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"count": 1 }, { "theme_cluster": "化工原料", "count": 1 }, { "theme_cluster": "网红经济", "count": 1 }, { "theme_cluster": "区块链", "count": 1 } ] }, "style_rotation": { "type": "UNKNOWN", "from": null, "to": null, "confidence": "LOW", "reasons": [] }, "external_context": { "available": false, "source": "D:\\sector_wave_agent\\manual_context_2026-06-12.json", "overnight_events": [], "policy_events": [], "key_levels": {}, "review_watchpoints": [] }, "risk_flags": [], "support_flags": [ "LIMIT_UP_COUNT_OK", "HIGH_MARKET_AMOUNT", "HAS_NEAR_TRIGGERED_THEME", "HAS_HIGH_BOARD" ], "missing_fields": [ "index_bse50", "manual_context" ], "regime_reasons": [ "涨停92只，局部情绪仍有活跃度", "全市场成交额约32001亿，流动性绝对水平较高", "最高连板达到4板，短线情绪并未完全冰点" ], "index_ret_pct": 1.12, "breadth": 0.7185, "limit_up_count": 92, "limit_down_count": 15, "market_amount_yi": 32000.74 }, "theme_summary": { "triggered": [], "near_triggered_themes": [ { "theme_cluster": "金融地产风格", "theme_display_name": "金融地产风格（金融地产风格）", "primary_sector": "金融地产风格", 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"limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000768", "name": "中航西飞", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 6.37, "turnover": null, "market_cap_yi": 634.69, "amount_to_mcap_pct": 1.003, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002985", "name": "北摩高科", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 1.91, "turnover": null, "market_cap_yi": 99.25, "amount_to_mcap_pct": 1.921, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000099", "name": "中信海直", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 4.17, "turnover": null, "market_cap_yi": 135.06, "amount_to_mcap_pct": 3.088, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300719", "name": "安达维尔", "role": "FRONT", "ret_pct": 13.81, "amount_yi": 2.7, "turnover": null, "market_cap_yi": 25.16, "amount_to_mcap_pct": 10.72, "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.002984", "name": "森麒麟", "role": "MID", "ret_pct": 7.42, "amount_yi": 3.52, "turnover": null, "market_cap_yi": 107.52, "amount_to_mcap_pct": 3.272, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000738", "name": "航发控制", "role": "MID", "ret_pct": 7.21, "amount_yi": 8.71, "turnover": null, "market_cap_yi": 256.33, "amount_to_mcap_pct": 3.399, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600115", "name": "中国东航", "role": "MID", "ret_pct": 5.41, "amount_yi": 12.4, "turnover": null, "market_cap_yi": 663.97, "amount_to_mcap_pct": 1.868, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601111", "name": "中国国航", "role": "MID", "ret_pct": 5.2, "amount_yi": 10.06, "turnover": null, "market_cap_yi": 729.71, "amount_to_mcap_pct": 1.379, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600029", "name": "南方航空", "role": "TAIL", "ret_pct": 4.98, "amount_yi": 10.79, "turnover": null, "market_cap_yi": 710.24, "amount_to_mcap_pct": 1.519, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002297", "name": "博云新材", "role": "TAIL", "ret_pct": 4.91, "amount_yi": 34.44, "turnover": null, "market_cap_yi": 128.6, "amount_to_mcap_pct": 26.779, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600038", "name": "中直股份", "role": "TAIL", "ret_pct": 4.7, "amount_yi": 4.24, "turnover": null, "market_cap_yi": 190.85, "amount_to_mcap_pct": 2.224, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600990", "name": "四创电子", "role": "TAIL", "ret_pct": 4.13, "amount_yi": 1.16, 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0.57, "turnover": null, "market_cap_yi": 30.13, "amount_to_mcap_pct": 1.898, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002023", "name": "海特高新", "role": "WATCH", "ret_pct": 2.52, "amount_yi": 5.36, "turnover": null, "market_cap_yi": 84.46, "amount_to_mcap_pct": 6.344, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007415", "sector_name": "动力电池回收", "sector_type": "concept_1003", "theme_cluster": "动力电池回收", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 43, "valid_member_count": 40, "specificity_score": 0.7957, "raw_heat_score": 93.83, "adjusted_heat_score": 74.66, "state": "STRUCTURE_WATCH", 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133.85, "stocks": [ { "symbol": "SZSE.302132", "name": "中航成飞", "role": "LIMIT_HEAD", "ret_pct": 10.78, "amount_yi": 13.96, "turnover": null, "market_cap_yi": 373.97, "amount_to_mcap_pct": 3.733, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600862", "name": "中航高科", "role": "LIMIT_HEAD", "ret_pct": 10.03, "amount_yi": 6.2, "turnover": null, "market_cap_yi": 262.87, "amount_to_mcap_pct": 2.359, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000768", "name": "中航西飞", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 6.37, "turnover": null, "market_cap_yi": 634.69, "amount_to_mcap_pct": 1.003, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002985", "name": "北摩高科", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 1.91, "turnover": null, "market_cap_yi": 99.25, "amount_to_mcap_pct": 1.921, "is_limit_up": 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"market_cap_yi": 1262.26, "amount_to_mcap_pct": 1.672, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688231", "name": "隆达股份", "role": "MID", "ret_pct": 7.02, "amount_yi": 2.57, "turnover": null, "market_cap_yi": 104.57, "amount_to_mcap_pct": 2.462, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300034", "name": "钢研高纳", "role": "MID", "ret_pct": 6.34, "amount_yi": 4.43, "turnover": null, "market_cap_yi": 135.0, "amount_to_mcap_pct": 3.281, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600765", "name": "中航重机", "role": "MID", "ret_pct": 5.65, "amount_yi": 5.6, "turnover": null, "market_cap_yi": 217.66, "amount_to_mcap_pct": 2.573, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002171", "name": "楚江新材", "role": "MID", "ret_pct": 5.51, "amount_yi": 22.32, "turnover": null, "market_cap_yi": 219.31, "amount_to_mcap_pct": 10.177, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600115", "name": "中国东航", "role": "MID", "ret_pct": 5.41, "amount_yi": 12.4, "turnover": null, "market_cap_yi": 663.97, "amount_to_mcap_pct": 1.868, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002297", "name": "博云新材", "role": "TAIL", "ret_pct": 4.91, "amount_yi": 34.44, "turnover": null, "market_cap_yi": 128.6, "amount_to_mcap_pct": 26.779, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600038", "name": "中直股份", "role": "TAIL", "ret_pct": 4.7, "amount_yi": 4.24, "turnover": null, "market_cap_yi": 190.85, "amount_to_mcap_pct": 2.224, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688562", "name": "航天软件", "role": "TAIL", "ret_pct": 4.59, "amount_yi": 0.98, "turnover": 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99.25, "amount_to_mcap_pct": 1.921, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.003009", "name": "中天火箭", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 3.42, "turnover": null, "market_cap_yi": 99.83, "amount_to_mcap_pct": 3.427, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002190", "name": "成飞集成", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 2.79, "turnover": null, "market_cap_yi": 97.11, "amount_to_mcap_pct": 2.87, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601609", "name": "金田股份", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 14.54, "turnover": null, "market_cap_yi": 216.94, "amount_to_mcap_pct": 6.704, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603738", "name": "泰晶科技", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 8.88, "turnover": null, "market_cap_yi": 199.66, "amount_to_mcap_pct": 4.448, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000099", "name": "中信海直", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 4.17, "turnover": null, "market_cap_yi": 135.06, "amount_to_mcap_pct": 3.088, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688788", "name": "科思科技", "role": "FRONT", "ret_pct": 17.71, "amount_yi": 2.83, "turnover": null, "market_cap_yi": 84.83, "amount_to_mcap_pct": 3.34, "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.688772", "name": "珠海冠宇", "role": "FRONT", "ret_pct": 15.93, "amount_yi": 22.77, "turnover": null, "market_cap_yi": 213.42, "amount_to_mcap_pct": 10.669, "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": 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"中军观察" }, { "symbol": "SHSE.688084", "name": "晶品特装", "role": "MID", "ret_pct": 8.61, "amount_yi": 1.88, "turnover": null, "market_cap_yi": 38.96, "amount_to_mcap_pct": 4.83, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300353", "name": "东土科技", "role": "MID", "ret_pct": 8.53, "amount_yi": 12.02, "turnover": null, "market_cap_yi": 120.22, "amount_to_mcap_pct": 9.998, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002611", "name": "东方精工", "role": "MID", "ret_pct": 8.17, "amount_yi": 19.59, "turnover": null, "market_cap_yi": 184.45, "amount_to_mcap_pct": 10.62, "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", "sector_type": "concept_1003", "theme_cluster": 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"SZSE.002882", "name": "金龙羽", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 1.85, "turnover": null, "market_cap_yi": 53.95, "amount_to_mcap_pct": 3.422, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002812", "name": "恩捷股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 31.03, "turnover": null, "market_cap_yi": 555.62, "amount_to_mcap_pct": 5.585, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600531", "name": "豫光金铅", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 9.74, "turnover": null, "market_cap_yi": 158.29, "amount_to_mcap_pct": 6.156, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002733", "name": "雄韬股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 6.13, "turnover": null, "market_cap_yi": 127.37, "amount_to_mcap_pct": 4.813, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.001359", "name": "平安电工", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 6.08, "turnover": null, "market_cap_yi": 49.69, "amount_to_mcap_pct": 12.231, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002190", "name": "成飞集成", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 2.79, "turnover": null, "market_cap_yi": 97.11, "amount_to_mcap_pct": 2.87, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002976", "name": "瑞玛精密", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 1.34, "turnover": null, "market_cap_yi": 21.92, "amount_to_mcap_pct": 6.114, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600500", "name": "中化国际", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 45.67, "turnover": null, "market_cap_yi": 284.55, "amount_to_mcap_pct": 16.05, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603335", "name": "迪生力", "role": "LIMIT_HEAD", "ret_pct": 9.97, "amount_yi": 0.44, "turnover": null, "market_cap_yi": 34.47, "amount_to_mcap_pct": 1.268, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002088", "name": "鲁阳节能", "role": "LIMIT_HEAD", "ret_pct": 9.95, "amount_yi": 0.49, "turnover": null, "market_cap_yi": 45.26, "amount_to_mcap_pct": 1.092, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688772", "name": "珠海冠宇", "role": "FRONT", "ret_pct": 15.93, "amount_yi": 22.77, "turnover": null, "market_cap_yi": 213.42, "amount_to_mcap_pct": 10.669, "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.688353", "name": "华盛锂电", "role": "FRONT", "ret_pct": 15.79, "amount_yi": 10.35, "turnover": null, "market_cap_yi": 150.04, "amount_to_mcap_pct": 6.898, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SHSE.688388", "name": "嘉元科技", "role": "FRONT", "ret_pct": 10.97, "amount_yi": 37.12, "turnover": null, "market_cap_yi": 263.7, "amount_to_mcap_pct": 14.078, "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.688148", "name": "芳源股份", "role": "FRONT", "ret_pct": 10.95, "amount_yi": 3.93, "turnover": null, "market_cap_yi": 46.02, "amount_to_mcap_pct": 8.542, "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.301217", "name": "铜冠铜箔", "role": "FRONT", "ret_pct": 10.8, "amount_yi": 64.97, "turnover": null, "market_cap_yi": 1175.54, "amount_to_mcap_pct": 5.527, "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" }, { 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"role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 1.85, "turnover": null, "market_cap_yi": 53.95, "amount_to_mcap_pct": 3.422, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002812", "name": "恩捷股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 31.03, "turnover": null, "market_cap_yi": 555.62, "amount_to_mcap_pct": 5.585, "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": 10.0, "amount_yi": 23.99, "turnover": null, "market_cap_yi": 518.53, "amount_to_mcap_pct": 4.627, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002733", "name": "雄韬股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 6.13, "turnover": null, "market_cap_yi": 127.37, "amount_to_mcap_pct": 4.813, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.001359", "name": "平安电工", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 6.08, "turnover": null, "market_cap_yi": 49.69, "amount_to_mcap_pct": 12.231, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688772", "name": "珠海冠宇", "role": "FRONT", "ret_pct": 15.93, "amount_yi": 22.77, "turnover": null, "market_cap_yi": 213.42, "amount_to_mcap_pct": 10.669, "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.688353", "name": "华盛锂电", "role": "FRONT", "ret_pct": 15.79, "amount_yi": 10.35, "turnover": null, "market_cap_yi": 150.04, "amount_to_mcap_pct": 6.898, "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.300686", "name": "智动力", "role": "FRONT", "ret_pct": 11.26, "amount_yi": 4.03, "turnover": null, "market_cap_yi": 46.32, "amount_to_mcap_pct": 8.7, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SHSE.688388", "name": "嘉元科技", "role": "FRONT", "ret_pct": 10.97, "amount_yi": 37.12, "turnover": null, "market_cap_yi": 263.7, "amount_to_mcap_pct": 14.078, "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.688148", "name": "芳源股份", "role": "FRONT", "ret_pct": 10.95, "amount_yi": 3.93, "turnover": null, "market_cap_yi": 46.02, "amount_to_mcap_pct": 8.542, "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.600869", "name": "远东股份", "role": "FRONT", "ret_pct": 9.93, "amount_yi": 75.79, "turnover": null, "market_cap_yi": 719.74, "amount_to_mcap_pct": 10.53, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SHSE.688411", "name": "海博思创", "role": "FRONT", "ret_pct": 9.68, "amount_yi": 25.82, "turnover": null, "market_cap_yi": 350.87, "amount_to_mcap_pct": 7.359, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.301150", "name": "中一科技", "role": "MID", "ret_pct": 8.41, "amount_yi": 11.38, "turnover": null, "market_cap_yi": 140.75, "amount_to_mcap_pct": 8.082, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300438", "name": "鹏辉能源", "role": "MID", "ret_pct": 7.57, "amount_yi": 27.29, "turnover": null, "market_cap_yi": 303.85, "amount_to_mcap_pct": 8.981, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.001301", "name": "尚太科技", "role": "MID", "ret_pct": 7.54, "amount_yi": 5.24, "turnover": null, "market_cap_yi": 166.15, "amount_to_mcap_pct": 3.156, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688819", "name": "天能股份", "role": "MID", "ret_pct": 7.54, "amount_yi": 1.58, "turnover": null, "market_cap_yi": 238.36, "amount_to_mcap_pct": 0.665, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688323", "name": "瑞华泰", "role": "MID", "ret_pct": 7.35, "amount_yi": 10.73, "turnover": null, "market_cap_yi": 77.58, "amount_to_mcap_pct": 13.828, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688299", "name": "长阳科技", "role": "MID", "ret_pct": 7.26, "amount_yi": 2.69, "turnover": null, "market_cap_yi": 46.7, "amount_to_mcap_pct": 5.754, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002741", "name": "光华科技", "role": "MID", "ret_pct": 7.24, "amount_yi": 21.72, "turnover": null, "market_cap_yi": 126.33, "amount_to_mcap_pct": 17.193, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301292", "name": "海科新源", "role": "MID", "ret_pct": 7.16, "amount_yi": 11.81, "turnover": null, "market_cap_yi": 58.37, "amount_to_mcap_pct": 20.226, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007220", "sector_name": "军民融合", "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": 172, "valid_member_count": 165, "specificity_score": 0.5961, "raw_heat_score": 135.92, "adjusted_heat_score": 81.02, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 1.92, "sector_amount_yi": 1373.72, "amount_ratio5": 1.146, "sector_rank_today": 38, "near_previous_high": false, "distance_to_previous_high": -0.1317, "next_day_gap_risk": true, "ohlc": { "open": 101.0857, "high": 105.1946, "low": 98.9655, 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true, "limit_rate": 0.2, "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": 10.02, "amount_yi": 21.06, "turnover": null, "market_cap_yi": 203.6, "amount_to_mcap_pct": 10.344, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000547", "name": "航天发展", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 18.8, "turnover": null, "market_cap_yi": 328.15, "amount_to_mcap_pct": 5.729, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000768", "name": "中航西飞", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 6.37, "turnover": null, "market_cap_yi": 634.69, "amount_to_mcap_pct": 1.003, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002935", "name": "天奥电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 2.5, "turnover": null, "market_cap_yi": 92.15, "amount_to_mcap_pct": 2.714, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002985", "name": "北摩高科", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 1.91, "turnover": null, "market_cap_yi": 99.25, "amount_to_mcap_pct": 1.921, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.003009", "name": "中天火箭", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 3.42, "turnover": null, "market_cap_yi": 99.83, "amount_to_mcap_pct": 3.427, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300719", "name": "安达维尔", "role": "FRONT", "ret_pct": 13.81, "amount_yi": 2.7, "turnover": null, "market_cap_yi": 25.16, "amount_to_mcap_pct": 10.72, "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.300353", "name": "东土科技", "role": "MID", "ret_pct": 8.53, "amount_yi": 12.02, "turnover": null, "market_cap_yi": 120.22, "amount_to_mcap_pct": 9.998, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002611", "name": "东方精工", "role": "MID", "ret_pct": 8.17, "amount_yi": 19.59, "turnover": null, "market_cap_yi": 184.45, "amount_to_mcap_pct": 10.62, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300420", "name": "五洋自控", "role": "MID", "ret_pct": 8.09, "amount_yi": 9.86, "turnover": null, "market_cap_yi": 70.1, "amount_to_mcap_pct": 14.07, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300416", "name": "苏试试验", "role": "MID", "ret_pct": 8.0, "amount_yi": 8.67, "turnover": null, "market_cap_yi": 90.64, "amount_to_mcap_pct": 9.561, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600760", "name": "中航沈飞", "role": "MID", "ret_pct": 7.18, "amount_yi": 21.11, "turnover": null, "market_cap_yi": 1262.26, "amount_to_mcap_pct": 1.672, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688231", "name": "隆达股份", "role": "MID", "ret_pct": 7.02, "amount_yi": 2.57, "turnover": null, "market_cap_yi": 104.57, "amount_to_mcap_pct": 2.462, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300376", "name": "易事特", "role": "MID", "ret_pct": 6.37, "amount_yi": 6.07, "turnover": null, "market_cap_yi": 143.84, "amount_to_mcap_pct": 4.218, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300034", "name": "钢研高纳", "role": "MID", "ret_pct": 6.34, "amount_yi": 4.43, "turnover": null, "market_cap_yi": 135.0, "amount_to_mcap_pct": 3.281, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600343", "name": "航天动力", "role": "MID", "ret_pct": 6.27, "amount_yi": 17.41, "turnover": null, "market_cap_yi": 160.06, "amount_to_mcap_pct": 10.877, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300342", "name": "天银机电", "role": "MID", "ret_pct": 6.21, "amount_yi": 27.6, "turnover": null, "market_cap_yi": 223.55, "amount_to_mcap_pct": 12.344, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002625", "name": "光启技术", "role": "MID", "ret_pct": 6.15, "amount_yi": 18.8, "turnover": null, "market_cap_yi": 833.61, "amount_to_mcap_pct": 2.255, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [ { "sector_code": "007528", "sector_name": "低空经济", "theme_cluster": "卫星军工信息化", "state": "WEAK_TAPE_STRUCTURE", "sector_rank_today": 62, "sector_ret_pct": 1.73, 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"strict_v1/search_notes 仅覆盖 1/28 个 evidence 主题；未覆盖主题不得借外部资讯确认。", "uncovered_themes": [ "小金属概念", "农业资源品", "稀缺资源", "航天航空", "互联网金融", "通用航空", "动力电池回收", "行业龙头", "AI制药（医疗）", "病原体防治", "合成生物", "航母概念", "宠物经济", "医药医疗风格", "味蕾经济", "大飞机", "无人机", "锂电池概念", "固态电池", "卫星军工信息化" ], "action": "require_confirmation" }, { "risk": "项目 Gemini Search/grounding 资讯层连续不稳定", "severity": "warning", "detail": "Gemini provider connectivity 与项目 Gemini Search/grounding external_context strict_v1 稳定性需要分开表述；本 V2 Shadow 不得替代 Strict Gate。", "action": "require_confirmation" } ] }, "gm_sector_coverage": { "status": "ok", "path": "/Users/tonyyu/sector_wave_agent/reports/audit/20260612_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：金融地产风格", "V2 Shadow 已由 strict_v1 派生，仍有 27/28 个 evidence 主题未被外部资讯覆盖" ] }, "lesson_registry_summary": [ "clean_or_usable_trigger 在 entry-based 口径下表现优于普通日线复盘。", "reclaim_no_invalid 是当前最重要的干净触发形态之一。", "triggered_after_prior_boundary_touch 先触风险边界后触发，不计入有效入场；真实模拟盘应降级观察。", "same_bar_trigger_invalid_ambiguous 不应计入 clean entry。", "未回踩/未确认导致的 missed momentum 是策略机会成本，应持续量化。", "observe_only 中存在强表现样本，但不能直接升级 Strict Gate。", "capture_ratio 与 giveback 能揭示入场后管理质量，应进入后续 T+N 与持仓管理研究。" ], "next_validation_tasks": [ "验证 2 条 conditional 是否满足触发/承接/未失效三条件。", "跟踪 金融地产风格 是否从 near_triggered 升级到 triggered。", "继续记录 observe_only shadow alpha，并对同花顺强主题未进入 Strict Gate 的原因做覆盖审计。" ], "experience_loop": { "source": "deterministic_fallback", "updated_at": "2026-06-12T19:28:20", "previous_lessons_reviewed": [ "clean_or_usable_trigger 在 entry-based 口径下表现优于普通日线复盘。", "reclaim_no_invalid 是当前最重要的干净触发形态之一。", "triggered_after_prior_boundary_touch 先触风险边界后触发，不计入有效入场；真实模拟盘应降级观察。", "same_bar_trigger_invalid_ambiguous 不应计入 clean entry。", "未回踩/未确认导致的 missed momentum 是策略机会成本，应持续量化。", "observe_only 中存在强表现样本，但不能直接升级 Strict Gate。", "capture_ratio 与 giveback 能揭示入场后管理质量，应进入后续 T+N 与持仓管理研究。" ], "confirmed_lessons": [], "invalidated_lessons": [], "pending_lessons": [ "clean_or_usable_trigger 在 entry-based 口径下表现优于普通日线复盘。", "reclaim_no_invalid 是当前最重要的干净触发形态之一。", "triggered_after_prior_boundary_touch 先触风险边界后触发，不计入有效入场；真实模拟盘应降级观察。", "same_bar_trigger_invalid_ambiguous 不应计入 clean entry。", "未回踩/未确认导致的 missed momentum 是策略机会成本，应持续量化。", "observe_only 中存在强表现样本，但不能直接升级 Strict Gate。", "capture_ratio 与 giveback 能揭示入场后管理质量，应进入后续 T+N 与持仓管理研究。", { "lesson_id": "WATCH_POOL_PAPER_ENTRY_EXISTS", "reason": "本机模拟盘样本：观察池 conditional/watch 票产生影子研究样本，不能计入真实账户成交。；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,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough" }, { "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": [ "验证 2 条 conditional 是否满足触发/承接/未失效三条件。", "跟踪 金融地产风格 是否从 near_triggered 升级到 triggered。", "继续记录 observe_only shadow alpha，并对同花顺强主题未进入 Strict Gate 的原因做覆盖审计。", "持续统计观察池模拟盘成交/未成交原因、成交后 T+1/T+3/T+5 表现。", "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。" ], "previous_day_review_signal": { "entry_effective_count": 2, "no_entry_count": 28, "observe_only_shadow_alpha_count": 4 }, "note": "Fallback only gives a conservative learning loop. Hermes/DeepSeek V4 should replace it with explicit confirmed/invalidated/pending lessons." }, "next_day_key_watch": [ "红塔证券（金融地产风格）", "国金证券（金融地产风格）" ], "active_plan_focus": [], "conditional_plan_focus": [ { "symbol": "SHSE.601236", "name": "红塔证券", "theme": "金融地产风格", "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "entry": "突破 6.81", "trigger": 6.81, "entry_zone_low": null, "entry_zone_high": null, "vwap_reference": 6.602, "invalid": 6.76, "invalid_price": 6.76, "do_not_chase_above": 6.91, "chase_ceiling": 6.91, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "explosive", "risk_flags": [], "confirmation_required": [ "break_prev_high", "intraday_amount_confirm", "turnover_not_abnormal_shrink", "no_opening_chase_without_auction_context" ], "abandon_conditions": [ "突破失败后跌回昨高附近或前收下方，视为失效。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "放量且强收盘，使用突破昨高 + 量能确认模板" }, { "symbol": "SHSE.600109", "name": "国金证券", "theme": "金融地产风格", "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "entry": "突破 8.62", "trigger": 8.62, "entry_zone_low": null, "entry_zone_high": null, "vwap_reference": 8.359, "invalid": 8.49, "invalid_price": 8.49, "do_not_chase_above": 8.77, "chase_ceiling": 8.77, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "strong_expansion", "risk_flags": [], "confirmation_required": [ "break_prev_high", "intraday_amount_confirm", "turnover_not_abnormal_shrink", "no_opening_chase_without_auction_context" ], "abandon_conditions": [ "突破失败后跌回昨高附近或前收下方，视为失效。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "放量且强收盘，使用突破昨高 + 量能确认模板" } ], "risk_flags": [ "market_risk_regime=HOT(87)，trade_mode=ACTIVE_THEME_FOLLOW。市场温度偏强，但二波交易池没有给出 active；这表示候选的主题层级/个股角色/可执行边界未同时通过 Strict Gate，不等于市场弱。", "涨停 92 / 跌停 15，上涨家数占比 +71.85%。", "Strict Gate 今日 0 active、2 conditional、28 observe；不能从 observe_only 临时升级。", "External Context V2 Shadow/free_web_deepseek_normalized、Airtap/X、GM coverage audit 只能 require_confirmation，不能升级、不能降级 Strict Gate。" ], "execution_discipline": [ "09:25 先看 金融地产风格 的集合竞价承接；高开过不追价上限且无回踩，直接放弃。", "条件观察必须同时满足主题不转弱、价格触发或 VWAP 收复、未破风险边界。", "红塔证券、国金证券 必须等待各自触发/VWAP 收复与实时量能确认；未触发不做。", "observe_only 与 risk_verify 只用于复盘和验证，不作为交易计划。" ], "data_quality_notes": { "quality_grade": "A-", "blocks_publish": false, "outcome_learning_loaded": true, "x_kol_boundary": "shadow_only_require_confirmation" }, "output_files": { "full_report": "reports/full/20260612_full_report_v2.md", "wechat_brief": "reports/wechat/20260612_wechat_brief_v2.txt", "agent_summary": "reports/json/20260612_agent_summary_v2.json", "code_iteration_backlog": "reports/code_iteration/20260612_code_iteration_backlog.md", "local_paper_hermes_review": "reports/trading/local_paper_hermes_review_20260612.md", "local_paper_hermes_review_json": "reports/trading/local_paper_hermes_review_20260612.json", "local_paper_hermes_review_manifest": "reports/hermes_runs/local_paper_20260612/manifest.json" }, "x_kol_shadow": {}, "external_context_v2_shadow_quality": "partial_from_strict_v1", "v8_strict_gate": { "schema_version": "v8_strict_gate_v1", "available": true, "audit_path": "reports/v8/strategy_pick_audit_20260612.json", "v2_plan_path": "reports/trade_plan/20260612_next_day_trade_plan_sector_bound_v2_leader_aware_news.json", "regime_at_decision": "MIXED", "v8_summary": { "plans": 274, "v1_decision_count": { "observe_only": 148, "conditional_plan": 2, "active_candidate": 20, "conditional_only": 83, "risk_verify": 10, "forbidden": 11 }, "v2_decision_count": { "observe_only": 243, "conditional_plan": 10, "forbidden": 21 }, "v8_reason_count": { "v8_no_uplift_no_downgrade": 267, "v8_huddle_uplift_conditional_plan": 7 }, "v8_whitelist_promoted": 0, "v8_huddle_promoted": 7, "v8_limit_head_promoted": 0, "v8_blacklist_blocked": 21, "v8_market_cap_downgrade": 0, "v2_tradable_active_count": 0, "v2_active_but_untradable_count": 0, "v2_active_count_alert": false }, "v2_raw_active_count": 0, "v2_raw_conditional_count": 10, "v2_excluded_count": 5, "v2_active_plans": [], "v2_conditional_plans": [ { "symbol": "SHSE.601236", "name": "红塔证券", "theme": "金融地产风格", "theme_display_name": "金融地产风格", "raw_theme": "金融地产风格", "hot_theme_cluster": null, "theme_source": "v8_plan_sector_context", "theme_matched_by": null, "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "trigger_price": 6.81, "invalid_price": 6.76, "chase_ceiling": 6.91, "vwap_reference": null, "entry_zone": null, "price_fill": { "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "entry_reference_type": "break_prev_high", "trigger_price": 6.81, "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": 6.76, "logic": "突破失败后跌回昨高附近或前收下方，视为失效。" }, 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"金融地产风格", "hot_theme_cluster": null, "theme_source": "v8_plan_sector_context", "theme_matched_by": null, "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "template_raw": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "trigger_price": 8.62, "invalid_price": 8.49, "chase_ceiling": 8.77, "vwap_reference": null, "entry_zone": null, "price_fill": { "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "entry_reference_type": "break_prev_high", "trigger_price": 8.62, "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": 8.49, "logic": "突破失败后跌回昨高附近或前收下方，视为失效。" }, "chase_ceiling": 8.77, "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, 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"fill_ts": null, "unfilled_reasons": [], "latest_reason": "invalid_price_broken", "latest_reason_label": "invalid_price_broken", "trigger_price": 103.43, "exec_high": 104.98, "intraday_vwap": 99.7493, "quote_last": 94.5, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.688138", "name": "清溢光电", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "光掩膜版", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 37.84, "exec_high": 38.41, "intraday_vwap": 37.0428, "quote_last": 35.32, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.300390", "name": "天华新能", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "电池材料", "template_key": "BREAK_PREV_HIGH", "final_status": "NEAR_TRIGGER", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "near_trigger", "latest_reason_label": "near_trigger", "trigger_price": 96.66, "exec_high": 98.11, "intraday_vwap": 96.5212, "quote_last": 96.1, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.300054", "name": "鼎龙股份", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "电子化学品", "template_key": "BREAK_PREV_HIGH", "final_status": "UNFILLED", "orders_count": 1, "first_order_ts": "2026-06-12T09:30:33", "last_order_ts": "2026-06-12T09:30:33", "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [ "price_above_exec_high" ], "latest_reason": "price_above_exec_high", "latest_reason_label": "报价超过执行上沿，未追高", "trigger_price": 76.4, "exec_high": 77.55, "intraday_vwap": 84.8088, "quote_last": 85.12, "target_position_pct": 5.0, "target_amount": 48529.4, "sizing_reason": "position_sized_by_target_pct", "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.688605", "name": "先锋精科", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "半导体设备", "template_key": "BREAK_PREV_HIGH", "final_status": "UNFILLED", "orders_count": 1, "first_order_ts": "2026-06-12T09:30:33", "last_order_ts": "2026-06-12T09:30:33", "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [ "price_above_exec_high" ], "latest_reason": "price_above_exec_high", "latest_reason_label": "报价超过执行上沿，未追高", "trigger_price": 83.8, "exec_high": 85.06, "intraday_vwap": 87.1929, "quote_last": 87.1, "target_position_pct": 5.0, "target_amount": 48529.4, "sizing_reason": "position_sized_by_target_pct", "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.600206", "name": "有研新材", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "小金属", "template_key": "BREAK_PREV_HIGH", "final_status": "UNFILLED", "orders_count": 1, "first_order_ts": "2026-06-12T09:30:33", "last_order_ts": "2026-06-12T09:30:33", "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [ "price_above_exec_high" ], "latest_reason": "price_above_exec_high", "latest_reason_label": "报价超过执行上沿，未追高", "trigger_price": 35.1, "exec_high": 35.63, "intraday_vwap": 35.727, "quote_last": 35.71, "target_position_pct": 5.0, "target_amount": 48529.4, "sizing_reason": "position_sized_by_target_pct", "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.002915", "name": "中欣氟材", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "氟化工磷化工", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 22.05, "exec_high": 22.38, "intraday_vwap": 21.291, "quote_last": 21.64, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.002636", "name": "金安国纪", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "PCB", "template_key": "BREAK_PREV_HIGH", "final_status": "TOUCHED", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "trigger_touched_but_above_exec_high", "latest_reason_label": "trigger_touched_but_above_exec_high", "trigger_price": 85.16, "exec_high": 86.44, "intraday_vwap": 89.8349, "quote_last": 89.88, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.688012", "name": "中微公司", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "半导体设备", "template_key": "BREAK_PREV_HIGH", "final_status": "UNFILLED", "orders_count": 1, "first_order_ts": "2026-06-12T09:30:33", "last_order_ts": "2026-06-12T09:30:33", "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [ "price_above_exec_high" ], "latest_reason": "price_above_exec_high", "latest_reason_label": "报价超过执行上沿，未追高", "trigger_price": 303.86, "exec_high": 308.42, "intraday_vwap": 318.657, "quote_last": 318.32, "target_position_pct": 5.0, "target_amount": 48529.4, "sizing_reason": "position_sized_by_target_pct", "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.688545", "name": "兴福电子", "scope": "conditional_watch", "decision": "seed_watch_plan", "theme": "电子化学品", "template_key": "GAP_UP_DYNAMIC_RECLAIM", "final_status": "SHADOW_FILLED", "orders_count": 1, "first_order_ts": "2026-06-12T09:30:33", "last_order_ts": "2026-06-12T09:30:33", "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [ "shadow_paper_fill_at_ask1" ], "latest_reason": "shadow_paper_fill_at_ask1", "latest_reason_label": "影子研究成交，不计入真实账户持仓", "trigger_price": 104.52, "exec_high": 125.42, "intraday_vwap": 111.1713, "quote_last": 109.98, "target_position_pct": 3.0, "target_amount": 29117.64, "sizing_reason": "position_sized_by_target_pct", "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 票产生影子研究样本，不能计入真实账户成交。", "evidence": "filled_watch_orders=1", "action": "继续统计 watch 影子样本的 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,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough", "action": "已加执行前硬闸门：shadow/watch 只写 SHADOW_FILLED 研究样本，不再写入真实持仓；除非显式升级为 active。" }, { "lesson_id": "STATIC_TRIGGER_TOO_LOW_FOR_STRONG_TREND", "status": "pending", "finding": "多只观察股触发时已明显高于执行上沿，静态昨高/触发价在趋势上行日可能偏低。", "evidence": "price_above_exec_high=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_review_unavailable", "model": "deepseek-v4-pro", "available": false, "conclusion": "本机模拟盘 Hermes 复盘未生成：Hermes process failed returncode=0; json_valid=False", "fact_check": { "real_fills": [], "existing_positions": [], "market_gate": {} }, "framework_audit": { "entry_fit": [], "holding_fit": [ { "symbol": "SHSE.600353", "name": "旭光电子", "side": "BUY", "status": "FILLED", "paper_scope": "shadow_watch", "template_key": "BREAK_PREV_HIGH", "ts": "2026-06-11T09:44:49", "qty": 1700, "price": 27.96, "price_vs_vwap_pct": 1.2462, "trigger_price": 27.56, "exec_high": 27.97, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "minute_energy_passed": true, "minute_energy_reason": "minute_energy_confirmed", "pnl_pct": 2.610872675250353, "framework_fit": "partial_fit", "framework_reason": "BREAK_PREV_HIGH 入场溢价可控（+1.25%），但仍需验证 T+1 后承接。", "quantity": 1700, "sellable_qty": 1700, "avg_cost": 27.96, "last_price": 28.69, "market_value": 48773.0, "unrealized_pnl_pct": 2.610872675250353 }, { "symbol": "SZSE.300236", "name": "上海新阳", "side": "BUY", "status": "FILLED", "paper_scope": "conditional_watch", "template_key": "VWAP_RECLAIM", "ts": "2026-06-10T09:32:07", "qty": 500, "price": 95.37, "price_vs_vwap_pct": 0.4503, "trigger_price": 93.13, "exec_high": 95.37, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "minute_energy_passed": true, "minute_energy_reason": "minute_energy_confirmed", "pnl_pct": 0.3774771940861843, "framework_fit": "framework_fit", "framework_reason": "VWAP_RECLAIM 贴近 VWAP 入场（+0.45%）且量能确认，符合二波执行样本。", "quantity": 500, "sellable_qty": 500, "avg_cost": 95.37, "last_price": 95.73, "market_value": 47865.0, "unrealized_pnl_pct": 0.3774771940861843 } ], "sell_fit": [], "violations_or_warnings": [], "source": "deterministic_fallback_after_hermes_missing_field", "audit_path": "reports/trading/local_paper_framework_audit_20260612.json", "fallback_available": true }, "good_lessons": [], "mistake_lessons": [ "Hermes 复盘缺席，需要先修复数据链路：Hermes process failed returncode=0; json_valid=False" ], "code_iterations_done": [], "pending_rule_change_candidates": [], "next_validation_tasks": [ "确认 local_paper_learning、trading_log、portfolio、latest_signals、code_iteration_backlog 是否齐全。", "下一次日报生成后重新运行本机模拟盘 Hermes 复盘，并回写 agent_summary。" ] }, "code_iteration_backlog": { "schema_version": "daily_code_iteration_backlog_v1", "trade_date": "20260612", "generated_at": "2026-06-12T19:28:33", "source_summary": "reports/json/20260612_agent_summary_v2.json", "source_learning": "reports/trading/local_paper_learning_20260612.json", "status": "no_immediate_code_fix", "open_count": 0, "code_change_open_count": 0, "gray_validate_count": 1, "preserve_count": 3, "covered_count": 4, "items": [ { "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,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough, filled_watch_orders=1", "decision": "OBSERVE_ONLY 的研究影子盘可记录触发，但市场二次确认未通过时不得写成模拟成交。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/main.py", "local_paper_runtime/tests/test_shadow_watch_guards.py", "web_dashboard/assets/dashboard.js" ], "next_action": "连续观察该规则是否减少弱市尖峰成交，同时保留 shadow/watch 的触发样本统计。" }, { "lesson_id": "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。" } ] }, "local_paper_hermes_review": { "schema_version": "local_paper_hermes_review_v1", "available": false, "source": "hermes_review_unavailable", "model": "deepseek-v4-pro", "plan_date": "20260611", "trade_date": "20260612", "reason": "Hermes process failed returncode=0; json_valid=False", "conclusion": "本机模拟盘 Hermes 复盘未生成：Hermes process failed returncode=0; json_valid=False", "fact_check": { "real_fills": [], "existing_positions": [], "market_gate": {} }, "good_lessons": [], "mistake_lessons": [ "Hermes 复盘缺席，需要先修复数据链路：Hermes process failed returncode=0; json_valid=False" ], "code_iterations_done": [], "pending_rule_change_candidates": [], "next_validation_tasks": [ "确认 local_paper_learning、trading_log、portfolio、latest_signals、code_iteration_backlog 是否齐全。", "下一次日报生成后重新运行本机模拟盘 Hermes 复盘，并回写 agent_summary。" ], "framework_audit": { "entry_fit": [], "holding_fit": [ { "symbol": "SHSE.600353", "name": "旭光电子", "side": "BUY", "status": "FILLED", "paper_scope": "shadow_watch", "template_key": "BREAK_PREV_HIGH", "ts": "2026-06-11T09:44:49", "qty": 1700, "price": 27.96, "price_vs_vwap_pct": 1.2462, "trigger_price": 27.56, "exec_high": 27.97, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "minute_energy_passed": true, "minute_energy_reason": "minute_energy_confirmed", "pnl_pct": 2.610872675250353, "framework_fit": "partial_fit", "framework_reason": "BREAK_PREV_HIGH 入场溢价可控（+1.25%），但仍需验证 T+1 后承接。", "quantity": 1700, "sellable_qty": 1700, "avg_cost": 27.96, "last_price": 28.69, "market_value": 48773.0, "unrealized_pnl_pct": 2.610872675250353 }, { "symbol": "SZSE.300236", "name": "上海新阳", "side": "BUY", "status": "FILLED", "paper_scope": "conditional_watch", "template_key": "VWAP_RECLAIM", "ts": "2026-06-10T09:32:07", "qty": 500, "price": 95.37, "price_vs_vwap_pct": 0.4503, "trigger_price": 93.13, "exec_high": 95.37, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "minute_energy_passed": true, "minute_energy_reason": "minute_energy_confirmed", "pnl_pct": 0.3774771940861843, "framework_fit": "framework_fit", "framework_reason": "VWAP_RECLAIM 贴近 VWAP 入场（+0.45%）且量能确认，符合二波执行样本。", "quantity": 500, "sellable_qty": 500, "avg_cost": 95.37, "last_price": 95.73, "market_value": 47865.0, "unrealized_pnl_pct": 0.3774771940861843 } ], "sell_fit": [], "violations_or_warnings": [], "source": "deterministic_fallback_after_hermes_missing_field", "audit_path": "reports/trading/local_paper_framework_audit_20260612.json", "fallback_available": true } }, "mira_strategy_evolution": { "schema_version": "mira_strategy_evolution_block_v1", "trade_date": "2026-06-12", "next_trade_date": "2026-06-15", "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_20260612", "market_scope": "CN_A_share", "time_boundary": "截至 2026-06-12 收盘", "readiness_level": "watch_only", "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": "2026-06-15", "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=0, conditional=2, observe=28.", "evidence_category": "derived_calculation", "treatment": "use_normally", "readiness_impact": "supports_working_view" }, { "claim_area": "local_paper_execution", "claim_text": "Local paper real-filled 0 orders; shadow samples=3, active=0, watch_shadow=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": 0, "conditional_plan": 2, "observe_only": 28 }, "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": 0, "v2_tradable_active_count": 0, "v8_whitelist_promoted_count": 0, "v8_huddle_promoted_count": 7 }, "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": 0, "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": 1 }, "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." }, { "method_name": "Expectation-map for themes and watch pool", "status": "trial", "applies_to": "Theme strength, V8 gray candidates, watch pool upgrades", "failure_mode": "Creating narrative confirmation bias around hot themes", "validation_plan": "Only promote if multi-day local paper T+1/T+3 evidence supports it." } ], "hermes_requirements": [ "State readiness_level, blocking_gaps, stale_after and must_refresh_if for the daily strategy view.", "Label local paper watch fills as monitoring_only unless production Strict Gate active confirms them.", "Put single-day improvements into pending/gray validation unless they are execution safety fixes.", "Use postmortem categories when explaining errors instead of generic good/bad labels." ], "strict_plan_focus": { "conditional": [ { "symbol": "SHSE.601236", "name": "红塔证券", "theme": null, "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "trigger_price": 6.81, "invalid_price": 6.76, "chase_ceiling": 6.91, "status": "strict_near_triggered_conditional" }, { "symbol": "SHSE.600109", "name": "国金证券", "theme": null, "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "trigger_price": 8.62, "invalid_price": 8.49, "chase_ceiling": 8.77, "status": "strict_near_triggered_conditional" } ], "active": [] } }, "canonical_theme_structure": { "schema_version": "canonical_theme_structure_v1", "available": true, "source_path": "/Users/tonyyu/sector_wave_agent/reports/trade_plan/20260612_active_plan_v2_for_trading.json", "theme_count": 2, "themes": [ { "canonical": "金融地产风格", "display": "金融地产风格", "raw_terms": [ "金融地产风格" ], "active": [], "conditional": [ { "symbol": "SHSE.601236", "name": "红塔证券", "decision": "conditional", "template_key": "BREAK_PREV_HIGH", "seed_watch_shadow_only": false, "excluded_from_execution": false }, { "symbol": "SHSE.600109", "name": "国金证券", "decision": "conditional", "template_key": "BREAK_PREV_HIGH", "seed_watch_shadow_only": false, "excluded_from_execution": false }, { "symbol": "SHSE.600208", "name": "衢州发展", "decision": "conditional", "template_key": "BREAK_PREV_HIGH", "seed_watch_shadow_only": false, "excluded_from_execution": false } ], "seed_watch": [], "watch": [], "excluded": [], "matched_by": [], "active_count": 0, "conditional_count": 3, "seed_watch_count": 0, "watch_count": 0, "excluded_count": 0, "total_count": 3, "importance_score": 75, "sample_names": [ "红塔证券", "国金证券", "衢州发展" ] }, { "canonical": "小金属", "display": "小金属/钨钼锗", "raw_terms": [ "小金属" ], "active": [], "conditional": [ { "symbol": "SHSE.603399", "name": "永杉锂业", "decision": "conditional", "template_key": "BREAK_PREV_HIGH", "seed_watch_shadow_only": false, "excluded_from_execution": false }, { "symbol": "SZSE.002428", "name": "云南锗业", "decision": "conditional", "template_key": "BREAK_PREV_HIGH", "seed_watch_shadow_only": false, "excluded_from_execution": false } ], "seed_watch": [], "watch": [], "excluded": [ { "symbol": "SZSE.002203", "name": "海亮股份", "decision": "excluded", "template_key": "BREAK_PREV_HIGH", "seed_watch_shadow_only": false, "excluded_from_execution": true } ], "matched_by": [ "小金属", "SZSE.002428" ], "active_count": 0, "conditional_count": 2, "seed_watch_count": 0, "watch_count": 0, "excluded_count": 1, "total_count": 2, "importance_score": 50, "sample_names": [ "永杉锂业", "云南锗业", "海亮股份" ] } ], "boundary": "display_and_review_only_no_strict_gate_change" }, "local_tonghuashun_context": { "schema_version": "local_tonghuashun_context_v1", "available": true, "source_thread": "codex://threads/019eacd1-895b-7bf1-95c7-ad4d03c293ee", "boundary": { "role": "research_verification_only", "may_read": [ "local Tonghuashun watchlist cache", "public Tonghuashun timeline/news/noticeReport feeds", "Mira private watchlist summary when present" ], "must_not_read": [ "broker account", "cash", "order book", "cookie values" ], "must_not_modify": [ "Strict Gate", "whitelist", "blacklist", "paper trading rules", "live trading rules" ], "evidence_policy": "Tonghuashun timeline/community/news are catalyst or sentiment clues, not primary facts." }, "local_watch_group_count": 16, "mira_watchlist_count": 9, "trade_pool_count": 274, "overlap_with_trade_pool": [], "timeline_available_count": 12, "theme_verification_counts": { "aligned": 0, "partially_aligned": 0, "weak_or_mismatch": 0, "missing_theme": 80 }, "weak_or_mismatch": [ { "symbol": "SHSE.600490", "name": "鹏欣资源", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "金属锌", "金属铜", "黄金概念", "金属钴", "小金属概念", "金属镍", "锂电池概念", "俄乌冲突概念" ] }, { "symbol": "SHSE.603132", "name": "金徽股份", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "金属锌", "金属铅", "黄金概念", "小金属概念", "专精特新", "西部大开发" ] }, { "symbol": "SHSE.600760", "name": "中航沈飞", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "央企国企改革", "同花顺中特估100", "军民融合", "军工", "高端装备", "无人机", "同花顺漂亮100", "大飞机" ] }, { "symbol": "SZSE.300803", "name": "指南针", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "互联网金融", "AI应用", "参股券商" ] }, { "symbol": "SZSE.002416", "name": "爱施德", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "创投", "区块链", "人工智能", "苹果概念", "虚拟现实", "阿里巴巴概念", "互联网金融", "锂电池概念" ] }, { "symbol": "SZSE.000686", "name": "东北证券", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "期货概念", "证金持股", "2025年报预增" ] }, { "symbol": "SHSE.600309", "name": "万华化学", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "环氧丙烷", "煤化工概念", "丙烯酸", "锂电池概念", "同花顺漂亮100", "可降解塑料", "国企改革", "POE胶膜" ] }, { "symbol": "SZSE.301602", "name": "超研股份", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "宠物经济", "智能医疗", "医疗器械概念", "人民币贬值受益", "机器人概念", "核电", "人工智能", "专精特新" ] }, { "symbol": "SHSE.601236", "name": "红塔证券", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "期货概念", "国企改革", "西部大开发", "2025年报预增" ] }, { "symbol": "SHSE.600109", "name": "国金证券", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "期货概念", "西部大开发", "腾讯概念" ] }, { "symbol": "SHSE.603858", "name": "步长制药", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "医药电商", "流感", "仿制药一致性评价", "生物疫苗", "参股银行", "医疗器械概念", "医美概念", "肝炎概念" ] }, { "symbol": "SHSE.688363", "name": "华熙生物", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "重组蛋白", "合成生物", "创新药", "医美概念", "2025年报预增" ] }, { "symbol": "SHSE.600019", "name": "宝钢股份", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "同花顺中特估100", "高股息精选", "证金持股", "核电", "参股银行", "石墨电极", "特斯拉概念", "同花顺漂亮100" ] }, { "symbol": "SHSE.603231", "name": "索宝蛋白", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "人造肉", "大豆" ] }, { "symbol": "SZSE.300034", "name": "钢研高纳", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "航空发动机", "大飞机", "军民融合", "军工", "特钢概念", "核电", "国企改革", "央企国企改革" ] }, { "symbol": "SHSE.600362", "name": "江西铜业", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "黄金概念", "金属铜", "小金属概念", "参股券商", "锂电池概念", "金属回收", "证金持股", "国企改革" ] }, { "symbol": "SHSE.601899", "name": "紫金矿业", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "金属铅", "金属锌", "黄金概念", "小金属概念", "金属铜", "一带一路", "金属钴", "同花顺漂亮100" ] }, { "symbol": "SZSE.000960", "name": "锡业股份", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [] }, { "symbol": "SZSE.000878", "name": "云南铜业", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "黄金概念", "金属铜", "小金属概念", "期货概念", "国企改革", "央企国企改革", "西部大开发" ] }, { "symbol": "SZSE.000060", "name": "中金岭南", "assigned_theme": "", "verdict": "日报缺主题，需人工补充", "concepts": [ "金属锌", "金属铅", "金属钴", "小金属概念", "黄金概念", "期货概念", "金属铜", "金属镍" ] } ], "path": "reports/ths_local/20260612_local_tonghuashun_context.json" } }