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null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.605376", "name": "博迁新材", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "超级电容", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 214.18, "exec_high": 217.39, "intraday_vwap": 208.817, "quote_last": 210.1, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.603733", "name": "仙鹤股份", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "超级电容", "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": 29.49, "exec_high": 29.93, "intraday_vwap": 28.7408, "quote_last": 29.3, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.600522", "name": "中天科技", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "超级电容", "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": 55.16, "exec_high": 55.99, "intraday_vwap": 54.7139, "quote_last": 54.95, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.688048", "name": "长光华芯", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "可控核聚变", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 387.98, "exec_high": 393.8, "intraday_vwap": 366.0612, "quote_last": 370.02, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.002643", "name": "万润股份", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "电子化学品", "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": 17.09, "exec_high": 17.35, "intraday_vwap": 17.4105, "quote_last": 17.63, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SZSE.301630", "name": "同宇新材", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "光刻胶光刻工艺", "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": 350.08, "exec_high": 355.33, "intraday_vwap": 340.2829, "quote_last": 347.77, "target_position_pct": null, "target_amount": null, "sizing_reason": null, "eod_price": null, "unrealized_pnl_pct": null, "position_pct_of_total": null }, { "symbol": "SHSE.600869", "name": "远东股份", "scope": "conditional_watch", "decision": "conditional_plan", "theme": "复合集流体", "template_key": "BREAK_PREV_HIGH", "final_status": "OBSERVE", "orders_count": 0, "first_order_ts": null, "last_order_ts": null, "filled": false, "fill_price": null, "fill_ts": null, "unfilled_reasons": [], "latest_reason": "waiting_trigger", "latest_reason_label": "waiting_trigger", "trigger_price": 34.86, "exec_high": 35.38, "intraday_vwap": 33.0565, "quote_last": 33.32, "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=18", "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=40", "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": [], "holding_fit": [ { "symbol": "SHSE.600353", "name": "旭光电子", "side": "BUY", "status": "FILLED", "paper_scope": "shadow_watch", "template_key": "BREAK_PREV_HIGH", "ts": "2026-06-11T09:44:49", "qty": 1700, "price": 27.96, "price_vs_vwap_pct": 1.2462, "trigger_price": 27.56, "exec_high": 27.97, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "minute_energy_passed": true, "minute_energy_reason": "minute_energy_confirmed", "pnl_pct": 36.58798283261802, "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": 38.19, "market_value": 64922.99999999999, "unrealized_pnl_pct": 36.58798283261802 }, { "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": 7.808996174647143, "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": 700, "avg_cost": 75.81, "last_price": 81.73, "market_value": 57211.0, "unrealized_pnl_pct": 7.808996174647143 }, { "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": 11.754220404739435, "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": 106.58, "market_value": 53290.0, "unrealized_pnl_pct": 11.754220404739435 }, { "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": 6.189283313985472, "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": 300, "avg_cost": 163.67, "last_price": 173.8, "market_value": 52140.0, "unrealized_pnl_pct": 6.189283313985472 } ], "sell_fit": [], "violations_or_warnings": [], "source": "deterministic_fallback_after_hermes_missing_field", "audit_path": "reports/trading/local_paper_framework_audit_20260617.json", "fallback_available": true }, "good_lessons": [], "mistake_lessons": [ "Hermes 复盘缺席，需要先修复数据链路：Hermes process failed returncode=0; json_valid=False" ], "code_iterations_done": [], "pending_rule_change_candidates": [], "next_validation_tasks": [ "确认 local_paper_learning、trading_log、portfolio、latest_signals、code_iteration_backlog 是否齐全。", "下一次日报生成后重新运行本机模拟盘 Hermes 复盘，并回写 agent_summary。" ] }, "x_kol_shadow_summary": { "available": false, "source": null, "input_count": 0, "kept_count": 0, "rejected_count": 0, "quality": "unavailable", "use_in_report": "require_confirmation / cross verification only; cannot upgrade or downgrade Strict Gate" }, "strict_plan_counts": { "active_plan": 5, "conditional_plan": 2, "observe_only": 23, "status_counts": { "strict_structure_watch_to_observe": 19, "strict_triggered_active_pass": 5, "strict_tail_observe_only": 3, "strict_near_triggered_conditional": 2, "strict_near_triggered_insufficient_to_observe": 1 } }, "market_summary": { "regime": "MIXED", "regime_subtype": "STRUCTURAL_MARKET", "regime_score": 73, "regime_level": "结构性分化市场，只适合聚焦最强主线", "regime_legacy_note": "v1.4.2.1 起建议优先读取 market_risk_regime、theme_opportunity_regime、trade_mode 与 hermes_reading_guidance；旧 regime 仅表示全市场风险主标签。", "market_risk_regime": { "regime": "MIXED", "subtype": "STRUCTURAL_MARKET", "score": 73, "level": "结构性分化市场，只适合聚焦最强主线", "reasons": [ "上涨家数占比31.30%，市场宽度偏低", "全市场成交额约30763亿，流动性绝对水平较高" ] }, "theme_opportunity_regime": { "regime": "MIXED", "subtype": "STRUCTURAL_THEME", "score": 65.0, "score_meaning": "局部主题机会存在度，不代表全市场可进攻强度；全市场风险应优先读取 market_risk_regime。", "level": "仅存在局部结构性机会", "reasons": [ "涨停87只，局部情绪仍有活跃度" ] }, "trade_mode": "SELECTIVE_ONLY", "data_quality": "OK", "indices": { "shanghai": { "symbol": "SHSE.000001", "name": "上证指数", "ret_pct": 0.4, "close": 4108.08, "amount_yi": 14031.46 }, "shenzhen": { "symbol": "SZSE.399001", "name": "深证成指", "ret_pct": 1.31, "close": 15880.95, "amount_yi": 16886.18 }, "chinext": { "symbol": "SZSE.399006", "name": "创业板指", "ret_pct": 1.56, "close": 4167.05, "amount_yi": 8304.32 }, "csi300": { "symbol": "SHSE.000300", "name": "沪深300", "ret_pct": 0.97, "close": 4931.39, "amount_yi": 8503.68 }, "csi500": { "symbol": "SHSE.000905", "name": "中证500", "ret_pct": 1.4, "close": 8627.09, "amount_yi": 6556.11 }, "csi1000": { "symbol": "SHSE.000852", "name": "中证1000", "ret_pct": 0.67, "close": 8704.47, "amount_yi": 6588.67 }, "bse50": { "symbol": "BJSE.899050", "name": "北证50", "ret_pct": null, "close": null, "amount_yi": null } }, "breadth_detail": { "up_count": 1565, "down_count": 3393, "flat_count": 42, "total_count": 5000, "up_ratio": 0.313, "down_ratio": 0.6786, "avg_ret_pct": -0.4337, "median_ret_pct": -1.2093 }, "return_distribution": { "up_0_1_count": 449, "up_1_3_count": 526, "up_3_5_count": 237, "up_5_9_count": 203, "up_9_plus_count": 150, 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"role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 15.82, "turnover": null, "market_cap_yi": 207.25, "amount_to_mcap_pct": 7.631, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002106", "name": "莱宝高科", "role": "LIMIT_HEAD", "ret_pct": 9.97, "amount_yi": 6.04, "turnover": null, "market_cap_yi": 95.44, "amount_to_mcap_pct": 6.329, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688378", "name": "奥来德", "role": "FRONT", "ret_pct": 13.89, "amount_yi": 12.83, "turnover": null, "market_cap_yi": 117.06, "amount_to_mcap_pct": 10.961, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.301611", "name": "珂玛科技", "role": "FRONT", "ret_pct": 10.47, "amount_yi": 25.79, "turnover": null, "market_cap_yi": 165.42, "amount_to_mcap_pct": 15.592, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": 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true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000725", "name": "京东方A", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 121.34, "turnover": null, "market_cap_yi": 2157.4, "amount_to_mcap_pct": 5.624, "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": 19.51, "turnover": null, "market_cap_yi": 339.33, "amount_to_mcap_pct": 5.748, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600707", "name": "彩虹股份", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 26.44, "turnover": null, "market_cap_yi": 412.94, "amount_to_mcap_pct": 6.403, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600552", "name": "凯盛科技", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 15.82, "turnover": null, "market_cap_yi": 207.25, "amount_to_mcap_pct": 7.631, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688720", "name": "艾森股份", "role": "FRONT", "ret_pct": 13.21, "amount_yi": 8.97, "turnover": null, "market_cap_yi": 58.23, "amount_to_mcap_pct": 15.396, "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.300776", "name": "帝尔激光", "role": "FRONT", "ret_pct": 10.08, "amount_yi": 34.99, "turnover": null, "market_cap_yi": 281.81, "amount_to_mcap_pct": 12.417, "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.002851", "name": "麦格米特", "role": "MID", "ret_pct": 9.33, "amount_yi": 109.4, "turnover": null, "market_cap_yi": 749.88, "amount_to_mcap_pct": 14.589, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300812", "name": "易天股份", "role": "MID", "ret_pct": 7.92, "amount_yi": 8.69, "turnover": null, "market_cap_yi": 50.3, "amount_to_mcap_pct": 17.266, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002156", "name": "通富微电", "role": "MID", "ret_pct": 6.82, "amount_yi": 118.41, "turnover": null, "market_cap_yi": 954.93, "amount_to_mcap_pct": 12.4, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600584", "name": "长电科技", "role": "MID", "ret_pct": 6.28, "amount_yi": 180.16, "turnover": null, "market_cap_yi": 1376.6, "amount_to_mcap_pct": 13.087, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000536", "name": "华映科技", "role": "MID", "ret_pct": 6.06, "amount_yi": 5.08, "turnover": null, "market_cap_yi": 100.3, "amount_to_mcap_pct": 5.06, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300433", "name": "蓝思科技", "role": "MID", "ret_pct": 5.92, "amount_yi": 99.4, "turnover": null, "market_cap_yi": 2402.85, "amount_to_mcap_pct": 4.137, "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": 5.19, "amount_yi": 9.8, "turnover": null, "market_cap_yi": 37.6, "amount_to_mcap_pct": 26.066, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688401", "name": "路维光电", "role": "TAIL", "ret_pct": 4.89, "amount_yi": 10.66, "turnover": null, "market_cap_yi": 153.09, "amount_to_mcap_pct": 6.964, "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": 4.29, "amount_yi": 6.11, "turnover": null, "market_cap_yi": 62.61, "amount_to_mcap_pct": 9.765, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603005", "name": "晶方科技", "role": "TAIL", "ret_pct": 4.25, "amount_yi": 32.78, "turnover": null, "market_cap_yi": 288.52, "amount_to_mcap_pct": 11.363, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300456", "name": "赛微电子", "role": "TAIL", "ret_pct": 4.1, "amount_yi": 16.91, "turnover": null, "market_cap_yi": 244.95, "amount_to_mcap_pct": 6.904, "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": 3.98, "amount_yi": 2.18, "turnover": null, "market_cap_yi": 30.82, "amount_to_mcap_pct": 7.063, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.000988", "name": "华工科技", "role": "TAIL", "ret_pct": 3.97, "amount_yi": 129.75, "turnover": null, "market_cap_yi": 1648.18, "amount_to_mcap_pct": 7.872, "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": "007331", "sector_name": "中芯概念", "sector_type": "concept_1003", "theme_cluster": "中芯概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 63, "valid_member_count": 63, "specificity_score": 0.7488, "raw_heat_score": 136.85, "adjusted_heat_score": 102.47, "state": "NEAR_TRIGGERED", "sector_ret_pct": 3.98, "sector_amount_yi": 2230.25, "amount_ratio5": 1.115, "sector_rank_today": 5, "near_previous_high": true, "distance_to_previous_high": 0.0398, "next_day_gap_risk": true, "ohlc": { "open": 144.3393, "high": 154.7678, "low": 142.5116, "close": 152.715, "close_location": 0.8325, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "SECTOR_SECOND_WAVE_NEAR_TRIGGERED", "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", 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"turnover": null, "market_cap_yi": 52.6, "amount_to_mcap_pct": 10.248, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688549", "name": "中巨芯-U", "role": "FRONT", "ret_pct": 13.62, "amount_yi": 38.44, "turnover": null, "market_cap_yi": 176.15, "amount_to_mcap_pct": 21.825, "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.688072", "name": "拓荆科技", "role": "FRONT", "ret_pct": 12.84, "amount_yi": 81.78, "turnover": null, "market_cap_yi": 1853.9, "amount_to_mcap_pct": 4.411, "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.688120", "name": "华海清科", "role": "FRONT", "ret_pct": 10.5, "amount_yi": 41.75, "turnover": null, "market_cap_yi": 995.3, "amount_to_mcap_pct": 4.194, "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.688138", "name": "清溢光电", "role": "FRONT", "ret_pct": 10.29, "amount_yi": 10.31, "turnover": null, "market_cap_yi": 116.82, "amount_to_mcap_pct": 8.829, "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.688012", "name": "中微公司", "role": "FRONT", "ret_pct": 10.03, "amount_yi": 104.44, "turnover": null, "market_cap_yi": 2988.94, "amount_to_mcap_pct": 3.494, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SHSE.688233", "name": "神工股份", "role": "FRONT", "ret_pct": 9.71, "amount_yi": 18.74, "turnover": null, "market_cap_yi": 188.94, "amount_to_mcap_pct": 9.921, "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.300054", "name": "鼎龙股份", "role": "MID", "ret_pct": 7.97, "amount_yi": 59.77, "turnover": null, "market_cap_yi": 627.78, "amount_to_mcap_pct": 9.52, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688469", "name": "芯联集成-U", "role": "MID", "ret_pct": 7.9, "amount_yi": 26.99, "turnover": null, "market_cap_yi": 467.82, "amount_to_mcap_pct": 5.769, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688008", "name": "澜起科技", "role": "MID", "ret_pct": 7.51, "amount_yi": 187.71, "turnover": null, "market_cap_yi": 2799.23, "amount_to_mcap_pct": 6.706, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002409", "name": "雅克科技", "role": "MID", "ret_pct": 7.38, "amount_yi": 54.22, "turnover": null, "market_cap_yi": 438.8, "amount_to_mcap_pct": 12.357, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300236", "name": "上海新阳", "role": "MID", "ret_pct": 6.54, "amount_yi": 18.7, "turnover": null, "market_cap_yi": 278.61, "amount_to_mcap_pct": 6.713, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688107", "name": "安路科技", "role": "MID", "ret_pct": 6.47, "amount_yi": 5.86, "turnover": null, "market_cap_yi": 163.07, "amount_to_mcap_pct": 3.593, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600584", "name": "长电科技", "role": "MID", "ret_pct": 6.28, "amount_yi": 180.16, "turnover": null, "market_cap_yi": 1376.6, "amount_to_mcap_pct": 13.087, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603203", "name": "快克智能", "role": "MID", "ret_pct": 5.87, "amount_yi": 15.06, "turnover": null, "market_cap_yi": 190.91, "amount_to_mcap_pct": 7.889, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300458", "name": "全志科技", "role": "MID", "ret_pct": 5.84, "amount_yi": 17.16, "turnover": null, "market_cap_yi": 270.36, "amount_to_mcap_pct": 6.349, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688037", "name": "芯源微", "role": "MID", "ret_pct": 5.63, "amount_yi": 26.16, "turnover": null, "market_cap_yi": 548.43, "amount_to_mcap_pct": 4.771, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688019", "name": "安集科技", "role": "MID", "ret_pct": 5.47, "amount_yi": 26.51, "turnover": null, "market_cap_yi": 529.79, "amount_to_mcap_pct": 5.004, "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": "007597", "sector_name": "显示技术", "sector_type": "concept_1003", "theme_cluster": "显示技术", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 48, 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"actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000050", "name": "深天马A", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 5.21, "turnover": null, "market_cap_yi": 202.41, "amount_to_mcap_pct": 2.574, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002106", "name": "莱宝高科", "role": "LIMIT_HEAD", "ret_pct": 9.97, "amount_yi": 6.04, "turnover": null, "market_cap_yi": 95.44, "amount_to_mcap_pct": 6.329, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300939", "name": "秋田微", "role": "FRONT", "ret_pct": 15.91, "amount_yi": 8.46, "turnover": null, "market_cap_yi": 74.06, "amount_to_mcap_pct": 11.417, "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.688378", "name": "奥来德", "role": "FRONT", "ret_pct": 13.89, "amount_yi": 12.83, "turnover": null, "market_cap_yi": 117.06, 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"is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300088", "name": "长信科技", "role": "LIMIT_HEAD", "ret_pct": 19.98, "amount_yi": 43.22, "turnover": null, "market_cap_yi": 218.97, "amount_to_mcap_pct": 19.739, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002579", "name": "中京电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 17.08, "turnover": null, "market_cap_yi": 97.95, "amount_to_mcap_pct": 17.432, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000725", "name": "京东方A", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 121.34, "turnover": null, "market_cap_yi": 2157.4, "amount_to_mcap_pct": 5.624, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688378", "name": "奥来德", "role": "FRONT", "ret_pct": 13.89, "amount_yi": 12.83, "turnover": null, 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"turnover": null, "market_cap_yi": 100.3, "amount_to_mcap_pct": 5.06, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300433", "name": "蓝思科技", "role": "MID", "ret_pct": 5.92, "amount_yi": 99.4, "turnover": null, "market_cap_yi": 2402.85, "amount_to_mcap_pct": 4.137, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688123", "name": "聚辰股份", "role": "MID", "ret_pct": 5.41, "amount_yi": 18.92, "turnover": null, "market_cap_yi": 209.7, "amount_to_mcap_pct": 9.021, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300606", "name": "金太阳", "role": "TAIL", "ret_pct": 4.91, "amount_yi": 5.12, "turnover": null, "market_cap_yi": 52.48, "amount_to_mcap_pct": 9.755, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301285", "name": "鸿日达", "role": "TAIL", "ret_pct": 4.82, "amount_yi": 7.47, 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null, "market_cap_yi": 954.93, "amount_to_mcap_pct": 12.4, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600460", "name": "士兰微", "role": "MID", "ret_pct": 6.66, "amount_yi": 81.05, "turnover": null, "market_cap_yi": 637.01, "amount_to_mcap_pct": 12.724, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688234", "name": "天岳先进", "role": "MID", "ret_pct": 6.37, "amount_yi": 34.77, "turnover": null, "market_cap_yi": 604.6, "amount_to_mcap_pct": 5.751, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603203", "name": "快克智能", "role": "MID", "ret_pct": 5.87, "amount_yi": 15.06, "turnover": null, "market_cap_yi": 190.91, "amount_to_mcap_pct": 7.889, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603519", "name": "立霸股份", "role": "MID", "ret_pct": 5.83, "amount_yi": 1.71, "turnover": 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"amount_to_mcap_pct": 34.092, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300351", "name": "永贵电器", "role": "LIMIT_HEAD", "ret_pct": 19.99, "amount_yi": 9.6, "turnover": null, "market_cap_yi": 45.07, "amount_to_mcap_pct": 21.3, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300735", "name": "光弘科技", "role": "LIMIT_HEAD", "ret_pct": 19.99, "amount_yi": 9.27, "turnover": null, "market_cap_yi": 156.86, "amount_to_mcap_pct": 5.912, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002579", "name": "中京电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 17.08, "turnover": null, "market_cap_yi": 97.95, "amount_to_mcap_pct": 17.432, "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": 10.01, "amount_yi": 8.06, "turnover": null, "market_cap_yi": 152.85, "amount_to_mcap_pct": 5.273, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002938", "name": "鹏鼎控股", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 74.49, "turnover": null, "market_cap_yi": 2498.52, "amount_to_mcap_pct": 2.981, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002080", "name": "中材科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 66.99, "turnover": null, "market_cap_yi": 1257.25, "amount_to_mcap_pct": 5.328, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002916", "name": "深南电路", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 51.95, "turnover": null, "market_cap_yi": 2685.03, "amount_to_mcap_pct": 1.935, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002491", "name": "通鼎互联", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 51.78, "turnover": null, "market_cap_yi": 307.06, "amount_to_mcap_pct": 16.864, "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": 36.03, "turnover": null, "market_cap_yi": 323.08, "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.603773", "name": "沃格光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 19.51, "turnover": null, "market_cap_yi": 339.33, "amount_to_mcap_pct": 5.748, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603002", "name": "宏昌电子", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 18.02, "turnover": null, "market_cap_yi": 239.18, "amount_to_mcap_pct": 7.534, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000823", "name": "超声电子", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 14.96, "turnover": null, "market_cap_yi": 119.46, "amount_to_mcap_pct": 12.524, "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": 9.99, "amount_yi": 15.75, "turnover": null, "market_cap_yi": 325.15, "amount_to_mcap_pct": 4.845, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600353", "name": "旭光电子", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 11.13, "turnover": null, "market_cap_yi": 287.76, "amount_to_mcap_pct": 3.868, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300939", "name": "秋田微", "role": "FRONT", "ret_pct": 15.91, "amount_yi": 8.46, "turnover": null, "market_cap_yi": 74.06, "amount_to_mcap_pct": 11.417, "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.688387", "name": "信科移动-U", "role": "FRONT", "ret_pct": 13.31, "amount_yi": 20.66, "turnover": null, "market_cap_yi": 309.17, "amount_to_mcap_pct": 6.681, "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.300857", "name": "协创数据", "role": "FRONT", "ret_pct": 12.42, "amount_yi": 91.84, "turnover": null, "market_cap_yi": 1156.29, "amount_to_mcap_pct": 7.943, "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.301106", "name": "骏成科技", "role": "FRONT", "ret_pct": 11.31, "amount_yi": 2.0, "turnover": null, "market_cap_yi": 30.97, "amount_to_mcap_pct": 6.455, "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" ], 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"amount_to_mcap_pct": 5.273, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000725", "name": "京东方A", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 121.34, "turnover": null, "market_cap_yi": 2157.4, "amount_to_mcap_pct": 5.624, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002938", "name": "鹏鼎控股", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 74.49, "turnover": null, "market_cap_yi": 2498.52, "amount_to_mcap_pct": 2.981, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600378", "name": "昊华科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 69.6, "turnover": null, "market_cap_yi": 622.09, "amount_to_mcap_pct": 11.188, "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": 36.03, "turnover": null, "market_cap_yi": 323.08, "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.603773", "name": "沃格光电", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 19.51, "turnover": null, "market_cap_yi": 339.33, "amount_to_mcap_pct": 5.748, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603002", "name": "宏昌电子", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 18.02, "turnover": null, "market_cap_yi": 239.18, "amount_to_mcap_pct": 7.534, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600353", "name": "旭光电子", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 11.13, "turnover": null, "market_cap_yi": 287.76, "amount_to_mcap_pct": 3.868, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600552", "name": "凯盛科技", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 15.82, "turnover": null, "market_cap_yi": 207.25, "amount_to_mcap_pct": 7.631, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600237", "name": "铜峰电子", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 9.13, "turnover": null, "market_cap_yi": 71.33, "amount_to_mcap_pct": 12.796, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002106", "name": "莱宝高科", "role": "LIMIT_HEAD", "ret_pct": 9.97, "amount_yi": 6.04, "turnover": null, "market_cap_yi": 95.44, "amount_to_mcap_pct": 6.329, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300285", "name": "国瓷材料", "role": "FRONT", "ret_pct": 16.42, "amount_yi": 127.95, "turnover": null, "market_cap_yi": 575.63, "amount_to_mcap_pct": 22.229, "is_limit_up": false, "limit_rate": 0.2, 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"amount_to_mcap_pct": 7.997, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SHSE.688669", "name": "聚石化学", "role": "FRONT", "ret_pct": 9.73, "amount_yi": 4.42, "turnover": null, "market_cap_yi": 69.06, "amount_to_mcap_pct": 6.401, "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.300821", "name": "东岳硅材", "role": "MID", "ret_pct": 8.55, "amount_yi": 31.38, "turnover": null, "market_cap_yi": 226.04, "amount_to_mcap_pct": 13.884, "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": "007592", "sector_name": "消费电子概念", "sector_type": "concept_1003", "theme_cluster": "消费电子概念", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 178, "valid_member_count": 174, "specificity_score": 0.5903, "raw_heat_score": 145.63, "adjusted_heat_score": 85.97, "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.73, "sector_amount_yi": 3113.87, "amount_ratio5": 1.179, "sector_rank_today": 32, "near_previous_high": true, "distance_to_previous_high": 0.0053, "next_day_gap_risk": true, "ohlc": { "open": 119.6362, "high": 125.2558, "low": 118.0992, "close": 122.8414, "close_location": 0.6626, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "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": 9, "front_only_count": 3, "front_count": 12, "head_count": 9, "mid_count": 19, "tail_count": 19 }, "structure_quality": "COMPLETE_LADDER", "tape_quality": "OK", "weak_tape_reasons": [], "report_score": 159.06, "stocks": [ { "symbol": "SHSE.688766", "name": "普冉股份", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 55.87, "turnover": null, "market_cap_yi": 718.98, "amount_to_mcap_pct": 7.77, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300088", "name": "长信科技", "role": "LIMIT_HEAD", "ret_pct": 19.98, "amount_yi": 43.22, "turnover": null, "market_cap_yi": 218.97, "amount_to_mcap_pct": 19.739, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688079", "name": "美迪凯", "role": "LIMIT_HEAD", "ret_pct": 19.98, "amount_yi": 4.93, "turnover": null, "market_cap_yi": 107.64, "amount_to_mcap_pct": 4.576, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002579", "name": "中京电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 17.08, "turnover": null, "market_cap_yi": 97.95, "amount_to_mcap_pct": 17.432, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603986", "name": "兆易创新", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 315.99, "turnover": null, "market_cap_yi": 3558.01, "amount_to_mcap_pct": 8.881, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000725", "name": "京东方A", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 121.34, "turnover": null, "market_cap_yi": 2157.4, "amount_to_mcap_pct": 5.624, "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": 19.51, "turnover": null, "market_cap_yi": 339.33, "amount_to_mcap_pct": 5.748, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603283", "name": "赛腾股份", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 19.81, "turnover": null, "market_cap_yi": 202.1, "amount_to_mcap_pct": 9.803, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000050", "name": "深天马A", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 5.21, "turnover": null, "market_cap_yi": 202.41, "amount_to_mcap_pct": 2.574, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.301682", "name": "宏明电子", "role": "FRONT", "ret_pct": 14.35, "amount_yi": 17.75, "turnover": null, "market_cap_yi": 44.31, "amount_to_mcap_pct": 40.053, "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.688286", "name": "敏芯股份", "role": "FRONT", "ret_pct": 11.42, "amount_yi": 4.3, "turnover": null, "market_cap_yi": 40.41, "amount_to_mcap_pct": 10.638, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SHSE.688519", "name": "南亚新材", "role": "FRONT", "ret_pct": 10.82, "amount_yi": 31.83, "turnover": null, "market_cap_yi": 838.28, "amount_to_mcap_pct": 3.798, "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.688525", "name": "佰维存储", "role": "MID", "ret_pct": 8.67, "amount_yi": 176.82, "turnover": null, "market_cap_yi": 1605.59, "amount_to_mcap_pct": 11.013, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002138", "name": "顺络电子", "role": "MID", "ret_pct": 8.53, "amount_yi": 45.78, "turnover": null, "market_cap_yi": 463.66, "amount_to_mcap_pct": 9.874, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688332", "name": "中科蓝讯", "role": "MID", "ret_pct": 7.9, "amount_yi": 8.77, "turnover": null, "market_cap_yi": 210.97, "amount_to_mcap_pct": 4.155, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688035", "name": "德邦科技", "role": "MID", "ret_pct": 7.04, "amount_yi": 8.73, "turnover": null, "market_cap_yi": 129.34, "amount_to_mcap_pct": 6.753, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002156", "name": "通富微电", "role": "MID", "ret_pct": 6.82, "amount_yi": 118.41, "turnover": null, "market_cap_yi": 954.93, "amount_to_mcap_pct": 12.4, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600460", "name": "士兰微", "role": "MID", "ret_pct": 6.66, "amount_yi": 81.05, "turnover": null, "market_cap_yi": 637.01, "amount_to_mcap_pct": 12.724, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688213", "name": "思特威", "role": "MID", "ret_pct": 6.61, "amount_yi": 13.46, "turnover": null, "market_cap_yi": 309.31, "amount_to_mcap_pct": 4.351, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300236", "name": "上海新阳", "role": "MID", "ret_pct": 6.54, "amount_yi": 18.7, "turnover": null, "market_cap_yi": 278.61, "amount_to_mcap_pct": 6.713, "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": "007117", "sector_name": "智能穿戴", "theme_cluster": "智能穿戴", "state": "STRUCTURE_WATCH", "sector_rank_today": 28, "sector_ret_pct": 1.94, "adjusted_heat_score": 88.45, "limit_up_count": 9, "front_count": 10, "mid_count": 13, "tail_count": 13, "tape_quality": "OK", "weak_tape_reasons": [], "reason": "core_overlap:14;jaccard:0.54" } ] }, { "sector_code": "007540", "sector_name": "AI眼镜", "sector_type": "concept_1003", "theme_cluster": "AI眼镜", "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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218.97, "amount_to_mcap_pct": 19.739, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000695", "name": "滨海能源", "role": "LIMIT_HEAD", "ret_pct": 10.04, "amount_yi": 3.59, "turnover": null, "market_cap_yi": 29.17, "amount_to_mcap_pct": 12.304, "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": 10.03, "amount_yi": 2.79, "turnover": null, "market_cap_yi": 271.56, "amount_to_mcap_pct": 1.029, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002254", "name": "泰和新材", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 20.12, "turnover": null, "market_cap_yi": 143.67, "amount_to_mcap_pct": 14.001, "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": 10.01, "amount_yi": 8.06, "turnover": null, "market_cap_yi": 152.85, "amount_to_mcap_pct": 5.273, "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": 36.03, "turnover": null, "market_cap_yi": 323.08, "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.600552", "name": "凯盛科技", "role": "LIMIT_HEAD", "ret_pct": 9.98, "amount_yi": 15.82, "turnover": null, "market_cap_yi": 207.25, "amount_to_mcap_pct": 7.631, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300285", "name": "国瓷材料", "role": "FRONT", "ret_pct": 16.42, "amount_yi": 127.95, "turnover": null, "market_cap_yi": 575.63, "amount_to_mcap_pct": 22.229, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": 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"name": "皖仪科技", "role": "MID", "ret_pct": 7.98, "amount_yi": 1.53, "turnover": null, "market_cap_yi": 37.14, "amount_to_mcap_pct": 4.111, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.601868", "name": "中国能建", "role": "MID", "ret_pct": 7.84, "amount_yi": 32.36, "turnover": null, "market_cap_yi": 869.09, "amount_to_mcap_pct": 3.723, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.600105", "name": "永鼎股份", "role": "MID", "ret_pct": 7.17, "amount_yi": 113.45, "turnover": null, "market_cap_yi": 860.82, "amount_to_mcap_pct": 13.179, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301522", "name": "上大股份", "role": "MID", "ret_pct": 6.3, "amount_yi": 3.78, "turnover": null, "market_cap_yi": 76.82, "amount_to_mcap_pct": 4.921, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.605123", 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11.42, "amount_yi": 4.3, "turnover": null, "market_cap_yi": 40.41, "amount_to_mcap_pct": 10.638, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.300349", "name": "金卡智能", "role": "FRONT", "ret_pct": 9.96, "amount_yi": 2.67, "turnover": null, "market_cap_yi": 42.7, "amount_to_mcap_pct": 6.261, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SHSE.688002", "name": "睿创微纳", "role": "MID", "ret_pct": 8.93, "amount_yi": 17.1, "turnover": null, "market_cap_yi": 629.03, "amount_to_mcap_pct": 2.718, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002138", "name": "顺络电子", "role": "MID", "ret_pct": 8.53, "amount_yi": 45.78, "turnover": null, "market_cap_yi": 463.66, "amount_to_mcap_pct": 9.874, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688469", "name": 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"芯动联科", "role": "MID", "ret_pct": 6.41, "amount_yi": 8.4, "turnover": null, "market_cap_yi": 142.88, "amount_to_mcap_pct": 5.881, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688511", "name": "天微电子", "role": "MID", "ret_pct": 5.32, "amount_yi": 1.96, "turnover": null, "market_cap_yi": 37.19, "amount_to_mcap_pct": 5.261, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300445", "name": "康斯特", "role": "MID", "ret_pct": 5.21, "amount_yi": 1.82, "turnover": null, "market_cap_yi": 31.85, "amount_to_mcap_pct": 5.73, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002079", "name": "苏州固锝", "role": "TAIL", "ret_pct": 4.48, "amount_yi": 8.98, "turnover": null, "market_cap_yi": 104.93, "amount_to_mcap_pct": 8.554, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603160", "name": "汇顶科技", "role": "TAIL", "ret_pct": 4.44, "amount_yi": 5.58, "turnover": null, "market_cap_yi": 266.49, "amount_to_mcap_pct": 2.095, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603005", "name": "晶方科技", "role": "TAIL", "ret_pct": 4.25, "amount_yi": 32.78, "turnover": null, "market_cap_yi": 288.52, "amount_to_mcap_pct": 11.363, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002655", "name": "共达电声", "role": "TAIL", "ret_pct": 4.2, "amount_yi": 13.29, "turnover": null, "market_cap_yi": 135.25, "amount_to_mcap_pct": 9.828, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300456", "name": "赛微电子", "role": "TAIL", "ret_pct": 4.1, "amount_yi": 16.91, "turnover": null, "market_cap_yi": 244.95, "amount_to_mcap_pct": 6.904, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" } ], "missing_fields": [ 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"amount_yi": 7.17, "turnover": null, "market_cap_yi": 147.9, "amount_to_mcap_pct": 4.851, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002975", "name": "博杰股份", "role": "TAIL", "ret_pct": 4.16, "amount_yi": 18.84, "turnover": null, "market_cap_yi": 188.0, "amount_to_mcap_pct": 10.02, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002815", "name": "崇达技术", "role": "TAIL", "ret_pct": 4.08, "amount_yi": 25.0, "turnover": null, "market_cap_yi": 150.38, "amount_to_mcap_pct": 16.624, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301489", "name": "思泉新材", "role": "TAIL", "ret_pct": 3.89, "amount_yi": 11.9, "turnover": null, "market_cap_yi": 106.49, "amount_to_mcap_pct": 11.179, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.301312", "name": "智立方", "role": "TAIL", "ret_pct": 3.82, "amount_yi": 10.07, "turnover": null, "market_cap_yi": 90.64, "amount_to_mcap_pct": 11.11, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002913", "name": "奥士康", "role": "WATCH", "ret_pct": 2.87, "amount_yi": 8.17, "turnover": null, "market_cap_yi": 198.48, "amount_to_mcap_pct": 4.118, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SZSE.002845", "name": "同兴达", "role": "WATCH", "ret_pct": 2.87, "amount_yi": 3.25, "turnover": null, "market_cap_yi": 39.29, "amount_to_mcap_pct": 8.269, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "辅助观察" }, { "symbol": "SHSE.688036", "name": "传音控股", "role": "WATCH", "ret_pct": 2.47, "amount_yi": 5.85, "turnover": null, "market_cap_yi": 628.2, "amount_to_mcap_pct": 0.931, "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": "007318", "sector_name": "卫星互联网", "sector_type": "concept_1003", "theme_cluster": "卫星军工信息化", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 89, "valid_member_count": 82, "specificity_score": 0.7007, "raw_heat_score": 74.88, "adjusted_heat_score": 52.47, "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.94, "sector_amount_yi": 1194.67, "amount_ratio5": 1.133, "sector_rank_today": 49, "near_previous_high": false, "distance_to_previous_high": -0.104, "next_day_gap_risk": true, "ohlc": { "open": 103.8905, "high": 107.9167, "low": 102.527, "close": 105.6689, "close_location": 0.5829, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", "FRONT_STRENGTH_CONFIRMED", 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"is_primary_sector": true, "related_sectors": [] } ], "weak_tape_structure": [ { "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, "member_count": 397, "valid_member_count": 383, "specificity_score": 0.4511, "raw_heat_score": 150.22, "adjusted_heat_score": 67.76, "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.09, "sector_amount_yi": 4338.6, "amount_ratio5": 1.118, "sector_rank_today": 80, "near_previous_high": false, "distance_to_previous_high": -0.0328, "next_day_gap_risk": true, "ohlc": { "open": 110.6448, "high": 114.177, "low": 108.3565, "close": 111.4251, "close_location": 0.5272, "source": "synthetic_equal_weight_index" }, "second_wave_tags": [ "STRUCTURE_CONFIRMED", "WEAK_TAPE_STRUCTURE", "LADDER_COMPLETE", "LIMIT_UP_CONFIRMED", 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null, "market_cap_yi": 29.17, "amount_to_mcap_pct": 12.304, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002141", "name": "贤丰控股", "role": "LIMIT_HEAD", "ret_pct": 10.03, "amount_yi": 6.87, "turnover": null, "market_cap_yi": 40.18, "amount_to_mcap_pct": 17.102, "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": 10.03, "amount_yi": 2.79, "turnover": null, "market_cap_yi": 271.56, "amount_to_mcap_pct": 1.029, "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": 10.01, "amount_yi": 8.06, "turnover": null, "market_cap_yi": 152.85, "amount_to_mcap_pct": 5.273, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002080", "name": "中材科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 66.99, "turnover": null, "market_cap_yi": 1257.25, "amount_to_mcap_pct": 5.328, "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": 36.03, "turnover": null, "market_cap_yi": 323.08, "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": "SZSE.001223", "name": "欧克科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 2.45, "turnover": null, "market_cap_yi": 31.64, "amount_to_mcap_pct": 7.744, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603285", "name": "键邦股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 1.87, "turnover": null, "market_cap_yi": 28.64, "amount_to_mcap_pct": 6.534, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600673", "name": "东阳光", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 51.16, "turnover": null, "market_cap_yi": 979.41, "amount_to_mcap_pct": 5.223, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603283", "name": "赛腾股份", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 19.81, "turnover": null, "market_cap_yi": 202.1, "amount_to_mcap_pct": 9.803, "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": 9.99, "amount_yi": 15.75, "turnover": null, "market_cap_yi": 325.15, "amount_to_mcap_pct": 4.845, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.301392", "name": "汇成真空", "role": "FRONT", "ret_pct": 15.69, "amount_yi": 18.76, "turnover": null, "market_cap_yi": 71.23, "amount_to_mcap_pct": 26.336, "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": "SZSE.301682", "name": "宏明电子", "role": "FRONT", "ret_pct": 14.35, "amount_yi": 17.75, "turnover": null, "market_cap_yi": 44.31, "amount_to_mcap_pct": 40.053, "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.300518", "name": "新迅达", "role": "FRONT", "ret_pct": 13.79, "amount_yi": 6.4, "turnover": null, "market_cap_yi": 53.33, "amount_to_mcap_pct": 12.008, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.301150", "name": "中一科技", "role": "FRONT", "ret_pct": 11.92, "amount_yi": 29.23, "turnover": null, "market_cap_yi": 165.62, "amount_to_mcap_pct": 17.65, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "强前排，未确认涨停，不等同封板强度" }, { "symbol": "SZSE.301611", "name": "珂玛科技", "role": "FRONT", "ret_pct": 10.47, "amount_yi": 25.79, "turnover": null, "market_cap_yi": 165.42, "amount_to_mcap_pct": 15.592, "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.603271", "name": "永杰新材", "role": "MID", "ret_pct": 9.43, "amount_yi": 9.54, "turnover": null, "market_cap_yi": 47.44, "amount_to_mcap_pct": 20.107, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300998", "name": "宁波方正", "role": "MID", "ret_pct": 8.34, "amount_yi": 1.94, "turnover": null, "market_cap_yi": 31.5, "amount_to_mcap_pct": 6.149, "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": "007594", "sector_name": "电池技术", "sector_type": "concept_1003", "theme_cluster": "电池技术", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, 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"report_score": 145.5, "stocks": [ { "symbol": "SZSE.300903", "name": "科翔股份", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 29.97, "turnover": null, "market_cap_yi": 270.5, "amount_to_mcap_pct": 11.081, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688598", "name": "金博股份", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 15.65, "turnover": null, "market_cap_yi": 84.46, "amount_to_mcap_pct": 18.534, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688333", "name": "铂力特", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 14.63, "turnover": null, "market_cap_yi": 204.37, "amount_to_mcap_pct": 7.159, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688323", "name": "瑞华泰", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 13.47, "turnover": null, "market_cap_yi": 90.45, "amount_to_mcap_pct": 14.892, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300584", "name": "海辰药业", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 4.41, "turnover": null, "market_cap_yi": 26.15, "amount_to_mcap_pct": 16.882, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300283", "name": "温州宏丰", "role": "LIMIT_HEAD", "ret_pct": 19.99, "amount_yi": 23.11, "turnover": null, "market_cap_yi": 67.79, "amount_to_mcap_pct": 34.092, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300088", "name": "长信科技", "role": "LIMIT_HEAD", "ret_pct": 19.98, "amount_yi": 43.22, "turnover": null, "market_cap_yi": 218.97, "amount_to_mcap_pct": 19.739, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000695", "name": "滨海能源", "role": "LIMIT_HEAD", "ret_pct": 10.04, "amount_yi": 3.59, "turnover": null, "market_cap_yi": 29.17, "amount_to_mcap_pct": 12.304, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002141", "name": "贤丰控股", "role": "LIMIT_HEAD", "ret_pct": 10.03, "amount_yi": 6.87, "turnover": null, "market_cap_yi": 40.18, "amount_to_mcap_pct": 17.102, "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": 10.03, "amount_yi": 2.79, "turnover": null, "market_cap_yi": 271.56, "amount_to_mcap_pct": 1.029, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002254", "name": "泰和新材", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 20.12, "turnover": null, "market_cap_yi": 143.67, "amount_to_mcap_pct": 14.001, "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": 10.01, "amount_yi": 8.06, "turnover": null, "market_cap_yi": 152.85, "amount_to_mcap_pct": 5.273, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600378", "name": "昊华科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 69.6, "turnover": null, "market_cap_yi": 622.09, "amount_to_mcap_pct": 11.188, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002080", "name": "中材科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 66.99, "turnover": null, "market_cap_yi": 1257.25, "amount_to_mcap_pct": 5.328, "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": 36.03, "turnover": null, "market_cap_yi": 323.08, "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": "SZSE.000811", "name": "冰轮环境", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 3.48, "turnover": null, "market_cap_yi": 324.83, "amount_to_mcap_pct": 1.07, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.001223", "name": "欧克科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 2.45, "turnover": null, "market_cap_yi": 31.64, "amount_to_mcap_pct": 7.744, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603285", "name": "键邦股份", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 1.87, "turnover": null, "market_cap_yi": 28.64, "amount_to_mcap_pct": 6.534, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600673", "name": "东阳光", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 51.16, "turnover": null, "market_cap_yi": 979.41, "amount_to_mcap_pct": 5.223, "is_limit_up": true, 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"symbol": "SHSE.688333", "name": "铂力特", "role": "LIMIT_HEAD", "ret_pct": 20.0, "amount_yi": 14.63, "turnover": null, "market_cap_yi": 204.37, "amount_to_mcap_pct": 7.159, "is_limit_up": true, "limit_rate": 0.2, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688079", "name": "美迪凯", "role": "LIMIT_HEAD", "ret_pct": 19.98, "amount_yi": 4.93, "turnover": null, "market_cap_yi": 107.64, "amount_to_mcap_pct": 4.576, "is_limit_up": true, "limit_rate": 0.2, "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": 10.03, "amount_yi": 2.79, "turnover": null, "market_cap_yi": 271.56, "amount_to_mcap_pct": 1.029, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002254", "name": "泰和新材", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 20.12, "turnover": null, "market_cap_yi": 143.67, "amount_to_mcap_pct": 14.001, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002579", "name": "中京电子", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 17.08, "turnover": null, "market_cap_yi": 97.95, "amount_to_mcap_pct": 17.432, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000823", "name": "超声电子", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 14.96, "turnover": null, "market_cap_yi": 119.46, "amount_to_mcap_pct": 12.524, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603261", "name": "立航科技", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 0.89, "turnover": null, "market_cap_yi": 28.68, "amount_to_mcap_pct": 3.118, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.600353", "name": "旭光电子", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 11.13, "turnover": null, "market_cap_yi": 287.76, "amount_to_mcap_pct": 3.868, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688788", "name": "科思科技", "role": "FRONT", "ret_pct": 13.4, "amount_yi": 4.33, "turnover": null, "market_cap_yi": 87.06, "amount_to_mcap_pct": 4.968, "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": 11.2, "amount_yi": 25.81, "turnover": null, "market_cap_yi": 120.13, "amount_to_mcap_pct": 21.483, "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.688002", "name": "睿创微纳", "role": "MID", "ret_pct": 8.93, "amount_yi": 17.1, "turnover": null, "market_cap_yi": 629.03, "amount_to_mcap_pct": 2.718, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002138", "name": "顺络电子", "role": "MID", "ret_pct": 8.53, "amount_yi": 45.78, 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"turnover": null, "market_cap_yi": 309.31, "amount_to_mcap_pct": 4.351, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.603738", "name": "泰晶科技", "role": "MID", "ret_pct": 6.29, "amount_yi": 37.45, "turnover": null, "market_cap_yi": 214.21, "amount_to_mcap_pct": 17.483, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.000070", "name": "特发信息", "role": "MID", "ret_pct": 6.0, "amount_yi": 26.94, "turnover": null, "market_cap_yi": 166.98, "amount_to_mcap_pct": 16.135, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300304", "name": "云意电气", "role": "MID", "ret_pct": 5.68, "amount_yi": 7.92, "turnover": null, "market_cap_yi": 144.41, "amount_to_mcap_pct": 5.483, "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": [], 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"is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603488", "name": "展鹏科技", "role": "LIMIT_HEAD", "ret_pct": 10.02, "amount_yi": 4.99, "turnover": null, "market_cap_yi": 34.98, "amount_to_mcap_pct": 14.266, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000725", "name": "京东方A", "role": "LIMIT_HEAD", "ret_pct": 10.0, "amount_yi": 121.34, "turnover": null, "market_cap_yi": 2157.4, "amount_to_mcap_pct": 5.624, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000050", "name": "深天马A", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 5.21, "turnover": null, "market_cap_yi": 202.41, "amount_to_mcap_pct": 2.574, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.300790", "name": "宇瞳光学", "role": "FRONT", "ret_pct": 11.2, "amount_yi": 25.81, "turnover": null, "market_cap_yi": 120.13, "amount_to_mcap_pct": 21.483, "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.688519", "name": "南亚新材", "role": "FRONT", "ret_pct": 10.82, "amount_yi": 31.83, "turnover": null, "market_cap_yi": 838.28, "amount_to_mcap_pct": 3.798, "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.300668", "name": "杰恩股份", "role": "MID", "ret_pct": 9.4, "amount_yi": 4.99, "turnover": null, "market_cap_yi": 57.68, "amount_to_mcap_pct": 8.644, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300672", "name": "国科微", "role": "MID", "ret_pct": 8.43, "amount_yi": 46.59, "turnover": null, "market_cap_yi": 631.01, "amount_to_mcap_pct": 7.383, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300812", "name": "易天股份", "role": "MID", "ret_pct": 7.92, "amount_yi": 8.69, "turnover": null, "market_cap_yi": 50.3, "amount_to_mcap_pct": 17.266, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688213", "name": "思特威", "role": "MID", "ret_pct": 6.61, "amount_yi": 13.46, "turnover": null, "market_cap_yi": 309.31, "amount_to_mcap_pct": 4.351, "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": 5.92, "amount_yi": 99.4, "turnover": null, "market_cap_yi": 2402.85, "amount_to_mcap_pct": 4.137, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300458", "name": "全志科技", "role": "MID", "ret_pct": 5.84, "amount_yi": 17.16, "turnover": null, "market_cap_yi": 270.36, "amount_to_mcap_pct": 6.349, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.301321", "name": "翰博高新", "role": "MID", "ret_pct": 5.39, "amount_yi": 2.61, "turnover": null, "market_cap_yi": 53.45, "amount_to_mcap_pct": 4.877, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300567", "name": "精测电子", "role": "MID", "ret_pct": 5.34, "amount_yi": 22.01, "turnover": null, "market_cap_yi": 465.06, "amount_to_mcap_pct": 4.733, "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", "ret_pct": 5.01, "amount_yi": 3.99, "turnover": null, "market_cap_yi": 128.5, "amount_to_mcap_pct": 3.105, "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": "TAIL", "ret_pct": 4.48, "amount_yi": 8.98, "turnover": null, "market_cap_yi": 104.93, "amount_to_mcap_pct": 8.554, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300031", "name": "宝通科技", "role": "TAIL", "ret_pct": 4.45, "amount_yi": 9.76, "turnover": null, "market_cap_yi": 94.87, "amount_to_mcap_pct": 10.289, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002222", "name": "福晶科技", "role": "TAIL", "ret_pct": 4.37, "amount_yi": 44.78, "turnover": null, "market_cap_yi": 468.62, "amount_to_mcap_pct": 9.556, "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": "007197", "sector_name": "无人驾驶", "sector_type": "concept_1003", "theme_cluster": "无人驾驶", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 257, "valid_member_count": 247, "specificity_score": 0.527, "raw_heat_score": 110.14, "adjusted_heat_score": 58.04, "state": 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17.432, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.603458", "name": "勘设股份", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 5.27, "turnover": null, "market_cap_yi": 40.96, "amount_to_mcap_pct": 12.875, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.002906", "name": "华阳集团", "role": "LIMIT_HEAD", "ret_pct": 10.01, "amount_yi": 3.18, "turnover": null, "market_cap_yi": 137.82, "amount_to_mcap_pct": 2.31, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.301392", "name": "汇成真空", "role": "FRONT", "ret_pct": 15.69, "amount_yi": 18.76, "turnover": null, "market_cap_yi": 71.23, "amount_to_mcap_pct": 26.336, "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.688788", "name": "科思科技", "role": "FRONT", "ret_pct": 13.4, "amount_yi": 4.33, "turnover": null, "market_cap_yi": 87.06, "amount_to_mcap_pct": 4.968, "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": 11.2, "amount_yi": 25.81, "turnover": null, "market_cap_yi": 120.13, "amount_to_mcap_pct": 21.483, "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.688002", "name": "睿创微纳", "role": "MID", "ret_pct": 8.93, "amount_yi": 17.1, "turnover": null, "market_cap_yi": 629.03, "amount_to_mcap_pct": 2.718, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688307", "name": "中润光学", "role": "MID", "ret_pct": 8.32, "amount_yi": 6.94, "turnover": null, "market_cap_yi": 83.75, "amount_to_mcap_pct": 8.287, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SHSE.688207", "name": "格灵深瞳", "role": "MID", "ret_pct": 7.36, 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"amount_to_mcap_pct": 12.412, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SZSE.000050", "name": "深天马A", "role": "LIMIT_HEAD", "ret_pct": 9.99, "amount_yi": 5.21, "turnover": null, "market_cap_yi": 202.41, "amount_to_mcap_pct": 2.574, "is_limit_up": true, "limit_rate": 0.1, "actionable_hint": false, "note": "真实涨停龙头，强度锚" }, { "symbol": "SHSE.688371", "name": "菲沃泰", "role": "FRONT", "ret_pct": 14.19, "amount_yi": 9.58, "turnover": null, "market_cap_yi": 125.97, "amount_to_mcap_pct": 7.609, "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": 11.2, "amount_yi": 25.81, "turnover": null, "market_cap_yi": 120.13, "amount_to_mcap_pct": 21.483, "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.002851", "name": "麦格米特", "role": "MID", "ret_pct": 9.33, 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"amount_yi": 19.04, "turnover": null, "market_cap_yi": 604.55, "amount_to_mcap_pct": 3.149, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300433", "name": "蓝思科技", "role": "MID", "ret_pct": 5.92, "amount_yi": 99.4, "turnover": null, "market_cap_yi": 2402.85, "amount_to_mcap_pct": 4.137, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002631", "name": "德尔未来", "role": "MID", "ret_pct": 5.67, "amount_yi": 3.79, "turnover": null, "market_cap_yi": 61.58, "amount_to_mcap_pct": 6.154, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.002396", "name": "星网锐捷", "role": "MID", "ret_pct": 5.14, "amount_yi": 8.29, "turnover": null, "market_cap_yi": 142.85, "amount_to_mcap_pct": 5.803, "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": 5.01, "amount_yi": 3.99, "turnover": null, "market_cap_yi": 128.5, "amount_to_mcap_pct": 3.105, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": true, "note": "中军观察" }, { "symbol": "SZSE.300241", "name": "瑞丰光电", "role": "TAIL", "ret_pct": 4.93, "amount_yi": 4.56, "turnover": null, "market_cap_yi": 40.18, "amount_to_mcap_pct": 11.357, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603211", "name": "晋拓股份", "role": "TAIL", "ret_pct": 4.74, "amount_yi": 4.26, "turnover": null, "market_cap_yi": 85.97, "amount_to_mcap_pct": 4.957, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SHSE.603160", "name": "汇顶科技", "role": "TAIL", "ret_pct": 4.44, "amount_yi": 5.58, "turnover": null, "market_cap_yi": 266.49, "amount_to_mcap_pct": 2.095, "is_limit_up": false, "limit_rate": 0.1, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.300327", "name": "中颖电子", "role": "TAIL", "ret_pct": 4.25, "amount_yi": 5.9, "turnover": null, "market_cap_yi": 91.8, "amount_to_mcap_pct": 6.431, "is_limit_up": false, "limit_rate": 0.2, "actionable_hint": false, "note": "后排扩散" }, { "symbol": "SZSE.002655", "name": "共达电声", "role": "TAIL", "ret_pct": 4.2, "amount_yi": 13.29, "turnover": null, "market_cap_yi": 135.25, "amount_to_mcap_pct": 9.828, "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": "007263", "sector_name": "超清视频", "sector_type": "concept_1003", "theme_cluster": "超清视频", "business_meaning_level": "HIGH", "business_reason": null, "is_blacklisted": false, "is_generic_label": false, "generic_reason": null, "generic_penalty_applied": false, "member_count": 98, "valid_member_count": 92, "specificity_score": 0.6864, "raw_heat_score": 84.83, "adjusted_heat_score": 58.23, "state": 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"report_score": 124.72, "limit_up_count": null, "external_context_covered": false }, { "theme": "AIPC", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 2.73, "report_score": 113.18, "limit_up_count": null, "external_context_covered": false }, { "theme": "卫星军工信息化", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 0.94, "report_score": 90.26, "limit_up_count": null, "external_context_covered": false }, { "theme": "英伟达概念", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.41, "report_score": 89.74, "limit_up_count": null, "external_context_covered": false }, { "theme": "电子烟", "bucket": "structure_watch", "state": "STRUCTURE_WATCH", "sector_ret_pct": 1.46, "report_score": 82.08, "limit_up_count": null, "external_context_covered": false }, { "theme": "锂电池概念", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.09, "report_score": 151.04, "limit_up_count": null, "external_context_covered": false }, { "theme": "电池技术", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.14, "report_score": 145.5, "limit_up_count": null, "external_context_covered": false }, { "theme": "无人机", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.46, "report_score": 131.3, "limit_up_count": null, "external_context_covered": false }, { "theme": "虚拟现实", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.25, "report_score": 127.63, "limit_up_count": null, "external_context_covered": false }, { "theme": "无人驾驶", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.28, "report_score": 116.34, "limit_up_count": null, "external_context_covered": false }, { "theme": "智能家居", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.25, "report_score": 107.77, "limit_up_count": null, "external_context_covered": false }, { "theme": "超清视频", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.64, "report_score": 92.11, "limit_up_count": null, "external_context_covered": false }, { "theme": "光纤概念", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.47, "report_score": 81.53, "limit_up_count": null, "external_context_covered": false }, { "theme": "大飞机", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.76, "report_score": 73.3, "limit_up_count": null, "external_context_covered": false }, { "theme": "机器人智能制造", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.41, "report_score": 70.71, "limit_up_count": null, "external_context_covered": false }, { "theme": "工程建设", "bucket": "weak_tape_structure", "state": "WEAK_TAPE_STRUCTURE", "sector_ret_pct": 0.62, "report_score": 57.45, "limit_up_count": null, "external_context_covered": false } ] }, "risk_findings": [ { "risk": "外部资讯覆盖不完整", "severity": "warning", "detail": "strict_v1/search_notes 仅覆盖 2/36 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", "MiniLED", "题材股", "OLED", "玻璃基板", "显示技术", "荣耀概念", "碳化硅", "通信技术", "趋势股", "消费电子概念", "AI眼镜", "固态电池", "AI算力基础设施", "AI光通信链", "无线耳机", "可控核聚变", "传感器", "LED概念", "AIPC" ], "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/20260617_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，覆盖范围有限", "V2 Shadow 已由 strict_v1 派生，仍有 34/36 个 evidence 主题未被外部资讯覆盖" ] }, "lesson_registry_summary": [ "clean_or_usable_trigger 在 entry-based 口径下表现优于普通日线复盘。", "reclaim_no_invalid 是当前最重要的干净触发形态之一。", "triggered_after_prior_boundary_touch 先触风险边界后触发，不计入有效入场；真实模拟盘应降级观察。", "same_bar_trigger_invalid_ambiguous 不应计入 clean entry。", "未回踩/未确认导致的 missed momentum 是策略机会成本，应持续量化。", "observe_only 中存在强表现样本，但不能直接升级 Strict Gate。", "capture_ratio 与 giveback 能揭示入场后管理质量，应进入后续 T+N 与持仓管理研究。" ], "next_validation_tasks": [ "验证 2 条 conditional 是否满足触发/承接/未失效三条件。", "跟踪 玻璃基板 / 先进封装、半导体设备 / 前道&封装设备 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": "2026-06-17T19:06:05", "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=18" }, { "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=40" }, { "lesson_id": "POSITION_SIZING_TARGET_PCT_ENABLED", "reason": "本机模拟盘样本：本机模拟盘已从固定 100 股改为按目标仓位测算，且总仓上限按盘中市场温度动态调整。；active=12.0%, watch=5.0%, single_cap=20.0%, total_cap=60.0%, regime=NEUTRAL" } ], "next_validation_tasks": [ "验证 2 条 conditional 是否满足触发/承接/未失效三条件。", "跟踪 玻璃基板 / 先进封装、半导体设备 / 前道&封装设备 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": 9, "no_entry_count": 21, "observe_only_shadow_alpha_count": 3 }, "note": "Fallback only gives a conservative learning loop. Hermes/DeepSeek V4 should replace it with explicit confirmed/invalidated/pending lessons." }, "next_day_key_watch": [ "华映科技（玻璃基板 / 先进封装）", "快克智能（半导体设备 / 前道&封装设备）" ], "active_plan_focus": [ { "symbol": "SZSE.300303", "name": "聚飞光电", "theme": "光学光电子 / 光学元件", "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "entry": "突破 9.91", "trigger": 9.91, "entry_zone_low": null, "entry_zone_high": null, "vwap_reference": 9.6225, "invalid": 9.77, "invalid_price": 9.77, "do_not_chase_above": 10.22, "chase_ceiling": 10.22, "strict_status": "strict_triggered_active_pass", "layer": "triggered_sectors", "role": "MID", "amount_state": "strong_expansion", "risk_flags": [], "confirmation_required": [ "break_prev_high", "intraday_amount_confirm", "turnover_not_abnormal_shrink", "no_opening_chase_without_auction_context" ], "abandon_conditions": [ "突破失败后跌回昨高附近或前收下方，视为失效。", "主题板块当日转弱放弃", "高于不追价上限且无回踩确认放弃" ], "note": "放量且强收盘，使用突破昨高 + 量能确认模板" }, { "symbol": "SZSE.002745", "name": "木林森", "theme": "光学光电子 / 光学元件", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "10.91~11.16（VWAP 11.07）", "trigger": null, "entry_zone_low": 10.91, "entry_zone_high": 11.16, "vwap_reference": 11.07, "invalid": 10.85, "invalid_price": 10.85, "do_not_chase_above": 11.77, "chase_ceiling": 11.77, "strict_status": "strict_triggered_active_pass", "layer": "triggered_sectors", "role": "MID", "amount_state": "strong_expansion", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ], "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": "高乖离/过热，只允许回踩 VWAP 条件计划" }, { "symbol": "SZSE.001309", "name": "德明利", "theme": "半导体材料设备", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "664.9~683.39（VWAP 676.46）", "trigger": null, "entry_zone_low": 664.9, "entry_zone_high": 683.39, "vwap_reference": 676.46, "invalid": 660.28, "invalid_price": 660.28, "do_not_chase_above": 730.91, "chase_ceiling": 730.91, "strict_status": "strict_triggered_active_pass", "layer": "triggered_sectors", "role": "MID", "amount_state": "strong_expansion", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ], "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": "高乖离/过热，只允许回踩 VWAP 条件计划" }, { "symbol": "SZSE.300672", "name": "国科微", "theme": "半导体材料设备", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "304.01~314.09（VWAP 310.31）", "trigger": null, "entry_zone_low": 304.01, "entry_zone_high": 314.09, "vwap_reference": 310.31, "invalid": 301.49, "invalid_price": 301.49, "do_not_chase_above": 335.06, "chase_ceiling": 335.06, "strict_status": "strict_triggered_active_pass", "layer": "triggered_sectors", "role": "MID", "amount_state": "strong_expansion", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ], "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": "高乖离/过热，只允许回踩 VWAP 条件计划" }, { "symbol": "SHSE.688110", "name": "东芯股份", "theme": "半导体材料设备", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "144.99~148.95（VWAP 147.46）", "trigger": null, "entry_zone_low": 144.99, "entry_zone_high": 148.95, "vwap_reference": 147.46, "invalid": 144.0, "invalid_price": 144.0, "do_not_chase_above": 157.5, "chase_ceiling": 157.5, "strict_status": "strict_triggered_active_pass", "layer": "triggered_sectors", "role": "MID", "amount_state": "strong_expansion", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ], "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": "高乖离/过热，只允许回踩 VWAP 条件计划" } ], "conditional_plan_focus": [ { "symbol": "SZSE.000536", "name": "华映科技", "theme": "玻璃基板 / 先进封装", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "3.71~3.82（VWAP 3.78）", "trigger": null, "entry_zone_low": 3.71, "entry_zone_high": 3.82, "vwap_reference": 3.78, "invalid": 3.69, "invalid_price": 3.69, "do_not_chase_above": 3.97, "chase_ceiling": 3.97, "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.603203", "name": "快克智能", "theme": "半导体设备 / 前道&封装设备", "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry": "59.31~62.07（VWAP 61.03）", "trigger": null, "entry_zone_low": 59.31, "entry_zone_high": 62.07, "vwap_reference": 61.03, "invalid": 58.62, "invalid_price": 58.62, "do_not_chase_above": 64.27, "chase_ceiling": 64.27, "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=MIXED(73)，trade_mode=SELECTIVE_ONLY。市场温度偏弱或分化，Strict Gate 自动收缩主动计划。", "涨停 87 / 跌停 1，上涨家数占比 +31.30%。", "Strict Gate 今日 5 active、2 conditional、23 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 玻璃基板 / 先进封装、半导体设备 / 前道&封装设备 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。", "华映科技、快克智能 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/20260617_full_report_v2.md", "wechat_brief": "reports/wechat/20260617_wechat_brief_v2.txt", "agent_summary": "reports/json/20260617_agent_summary_v2.json", "code_iteration_backlog": "reports/code_iteration/20260617_code_iteration_backlog.md", "local_paper_hermes_review": "reports/trading/local_paper_hermes_review_20260617.md", "local_paper_hermes_review_json": "reports/trading/local_paper_hermes_review_20260617.json", "local_paper_hermes_review_manifest": "reports/hermes_runs/local_paper_20260617/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_20260617.json", "v2_plan_path": "reports/trade_plan/20260617_next_day_trade_plan_sector_bound_v2_leader_aware_news.json", "regime_at_decision": "MIXED", "v8_summary": { "plans": 237, "v1_decision_count": { "active_plan": 5, "observe_only": 143, "conditional_plan": 2, "conditional_only": 83, "risk_verify": 3, "forbidden": 1 }, "v2_decision_count": { "active_plan": 34, "observe_only": 148, "conditional_plan": 51, "forbidden": 4 }, "v8_reason_count": { "v8_no_uplift_no_downgrade": 202, "v8_market_cap_floor_downgrade": 1, "v8_whitelist_uplift_active_plan": 1, "v8_huddle_uplift_conditional_plan": 14, "v8_whitelist_uplift_conditional_plan": 3, "v8_limit_head_promoted_to_active": 16, "amount_yi>=5": 16, "market_cap_yi>=80": 15, "technical_grade=A": 2, "recent_limit_count>=2": 9, "technical_grade=B": 14 }, "v8_whitelist_promoted": 4, "v8_huddle_promoted": 14, "v8_limit_head_promoted": 16, "v8_blacklist_blocked": 4, "v8_market_cap_downgrade": 1, "v2_tradable_active_count": 18, "v2_active_but_untradable_count": 16, "v2_active_count_alert": true }, "v2_raw_active_count": 34, "v2_raw_conditional_count": 51, "v2_excluded_count": 26, "v2_active_plans": [ { "symbol": "SZSE.300303", "name": "聚飞光电", "theme": "光学光电子", "theme_display_name": "光学光电子 / 光学元件", "raw_theme": "MiniLED", "hot_theme_cluster": "MiniLED", "theme_source": "theme_taxonomy_fuzzy_alias", "theme_matched_by": "MiniLED", "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": 9.91, "invalid_price": 9.77, "chase_ceiling": 10.22, "vwap_reference": null, "entry_zone": null, "price_fill": { "template": "TPL_BREAK_PREV_HIGH_WITH_AMOUNT_CONFIRM", "entry_reference_type": "break_prev_high", "trigger_price": 9.91, "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": 9.77, "logic": "突破失败后跌回昨高附近或前收下方，视为失效。" }, "chase_ceiling": 10.22, "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": 6.02, "amount_yi": 13.81, "market_cap_yi": 123.7, "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.002745", "name": "木林森", "theme": "光学光电子", "theme_display_name": "光学光电子 / 光学元件", "raw_theme": "MiniLED", "hot_theme_cluster": "MiniLED", "theme_source": "theme_taxonomy_fuzzy_alias", "theme_matched_by": "MiniLED", "role": "MID", "layer": "triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 11.07, "invalid_price": 10.85, "chase_ceiling": 11.77, "vwap_reference": 11.07, "entry_zone": { "zone_low": 10.91, "zone_high": 11.16, "reference": 11.07 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 11.07, "zone_low": 10.91, "zone_high": 11.16 }, "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": 10.85, "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": 11.77, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_triggered_active_pass", "v8_gate5_reason": "recent_limit_count>=2", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 7.53, "amount_yi": 14.85, "market_cap_yi": 113.11, "recent_limit_count": 2.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SZSE.001309", "name": "德明利", "theme": "半导体材料设备", "theme_display_name": "半导体材料设备", "raw_theme": "半导体材料设备", "hot_theme_cluster": null, "theme_source": "v8_plan_sector_context", "theme_matched_by": null, "role": "MID", "layer": "triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 676.46, "invalid_price": 660.28, "chase_ceiling": 730.91, "vwap_reference": 676.46, "entry_zone": { "zone_low": 664.9, "zone_high": 683.39, "reference": 676.46 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 676.46, "zone_low": 664.9, "zone_high": 683.39 }, "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": 660.28, "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": 730.91, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_triggered_active_pass", "v8_gate5_reason": "market_cap_yi>=100", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 8.23, "amount_yi": 116.17, "market_cap_yi": 1081.28, "recent_limit_count": 1.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SZSE.300672", "name": "国科微", "theme": "半导体材料设备", "theme_display_name": "半导体材料设备", "raw_theme": "半导体材料设备", "hot_theme_cluster": null, "theme_source": "v8_plan_sector_context", "theme_matched_by": null, "role": "MID", "layer": "triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 310.31, "invalid_price": 301.49, "chase_ceiling": 335.06, "vwap_reference": 310.31, "entry_zone": { "zone_low": 304.01, "zone_high": 314.09, "reference": 310.31 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 310.31, "zone_low": 304.01, "zone_high": 314.09 }, "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": 301.49, "logic": "失效位以 VWAP 下沿/昨低附近为参考，不再机械使用前收价。" }, "chase_ceiling": 335.06, "execution_mode": "dry_run_requires_intraday_confirmation", "intraday_confirmation_required": [ "price_reclaim_vwap_reference", "no_effective_break_below_entry_zone_low", "theme_not_weakening", "amount_or_turnover_not_shrinking_intraday" ] }, "prev_high": null, "prev_close": null, "ma5": null, "ma20": null, "v8_decision_v2": "active_plan", "v8_in_whitelist": false, "v8_in_huddle": false, "v8_reasons": [ "v8_no_uplift_no_downgrade" ], "v2_status": "strict_triggered_active_pass", "v8_gate5_reason": "market_cap_yi>=100", "v8_tradable": true, "v8_tradable_reason": "tradable", "v8_active_but_untradable": false, "metrics": { "ret_pct": 8.43, "amount_yi": 46.59, "market_cap_yi": 631.01, "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.688110", "name": "东芯股份", "theme": "半导体材料设备", "theme_display_name": "半导体材料设备", "raw_theme": "半导体材料设备", "hot_theme_cluster": null, "theme_source": "v8_plan_sector_context", "theme_matched_by": null, "role": "MID", "layer": "triggered_sectors", "template_key": "TPL_PULLBACK_VWAP_RECLAIM", "template_raw": "TPL_PULLBACK_VWAP_RECLAIM", "trigger_price": 147.46, "invalid_price": 144.0, "chase_ceiling": 157.5, "vwap_reference": 147.46, "entry_zone": { "zone_low": 144.99, "zone_high": 148.95, "reference": 147.46 }, "price_fill": { "template": "TPL_PULLBACK_VWAP_RECLAIM", "entry_reference_type": "vwap_reclaim", "entry_zone": { "reference": 147.46, "zone_low": 144.99, "zone_high": 148.95 }, "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": 144.0, "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": 157.5, "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": "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": 9.14, "amount_yi": 42.18, "market_cap_yi": 619.77, "recent_limit_count": 1.0, "is_limit_up": false, "amount_state": "strong_expansion" }, "technical": { "technical_grade": null, "position_quality": null, "trend_quality": null, "risk_flags": [] } }, { "symbol": "SHSE.688627", "name": "精智达", "theme": "存储芯片", "theme_display_name": "存储芯片 / CIS", "raw_theme": "半导体材料设备", "hot_theme_cluster": "半导体材料设备", "theme_source": "theme_taxonomy_exact_alias", "theme_matched_by": "存储芯片", "role": "MID", "layer": "triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 546.99, "invalid_price": 467.062, "chase_ceiling": 650.74, "vwap_reference": 520.309, "entry_zone": null, "price_fill": null, "prev_high": 546.99, "prev_close": 542.28, "ma5": 467.062, "ma20": 408.024, "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": 8.94, "amount_yi": 41.59, "market_cap_yi": 360.89, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_near_high", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SHSE.688525", "name": "佰维存储", "theme": "存储芯片", "theme_display_name": "存储芯片 / CIS", "raw_theme": "半导体材料设备", "hot_theme_cluster": "半导体材料设备", "theme_source": "theme_taxonomy_symbol_override", "theme_matched_by": "SHSE.688525", "role": "MID", "layer": "triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 370.0, "invalid_price": 340.522, "chase_ceiling": 444.0, "vwap_reference": 350.3412, "entry_zone": null, "price_fill": null, "prev_high": 370.0, "prev_close": 370.0, "ma5": 340.522, "ma20": 319.885, "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": 8.67, "amount_yi": 176.82, "market_cap_yi": 1605.59, "recent_limit_count": 0.0, "is_limit_up": false, "amount_state": "mild_expansion" }, "technical": { "technical_grade": "B", "position_quality": "strong_close_near_high", "trend_quality": "short_mid_bullish", "risk_flags": [ "HIGH_BIAS_OVERHEAT" ] } }, { "symbol": "SHSE.688347", "name": "华虹宏力", "theme": "存储芯片", "theme_display_name": "存储芯片 / CIS", "raw_theme": "半导体材料设备", "hot_theme_cluster": "半导体材料设备", "theme_source": "theme_taxonomy_exact_alias", "theme_matched_by": "存储芯片", "role": "MID", "layer": "triggered_sectors", "template_key": "BREAK_PREV_HIGH", "template_raw": "BREAK_PREV_HIGH", "trigger_price": 261.2, "invalid_price": 235.44, "chase_ceiling": 312.84, "vwap_reference": 248.4569, "entry_zone": null, "price_fill": null, "prev_high": 261.2, "prev_close": 260.7, "ma5": 235.44, "ma20": 224.0505, "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": 9.31, "amount_yi": 69.99, "market_cap_yi": 972.48, "recent_limit_count": 1.0, "is_limit_up": false, "amount_state": "normal" }, "technical": { 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"v8_untradable:limit_up" } ] }, "code_iteration_backlog": { "schema_version": "daily_code_iteration_backlog_v1", "trade_date": "20260617", "generated_at": "2026-06-17T19:06:18", "source_summary": "reports/json/20260617_agent_summary_v2.json", "source_learning": "reports/trading/local_paper_learning_20260617.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": "20260616", "trade_date": "20260617", "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; 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