{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260716", "trade_date": "20260717", "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_20260716.json", "intraday_metric_reconciliation": "embedded_in_snapshot" }, "status": "PAPER_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": 36, "active_contracts": 5, "conditional_contracts": 31, "active_plan_contracts": 5, "watch_candidate_contracts": 0, "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 20260717 已 22 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": 36, "vwap_official_count": 36, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 0, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.0, "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": "20260717", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "COLD", "plan_score": null, "execution_score": 20, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260717.json", "triggers": [ "plan_regime_MIXED_to_execution_COLD", "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": 36, "status_counts": { "NEAR_TRIGGER": 1, "CANCELLED": 28, "TOUCHED": 1, "OBSERVE": 6 }, "actionable_count": 0, "touched_count": 1, "cancelled_count": 28, "near_trigger_count": 1, "observe_count": 6, "chase_ceiling_blocked_count": 1, "invalid_price_broken_count": 28, "sector_divergence": [ { "theme": "医疗服务 / 医药消费链 / 医疗器械", "signals": 25, "chase": 1, "invalidation": 20 } ], "top_reasons": [ { "reason": "invalid_price_broken", "count": 28 }, { "reason": "waiting_trigger", "count": 4 }, { "reason": "signal_contract_missing_price_fields", "count": 2 }, { "reason": "near_trigger", "count": 1 }, { "reason": "trigger_touched_but_above_exec_high", "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.002432", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1000, "blocked_by": "framework_pool_gate", "day_return_pct": 10.0, "reason": "九安医疗，conditional_plan_watch_only，现价 79.20，触发 73.69，失效 71.48" } ], "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": 22, "coverage_gap_alert": true, "shadow_observation_policy": "manual_confirm_required", "coverage_audit_path": "reports/audit/20260717_risk_flags_coverage.json", "ingest_path": "reports/audit/20260717_risk_flags_ingest.json", "backfill_state": "complete", "missing_backfill_dates": [], "affected_symbol_count": 36, "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 20260717 已 22 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": "20260717", "plan_date": "20260716", "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_22d,plan_regime_mismatch", "blockers": [ "risk_flags_stale_gap_22d", "plan_regime_mismatch" ], "evidence": { "path": "inbox/local_public/20260717/evidence/evidence_pack_20260717.json", "state": "verified_price_sector" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260717.json", "state": "derived_price_sector", "current_record_state": "derived_price_sector", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "COLD", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "COLD", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "blocking_reasons": [ "risk_flags_stale_gap_22d", "plan_regime_mismatch" ], "note": "计划日 regime 仅作盘前假设，执行日观测不一致，必须以执行日数据重新确认。", "action": "hard_block_new_entries_until_execution_regime_reconfirmed" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260717", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "COLD", "plan_score": null, "execution_score": 20, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260717.json", "triggers": [ "plan_regime_MIXED_to_execution_COLD", "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/20260717_risk_flags_coverage.json", "state": "stale", "latest_available_date": "20260625", "coverage_gap_days": 22, "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_20260717_dashboard.cleaned.json", "fallback_to_plan_date": false }, "plan_contract": { "path": "reports/trade_plan/20260716_active_plan_v2_for_trading.json", "requested_allow_new_positions": true, "requested_trade_mode": "SIMULATION_READY", "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "reconciliation_status": "overridden_by_execution_health_gate", "permission_source": "execution_data_health_gate" }, "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": 36, "vwap_official_count": 36, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 0, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.0, "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,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": 0.0556, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 5, "sample_total": 36, "signal_contract_total": 36, "active_contract_total": 5, "dominant_theme": "医疗服务 / 医药消费链 / 医疗器械", "dominant_theme_share": 0.4845, "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, "raw_score": 100.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 100.0, 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