{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260707", "trade_date": "20260708", "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_20260707.json", "risk_overlay": "local_paper_runtime/reports/trading/local_paper_risk_overlay_20260708.json", "sqlite_portfolio": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/runtime/state/local_paper.sqlite" }, "status": "SHADOW_RUNNING", "mode": "OBSERVE_ONLY", "allow_new_positions": false, "account": { "initial_capital": 1000000.0, "cash": 1026342.51, "market_value": 19236.0, "total_value": 1045578.51, "unrealized_pnl": 832.2857142857152, "realized_pnl": 559.4328571428642, "daily_pnl": -1553.9999999999977, "total_pnl": 45578.51000000001, "total_pnl_pct": 4.557851000000001, "realized_pnl_source": "fifo_lot_pairing:5", "account_integrity_warning": null, "realized_pnl_scope": "trade_date", "cumulative_realized_pnl_estimate": 44746.22428571429, "cumulative_realized_pnl_estimate_source": "equity_minus_unrealized" }, "summary": { "total_assets": 1045578.51, "total_pnl": 45578.51000000001, "total_pnl_pct": 4.557851000000001, "unrealized_pnl": 832.2857142857152, "realized_pnl": 559.4328571428642, "daily_pnl": -1553.9999999999977, "filled_orders": 6, "rejected_orders": 0, "unfilled_orders": 0, "waiting_orders": 0, "official_buy_filled": 0, "shadow_buy_filled": 1, "risk_sell_filled": 5, "normal_sell_filled": 0, "position_add_filled": 0, "positions": 1, "raw_positions": 1, "dust_positions": 0, "signals": 17, "active_plan_contracts": 0, "watch_candidate_contracts": 17, "preopen_sector_flow_passed": false, "integrity_warning": null, "account_integrity_warning": null, "realized_pnl_source": "fifo_lot_pairing:5" }, "positions": [ { "symbol": "SZSE.002979", "name": "雷赛智能", "quantity": 300, "sellable_qty": 300, "avg_cost": 61.34571428571429, "last_price": 64.12, "prev_close": 69.3, "holding_days": 5, "daily_pnl": -1553.9999999999977, "daily_return_pct": -7.474747474747464, "unrealized_pnl": 832.2857142857152, "unrealized_pnl_pct": 4.522379022868059, "position_pct_of_total": 1.8397470697824498, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-07-08T15:35:42", "market_value": 19236.0 } ], "orders": [ { "event_id": "RISK:20260708:SHSE.600150:position_stop_loss:SELL", "ts": "2026-07-08T09:31:29", "symbol": "SHSE.600150", "name": "中国船舶", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": true, "qty": 1400, "price": 36.7, "amount": 51380.00000000001, "reason": "paper_sell_at_bid1", "realized_pnl_delta": -1637.9999999999925, "rule_id": null, "sim_reason": "position_stop_loss_3pct", "trigger_price": -3.0, "raw_status": "FILLED", "raw": { "adjusted_avg_cost": null, "amount": 51380.00000000001, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260708:SHSE.600150:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 36.53, "max_chase_pct": null, "minute_energy": null, "name": "中国船舶", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260707", "plan_id": "RISK:20260707:SHSE.600150:position_stop_loss", "position_pnl_pct": -3.0631, "price": 36.7, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 1400, "quote_ask1": 36.77, "quote_ask_qty1": 77, "quote_bid1": 36.7, "quote_bid_qty1": 235, "quote_high": 37.32, "quote_last": 36.71, "quote_low": 36.56, "quote_open": 37.32, "quote_prev_close": 37.33, "quote_ts": "2026-07-08T09:31:31", "raw_avg_cost": 37.87, "raw_position_pnl_pct": -3.0631106416688536, "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 1400, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SHSE.600150", "template_key": "POSITION_RISK_EXIT", "theme": "军民融合", "trade_date": "20260708", "trigger_price": -3.0, "ts": "2026-07-08T09:31:29", "id": 69, "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 51380.00000000001, \"base_exec_high\": null, \"chase_ceiling\": null, \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260708:SHSE.600150:position_stop_loss:SELL\", \"exec_high\": null, \"exec_low\": null, \"intraday_vwap\": null, \"invalid_price\": 36.53, \"max_chase_pct\": null, \"minute_energy\": null, \"name\": \"中国船舶\", \"paper_scope\": \"position_risk\", \"participation_rate\": null, \"plan_date\": \"20260707\", \"plan_id\": \"RISK:20260707:SHSE.600150:position_stop_loss\", \"position_pnl_pct\": -3.0631, \"price\": 36.7, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 1400, \"quote_ask1\": 36.77, \"quote_ask_qty1\": 77, \"quote_bid1\": 36.7, \"quote_bid_qty1\": 235, \"quote_high\": 37.32, \"quote_last\": 36.71, \"quote_low\": 36.56, \"quote_open\": 37.32, \"quote_prev_close\": 37.33, \"quote_ts\": \"2026-07-08T09:31:31\", \"raw_avg_cost\": 37.87, \"raw_position_pnl_pct\": -3.0631106416688536, \"reason\": \"paper_sell_at_bid1\", \"risk_rule\": \"position_stop_loss\", \"risk_threshold\": -3.0, \"sellable_qty\": 1400, \"side\": \"SELL\", \"sim_reason\": \"position_stop_loss_3pct\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SHSE.600150\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": \"军民融合\", \"trade_date\": \"20260708\", \"trigger_price\": -3.0, \"ts\": \"2026-07-08T09:31:29\"}", "realized_pnl_delta": -1637.9999999999925, "realized_pnl_source": "fifo_lot_pairing", "cost_basis": 53018.0 } }, { "event_id": "RISK:20260708:SZSE.002979:position_invalid_price:SELL", "ts": "2026-07-08T09:35:08", "symbol": "SZSE.002979", "name": "雷赛智能", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": true, "qty": 300, "price": 66.78, "amount": 20034.0, "reason": "paper_sell_at_bid1", "realized_pnl_delta": 1630.2857142857142, "rule_id": null, "sim_reason": "position_add_invalid_t_exit", "trigger_price": 74.25, "raw_status": "FILLED", "raw": { "adjusted_avg_cost": null, "amount": 20034.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260708: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": "20260707", "plan_id": "RISK:20260707:SZSE.002979:position_invalid_price", "position_pnl_pct": 8.8585, "price": 66.78, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 300, "quote_ask1": 66.79, "quote_ask_qty1": 12, "quote_bid1": 66.78, "quote_bid_qty1": 3, "quote_high": 68.58, "quote_last": 66.78, "quote_low": 66.72, "quote_open": 67.82, "quote_prev_close": 69.3, "quote_ts": "2026-07-08T09:35:06", "raw_avg_cost": 76.29, "raw_position_pnl_pct": 8.858460248707555, "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": "20260708", "trigger_price": 74.25, "ts": "2026-07-08T09:35:08", "id": 70, "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 20034.0, \"base_exec_high\": null, \"chase_ceiling\": null, \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260708: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\": \"20260707\", \"plan_id\": \"RISK:20260707:SZSE.002979:position_invalid_price\", \"position_pnl_pct\": 8.8585, \"price\": 66.78, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 300, \"quote_ask1\": 66.79, \"quote_ask_qty1\": 12, \"quote_bid1\": 66.78, \"quote_bid_qty1\": 3, \"quote_high\": 68.58, \"quote_last\": 66.78, \"quote_low\": 66.72, \"quote_open\": 67.82, \"quote_prev_close\": 69.3, \"quote_ts\": \"2026-07-08T09:35:06\", \"raw_avg_cost\": 76.29, \"raw_position_pnl_pct\": 8.858460248707555, \"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\": \"20260708\", \"trigger_price\": 74.25, \"ts\": \"2026-07-08T09:35:08\"}", "realized_pnl_delta": 1630.2857142857142, "realized_pnl_source": "fifo_lot_pairing", "cost_basis": 18403.714285714286 } }, { "event_id": "20260707:20260708:SHSE.600348:VWAP_RECLAIM:BUY", "ts": "2026-07-08T09:57:58", "symbol": "SHSE.600348", "name": "华阳股份", "side": "BUY", "status": "FILLED", "order_kind": "SHADOW_BUY", "kind_inferred": true, "qty": 4800, "price": 8.61, "amount": 41328.0, "reason": "shadow_paper_fill_at_ask1", "realized_pnl_delta": null, "rule_id": null, "sim_reason": "trigger_touched", "trigger_price": 8.55, "raw_status": "SHADOW_FILLED", "raw": { "amount": 41328.0, "base_exec_high": 8.68, "cash_before_order": 1013256.95, "chase_ceiling": 8.81, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 3.7166, "entry_zone_high": 8.68, "entry_zone_low": 8.42, "event_id": "20260707:20260708:SHSE.600348:VWAP_RECLAIM:BUY", "exec_high": 8.68, "exec_low": 8.68, "intraday_vwap": 8.5214, "invalid_price": 8.29, "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": 0.1483, "bar_count": 5, "bars": [ { "amount_yi": 0.0225, "close": 8.55, "high": 8.55, "low": 8.55, "open": 8.55, "time": "09:53" }, { "amount_yi": 0.0137, "close": 8.55, "high": 8.56, "low": 8.55, "open": 8.56, "time": "09:54" }, { "amount_yi": 0.041, "close": 8.58, "high": 8.58, "low": 8.56, "open": 8.56, "time": "09:55" }, { "amount_yi": 0.0358, "close": 8.6, "high": 8.6, "low": 8.6, "open": 8.6, "time": "09:56" }, { "amount_yi": 0.0353, "close": 8.6, "high": 8.6, "low": 8.59, "open": 8.59, "time": "09:57" } ], "energy_ratio": 1.7468, "min_samples": 3, "passed": true, "prev_amount_yi": 0.0849, "ratio_min": 1.05, "reason": "minute_energy_accelerating", "template_key": "VWAP_RECLAIM", "window_min": 5 }, "name": "华阳股份", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260707", "plan_id": "20260707:SHSE.600348:VWAP_RECLAIM", "price": 8.61, "price_vs_vwap_pct": 0.9224, "qty": 4800, "quote_ask1": 8.61, "quote_ask_qty1": 620, "quote_bid1": 8.6, "quote_bid_qty1": 13, "quote_high": 8.6, "quote_last": 8.6, "quote_low": 8.4, "quote_open": 8.48, "quote_prev_close": 8.47, "quote_ts": "2026-07-08T09:57:58", "reason": "shadow_paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 70.18, "status": "SHADOW_FILLED", "suggested_position_pct": 8.0, "symbol": "SHSE.600348", "target_amount": 41824.51, "target_position_pct": 4.0, "template_key": "VWAP_RECLAIM", "theme": "钠电池", "trade_date": "20260708", "trigger_price": 8.55, "ts": "2026-07-08T09:57:58", "id": 71, "raw_json": "{\"amount\": 41328.0, \"base_exec_high\": 8.68, \"cash_before_order\": 1013256.95, \"chase_ceiling\": 8.81, \"current_position_value\": 0.0, \"decision\": \"conditional_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 3.7166, \"entry_zone_high\": 8.68, \"entry_zone_low\": 8.42, \"event_id\": \"20260707:20260708:SHSE.600348:VWAP_RECLAIM:BUY\", \"exec_high\": 8.68, \"exec_low\": 8.68, \"intraday_vwap\": 8.5214, \"invalid_price\": 8.29, \"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\": 0.1483, \"bar_count\": 5, \"bars\": [{\"amount_yi\": 0.0225, \"close\": 8.55, \"high\": 8.55, \"low\": 8.55, \"open\": 8.55, \"time\": \"09:53\"}, {\"amount_yi\": 0.0137, \"close\": 8.55, \"high\": 8.56, \"low\": 8.55, \"open\": 8.56, \"time\": \"09:54\"}, {\"amount_yi\": 0.041, \"close\": 8.58, \"high\": 8.58, \"low\": 8.56, \"open\": 8.56, \"time\": \"09:55\"}, {\"amount_yi\": 0.0358, \"close\": 8.6, \"high\": 8.6, \"low\": 8.6, \"open\": 8.6, \"time\": \"09:56\"}, {\"amount_yi\": 0.0353, \"close\": 8.6, \"high\": 8.6, \"low\": 8.59, \"open\": 8.59, \"time\": \"09:57\"}], \"energy_ratio\": 1.7468, \"min_samples\": 3, \"passed\": true, \"prev_amount_yi\": 0.0849, \"ratio_min\": 1.05, \"reason\": \"minute_energy_accelerating\", \"template_key\": \"VWAP_RECLAIM\", \"window_min\": 5}, \"name\": \"华阳股份\", \"paper_scope\": \"shadow_watch\", \"participation_rate\": null, \"plan_date\": \"20260707\", \"plan_id\": \"20260707:SHSE.600348:VWAP_RECLAIM\", \"price\": 8.61, \"price_vs_vwap_pct\": 0.9224, \"qty\": 4800, \"quote_ask1\": 8.61, \"quote_ask_qty1\": 620, \"quote_bid1\": 8.6, \"quote_bid_qty1\": 13, \"quote_high\": 8.6, \"quote_last\": 8.6, \"quote_low\": 8.4, \"quote_open\": 8.48, \"quote_prev_close\": 8.47, \"quote_ts\": \"2026-07-08T09:57:58\", \"reason\": \"shadow_paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 70.18, \"status\": \"SHADOW_FILLED\", \"suggested_position_pct\": 8.0, \"symbol\": \"SHSE.600348\", \"target_amount\": 41824.51, \"target_position_pct\": 4.0, \"template_key\": \"VWAP_RECLAIM\", \"theme\": \"钠电池\", \"trade_date\": \"20260708\", \"trigger_price\": 8.55, \"ts\": \"2026-07-08T09:57:58\"}" } }, { "event_id": "20260708:SZSE.002979:loss_side_invalidation_day_drop_v1:loss_step1@-8pct", "ts": "2026-07-08T10:02:08", "symbol": "SZSE.002979", "name": "雷赛智能", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": false, "qty": 100, "price": 63.75, "amount": 6375.0, "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": 240.4285714285713, "rule_id": "loss_side_invalidation_day_drop_v1", "sim_reason": "loss_side_invalidation_day_drop_v1", "trigger_price": 63.75, "raw_status": "FILLED", "raw": { "event_id": "20260708:SZSE.002979:loss_side_invalidation_day_drop_v1:loss_step1@-8pct", "rule_id": "loss_side_invalidation_day_drop_v1", "tier": "loss_step1@-8pct", "symbol": "SZSE.002979", "name": "雷赛智能", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "qty": 100, "quantity": 100, "price": 63.75, "amount": 6375.0, "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": 63.75, "day_return_pct": -8.0087, "unrealized_profit_pct": 3.9192, "quantity_before": 500, "sellable_qty_before": 500, "avg_cost": 61.34571428571429, "reduce_ratio": 0.3333333333333333, "realized_pnl_delta": 240.4285714285713, "cost_basis": 6134.571428571428, "realized_pnl_source": "fifo_lot_pairing", "ts": "2026-07-08T10:02:08", "id": 72, "trade_date": "20260708", "sim_reason": "loss_side_invalidation_day_drop_v1", "raw_json": "{\"event_id\": \"20260708:SZSE.002979:loss_side_invalidation_day_drop_v1:loss_step1@-8pct\", \"rule_id\": \"loss_side_invalidation_day_drop_v1\", \"tier\": \"loss_step1@-8pct\", \"symbol\": \"SZSE.002979\", \"name\": \"雷赛智能\", \"side\": \"SELL\", \"status\": \"FILLED\", \"order_kind\": \"INVALIDATION_SELL\", \"qty\": 100, \"quantity\": 100, \"price\": 63.75, \"amount\": 6375.0, \"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\": 63.75, \"day_return_pct\": -8.0087, \"unrealized_profit_pct\": 3.9192, \"quantity_before\": 500, \"sellable_qty_before\": 500, \"avg_cost\": 61.34571428571429, \"reduce_ratio\": 0.3333333333333333, \"realized_pnl_delta\": 240.43, \"cost_basis\": 6134.57, \"realized_pnl_source\": \"position_avg_cost_fallback\"}", "plan_date": "20260707" } }, { "event_id": "20260708:SZSE.002979:floating_profit_day_drawdown_v1:float_step1@-5pct", "ts": "2026-07-08T14:23:25", "symbol": "SZSE.002979", "name": "雷赛智能", "side": "SELL", "status": "FILLED", "order_kind": "RISK_SELL", "kind_inferred": false, "qty": 100, "price": 64.86, "amount": 6486.0, "reason": "高浮盈单日大回撤保护：昨日仍处高浮盈或当前浮盈仍超过阈值，但当日跌幅超过5%，先按分层规则锁定部分利润，避免强势票从浮盈快速转为深回撤。", "realized_pnl_delta": 351.4285714285712, "rule_id": "floating_profit_day_drawdown_v1", "sim_reason": "floating_profit_day_drawdown_v1", "trigger_price": 64.86, "raw_status": "FILLED", "raw": { "event_id": "20260708:SZSE.002979:floating_profit_day_drawdown_v1:float_step1@-5pct", "rule_id": "floating_profit_day_drawdown_v1", "tier": "float_step1@-5pct", "symbol": "SZSE.002979", "name": "雷赛智能", "side": "SELL", "status": "FILLED", "order_kind": "RISK_SELL", "qty": 100, "quantity": 100, "price": 64.86, "amount": 6486.0, "reason": "高浮盈单日大回撤保护：昨日仍处高浮盈或当前浮盈仍超过阈值，但当日跌幅超过5%，先按分层规则锁定部分利润，避免强势票从浮盈快速转为深回撤。", "trigger_price": 64.86, "day_return_pct": -6.4069, "unrealized_profit_pct": 5.7287, "quantity_before": 400, "sellable_qty_before": 400, "avg_cost": 61.34571428571429, "reduce_ratio": 0.25, "profit_floor_pct": 8.0, "previous_profit_floor_pct": 10.0, "previous_unrealized_profit_pct": 12.9663, "profit_giveback_points": 7.2377, "profit_giveback_trigger_points": 5.0, "day_drop_trigger_pct": -5.0, "realized_pnl_delta": 351.4285714285712, "cost_basis": 6134.571428571428, "realized_pnl_source": "fifo_lot_pairing", "ts": "2026-07-08T14:23:25", "id": 74, "trade_date": "20260708", "sim_reason": "floating_profit_day_drawdown_v1", "raw_json": "{\"event_id\": \"20260708:SZSE.002979:floating_profit_day_drawdown_v1:float_step1@-5pct\", \"rule_id\": \"floating_profit_day_drawdown_v1\", \"tier\": \"float_step1@-5pct\", \"symbol\": \"SZSE.002979\", \"name\": \"雷赛智能\", \"side\": \"SELL\", \"status\": \"FILLED\", \"order_kind\": \"RISK_SELL\", \"qty\": 100, \"quantity\": 100, \"price\": 64.86, \"amount\": 6486.0, \"reason\": \"高浮盈单日大回撤保护：昨日仍处高浮盈或当前浮盈仍超过阈值，但当日跌幅超过5%，先按分层规则锁定部分利润，避免强势票从浮盈快速转为深回撤。\", \"trigger_price\": 64.86, \"day_return_pct\": -6.4069, \"unrealized_profit_pct\": 5.7287, \"quantity_before\": 400, \"sellable_qty_before\": 400, \"avg_cost\": 61.34571428571429, \"reduce_ratio\": 0.25, \"profit_floor_pct\": 8.0, \"previous_profit_floor_pct\": 10.0, \"previous_unrealized_profit_pct\": 12.9663, \"profit_giveback_points\": 7.2377, \"profit_giveback_trigger_points\": 5.0, \"day_drop_trigger_pct\": -5.0, \"realized_pnl_delta\": 351.43, \"cost_basis\": 6134.57, \"realized_pnl_source\": \"position_avg_cost_fallback\"}", "plan_date": "20260707" } }, { "event_id": "RISK:20260708:SZSE.301696:position_stop_loss:SELL", "ts": "2026-07-08T14:26:35", "symbol": "SZSE.301696", "name": "三瑞智能", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": true, "qty": 2, "price": 112.28, "amount": 224.56, "reason": "paper_sell_at_bid1", "realized_pnl_delta": -24.710000000000008, "rule_id": null, "sim_reason": "position_stop_loss_3pct", "trigger_price": -3.0, "raw_status": "FILLED", "raw": { "adjusted_avg_cost": null, "amount": 224.56, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260708:SZSE.301696:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 125.55, "max_chase_pct": null, "minute_energy": null, "name": "三瑞智能", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260707", "plan_id": "RISK:20260707:SZSE.301696:position_stop_loss", "position_pnl_pct": -9.5543, "price": 112.28, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 2, "quote_ask1": 112.41, "quote_ask_qty1": 8, "quote_bid1": 112.28, "quote_bid_qty1": 1, "quote_high": 117.43, "quote_last": 112.41, "quote_low": 111.37, "quote_open": 117.0, "quote_prev_close": 119.58, "quote_ts": "2026-07-08T14:26:27", "raw_avg_cost": 128.77, "raw_position_pnl_pct": -9.554279377480334, "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 2, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.301696", "template_key": "POSITION_RISK_EXIT", "theme": "机器人链 / 减速器", "trade_date": "20260708", "trigger_price": -3.0, "ts": "2026-07-08T14:26:35", "id": 75, "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 224.56, \"base_exec_high\": null, \"chase_ceiling\": null, \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260708:SZSE.301696:position_stop_loss:SELL\", \"exec_high\": null, \"exec_low\": null, \"intraday_vwap\": null, \"invalid_price\": 125.55, \"max_chase_pct\": null, \"minute_energy\": null, \"name\": \"三瑞智能\", \"paper_scope\": \"position_risk\", \"participation_rate\": null, \"plan_date\": \"20260707\", \"plan_id\": \"RISK:20260707:SZSE.301696:position_stop_loss\", \"position_pnl_pct\": -9.5543, \"price\": 112.28, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 2, \"quote_ask1\": 112.41, \"quote_ask_qty1\": 8, \"quote_bid1\": 112.28, \"quote_bid_qty1\": 1, \"quote_high\": 117.43, \"quote_last\": 112.41, \"quote_low\": 111.37, \"quote_open\": 117.0, \"quote_prev_close\": 119.58, \"quote_ts\": \"2026-07-08T14:26:27\", \"raw_avg_cost\": 128.77, \"raw_position_pnl_pct\": -9.554279377480334, \"reason\": \"paper_sell_at_bid1\", \"risk_rule\": \"position_stop_loss\", \"risk_threshold\": -3.0, \"sellable_qty\": 2, \"side\": \"SELL\", \"sim_reason\": \"position_stop_loss_3pct\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SZSE.301696\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": \"机器人链 / 减速器\", \"trade_date\": \"20260708\", \"trigger_price\": -3.0, \"ts\": \"2026-07-08T14:26:35\"}", "realized_pnl_delta": -24.710000000000008, "realized_pnl_source": "fifo_lot_pairing", "cost_basis": 249.27 } } ], "intended_but_blocked": [ { "symbol": "SZSE.002979", "rule": "loss_side_invalidation_day_drop_v1", "wanted_qty": 100, "blocked_by": "duplicate_event_id", "day_return_pct": -8.1818, "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。" }, { "symbol": "SZSE.002979", "rule": "floating_profit_day_drawdown_v1", "wanted_qty": 100, "blocked_by": "duplicate_event_id", "day_return_pct": -7.2872, "reason": "高浮盈单日大回撤保护：昨日仍处高浮盈或当前浮盈仍超过阈值，但当日跌幅超过5%，先按分层规则锁定部分利润，避免强势票从浮盈快速转为深回撤。" } ], "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": 0.1765, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 17, "dominant_theme": "钠电池", "dominant_theme_share": 1.0, "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": 100.0, "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": [ "nasdaq_negative_-1.16%", "sox_negative_-4.65%", "korea_market_stress_-3.96%", "domestic_tech_avg_negative_-2.24%", "domestic_tech_down_ratio_81%" ], "source_file": "reports/external_checks/external_tech_shock_20260708.json", "source_status": "partial", "source_generated_at": "2026-07-08T09:25:44+08:00" }, "sample_rows": [ { "symbol": "SZSE.000066", "name": "中国长城", "theme": "钠电池", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.9827771797632083, "last": 19.32, "vwap": 19.270237517254657, "above_vwap": true, "amount": 6286265583.0 }, { "symbol": "SHSE.600348", "name": "华阳股份", "theme": "钠电池", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 1.7709563164108433, "last": 8.62, "vwap": 8.57325682545485, "above_vwap": true, "amount": 276743873.0 }, { "symbol": "SZSE.002340", "name": "格林美", "theme": "钠电池", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 0.15015015015014122, "last": 6.67, "vwap": 6.582007746900094, "above_vwap": true, "amount": 890243534.0 }, { "symbol": "SZSE.002480", "name": "新筑股份", "theme": "钠电池", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -0.19723865877713243, "last": 5.06, "vwap": 5.048302811654445, "above_vwap": true, "amount": 25747354.0 }, { "symbol": "SHSE.600216", "name": "浙江医药", "theme": "钠电池", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -0.6611570247933907, "last": 12.02, "vwap": 12.160755104746752, "above_vwap": false, "amount": 256805962.0 }, { "symbol": "SZSE.002130", "name": "沃尔核材", "theme": "钠电池", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -0.7936507936508019, "last": 17.5, "vwap": 17.637622528278744, "above_vwap": false, "amount": 454369849.0 }, { "symbol": "SHSE.600328", "name": "中盐化工", "theme": "钠电池", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -1.3333333333333308, "last": 5.92, "vwap": 5.944602399148689, "above_vwap": false, "amount": 86029097.0 }, { "symbol": "SHSE.688819", "name": "天能股份", "theme": "钠电池", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -1.5301530153015275, "last": 21.88, "vwap": 22.013488798484744, "above_vwap": false, "amount": 38516429.0 }, { "symbol": "SZSE.300207", "name": "欣旺达", "theme": "钠电池", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -2.7057497181510515, "last": 17.26, "vwap": 17.403132794178262, "above_vwap": false, "amount": 612216107.0 }, { "symbol": "SZSE.300750", "name": "宁德时代", "theme": "钠电池", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -2.8188676206072683, "last": 361.99, "vwap": 366.2155891376846, "above_vwap": false, "amount": 9608581520.0 }, { "symbol": "SHSE.603823", "name": "百合花", "theme": "钠电池", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -3.5748792270531404, "last": 69.86, "vwap": 68.99164579612228, "above_vwap": true, "amount": 2132173015.0 }, { "symbol": "SZSE.300428", "name": "立中集团", "theme": "钠电池", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -3.8904109589041114, "last": 17.54, "vwap": 17.777991845056064, "above_vwap": false, "amount": 139521680.0 } ] }, "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": 100.0, "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": [ "nasdaq_negative_-1.16%", "sox_negative_-4.65%", "korea_market_stress_-3.96%", "domestic_tech_avg_negative_-2.24%", "domestic_tech_down_ratio_81%" ], "source_file": "reports/external_checks/external_tech_shock_20260708.json", "source_status": "partial", "source_generated_at": "2026-07-08T09:25:44+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech" }, "auction_board_confirm_score": 30, "auction_stock_accept_score": 35.29, "auction_liquidity_score": 57.94, "covered_signal_count": 17, "covered_holding_count": 1, "slot_holding_count": 1, "dust_holding_count": 0, "holding_symbols": [ "SZSE.002979" ], "slot_holding_symbols": [ "SZSE.002979" ], "reason": "expired_after_09:45,active_mainline_not_confirmed" }, "gate_funnel": { "evaluated_count": 17, "passed_count": 0, "policy_blocked_observe_only": 17, "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, "execution_scope": "new_entry_signals_only", "position_add_filled": 0, "official_buy_filled": 0, "scope_note": null, "diagnostic_counts": { "market_gate_blocked": 17, "minute_energy_blocked": 11, "vwap_blocked": 10, "chase_ceiling_blocked": 0, "capital_blocked": 0, "quote_stale_blocked": 0 } }, "signals_snapshot": { "total": 17, "active_plan_contracts": 0, "watch_candidate_contracts": 17, "actionable": 2 } }