{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260706", "trade_date": "20260707", "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_20260706.json", "risk_overlay": "local_paper_runtime/reports/trading/local_paper_risk_overlay_20260707.json", "sqlite_portfolio": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/runtime/state/local_paper.sqlite" }, "status": "PAPER_RUNNING", "mode": "SIMULATION_READY", "allow_new_positions": true, "account": { "initial_capital": 1000000.0, "cash": 941842.95, "market_value": 107941.16, "total_value": 1049784.1099999999, "unrealized_pnl": 5598.019597183454, "realized_pnl": -2208.3992172211297, "daily_pnl": -3620.8400000000024, "total_pnl": 49784.10999999987, "total_pnl_pct": 4.978410999999987, "realized_pnl_source": "fifo_lot_pairing:6", "account_integrity_warning": null, "realized_pnl_scope": "trade_date", "cumulative_realized_pnl_estimate": 44186.090402816415, "cumulative_realized_pnl_estimate_source": "equity_minus_unrealized" }, "summary": { "total_assets": 1049784.1099999999, "total_pnl": 49784.10999999987, "total_pnl_pct": 4.978410999999987, "unrealized_pnl": 5598.019597183454, "realized_pnl": -2208.3992172211297, "daily_pnl": -3620.8400000000024, "filled_orders": 5, "rejected_orders": 0, "unfilled_orders": 0, "waiting_orders": 0, "official_buy_filled": 0, "shadow_buy_filled": 1, "risk_sell_filled": 4, "normal_sell_filled": 0, "position_add_filled": 0, "positions": 2, "raw_positions": 3, "dust_positions": 1, "signals": 79, "active_plan_contracts": 12, "watch_candidate_contracts": 67, "preopen_sector_flow_passed": false, "integrity_warning": "summary.risk_exit_filled=6 与订单事实 risk_sell_filled=4 不一致，已按订单事实重算。", "account_integrity_warning": null, "realized_pnl_source": "fifo_lot_pairing:6" }, "positions": [ { "symbol": "SHSE.600150", "name": "中国船舶", "quantity": 1400, "sellable_qty": 1400, "avg_cost": 37.87, "last_price": 37.33, "prev_close": 37.64, "holding_days": 1, "daily_pnl": -434.0000000000032, "daily_return_pct": -0.8235919234856596, "unrealized_pnl": -755.9999999999989, "unrealized_pnl_pct": -1.425930815949298, "position_pct_of_total": 4.978356930931257, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-07-07T15:28:46", "market_value": 52262.0 }, { "symbol": "SZSE.002979", "name": "雷赛智能", "quantity": 800, "sellable_qty": 800, "avg_cost": 61.34571428571429, "last_price": 69.3, "prev_close": 73.27, "holding_days": 4, "daily_pnl": -3175.999999999999, "daily_return_pct": -5.418315818206631, "unrealized_pnl": 6363.428571428568, "unrealized_pnl_pct": 12.966326673187082, "position_pct_of_total": 5.281085841545078, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-07-07T15:28:00", "market_value": 55440.0 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 2, "sellable_qty": 0, "avg_cost": 124.28448712255774, "last_price": 119.58, "prev_close": 125.0, "holding_days": 3, "daily_pnl": -10.840000000000003, "daily_return_pct": -4.336000000000002, "unrealized_pnl": -9.408974245115473, "unrealized_pnl_pct": -3.785256898488555, "position_pct_of_total": 0.02278182701774749, "over_cap": false, "over_cap_policy": null, "slot_eligible": false, "dust_position": true, "slot_policy": "零碎尾仓：保留账户市值和盈亏统计，但不占用正式持仓槽位；可卖后优先一次性清理。", "cleanup_hint": "尾仓不足一手，不占槽位；T+1 可卖后应一次性清理。", "risk_flag": null, "updated_at": "2026-07-07T15:28:45", "market_value": 239.16 } ], "orders": [ { "event_id": "RISK:20260707:SHSE.600547:position_stop_loss:SELL", "ts": "2026-07-07T09:30:30", "symbol": "SHSE.600547", "name": "山东黄金", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": true, "qty": 1100, "price": 25.19, "amount": 27709.0, "reason": "paper_sell_at_bid1", "realized_pnl_delta": -1979.9999999999968, "rule_id": null, "sim_reason": "position_stop_loss_3pct", "trigger_price": -3.0, "raw_status": "FILLED", "raw": { "adjusted_avg_cost": null, "amount": 27709.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260707:SHSE.600547:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 25.69, "max_chase_pct": null, "minute_energy": null, "name": "山东黄金", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260706", "plan_id": "RISK:20260706:SHSE.600547:position_stop_loss", "position_pnl_pct": -6.595, "price": 25.19, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 1100, "quote_ask1": 25.21, "quote_ask_qty1": 15, "quote_bid1": 25.19, "quote_bid_qty1": 1, "quote_high": 25.4, "quote_last": 25.21, "quote_low": 25.1, "quote_open": 25.32, "quote_prev_close": 25.8, "quote_ts": "2026-07-07T09:30:27", "raw_avg_cost": 26.99, "raw_position_pnl_pct": -6.595035198221555, "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 1100, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SHSE.600547", "template_key": "POSITION_RISK_EXIT", "theme": "黄金概念", "trade_date": "20260707", "trigger_price": -3.0, "ts": "2026-07-07T09:30:30", "realized_pnl_source": "fifo_lot_pairing", "realized_pnl_delta": -1979.9999999999968, "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 27709.0, \"base_exec_high\": null, \"chase_ceiling\": null, \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260707:SHSE.600547:position_stop_loss:SELL\", \"exec_high\": null, \"exec_low\": null, \"intraday_vwap\": null, \"invalid_price\": 25.69, \"max_chase_pct\": null, \"minute_energy\": null, \"name\": \"山东黄金\", \"paper_scope\": \"position_risk\", \"participation_rate\": null, \"plan_date\": \"20260706\", \"plan_id\": \"RISK:20260706:SHSE.600547:position_stop_loss\", \"position_pnl_pct\": -6.595, \"price\": 25.19, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 1100, \"quote_ask1\": 25.21, \"quote_ask_qty1\": 15, \"quote_bid1\": 25.19, \"quote_bid_qty1\": 1, \"quote_high\": 25.4, \"quote_last\": 25.21, \"quote_low\": 25.1, \"quote_open\": 25.32, \"quote_prev_close\": 25.8, \"quote_ts\": \"2026-07-07T09:30:27\", \"raw_avg_cost\": 26.99, \"raw_position_pnl_pct\": -6.595035198221555, \"reason\": \"paper_sell_at_bid1\", \"risk_rule\": \"position_stop_loss\", \"risk_threshold\": -3.0, \"sellable_qty\": 1100, \"side\": \"SELL\", \"sim_reason\": \"position_stop_loss_3pct\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SHSE.600547\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": \"黄金概念\", \"trade_date\": \"20260707\", \"trigger_price\": -3.0, \"ts\": \"2026-07-07T09:30:30\"}", "cost_basis": 29689.0, "id": 61 } }, { "event_id": "20260707:SHSE.600353:loss_side_invalidation_day_drop_v1:loss_step2@-10pct", "ts": "2026-07-07T09:32:28", "symbol": "SHSE.600353", "name": "旭光电子", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": false, "qty": 100, "price": 40.68, "amount": 4068.0, "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。", "realized_pnl_delta": -252.0000000000003, "rule_id": "loss_side_invalidation_day_drop_v1", "sim_reason": "loss_side_invalidation_day_drop_v1", "trigger_price": 40.68, "raw_status": "FILLED", "raw": { "event_id": "20260707:SHSE.600353:loss_side_invalidation_day_drop_v1:loss_step2@-10pct", "rule_id": "loss_side_invalidation_day_drop_v1", "tier": "loss_step2@-10pct", "symbol": "SHSE.600353", "name": "旭光电子", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "qty": 100, "quantity": 100, "price": 40.68, "amount": 4068.0, "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。", "trigger_price": 40.68, "day_return_pct": -10.0, "unrealized_profit_pct": 1.8273, "quantity_before": 200, "sellable_qty_before": 200, "avg_cost": 39.95, "reduce_ratio": 0.3333333333333333, "realized_pnl_delta": -252.0000000000003, "cost_basis": 4320.0, "realized_pnl_source": "fifo_lot_pairing", "ts": "2026-07-07T09:32:28", "sim_reason": "loss_side_invalidation_day_drop_v1", "raw_json": "{\"event_id\": \"20260707:SHSE.600353:loss_side_invalidation_day_drop_v1:loss_step2@-10pct\", \"rule_id\": \"loss_side_invalidation_day_drop_v1\", \"tier\": \"loss_step2@-10pct\", \"symbol\": \"SHSE.600353\", \"name\": \"旭光电子\", \"side\": \"SELL\", \"status\": \"FILLED\", \"order_kind\": \"INVALIDATION_SELL\", \"qty\": 100, \"quantity\": 100, \"price\": 40.68, \"amount\": 4068.0, \"reason\": \"亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。\", \"trigger_price\": 40.68, \"day_return_pct\": -10.0, \"unrealized_profit_pct\": 1.8273, \"quantity_before\": 200, \"sellable_qty_before\": 200, \"avg_cost\": 39.95, \"reduce_ratio\": 0.3333333333333333, \"realized_pnl_delta\": 73.0, \"cost_basis\": 3995.0, \"realized_pnl_source\": \"position_avg_cost_fallback\"}", "plan_date": "20260706", "trade_date": "20260707", "id": 62 } }, { "event_id": "20260706:20260707:SHSE.601699:VWAP_RECLAIM:BUY", "ts": "2026-07-07T09:32:36", "symbol": "SHSE.601699", "name": "潞安环能", "side": "BUY", "status": "FILLED", "order_kind": "SHADOW_BUY", "kind_inferred": true, "qty": 2700, "price": 15.29, "amount": 41283.0, "reason": "shadow_paper_fill_at_ask1", "realized_pnl_delta": null, "rule_id": null, "sim_reason": "trigger_touched", "trigger_price": 15.25, "raw_status": "SHADOW_FILLED", "raw": { "amount": 41283.0, "base_exec_high": 15.48, "cash_before_order": 819978.95, "chase_ceiling": 15.71, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 3.2701, "entry_zone_high": 15.48, "entry_zone_low": 15.02, "event_id": "20260706:20260707:SHSE.601699:VWAP_RECLAIM:BUY", "exec_high": 15.48, "exec_low": 15.48, "intraday_vwap": 15.2899, "invalid_price": 14.79, "ma5": null, "max_chase_pct": 1.5, "minute_energy": { "absolute_amount_multiple_min": 1.6, "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.25, "amount_yi": 0.576, "bar_count": 3, "bars": [ { "amount_yi": 0.1351, "close": 15.22, "high": 15.22, "low": 15.22, "open": 15.22, "time": "09:30" }, { "amount_yi": 0.257, "close": 15.35, "high": 15.45, "low": 15.35, "open": 15.45, "time": "09:31" }, { "amount_yi": 0.1839, "close": 15.28, "high": 15.28, "low": 15.19, "open": 15.19, "time": "09:32" } ], "energy_ratio": null, "min_samples": 3, "passed": true, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "VWAP_RECLAIM", "window_min": 5 }, "name": "潞安环能", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260706", "plan_id": "20260706:SHSE.601699:VWAP_RECLAIM", "price": 15.29, "price_vs_vwap_pct": -0.0647, "qty": 2700, "quote_ask1": 15.29, "quote_ask_qty1": 13, "quote_bid1": 15.28, "quote_bid_qty1": 1076, "quote_high": 15.49, "quote_last": 15.28, "quote_low": 15.15, "quote_open": 15.29, "quote_prev_close": 15.15, "quote_ts": "2026-07-07T09:32:34", "reason": "shadow_paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 26.23, "status": "SHADOW_FILLED", "suggested_position_pct": 8.0, "symbol": "SHSE.601699", "target_amount": 42220.41, "target_position_pct": 4.0, "template_key": "VWAP_RECLAIM", "theme": "煤炭开采加工 / 煤炭行业", "trade_date": "20260707", "trigger_price": 15.25, "ts": "2026-07-07T09:32:36", "raw_json": "{\"amount\": 41283.0, \"base_exec_high\": 15.48, \"cash_before_order\": 819978.95, \"chase_ceiling\": 15.71, \"current_position_value\": 0.0, \"decision\": \"conditional_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 3.2701, \"entry_zone_high\": 15.48, \"entry_zone_low\": 15.02, \"event_id\": \"20260706:20260707:SHSE.601699:VWAP_RECLAIM:BUY\", \"exec_high\": 15.48, \"exec_low\": 15.48, \"intraday_vwap\": 15.2899, \"invalid_price\": 14.79, \"ma5\": null, \"max_chase_pct\": 1.5, \"minute_energy\": {\"absolute_amount_multiple_min\": 1.6, \"amount_base_hint_yi\": 0.5, \"amount_floor_yi\": 0.25, \"amount_yi\": 0.576, \"bar_count\": 3, \"bars\": [{\"amount_yi\": 0.1351, \"close\": 15.22, \"high\": 15.22, \"low\": 15.22, \"open\": 15.22, \"time\": \"09:30\"}, {\"amount_yi\": 0.257, \"close\": 15.35, \"high\": 15.45, \"low\": 15.35, \"open\": 15.45, \"time\": \"09:31\"}, {\"amount_yi\": 0.1839, \"close\": 15.28, \"high\": 15.28, \"low\": 15.19, \"open\": 15.19, \"time\": \"09:32\"}], \"energy_ratio\": null, \"min_samples\": 3, \"passed\": true, \"prev_amount_yi\": 0, \"ratio_min\": 1.05, \"reason\": \"minute_energy_confirmed\", \"template_key\": \"VWAP_RECLAIM\", \"window_min\": 5}, \"name\": \"潞安环能\", \"paper_scope\": \"conditional_watch\", \"participation_rate\": null, \"plan_date\": \"20260706\", \"plan_id\": \"20260706:SHSE.601699:VWAP_RECLAIM\", \"price\": 15.29, \"price_vs_vwap_pct\": -0.0647, \"qty\": 2700, \"quote_ask1\": 15.29, \"quote_ask_qty1\": 13, \"quote_bid1\": 15.28, \"quote_bid_qty1\": 1076, \"quote_high\": 15.49, \"quote_last\": 15.28, \"quote_low\": 15.15, \"quote_open\": 15.29, \"quote_prev_close\": 15.15, \"quote_ts\": \"2026-07-07T09:32:34\", \"reason\": \"shadow_paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 26.23, \"status\": \"SHADOW_FILLED\", \"suggested_position_pct\": 8.0, \"symbol\": \"SHSE.601699\", \"target_amount\": 42220.41, \"target_position_pct\": 4.0, \"template_key\": \"VWAP_RECLAIM\", \"theme\": \"煤炭开采加工 / 煤炭行业\", \"trade_date\": \"20260707\", \"trigger_price\": 15.25, \"ts\": \"2026-07-07T09:32:36\"}", "id": 63 } }, { "event_id": "RISK:20260707:SZSE.002979:position_invalid_price:SELL", "ts": "2026-07-07T09:35:12", "symbol": "SZSE.002979", "name": "雷赛智能", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": true, "qty": 300, "price": 71.43, "amount": 21429.000000000004, "reason": "paper_sell_at_bid1", "realized_pnl_delta": 3025.285714285716, "rule_id": null, "sim_reason": "position_add_invalid_t_exit", "trigger_price": 74.25, "raw_status": "FILLED", "raw": { "adjusted_avg_cost": null, "amount": 21429.000000000004, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260707:SZSE.002979:position_invalid_price:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 74.25, "max_chase_pct": null, "minute_energy": null, "name": "雷赛智能", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260706", "plan_id": "RISK:20260706:SZSE.002979:position_invalid_price", "position_pnl_pct": 16.4385, "price": 71.43, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 300, "quote_ask1": 71.48, "quote_ask_qty1": 5, "quote_bid1": 71.43, "quote_bid_qty1": 9, "quote_high": 73.49, "quote_last": 71.43, "quote_low": 71.03, "quote_open": 72.85, "quote_prev_close": 73.27, "quote_ts": "2026-07-07T09:35:09", "raw_avg_cost": 76.29, "raw_position_pnl_pct": 16.438451865306703, "reason": "paper_sell_at_bid1", "risk_rule": "position_invalid_price", "risk_threshold": 74.25, "sellable_qty": 300, "side": "SELL", "sim_reason": "position_add_invalid_t_exit", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.002979", "template_key": "POSITION_RISK_EXIT", "theme": "机器人链 / 机器人概念", "trade_date": "20260707", "trigger_price": 74.25, "ts": "2026-07-07T09:35:12", "realized_pnl_source": "fifo_lot_pairing", "realized_pnl_delta": 3025.285714285716, "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 21429.000000000004, \"base_exec_high\": null, \"chase_ceiling\": null, \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260707:SZSE.002979:position_invalid_price:SELL\", \"exec_high\": null, \"exec_low\": null, \"intraday_vwap\": null, \"invalid_price\": 74.25, \"max_chase_pct\": null, \"minute_energy\": null, \"name\": \"雷赛智能\", \"paper_scope\": \"position_risk\", \"participation_rate\": null, \"plan_date\": \"20260706\", \"plan_id\": \"RISK:20260706:SZSE.002979:position_invalid_price\", \"position_pnl_pct\": 16.4385, \"price\": 71.43, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 300, \"quote_ask1\": 71.48, \"quote_ask_qty1\": 5, \"quote_bid1\": 71.43, \"quote_bid_qty1\": 9, \"quote_high\": 73.49, \"quote_last\": 71.43, \"quote_low\": 71.03, \"quote_open\": 72.85, \"quote_prev_close\": 73.27, \"quote_ts\": \"2026-07-07T09:35:09\", \"raw_avg_cost\": 76.29, \"raw_position_pnl_pct\": 16.438451865306703, \"reason\": \"paper_sell_at_bid1\", \"risk_rule\": \"position_invalid_price\", \"risk_threshold\": 74.25, \"sellable_qty\": 300, \"side\": \"SELL\", \"sim_reason\": \"position_add_invalid_t_exit\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SZSE.002979\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": \"机器人链 / 机器人概念\", \"trade_date\": \"20260707\", \"trigger_price\": 74.25, \"ts\": \"2026-07-07T09:35:12\"}", "cost_basis": 18403.714285714286, "id": 65 } }, { "event_id": "RISK:20260707:SZSE.000536:position_stop_loss:SELL", "ts": "2026-07-07T09:51:53", "symbol": "SZSE.000536", "name": "华映科技", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": true, "qty": 22000, "price": 3.5, "amount": 77000.0, "reason": "paper_sell_at_bid1", "realized_pnl_delta": -2582.7397260273965, "rule_id": null, "sim_reason": "position_stop_loss_3pct", "trigger_price": -3.0, "raw_status": "FILLED", "raw": { "adjusted_avg_cost": null, "amount": 77000.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260707:SZSE.000536:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 3.89, "max_chase_pct": null, "minute_energy": null, "name": "华映科技", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260706", "plan_id": "RISK:20260706:SZSE.000536:position_stop_loss", "position_pnl_pct": -3.2454, "price": 3.5, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 22000, "quote_ask1": 3.51, "quote_ask_qty1": 3972, "quote_bid1": 3.5, "quote_bid_qty1": 11167, "quote_high": 3.78, "quote_last": 3.5, "quote_low": 3.5, "quote_open": 3.73, "quote_prev_close": 3.61, "quote_ts": "2026-07-07T09:51:51", "raw_avg_cost": 3.99, "raw_position_pnl_pct": -3.2453516113151837, "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 22000, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.000536", "template_key": "POSITION_RISK_EXIT", "theme": "显示面板链 / OLED", "trade_date": "20260707", "trigger_price": -3.0, "ts": "2026-07-07T09:51:53", "realized_pnl_source": "fifo_lot_pairing", "realized_pnl_delta": -2582.7397260273965, "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 77000.0, \"base_exec_high\": null, \"chase_ceiling\": null, \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260707:SZSE.000536:position_stop_loss:SELL\", \"exec_high\": null, \"exec_low\": null, \"intraday_vwap\": null, \"invalid_price\": 3.89, \"max_chase_pct\": null, \"minute_energy\": null, \"name\": \"华映科技\", \"paper_scope\": \"position_risk\", \"participation_rate\": null, \"plan_date\": \"20260706\", \"plan_id\": \"RISK:20260706:SZSE.000536:position_stop_loss\", \"position_pnl_pct\": -3.2454, \"price\": 3.5, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 22000, \"quote_ask1\": 3.51, \"quote_ask_qty1\": 3972, \"quote_bid1\": 3.5, \"quote_bid_qty1\": 11167, \"quote_high\": 3.78, \"quote_last\": 3.5, \"quote_low\": 3.5, \"quote_open\": 3.73, \"quote_prev_close\": 3.61, \"quote_ts\": \"2026-07-07T09:51:51\", \"raw_avg_cost\": 3.99, \"raw_position_pnl_pct\": -3.2453516113151837, \"reason\": \"paper_sell_at_bid1\", \"risk_rule\": \"position_stop_loss\", \"risk_threshold\": -3.0, \"sellable_qty\": 22000, \"side\": \"SELL\", \"sim_reason\": \"position_stop_loss_3pct\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SZSE.000536\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": \"显示面板链 / OLED\", \"trade_date\": \"20260707\", \"trigger_price\": -3.0, \"ts\": \"2026-07-07T09:51:53\"}", "cost_basis": 79582.7397260274, "id": 67 } } ], "intended_but_blocked": [ { "symbol": "SHSE.600353", "rule": "loss_side_invalidation_day_drop_v1", "wanted_qty": 100, "blocked_by": "cooldown_20min", "day_return_pct": -9.0044, "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。" } ], "risk_flags": { "coverage": "not_covered", "note": "风险旗标源未覆盖；不得把缺失静默视作无风险。", "sources": [], "items": {} }, "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,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.038, "active_up_ratio": 0.0833, "active_positive": 1, "active_positive_min": 1, "active_above_vwap": 8, "active_total": 12, "sample_total": 79, "dominant_theme": "煤炭开采加工 / 煤炭行业", "dominant_theme_share": 0.4789, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "structural_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 98.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "korea_tech_negative_-2.28%", "korea_market_stress_-4.77%", "domestic_tech_avg_negative_-3.00%", "domestic_tech_down_ratio_97%" ], "source_file": "reports/external_checks/external_tech_shock_20260707.json", "source_status": "ok", "source_generated_at": "2026-07-07T09:25:47+08:00" }, "sample_rows": [ { "symbol": "SHSE.600179", "name": "安通控股", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.580645161290307, "last": 4.77, "vwap": 4.757000229712139, "above_vwap": true, "amount": 422453968.0 }, { "symbol": "SZSE.000876", "name": "新 希 望", "theme": "猪肉 / 鸡肉", "paper_scope": "active", "priority": 1, "ret_pct": 1.3717421124828544, "last": 7.39, "vwap": 7.260441315772251, "above_vwap": true, "amount": 632341602.0 }, { "symbol": "SZSE.300761", "name": "立华股份", "theme": "猪肉 / 鸡肉", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.7506702412868771, "last": 18.79, "vwap": 18.719016793649526, "above_vwap": true, "amount": 234633516.0 }, { "symbol": "SHSE.600348", "name": "华阳股份", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "active", "priority": 10, "ret_pct": -0.1175088131609825, "last": 8.5, "vwap": 8.459907664094247, "above_vwap": true, "amount": 237115138.0 }, { "symbol": "SZSE.002311", "name": "海大集团", "theme": "猪肉", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.16963528413910245, "last": 47.08, "vwap": 46.90412185058797, "above_vwap": true, "amount": 394477736.0 }, { "symbol": "SHSE.603477", "name": "巨星农牧", "theme": "猪肉 / 鸡肉", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.2390914524805665, "last": 16.69, "vwap": 16.86197972244732, "above_vwap": false, "amount": 630487970.0 }, { "symbol": "SZSE.000048", "name": "京基智农", "theme": "猪肉", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.41570438799075626, "last": 21.56, "vwap": 22.036593045807166, "above_vwap": false, "amount": 477224459.0 }, { "symbol": "SZSE.002321", "name": "华英农业", "theme": "猪肉 / 鸡肉", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.5494505494505475, "last": 1.81, "vwap": 1.7970296116578008, "above_vwap": true, "amount": 59624544.0 }, { "symbol": "SHSE.600000", "name": "浦发银行", "theme": "银行 / 超大盘", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.5605381165919354, "last": 8.87, "vwap": 8.849323503988444, "above_vwap": true, "amount": 448407611.0 }, { "symbol": "SZSE.002714", "name": "牧原股份", "theme": "猪肉", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.5687693898655644, "last": 38.46, "vwap": 38.25316957770693, "above_vwap": true, "amount": 3150707011.0 }, { "symbol": "SHSE.600975", "name": "新五丰", "theme": "猪肉", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.6024096385542244, "last": 4.95, "vwap": 4.932388282025819, "above_vwap": true, "amount": 96358151.0 }, { "symbol": "SZSE.002157", "name": "正邦科技", "theme": "猪肉", "paper_scope": "active", "priority": 7, "ret_pct": -0.6622516556291425, "last": 3.0, "vwap": 2.97822313456221, "above_vwap": true, "amount": 421032298.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 98.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "korea_tech_negative_-2.28%", "korea_market_stress_-4.77%", "domestic_tech_avg_negative_-3.00%", "domestic_tech_down_ratio_97%" ], "source_file": "reports/external_checks/external_tech_shock_20260707.json", "source_status": "ok", "source_generated_at": "2026-07-07T09:25:47+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech" }, "auction_board_confirm_score": 30, "auction_stock_accept_score": 11.39, "auction_liquidity_score": 42.4, "covered_signal_count": 79, "covered_holding_count": 3, "slot_holding_count": 2, "dust_holding_count": 1, "holding_symbols": [ "SHSE.600150", "SZSE.002979", "SZSE.301696" ], "slot_holding_symbols": [ "SHSE.600150", "SZSE.002979" ], "reason": "expired_after_09:45,active_mainline_not_confirmed" }, "gate_funnel": { "evaluated_count": 79, "passed_count": 0, "policy_blocked_observe_only": 0, "market_gate_blocked": 79, "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, "execution_scope": "new_entry_signals_only", "position_add_filled": 0, "official_buy_filled": 0, "scope_note": null, "diagnostic_counts": { "market_gate_blocked": 79, "minute_energy_blocked": 70, "vwap_blocked": 59, "chase_ceiling_blocked": 0, "capital_blocked": 0, "quote_stale_blocked": 0 } }, "signals_snapshot": { "total": 79, "active_plan_contracts": 12, "watch_candidate_contracts": 67, "actionable": 0 } }