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"position_pct_of_total": null }, { "symbol": "SZSE.300812", "name": "易天股份", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "玻璃基板", "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": "接近触发价，但未形成有效入场", "trigger_price": 28.49, "exec_high": 28.92, "intraday_vwap": 28.1453, "quote_last": 28.29, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.300806", "name": "斯迪克", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "柔性屏(折叠屏)", "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": "触发价已碰到，但价格高于执行上沿，按纪律不追高", "trigger_price": 88.5, "exec_high": 89.83, "intraday_vwap": 93.5007, "quote_last": 97.06, "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": "EXEC_HIGH_BLOCKED_LATE_CHASE", "status": "confirmed_runtime_guard", "finding": "多只票触发价被碰到时已经超过执行上沿，系统按不追高纪律拒绝生成订单。", "evidence": "trigger_touched_but_above_exec_high=14", "action": "继续验证动态 VWAP 锚与执行区间自适应；禁止因为单日踏空直接放宽追高。" }, { "lesson_id": "MINUTE_ENERGY_BLOCKED_LOW_AMOUNT", "status": "confirmed_runtime_guard", "finding": "分钟K能量确认持续阻断低成交额信号，说明信号触发但承接强度不足。", "evidence": "minute_energy_amount_too_low=26", "action": "保留分钟K能量门槛；若连续多日错过有效二波，再由 Hermes 提出有证据的分层阈值方案。" }, { "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": [ { "symbol": "SHSE.600584", "name": "长电科技", "side": "BUY", "status": "FILLED", "paper_scope": "active", "template_key": "BREAK_PREV_HIGH", "ts": "2026-06-16T09:45:56", "qty": 700, "price": 75.81, "price_vs_vwap_pct": -1.1109, "trigger_price": 74.47, 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"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": 24.177396280400565, "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": 34.72, "market_value": 59024.0, "unrealized_pnl_pct": 24.177396280400565 }, { "symbol": "SHSE.600584", "name": "长电科技", "side": "BUY", "status": "FILLED", "paper_scope": "active", "template_key": "BREAK_PREV_HIGH", "ts": "2026-06-16T09:45:56", "qty": 700, "price": 75.81, "price_vs_vwap_pct": -1.1109, "trigger_price": 74.47, "exec_high": 76.7, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": 3.8306, "minute_energy_passed": true, "minute_energy_reason": "minute_energy_confirmed", "pnl_pct": 1.5037593984962516, "framework_fit": "framework_fit", "framework_reason": "BREAK_PREV_HIGH 贴近 VWAP 入场（-1.11%）且量能确认，符合二波执行样本。", "quantity": 700, "sellable_qty": 0, "avg_cost": 75.81, "last_price": 76.95, "market_value": 53865.0, "unrealized_pnl_pct": 1.5037593984962516 }, { "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": 4.959630911187984, "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": 100.1, "market_value": 50050.0, "unrealized_pnl_pct": 4.959630911187984 }, { "symbol": "SHSE.688392", "name": "骄成超声", "side": "BUY", "status": "FILLED", "paper_scope": "active", "template_key": "VWAP_RECLAIM", "ts": "2026-06-16T10:11:35", "qty": 300, "price": 163.67, "price_vs_vwap_pct": -0.5368, "trigger_price": 160.13, "exec_high": 164.93, "entry_zone_low": 156.99, "entry_zone_high": 162.02, "entry_risk_pct": 4.8512, "minute_energy_passed": true, "minute_energy_reason": "minute_energy_accelerating", "pnl_pct": 1.8512861245188583, "framework_fit": "framework_fit", "framework_reason": "VWAP_RECLAIM 贴近 VWAP 入场（-0.54%）且量能确认，符合二波执行样本。", "quantity": 300, "sellable_qty": 0, "avg_cost": 163.67, "last_price": 166.7, "market_value": 50010.0, "unrealized_pnl_pct": 1.8512861245188583 } ], "sell_fit": [], "violations_or_warnings": [], "source": "deterministic_fallback_after_hermes_missing_field", "audit_path": "reports/trading/local_paper_framework_audit_20260616.json", "fallback_available": true }, "good_lessons": [], "mistake_lessons": [ "Hermes 复盘缺席，需要先修复数据链路：Hermes process 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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": "WARM", "subtype": "RISK_ON_PARTIAL", "score": 87, "level": "偏强市场，主线机会可积极观察", "reasons": [ "全市场成交额约30488亿，流动性绝对水平较高" ] }, "theme_opportunity_regime": { "regime": "WARM", "subtype": "RISK_ON_THEME", "score": 87, "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": "市场环境支持主线扩散观察", "reasons": [ "涨停117只，局部情绪仍有活跃度", "最高连板达到4板，短线情绪并未完全冰点" ] }, "trade_mode": "ACTIVE_THEME_FOLLOW", "data_quality": "OK", "indices": { "shanghai": { "symbol": "SHSE.000001", "name": "上证指数", "ret_pct": -0.11, "close": 4091.89, "amount_yi": 13696.13 }, "shenzhen": { "symbol": "SZSE.399001", "name": "深证成指", "ret_pct": 0.93, "close": 15675.25, "amount_yi": 16950.83 }, "chinext": { "symbol": "SZSE.399006", "name": "创业板指", "ret_pct": 1.72, "close": 4102.94, "amount_yi": 8363.88 }, "csi300": { "symbol": "SHSE.000300", "name": "沪深300", "ret_pct": -0.15, 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"market_cap_yi": 90.56, "amount_to_mcap_pct": 29.976, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603042", "name": "华脉科技", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 3.44, "turnover": null, "market_cap_yi": 33.68, "amount_to_mcap_pct": 10.201, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603618", "name": "杭电股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 17.8, "turnover": null, "market_cap_yi": 325.15, "amount_to_mcap_pct": 5.473, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002008", "name": "大族激光", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 77.11, "turnover": null, "market_cap_yi": 1307.08, "amount_to_mcap_pct": 5.899, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600105", "name": "永鼎股份", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 77.3, "turnover": null, "market_cap_yi": 860.82, "amount_to_mcap_pct": 8.98, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300570", "name": "太辰光", "role": "FRONT", "ret_pct": 18.55, "amount_yi": 104.7, "turnover": null, "market_cap_yi": 506.02, "amount_to_mcap_pct": 20.691, "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.688143", "name": "长盈通", "role": "FRONT", "ret_pct": 15.22, "amount_yi": 21.85, "turnover": null, "market_cap_yi": 266.78, "amount_to_mcap_pct": 8.19, "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.300620", "name": "光库科技", "role": "FRONT", "ret_pct": 14.41, "amount_yi": 101.28, "turnover": null, "market_cap_yi": 969.86, "amount_to_mcap_pct": 10.442, "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.688450", "name": "光格科技", "role": "FRONT", "ret_pct": 13.11, "amount_yi": 1.33, "turnover": null, "market_cap_yi": 22.8, "amount_to_mcap_pct": 5.836, "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.688498", "name": "源杰科技", "role": "FRONT", "ret_pct": 9.83, "amount_yi": 97.3, "turnover": null, "market_cap_yi": 1977.19, "amount_to_mcap_pct": 4.921, "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.600498", "name": "烽火通信", "role": "MID", "ret_pct": 9.1, "amount_yi": 114.33, "turnover": null, "market_cap_yi": 941.0, "amount_to_mcap_pct": 12.149, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301349", "name": "信德新材", "role": "MID", "ret_pct": 8.94, "amount_yi": 5.3, "turnover": null, "market_cap_yi": 73.18, "amount_to_mcap_pct": 7.249, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600487", "name": "亨通光电", "role": "MID", "ret_pct": 8.28, "amount_yi": 237.7, "turnover": null, "market_cap_yi": 2628.57, "amount_to_mcap_pct": 9.043, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002491", "name": "通鼎互联", "role": "MID", "ret_pct": 8.16, "amount_yi": 63.56, "turnover": null, "market_cap_yi": 307.06, "amount_to_mcap_pct": 20.699, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300747", "name": "锐科激光", "role": "MID", "ret_pct": 7.27, "amount_yi": 29.85, "turnover": null, "market_cap_yi": 290.53, "amount_to_mcap_pct": 10.276, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600345", "name": "长江通信", "role": "MID", "ret_pct": 6.58, "amount_yi": 15.79, "turnover": null, "market_cap_yi": 134.76, "amount_to_mcap_pct": 11.716, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300394", "name": "天孚通信", "role": "MID", "ret_pct": 6.45, "amount_yi": 184.6, "turnover": null, "market_cap_yi": 3534.1, "amount_to_mcap_pct": 5.223, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301486", "name": "致尚科技", "role": "MID", "ret_pct": 6.21, "amount_yi": 27.1, "turnover": null, "market_cap_yi": 184.76, "amount_to_mcap_pct": 14.668, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002902", "name": "铭普光磁", "role": "MID", "ret_pct": 6.16, "amount_yi": 15.89, "turnover": null, "market_cap_yi": 64.62, "amount_to_mcap_pct": 24.59, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002429", "name": "兆驰股份", "role": "MID", "ret_pct": 5.91, "amount_yi": 13.25, "turnover": null, "market_cap_yi": 534.78, "amount_to_mcap_pct": 2.477, "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": "007634", "sector_name": "趋势股", "sector_type": "concept_1003", "theme_cluster": "趋势股", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 157, "valid_member_count": 157, "specificity_score": 0.6114, "raw_heat_score": 165.99, "adjusted_heat_score": 101.49, "state": "NEAR_TRIGGERED", "sector_ret_pct": 3.67, "sector_amount_yi": 3864.53, "amount_ratio5": 1.124, "sector_rank_today": 9, "near_previous_high": true, "distance_to_previous_high": 0.0367, "next_day_gap_risk": true, "ohlc": { "open": 184.7448, "high": 195.9334, "low": 181.1135, "close": 190.8442, "close_location": 0.6566, "source": "synthetic_equal_weight_index" 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"note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002645", "name": "华宏科技", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 14.64, "turnover": null, "market_cap_yi": 228.76, "amount_to_mcap_pct": 6.4, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002735", "name": "王子新材", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 4.01, "turnover": null, "market_cap_yi": 61.12, "amount_to_mcap_pct": 6.565, "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": 10.01, "amount_yi": 1.43, "turnover": null, "market_cap_yi": 287.76, "amount_to_mcap_pct": 0.498, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601208", "name": "东材科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 45.8, "turnover": null, "market_cap_yi": 724.71, "amount_to_mcap_pct": 6.32, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603773", "name": "沃格光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 39.55, "turnover": null, "market_cap_yi": 339.33, "amount_to_mcap_pct": 11.655, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603256", "name": "宏和科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 32.23, "turnover": null, "market_cap_yi": 2212.95, "amount_to_mcap_pct": 1.456, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600458", "name": "时代新材", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 16.94, "turnover": null, "market_cap_yi": 151.91, "amount_to_mcap_pct": 11.152, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603186", "name": "华正新材", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 11.8, "turnover": null, "market_cap_yi": 323.08, "amount_to_mcap_pct": 3.652, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002552", "name": "宝鼎科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 2.85, "turnover": null, "market_cap_yi": 261.38, "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": "SZSE.002741", "name": "光华科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 1.68, "turnover": null, "market_cap_yi": 152.85, "amount_to_mcap_pct": 1.098, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603663", "name": "三祥新材", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 15.36, "turnover": null, "market_cap_yi": 350.97, "amount_to_mcap_pct": 4.375, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002585", "name": "双星新材", "role": "LIMIT_HEAD", "ret_pct": 9.97, "amount_yi": 8.6, "turnover": null, "market_cap_yi": 124.23, "amount_to_mcap_pct": 6.92, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688143", "name": "长盈通", "role": "FRONT", "ret_pct": 15.22, "amount_yi": 21.85, "turnover": null, "market_cap_yi": 266.78, "amount_to_mcap_pct": 8.19, "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.688669", "name": "聚石化学", "role": "FRONT", "ret_pct": 15.13, "amount_yi": 5.07, "turnover": null, "market_cap_yi": 69.06, "amount_to_mcap_pct": 7.336, "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.688757", "name": "胜科纳米", "role": "FRONT", "ret_pct": 13.38, "amount_yi": 8.94, "turnover": null, "market_cap_yi": 104.29, "amount_to_mcap_pct": 8.571, "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.301526", "name": "国际复材", "role": "FRONT", "ret_pct": 13.33, "amount_yi": 80.94, "turnover": null, "market_cap_yi": 543.22, "amount_to_mcap_pct": 14.9, "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.688700", "name": "东威科技", "role": "FRONT", "ret_pct": 12.09, "amount_yi": 19.8, "turnover": null, "market_cap_yi": 292.05, "amount_to_mcap_pct": 6.781, "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.300726", "name": "宏达电子", "role": "FRONT", "ret_pct": 11.81, "amount_yi": 39.32, "turnover": null, "market_cap_yi": 173.61, "amount_to_mcap_pct": 22.646, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007498", "sector_name": "光通信模块", "sector_type": "concept_1003", "theme_cluster": "AI光通信链", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 86, "valid_member_count": 86, "specificity_score": 0.7057, "raw_heat_score": 146.81, "adjusted_heat_score": 103.61, "state": "NEAR_TRIGGERED", "sector_ret_pct": 3.86, "sector_amount_yi": 3867.66, "amount_ratio5": 1.153, "sector_rank_today": 6, "near_previous_high": true, "distance_to_previous_high": 0.0386, "next_day_gap_risk": true, "ohlc": { "open": 156.3538, "high": 164.5413, "low": 153.3062, "close": 161.1801, "close_location": 0.7008, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "SECTOR_SECOND_WAVE_NEAR_TRIGGERED", "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 4, "front_only_count": 7, "front_count": 11, "head_count": 4, "mid_count": 13, "tail_count": 19 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 162.6, "stocks": [ { "symbol": "SHSE.603618", "name": "杭电股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 17.8, "turnover": null, "market_cap_yi": 325.15, "amount_to_mcap_pct": 5.473, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002436", "name": "兴森科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 86.89, "turnover": null, "market_cap_yi": 669.41, "amount_to_mcap_pct": 12.98, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600703", "name": "三安光电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 77.41, "turnover": null, "market_cap_yi": 840.15, "amount_to_mcap_pct": 9.214, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": 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"SZSE.002992", "name": "宝明科技", "role": "MID", "ret_pct": 5.12, "amount_yi": 4.13, "turnover": null, "market_cap_yi": 76.09, "amount_to_mcap_pct": 5.428, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300057", "name": "万顺新材", "role": "MID", "ret_pct": 5.09, "amount_yi": 7.92, "turnover": null, "market_cap_yi": 77.2, "amount_to_mcap_pct": 10.263, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600869", "name": "远东股份", "role": "TAIL", "ret_pct": 4.04, "amount_yi": 54.11, "turnover": null, "market_cap_yi": 754.58, "amount_to_mcap_pct": 7.171, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603124", "name": "江南新材", "role": "TAIL", "ret_pct": 3.29, "amount_yi": 11.62, "turnover": null, "market_cap_yi": 157.12, "amount_to_mcap_pct": 7.393, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002846", "name": "英联股份", "role": "TAIL", "ret_pct": 3.15, "amount_yi": 1.7, "turnover": null, "market_cap_yi": 33.2, "amount_to_mcap_pct": 5.129, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007314", "sector_name": "氮化镓", "sector_type": "concept_1003", "theme_cluster": "氮化镓", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 47, "valid_member_count": 42, "specificity_score": 0.7854, "raw_heat_score": 111.83, "adjusted_heat_score": 87.83, "state": "NEAR_TRIGGERED", "sector_ret_pct": 3.58, "sector_amount_yi": 752.87, "amount_ratio5": 1.138, "sector_rank_today": 11, "near_previous_high": true, "distance_to_previous_high": -0.0157, 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"ret_pct": 10.01, "amount_yi": 4.3, "turnover": null, "market_cap_yi": 102.71, "amount_to_mcap_pct": 4.184, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002993", "name": "奥海科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 9.29, "turnover": null, "market_cap_yi": 171.09, "amount_to_mcap_pct": 5.432, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600703", "name": "三安光电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 77.41, "turnover": null, "market_cap_yi": 840.15, "amount_to_mcap_pct": 9.214, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002449", "name": "国星光电", "role": "LIMIT_HEAD", "ret_pct": 9.95, "amount_yi": 1.39, "turnover": null, "market_cap_yi": 51.27, "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.300870", "name": "欧陆通", "role": "FRONT", "ret_pct": 16.12, "amount_yi": 34.67, "turnover": null, "market_cap_yi": 569.3, "amount_to_mcap_pct": 6.09, "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.300464", "name": "星徽股份", "role": "FRONT", "ret_pct": 10.5, "amount_yi": 2.58, "turnover": null, "market_cap_yi": 30.65, "amount_to_mcap_pct": 8.431, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SHSE.688508", "name": "芯朋微", "role": "MID", "ret_pct": 8.6, "amount_yi": 10.57, "turnover": null, "market_cap_yi": 127.12, "amount_to_mcap_pct": 8.311, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600460", "name": "士兰微", "role": "MID", "ret_pct": 8.23, "amount_yi": 69.08, "turnover": null, "market_cap_yi": 637.01, "amount_to_mcap_pct": 10.844, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300656", "name": "民德电子", "role": "MID", "ret_pct": 6.89, "amount_yi": 6.78, "turnover": null, "market_cap_yi": 53.21, "amount_to_mcap_pct": 12.746, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688200", "name": "华峰测控", "role": "MID", "ret_pct": 6.37, "amount_yi": 18.14, "turnover": null, "market_cap_yi": 635.8, "amount_to_mcap_pct": 2.853, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002902", "name": "铭普光磁", "role": "MID", "ret_pct": 6.16, "amount_yi": 15.89, "turnover": null, "market_cap_yi": 64.62, "amount_to_mcap_pct": 24.59, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002245", "name": "蔚蓝锂芯", "role": "TAIL", "ret_pct": 4.59, "amount_yi": 24.49, "turnover": null, "market_cap_yi": 337.06, "amount_to_mcap_pct": 7.265, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688396", "name": "华润微", "role": "TAIL", "ret_pct": 4.21, "amount_yi": 34.03, "turnover": null, "market_cap_yi": 952.99, "amount_to_mcap_pct": 3.571, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300787", "name": "海能实业", "role": "TAIL", "ret_pct": 4.14, "amount_yi": 0.71, "turnover": null, "market_cap_yi": 19.3, "amount_to_mcap_pct": 3.699, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002185", "name": "华天科技", "role": "TAIL", "ret_pct": 4.03, "amount_yi": 61.09, "turnover": null, "market_cap_yi": 592.1, "amount_to_mcap_pct": 10.317, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300373", "name": "扬杰科技", "role": "TAIL", "ret_pct": 3.47, "amount_yi": 34.2, "turnover": null, "market_cap_yi": 589.85, "amount_to_mcap_pct": 5.798, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300046", "name": "台基股份", "role": "TAIL", "ret_pct": 3.31, "amount_yi": 3.26, "turnover": null, "market_cap_yi": 72.35, "amount_to_mcap_pct": 4.508, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688230", "name": "芯导科技", "role": "WATCH", "ret_pct": 2.74, "amount_yi": 1.03, "turnover": null, "market_cap_yi": 81.14, "amount_to_mcap_pct": 1.275, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300346", "name": "南大光电", "role": "WATCH", "ret_pct": 2.73, "amount_yi": 48.22, "turnover": null, "market_cap_yi": 415.31, "amount_to_mcap_pct": 11.61, "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": "007369", "sector_name": "碳化硅", "sector_type": "concept_1003", "theme_cluster": "碳化硅", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 44, "valid_member_count": 42, "specificity_score": 0.7931, "raw_heat_score": 110.51, "adjusted_heat_score": 87.64, "state": "NEAR_TRIGGERED", "sector_ret_pct": 3.55, "sector_amount_yi": 834.18, "amount_ratio5": 1.232, "sector_rank_today": 12, "near_previous_high": true, "distance_to_previous_high": 0.0042, "next_day_gap_risk": true, "ohlc": { "open": 129.9081, "high": 136.0747, "low": 128.0094, "close": 133.3961, "close_location": 0.6679, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "SECTOR_SECOND_WAVE_NEAR_TRIGGERED", "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "VOLUME_EXPANSION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { 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false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600703", "name": "三安光电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 77.41, "turnover": null, "market_cap_yi": 840.15, "amount_to_mcap_pct": 9.214, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002449", "name": "国星光电", "role": "LIMIT_HEAD", "ret_pct": 9.95, "amount_yi": 1.39, "turnover": null, "market_cap_yi": 51.27, "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": "SHSE.688508", "name": "芯朋微", "role": "MID", "ret_pct": 8.6, "amount_yi": 10.57, "turnover": null, "market_cap_yi": 127.12, "amount_to_mcap_pct": 8.311, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600460", "name": "士兰微", "role": "MID", "ret_pct": 8.23, "amount_yi": 69.08, "turnover": null, "market_cap_yi": 637.01, "amount_to_mcap_pct": 10.844, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603290", "name": "斯达半导", "role": "MID", "ret_pct": 7.02, "amount_yi": 16.61, "turnover": null, "market_cap_yi": 298.02, "amount_to_mcap_pct": 5.573, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002079", "name": "苏州固锝", "role": "MID", "ret_pct": 5.55, "amount_yi": 8.64, "turnover": null, "market_cap_yi": 104.93, "amount_to_mcap_pct": 8.234, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603938", "name": "三孚股份", "role": "TAIL", "ret_pct": 4.97, "amount_yi": 24.3, "turnover": null, "market_cap_yi": 219.93, "amount_to_mcap_pct": 11.049, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600509", "name": "天富能源", "role": "TAIL", "ret_pct": 4.56, "amount_yi": 5.17, "turnover": null, "market_cap_yi": 119.71, "amount_to_mcap_pct": 4.319, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603203", "name": "快克智能", "role": "TAIL", "ret_pct": 4.34, "amount_yi": 13.31, "turnover": null, "market_cap_yi": 190.91, "amount_to_mcap_pct": 6.97, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688234", "name": "天岳先进", "role": "TAIL", "ret_pct": 4.25, "amount_yi": 33.3, "turnover": null, "market_cap_yi": 604.6, "amount_to_mcap_pct": 5.509, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688396", "name": "华润微", "role": "TAIL", "ret_pct": 4.21, "amount_yi": 34.03, "turnover": null, "market_cap_yi": 952.99, "amount_to_mcap_pct": 3.571, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002171", "name": "楚江新材", "role": "TAIL", "ret_pct": 4.14, "amount_yi": 26.69, "turnover": null, "market_cap_yi": 231.41, "amount_to_mcap_pct": 11.534, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603283", "name": "赛腾股份", "role": "TAIL", "ret_pct": 3.76, "amount_yi": 19.44, "turnover": null, "market_cap_yi": 202.1, "amount_to_mcap_pct": 9.618, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300283", "name": "温州宏丰", "role": "TAIL", "ret_pct": 3.71, "amount_yi": 13.99, "turnover": null, "market_cap_yi": 67.79, "amount_to_mcap_pct": 20.643, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300373", "name": "扬杰科技", "role": "TAIL", "ret_pct": 3.47, "amount_yi": 34.2, "turnover": null, "market_cap_yi": 589.85, "amount_to_mcap_pct": 5.798, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688187", "name": "时代电气", "role": "TAIL", "ret_pct": 3.22, "amount_yi": 9.2, "turnover": null, "market_cap_yi": 496.23, "amount_to_mcap_pct": 1.854, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688469", "name": "芯联集成-U", "role": "TAIL", "ret_pct": 3.1, "amount_yi": 17.83, "turnover": null, "market_cap_yi": 467.82, "amount_to_mcap_pct": 3.811, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007539", "sector_name": "荣耀概念", "sector_type": "concept_1003", "theme_cluster": "荣耀概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 54, "valid_member_count": 54, "specificity_score": 0.7686, "raw_heat_score": 106.18, "adjusted_heat_score": 81.61, "state": "NEAR_TRIGGERED", "sector_ret_pct": 3.67, "sector_amount_yi": 830.19, "amount_ratio5": 1.147, 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"is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688260", "name": "昀冢科技", "role": "MID", "ret_pct": 6.95, "amount_yi": 9.15, "turnover": null, "market_cap_yi": 123.61, "amount_to_mcap_pct": 7.405, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300909", "name": "汇创达", "role": "MID", "ret_pct": 6.39, "amount_yi": 4.69, "turnover": null, "market_cap_yi": 65.37, "amount_to_mcap_pct": 7.173, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603459", "name": "红板科技", "role": "MID", "ret_pct": 6.28, "amount_yi": 16.32, "turnover": null, "market_cap_yi": 67.98, "amount_to_mcap_pct": 24.012, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002845", "name": "同兴达", "role": "MID", "ret_pct": 5.37, "amount_yi": 3.09, "turnover": null, "market_cap_yi": 39.29, "amount_to_mcap_pct": 7.853, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688378", "name": "奥来德", "role": "MID", "ret_pct": 5.17, "amount_yi": 5.16, "turnover": null, "market_cap_yi": 117.06, "amount_to_mcap_pct": 4.407, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300433", "name": "蓝思科技", "role": "MID", "ret_pct": 5.15, "amount_yi": 116.97, "turnover": null, "market_cap_yi": 2402.85, "amount_to_mcap_pct": 4.868, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301128", "name": "强瑞技术", "role": "TAIL", "ret_pct": 4.99, "amount_yi": 15.63, "turnover": null, "market_cap_yi": 235.67, "amount_to_mcap_pct": 6.633, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002388", "name": "新亚制程", "role": "TAIL", "ret_pct": 4.64, "amount_yi": 2.09, "turnover": null, "market_cap_yi": 27.38, "amount_to_mcap_pct": 7.641, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300735", "name": "光弘科技", "role": "TAIL", "ret_pct": 4.49, "amount_yi": 4.82, "turnover": null, "market_cap_yi": 156.86, "amount_to_mcap_pct": 3.075, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300679", "name": "电连技术", "role": "TAIL", "ret_pct": 4.36, "amount_yi": 19.11, "turnover": null, "market_cap_yi": 229.65, "amount_to_mcap_pct": 8.323, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688173", "name": "希荻微", "role": "TAIL", "ret_pct": 4.19, "amount_yi": 1.96, "turnover": null, "market_cap_yi": 68.45, "amount_to_mcap_pct": 2.869, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007537", "sector_name": "玻璃基板", "sector_type": "concept_1003", "theme_cluster": "玻璃基板", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 38, "valid_member_count": 38, "specificity_score": 0.8094, "raw_heat_score": 99.32, "adjusted_heat_score": 80.39, "state": "NEAR_TRIGGERED", "sector_ret_pct": 3.65, "sector_amount_yi": 1057.84, "amount_ratio5": 1.047, "sector_rank_today": 10, "near_previous_high": true, "distance_to_previous_high": 0.0283, "next_day_gap_risk": true, "ohlc": { "open": 144.4705, "high": 152.2626, "low": 142.4476, "close": 149.7191, "close_location": 0.7409, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "SECTOR_SECOND_WAVE_NEAR_TRIGGERED", "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 2, "front_only_count": 2, "front_count": 4, "head_count": 2, "mid_count": 8, "tail_count": 9 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "STRONG", "weak_tape_reasons": [], "report_score": 116.62, "stocks": [ { "symbol": "SZSE.002851", "name": "麦格米特", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 48.52, "turnover": null, "market_cap_yi": 749.88, "amount_to_mcap_pct": 6.471, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603773", "name": "沃格光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 39.55, "turnover": null, "market_cap_yi": 339.33, "amount_to_mcap_pct": 11.655, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688700", "name": "东威科技", "role": "FRONT", "ret_pct": 12.09, "amount_yi": 19.8, "turnover": null, "market_cap_yi": 292.05, "amount_to_mcap_pct": 6.781, "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.600707", "name": "彩虹股份", "role": "FRONT", "ret_pct": 9.93, "amount_yi": 28.36, "turnover": null, "market_cap_yi": 412.94, "amount_to_mcap_pct": 6.868, "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.300776", "name": "帝尔激光", "role": "MID", "ret_pct": 8.17, "amount_yi": 25.21, "turnover": null, "market_cap_yi": 281.81, "amount_to_mcap_pct": 8.947, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600552", "name": "凯盛科技", "role": "MID", "ret_pct": 7.13, "amount_yi": 22.86, "turnover": null, "market_cap_yi": 207.25, "amount_to_mcap_pct": 11.031, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688559", "name": "海目星", "role": "MID", "ret_pct": 7.06, "amount_yi": 12.81, "turnover": null, "market_cap_yi": 178.46, "amount_to_mcap_pct": 7.178, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300706", "name": "阿石创", "role": "MID", "ret_pct": 6.04, "amount_yi": 28.96, "turnover": null, "market_cap_yi": 91.86, "amount_to_mcap_pct": 31.523, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300162", "name": "雷曼光电", "role": "MID", "ret_pct": 5.88, "amount_yi": 8.03, "turnover": null, "market_cap_yi": 37.6, "amount_to_mcap_pct": 21.35, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002845", "name": "同兴达", "role": "MID", "ret_pct": 5.37, "amount_yi": 3.09, "turnover": null, "market_cap_yi": 39.29, "amount_to_mcap_pct": 7.853, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688603", "name": "天承科技", "role": "MID", "ret_pct": 5.36, "amount_yi": 23.14, "turnover": null, "market_cap_yi": 92.6, "amount_to_mcap_pct": 24.996, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300433", "name": "蓝思科技", "role": "MID", "ret_pct": 5.15, "amount_yi": 116.97, "turnover": null, "market_cap_yi": 2402.85, "amount_to_mcap_pct": 4.868, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600367", "name": "红星发展", "role": "TAIL", "ret_pct": 4.78, "amount_yi": 28.35, "turnover": null, "market_cap_yi": 182.01, "amount_to_mcap_pct": 15.578, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002983", "name": "芯瑞达", "role": "TAIL", "ret_pct": 4.56, "amount_yi": 1.68, "turnover": null, "market_cap_yi": 32.94, "amount_to_mcap_pct": 5.098, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301338", "name": "凯格精机", "role": "TAIL", "ret_pct": 4.24, "amount_yi": 12.3, "turnover": null, "market_cap_yi": 175.37, "amount_to_mcap_pct": 7.014, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300219", "name": "鸿利智汇", "role": "TAIL", "ret_pct": 3.99, "amount_yi": 4.0, "turnover": null, "market_cap_yi": 62.61, "amount_to_mcap_pct": 6.395, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300752", "name": "隆利科技", "role": "TAIL", "ret_pct": 3.99, "amount_yi": 2.3, "turnover": null, "market_cap_yi": 30.82, "amount_to_mcap_pct": 7.447, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688518", "name": "联赢激光", "role": "TAIL", "ret_pct": 3.86, "amount_yi": 5.91, "turnover": null, "market_cap_yi": 98.2, "amount_to_mcap_pct": 6.015, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600584", "name": "长电科技", "role": "TAIL", "ret_pct": 3.51, "amount_yi": 147.01, "turnover": null, "market_cap_yi": 1376.6, "amount_to_mcap_pct": 10.679, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688383", "name": "新益昌", "role": "TAIL", "ret_pct": 3.21, "amount_yi": 4.22, "turnover": null, "market_cap_yi": 179.91, "amount_to_mcap_pct": 2.348, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ "auction_seal_amount", "stock_turnover" ], "filter_reasons": [], "is_primary_sector": true, "related_sectors": [] }, { "sector_code": "007172", "sector_name": "超级电容", "sector_type": "concept_1003", "theme_cluster": "超级电容", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 33, "valid_member_count": 30, "specificity_score": 0.8242, "raw_heat_score": 85.95, "adjusted_heat_score": 70.84, "state": "NEAR_TRIGGERED", "sector_ret_pct": 3.88, 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true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600110", "name": "诺德股份", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 1.69, "turnover": null, "market_cap_yi": 271.56, "amount_to_mcap_pct": 0.623, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300726", "name": "宏达电子", "role": "FRONT", "ret_pct": 11.81, "amount_yi": 39.32, "turnover": null, "market_cap_yi": 173.61, "amount_to_mcap_pct": 22.646, "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.605376", "name": "博迁新材", "role": "MID", "ret_pct": 9.39, "amount_yi": 31.9, "turnover": null, "market_cap_yi": 557.21, "amount_to_mcap_pct": 5.726, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000733", "name": "振华科技", "role": "MID", "ret_pct": 8.6, "amount_yi": 50.3, "turnover": null, "market_cap_yi": 312.18, 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206.16, "amount_to_mcap_pct": 3.064, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600522", "name": "中天科技", "role": "MID", "ret_pct": 5.45, "amount_yi": 170.61, "turnover": null, "market_cap_yi": 1848.11, "amount_to_mcap_pct": 9.231, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.605589", "name": "圣泉集团", "role": "TAIL", "ret_pct": 4.54, "amount_yi": 63.7, "turnover": null, "market_cap_yi": 567.27, "amount_to_mcap_pct": 11.229, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002350", "name": "北京科锐", "role": "TAIL", "ret_pct": 3.95, "amount_yi": 4.47, "turnover": null, "market_cap_yi": 85.21, "amount_to_mcap_pct": 5.244, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300037", "name": "新宙邦", "role": "TAIL", "ret_pct": 3.9, "amount_yi": 38.25, "turnover": null, "market_cap_yi": 434.82, "amount_to_mcap_pct": 8.798, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002091", "name": "江苏国泰", "role": "TAIL", "ret_pct": 3.64, "amount_yi": 1.84, "turnover": null, "market_cap_yi": 127.38, "amount_to_mcap_pct": 1.447, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002951", "name": "金时科技", "role": "TAIL", "ret_pct": 3.55, "amount_yi": 2.7, "turnover": null, "market_cap_yi": 67.83, "amount_to_mcap_pct": 3.976, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000021", "name": "深科技", "role": "TAIL", "ret_pct": 3.29, "amount_yi": 63.37, "turnover": null, "market_cap_yi": 641.78, "amount_to_mcap_pct": 9.875, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002418", "name": "康盛股份", "role": "WATCH", "ret_pct": 2.57, "amount_yi": 2.55, "turnover": null, "market_cap_yi": 49.89, "amount_to_mcap_pct": 5.105, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300466", "name": "赛摩智能", "role": "WATCH", "ret_pct": 2.24, "amount_yi": 0.63, "turnover": null, "market_cap_yi": 34.83, "amount_to_mcap_pct": 1.799, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.000009", "name": "中国宝安", "role": "WATCH", "ret_pct": 1.58, "amount_yi": 2.71, "turnover": null, "market_cap_yi": 182.38, "amount_to_mcap_pct": 1.487, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.300174", "name": "元力股份", "role": "WATCH", "ret_pct": 1.51, "amount_yi": 11.73, "turnover": null, "market_cap_yi": 95.15, "amount_to_mcap_pct": 12.329, "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": [], 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323.08, "amount_to_mcap_pct": 3.652, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002805", "name": "丰元股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 7.05, "turnover": null, "market_cap_yi": 67.47, "amount_to_mcap_pct": 10.444, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002734", "name": "利民股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 4.65, "turnover": null, "market_cap_yi": 71.19, "amount_to_mcap_pct": 6.535, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.001283", "name": "豪鹏科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 3.28, "turnover": null, "market_cap_yi": 54.82, "amount_to_mcap_pct": 5.983, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002741", "name": "光华科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 1.68, "turnover": null, "market_cap_yi": 152.85, "amount_to_mcap_pct": 1.098, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603663", "name": "三祥新材", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 15.36, "turnover": null, "market_cap_yi": 350.97, "amount_to_mcap_pct": 4.375, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002806", "name": "华锋股份", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 9.57, "turnover": null, "market_cap_yi": 36.04, "amount_to_mcap_pct": 26.555, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600110", "name": "诺德股份", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 1.69, "turnover": null, "market_cap_yi": 271.56, "amount_to_mcap_pct": 0.623, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300450", "name": "先导智能", "role": "FRONT", "ret_pct": 15.96, "amount_yi": 68.87, "turnover": null, "market_cap_yi": 770.35, "amount_to_mcap_pct": 8.941, "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.300014", "name": "亿纬锂能", "role": "FRONT", "ret_pct": 13.8, "amount_yi": 109.95, "turnover": null, "market_cap_yi": 1412.83, "amount_to_mcap_pct": 7.783, "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.300088", "name": "长信科技", "role": "FRONT", "ret_pct": 12.37, "amount_yi": 34.47, "turnover": null, "market_cap_yi": 218.97, "amount_to_mcap_pct": 15.743, "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": 12.02, "amount_yi": 27.26, "turnover": null, "market_cap_yi": 245.91, "amount_to_mcap_pct": 11.086, "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.688359", "name": "三孚新科", "role": "FRONT", "ret_pct": 11.05, "amount_yi": 12.26, "turnover": null, "market_cap_yi": 170.94, "amount_to_mcap_pct": 7.174, "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.003036", "name": "泰坦股份", "role": "MID", "ret_pct": 8.66, "amount_yi": 13.29, "turnover": null, "market_cap_yi": 212.41, "amount_to_mcap_pct": 6.257, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688006", "name": "杭可科技", "role": "MID", "ret_pct": 8.61, "amount_yi": 12.22, "turnover": null, "market_cap_yi": 237.61, "amount_to_mcap_pct": 5.141, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301662", "name": "宏工科技", "role": "MID", "ret_pct": 8.42, "amount_yi": 4.31, "turnover": null, "market_cap_yi": 45.86, "amount_to_mcap_pct": 9.393, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301238", "name": "瑞泰新材", "role": "MID", "ret_pct": 7.98, "amount_yi": 9.37, "turnover": null, "market_cap_yi": 184.51, "amount_to_mcap_pct": 5.076, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688602", "name": "康鹏科技", "role": "MID", "ret_pct": 7.97, "amount_yi": 1.79, "turnover": null, "market_cap_yi": 21.11, "amount_to_mcap_pct": 8.483, "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": "007057", "sector_name": "锂电池概念", "sector_type": "concept_1003", "theme_cluster": "锂电池概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, 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"role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 19.5, "turnover": null, "market_cap_yi": 225.25, "amount_to_mcap_pct": 8.656, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600052", "name": "东望时代", "role": "LIMIT_HEAD", "ret_pct": 10.14, "amount_yi": 1.15, "turnover": null, "market_cap_yi": 33.94, "amount_to_mcap_pct": 3.395, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002346", "name": "柘中股份", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 1.2, "turnover": null, "market_cap_yi": 70.62, "amount_to_mcap_pct": 1.701, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603618", "name": "杭电股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 17.8, "turnover": null, "market_cap_yi": 325.15, "amount_to_mcap_pct": 5.473, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": 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"actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002885", "name": "京泉华", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 4.3, "turnover": null, "market_cap_yi": 102.71, "amount_to_mcap_pct": 4.184, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002008", "name": "大族激光", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 77.11, "turnover": null, "market_cap_yi": 1307.08, "amount_to_mcap_pct": 5.899, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601208", "name": "东材科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 45.8, "turnover": null, "market_cap_yi": 724.71, "amount_to_mcap_pct": 6.32, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603773", "name": "沃格光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 39.55, "turnover": null, "market_cap_yi": 339.33, "amount_to_mcap_pct": 11.655, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.605588", "name": "冠石科技", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 2.68, "turnover": null, "market_cap_yi": 45.3, "amount_to_mcap_pct": 5.907, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000012", "name": "南玻A", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 1.9, "turnover": null, "market_cap_yi": 88.56, "amount_to_mcap_pct": 2.14, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002585", "name": "双星新材", "role": "LIMIT_HEAD", "ret_pct": 9.97, "amount_yi": 8.6, "turnover": null, "market_cap_yi": 124.23, "amount_to_mcap_pct": 6.92, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688001", "name": "华兴源创", "role": "FRONT", "ret_pct": 14.03, "amount_yi": 11.47, 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128.99, "adjusted_heat_score": 85.18, "state": "STRUCTURE_WATCH", "sector_ret_pct": 2.9, "sector_amount_yi": 1755.81, "amount_ratio5": 1.16, "sector_rank_today": 30, "near_previous_high": false, "distance_to_previous_high": -0.0436, "next_day_gap_risk": true, "ohlc": { "open": 115.0896, "high": 120.2291, "low": 113.3402, "close": 118.328, "close_location": 0.724, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "MA_REPAIR", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 4, "front_only_count": 3, "front_count": 7, "head_count": 4, "mid_count": 18, "tail_count": 21 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 147.63, "stocks": [ { "symbol": "SHSE.688484", "name": "南芯科技", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 19.5, "turnover": null, "market_cap_yi": 225.25, "amount_to_mcap_pct": 8.656, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.001283", "name": "豪鹏科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 3.28, "turnover": null, "market_cap_yi": 54.82, "amount_to_mcap_pct": 5.983, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600703", "name": "三安光电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 77.41, "turnover": null, "market_cap_yi": 840.15, "amount_to_mcap_pct": 9.214, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002449", "name": "国星光电", "role": "LIMIT_HEAD", "ret_pct": 9.95, "amount_yi": 1.39, "turnover": null, "market_cap_yi": 51.27, "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.301312", "name": "智立方", "role": "FRONT", "ret_pct": 17.01, "amount_yi": 11.95, "turnover": null, "market_cap_yi": 90.64, "amount_to_mcap_pct": 13.181, "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.688343", "name": "云天励飞-U", "role": "FRONT", "ret_pct": 15.04, "amount_yi": 18.23, "turnover": null, "market_cap_yi": 264.31, "amount_to_mcap_pct": 6.896, "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.300790", "name": "宇瞳光学", "role": "FRONT", "ret_pct": 9.92, "amount_yi": 13.96, "turnover": null, "market_cap_yi": 120.13, "amount_to_mcap_pct": 11.62, "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.301568", "name": "思泰克", "role": "MID", "ret_pct": 9.46, "amount_yi": 10.04, "turnover": null, "market_cap_yi": 53.6, "amount_to_mcap_pct": 18.731, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002980", "name": 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"胜利精密", "role": "MID", "ret_pct": 6.22, "amount_yi": 19.68, "turnover": null, "market_cap_yi": 139.51, "amount_to_mcap_pct": 14.104, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688381", "name": "帝奥微", "role": "MID", "ret_pct": 6.07, "amount_yi": 8.21, "turnover": null, "market_cap_yi": 114.96, "amount_to_mcap_pct": 7.142, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002429", "name": "兆驰股份", "role": "MID", "ret_pct": 5.91, "amount_yi": 13.25, "turnover": null, "market_cap_yi": 534.78, "amount_to_mcap_pct": 2.477, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688638", "name": "誉辰智能", "role": "MID", "ret_pct": 5.69, "amount_yi": 0.35, "turnover": null, "market_cap_yi": 9.23, "amount_to_mcap_pct": 3.781, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" } ], "missing_fields": [ 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"FRONT_STRENGTH_CONFIRMED", "MID_CAP_PARTICIPATION", "MA_REPAIR", "NEAR_PREVIOUS_HIGH", "NEXT_DAY_GAP_RISK" ], "ladder": { "limit_up_count": 4, "front_only_count": 3, "front_count": 7, "head_count": 4, "mid_count": 11, "tail_count": 23 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 147.2, "stocks": [ { "symbol": "SZSE.000032", "name": "深桑达A", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 22.57, "turnover": null, "market_cap_yi": 260.48, "amount_to_mcap_pct": 8.666, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600703", "name": "三安光电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 77.41, "turnover": null, "market_cap_yi": 840.15, "amount_to_mcap_pct": 9.214, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002449", "name": "国星光电", "role": "LIMIT_HEAD", "ret_pct": 9.95, "amount_yi": 1.39, "turnover": null, "market_cap_yi": 51.27, "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.000541", "name": "佛山照明", "role": "LIMIT_HEAD", "ret_pct": 9.94, "amount_yi": 1.85, "turnover": null, "market_cap_yi": 65.34, "amount_to_mcap_pct": 2.837, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300506", "name": "名家汇", "role": "FRONT", "ret_pct": 18.33, "amount_yi": 3.02, "turnover": null, "market_cap_yi": 37.47, "amount_to_mcap_pct": 8.053, "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.300088", "name": "长信科技", "role": "FRONT", "ret_pct": 12.37, "amount_yi": 34.47, "turnover": null, "market_cap_yi": 218.97, "amount_to_mcap_pct": 15.743, "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.300410", "name": "正业科技", "role": "FRONT", "ret_pct": 10.08, "amount_yi": 9.67, "turnover": null, "market_cap_yi": 47.69, "amount_to_mcap_pct": 20.278, "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.300661", "name": "圣邦股份", "role": "MID", "ret_pct": 9.13, "amount_yi": 36.89, "turnover": null, "market_cap_yi": 763.76, "amount_to_mcap_pct": 4.831, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301123", "name": "奕东电子", "role": "MID", "ret_pct": 8.68, "amount_yi": 20.76, "turnover": null, "market_cap_yi": 184.48, "amount_to_mcap_pct": 11.253, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688508", "name": "芯朋微", "role": "MID", "ret_pct": 8.6, "amount_yi": 10.57, "turnover": null, "market_cap_yi": 127.12, "amount_to_mcap_pct": 8.311, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600460", "name": "士兰微", "role": "MID", "ret_pct": 8.23, "amount_yi": 69.08, "turnover": null, "market_cap_yi": 637.01, "amount_to_mcap_pct": 10.844, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600203", "name": "福日电子", "role": "MID", "ret_pct": 7.65, "amount_yi": 7.09, "turnover": null, "market_cap_yi": 74.3, "amount_to_mcap_pct": 9.543, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603459", "name": "红板科技", "role": "MID", "ret_pct": 6.28, "amount_yi": 16.32, "turnover": null, "market_cap_yi": 67.98, "amount_to_mcap_pct": 24.012, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002429", "name": "兆驰股份", "role": "MID", "ret_pct": 5.91, "amount_yi": 13.25, "turnover": null, "market_cap_yi": 534.78, "amount_to_mcap_pct": 2.477, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": 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"SHSE.600330", "name": "天通股份", "role": "TAIL", "ret_pct": 4.69, "amount_yi": 41.17, "turnover": null, "market_cap_yi": 399.51, "amount_to_mcap_pct": 10.304, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002245", "name": "蔚蓝锂芯", "role": "TAIL", "ret_pct": 4.59, "amount_yi": 24.49, "turnover": null, "market_cap_yi": 337.06, "amount_to_mcap_pct": 7.265, "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": "007525", "sector_name": "可控核聚变", "sector_type": "concept_1003", "theme_cluster": "可控核聚变", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 76, "valid_member_count": 75, "specificity_score": 0.7233, 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"ret_pct": 10.0, "amount_yi": 48.2, "turnover": null, "market_cap_yi": 1218.44, "amount_to_mcap_pct": 3.956, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600105", "name": "永鼎股份", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 77.3, "turnover": null, "market_cap_yi": 860.82, "amount_to_mcap_pct": 8.98, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601179", "name": "中国西电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 37.07, "turnover": null, "market_cap_yi": 835.52, "amount_to_mcap_pct": 4.437, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.301310", "name": "鑫宏业", "role": "FRONT", "ret_pct": 19.07, "amount_yi": 7.17, "turnover": null, "market_cap_yi": 22.58, "amount_to_mcap_pct": 31.772, "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.688719", "name": "爱科赛博", "role": "FRONT", "ret_pct": 12.93, "amount_yi": 7.4, "turnover": null, "market_cap_yi": 80.0, "amount_to_mcap_pct": 9.244, "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.002859", "name": "洁美科技", "role": "MID", "ret_pct": 7.47, "amount_yi": 31.16, "turnover": null, "market_cap_yi": 361.25, "amount_to_mcap_pct": 8.627, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301682", "name": "宏明电子", "role": "MID", "ret_pct": 6.6, "amount_yi": 9.69, "turnover": null, "market_cap_yi": 44.31, "amount_to_mcap_pct": 21.865, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600550", "name": "保变电气", "role": "MID", "ret_pct": 6.49, "amount_yi": 10.82, "turnover": null, "market_cap_yi": 247.87, "amount_to_mcap_pct": 4.365, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000657", "name": "中钨高新", "role": "MID", "ret_pct": 6.44, "amount_yi": 112.76, "turnover": null, "market_cap_yi": 1343.96, "amount_to_mcap_pct": 8.39, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300820", "name": "英杰电气", "role": "MID", "ret_pct": 6.23, "amount_yi": 5.85, "turnover": null, "market_cap_yi": 79.48, "amount_to_mcap_pct": 7.364, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600522", "name": "中天科技", "role": "MID", "ret_pct": 5.45, "amount_yi": 170.61, "turnover": null, "market_cap_yi": 1848.11, "amount_to_mcap_pct": 9.231, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000962", "name": "东方钽业", "role": "MID", "ret_pct": 5.34, "amount_yi": 24.58, "turnover": null, "market_cap_yi": 323.85, "amount_to_mcap_pct": 7.589, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688600", "name": "皖仪科技", "role": "TAIL", "ret_pct": 4.71, "amount_yi": 1.21, "turnover": null, "market_cap_yi": 37.14, "amount_to_mcap_pct": 3.257, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603261", "name": "立航科技", "role": "TAIL", "ret_pct": 4.28, "amount_yi": 0.98, "turnover": null, "market_cap_yi": 28.68, "amount_to_mcap_pct": 3.422, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688048", "name": "长光华芯", "role": "TAIL", "ret_pct": 4.11, "amount_yi": 54.84, "turnover": null, "market_cap_yi": 661.63, "amount_to_mcap_pct": 8.288, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603977", "name": "国泰集团", "role": "TAIL", "ret_pct": 4.07, "amount_yi": 3.1, "turnover": null, "market_cap_yi": 84.12, "amount_to_mcap_pct": 3.684, "is_limit_up": false, "limit_rate": 0.1, 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"turnover": null, "market_cap_yi": 124.23, "amount_to_mcap_pct": 6.92, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002449", "name": "国星光电", "role": "LIMIT_HEAD", "ret_pct": 9.95, "amount_yi": 1.39, "turnover": null, "market_cap_yi": 51.27, "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.300088", "name": "长信科技", "role": "FRONT", "ret_pct": 12.37, "amount_yi": 34.47, "turnover": null, "market_cap_yi": 218.97, "amount_to_mcap_pct": 15.743, "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.300939", "name": "秋田微", "role": "MID", "ret_pct": 9.03, "amount_yi": 6.51, "turnover": null, "market_cap_yi": 74.06, "amount_to_mcap_pct": 8.791, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000810", "name": "创维数字", "role": "MID", 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"ret_pct": 5.88, "amount_yi": 8.03, "turnover": null, "market_cap_yi": 37.6, "amount_to_mcap_pct": 21.35, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002845", "name": "同兴达", "role": "MID", "ret_pct": 5.37, "amount_yi": 3.09, "turnover": null, "market_cap_yi": 39.29, "amount_to_mcap_pct": 7.853, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688378", "name": "奥来德", "role": "MID", "ret_pct": 5.17, "amount_yi": 5.16, "turnover": null, "market_cap_yi": 117.06, "amount_to_mcap_pct": 4.407, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300545", "name": "联得装备", "role": "TAIL", "ret_pct": 4.94, "amount_yi": 5.88, "turnover": null, "market_cap_yi": 44.49, "amount_to_mcap_pct": 13.214, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002983", "name": "芯瑞达", "role": "TAIL", 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109.95, "turnover": null, "market_cap_yi": 1412.83, "amount_to_mcap_pct": 7.783, "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.301123", "name": "奕东电子", "role": "MID", "ret_pct": 8.68, "amount_yi": 20.76, "turnover": null, "market_cap_yi": 184.48, "amount_to_mcap_pct": 11.253, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688595", "name": "芯海科技", "role": "MID", "ret_pct": 7.48, "amount_yi": 3.53, "turnover": null, "market_cap_yi": 55.94, "amount_to_mcap_pct": 6.31, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688210", "name": "统联精密", "role": "MID", "ret_pct": 7.34, "amount_yi": 2.78, "turnover": null, "market_cap_yi": 76.6, "amount_to_mcap_pct": 3.624, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688286", "name": "敏芯股份", "role": "MID", "ret_pct": 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"amount_yi": 12.8, "turnover": null, "market_cap_yi": 90.38, "amount_to_mcap_pct": 14.161, "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.688191", "name": "智洋创新", "role": "FRONT", "ret_pct": 10.56, "amount_yi": 5.32, "turnover": null, "market_cap_yi": 119.13, "amount_to_mcap_pct": 4.467, "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.301178", "name": "天亿马", "role": "FRONT", "ret_pct": 10.52, "amount_yi": 3.34, "turnover": null, "market_cap_yi": 30.1, "amount_to_mcap_pct": 11.106, "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.300491", "name": "通合科技", "role": "FRONT", "ret_pct": 9.95, "amount_yi": 5.8, "turnover": null, "market_cap_yi": 55.03, "amount_to_mcap_pct": 10.541, "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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"ret_pct": 10.0, "amount_yi": 0.64, "turnover": null, "market_cap_yi": 33.53, "amount_to_mcap_pct": 1.914, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601179", "name": "中国西电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 37.07, "turnover": null, "market_cap_yi": 835.52, "amount_to_mcap_pct": 4.437, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002927", "name": "泰永长征", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 3.96, "turnover": null, "market_cap_yi": 49.09, "amount_to_mcap_pct": 8.069, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600110", "name": "诺德股份", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 1.69, "turnover": null, "market_cap_yi": 271.56, "amount_to_mcap_pct": 0.623, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688450", "name": "光格科技", "role": "FRONT", "ret_pct": 13.11, "amount_yi": 1.33, "turnover": null, "market_cap_yi": 22.8, "amount_to_mcap_pct": 5.836, "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.300222", "name": "科大智能", "role": "FRONT", "ret_pct": 12.91, "amount_yi": 12.8, "turnover": null, "market_cap_yi": 90.38, "amount_to_mcap_pct": 14.161, "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.688191", "name": "智洋创新", "role": "FRONT", "ret_pct": 10.56, "amount_yi": 5.32, "turnover": null, "market_cap_yi": 119.13, "amount_to_mcap_pct": 4.467, "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.300491", "name": "通合科技", "role": "FRONT", "ret_pct": 9.95, "amount_yi": 5.8, "turnover": null, "market_cap_yi": 55.03, "amount_to_mcap_pct": 10.541, "is_limit_up": false, "limit_rate": 0.2, 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"limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688334", "name": "西高院", "role": "MID", "ret_pct": 7.44, "amount_yi": 1.86, "turnover": null, "market_cap_yi": 31.93, "amount_to_mcap_pct": 5.833, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603290", "name": "斯达半导", "role": "MID", "ret_pct": 7.02, "amount_yi": 16.61, "turnover": null, "market_cap_yi": 298.02, "amount_to_mcap_pct": 5.573, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300286", "name": "安科瑞", "role": "MID", "ret_pct": 6.63, "amount_yi": 3.77, "turnover": null, "market_cap_yi": 60.82, "amount_to_mcap_pct": 6.197, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600550", "name": "保变电气", "role": "MID", "ret_pct": 6.49, "amount_yi": 10.82, "turnover": null, "market_cap_yi": 247.87, "amount_to_mcap_pct": 4.365, "is_limit_up": false, 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"中军观察" }, { "symbol": "SHSE.600203", "name": "福日电子", "role": "MID", "ret_pct": 7.65, "amount_yi": 7.09, "turnover": null, "market_cap_yi": 74.3, "amount_to_mcap_pct": 9.543, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603660", "name": "苏州科达", "role": "MID", "ret_pct": 7.28, "amount_yi": 3.53, "turnover": null, "market_cap_yi": 68.18, "amount_to_mcap_pct": 5.184, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000810", "name": "创维数字", "role": "MID", "ret_pct": 6.93, "amount_yi": 4.33, "turnover": null, "market_cap_yi": 128.5, "amount_to_mcap_pct": 3.37, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600996", "name": "贵广网络", "role": "MID", "ret_pct": 6.09, "amount_yi": 6.72, "turnover": null, "market_cap_yi": 119.44, "amount_to_mcap_pct": 5.626, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": 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"note": "后排扩散" }, { "symbol": "SZSE.300613", "name": "富瀚微", "role": "TAIL", "ret_pct": 4.81, "amount_yi": 10.01, "turnover": null, "market_cap_yi": 144.04, "amount_to_mcap_pct": 6.95, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600330", "name": "天通股份", "role": "TAIL", "ret_pct": 4.69, "amount_yi": 41.17, "turnover": null, "market_cap_yi": 399.51, "amount_to_mcap_pct": 10.304, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002983", "name": "芯瑞达", "role": "TAIL", "ret_pct": 4.56, "amount_yi": 1.68, "turnover": null, "market_cap_yi": 32.94, "amount_to_mcap_pct": 5.098, "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": "007632", "sector_name": "科技风格", "sector_type": "concept_1003", 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"head_count": 3, "mid_count": 12, "tail_count": 16 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "WEAK", "weak_tape_reasons": [ "LOW_RANK" ], "report_score": 112.99, "stocks": [ { "symbol": "SZSE.002484", "name": "江海股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 46.32, "turnover": null, "market_cap_yi": 782.73, "amount_to_mcap_pct": 5.918, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600703", "name": "三安光电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 77.41, "turnover": null, "market_cap_yi": 840.15, "amount_to_mcap_pct": 9.214, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600105", "name": "永鼎股份", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 77.3, "turnover": null, "market_cap_yi": 860.82, "amount_to_mcap_pct": 8.98, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300620", "name": "光库科技", "role": "FRONT", "ret_pct": 14.41, "amount_yi": 101.28, "turnover": null, "market_cap_yi": 969.86, "amount_to_mcap_pct": 10.442, "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.688498", "name": "源杰科技", "role": "FRONT", "ret_pct": 9.83, "amount_yi": 97.3, "turnover": null, "market_cap_yi": 1977.19, "amount_to_mcap_pct": 4.921, "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.300661", "name": "圣邦股份", "role": "MID", "ret_pct": 9.13, "amount_yi": 36.89, "turnover": null, "market_cap_yi": 763.76, "amount_to_mcap_pct": 4.831, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600498", "name": "烽火通信", "role": "MID", "ret_pct": 9.1, "amount_yi": 114.33, "turnover": null, "market_cap_yi": 941.0, "amount_to_mcap_pct": 12.149, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600487", "name": "亨通光电", "role": "MID", "ret_pct": 8.28, "amount_yi": 237.7, "turnover": null, "market_cap_yi": 2628.57, "amount_to_mcap_pct": 9.043, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600183", "name": "生益科技", "role": "MID", "ret_pct": 7.81, "amount_yi": 165.61, "turnover": null, "market_cap_yi": 4295.74, "amount_to_mcap_pct": 3.855, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.003031", "name": "中瓷电子", "role": "MID", "ret_pct": 7.01, "amount_yi": 29.16, "turnover": null, "market_cap_yi": 547.69, "amount_to_mcap_pct": 5.325, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300394", "name": "天孚通信", "role": "MID", "ret_pct": 6.45, "amount_yi": 184.6, "turnover": null, "market_cap_yi": 3534.1, "amount_to_mcap_pct": 5.223, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688702", "name": "盛科通信-U", "role": "MID", "ret_pct": 5.96, "amount_yi": 30.5, "turnover": null, "market_cap_yi": 608.69, "amount_to_mcap_pct": 5.012, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600522", "name": "中天科技", "role": "MID", "ret_pct": 5.45, "amount_yi": 170.61, "turnover": null, "market_cap_yi": 1848.11, "amount_to_mcap_pct": 9.231, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300548", "name": "长芯博创", "role": "MID", "ret_pct": 5.38, "amount_yi": 83.23, "turnover": null, "market_cap_yi": 771.6, "amount_to_mcap_pct": 10.786, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300433", "name": "蓝思科技", "role": "MID", "ret_pct": 5.15, "amount_yi": 116.97, "turnover": null, "market_cap_yi": 2402.85, "amount_to_mcap_pct": 4.868, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002463", "name": "沪电股份", "role": "MID", "ret_pct": 5.14, "amount_yi": 153.33, "turnover": null, "market_cap_yi": 2704.24, "amount_to_mcap_pct": 5.67, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688521", "name": "芯原股份", "role": "MID", "ret_pct": 5.05, "amount_yi": 55.73, "turnover": null, "market_cap_yi": 1310.05, "amount_to_mcap_pct": 4.254, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002415", "name": "海康威视", "role": "TAIL", "ret_pct": 4.85, "amount_yi": 33.44, "turnover": null, "market_cap_yi": 2912.94, "amount_to_mcap_pct": 1.148, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688183", "name": "生益电子", "role": "TAIL", "ret_pct": 4.36, "amount_yi": 58.86, "turnover": null, "market_cap_yi": 1155.9, "amount_to_mcap_pct": 5.092, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002600", "name": "领益智造", "role": "TAIL", "ret_pct": 4.32, "amount_yi": 34.83, "turnover": null, "market_cap_yi": 1129.63, "amount_to_mcap_pct": 3.084, "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": "007316", "sector_name": "特高压", "sector_type": "concept_1003", "theme_cluster": "特高压", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 85, "valid_member_count": 82, "specificity_score": 0.7074, "raw_heat_score": 109.07, "adjusted_heat_score": 77.16, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.12, "sector_amount_yi": 1057.39, 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"真实涨停龙头，强度锚" }, { "symbol": "SHSE.603861", "name": "白云电器", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 4.72, "turnover": null, "market_cap_yi": 87.11, "amount_to_mcap_pct": 5.417, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601208", "name": "东材科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 45.8, "turnover": null, "market_cap_yi": 724.71, "amount_to_mcap_pct": 6.32, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.601179", "name": "中国西电", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 37.07, "turnover": null, "market_cap_yi": 835.52, "amount_to_mcap_pct": 4.437, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300222", "name": "科大智能", "role": "FRONT", "ret_pct": 12.91, "amount_yi": 12.8, "turnover": null, "market_cap_yi": 90.38, "amount_to_mcap_pct": 14.161, "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.688191", "name": "智洋创新", "role": "FRONT", "ret_pct": 10.56, "amount_yi": 5.32, "turnover": null, "market_cap_yi": 119.13, "amount_to_mcap_pct": 4.467, "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.600487", "name": "亨通光电", "role": "MID", "ret_pct": 8.28, "amount_yi": 237.7, "turnover": null, "market_cap_yi": 2628.57, "amount_to_mcap_pct": 9.043, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688334", "name": "西高院", "role": "MID", "ret_pct": 7.44, "amount_yi": 1.86, "turnover": null, "market_cap_yi": 31.93, "amount_to_mcap_pct": 5.833, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600563", "name": "法拉电子", "role": "MID", "ret_pct": 6.99, "amount_yi": 21.48, "turnover": null, "market_cap_yi": 378.65, "amount_to_mcap_pct": 5.672, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600550", "name": "保变电气", "role": "MID", "ret_pct": 6.49, "amount_yi": 10.82, "turnover": null, "market_cap_yi": 247.87, "amount_to_mcap_pct": 4.365, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300617", "name": "安靠智电", "role": "MID", "ret_pct": 6.12, "amount_yi": 5.3, "turnover": null, "market_cap_yi": 85.29, "amount_to_mcap_pct": 6.213, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600522", "name": "中天科技", "role": "MID", "ret_pct": 5.45, "amount_yi": 170.61, "turnover": null, "market_cap_yi": 1848.11, "amount_to_mcap_pct": 9.231, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000973", "name": "佛塑科技", "role": "MID", "ret_pct": 5.04, "amount_yi": 15.38, "turnover": null, "market_cap_yi": 155.27, "amount_to_mcap_pct": 9.905, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300712", "name": "永福股份", "role": "TAIL", "ret_pct": 4.96, "amount_yi": 1.19, "turnover": null, "market_cap_yi": 43.1, "amount_to_mcap_pct": 2.761, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002498", "name": "汉缆股份", "role": "TAIL", "ret_pct": 4.11, "amount_yi": 8.65, "turnover": null, "market_cap_yi": 261.15, "amount_to_mcap_pct": 3.311, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.600869", "name": "远东股份", "role": "TAIL", "ret_pct": 4.04, "amount_yi": 54.11, "turnover": null, "market_cap_yi": 754.58, "amount_to_mcap_pct": 7.171, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002350", "name": "北京科锐", "role": "TAIL", "ret_pct": 3.95, "amount_yi": 4.47, "turnover": null, 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0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300506", "name": "名家汇", "role": "FRONT", "ret_pct": 18.33, "amount_yi": 3.02, "turnover": null, "market_cap_yi": 37.47, "amount_to_mcap_pct": 8.053, "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.688343", "name": "云天励飞-U", "role": "FRONT", "ret_pct": 15.04, "amount_yi": 18.23, "turnover": null, "market_cap_yi": 264.31, "amount_to_mcap_pct": 6.896, "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.300921", "name": "南凌科技", "role": "FRONT", "ret_pct": 14.59, "amount_yi": 5.82, "turnover": null, "market_cap_yi": 33.56, "amount_to_mcap_pct": 17.338, "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.688207", "name": "格灵深瞳", "role": "FRONT", "ret_pct": 12.32, "amount_yi": 7.54, "turnover": null, "market_cap_yi": 52.42, "amount_to_mcap_pct": 14.376, "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.300249", "name": "依米康", "role": "FRONT", "ret_pct": 11.17, "amount_yi": 8.89, "turnover": null, "market_cap_yi": 64.05, "amount_to_mcap_pct": 13.88, "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.001314", "name": "亿道信息", "role": "MID", "ret_pct": 8.09, "amount_yi": 3.8, "turnover": null, "market_cap_yi": 71.46, "amount_to_mcap_pct": 5.315, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300448", "name": "浩云科技", "role": "MID", "ret_pct": 7.01, "amount_yi": 2.76, "turnover": null, "market_cap_yi": 46.07, "amount_to_mcap_pct": 5.982, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300552", "name": "万集科技", "role": "MID", "ret_pct": 6.46, "amount_yi": 2.64, "turnover": null, "market_cap_yi": 36.95, "amount_to_mcap_pct": 7.145, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300590", "name": "移为通信", "role": "MID", "ret_pct": 5.28, "amount_yi": 3.43, "turnover": null, "market_cap_yi": 55.68, "amount_to_mcap_pct": 6.165, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300504", "name": "天邑股份", "role": "TAIL", "ret_pct": 4.99, "amount_yi": 2.69, "turnover": null, "market_cap_yi": 40.9, "amount_to_mcap_pct": 6.58, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002415", "name": "海康威视", "role": "TAIL", "ret_pct": 4.85, "amount_yi": 33.44, "turnover": null, "market_cap_yi": 2912.94, "amount_to_mcap_pct": 1.148, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603662", "name": "柯力传感", "role": "TAIL", "ret_pct": 3.84, "amount_yi": 10.04, 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"amount_yi": 3.25, "turnover": null, "market_cap_yi": 57.46, "amount_to_mcap_pct": 5.654, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300825", "name": "阿尔特", "role": "MID", "ret_pct": 6.24, "amount_yi": 11.42, "turnover": null, "market_cap_yi": 84.16, "amount_to_mcap_pct": 13.575, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301128", "name": "强瑞技术", "role": "TAIL", "ret_pct": 4.99, "amount_yi": 15.63, "turnover": null, "market_cap_yi": 235.67, "amount_to_mcap_pct": 6.633, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002036", "name": "联创电子", "role": "TAIL", "ret_pct": 4.17, "amount_yi": 4.9, "turnover": null, "market_cap_yi": 89.61, "amount_to_mcap_pct": 5.472, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300811", "name": "铂科新材", "role": "TAIL", "ret_pct": 3.96, "amount_yi": 20.11, "turnover": null, "market_cap_yi": 318.14, "amount_to_mcap_pct": 6.322, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002837", "name": "英维克", "role": "TAIL", "ret_pct": 3.77, "amount_yi": 51.8, "turnover": null, "market_cap_yi": 827.38, "amount_to_mcap_pct": 6.261, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300373", "name": "扬杰科技", "role": "TAIL", "ret_pct": 3.47, "amount_yi": 34.2, "turnover": null, "market_cap_yi": 589.85, "amount_to_mcap_pct": 5.798, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688322", "name": "奥比中光", "role": "TAIL", "ret_pct": 3.43, "amount_yi": 31.19, "turnover": null, "market_cap_yi": 421.23, "amount_to_mcap_pct": 7.404, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.688619", "name": "罗普特", "role": "TAIL", 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29.17, "amount_to_mcap_pct": 5.813, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300450", "name": "先导智能", "role": "FRONT", "ret_pct": 15.96, "amount_yi": 68.87, "turnover": null, "market_cap_yi": 770.35, "amount_to_mcap_pct": 8.941, "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": 12.94, "amount_yi": 10.25, "turnover": null, "market_cap_yi": 129.96, "amount_to_mcap_pct": 7.889, "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.300222", "name": "科大智能", "role": "FRONT", "ret_pct": 12.91, "amount_yi": 12.8, "turnover": null, "market_cap_yi": 90.38, "amount_to_mcap_pct": 14.161, "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.301603", "name": "乔锋智能", "role": "FRONT", "ret_pct": 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2.29, "turnover": null, "market_cap_yi": 17.59, "amount_to_mcap_pct": 13.027, "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.300128", "name": "锦富技术", "role": "MID", "ret_pct": 7.84, "amount_yi": 5.81, "turnover": null, "market_cap_yi": 82.13, "amount_to_mcap_pct": 7.078, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603158", "name": "腾龙股份", "role": "MID", "ret_pct": 7.36, "amount_yi": 5.62, "turnover": null, "market_cap_yi": 68.71, "amount_to_mcap_pct": 8.181, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300825", "name": "阿尔特", "role": "MID", "ret_pct": 6.24, "amount_yi": 11.42, "turnover": null, "market_cap_yi": 84.16, "amount_to_mcap_pct": 13.575, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002965", "name": "祥鑫科技", "role": "MID", "ret_pct": 6.05, "amount_yi": 9.84, "turnover": null, "market_cap_yi": 81.73, "amount_to_mcap_pct": 12.042, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603088", "name": "宁波精达", "role": "MID", "ret_pct": 5.63, "amount_yi": 2.15, "turnover": null, "market_cap_yi": 46.85, "amount_to_mcap_pct": 4.593, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301499", "name": "维科精密", "role": "MID", "ret_pct": 5.51, "amount_yi": 1.07, "turnover": null, "market_cap_yi": 12.11, "amount_to_mcap_pct": 8.838, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301489", "name": "思泉新材", "role": "TAIL", "ret_pct": 4.82, "amount_yi": 13.7, "turnover": null, "market_cap_yi": 106.49, "amount_to_mcap_pct": 12.868, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301667", "name": "纳百川", "role": "TAIL", "ret_pct": 4.52, "amount_yi": 3.38, "turnover": null, "market_cap_yi": 18.68, "amount_to_mcap_pct": 18.078, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300602", "name": "飞荣达", "role": "TAIL", "ret_pct": 4.04, "amount_yi": 16.16, "turnover": null, "market_cap_yi": 191.38, "amount_to_mcap_pct": 8.445, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301560", "name": "众捷汽车", "role": "TAIL", "ret_pct": 3.25, "amount_yi": 0.78, "turnover": null, "market_cap_yi": 19.8, "amount_to_mcap_pct": 3.95, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002126", "name": "银轮股份", "role": "WATCH", "ret_pct": 2.89, "amount_yi": 10.64, "turnover": null, "market_cap_yi": 401.16, "amount_to_mcap_pct": 2.651, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.600839", "name": "四川长虹", "role": "WATCH", 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"weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.08, "report_score": 97.92, "limit_up_count": null, "external_context_covered": false }, { "theme": "新型工业化", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.07, "report_score": 92.44, "limit_up_count": null, "external_context_covered": false }, { "theme": "汽车热管理", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 1.77, "report_score": 87.02, "limit_up_count": null, "external_context_covered": false }, { "theme": "动力电池回收", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 2.38, "report_score": 79.83, "limit_up_count": null, "external_context_covered": false } ] }, "risk_findings": [ { "risk": "外部资讯覆盖不完整", "severity": "warning", "detail": "strict_v1/search_notes 仅覆盖 4/40 个 evidence 主题；未覆盖主题不得借外部资讯确认。", "uncovered_themes": [ "半导体材料设备", "题材股", "农业资源品", "趋势股", "氮化镓", "碳化硅", "荣耀概念", "玻璃基板", "超级电容", "固态电池", "锂电池概念", "消费电子概念", "通信技术", "OLED", "AI眼镜", "LED概念", "可控核聚变", "AI算力基础设施", "光刻机(胶)", "3D打印" ], "action": "require_confirmation" }, { "risk": "项目 Gemini Search/grounding 资讯层连续不稳定", "severity": "warning", "detail": "Gemini provider connectivity 与项目 Gemini Search/grounding external_context strict_v1 稳定性需要分开表述；本 V2 Shadow 不得替代 Strict Gate。", "action": "require_confirmation" } ] }, "gm_sector_coverage": { "status": "ok", "path": "/Users/tonyyu/sector_wave_agent/reports/audit/20260616_gm_sector_coverage_audit.json", "anomalies": [] }, "data_integrity": { "evidence_pack_ok": true, "price_refs_ok": true, "technical_facts_ok": true, "manifest_ok": true }, "notes": [ "strict_v1 外部资讯为 partial，仅覆盖：光纤概念, AI光通信链, 复合集流体, 柔性屏(折叠屏)", "V2 Shadow 已由 strict_v1 派生，仍有 36/40 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 10 条 conditional 是否满足触发/承接/未失效三条件。", "跟踪 AI光通信链 / CPO光模块、柔性屏(折叠屏)、复合集流体、碳化硅 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": "2026-06-16T19:52:55", "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": "EXEC_HIGH_BLOCKED_LATE_CHASE", "reason": "本机模拟盘样本：多只票触发价被碰到时已经超过执行上沿，系统按不追高纪律拒绝生成订单。；trigger_touched_but_above_exec_high=14" }, { "lesson_id": "MINUTE_ENERGY_BLOCKED_LOW_AMOUNT", "reason": "本机模拟盘样本：分钟K能量确认持续阻断低成交额信号，说明信号触发但承接强度不足。；minute_energy_amount_too_low=26" }, { "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 10 条 conditional 是否满足触发/承接/未失效三条件。", "跟踪 AI光通信链 / CPO光模块、柔性屏(折叠屏)、复合集流体、碳化硅 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": 3, "no_entry_count": 27, "observe_only_shadow_alpha_count": 11 }, "note": "Fallback only gives a conservative learning loop. Hermes/DeepSeek V4 should replace it with explicit confirmed/invalidated/pending lessons." }, "next_day_key_watch": [ "兆驰股份（AI光通信链 / CPO光模块）", "福日电子（柔性屏(折叠屏)）", "统联精密（柔性屏(折叠屏)）", "雷曼光电（柔性屏(折叠屏)）", "大富科技（柔性屏(折叠屏)）", "同兴达（柔性屏(折叠屏)）", "元琛科技（复合集流体）", "苏州固锝（碳化硅）", "芯海科技（荣耀概念）", "帝尔激光（玻璃基板 / 先进封装）" ], "active_plan_focus": [ { "symbol": "SHSE.600416", "name": "湘电股份", "theme": "新能源电力链 / 电力电网", "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "entry": "突破 11.0", "trigger": 11.0, "entry_zone_low": null, "entry_zone_high": null, "vwap_reference": 10.6027, "invalid": 10.77, "invalid_price": 10.77, "do_not_chase_above": 11.15, "chase_ceiling": 11.15, "strict_status": "strict_triggered_active_pass", "layer": "triggered_sectors", "role": "MID", "amount_state": "explosive", "risk_flags": [ "TOUCHED_LIMIT_UP_BUT_NOT_CLOSE" ], "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.688571", "name": "杭华股份", "theme": "油墨材料 / 包装印刷材料", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "8.79~9.08（VWAP 8.97）", "trigger": null, "entry_zone_low": 8.79, "entry_zone_high": 9.08, "vwap_reference": 8.97, "invalid": 8.72, "invalid_price": 8.72, "do_not_chase_above": 9.43, "chase_ceiling": 9.43, "strict_status": "strict_triggered_active_pass", "layer": "triggered_sectors", "role": "MID", "amount_state": "normal", "risk_flags": [], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "站上 VWAP，使用回踩 VWAP 重新确认模板" } ], "conditional_plan_focus": [ { "symbol": "SZSE.002429", "name": "兆驰股份", "theme": "AI光通信链 / CPO光模块", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "11.41~11.76（VWAP 11.63）", "trigger": null, "entry_zone_low": 11.41, "entry_zone_high": 11.76, "vwap_reference": 11.63, "invalid": 11.32, "invalid_price": 11.32, "do_not_chase_above": 12.17, "chase_ceiling": 12.17, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "normal", "risk_flags": [], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "站上 VWAP，使用回踩 VWAP 重新确认模板" }, { "symbol": "SHSE.600203", "name": "福日电子", "theme": "柔性屏(折叠屏)", "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "entry": "突破 12.81", "trigger": 12.81, "entry_zone_low": null, "entry_zone_high": null, "vwap_reference": 12.3418, "invalid": 12.53, "invalid_price": 12.53, "do_not_chase_above": 12.97, "chase_ceiling": 12.97, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "strong_expansion", "risk_flags": [ "TOUCHED_LIMIT_UP_BUT_NOT_CLOSE" ], "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.688210", "name": "统联精密", "theme": "柔性屏(折叠屏)", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "45.36~46.59（VWAP 46.13）", "trigger": null, "entry_zone_low": 45.36, "entry_zone_high": 46.59, "vwap_reference": 46.13, "invalid": 45.06, "invalid_price": 45.06, "do_not_chase_above": 48.5, "chase_ceiling": 48.5, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "mild_expansion", "risk_flags": [], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "站上 VWAP，使用回踩 VWAP 重新确认模板" }, { "symbol": "SZSE.300162", "name": "雷曼光电", "theme": "柔性屏(折叠屏)", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "10.52~10.88（VWAP 10.75）", "trigger": null, "entry_zone_low": 10.52, "entry_zone_high": 10.88, "vwap_reference": 10.75, "invalid": 10.44, "invalid_price": 10.44, "do_not_chase_above": 11.32, "chase_ceiling": 11.32, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "mild_expansion", "risk_flags": [], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "站上 VWAP，使用回踩 VWAP 重新确认模板" }, { "symbol": "SZSE.300134", "name": "大富科技", "theme": "柔性屏(折叠屏)", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "9.95~10.2（VWAP 10.1）", "trigger": null, "entry_zone_low": 9.95, "entry_zone_high": 10.2, "vwap_reference": 10.1, "invalid": 9.89, "invalid_price": 9.89, "do_not_chase_above": 10.6, "chase_ceiling": 10.6, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "mild_expansion", "risk_flags": [], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "站上 VWAP，使用回踩 VWAP 重新确认模板" }, { "symbol": "SZSE.002845", "name": "同兴达", "theme": "柔性屏(折叠屏)", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "15.16~15.6（VWAP 15.44）", "trigger": null, "entry_zone_low": 15.16, "entry_zone_high": 15.6, "vwap_reference": 15.44, "invalid": 15.05, "invalid_price": 15.05, "do_not_chase_above": 16.17, "chase_ceiling": 16.17, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "normal", "risk_flags": [], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "站上 VWAP，使用回踩 VWAP 重新确认模板" }, { "symbol": "SHSE.688659", "name": "元琛科技", "theme": "复合集流体", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "10.05~10.32（VWAP 10.22）", "trigger": null, "entry_zone_low": 10.05, "entry_zone_high": 10.32, "vwap_reference": 10.22, "invalid": 9.98, "invalid_price": 9.98, "do_not_chase_above": 10.7, "chase_ceiling": 10.7, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "strong_expansion", "risk_flags": [], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "站上 VWAP，使用回踩 VWAP 重新确认模板" }, { "symbol": "SZSE.002079", "name": "苏州固锝", "theme": "碳化硅", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "12.7~13.0（VWAP 12.89）", "trigger": null, "entry_zone_low": 12.7, "entry_zone_high": 13.0, "vwap_reference": 12.89, "invalid": 12.62, "invalid_price": 12.62, "do_not_chase_above": 13.33, "chase_ceiling": 13.33, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "strong_expansion", "risk_flags": [], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "站上 VWAP，使用回踩 VWAP 重新确认模板" }, { "symbol": "SHSE.688595", "name": "芯海科技", "theme": "荣耀概念", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "37.24~38.66（VWAP 38.13）", "trigger": null, "entry_zone_low": 37.24, "entry_zone_high": 38.66, "vwap_reference": 38.13, "invalid": 36.89, "invalid_price": 36.89, "do_not_chase_above": 39.98, "chase_ceiling": 39.98, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "normal", "risk_flags": [], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "站上 VWAP，使用回踩 VWAP 重新确认模板" }, { "symbol": "SZSE.300776", "name": "帝尔激光", "theme": "玻璃基板 / 先进封装", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "151.05~157.33（VWAP 154.98）", "trigger": null, "entry_zone_low": 151.05, "entry_zone_high": 157.33, "vwap_reference": 154.98, "invalid": 149.48, "invalid_price": 149.48, "do_not_chase_above": 161.87, "chase_ceiling": 161.87, "strict_status": "strict_near_triggered_conditional", "layer": "near_triggered_sectors", "role": "MID", "amount_state": "normal", "risk_flags": [], "confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ], "abandon_conditions": [ "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "站上 VWAP，使用回踩 VWAP 重新确认模板" } ], "risk_flags": [ "market_risk_regime=WARM(87)，trade_mode=ACTIVE_THEME_FOLLOW。市场温度偏强，允许围绕通过 Strict Gate 的少数强主题做条件确认。", "涨停 117 / 跌停 7，上涨家数占比 +50.17%。", "Strict Gate 今日 2 active、10 conditional、18 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 AI光通信链 / CPO光模块、柔性屏(折叠屏)、复合集流体、碳化硅 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。", "兆驰股份、福日电子、统联精密、雷曼光电 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/20260616_full_report_v2.md", "wechat_brief": "reports/wechat/20260616_wechat_brief_v2.txt", "agent_summary": "reports/json/20260616_agent_summary_v2.json", "code_iteration_backlog": "reports/code_iteration/20260616_code_iteration_backlog.md", "local_paper_hermes_review": "reports/trading/local_paper_hermes_review_20260616.md", "local_paper_hermes_review_json": "reports/trading/local_paper_hermes_review_20260616.json", "local_paper_hermes_review_manifest": "reports/hermes_runs/local_paper_20260616/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_20260616.json", "v2_plan_path": "reports/trade_plan/20260616_next_day_trade_plan_sector_bound_v2_leader_aware_news.json", "regime_at_decision": "MIXED", "v8_summary": { "plans": 253, "v1_decision_count": { "observe_only": 138, "conditional_plan": 10, "active_plan": 2, "conditional_only": 92, "risk_verify": 7, "forbidden": 4 }, "v2_decision_count": { "observe_only": 162, "conditional_plan": 60, "active_plan": 20, "forbidden": 11 }, "v8_reason_count": { "v8_no_uplift_no_downgrade": 220, "v8_market_cap_floor_downgrade": 2, "v8_whitelist_uplift_conditional_plan": 2, "v8_huddle_uplift_conditional_plan": 15, "technical_grade=A": 4, "v8_limit_head_promoted_to_active": 11, "amount_yi>=5": 11, "market_cap_yi>=80": 9, "recent_limit_count>=2": 9, "technical_grade=B": 10 }, "v8_whitelist_promoted": 2, "v8_huddle_promoted": 15, "v8_limit_head_promoted": 11, "v8_blacklist_blocked": 11, "v8_market_cap_downgrade": 2, "v2_tradable_active_count": 9, "v2_active_but_untradable_count": 11, "v2_active_count_alert": true }, "v2_raw_active_count": 20, "v2_raw_conditional_count": 60, "v2_excluded_count": 19, "v2_active_plans": [ { "symbol": "SHSE.600416", "name": "湘电股份", "theme": "新能源电力链", "theme_display_name": "新能源电力链 / 电力电网", "raw_theme": "农业资源品", "hot_theme_cluster": "农业资源品", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SHSE.600416", "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": 11.0, "invalid_price": 10.77, "chase_ceiling": 11.15, "vwap_reference": null, "entry_zone": null, "price_fill": { "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "entry_reference_type": "break_prev_high", "trigger_price": 11.0, "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": 10.77, "logic": "突破失败后跌回昨高附近或前收下方，视为失效。" }, "chase_ceiling": 11.15, "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": 7.81, "amount_yi": 6.36, "market_cap_yi": 158.94, "recent_limit_count": 1.0, "is_limit_up": false, "amount_state": "explosive" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SZSE.000510", "name": "新金路", "theme": "氟化工磷化工", "theme_display_name": "氟化工 / 磷化工", "raw_theme": "题材股", "hot_theme_cluster": "题材股", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SZSE.000510", "role": "MID", "layer": "triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 23.28, "invalid_price": 19.45, "chase_ceiling": 25.25, "vwap_reference": 22.5812, "entry_zone": null, "price_fill": null, "prev_high": 23.28, "prev_close": 22.95, "ma5": 19.45, "ma20": 17.723, "v8_decision_v2": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "v1_base_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": 7.7, "amount_yi": 27.83, "market_cap_yi": 139.22, "recent_limit_count": 7.0, "is_limit_up": false, "amount_state": "explosive" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_near_high", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SHSE.600176", "name": "中国巨石", "theme": "玻纤制造", "theme_display_name": "玻纤制造 / 复合材料", "raw_theme": "题材股", "hot_theme_cluster": "题材股", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SHSE.600176", "role": "MID", "layer": "triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 50.2, "invalid_price": 43.492, "chase_ceiling": 54.6, "vwap_reference": 48.668, "entry_zone": null, "price_fill": null, "prev_high": 50.2, "prev_close": 49.64, "ma5": 43.492, "ma20": 39.8705, "v8_decision_v2": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "v1_base_triggered_active_pass", "v8_gate5_reason": "huddle_exempt", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 8.46, "amount_yi": 117.64, "market_cap_yi": 1987.16, "recent_limit_count": 3.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_near_high", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SZSE.002859", "name": "洁美科技", "theme": "被动元件", "theme_display_name": "被动元件 / MLCC/晶振", "raw_theme": "题材股", "hot_theme_cluster": "题材股", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SZSE.002859", "role": "MID", "layer": "triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 91.09, "invalid_price": 81.536, "chase_ceiling": 97.9, "vwap_reference": 88.7064, "entry_zone": null, "price_fill": null, "prev_high": 91.09, "prev_close": 89.0, "ma5": 81.536, "ma20": 75.0195, "v8_decision_v2": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "v1_base_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": 7.47, "amount_yi": 31.16, "market_cap_yi": 361.25, "recent_limit_count": 4.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "mixed_but_above_ma5", "risk_flags": [ "HIGH_BIAS_OVERHEAT", "TOUCHED_LIMIT_UP_BUT_NOT_CLOSE" ] } }, { "symbol": "SHSE.600487", "name": "亨通光电", "theme": "AI光通信链", "theme_display_name": "AI光通信链 / CPO光模块", "raw_theme": "题材股", "hot_theme_cluster": "题材股", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SHSE.600487", "role": "MID", "layer": "triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 108.66, "invalid_price": 102.612, "chase_ceiling": 118.25, "vwap_reference": 105.2236, "entry_zone": null, "price_fill": null, "prev_high": 108.66, "prev_close": 107.5, "ma5": 102.612, "ma20": 86.7745, "v8_decision_v2": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "v1_base_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": 8.28, "amount_yi": 237.7, "market_cap_yi": 2628.57, "recent_limit_count": 3.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_above_vwap", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "AI光通信链", "theme_display_name": "AI光通信链 / CPO光模块", "raw_theme": "题材股", "hot_theme_cluster": "题材股", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SHSE.600498", "role": "MID", "layer": "triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 74.46, "invalid_price": 64.33, "chase_ceiling": 81.4, "vwap_reference": 70.7771, "entry_zone": null, "price_fill": null, "prev_high": 74.46, "prev_close": 74.0, "ma5": 64.33, "ma20": 56.039, "v8_decision_v2": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "v1_base_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": 9.1, "amount_yi": 114.33, "market_cap_yi": 941.0, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_near_high", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SHSE.600366", "name": "宁波韵升", "theme": "稀土永磁", "theme_display_name": "稀土 / 永磁材料", "raw_theme": "农业资源品", "hot_theme_cluster": "农业资源品", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SHSE.600366", "role": "MID", "layer": "triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 14.62, "invalid_price": 13.532, "chase_ceiling": 15.83, "vwap_reference": 14.2852, "entry_zone": null, "price_fill": null, "prev_high": 14.62, "prev_close": 14.39, "ma5": 13.532, "ma20": 12.9795, "v8_decision_v2": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "v1_base_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": 8.28, "amount_yi": 21.42, "market_cap_yi": 158.15, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "explosive" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_near_high", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT", "TOUCHED_LIMIT_UP_BUT_NOT_CLOSE" ] } }, { "symbol": "SZSE.300748", "name": "金力永磁", "theme": "稀土永磁", "theme_display_name": "稀土 / 永磁材料", "raw_theme": "农业资源品", "hot_theme_cluster": "农业资源品", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SZSE.300748", "role": "MID", "layer": "triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 33.88, "invalid_price": 30.676, "chase_ceiling": 39.76, "vwap_reference": 32.9669, "entry_zone": null, "price_fill": null, "prev_high": 33.88, "prev_close": 33.13, "ma5": 30.676, "ma20": 31.896, "v8_decision_v2": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "v1_base_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": 5.48, "amount_yi": 20.13, "market_cap_yi": 374.38, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "mixed_but_above_ma5", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SHSE.600259", "name": "中稀有色", "theme": "稀土永磁", "theme_display_name": "稀土 / 永磁材料", "raw_theme": "农业资源品", "hot_theme_cluster": "农业资源品", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SHSE.600259", "role": "MID", "layer": "triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 109.2, "invalid_price": 96.404, "chase_ceiling": 116.75, "vwap_reference": 105.3942, "entry_zone": null, "price_fill": null, "prev_high": 109.2, "prev_close": 106.14, "ma5": 96.404, "ma20": 89.733, "v8_decision_v2": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "v1_base_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": 6.25, "amount_yi": 30.89, "market_cap_yi": 357.09, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "B", "position_quality": "mid_high_close", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } } ], "v2_conditional_plans": [ { "symbol": "SZSE.002429", "name": "兆驰股份", "theme": "AI光通信链", "theme_display_name": "AI光通信链 / CPO光模块", "raw_theme": "光纤概念", "hot_theme_cluster": "光纤概念", "theme_source": "theme_taxonomy_fuzzy_alias", "theme_matched_by": "光纤", "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 11.63, "invalid_price": 11.32, "chase_ceiling": 12.17, "vwap_reference": 11.63, "entry_zone": { "zone_low": 11.41, "zone_high": 11.76, "reference": 11.63 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 11.63, "zone_low": 11.41, "zone_high": 11.76 }, "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": 11.32, "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": 12.17, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_near_triggered_conditional", "v8_gate5_reason": "market_cap_yi>=100", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 5.91, "amount_yi": 13.25, "market_cap_yi": 534.78, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SHSE.600203", "name": "福日电子", "theme": "柔性屏(折叠屏)", "theme_display_name": "柔性屏(折叠屏)", "raw_theme": "柔性屏(折叠屏)", "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": 12.81, "invalid_price": 12.53, "chase_ceiling": 12.97, "vwap_reference": null, "entry_zone": null, "price_fill": { "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "entry_reference_type": "break_prev_high", "trigger_price": 12.81, "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": 12.53, "logic": "突破失败后跌回昨高附近或前收下方，视为失效。" }, "chase_ceiling": 12.97, "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": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_near_triggered_conditional", "v8_gate5_reason": "gate5_failed_mixed_mcap100_or_limit_amount5", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 7.65, "amount_yi": 7.09, "market_cap_yi": 74.3, "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.688210", "name": "统联精密", "theme": "柔性屏(折叠屏)", "theme_display_name": "柔性屏(折叠屏)", "raw_theme": "柔性屏(折叠屏)", "hot_theme_cluster": null, "theme_source": "v8_plan_sector_context", "theme_matched_by": null, "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 46.13, "invalid_price": 45.06, "chase_ceiling": 48.5, "vwap_reference": 46.13, "entry_zone": { "zone_low": 45.36, "zone_high": 46.59, "reference": 46.13 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 46.13, "zone_low": 45.36, "zone_high": 46.59 }, "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": 45.06, "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": 48.5, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_near_triggered_conditional", "v8_gate5_reason": "gate5_failed_mixed_mcap100_or_limit_amount5", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 7.34, "amount_yi": 2.78, "market_cap_yi": 76.6, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SZSE.300162", "name": "雷曼光电", "theme": "柔性屏(折叠屏)", "theme_display_name": "柔性屏(折叠屏)", "raw_theme": "柔性屏(折叠屏)", "hot_theme_cluster": null, "theme_source": "v8_plan_sector_context", "theme_matched_by": null, "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 10.75, "invalid_price": 10.44, "chase_ceiling": 11.32, "vwap_reference": 10.75, "entry_zone": { "zone_low": 10.52, "zone_high": 10.88, "reference": 10.75 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 10.75, "zone_low": 10.52, "zone_high": 10.88 }, "trigger_condition": "回踩 VWAP 参考区后重新站回 VWAP；必须有日内承接，不使用集合竞价脑补。", "invalid_reference": { "type": "fail_reclaim_vwap_or_break_entry_zone_low", "price": 10.44, "logic": "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。" }, "chase_ceiling": 11.32, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_near_triggered_conditional", "v8_gate5_reason": "gate5_failed_mixed_mcap100_or_limit_amount5", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 5.88, "amount_yi": 8.03, "market_cap_yi": 37.6, "recent_limit_count": 1.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SZSE.300134", "name": "大富科技", "theme": "柔性屏(折叠屏)", "theme_display_name": "柔性屏(折叠屏)", "raw_theme": "柔性屏(折叠屏)", "hot_theme_cluster": null, "theme_source": "v8_plan_sector_context", "theme_matched_by": null, "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 10.1, "invalid_price": 9.89, "chase_ceiling": 10.6, "vwap_reference": 10.1, "entry_zone": { "zone_low": 9.95, "zone_high": 10.2, "reference": 10.1 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 10.1, "zone_low": 9.95, "zone_high": 10.2 }, "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": 9.89, "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": 10.6, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_near_triggered_conditional", "v8_gate5_reason": "gate5_failed_mixed_mcap100_or_limit_amount5", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 5.43, "amount_yi": 1.92, "market_cap_yi": 78.98, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SZSE.002845", "name": "同兴达", "theme": "柔性屏(折叠屏)", "theme_display_name": "柔性屏(折叠屏)", "raw_theme": "柔性屏(折叠屏)", "hot_theme_cluster": null, "theme_source": "v8_plan_sector_context", "theme_matched_by": null, "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 15.44, "invalid_price": 15.05, "chase_ceiling": 16.17, "vwap_reference": 15.44, "entry_zone": { "zone_low": 15.16, "zone_high": 15.6, "reference": 15.44 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 15.44, "zone_low": 15.16, "zone_high": 15.6 }, "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": 15.05, "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": 16.17, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_near_triggered_conditional", "v8_gate5_reason": "gate5_failed_mixed_mcap100_or_limit_amount5", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 5.37, "amount_yi": 3.09, "market_cap_yi": 39.29, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SHSE.688571", "name": "杭华股份", "theme": "油墨材料", "theme_display_name": "油墨材料 / 包装印刷材料", "raw_theme": "农业资源品", "hot_theme_cluster": "农业资源品", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SHSE.688571", "role": "MID", "layer": "triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 8.97, "invalid_price": 8.72, "chase_ceiling": 9.43, "vwap_reference": 8.97, "entry_zone": { "zone_low": 8.79, "zone_high": 9.08, "reference": 8.97 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 8.97, "zone_low": 8.79, "zone_high": 9.08 }, "trigger_condition": "回踩 VWAP 参考区后重新站回 VWAP；必须有日内承接，不使用集合竞价脑补。", "invalid_reference": { "type": "fail_reclaim_vwap_or_break_entry_zone_low", "price": 8.72, "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": 9.43, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_market_cap_floor_downgrade" ], "v2_status": "v8_failed_market_cap_floor_active_to_conditional", "v8_gate5_reason": "gate5_failed_mixed_mcap100_or_limit_amount5", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 6.88, "amount_yi": 1.68, "market_cap_yi": 38.85, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SHSE.688659", "name": "元琛科技", "theme": "复合集流体", "theme_display_name": "复合集流体", "raw_theme": "复合集流体", "hot_theme_cluster": null, "theme_source": "v8_plan_sector_context", "theme_matched_by": null, "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 10.22, "invalid_price": 9.98, "chase_ceiling": 10.7, "vwap_reference": 10.22, "entry_zone": { "zone_low": 10.05, "zone_high": 10.32, "reference": 10.22 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 10.22, "zone_low": 10.05, "zone_high": 10.32 }, "trigger_condition": "回踩 VWAP 参考区后重新站回 VWAP；必须有日内承接，不使用集合竞价脑补。", "invalid_reference": { "type": "fail_reclaim_vwap_or_break_entry_zone_low", "price": 9.98, "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": 10.7, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_near_triggered_conditional", "v8_gate5_reason": "gate5_failed_mixed_mcap100_or_limit_amount5", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 5.91, "amount_yi": 0.82, "market_cap_yi": 16.62, "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.002079", "name": "苏州固锝", "theme": "碳化硅", "theme_display_name": "碳化硅", "raw_theme": "碳化硅", "hot_theme_cluster": null, "theme_source": "v8_plan_sector_context", "theme_matched_by": null, "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 12.89, "invalid_price": 12.62, "chase_ceiling": 13.33, "vwap_reference": 12.89, "entry_zone": { "zone_low": 12.7, "zone_high": 13.0, "reference": 12.89 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 12.89, "zone_low": 12.7, "zone_high": 13.0 }, "trigger_condition": "回踩 VWAP 参考区后重新站回 VWAP；必须有日内承接，不使用集合竞价脑补。", "invalid_reference": { "type": "fail_reclaim_vwap_or_break_entry_zone_low", "price": 12.62, "logic": "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。" }, "chase_ceiling": 13.33, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_near_triggered_conditional", "v8_gate5_reason": "market_cap_yi>=100", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 5.55, "amount_yi": 8.64, "market_cap_yi": 104.93, "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.688595", "name": "芯海科技", "theme": "荣耀概念", "theme_display_name": "荣耀概念", "raw_theme": "荣耀概念", "hot_theme_cluster": null, "theme_source": "v8_plan_sector_context", "theme_matched_by": null, "role": "MID", "layer": "near_triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 38.13, "invalid_price": 36.89, 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"v8_decision_v2": "conditional_plan", "v8_in_whitelist": false, "v8_in_huddle": true, "v8_reasons": [ "v8_huddle_uplift_conditional_plan" ], "v2_status": "v8_huddle_promoted", "v8_gate5_reason": "huddle_exempt", "v8_tradable": false, "v8_tradable_reason": "limit_up", "v8_active_but_untradable": false, "metrics": { "ret_pct": 12.94, "amount_yi": 10.25, "market_cap_yi": 129.96, "recent_limit_count": 0.0, "is_limit_up": true, "amount_state": "strong_expansion" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_above_vwap", "trend_quality": "mixed_but_above_ma5", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] }, "excluded_from_execution": true, "exclusion_reason": "v8_untradable:limit_up" } ] }, "code_iteration_backlog": { "schema_version": "daily_code_iteration_backlog_v1", "trade_date": "20260616", "generated_at": "2026-06-16T19:53:08", "source_summary": "reports/json/20260616_agent_summary_v2.json", "source_learning": "reports/trading/local_paper_learning_20260616.json", "status": "no_immediate_code_fix", "open_count": 0, "code_change_open_count": 0, "gray_validate_count": 0, "preserve_count": 2, "covered_count": 2, "items": [ { "lesson_id": "POSITION_SIZING_TARGET_PCT_ENABLED", "title": "目标仓位与动态总仓机制继续保留", "type": "position_sizing", "iteration_action": "preserve", "priority": "P1", "status": "preserved_monitoring", "evidence": "active=12.0%, watch=5.0%, single_cap=20.0%, total_cap=60.0%", "decision": "仓位不再固定 100 股；继续按行情温度、总仓和单票上限动态测算。", "code_paths": [ "local_paper_runtime/src/local_paper_runtime/position_sizer.py", "scripts/start_local_paper_runtime_scheduled.sh" ], "next_action": "每日复盘动态总仓是否匹配市场强弱，尤其检查强行情是否仓位过低。" }, { "lesson_id": "WATCH_POOL_PAPER_ENTRY_EXISTS", "title": "观察池成交样本要保留并跟踪 T+N 表现", "type": "signal_quality_tracking", "iteration_action": "preserve", "priority": "P1", "status": "preserved_monitoring", "evidence": "filled_watch_orders=1", "decision": "观察池真实模拟成交是有效研究样本，但不能反推为生产 active。", "code_paths": [ "scripts/build_local_paper_learning_block.py", "web_dashboard/assets/dashboard.js" ], "next_action": "继续记录 watch 成交后 T+1/T+3 表现，判断观察池是否应形成下一版升档规则。" } ] }, "local_paper_hermes_review": { "schema_version": "local_paper_hermes_review_v1", "available": false, "source": "hermes_review_unavailable", "model": "deepseek-v4-pro", "plan_date": "20260615", "trade_date": "20260616", "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。" ], 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