{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260710", "trade_date": "20260713", "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_20260710.json", "latest_signals_date_mismatch": "requested=20260713,available=20260714" }, "status": "IDLE", "mode": "OBSERVE_ONLY", "allow_new_positions": false, "account": { "initial_capital": 1000000.0, "cash": 1045662.51, "market_value": 0.0, "total_value": 1045662.51, "unrealized_pnl": 0.0, "realized_pnl": 0.0, "daily_pnl": null, "total_pnl": 45662.51000000001, "total_pnl_pct": 4.566251000000001, "realized_pnl_source": "no_filled_sell", "account_integrity_warning": null, "realized_pnl_scope": 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\"amount_yi\": 0.2905, \"bar_count\": 3, \"bars\": [{\"amount_yi\": 0.0729, \"close\": 7.9, \"high\": 7.9, \"low\": 7.68, \"open\": 7.68, \"time\": \"09:30\"}, {\"amount_yi\": 0.1796, \"close\": 7.85, \"high\": 7.99, \"low\": 7.85, \"open\": 7.99, \"time\": \"09:31\"}, {\"amount_yi\": 0.038, \"close\": 7.78, \"high\": 7.78, \"low\": 7.78, \"open\": 7.78, \"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\": \"银龙股份\", \"paper_scope\": \"shadow_watch\", \"participation_rate\": null, \"plan_date\": \"20260710\", \"plan_id\": \"20260710:SHSE.603969:VWAP_RECLAIM\", \"price\": 7.82, \"price_vs_vwap_pct\": -0.416, \"qty\": 5300, \"quote_ask1\": 7.82, \"quote_ask_qty1\": 172, \"quote_bid1\": 7.78, \"quote_bid_qty1\": 191, \"quote_high\": 8.06, \"quote_last\": 7.78, \"quote_low\": 7.55, \"quote_open\": 7.68, \"quote_prev_close\": 7.67, \"quote_ts\": \"2026-07-13T09:32:05\", \"reason\": \"shadow_paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 77.32, \"status\": \"SHADOW_FILLED\", \"suggested_position_pct\": 8.0, \"symbol\": \"SHSE.603969\", \"target_amount\": 41826.5, \"target_position_pct\": 4.0, \"template_key\": \"VWAP_RECLAIM\", \"theme\": \"2026中报预增\", \"trade_date\": \"20260713\", \"trigger_price\": 7.76, \"ts\": \"2026-07-13T09:32:07\"}" } } ], "shadow_position_lifecycle": [ { "symbol": "SHSE.603969", "name": "银龙股份", "opened_at": "2026-07-13T09:32:07", "closed_at": null, "entry_qty": 5300, "entry_amount": 41446.0, "entry_price": 7.82, "shadow_exit_qty": 0, "realized_pnl": 0.0, "state": "open_untracked" } ], "intended_but_blocked": [], "shadow_gate_audit": [ { "symbol": "SHSE.603969", "name": "银龙股份", "plan_date_at_fill": "20260710", "plan_id_at_fill": "20260710:SHSE.603969:VWAP_RECLAIM", "source_theme": "2026中报预增", "plan_theme": "2026中报预增", "theme_alignment": "misaligned", "pool_gate_blocked": true, "recommended_action": "do_not_create_shadow_fill", "pool_gate_stage": "observe_only", "pool_gate_failed_reasons": [ "业务主线/板块验证不足", "非前排/中军", "量价确认不足" ], "order_ts": "2026-07-13T09:32:07", "fill_price": 7.82, "exec_high_at_fill": 7.88, "chase_ceiling_at_fill": 7.99, "entry_risk_pct_at_fill": 3.7084, "executed_within_chase_ceiling": true, "entry_risk_within_5pct": true, "within_entry_zone": true, "quote_ts_at_fill": "2026-07-13T09:32:05", "quote_age_seconds": 2.0, "preopen_confirmation_pending": false, "temporal_sample_class": "confirmed_timing", "execution_time_gate_fields_complete": true, "missing_execution_time_gate_fields": [], "later_chase_block_count": 0, "later_signal_quote_exceeded_after_fill": false, "conclusion": "execution_time_gate_passed" } ], "risk_flags": { "coverage": "not_covered", "quality_state": "degraded", "execution_impact": "manual_confirm_required", "new_entry_blocked": true, "missing_reason": "source_file_not_found", "latest_available_date": "20260625", "coverage_gap_days": 18, "coverage_gap_alert": true, "shadow_observation_policy": "manual_confirm_required", "affected_symbol_count": 0, "supported_flags": [ "ST", "退市风险", "监管", "减持", "质押", "停牌" ], "integrity_warning": "risk_flags_unavailable：当日风险旗标源未覆盖，不能将缺失视作无风险；新入场阻断，持仓相关判断需人工确认。", "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": {}, "auction_board_confirm_score": 20, "auction_stock_accept_score": 0, "auction_liquidity_score": 0, "covered_signal_count": 0, "covered_holding_count": 0, "slot_holding_count": 0, "dust_holding_count": 0, "holding_symbols": [], "slot_holding_symbols": [], "reason": "no_preopen_fact" }, "gate_funnel": { "evaluated_count": 0, "passed_count": 0, "policy_blocked_observe_only": 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