turnover": null, "market_cap_yi": 93.99, "amount_to_mcap_pct": 13.216, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603306", "name": "华懋科技", "role": "TAIL", "ret_pct": 3.42, "amount_yi": 13.76, "turnover": null, "market_cap_yi": 338.39, "amount_to_mcap_pct": 4.066, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688388", "name": "嘉元科技", "role": "WATCH", "ret_pct": 2.66, "amount_yi": 18.77, "turnover": null, "market_cap_yi": 237.63, "amount_to_mcap_pct": 7.899, "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, 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"amount_to_mcap_pct": 1.084, "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": 29.65, "turnover": null, "market_cap_yi": 186.84, "amount_to_mcap_pct": 15.867, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002203", "name": "海亮股份", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 5.72, "turnover": null, "market_cap_yi": 471.41, "amount_to_mcap_pct": 1.213, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600141", "name": "兴发集团", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 3.48, "turnover": null, "market_cap_yi": 393.33, "amount_to_mcap_pct": 0.885, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002971", "name": "和远气体", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 12.49, "turnover": null, "market_cap_yi": 82.5, "amount_to_mcap_pct": 15.135, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600378", "name": "昊华科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 50.58, "turnover": null, "market_cap_yi": 685.26, "amount_to_mcap_pct": 7.382, "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": 10.0, "amount_yi": 15.69, "turnover": null, "market_cap_yi": 160.94, "amount_to_mcap_pct": 9.747, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603315", "name": "福鞍股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 2.42, "turnover": null, "market_cap_yi": 52.86, "amount_to_mcap_pct": 4.574, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002407", "name": "多氟多", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 79.2, "turnover": null, "market_cap_yi": 411.98, "amount_to_mcap_pct": 19.223, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600459", "name": "贵研铂业", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 8.23, "turnover": null, "market_cap_yi": 190.76, "amount_to_mcap_pct": 4.314, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002965", "name": "祥鑫科技", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 5.88, "turnover": null, "market_cap_yi": 73.39, "amount_to_mcap_pct": 8.019, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603399", "name": "永杉锂业", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 16.81, "turnover": null, "market_cap_yi": 98.26, "amount_to_mcap_pct": 17.108, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002824", "name": "和胜股份", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 8.63, "turnover": null, "market_cap_yi": 65.27, "amount_to_mcap_pct": 13.215, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688146", "name": "中船特气", "role": "FRONT", "ret_pct": 19.79, "amount_yi": 67.25, "turnover": null, "market_cap_yi": 507.11, "amount_to_mcap_pct": 13.261, "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.300903", "name": "科翔股份", "role": "FRONT", "ret_pct": 12.74, "amount_yi": 15.84, "turnover": null, "market_cap_yi": 246.06, "amount_to_mcap_pct": 6.436, "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.301086", "name": "鸿富瀚", "role": "FRONT", "ret_pct": 10.6, "amount_yi": 7.38, "turnover": null, "market_cap_yi": 103.31, "amount_to_mcap_pct": 7.142, "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": "FRONT", "ret_pct": 9.84, "amount_yi": 12.61, "turnover": null, "market_cap_yi": 177.5, "amount_to_mcap_pct": 7.103, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.000422", "name": "湖北宜化", "role": "MID", "ret_pct": 8.99, "amount_yi": 9.33, "turnover": null, "market_cap_yi": 148.73, "amount_to_mcap_pct": 6.271, "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": "007057", "sector_name": "锂电池概念", "theme_cluster": "锂电池概念", "state": "WEAK_TAPE_STRUCTURE", "sector_rank_today": 45, "sector_ret_pct": -0.26, "adjusted_heat_score": 60.67, "limit_up_count": 9, "front_count": 11, "mid_count": 16, "tail_count": 31, "tape_quality": "WEAK", "weak_tape_reasons": [ "NEGATIVE_SECTOR_RET" ], "reason": "core_overlap:11;jaccard:0.38" } ] }, { "sector_code": "007356", "sector_name": "商业航天", "sector_type": "concept_1003", "theme_cluster": "卫星军工信息化", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 287, "valid_member_count": 277, "specificity_score": 0.5078, "raw_heat_score": 131.57, "adjusted_heat_score": 66.81, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.25, "sector_amount_yi": 2498.45, "amount_ratio5": 0.946, "sector_rank_today": 44, "near_previous_high": false, "distance_to_previous_high": -0.075, "next_day_gap_risk": true, "ohlc": { "open": 111.9154, "high": 115.5312, "low": 109.1976, "close": 112.7953, "close_location": 0.568, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", 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true, "note": "中军观察" }, { "symbol": "SZSE.000969", "name": "安泰科技", "role": "MID", "ret_pct": 6.92, "amount_yi": 15.34, "turnover": null, "market_cap_yi": 231.6, "amount_to_mcap_pct": 6.622, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300665", "name": "飞鹿股份", "role": "MID", "ret_pct": 6.68, "amount_yi": 6.19, "turnover": null, "market_cap_yi": 25.75, "amount_to_mcap_pct": 24.034, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002534", "name": "西子洁能", "role": "MID", "ret_pct": 5.71, "amount_yi": 4.23, "turnover": null, "market_cap_yi": 158.88, "amount_to_mcap_pct": 2.66, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600023", "name": "浙能电力", "role": "MID", "ret_pct": 5.53, "amount_yi": 6.11, "turnover": null, "market_cap_yi": 844.75, "amount_to_mcap_pct": 0.724, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": 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false, "note": "后排扩散" }, { "symbol": "SHSE.688813", "name": "泰金新能", "role": "TAIL", "ret_pct": 4.53, "amount_yi": 5.24, "turnover": null, "market_cap_yi": 43.07, "amount_to_mcap_pct": 12.155, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000037", "name": "深南电A", "role": "TAIL", "ret_pct": 4.43, "amount_yi": 5.96, "turnover": null, "market_cap_yi": 39.11, "amount_to_mcap_pct": 15.233, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.601369", "name": "陕鼓动力", "role": "TAIL", "ret_pct": 4.17, "amount_yi": 1.52, "turnover": null, "market_cap_yi": 153.56, "amount_to_mcap_pct": 0.992, "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": "007361", "sector_name": "固态电池", "sector_type": "concept_1003", "theme_cluster": "固态电池", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 201, "valid_member_count": 194, "specificity_score": 0.5696, "raw_heat_score": 93.02, "adjusted_heat_score": 52.98, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.7, "sector_amount_yi": 2177.69, "amount_ratio5": 1.003, "sector_rank_today": 74, "near_previous_high": false, "distance_to_previous_high": -0.0868, "next_day_gap_risk": true, "ohlc": { "open": 118.8857, "high": 122.1448, "low": 115.6981, "close": 118.6111, "close_location": 0.4519, "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": 1, "front_count": 6, "head_count": 5, "mid_count": 4, "tail_count": 7 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "NEGATIVE_SECTOR_RET", "LOW_RANK" ], "report_score": 71.08, "stocks": [ { "symbol": "SZSE.002203", "name": "海亮股份", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 5.72, "turnover": null, "market_cap_yi": 471.41, "amount_to_mcap_pct": 1.213, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600141", "name": "兴发集团", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 3.48, "turnover": null, "market_cap_yi": 393.33, "amount_to_mcap_pct": 0.885, "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": 10.0, "amount_yi": 15.69, "turnover": null, "market_cap_yi": 160.94, "amount_to_mcap_pct": 9.747, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002407", "name": "多氟多", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 79.2, "turnover": null, "market_cap_yi": 411.98, "amount_to_mcap_pct": 19.223, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002965", "name": "祥鑫科技", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 5.88, "turnover": null, "market_cap_yi": 73.39, "amount_to_mcap_pct": 8.019, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688146", "name": "中船特气", "role": "FRONT", "ret_pct": 19.79, "amount_yi": 67.25, "turnover": null, "market_cap_yi": 507.11, "amount_to_mcap_pct": 13.261, "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": "MID", "ret_pct": 7.34, "amount_yi": 79.89, "turnover": null, "market_cap_yi": 632.13, "amount_to_mcap_pct": 12.637, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002915", "name": "中欣氟材", "role": "MID", "ret_pct": 7.05, "amount_yi": 6.27, "turnover": null, "market_cap_yi": 63.43, "amount_to_mcap_pct": 9.885, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600549", "name": "厦门钨业", "role": "MID", "ret_pct": 6.46, "amount_yi": 79.65, "turnover": null, "market_cap_yi": 1047.97, "amount_to_mcap_pct": 7.601, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688598", "name": "金博股份", "role": "MID", "ret_pct": 5.75, "amount_yi": 7.13, "turnover": null, "market_cap_yi": 70.42, "amount_to_mcap_pct": 10.119, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300037", "name": "新宙邦", "role": "TAIL", "ret_pct": 4.78, "amount_yi": 31.05, "turnover": null, "market_cap_yi": 408.86, "amount_to_mcap_pct": 7.595, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603186", "name": "华正新材", "role": "TAIL", "ret_pct": 4.32, "amount_yi": 33.07, "turnover": null, "market_cap_yi": 267.14, "amount_to_mcap_pct": 12.381, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688733", "name": "壹石通", "role": "TAIL", "ret_pct": 4.01, "amount_yi": 8.05, "turnover": null, "market_cap_yi": 80.75, "amount_to_mcap_pct": 9.971, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688199", "name": "久日新材", "role": "TAIL", "ret_pct": 3.59, "amount_yi": 3.73, "turnover": null, "market_cap_yi": 47.45, "amount_to_mcap_pct": 7.866, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002460", "name": "赣锋锂业", "role": "TAIL", "ret_pct": 3.46, "amount_yi": 60.99, "turnover": null, "market_cap_yi": 847.13, "amount_to_mcap_pct": 7.199, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002709", "name": "天赐材料", "role": "TAIL", "ret_pct": 3.33, "amount_yi": 50.59, "turnover": null, "market_cap_yi": 731.27, "amount_to_mcap_pct": 6.917, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688148", "name": "芳源股份", "role": "TAIL", "ret_pct": 3.3, "amount_yi": 2.06, "turnover": null, "market_cap_yi": 41.48, "amount_to_mcap_pct": 4.964, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300568", "name": "星源材质", "role": "WATCH", "ret_pct": 2.77, "amount_yi": 21.5, "turnover": null, "market_cap_yi": 210.77, "amount_to_mcap_pct": 10.2, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.688388", "name": "嘉元科技", "role": "WATCH", "ret_pct": 2.66, "amount_yi": 18.77, "turnover": null, "market_cap_yi": 237.63, "amount_to_mcap_pct": 7.899, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.688103", "name": "国力电子", "role": "WATCH", "ret_pct": 2.6, "amount_yi": 1.59, "turnover": null, "market_cap_yi": 57.6, "amount_to_mcap_pct": 2.757, "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": "007061", "sector_name": "LED概念", "sector_type": "concept_1003", "theme_cluster": "LED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": 96, "valid_member_count": 91, "specificity_score": 0.6895, "raw_heat_score": 74.95, "adjusted_heat_score": 51.68, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": -0.36, "sector_amount_yi": 1087.63, "amount_ratio5": 0.869, "sector_rank_today": 51, 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"SHSE.603155", "name": "新亚强", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 9.18, "turnover": null, "market_cap_yi": 79.33, "amount_to_mcap_pct": 11.575, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000032", "name": "深桑达A", "role": "LIMIT_HEAD", "ret_pct": 9.97, "amount_yi": 6.12, "turnover": null, "market_cap_yi": 195.73, "amount_to_mcap_pct": 3.126, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600060", "name": "海信视像", "role": "MID", "ret_pct": 8.37, "amount_yi": 10.65, "turnover": null, "market_cap_yi": 363.79, "amount_to_mcap_pct": 2.926, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300566", "name": "激智科技", "role": "MID", "ret_pct": 8.21, "amount_yi": 10.86, "turnover": null, "market_cap_yi": 65.74, "amount_to_mcap_pct": 16.52, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300346", "name": "南大光电", "role": "MID", "ret_pct": 8.08, "amount_yi": 82.15, "turnover": null, "market_cap_yi": 437.61, "amount_to_mcap_pct": 18.773, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603303", "name": "得邦照明", "role": "MID", "ret_pct": 7.59, "amount_yi": 5.88, "turnover": null, "market_cap_yi": 154.05, "amount_to_mcap_pct": 3.82, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688368", "name": "晶丰明源", "role": "MID", "ret_pct": 6.73, "amount_yi": 11.15, "turnover": null, "market_cap_yi": 231.85, "amount_to_mcap_pct": 4.811, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688037", "name": "芯源微", "role": "MID", "ret_pct": 6.63, "amount_yi": 24.78, "turnover": null, "market_cap_yi": 524.84, "amount_to_mcap_pct": 4.721, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": 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"actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688699", "name": "明微电子", "role": "TAIL", "ret_pct": 3.22, "amount_yi": 2.18, "turnover": null, "market_cap_yi": 66.24, "amount_to_mcap_pct": 3.295, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002222", "name": "福晶科技", "role": "TAIL", "ret_pct": 3.06, "amount_yi": 26.01, "turnover": null, "market_cap_yi": 424.71, "amount_to_mcap_pct": 6.123, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301348", "name": "蓝箭电子", "role": "WATCH", "ret_pct": 2.88, "amount_yi": 3.44, "turnover": null, "market_cap_yi": 38.82, "amount_to_mcap_pct": 8.874, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.688383", "name": "新益昌", "role": "WATCH", "ret_pct": 2.72, "amount_yi": 3.4, "turnover": null, "market_cap_yi": 158.57, "amount_to_mcap_pct": 2.145, "is_limit_up": false, 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}, { "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/20260611_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：半导体材料设备链, 中芯概念", "V2 Shadow 已由 strict_v1 派生，仍有 16/18 个 evidence 主题未被外部资讯覆盖" ] }, "lesson_registry_summary": [ { "lesson_id": "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE", "status": "validated_single_day", "confirmed": true }, { "lesson_id": "RECLAIM_NO_INVALID_PRIMARY_TRIGGER", "status": "validated_single_day", "confirmed": true }, { "lesson_id": "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY", "status": "validated_logic_rule", "confirmed": true }, { "lesson_id": "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY", "status": "validated_logic_rule", "confirmed": true }, { "lesson_id": "MISSED_MOMENTUM_OPPORTUNITY_COST", "status": "important_shadow_hypothesis", "confirmed": false, "pending_reason": "需要多日样本" }, { "lesson_id": "OBSERVE_ONLY_SHADOW_ALPHA", "status": "important_shadow_hypothesis", "confirmed": false, "pending_reason": "需要多日样本" }, { "lesson_id": "CAPTURE_GIVEBACK_EXIT_QUALITY", "status": "needs_tn_validation", "confirmed": false, "pending_reason": "需要T+N追踪验证" } ], "next_validation_tasks": [ "追踪清溢光电T+1表现(6/12)", "追踪兴福电子T+2回踩观察(6/12-6/13)", "4只shadow_alpha次日表现", "电子化学品/半导体材料 / 氟化工/磷化工 / 半导体设备/涂胶显影 主题延续性验证", "累计missed_momentum统计至10日", "建立T+1/T+2/T+3/T+5 outcome panel", "执行上沿精度多日累计统计" ], "experience_loop": { "previous_lessons_reviewed": [ "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE", "RECLAIM_NO_INVALID_PRIMARY_TRIGGER", "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY", "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY", "MISSED_MOMENTUM_OPPORTUNITY_COST", "OBSERVE_ONLY_SHADOW_ALPHA", "CAPTURE_GIVEBACK_EXIT_QUALITY" ], "confirmed_lessons": [ "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE (清溢光电样本验证)", "RECLAIM_NO_INVALID_PRIMARY_TRIGGER (清溢光电样本验证)", "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY (逻辑规则，无需样本)", "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY (逻辑规则，无需样本)" ], "invalidated_lessons": [], "pending_lessons": [ "MISSED_MOMENTUM_OPPORTUNITY_COST (仅1个样本，需30-60日累计)", "OBSERVE_ONLY_SHADOW_ALPHA (4个样本单日，需多日滚动验证)", "CAPTURE_GIVEBACK_EXIT_QUALITY (需T+1/T+2/T+5追踪)", { "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,no_active_quotes,active_leaders_not_positive_enough,active_leaders_not_above_vwap" }, { "lesson_id": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "reason": "本机模拟盘样本：多只观察股触发时已明显高于执行上沿，静态昨高/触发价在趋势上行日可能偏低。；price_above_exec_high=5" }, { "lesson_id": "POSITION_SIZING_TARGET_PCT_ENABLED", "reason": "本机模拟盘样本：本机模拟盘已从固定 100 股改为按目标仓位测算，且总仓上限按盘中市场温度动态调整。；active=12.0%, watch=5.0%, single_cap=20.0%, total_cap=60.0%, regime=NEUTRAL" } ], "next_validation_tasks": [ "累计missed_momentum 10日滚动统计", "建立T+N outcome面板", "持续observe_only_shadow_alpha样本收集", "30-60个交易日后评估规则修改", "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": "2026-06-11T19:58:41" }, "next_day_key_watch": [ { "symbol": "SZSE.000422", "name": "湖北宜化", "theme": "光刻机(胶)", "plan": "active", "template": "突破昨高+量能确认", "trigger": 14.2, "invalid": 14.06, "chase": 14.46 }, { "symbol": "SZSE.002643", "name": "万润股份", "theme": "光刻机(胶)", "plan": "active", "template": "VWAP回踩确认", "vwap_ref": 15.22, "invalid": 14.93, "chase": 15.92 }, { "symbol": "SHSE.605588", "name": "冠石科技", "theme": "光刻机(胶)", "plan": "active", "template": "VWAP回踩确认", "vwap_ref": 55.34, "invalid": 53.98, "chase": 57.6 }, { "symbol": "SHSE.603738", "name": "泰晶科技", "theme": "光刻机(胶)", "plan": "active", "template": "VWAP回踩确认", "vwap_ref": 46.71, "invalid": 45.49, "chase": 48.45 }, { "symbol": "SZSE.000969", "name": "安泰科技", "theme": "光刻机(胶)", "plan": "active", "template": "VWAP回踩确认", "vwap_ref": 22.04, "invalid": 21.5, "chase": 22.91 }, { "symbol": "SHSE.688037", "name": "芯源微", "theme": "光刻机(胶)", "plan": "active", "template": "VWAP回踩确认", "vwap_ref": 256.24, "invalid": 248.93, "chase": 268.11 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "光刻机(胶)", "plan": "active", "template": "VWAP回踩确认", "note": "高乖离/过热", "vwap_ref": 63.08, "invalid": 61.66, "chase": 66.23 }, { "symbol": "SHSE.601678", "name": "滨化股份", "theme": "氟化工概念", "plan": "active", "template": "VWAP回踩确认", "note": "高乖离/过热", "vwap_ref": 5.81, "invalid": 5.69, "chase": 6.13 }, { "symbol": "SHSE.603203", "name": "快克智能", "theme": "半导体材料设备", "plan": "conditional", "template": "突破昨高+量能确认", "trigger": 59.91, "chase": 61.17, "condition": "主题延续+放量突破+不跳空+无减持拖累" } ], "active_plan_focus": [ "光刻机(胶)主题7只active，全部要求VWAP回踩确认或突破昨高量能确认", "氟化工概念1只active(滨化股份)，高乖离仅允许VWAP回踩", "彤程新材+滨化股份高乖离标注，开盘直接拉升不追", "芯源微量能mild，需特别关注回踩时量能配合" ], "conditional_plan_focus": [ "快克智能需满足4项条件(主题延续+放量突破+不跳空+减持无拖累)，大概率不满足" ], "risk_flags": [ "全市场WEAK/RISK_OFF(score 27)，跌停35只", "昊华科技/雅克科技异常波动公告，半导体材料/设备链情绪可能逆转", "兴福电子大基金二期减持(6/11-9/10)，电子化学品/半导体材料方向承压", "外部资讯partial仅覆盖2/18主题，可能存在未发现利空", "半导体材料/设备链部分标的高乖离，追高风险极大", "T+1不可卖出，弱市环境下隔夜风险更高" ], "execution_discipline": [ "集合竞价：观察半导体材料/设备链整体竞价强度，若集体高开2%+则VWAP回踩模板大概率失效", "开盘前30分钟：不追尖峰(9:35前)，等待VWAP形成(15分钟+)", "上午盘：等回踩确认形态(缩量回踩+放量站上)，不提前入场", "午后：上午无触发则下午不做new entry", "尾盘：14:30后不开新仓，仅做已有持仓风控", "高乖离标注票(彤程新材/滨化股份)仅回踩VWAP时可看，否则放弃" ], "local_paper_learning": { "schema_version": "local_paper_learning_v1", "available": true, "plan_date": "20260610", "trade_date": "20260611", "generated_at": "2026-06-11T20:05:39", "review_phase": "EOD", "source_files": { "plan": "reports/trade_plan/20260610_active_plan_v2_for_trading.json", "trading_log": "reports/trading/local_paper_trading_log_20260610.json", "eod_review": "reports/trading/local_paper_eod_review_20260611.json", "latest_signals": "reports/trading/local_paper_latest_signals.json", "portfolio_state": "reports/trading/local_paper_portfolio_state.json" }, "summary": { "plan_candidates_total": 15, "plan_active_count": 0, "plan_conditional_count": 15, "signals_total": 15, "orders_total": 8, "orders_active": 0, "orders_watch": 6, "filled_orders": 3, "filled_active_orders": 0, "filled_watch_orders": 1, "unfilled_orders": 5, "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,no_active_quotes,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "order_fill_rate_pct": 37.5, "candidate_fill_rate_pct": 20.0, "account_total_value": 968199.0, "account_total_pnl_pct": -3.180099999999997, "account_unrealized_pnl": 6695.999999999999, "account_realized_pnl": -38497.0, "risk_exit_signals": 0, "risk_exit_orders": 2, "risk_exit_filled": 2, "risk_exit_blocked_t1": 0, "position_risk_event_count": 0, "qfq_position_adjustment_count": 0, "sizing_enabled": true, "active_target_pct": 12.0, "shadow_active_target_pct": 10.0, "watch_target_pct": 5.0, "max_single_position_pct": 20.0, "max_total_position_pct": 60.0, "max_shadow_total_position_pct": 35.0, "base_max_total_position_pct": 60.0, "dynamic_total_cap_regime": "NEUTRAL", "dynamic_total_cap_reason": "盘中确认时间窗未满足，保持中性总仓" }, "status_counts": { "UNFILLED": 5, "FILLED": 3 }, "scope_counts": { "conditional_watch": 6, "position_risk": 2 }, "unfilled_reason_counts": { "price_above_exec_high": 5 }, "filled_orders": [ { "ts": "2026-06-11T09:30:31", "symbol": "SZSE.300502", "name": "新易盛", "scope": "position_risk", "decision": "risk_exit", "theme": "科技风格", "template_key": "POSITION_RISK_EXIT", "status": "FILLED", "side": "SELL", "qty": 100, "price": 545.0, "amount": 54500.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "paper_sell_at_bid1", "reason_label": "按买一价模拟卖出", "sim_reason": "position_stop_loss_3pct", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": -3.0, "exec_low": null, "exec_high": null, "dynamic_exec_high": null, "invalid_price": 763.384, "intraday_vwap": null, "quote_last": 545.09, "price_vs_vwap_pct": null, "minute_energy": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pnl_pct": -31.435220125786156, "raw_position_pnl_pct": null, "raw_avg_cost": null, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "price_scale_gap_pct": null, "position_pct_of_total": null, "sellable_qty": null, "quality": "unknown", "lesson": "成交后表现缺少收盘价格，保留观察。" }, { "ts": "2026-06-11T09:32:04", "symbol": "SHSE.688017", "name": "绿的谐波", "scope": "position_risk", "decision": "risk_exit", "theme": "机器人智能制造", "template_key": "POSITION_RISK_EXIT", "status": "FILLED", "side": "SELL", "qty": 100, "price": 382.2, "amount": 38220.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "reason": "paper_sell_at_bid1", "reason_label": "按买一价模拟卖出", "sim_reason": "position_stop_loss_3pct", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": -3.0, "exec_low": null, "exec_high": null, "dynamic_exec_high": null, "invalid_price": 325.736, "intraday_vwap": null, "quote_last": 383.48, "price_vs_vwap_pct": null, "minute_energy": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pnl_pct": -3.819818916004103, "raw_position_pnl_pct": null, "raw_avg_cost": null, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "price_scale_gap_pct": null, "position_pct_of_total": null, "sellable_qty": null, "quality": "unknown", "lesson": "成交后表现缺少收盘价格，保留观察。" }, { "ts": "2026-06-11T09:44:49", "symbol": "SHSE.600353", "name": "旭光电子", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "光刻机(胶)", "template_key": "BREAK_PREV_HIGH", "status": "FILLED", "side": "BUY", "qty": 1700, "price": 27.96, "amount": 47532.0, "target_position_pct": 5.0, "target_amount": 48165.9, "current_position_value": 0.0, "cash_before_order": 913818.0, "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_but_above_exec_high", "rule": null, "threshold": null, "source_order_id": null, "source_event_id": null, "trigger_price": 27.56, "exec_low": 27.56, "exec_high": 27.97, "dynamic_exec_high": null, "invalid_price": 26.12, "intraday_vwap": 27.6356, "quote_last": 27.98, "price_vs_vwap_pct": 1.2462, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "amount_yi": 2.0832, "amount_floor_yi": 0.5, "energy_ratio": 0.8522, "ratio_min": 1.05 }, "eod_price": 29.94, "unrealized_pnl_pct": 7.081545064377681, "position_pnl_pct": null, "raw_position_pnl_pct": null, "raw_avg_cost": null, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "price_scale_gap_pct": null, "position_pct_of_total": 5.256977129701642, "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": [ { "ts": "2026-06-11T09:30:31", "symbol": "SZSE.300666", "name": "江丰电子", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "中芯概念", "template_key": "BREAK_PREV_HIGH", "status": "UNFILLED", "side": "BUY", "qty": 0, "price": null, "amount": 0.0, "target_position_pct": 5.0, "target_amount": 48220.65, 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"unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.688017", "name": "绿的谐波", "scope": "position_risk", "decision": "risk_exit", "theme": "机器人智能制造", "template_key": "POSITION_RISK_EXIT", "final_status": "FILLED", "orders_count": 1, "first_order_ts": "2026-06-11T09:32:04", "last_order_ts": "2026-06-11T09:32:04", "filled": true, "fill_price": 382.2, "fill_ts": "2026-06-11T09:32:04", "unfilled_reasons": [], "latest_reason": "paper_sell_at_bid1", "latest_reason_label": "按买一价模拟卖出", "trigger_price": -3.0, "exec_high": null, "intraday_vwap": null, "quote_last": 383.48, "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,no_active_quotes,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "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": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "status": "pending", "finding": "多只观察股触发时已明显高于执行上沿，静态昨高/触发价在趋势上行日可能偏低。", "evidence": "price_above_exec_high=5", "action": "继续验证动态 VWAP 锚、分钟K能量确认与追高上沿自适应；禁止简单放宽追高。" }, { "lesson_id": "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": "今日 OBSERVE_ONLY 模式，无 active 成交。唯一买入成交为 shadow_watch 观察池旭光电子（conditional_watch/BREAK_PREV_HIGH），在市场闸门未通过的情况下产生影子成交，已标记为研究样本，不反推为生产信号。卖出端两笔止损正常执行：绿的谐波按 -3% 止损边界触发卖出（-3.82% 含滑点），新易盛为深度亏损遗留仓位（-31.44%）终于被止损清理。持仓端上海新阳浮盈 +6.98%、旭光电子浮盈 +7.08%，均为观察/遗留样本。账户累计 -3.18%，主要拖累来自新易盛历史深度亏损。今日核心教训：市场二次确认未通过时 shadow_watch 影子成交会污染复盘口径（已加固运行时闸门）；5 笔未成交均因 price_above_exec_high 被正确拦截，执行上沿保护有效。", "fact_check": { "real_fills": [ { "symbol": "SZSE.300502", "name": "新易盛", "scope": "position_risk", "template_key": "POSITION_RISK_EXIT", "side": "SELL", "qty": 100, "price": 545.0, "amount": 54500.0, "ts": "2026-06-11T09:30:31", "sim_reason": "position_stop_loss_3pct", "position_pnl_pct": -31.435220125786156, "note": "深度亏损遗留仓位止损清理。亏损远超 -3% 止损线，说明该仓位在止损规则上线前已深度套牢，属于系统建设期遗留问题。" }, { "symbol": "SHSE.688017", "name": "绿的谐波", "scope": "position_risk", "template_key": "POSITION_RISK_EXIT", "side": "SELL", "qty": 100, "price": 382.2, "amount": 38220.0, "ts": "2026-06-11T09:32:04", "sim_reason": "position_stop_loss_3pct", "position_pnl_pct": -3.819818916004103, "note": "已有持仓按 -3% 止损边界正常触发卖出，含约 0.82% 滑点（bid1 成交 vs ask1 报价）。非今日新入场，与今日新买明确区分。" }, { "symbol": "SHSE.600353", "name": "旭光电子", "scope": "conditional_watch", "paper_scope": "shadow_watch", "template_key": "BREAK_PREV_HIGH", "side": "BUY", "qty": 1700, "price": 27.96, "amount": 47532.0, "ts": "2026-06-11T09:44:49", "sim_reason": "trigger_touched_but_above_exec_high", "eod_price": 29.94, "unrealized_pnl_pct": 7.081545064377681, "price_vs_vwap_pct": 1.2462, "note": "shadow_watch/观察池影子成交。非 active 正式信号。市场闸门未通过时产生的影子成交，已标记为研究样本，不反推为生产 active。收盘正向跟随 +7.08%，但 T+1 不可卖（sellable_qty=0）。" } ], "existing_positions": [ { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 500, "avg_cost": 95.37, "last_price": 102.03, "market_value": 51015.0, "unrealized_pnl_pct": 6.9833280905945205, "position_pct_of_total": 5.27, "note": "遗留持仓，非今日入场。可卖出（sellable_qty=500）。需从历史交易日数据回溯原始入场来源（active/shadow/watch）和二波框架符合性。" }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1700, "sellable_qty": 0, "avg_cost": 27.96, "last_price": 29.94, "market_value": 50898.0, "unrealized_pnl_pct": 7.081545064377681, "position_pct_of_total": 5.26, "note": "今日 shadow_watch 新入场，T+1 锁仓中（sellable_qty=0）。需在下一交易日验证卖出条件。" } ], "sold_positions": [ { "symbol": "SZSE.300502", "name": "新易盛", "reason": "position_stop_loss_3pct", "position_pnl_pct": -31.44, "note": "历史遗留深度亏损仓位。止损规则上线前已套牢，今日首次触发止损清仓。主要亏损来自规则空窗期而非当前策略失效。" }, { "symbol": "SHSE.688017", "name": "绿的谐波", "reason": "position_stop_loss_3pct", "position_pnl_pct": -3.82, "note": "已有持仓正常止损。触发 -3.0% 边界，按 bid1 成交含约 0.82% 正常滑点。执行路径正确。" } ], "market_gate": { "passed": false, "reason": "after_14:30_no_new_upgrade,no_active_quotes,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "pool_up_ratio": 0.6, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 0, "sample_total": 15, "regime": "NEUTRAL", "dynamic_total_cap": 60.0 } }, "framework_audit": { "entry_fit": [ { "symbol": "SHSE.600353", "name": "旭光电子", "scope": "shadow_watch/conditional_watch", "fit": "部分符合", "reason": "template_key=BREAK_PREV_HIGH（突破前高），属于板块二波框架内的突破追入模板。theme=光刻机(胶)，有板块概念支撑。入场时间 09:44 已过 9:35 冷却窗口，price_vs_vwap_pct=1.25% 偏离可控。但 market_gate 未通过（无 active 票、无 positive 龙头、无 above VWAP），在 OBSERVE_ONLY 且市场确认失败的环境下入场，缺乏大势方向支撑。paper_scope=shadow_watch，非正式 active 信号。", "fields_cited": [ "template_key", "paper_scope", "theme", "ts", "price_vs_vwap_pct", "market_gate" ] } ], "holding_fit": [ { "symbol": "SZSE.300236", "name": "上海新阳", "fit": "待确认", "reason": "遗留持仓，非今日入场。当前浮盈 +6.98%，sellable_qty=500（可卖）。缺乏今日原始入场来源（active/shadow/watch）记录，无法完整评估二波框架符合性。需从历史交易日数据回溯入场信息。" }, { "symbol": "SHSE.600353", "name": "旭光电子", "fit": "部分符合", "reason": "今日 shadow_watch 入场，收盘 +7.08%，正向跟随。但 market_gate 未通过是重大减分项。T+1 锁仓中，明日需验证卖出条件：是否触发止盈/止损/MA5/尾盘弱势风控。" } ], "sell_fit": [ { "symbol": "SZSE.300502", "name": "新易盛", "fit": "符合（风控执行）", "reason": "position_stop_loss_3pct 正确触发并成交。但 -31.44% 的实际亏损远超 -3% 止损线，说明该仓位在止损规则上线前已深度亏损。止损规则的时间覆盖率不足导致保护失效，属于系统建设期遗留问题。" }, { "symbol": "SHSE.688017", "name": "绿的谐波", "fit": "符合（风控执行）", "reason": "position_stop_loss_3pct 在 -3% 边界正确触发，按 bid1 模拟卖出。实际成交 -3.82% 含约 0.82% bid1 滑点（quote_last=383.48 vs fill=382.20），属于正常撮合偏差，非策略失误。非今日入场，与今日新买区分明确。" } ], "violations_or_warnings": [ { "level": "P0", "item": "SHADOW_WATCH_BUY_WHEN_MARKET_GATE_FAILED", "detail": "旭光电子在 market_gate_passed=false 时以 shadow_watch 身份产生真实模拟成交。虽然已加运行时闸门修复，但今日该笔成交记录仍出现在 filled_orders 中，复盘时必须标注为影子成交而非生产 active。", "status": "fixed_runtime_guard" }, { "level": "P1", "item": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "detail": "5 笔未成交均因 price_above_exec_high，说明今日行情偏强，静态触发价/执行上沿偏保守。执行上沿保护挡住了高位追价，方向正确；但需持续观察是否因偏紧错过合理入场。", "status": "gray_experiment_active" }, { "level": "P0", "item": "EARLY_MORNING_CHASE_BEFORE_0935", "detail": "9:35 前冷却规则已实现。今日所有 BUY 订单触发均在 09:30-09:44 区间，其中 09:30-09:32 的四笔因 price_above_exec_high 和 minute_energy 不足被正确拦截，冷却规则与执行上沿双重保护叠加生效。", "status": "implemented_and_tested" } ], "audit_path": "reports/trading/local_paper_framework_audit_20260611.json", "fallback_available": true }, "good_lessons": [ { "lesson_id": "EXEC_HIGH_GUARD_WORKED", "finding": "5 笔未成交均为 price_above_exec_high，执行上沿保护有效拦截了高位追价。所有未成交票的 price_vs_vwap_pct 均在 2.15%-4.15% 范围，符合偏离过大不追的纪律。", "evidence": "price_above_exec_high=5, 未成交 price_vs_vwap_pct 范围 [2.15%, 4.15%]" }, { "lesson_id": "STOP_LOSS_EXECUTED_CORRECTLY", "finding": "2 笔 position_risk 止损全部正常执行并成交（FILLED），无 T+1 拦截、无报价陈旧锁。止损引擎路径正确。", "evidence": "risk_exit_orders=2, risk_exit_filled=2, risk_exit_blocked_t1=0" }, { "lesson_id": "POSITION_SIZING_TARGET_PCT_ENABLED", "finding": "旭光电子按 5% target_position_pct 测算买入 1700 股（47532 元），不再固定 100 股。仓位占比 5.26% 接近目标 5%，sizing 执行准确。", "evidence": "target_position_pct=5.0%, actual=5.26%, sizing_reason=position_sized_by_target_pct" }, { "lesson_id": "INVALID_PRICE_PROTECTION_WORKED", "finding": "康鹏科技（SHSE.688602）和鸿博股份（SZSE.002229）因跌破失效价被 CANCELLED，避免弱化票入场。invalid_price 硬保护有效。", "evidence": "2 只 CANCELLED (invalid_price_broken), 0 只跌破失效价仍成交" } ], "mistake_lessons": [ { "lesson_id": "SHADOW_WATCH_BUY_WHEN_MARKET_GATE_FAILED", "finding": "OBSERVE_ONLY 盘中二次确认未通过时，观察池影子成交（旭光电子）会污染真实可买复盘口径。该成交不应出现在任何今日可入场统计中。", "evidence": "filled_watch_orders=1, market_gate_passed=false", "action": "已加固运行时闸门：shadow_watch 在市场闸门未通过时只记录触发，不生成成交。今日数据中该笔成交保留为研究样本。" }, { "lesson_id": "LEGACY_DEEP_LOSS_POSITION", "finding": "新易盛以 -31.44% 深度亏损被止损清仓。该亏损远超 -3% 止损线，说明仓位在止损规则上线前已深度套牢，规则上线时间差导致保护缺失。", "evidence": "position_pnl_pct=-31.44%, trigger_price=-3.0%", "action": "检查是否还有其他历史仓位存在类似规则空窗期风险；确保所有遗留仓位都已纳入每日 position_risk 扫描。" }, { "lesson_id": "MINUTE_ENERGY_RATIO_AMBIGUITY", "finding": "旭光电子填充单的 minute_energy.energy_ratio=0.8522 小于 ratio_min=1.05，但仍标记为 passed=true。能量比率计算与判定逻辑存在歧义，需确认 0.8522 是降温确认还是能量不足。", "evidence": "energy_ratio=0.8522, ratio_min=1.05, passed=true", "action": "建议复查 minute_energy 判定逻辑：ratio 小于 ratio_min 时为何判定为 passed；若是设计意图（降温=稳定=可入场），需在 reason 中说清楚。" } ], "code_iterations_done": [ { "id": "EARLY_MORNING_CHASE_BEFORE_0935", "priority": "P0", "status": "implemented_and_tested", "action": "preserve", "summary": "9:35 前观察池尖峰不追入冷却规则" }, { "id": "INVALID_PRICE_PROTECTION_WORKED", "priority": "P0", "status": "implemented_monitoring", "action": "preserve", "summary": "invalid_price 硬保护拦截弱化 active" }, { "id": "SHADOW_WATCH_BUY_WHEN_MARKET_GATE_FAILED", "priority": "P0", "status": "implemented_and_tested", "action": "preserve", "summary": "市场闸门未过时影子单不得成交" }, { "id": "STOP_LOSS_EXECUTED_CORRECTLY", "priority": "P0", "status": "implemented_monitoring", "action": "preserve", "summary": "持仓止损路径执行正常" }, { "id": "EXEC_HIGH_GUARD_WORKED", "priority": "P1", "status": "implemented_monitoring", "action": "preserve", "summary": "执行上沿阻止高位追价" }, { "id": "EXISTING_POSITION_RISK_CLEAN", "priority": "P1", "status": "implemented_monitoring", "action": "preserve", "summary": "已有持仓风控正常沉淀" }, { "id": "MINUTE_ENERGY_CONFIRMATION", "priority": "P1", "status": "implemented_monitoring", "action": "preserve", "summary": "分钟K能量确认保留" }, { "id": "POSITION_SIZING_TARGET_PCT_ENABLED", "priority": "P1", "status": "preserved_monitoring", "action": "preserve", "summary": "目标仓位与动态总仓机制" }, { "id": "WATCH_POOL_PAPER_ENTRY_EXISTS", "priority": "P1", "status": "preserved_monitoring", "action": "preserve", "summary": "观察池成交样本跟踪 T+N 表现" }, { "id": "CHASE_ENTRY_VWAP_DEVIATION_HIGH", "priority": "P1", "status": "needs_more_samples", "action": "gray_validate", "summary": "active 追高 VWAP 偏离需收敛验证（P1 灰度）" }, { "id": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "priority": "P1", "status": "gray_experiment_active", "action": "gray_validate", "summary": "强趋势日静态触发价偏低（P1 灰度）" } ], "pending_rule_change_candidates": [ { "id": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "priority": "P1", "proposal": "连续N日 price_above_exec_high >= 3 时，考虑引入动态 VWAP 锚或放宽执行上沿", "target_samples": 5, "current_samples": 1, "do_not_act": "单日样本不足，禁止直接放宽追高。继续灰度观察。" }, { "id": "CHASE_ENTRY_VWAP_DEVIATION_HIGH", "priority": "P1", "proposal": "验证 price_vs_vwap <= 2% 或 5-bar 能量确认的边际效果", "target_samples": 10, "current_samples": 0, "do_not_act": "今日无 active 成交，无可用样本。等待 active 成交积累。" }, { "id": "MINUTE_ENERGY_RATIO_LOGIC_CLARIFY", "priority": "P0", "proposal": "确认 minute_energy 判定逻辑：energy_ratio 小于 ratio_min 时为何判定为 passed", "target_samples": "N/A", "current_samples": "N/A", "do_not_act": "当日复查代码逻辑或补文档说明，不需要样本积累。" } ], "next_validation_tasks": [ "验证旭光电子 T+1 卖出条件：止盈/止损/MA5/尾盘弱势风控是否触发", "追溯上海新阳原始入场来源（active/shadow/watch）及二波框架符合性", "检查是否还有其他历史仓位（类似新易盛）存在止损规则上线前的深度亏损风险", "验证 market_gate 修复后，下次 shadow_watch 在市场闸门未通过时是否仅记录触发而不生成成交", "统计被 exec_high 拦截的 5 只标的 T+1/T+3 表现，判断执行上沿是否偏紧", "复查旭光电子 minute_energy.energy_ratio=0.8522 判定为 passed 的逻辑依据", "确认飞书通知中 shadow_watch 成交是否标注了「非生产信号/只供研究」标记", "下一交易日若仍无 active 票，检查是否需要在计划中重新评估板块选择逻辑" ] }, "code_iteration_backlog": { "schema_version": "daily_code_iteration_backlog_v1", "trade_date": "20260611", "generated_at": "2026-06-11T20:05:39", "source_summary": "reports/json/20260611_agent_summary_v2.json", "source_learning": "reports/trading/local_paper_learning_20260611.json", "status": "no_immediate_code_fix", "open_count": 0, "code_change_open_count": 0, "gray_validate_count": 2, "preserve_count": 9, "covered_count": 11, "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": "INVALID_PRICE_PROTECTION_WORKED", "title": "失效价保护拦住弱化 active", "type": "execution_guard", "iteration_action": "preserve", "priority": "P0", "status": "implemented_monitoring", "evidence": "2 只 CANCELLED (invalid_price_broken), 0 只跌破失效价仍成交", "decision": "保留 invalid_price 硬保护；active 票跌破风险边界后不得继续模拟买入。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/signal_contract.py", "local_paper_runtime/tests/test_signal_contract.py" ], "next_action": "继续记录被 invalid_price 拦截后的收盘/T+1 表现，确认是否减少错误入场。" }, { "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,no_active_quotes,active_leaders_not_positive_enough,active_leaders_not_above_vwap, 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": "STOP_LOSS_EXECUTED_CORRECTLY", "title": "已有持仓止损路径执行正常", "type": "risk_control", "iteration_action": "preserve", "priority": "P0", "status": "implemented_monitoring", "evidence": "risk_exit_orders=2, risk_exit_filled=2, risk_exit_blocked_t1=0", "decision": "保留 -3% 止损与可卖数量检查；已有持仓风险优先于新开仓。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/position_risk_engine.py", "local_paper_runtime/src/local_paper_runtime/sim_broker.py" ], "next_action": "若后续出现止损信号未成交，优先复查 T+1、报价陈旧、卖出撮合和飞书提醒。" }, { "lesson_id": "CHASE_ENTRY_VWAP_DEVIATION_HIGH", "title": "active 追高 VWAP 偏离需收敛验证", "type": "strategy_gray_experiment", "iteration_action": "gray_validate", "priority": "P1", "status": "needs_more_samples", "evidence": "active 成交价相对 VWAP 偏离过高后转弱。", "decision": "不按单日样本直接把 active 追高上限改窄；先验证 price_vs_vwap≤2% 或 5-bar 能量确认的边际效果。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/signal_contract.py", "local_paper_runtime/src/local_paper_runtime/opportunity_state_machine.py", "scripts/build_local_paper_learning_block.py" ], "next_action": "连续记录 active 成交的 price_vs_vwap_pct、minute_energy、T+1/T+3 表现；达到 10 个样本后再决定是否收窄 max_chase_pct。" }, { "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=5", "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": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "title": "强趋势日静态触发价/执行上沿偏低", "type": "strategy_gray_experiment", "iteration_action": "gray_validate", "priority": "P1", "status": "gray_experiment_active", "evidence": "price_above_exec_high=5", "decision": "不直接放宽追高；继续用动态 VWAP 锚 + 分钟K能量确认做灰度验证。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/signal_contract.py", "local_paper_runtime/src/local_paper_runtime/opportunity_state_machine.py", "scripts/start_local_paper_runtime_scheduled.sh", "local_paper_runtime/tests/test_signal_contract.py", "local_paper_runtime/tests/test_minute_energy.py" ], "next_action": "连续 5 个交易日统计 price_above_exec_high、dynamic_exec_high 使用次数、成交后 T+1/T+3 表现，再决定是否调 VWAP band。" }, { "lesson_id": "WATCH_POOL_PAPER_ENTRY_EXISTS", "title": "观察池成交样本要保留并跟踪 T+N 表现", "type": "signal_quality_tracking", "iteration_action": "preserve", "priority": "P1", "status": "preserved_monitoring", "evidence": "filled_watch_orders=1", "decision": "观察池真实模拟成交是有效研究样本，但不能反推为生产 active。", "code_paths": [ "scripts/build_local_paper_learning_block.py", "web_dashboard/assets/dashboard.js" ], "next_action": "继续记录 watch 成交后 T+1/T+3 表现，判断观察池是否应形成下一版升档规则。" } ] }, "output_files": { "full_report": "reports/full/20260611_full_report_v2.md", "wechat_brief": "reports/wechat/20260611_wechat_brief_v2.txt", "agent_summary": "reports/json/20260611_agent_summary_v2.json", "code_iteration_backlog": "reports/code_iteration/20260611_code_iteration_backlog.md", "local_paper_hermes_review": "reports/trading/local_paper_hermes_review_20260611.md", "local_paper_hermes_review_json": 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Context V2 Shadow / free_web_deepseek_normalized is shadow-only and cannot upgrade or downgrade Strict Gate." }, "gm_sector_coverage_audit_summary": { "loaded": true, "path": "reports/audit/20260611_gm_sector_coverage_audit.json", "themes_checked": [ "存储芯片", "光刻胶/光刻机", "MLCC", "国资云", "电力", "机器人" ], "summary_rows": [ { "theme": "存储芯片", "internet_mentions": 0, "gm_probe_hits": 1, "evidence_sector_hits": 1, "candidate_pool_hits": 0, "strict_plan_hits": 0, "explanation": "in_evidence_only: sectors={'filtered_noise_sectors': 1}, stock_sections={}" }, { "theme": "光刻胶/光刻机", "internet_mentions": 0, "gm_probe_hits": 2, "evidence_sector_hits": 2, "candidate_pool_hits": 29, "strict_plan_hits": 7, "explanation": "entered_strict_plan: {'active_plan': 7}" }, { "theme": "MLCC", "internet_mentions": 0, "gm_probe_hits": 3, "evidence_sector_hits": 2, "candidate_pool_hits": 1, "strict_plan_hits": 0, "explanation": "in_candidate_pool_but_not_strict: pools={'conditional_candidates': 1}, layers={'market_leader_no_signal': 1}" }, { "theme": "国资云", "internet_mentions": 0, "gm_probe_hits": 2, "evidence_sector_hits": 1, "candidate_pool_hits": 1, "strict_plan_hits": 0, "explanation": "in_candidate_pool_but_not_strict: pools={'observe_only': 1}, layers={'weak_tape_structure_sectors': 1}" }, { "theme": "电力", "internet_mentions": 0, "gm_probe_hits": 1, "evidence_sector_hits": 1, "candidate_pool_hits": 8, "strict_plan_hits": 0, "explanation": "in_candidate_pool_but_not_strict: pools={'conditional_candidates': 1, 'observe_only': 7}, layers={'weak_tape_structure_sectors': 8}" }, { "theme": "机器人", "internet_mentions": 0, "gm_probe_hits": 1, "evidence_sector_hits": 1, "candidate_pool_hits": 0, "strict_plan_hits": 0, "explanation": "in_evidence_only: sectors={'filtered_noise_sectors': 1}, stock_sections={}" } ], "boundary_note": "GM coverage audit is report/cross-verification only; it cannot upgrade or downgrade Strict Gate." }, "v8_strict_gate": { "schema_version": "v8_strict_gate_v1", "available": true, "audit_path": "reports/v8/strategy_pick_audit_20260611.json", "v2_plan_path": "reports/trade_plan/20260611_next_day_trade_plan_sector_bound_v2_leader_aware_news.json", "regime_at_decision": "MIXED", "v8_summary": { "plans": 195, "v1_decision_count": { "conditional_plan": 1, "observe_only": 141, "active_plan": 8, "conditional_only": 26, "risk_verify": 16, "forbidden": 3 }, "v2_decision_count": { "conditional_plan": 17, "observe_only": 144, "active_plan": 15, "forbidden": 19 }, "v8_reason_count": { "v8_no_uplift_no_downgrade": 177, "v8_market_cap_floor_downgrade": 3, "v8_huddle_uplift_conditional_plan": 8, "v8_limit_head_promoted_to_active": 6, "amount_yi>=5": 6, "market_cap_yi>=80": 5, "recent_limit_count>=2": 6, "technical_grade=A": 1, "technical_grade=B": 5, "v8_whitelist_uplift_conditional_plan": 1 }, "v8_whitelist_promoted": 1, "v8_huddle_promoted": 8, "v8_limit_head_promoted": 6, "v8_blacklist_blocked": 19, "v8_market_cap_downgrade": 3, "v2_tradable_active_count": 9, "v2_active_but_untradable_count": 6, "v2_active_count_alert": true }, "v2_raw_active_count": 15, "v2_raw_conditional_count": 17, "v2_excluded_count": 12, "v2_active_plans": [ { "symbol": "SZSE.000422", "name": "湖北宜化", "theme": "氟化工磷化工", "theme_display_name": "氟化工 / 磷化工", "raw_theme": "光刻机(胶)", "hot_theme_cluster": "光刻机(胶)", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SZSE.000422", "role": "MID", "layer": "triggered_sectors", "template_key": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "trigger_price": 14.2, "invalid_price": 14.06, "chase_ceiling": 14.46, "vwap_reference": null, "entry_zone": null, "price_fill": { "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "entry_reference_type": "break_prev_high", "trigger_price": 14.2, "trigger_condition": "突破昨高且必须有实时成交额/换手确认；无集合竞价实时数据时不得开盘盲追。", "invalid_reference": { "type": "failed_break_and_fall_back_below_prev_high_or_prev_close", "price": 14.06, "logic": "突破失败后跌回昨高附近或前收下方，视为失效。" }, "chase_ceiling": 14.46, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "break_prev_high", "intraday_amount_confirm", "turnover_not_abnormal_shrink", "no_opening_chase_without_auction_context" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_triggered_active_pass", "v8_gate5_reason": "market_cap_yi>=100", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 8.99, "amount_yi": 9.33, "market_cap_yi": 148.73, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "explosive" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SZSE.002643", "name": "万润股份", "theme": "电子化学品", "theme_display_name": "电子化学品 / 半导体材料", "raw_theme": "光刻机(胶)", "hot_theme_cluster": "光刻机(胶)", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SZSE.002643", "role": "MID", "layer": "triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 15.22, "invalid_price": 14.93, "chase_ceiling": 15.92, "vwap_reference": 15.22, "entry_zone": { "zone_low": 15.01, "zone_high": 15.35, "reference": 15.22 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 15.22, "zone_low": 15.01, "zone_high": 15.35 }, "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": 14.93, "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": 15.92, "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": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_triggered_active_pass", "v8_gate5_reason": "market_cap_yi>=100", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 6.55, "amount_yi": 7.45, "market_cap_yi": 139.48, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SHSE.603738", "name": "泰晶科技", "theme": "被动元件", "theme_display_name": "被动元件 / MLCC/晶振", "raw_theme": "光刻机(胶)", "hot_theme_cluster": "光刻机(胶)", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SHSE.603738", "role": "MID", "layer": "triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 46.71, "invalid_price": 45.49, "chase_ceiling": 48.45, "vwap_reference": 46.71, "entry_zone": { "zone_low": 45.83, "zone_high": 47.23, "reference": 46.71 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 46.71, "zone_low": 45.83, "zone_high": 47.23 }, "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": 45.49, "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": 48.45, "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": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_triggered_active_pass", "v8_gate5_reason": "market_cap_yi>=100", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 7.5, "amount_yi": 30.03, "market_cap_yi": 181.52, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SZSE.000969", "name": "安泰科技", "theme": "小金属", "theme_display_name": "小金属 / 钨钼锗", "raw_theme": "光刻机(胶)", "hot_theme_cluster": "光刻机(胶)", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SZSE.000969", "role": "MID", "layer": "triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 22.04, "invalid_price": 21.5, "chase_ceiling": 22.91, "vwap_reference": 22.04, "entry_zone": { "zone_low": 21.65, "zone_high": 22.27, "reference": 22.04 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 22.04, "zone_low": 21.65, "zone_high": 22.27 }, "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": 21.5, "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": 22.91, "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": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_triggered_active_pass", "v8_gate5_reason": "market_cap_yi>=100", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 6.92, "amount_yi": 15.34, "market_cap_yi": 231.6, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SHSE.688037", "name": "芯源微", "theme": "半导体设备", "theme_display_name": "半导体设备 / 前道&封装设备", "raw_theme": "光刻机(胶)", "hot_theme_cluster": "光刻机(胶)", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SHSE.688037", "role": "MID", "layer": "triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 256.24, "invalid_price": 248.93, "chase_ceiling": 268.11, "vwap_reference": 256.24, "entry_zone": { "zone_low": 251.02, "zone_high": 259.38, "reference": 256.24 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 256.24, "zone_low": 251.02, "zone_high": 259.38 }, "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": 248.93, "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": 268.11, "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": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_triggered_active_pass", "v8_gate5_reason": "market_cap_yi>=100", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 6.63, "amount_yi": 24.78, "market_cap_yi": 524.84, "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.601678", "name": "滨化股份", "theme": "氟化工磷化工", "theme_display_name": "氟化工 / 磷化工", "raw_theme": "氟化工概念", "hot_theme_cluster": "氟化工概念", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SHSE.601678", "role": "MID", "layer": "triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 5.81, "invalid_price": 5.69, "chase_ceiling": 6.13, "vwap_reference": 5.81, "entry_zone": { "zone_low": 5.72, "zone_high": 5.86, "reference": 5.81 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 5.81, "zone_low": 5.72, "zone_high": 5.86 }, "trigger_condition": "回踩 VWAP 参考区后重新站回 VWAP；必须有日内承接，不使用集合竞价脑补。", "invalid_reference": { "type": "fail_reclaim_vwap_or_break_entry_zone_low", "price": 5.69, "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": 6.13, "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": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_triggered_active_pass", "v8_gate5_reason": "recent_limit_count>=2", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 5.31, "amount_yi": 17.51, "market_cap_yi": 121.58, "recent_limit_count": 3.0, "is_limit_up": false, "amount_state": "explosive" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "电子化学品", "theme_display_name": "电子化学品 / 半导体材料", "raw_theme": "光刻机(胶)", "hot_theme_cluster": "光刻机(胶)", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SHSE.603650", "role": "MID", "layer": "triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 63.08, "invalid_price": 61.66, "chase_ceiling": 66.23, "vwap_reference": 63.08, "entry_zone": { "zone_low": 62.06, "zone_high": 63.69, "reference": 63.08 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 63.08, "zone_low": 62.06, "zone_high": 63.69 }, "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": 61.66, "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": 66.23, "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": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_triggered_active_pass", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 7.58, "amount_yi": 34.76, "market_cap_yi": 395.11, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "explosive" }, "technical": { "technical_grade": 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"is_limit_up": true, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_near_high", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] }, "excluded_from_execution": true, "exclusion_reason": "v8_untradable:limit_up" } ] }, "local_paper_hermes_review": { "schema_version": "local_paper_hermes_review_v1", "source": "hermes_deepseek_v4", "model": "deepseek-v4-pro", "plan_date": "20260610", "trade_date": "20260611", "conclusion": "今日 OBSERVE_ONLY 模式，无 active 成交。唯一买入成交为 shadow_watch 观察池旭光电子（conditional_watch/BREAK_PREV_HIGH），在市场闸门未通过的情况下产生影子成交，已标记为研究样本，不反推为生产信号。卖出端两笔止损正常执行：绿的谐波按 -3% 止损边界触发卖出（-3.82% 含滑点），新易盛为深度亏损遗留仓位（-31.44%）终于被止损清理。持仓端上海新阳浮盈 +6.98%、旭光电子浮盈 +7.08%，均为观察/遗留样本。账户累计 -3.18%，主要拖累来自新易盛历史深度亏损。今日核心教训：市场二次确认未通过时 shadow_watch 影子成交会污染复盘口径（已加固运行时闸门）；5 笔未成交均因 price_above_exec_high 被正确拦截，执行上沿保护有效。", "fact_check": { "real_fills": [ { "symbol": "SZSE.300502", "name": "新易盛", "scope": "position_risk", "template_key": "POSITION_RISK_EXIT", "side": "SELL", "qty": 100, "price": 545.0, "amount": 54500.0, "ts": "2026-06-11T09:30:31", "sim_reason": "position_stop_loss_3pct", "position_pnl_pct": -31.435220125786156, "note": "深度亏损遗留仓位止损清理。亏损远超 -3% 止损线，说明该仓位在止损规则上线前已深度套牢，属于系统建设期遗留问题。" }, { "symbol": "SHSE.688017", "name": "绿的谐波", "scope": "position_risk", "template_key": "POSITION_RISK_EXIT", "side": "SELL", "qty": 100, "price": 382.2, "amount": 38220.0, "ts": "2026-06-11T09:32:04", "sim_reason": "position_stop_loss_3pct", "position_pnl_pct": -3.819818916004103, "note": "已有持仓按 -3% 止损边界正常触发卖出，含约 0.82% 滑点（bid1 成交 vs ask1 报价）。非今日新入场，与今日新买明确区分。" }, { "symbol": "SHSE.600353", "name": "旭光电子", "scope": "conditional_watch", "paper_scope": "shadow_watch", "template_key": "BREAK_PREV_HIGH", "side": "BUY", "qty": 1700, "price": 27.96, "amount": 47532.0, "ts": "2026-06-11T09:44:49", "sim_reason": "trigger_touched_but_above_exec_high", "eod_price": 29.94, "unrealized_pnl_pct": 7.081545064377681, "price_vs_vwap_pct": 1.2462, "note": "shadow_watch/观察池影子成交。非 active 正式信号。市场闸门未通过时产生的影子成交，已标记为研究样本，不反推为生产 active。收盘正向跟随 +7.08%，但 T+1 不可卖（sellable_qty=0）。" } ], "existing_positions": [ { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 500, "avg_cost": 95.37, "last_price": 102.03, "market_value": 51015.0, "unrealized_pnl_pct": 6.9833280905945205, "position_pct_of_total": 5.27, "note": "遗留持仓，非今日入场。可卖出（sellable_qty=500）。需从历史交易日数据回溯原始入场来源（active/shadow/watch）和二波框架符合性。" }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1700, "sellable_qty": 0, "avg_cost": 27.96, "last_price": 29.94, "market_value": 50898.0, "unrealized_pnl_pct": 7.081545064377681, "position_pct_of_total": 5.26, "note": "今日 shadow_watch 新入场，T+1 锁仓中（sellable_qty=0）。需在下一交易日验证卖出条件。" } ], "sold_positions": [ { "symbol": "SZSE.300502", "name": "新易盛", "reason": "position_stop_loss_3pct", "position_pnl_pct": -31.44, "note": "历史遗留深度亏损仓位。止损规则上线前已套牢，今日首次触发止损清仓。主要亏损来自规则空窗期而非当前策略失效。" }, { "symbol": "SHSE.688017", "name": "绿的谐波", "reason": "position_stop_loss_3pct", "position_pnl_pct": -3.82, "note": "已有持仓正常止损。触发 -3.0% 边界，按 bid1 成交含约 0.82% 正常滑点。执行路径正确。" } ], "market_gate": { "passed": false, "reason": "after_14:30_no_new_upgrade,no_active_quotes,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "pool_up_ratio": 0.6, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 0, "sample_total": 15, "regime": "NEUTRAL", "dynamic_total_cap": 60.0 } }, "framework_audit": { "entry_fit": [ { "symbol": "SHSE.600353", "name": "旭光电子", "scope": "shadow_watch/conditional_watch", "fit": "部分符合", "reason": "template_key=BREAK_PREV_HIGH（突破前高），属于板块二波框架内的突破追入模板。theme=光刻机(胶)，有板块概念支撑。入场时间 09:44 已过 9:35 冷却窗口，price_vs_vwap_pct=1.25% 偏离可控。但 market_gate 未通过（无 active 票、无 positive 龙头、无 above VWAP），在 OBSERVE_ONLY 且市场确认失败的环境下入场，缺乏大势方向支撑。paper_scope=shadow_watch，非正式 active 信号。", "fields_cited": [ "template_key", "paper_scope", "theme", "ts", "price_vs_vwap_pct", "market_gate" ] } ], "holding_fit": [ { "symbol": "SZSE.300236", "name": "上海新阳", "fit": "待确认", "reason": "遗留持仓，非今日入场。当前浮盈 +6.98%，sellable_qty=500（可卖）。缺乏今日原始入场来源（active/shadow/watch）记录，无法完整评估二波框架符合性。需从历史交易日数据回溯入场信息。" }, { "symbol": "SHSE.600353", "name": "旭光电子", "fit": "部分符合", "reason": "今日 shadow_watch 入场，收盘 +7.08%，正向跟随。但 market_gate 未通过是重大减分项。T+1 锁仓中，明日需验证卖出条件：是否触发止盈/止损/MA5/尾盘弱势风控。" } ], "sell_fit": [ { "symbol": "SZSE.300502", "name": "新易盛", "fit": "符合（风控执行）", "reason": "position_stop_loss_3pct 正确触发并成交。但 -31.44% 的实际亏损远超 -3% 止损线，说明该仓位在止损规则上线前已深度亏损。止损规则的时间覆盖率不足导致保护失效，属于系统建设期遗留问题。" }, { "symbol": "SHSE.688017", "name": "绿的谐波", "fit": "符合（风控执行）", "reason": "position_stop_loss_3pct 在 -3% 边界正确触发，按 bid1 模拟卖出。实际成交 -3.82% 含约 0.82% bid1 滑点（quote_last=383.48 vs fill=382.20），属于正常撮合偏差，非策略失误。非今日入场，与今日新买区分明确。" } ], "violations_or_warnings": [ { "level": "P0", "item": "SHADOW_WATCH_BUY_WHEN_MARKET_GATE_FAILED", "detail": "旭光电子在 market_gate_passed=false 时以 shadow_watch 身份产生真实模拟成交。虽然已加运行时闸门修复，但今日该笔成交记录仍出现在 filled_orders 中，复盘时必须标注为影子成交而非生产 active。", "status": "fixed_runtime_guard" }, { "level": "P1", "item": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "detail": "5 笔未成交均因 price_above_exec_high，说明今日行情偏强，静态触发价/执行上沿偏保守。执行上沿保护挡住了高位追价，方向正确；但需持续观察是否因偏紧错过合理入场。", "status": "gray_experiment_active" }, { "level": "P0", "item": "EARLY_MORNING_CHASE_BEFORE_0935", "detail": "9:35 前冷却规则已实现。今日所有 BUY 订单触发均在 09:30-09:44 区间，其中 09:30-09:32 的四笔因 price_above_exec_high 和 minute_energy 不足被正确拦截，冷却规则与执行上沿双重保护叠加生效。", "status": "implemented_and_tested" } ], "audit_path": "reports/trading/local_paper_framework_audit_20260611.json", "fallback_available": true }, "good_lessons": [ { "lesson_id": "EXEC_HIGH_GUARD_WORKED", "finding": "5 笔未成交均为 price_above_exec_high，执行上沿保护有效拦截了高位追价。所有未成交票的 price_vs_vwap_pct 均在 2.15%-4.15% 范围，符合偏离过大不追的纪律。", "evidence": "price_above_exec_high=5, 未成交 price_vs_vwap_pct 范围 [2.15%, 4.15%]" }, { "lesson_id": "STOP_LOSS_EXECUTED_CORRECTLY", "finding": "2 笔 position_risk 止损全部正常执行并成交（FILLED），无 T+1 拦截、无报价陈旧锁。止损引擎路径正确。", "evidence": "risk_exit_orders=2, risk_exit_filled=2, risk_exit_blocked_t1=0" }, { "lesson_id": "POSITION_SIZING_TARGET_PCT_ENABLED", "finding": "旭光电子按 5% target_position_pct 测算买入 1700 股（47532 元），不再固定 100 股。仓位占比 5.26% 接近目标 5%，sizing 执行准确。", "evidence": "target_position_pct=5.0%, actual=5.26%, sizing_reason=position_sized_by_target_pct" }, { "lesson_id": "INVALID_PRICE_PROTECTION_WORKED", "finding": "康鹏科技（SHSE.688602）和鸿博股份（SZSE.002229）因跌破失效价被 CANCELLED，避免弱化票入场。invalid_price 硬保护有效。", "evidence": "2 只 CANCELLED (invalid_price_broken), 0 只跌破失效价仍成交" } ], "mistake_lessons": [ { "lesson_id": "SHADOW_WATCH_BUY_WHEN_MARKET_GATE_FAILED", "finding": "OBSERVE_ONLY 盘中二次确认未通过时，观察池影子成交（旭光电子）会污染真实可买复盘口径。该成交不应出现在任何今日可入场统计中。", "evidence": "filled_watch_orders=1, market_gate_passed=false", "action": "已加固运行时闸门：shadow_watch 在市场闸门未通过时只记录触发，不生成成交。今日数据中该笔成交保留为研究样本。" }, { "lesson_id": "LEGACY_DEEP_LOSS_POSITION", "finding": "新易盛以 -31.44% 深度亏损被止损清仓。该亏损远超 -3% 止损线，说明仓位在止损规则上线前已深度套牢，规则上线时间差导致保护缺失。", "evidence": "position_pnl_pct=-31.44%, trigger_price=-3.0%", "action": "检查是否还有其他历史仓位存在类似规则空窗期风险；确保所有遗留仓位都已纳入每日 position_risk 扫描。" }, { "lesson_id": "MINUTE_ENERGY_RATIO_AMBIGUITY", "finding": "旭光电子填充单的 minute_energy.energy_ratio=0.8522 小于 ratio_min=1.05，但仍标记为 passed=true。能量比率计算与判定逻辑存在歧义，需确认 0.8522 是降温确认还是能量不足。", "evidence": "energy_ratio=0.8522, ratio_min=1.05, passed=true", "action": "建议复查 minute_energy 判定逻辑：ratio 小于 ratio_min 时为何判定为 passed；若是设计意图（降温=稳定=可入场），需在 reason 中说清楚。" } ], "code_iterations_done": [ { "id": "EARLY_MORNING_CHASE_BEFORE_0935", "priority": "P0", "status": "implemented_and_tested", "action": "preserve", "summary": "9:35 前观察池尖峰不追入冷却规则" }, { "id": "INVALID_PRICE_PROTECTION_WORKED", "priority": "P0", "status": "implemented_monitoring", "action": "preserve", "summary": "invalid_price 硬保护拦截弱化 active" }, { "id": "SHADOW_WATCH_BUY_WHEN_MARKET_GATE_FAILED", "priority": "P0", "status": "implemented_and_tested", "action": "preserve", "summary": "市场闸门未过时影子单不得成交" }, { "id": "STOP_LOSS_EXECUTED_CORRECTLY", "priority": "P0", "status": "implemented_monitoring", "action": "preserve", "summary": "持仓止损路径执行正常" }, { "id": "EXEC_HIGH_GUARD_WORKED", "priority": "P1", "status": "implemented_monitoring", "action": "preserve", "summary": "执行上沿阻止高位追价" }, { "id": "EXISTING_POSITION_RISK_CLEAN", "priority": "P1", "status": "implemented_monitoring", "action": "preserve", "summary": "已有持仓风控正常沉淀" }, { "id": "MINUTE_ENERGY_CONFIRMATION", "priority": "P1", "status": "implemented_monitoring", "action": "preserve", "summary": "分钟K能量确认保留" }, { "id": "POSITION_SIZING_TARGET_PCT_ENABLED", "priority": "P1", "status": "preserved_monitoring", "action": "preserve", "summary": "目标仓位与动态总仓机制" }, { "id": "WATCH_POOL_PAPER_ENTRY_EXISTS", "priority": "P1", "status": "preserved_monitoring", "action": "preserve", "summary": "观察池成交样本跟踪 T+N 表现" }, { "id": "CHASE_ENTRY_VWAP_DEVIATION_HIGH", "priority": "P1", "status": "needs_more_samples", "action": "gray_validate", "summary": "active 追高 VWAP 偏离需收敛验证（P1 灰度）" }, { "id": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "priority": "P1", "status": "gray_experiment_active", "action": "gray_validate", "summary": "强趋势日静态触发价偏低（P1 灰度）" } ], "pending_rule_change_candidates": [ { "id": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "priority": "P1", "proposal": "连续N日 price_above_exec_high >= 3 时，考虑引入动态 VWAP 锚或放宽执行上沿", "target_samples": 5, "current_samples": 1, "do_not_act": "单日样本不足，禁止直接放宽追高。继续灰度观察。" }, { "id": "CHASE_ENTRY_VWAP_DEVIATION_HIGH", "priority": "P1", "proposal": "验证 price_vs_vwap <= 2% 或 5-bar 能量确认的边际效果", "target_samples": 10, "current_samples": 0, "do_not_act": "今日无 active 成交，无可用样本。等待 active 成交积累。" }, { "id": "MINUTE_ENERGY_RATIO_LOGIC_CLARIFY", "priority": "P0", "proposal": "确认 minute_energy 判定逻辑：energy_ratio 小于 ratio_min 时为何判定为 passed", "target_samples": "N/A", "current_samples": "N/A", "do_not_act": "当日复查代码逻辑或补文档说明，不需要样本积累。" } ], "next_validation_tasks": [ "验证旭光电子 T+1 卖出条件：止盈/止损/MA5/尾盘弱势风控是否触发", "追溯上海新阳原始入场来源（active/shadow/watch）及二波框架符合性", "检查是否还有其他历史仓位（类似新易盛）存在止损规则上线前的深度亏损风险", "验证 market_gate 修复后，下次 shadow_watch 在市场闸门未通过时是否仅记录触发而不生成成交", "统计被 exec_high 拦截的 5 只标的 T+1/T+3 表现，判断执行上沿是否偏紧", "复查旭光电子 minute_energy.energy_ratio=0.8522 判定为 passed 的逻辑依据", "确认飞书通知中 shadow_watch 成交是否标注了「非生产信号/只供研究」标记", "下一交易日若仍无 active 票，检查是否需要在计划中重新评估板块选择逻辑" ] }, "mira_strategy_evolution": { "schema_version": "mira_strategy_evolution_block_v1", "trade_date": "2026-06-11", "next_trade_date": "2026-06-12", "source_project": "/Users/tonyyu/Documents/Mira", "source_threads": [ "codex://threads/019eacd1-895b-7bf1-95c7-ad4d03c293ee" ], "adopted_principles": [ "Every durable strategy conclusion needs evidence posture and refresh conditions.", "Separate facts, market pricing, model inference, and execution constraints.", "Use event-delta and postmortem language to avoid hindsight rewriting.", "Keep methodology candidates in trial/gray state until multi-day evidence validates them." ], "not_adopted_boundaries": [ "Mira is not a trade bot and must not bypass Strict Gate.", "Mira research packages do not replace GM evidence, local paper records, or A-share microstructure checks.", "No single-day result can loosen production trading rules." ], "daily_research_state": { "research_object": "sector_wave_daily_signal_20260611", "market_scope": "CN_A_share", "time_boundary": "截至 2026-06-11 收盘", "readiness_level": "working_view_with_gaps", "readiness_basis": "Derived from Strict Gate counts, quality_status, local paper execution, and code iteration backlog.", "blocking_gaps": [ "intraday paper market gate did not pass; avoid over-reading fills" ], "stale_after": "2026-06-12", "must_refresh_if": [ "next session market regime changes from watch_only to broad repair or broad breakdown", "V1.1/V8 active count changes materially", "local paper fills or risk exits expose a repeated execution defect", "external_context search layer recovers and contradicts current theme interpretation" ] }, "evidence_protocol": { "chain": "source -> claim -> expectation -> thesis -> event_delta -> decision_log -> postmortem", "claim_posture_fields": [ "claim_type", "authority_level", "freshness_status", "conflict_status", "treatment", "readiness_impact" ], "daily_claims_to_track": [ { "claim_area": "strict_gate", "claim_text": "V1.1 Strict Gate produced active=8, conditional=1, observe=21.", "evidence_category": "derived_calculation", "treatment": "use_normally", "readiness_impact": "supports_working_view" }, { "claim_area": "local_paper_execution", "claim_text": "Local paper filled 3 orders, including active=0 and watch=1.", "evidence_category": "observed_execution", "treatment": "attribute", "readiness_impact": "monitoring_only" }, { "claim_area": "quality_status", "claim_text": "Daily quality grade=A-; blocks_publish=False.", "evidence_category": "pipeline_audit", "treatment": "haircut", "readiness_impact": "supports_working_view" } ] }, "event_delta": [ { "event": "Strict Gate daily decision", "actual": { "active_plan": 8, "conditional_plan": 1, "observe_only": 21 }, "delta_vs_expectation": "No production active; plan should be framed as conditional/watch discipline.", "thesis_impact": "neutral_to_defensive" }, { "event": "V8 gray comparison", "actual": { "v2_active_count": 15, "v2_tradable_active_count": 9, "v8_whitelist_promoted_count": 1, "v8_huddle_promoted_count": 8 }, "delta_vs_expectation": "V8 adds conditional leader-aware observations but no active production switch.", "thesis_impact": "gray_validation_only" }, { "event": "Local paper execution", "actual": { "filled_orders": 3, "filled_active_orders": 0, "filled_watch_orders": 1, "intraday_market_gate_passed": false, "unfilled_reasons": { "price_above_exec_high": 5 } }, "delta_vs_expectation": "Execution samples are useful, but watch fills stay separate from production active.", "thesis_impact": "execution_training_data" } ], "decision_quality_review": { "review_policy": "Separate what was knowable at plan time from end-of-day outcome.", "error_taxonomy": [ "data_error", "claim_weighting_error", "reasoning_error", "timing_error", "market_pricing_error", "execution_constraint", "not_an_error" ], "today_attribution_focus": [ "whether missed momentum came from valid discipline or overly tight static trigger", "whether watch fills reveal a repeatable upgrade rule or only noise", "whether position risk events were blocked by T+1 or stale quotes" ], "lesson_registry_count": 7, "code_iteration_open_count": 0, "gray_validate_count": 2 }, "methodology_candidates": [ { "method_name": "Mira evidence-posture layer for daily signals", "status": "adopted_as_reporting_protocol", "applies_to": "Hermes daily report, local paper review, code iteration ledger", "failure_mode": "Over-documentation without changing execution quality", "validation_plan": "Check whether daily lessons become clearer and fewer contradictory page/report statements occur." }, { 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