{
  "schema_version": "v13_source_eod_review_2",
  "plan_date": "20260624",
  "trade_date": "20260625",
  "source_paths": {
    "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_snapshot.json",
    "latest_signals": "local_paper_runtime/reports/trading/local_paper_latest_signals.json",
    "portfolio_state": "local_paper_runtime/reports/trading/local_paper_portfolio_state.json",
    "trading_log": "local_paper_runtime/reports/trading/local_paper_trading_log_20260624.json",
    "risk_overlay": "local_paper_runtime/reports/trading/local_paper_risk_overlay_20260625.json"
  },
  "status": "SHADOW_RUNNING",
  "mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "account": {
    "initial_capital": 1000000.0,
    "cash": 544493.0,
    "market_value": 532452.0,
    "total_value": 1076945.0,
    "unrealized_pnl": 85640.0,
    "realized_pnl": 39055.99999999999,
    "daily_pnl": 14594.000000000002,
    "total_pnl": 76945.0,
    "total_pnl_pct": 7.6945,
    "realized_pnl_source": "order_realized_pnl_delta",
    "account_integrity_warning": "equity_pnl=76945.00 与 realized+unrealized=124696.00 不一致；说明恢复库缺少完整买入现金流水，账户收益率仍以现金+市值为准。"
  },
  "summary": {
    "total_assets": 1076945.0,
    "total_pnl": 76945.0,
    "total_pnl_pct": 7.6945,
    "unrealized_pnl": 85640.0,
    "realized_pnl": 39055.99999999999,
    "daily_pnl": 14594.000000000002,
    "filled_orders": 2,
    "rejected_orders": 0,
    "unfilled_orders": 0,
    "waiting_orders": 0,
    "official_buy_filled": 0,
    "shadow_buy_filled": 0,
    "risk_sell_filled": 2,
    "normal_sell_filled": 0,
    "position_add_filled": 0,
    "positions": 3,
    "signals": 115,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 102,
    "preopen_sector_flow_passed": false,
    "integrity_warning": null,
    "account_integrity_warning": "equity_pnl=76945.00 与 realized+unrealized=124696.00 不一致；说明恢复库缺少完整买入现金流水，账户收益率仍以现金+市值为准。",
    "realized_pnl_source": "order_realized_pnl_delta"
  },
  "positions": [
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 48.75,
      "prev_close": 52.9,
      "holding_days": 9,
      "daily_pnl": -6639.999999999998,
      "daily_return_pct": -7.844990548204156,
      "unrealized_pnl": 19279.999999999996,
      "unrealized_pnl_pct": 32.83378746594005,
      "position_pct_of_total": 7.242709701981067,
      "over_cap": false,
      "over_cap_policy": null,
      "risk_flag": {
        "name": "旭光电子",
        "severity": "high",
        "flag_type": "severe_abnormal_volatility_and_risk_disclosure",
        "source": "同花顺公告/资讯：股票交易严重异常波动、风险提示、短期涨幅较大。",
        "action": "downgrade_to_observe_only_and_accelerate_position_risk",
        "note": "风险公告优先级高于技术信号；不新增买入，持仓侧允许提前/加速风控退出。",
        "symbol": "SHSE.600353"
      },
      "updated_at": "2026-06-25T16:14:29",
      "market_value": 78000.0
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 104.17,
      "prev_close": 94.7,
      "holding_days": 6,
      "daily_pnl": 22727.999999999996,
      "daily_return_pct": 10.0,
      "unrealized_pnl": 57288.000000000015,
      "unrealized_pnl_pct": 29.726027397260278,
      "position_pct_of_total": 23.21455598939593,
      "over_cap": true,
      "over_cap_policy": "已超过 20% 单票上限：作为既有趋势赢家只允许持有观察，不新增加仓；若开板放量异常、跌破失效价或命中高风险旗标，再按风控链减配。",
      "risk_flag": null,
      "updated_at": "2026-06-25T16:14:06",
      "market_value": 250008.0
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 113.58,
      "prev_close": 114.41,
      "holding_days": 10,
      "daily_pnl": -1493.9999999999968,
      "daily_return_pct": -0.7254610610960566,
      "unrealized_pnl": 9071.999999999985,
      "unrealized_pnl_pct": 4.643449419568816,
      "position_pct_of_total": 18.983699260407914,
      "over_cap": false,
      "over_cap_policy": null,
      "risk_flag": null,
      "updated_at": "2026-06-25T16:14:30",
      "market_value": 204444.0
    }
  ],
  "orders": [
    {
      "event_id": "20260625:SHSE.600353:profit_protection_day_drop_v1",
      "ts": "2026-06-25T10:17:03",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "RISK_SELL",
      "kind_inferred": true,
      "qty": 1600,
      "price": 49.47,
      "amount": 79152.0,
      "reason": "持仓利润保护：浮盈超过20%，当日跌幅超过6%，先卖出可卖数量的约三分之一锁定利润；若跌幅扩大再继续降仓。",
      "realized_pnl_delta": 20431.999999999993,
      "rule_id": "profit_protection_day_drop_v1",
      "sim_reason": "profit_protection_day_drop_v1",
      "trigger_price": 49.47,
      "raw": {
        "event_id": "20260625:SHSE.600353:profit_protection_day_drop_v1",
        "rule_id": "profit_protection_day_drop_v1",
        "symbol": "SHSE.600353",
        "name": "旭光电子",
        "side": "SELL",
        "status": "FILLED",
        "qty": 1600,
        "quantity": 1600,
        "price": 49.47,
        "amount": 79152.0,
        "reason": "持仓利润保护：浮盈超过20%，当日跌幅超过6%，先卖出可卖数量的约三分之一锁定利润；若跌幅扩大再继续降仓。",
        "trigger_price": 49.47,
        "day_return_pct": -6.4839,
        "unrealized_profit_pct": 34.7956,
        "quantity_before": 4800,
        "sellable_qty_before": 4800,
        "cost_basis": 58720.00000000001,
        "ts": "2026-06-25T10:17:03",
        "realized_pnl_delta": 20431.999999999993,
        "id": 1,
        "realized_pnl_source": "position_avg_cost_fallback",
        "raw_json": "{\"event_id\": \"20260625:SHSE.600353:profit_protection_day_drop_v1\", \"rule_id\": \"profit_protection_day_drop_v1\", \"symbol\": \"SHSE.600353\", \"name\": \"旭光电子\", \"side\": \"SELL\", \"status\": \"FILLED\", \"qty\": 1600, \"quantity\": 1600, \"price\": 49.47, \"amount\": 79152.0, \"reason\": \"持仓利润保护：浮盈超过20%，当日跌幅超过6%，先卖出可卖数量的约三分之一锁定利润；若跌幅扩大再继续降仓。\", \"trigger_price\": 49.47, \"day_return_pct\": -6.4839, \"unrealized_profit_pct\": 34.7956, \"quantity_before\": 4800, \"sellable_qty_before\": 4800}",
        "plan_date": "20260624",
        "trade_date": "20260625",
        "sim_reason": "profit_protection_day_drop_v1"
      }
    },
    {
      "event_id": "20260625:SHSE.600353:profit_protection_day_drop_v1:accelerated",
      "ts": "2026-06-25T10:40:42",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "RISK_SELL",
      "kind_inferred": true,
      "qty": 1600,
      "price": 48.34,
      "amount": 77344.0,
      "reason": "持仓利润保护加速：浮盈超过20%，当日跌幅扩大到8.5%以下，继续降低剩余可卖仓位。",
      "realized_pnl_delta": 18624.0,
      "rule_id": "profit_protection_day_drop_v1",
      "sim_reason": "profit_protection_day_drop_v1",
      "trigger_price": 48.34,
      "raw": {
        "event_id": "20260625:SHSE.600353:profit_protection_day_drop_v1:accelerated",
        "rule_id": "profit_protection_day_drop_v1",
        "tier": "accelerated",
        "symbol": "SHSE.600353",
        "name": "旭光电子",
        "side": "SELL",
        "status": "FILLED",
        "qty": 1600,
        "quantity": 1600,
        "price": 48.34,
        "amount": 77344.0,
        "reason": "持仓利润保护加速：浮盈超过20%，当日跌幅扩大到8.5%以下，继续降低剩余可卖仓位。",
        "trigger_price": 48.34,
        "day_return_pct": -8.62,
        "unrealized_profit_pct": 31.7166,
        "quantity_before": 3200,
        "sellable_qty_before": 3200,
        "cost_basis": 58720.00000000001,
        "ts": "2026-06-25T10:40:42",
        "realized_pnl_delta": 18624.0,
        "id": 2,
        "realized_pnl_source": "position_avg_cost_fallback",
        "raw_json": "{\"event_id\": \"20260625:SHSE.600353:profit_protection_day_drop_v1:accelerated\", \"rule_id\": \"profit_protection_day_drop_v1\", \"tier\": \"accelerated\", \"symbol\": \"SHSE.600353\", \"name\": \"旭光电子\", \"side\": \"SELL\", \"status\": \"FILLED\", \"qty\": 1600, \"quantity\": 1600, \"price\": 48.34, \"amount\": 77344.0, \"reason\": \"持仓利润保护加速：浮盈超过20%，当日跌幅扩大到8.5%以下，继续降低剩余可卖仓位。\", \"trigger_price\": 48.34, \"day_return_pct\": -8.62, \"unrealized_profit_pct\": 31.7166, \"quantity_before\": 3200, \"sellable_qty_before\": 3200}",
        "plan_date": "20260624",
        "trade_date": "20260625",
        "sim_reason": "profit_protection_day_drop_v1"
      }
    }
  ],
  "intended_but_blocked": [
    {
      "symbol": "SHSE.600353",
      "rule": "risk_flag_accelerated_exit_v1",
      "wanted_qty": 500,
      "blocked_by": "daily_reduce_cap_75pct",
      "day_return_pct": -7.845,
      "reason": "风险旗标加速风控：旭光电子 命中 high 风险旗标，当日跌幅 -7.84%，优先降低持仓暴露。"
    }
  ],
  "risk_flags": {
    "coverage": "manual_lightweight",
    "note": "轻量风险旗标源；命中后只用于降级/加速风控，不可替代人工确认。",
    "sources": [
      "config/local_risk_flags_20260625.json"
    ],
    "items": {
      "SHSE.600353": {
        "name": "旭光电子",
        "severity": "high",
        "flag_type": "severe_abnormal_volatility_and_risk_disclosure",
        "source": "同花顺公告/资讯：股票交易严重异常波动、风险提示、短期涨幅较大。",
        "action": "downgrade_to_observe_only_and_accelerate_position_risk",
        "note": "风险公告优先级高于技术信号；不新增买入，持仓侧允许提前/加速风控退出。",
        "symbol": "SHSE.600353"
      }
    }
  },
  "auction": {
    "used_as_standalone_gate": false,
    "usage_note": "集合竞价只做板块/个股预确认与早盘择时加权，不单独触发买入。",
    "preopen_gate_legacy": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45"
    },
    "auction_board_confirm_score": 30,
    "auction_stock_accept_score": 66.09,
    "auction_liquidity_score": 77.96,
    "covered_signal_count": 115,
    "covered_holding_count": 3,
    "holding_symbols": [
      "SHSE.600353",
      "SHSE.600584",
      "SZSE.300236"
    ],
    "reason": "expired_after_09:45"
  },
  "gate_funnel": {
    "evaluated_count": 115,
    "passed_count": 0,
    "policy_blocked_observe_only": 115,
    "market_gate_blocked": 0,
    "minute_energy_blocked": 0,
    "vwap_blocked": 0,
    "chase_ceiling_blocked": 0,
    "capital_blocked": 0,
    "quote_stale_blocked": 0,
    "data_source": "first_fail_runtime_signals",
    "degraded_reason": null,
    "diagnostic_counts": {
      "market_gate_blocked": 115,
      "minute_energy_blocked": 39,
      "vwap_blocked": 42,
      "chase_ceiling_blocked": 34,
      "capital_blocked": 104,
      "quote_stale_blocked": 0
    }
  },
  "signals_snapshot": {
    "total": 115,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 102,
    "actionable": 0
  }
}