{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260715", "trade_date": "20260716", "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_20260715.json", "intraday_metric_reconciliation": "embedded_in_snapshot" }, "status": "SHADOW_RUNNING", "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": 0.0, "total_pnl": 45662.51000000001, "total_pnl_pct": 4.566251000000001, "realized_pnl_source": "no_filled_sell", "account_integrity_warning": null, "realized_pnl_scope": "trade_date", "cumulative_realized_pnl_estimate": 45662.51000000001, "cumulative_realized_pnl_estimate_source": "equity_minus_unrealized" }, "summary": { "total_assets": 1045662.51, "total_pnl": 45662.51000000001, "total_pnl_pct": 4.566251000000001, "unrealized_pnl": 0.0, "realized_pnl": 0.0, "daily_pnl": 0.0, "filled_orders": 0, "rejected_orders": 0, "unfilled_orders": 0, "waiting_orders": 0, "official_buy_filled": 0, "shadow_buy_filled": 0, "risk_sell_filled": 0, "normal_sell_filled": 0, "position_add_filled": 0, "positions": 0, "raw_positions": 0, "dust_positions": 0, "signals": 120, "active_contracts": 0, "conditional_contracts": 120, "active_plan_contracts": 0, "watch_candidate_contracts": 120, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel", "preopen_sector_flow_passed": false, "integrity_warning": "risk_flags_stale：当前使用 20260625 的历史风险旗标；距 20260716 已 21 天，新入场硬阻断，仅保留既有持仓风控保护，需补齐后复核。", "account_integrity_warning": null, "realized_pnl_source": "no_filled_sell", "vwap_reconciliation": { "schema_version": "intraday_metric_reconciliation_v1", "method": "official_runtime_feed_then_bounded_minute_window_proxy", "signal_count": 120, "vwap_official_count": 98, "vwap_raw_missing_count": 22, "vwap_recovered_proxy_count": 22, "vwap_proxy_count": 22, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.1833, "vwap_proxy_ratio": 0.1833, "vwap_remaining_missing_ratio": 0.0, "official_entry_policy": "official_runtime_feed_required; proxy_only_extended_confirmation" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260716", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 45, "score_delta": null, "mismatch": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260716.json", "triggers": [ "plan_regime_WARM_to_execution_MIXED", "external_tech_shock_extreme" ], "action": "09:00-09:25 重新确认执行日 regime、外部科技冲击和板块承接；确认前只允许观察/持仓风控。", "no_silent_reopen": true } }, "positions": [], "orders": [], "shadow_observation_summary": { "total": 120, "status_counts": { "TOUCHED": 13, "ACTIONABLE": 6, "CANCELLED": 27, "OBSERVE": 61, "NEAR_TRIGGER": 13 }, "actionable_count": 6, "touched_count": 13, "cancelled_count": 27, "near_trigger_count": 13, "observe_count": 61, "chase_ceiling_blocked_count": 13, "invalid_price_broken_count": 27, "sector_divergence": [ { "theme": "医疗服务 / 医药消费链 / 创新药", "signals": 58, "chase": 6, "invalidation": 19 }, { "theme": "白酒概念", "signals": 27, "chase": 4, "invalidation": 2 }, { "theme": "医疗服务 / CXO概念", "signals": 8, "chase": 1, "invalidation": 4 }, { "theme": "医疗服务 / 医药消费链 / 医疗器械", "signals": 22, "chase": 2, "invalidation": 1 } ], "top_reasons": [ { "reason": "invalid_price_broken", "count": 27 }, { "reason": "waiting_trigger", "count": 23 }, { "reason": "minute_energy_amount_too_low", "count": 21 }, { "reason": "signal_contract_missing_price_fields", "count": 16 }, { "reason": "near_trigger", "count": 13 }, { "reason": "trigger_touched_but_above_exec_high", "count": 13 }, { "reason": "trigger_touched", "count": 5 }, { "reason": "intraday_vwap_anchor_reclaim", "count": 1 } ], "policy_note": "OBSERVE_ONLY 下 actionable 仅为影子候选，不等于实际可执行买入；正式可执行数量以 runtime_gate_funnel.actionable 为准。" }, "shadow_position_lifecycle": [], "intended_but_blocked": [ { "symbol": "SZSE.300683", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2700, "blocked_by": "chase_ceiling", "day_return_pct": 4.2373, "reason": "海特生物，position_sized_by_target_pct，现价 30.75，触发 30.08，失效 29.18" }, { "symbol": "SHSE.688621", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1300, "blocked_by": "chase_ceiling", "day_return_pct": 5.2414, "reason": "阳光诺和，position_sized_by_target_pct，现价 61.04，触发 59.66，失效 57.87" }, { "symbol": "SZSE.300255", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2600, "blocked_by": "chase_ceiling", "day_return_pct": 9.0592, "reason": "常山药业，position_sized_by_target_pct，现价 31.30，触发 29.35，失效 28.47" }, { "symbol": "SZSE.002653", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1000, "blocked_by": "chase_ceiling", "day_return_pct": 6.8393, "reason": "海思科，position_sized_by_target_pct，现价 79.20，触发 74.50，失效 72.27" }, { "symbol": "SZSE.002294", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2000, "blocked_by": "chase_ceiling", "day_return_pct": 7.0634, "reason": "信立泰，position_sized_by_target_pct，现价 41.38，触发 39.08，失效 37.91" }, { "symbol": "SHSE.600535", "rule": "VWAP_RECLAIM", "wanted_qty": 5200, "blocked_by": "chase_ceiling", "day_return_pct": 4.0549, "reason": "天士力，position_sized_by_target_pct，现价 15.91，触发 15.30，失效 14.84" }, { "symbol": "SZSE.300254", "rule": "VWAP_RECLAIM", "wanted_qty": 9000, "blocked_by": "chase_ceiling", "day_return_pct": 3.9414, "reason": "仟源医药，position_sized_by_target_pct，现价 9.23，触发 9.00，失效 8.73" }, { "symbol": "SHSE.600587", "rule": "VWAP_RECLAIM", "wanted_qty": 6300, "blocked_by": "chase_ceiling", "day_return_pct": 3.4591, "reason": "新华医疗，position_sized_by_target_pct，现价 13.16，触发 12.72，失效 12.34" }, { "symbol": "SZSE.300314", "rule": "VWAP_RECLAIM", "wanted_qty": 8100, "blocked_by": "chase_ceiling", "day_return_pct": 3.012, "reason": "戴维医疗，position_sized_by_target_pct，现价 10.26，触发 10.10，失效 9.80" }, { "symbol": "SZSE.000829", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 9100, "blocked_by": "chase_ceiling", "day_return_pct": 10.0121, "reason": "天音控股，position_sized_by_target_pct，现价 9.12，触发 8.43，失效 8.18" }, { "symbol": "SHSE.603198", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2300, "blocked_by": "chase_ceiling", "day_return_pct": 3.5186, "reason": "迎驾贡酒，position_sized_by_target_pct，现价 35.01，触发 34.45，失效 33.42" }, { "symbol": "SHSE.603589", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 4200, "blocked_by": "chase_ceiling", "day_return_pct": 2.2142, "reason": "口子窖，position_sized_by_target_pct，现价 19.85，触发 19.44，失效 18.86" }, { "symbol": "SZSE.000721", "rule": "VWAP_RECLAIM", "wanted_qty": 14000, "blocked_by": "chase_ceiling", "day_return_pct": 3.8261, "reason": "西安饮食，position_sized_by_target_pct，现价 5.97，触发 5.85，失效 5.67" } ], "shadow_gate_audit": [], "risk_flags": { "coverage": "stale_partial", "quality_state": "stale", "execution_impact": "manual_confirm_required", "new_entry_blocked": true, "missing_reason": "stale_source", "latest_available_date": "20260625", "coverage_gap_days": 21, "coverage_gap_alert": true, "shadow_observation_policy": "manual_confirm_required", "coverage_audit_path": "reports/audit/20260716_risk_flags_coverage.json", "ingest_path": null, "backfill_state": "not_run", "missing_backfill_dates": [], "affected_symbol_count": 120, "supported_flags": [ "ST", "退市风险", "监管", "减持", "质押", "停牌" ], "integrity_warning": "risk_flags_stale：当前使用 20260625 的历史风险旗标；距 20260716 已 21 天，新入场硬阻断，仅保留既有持仓风控保护，需补齐后复核。", "note": "风险旗标为历史覆盖：继续标注现有持仓，但不得据此放行新入场。", "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" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260716", "plan_date": "20260715", "status": "SYSTEM_HALT", "hard_block_new_entries": true, "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "block_reason": "data_pipeline_health_gate:risk_flags_stale_gap_21d,plan_regime_mismatch,plan_contract_disallows_new_positions", "blockers": [ "risk_flags_stale_gap_21d", "plan_regime_mismatch", "plan_contract_disallows_new_positions" ], "evidence": { "path": "inbox/local_public/20260716/evidence/evidence_pack_20260716.json", "state": "verified_price_sector" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260716.json", "state": "derived_price_sector", "current_record_state": "derived_price_sector", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "MIXED", "regime_alignment": { "plan_regime": "WARM", "execution_regime": "MIXED", "mismatch": true, "note": "执行日门控以当日观测为准；计划日 regime 仅作盘前假设，不能覆盖执行日 MIXED/WEAK/COLD。", "action": "hard_block_new_entries_until_execution_regime_reconfirmed" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260716", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 45, "score_delta": null, "mismatch": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260716.json", "triggers": [ "plan_regime_WARM_to_execution_MIXED", "external_tech_shock_extreme" ], "action": "09:00-09:25 重新确认执行日 regime、外部科技冲击和板块承接；确认前只允许观察/持仓风控。", "no_silent_reopen": true } }, "risk_flags": { "path": "config/local_risk_flags_20260625.json", "coverage_audit_path": "reports/audit/20260716_risk_flags_coverage.json", "state": "stale", "latest_available_date": "20260625", "coverage_gap_days": 21, "max_allowed_gap_days": 5, "recovery_action": "补齐当日风险旗标并回填缺失日期；覆盖恢复前仅允许既有持仓风控卖出，不得用人工确认静默放行新入场。" }, "daily_report": { "path": "reports/theme_cleaning/browser_dump_20260716_dashboard.cleaned.json", "fallback_to_plan_date": false }, "plan_contract": { "path": "reports/trade_plan/20260715_active_plan_v2_for_trading.json", "requested_allow_new_positions": false, "requested_trade_mode": "OBSERVE_ONLY" }, "position_management_policy": "risk_sell_and_position_management_remain_enabled" }, "intraday_metric_reconciliation": { "schema_version": "intraday_metric_reconciliation_v1", "method": "official_runtime_feed_then_bounded_minute_window_proxy", "signal_count": 120, "vwap_official_count": 98, "vwap_raw_missing_count": 22, "vwap_recovered_proxy_count": 22, "vwap_proxy_count": 22, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.1833, "vwap_proxy_ratio": 0.1833, "vwap_remaining_missing_ratio": 0.0, "official_entry_policy": "official_runtime_feed_required; proxy_only_extended_confirmation" }, "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,no_active_candidates,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": 0.6167, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 120, "signal_contract_total": 120, "active_contract_total": 0, "dominant_theme": "医疗服务 / 医药消费链 / 创新药", "dominant_theme_share": 0.5793, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "医疗服务 / 医药消费链 / 创新药", "count": 7, "top_symbols": [ "SZSE.000566", "SHSE.600721", "SZSE.300255", "SZSE.002900", "SZSE.002294" ], "top_return_pct": 10.0971 }, { "theme": "医疗服务 / 生物制药", "count": 2, "top_symbols": [ "SHSE.600664", "SZSE.002365" ], "top_return_pct": 10.0223 }, { "theme": "医疗服务 / CXO概念", "count": 2, "top_symbols": [ "SHSE.688621", "SZSE.300404" ], "top_return_pct": 5.2414 } ], "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, "raw_score": 100.0, "confidence_penalty": 15.0, "confidence_adjusted_score": 85.0, "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_market_stress_-7.34%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk", "external_source_critical_fields_missing" ], "source_status": "partial", "source_quality": "degraded_missing_gate_fields", "source_confidence": "degraded", "missing_gate_fields": [ "sox_pct" ], "critical_data_missing": true, "partial_gate_behavior": "critical_fields_missing_block_tech_until_repair", "confidence_note": "关键外部字段缺失；保持保守阻断策略，但冲击分数仅供参考，需数据修复后复核。", "source_file": "reports/external_checks/external_tech_shock_20260716.json", "source_errors": { "sp500": "URLError: ", "sox": "URLError: " }, "source_ths_errors": {}, "source_generated_at": "2026-07-16T09:25:34+08:00" }, "active_samples": [], "sample_rows": [ { "symbol": "SZSE.000566", "name": "海南海药", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.097087378640769, "last": 5.67, "vwap": 5.473978084698797, "above_vwap": true, "amount": 1612771888.0 }, { "symbol": "SHSE.600664", "name": "哈药股份", "theme": "医疗服务 / 生物制药", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.022271714922049, "last": 4.94, "vwap": 4.936100813624793, "above_vwap": true, "amount": 1460339996.0 }, { "symbol": "SZSE.002365", "name": "永安药业", "theme": "医疗服务 / 生物制药", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.016694490818034, "last": 13.18, "vwap": 12.878576451962987, "above_vwap": true, "amount": 331086307.0 }, { "symbol": "SZSE.000829", "name": "天音控股", "theme": "白酒概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.012062726176119, "last": 9.12, "vwap": 8.886578554076433, "above_vwap": true, "amount": 462015885.0 }, { "symbol": "SHSE.600721", "name": "百花医药", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.511228533685578, "last": 8.29, "vwap": 8.012567146499483, "above_vwap": true, "amount": 554673967.0 }, { "symbol": "SZSE.300255", "name": "常山药业", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.059233449477366, "last": 31.3, "vwap": 30.02050115331412, "above_vwap": true, "amount": 3485386188.0 }, { "symbol": "SZSE.002432", "name": "九安医疗", "theme": "医疗服务 / 医药消费链 / 医疗器械", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.284818629646228, "last": 72.54, "vwap": 72.01161572297089, "above_vwap": true, "amount": 4626559080.0 }, { "symbol": "SZSE.002900", "name": "哈三联", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.41733690795352, "last": 12.02, "vwap": 11.643786208111589, "above_vwap": true, "amount": 383322757.0 }, { "symbol": "SZSE.002294", "name": "信立泰", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.063389391979302, "last": 41.38, "vwap": 39.52148051996505, "above_vwap": true, "amount": 2542314086.0 }, { "symbol": "SZSE.002653", "name": "海思科", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 6.83933630109268, "last": 79.2, "vwap": 73.97575156534197, "above_vwap": true, "amount": 1838356607.0 }, { "symbol": "SZSE.300149", "name": "睿智医药", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 6.448508180943224, "last": 11.06, "vwap": 10.826825512337999, "above_vwap": true, "amount": 1377660495.0 }, { "symbol": "SHSE.688621", "name": "阳光诺和", "theme": "医疗服务 / CXO概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 5.241379310344829, "last": 61.04, "vwap": 58.847769343654164, "above_vwap": true, "amount": 529929165.0 } ] }, "pool_up_ratio": 0.6167, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 120, "active_samples": [], "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, "raw_score": 100.0, "confidence_penalty": 15.0, "confidence_adjusted_score": 85.0, "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_market_stress_-7.34%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk", "external_source_critical_fields_missing" ], "source_status": "partial", "source_quality": "degraded_missing_gate_fields", "source_confidence": "degraded", "missing_gate_fields": [ "sox_pct" ], "critical_data_missing": true, "partial_gate_behavior": "critical_fields_missing_block_tech_until_repair", "confidence_note": "关键外部字段缺失；保持保守阻断策略，但冲击分数仅供参考，需数据修复后复核。", "source_file": "reports/external_checks/external_tech_shock_20260716.json", "source_errors": { "sp500": "URLError: ", "sox": "URLError: " }, "source_ths_errors": {}, "source_generated_at": "2026-07-16T09:25:34+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech", "signal_contract_total": 120, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 0, "active_quote_total": 0, "active_candidates_available": false, "active_quotes_available": false, "active_quote_coverage": null, "quote_diagnostic": "行情已到达，active候选为空" }, "auction_board_confirm_score": 30, "auction_stock_accept_score": 22.5, "auction_liquidity_score": 49.62, "covered_signal_count": 120, "covered_holding_count": 0, "slot_holding_count": 0, "dust_holding_count": 0, "holding_symbols": [], "slot_holding_symbols": [], "reason": "expired_after_09:45,no_active_candidates,active_mainline_not_confirmed", "external_gate_reconciliation": { "status": "reconciled", "source_file": "reports/external_checks/external_tech_shock_20260716.json", "source_generated_at": "2026-07-16T18:02:29+08:00", "source_quality": "degraded_missing_gate_fields", "observed_runtime_gate": { "level": "EXTREME", "source_status": "partial", "source_quality": "degraded_missing_gate_fields", "reasons": [ "korea_market_stress_-7.34%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk", "external_source_critical_fields_missing" ] }, "verified_gate": { "level": "EXTREME", "score": 100.0, "reasons": [ "sox_negative_-2.08%", "korea_tech_negative_-4.53%", "korea_market_stress_-7.60%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk", "external_source_critical_fields_missing" ], "source_quality": "degraded_missing_gate_fields" }, "korea_market_stress_pct": -7.599, "korea_market_close_pct": -6.3672, "korea_stress_basis": "kospi_intraday_low_pct", "stress_mismatch": true, "note": "执行时记录的韩国压力 -7.34% 与收盘后核验的盘中低点 -7.60% 不一致；历史执行口径保留，后续门控统一使用 kospi_intraday_low_pct。" } }, "gate_funnel": { "evaluated_count": 120, "passed_count": 0, "policy_blocked_observe_only": 120, "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": "intraday_vwap_proxy_warning", "execution_scope": "new_entry_signals_only", "position_add_filled": 0, "official_buy_filled": 0, "scope_note": null, "diagnostic_counts": { "market_gate_blocked": 0, "minute_energy_blocked": 93, "vwap_blocked": 31, "chase_ceiling_blocked": 6, "capital_blocked": 0, "quote_stale_blocked": 0 }, "diagnostic_counts_scope": "independent_signal_checks_excluding_policy_suppressed_market_gate", "first_fail_counts": { "policy_blocked_observe_only": 120, "market_gate_blocked": 0, "quote_stale_blocked": 0, "minute_energy_blocked": 0, "vwap_blocked": 0, "chase_ceiling_blocked": 0, "capital_blocked": 0, "passed": 0 }, "quote_stale_ratio": 0.0, "minute_energy_warmup_count": 0, "intraday_metrics_missing_count": 0, "intraday_metrics_missing_ratio": 0.0, "intraday_metrics_missing_fields": { "intraday_vwap_proxy": 22 }, "intraday_metrics_missing_warn_threshold": 0.15, "intraday_metrics_missing_block_threshold": 0.25, "vwap_official_count": 98, "vwap_proxy_count": 22, "vwap_missing_count": 0, "vwap_proxy_ratio": 0.1833, "vwap_quality_state": "proxy_warning", "vwap_entry_policy": "official_runtime_feed_required; proxy_only_extended_confirmation", "data_quality_state": "warning" }, "signals_snapshot": { "total": 120, "active_contracts": 0, "conditional_contracts": 120, "active_plan_contracts": 0, "watch_candidate_contracts": 120, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" } }